After writing the strategy, you can package the strategy and banbot into a single executable file:

go build -o bot
# go build -o bot.exe

Then you can use this executable file directly to start the UI, backtest, hyperparameter optimization, real trading, etc.!

Directly executing bot will start the WebUI interface at http://localhost:8000, through which you can manage strategies, backtest, analyze transactions, etc.

Running bot -help will display a list of subcommand help:

banbot 0.1.5
please run with a subcommand:
        trade:      live trade
        backtest:   backtest with strategies and data
        spider:     start the spider
        optimize:   run hyper parameters optimization
        bt_opt:     backtest over optimize
        kline:      run kline commands
        tick:       run tick commands
        tool:       run tools
        web:        run web dashboard

Common command parameters

Data directory (-datadir)

When you start through the command line, unless the environment variable BanDataDir is set, you must pass in the parameter -datadir to specify the data directory each time you start.

Default configuration file

Before reading the additional configuration files you passed in, banbot will try to read two default configuration files from the data directory: config.yml and config.local.yml.

If these two have already covered the parameters you need this time, you do not need to pass in the configuration file path through -config.

Command help information

You can display help information by adding -help or -h parameters after the command.

Start WebUI Research & Backtesting

To facilitate your strategy research and backtesting, we provide WebUI visualization. You can edit strategies online, start backtesting, view profit and loss curves, analyze orders, etc. through WebUI.

This is a WebUI only for the strategy research stage. By default, only your local computer is allowed to access it, so you can access it without authentication. If you need to access it from the external network, please set -host 0.0.0.0.

If you need to access the Dashboard UI during real-time trading in banbot, please refer to Real-time Trading。

Usage of web:
  -host string
        bind host ip (default "127.0.0.1")
  -port int
        port to listen (default 8000)
  -config value
        config path to use, Multiple -config options may be used
  -datadir string
        Path to data dir.
  -db string
        db file path (default "dev.db")
  -level string
        log level (default "info")
  -logfile string
        log file path, default: system temp dir
  -tz string
        timezone (default "utc")

Start the crawler process

bot spider [-datadir PATH] [-c PATH] [-c PATH]

When you want to start real-time trading, you need to start the crawler process first. The crawler process listens to the 6789 port by default and only accepts local requests. You can change the yml configuration spider_addr to 0.0.0.0:6789 to accept external listening requests.

After the crawler process is started, it does not listen to any exchange, market, or product by default. It will automatically connect to the specified exchange, market, and listen to the required information based on the client request received.

Usage of spider:
  -config value
        config path to use, Multiple -config options may be used
  -datadir string
        Path to data dir.
  -level string
        set logging level to debug (default "info")
  -logfile string
        Log to the file specified
  -max-pool-size int
        max pool size for db
  -no-compress
        disable compress for hyper table
  -no-default
        ignore default: config.yml, config.local.yml
  -nodb
        dont save orders to database

Start real-time trading (simulated trading/real trading)

bot trade [-spider] [-pairs PAIRS] ...

When you specify env as dry_run in the yml configuration file, the order will not be submitted to the exchange, but simulated matching locally.

When env is set to prod or test, it will be submitted to the production environment or test network of the exchange respectively (some exchanges do not support test networks).

You can configure spider_addr in yml, and the robot will automatically try to connect to the crawler when it starts, and subscribe to the current exchange, market and related product data.

You can also add the -spider parameter to automatically start the crawler in this process when starting the robot.

When you enable api_server in the yml configuration file and set the access account and password, you can view and manage your real-time trading robot with the Dashboard UI.

api_server:
  enabled: true  # enable here
  bind_ip: 0.0.0.0
  port: 8001
  jwt_secret_key: '123456789'  # This should be complicated enough
  users:
    - user: ban
      pwd: '123'
      acc_roles: {user1: admin}  # allow bot accounts and role

Usage of trade:
  -config value
        config path to use, Multiple -config options may be used
  -datadir string
        Path to data dir.
  -level string
        set logging level to debug (default "info")
  -logfile string
        Log to the file specified
  -max-pool-size int
        max pool size for db
  -no-compress
        disable compress for hyper table
  -no-default
        ignore default: config.yml, config.local.yml
  -nodb
        dont save orders to database
  -pairs string
        comma-separated pairs
  -spider
        start spider if not running
  -stake-amount stake_amount
        Override stake_amount in config
  -stg-dir value
        dir path for strategies
  -task-hash string
        hash code to use
  -task-id int
        task

Backtesting

bot backtest [-nodb] [-separate] ...

This will start the backtest according to the run_policy in the yml configuration. Since the backtest may generate a large number of orders, it is recommended that you enable the -nodb option to not record the orders in the database, but only save them in a csv file.

The default backtest is to run multiple strategy groups configured by run_policy at the same time to get a combined backtest report. If you want to test each strategy group in run_policy separately, please enable the -separate option.

During the backtest, if the candle of the relevant product does not exist, it will be automatically downloaded and saved to the database.

After the backtest is completed, the backtest results will be saved in [data directory]/backtest/task_[TASKID] by default. If you specify -nodb, [TASKID] is -1, that is, saved in the task_-1 directory

Usage of backtest:
  -config value
        config path to use, Multiple -config options may be used
  -cpu-profile
        enable cpu profile
  -datadir string
        Path to data dir.
  -level string
        set logging level to debug (default "info")
  -logfile string
        Log to the file specified
  -max-pool-size int
        max pool size for db
  -mem-profile
        enable memory profile
  -no-compress
        disable compress for hyper table
  -no-default
        ignore default: config.yml, config.local.yml
  -nodb
        dont save orders to database
  -pairs string
        comma-separated pairs
  -separate
        run policy separately for backtest
  -stake-amount stake_amount
        Override stake_amount in config
  -stg-dir value
        dir path for strategies
  -timerange string
        Specify what timerange of data to use

CandleStick related tools

Detail Document

bot kline down
Download candle from the exchange and save to the database

bot kline load
Import candle from csv/zip file to database

bot kline export
Export candle from database to csv file

bot kline purge
Purge candle from database.

bot kline correct
Check if there is any error in database candle and correct it automatically.

bot kline adj_calc
Recalculate the adjust factor (for the Chinese futures market)

bot kline adj_export
Export the adjust factor to a CSV file

banbot kline:
        down:   download kline data from exchange
        load:   load kline data from zip/csv files
        export: export kline to csv files from db
        purge:  purge/delete kline data with args
        correct: sync klines between timeframes
        adj_calc: recalculate adjust factors

Tick related tools

bot tick convert
Convert the csv format ticks of the Chinese futures market and then output a csv format file.

bot tick to_kline
Aggregate the tick files of the Chinese futures market into 1m period candle csv format files.

banbot tick:
        convert:        convert tick data format
        to_kline:       build kline from ticks

Other tools

bot tool collect_opt
Collect hyperparameter tuning results and display them to the console in order.

bot tool bt_opt
Tuning hyperparameters in time rolling, and then backtesting. For example, for the data of the last three years. Each year's data is used for hyperparameter tuning, and then the tuned parameters are automatically backtested for the next three months; then the tuning is postponed for three months and repeated; this is repeated to simulate the backtest results in real scenarios.

bot tool load_cal
Load trading calendar (for Chinese futures market)

bot tool cmp_orders
Compare the orders exported from Binance with the local backtest order records to check whether the backtest and the real market are consistent.

bot tool calc_perfs
Input in a CSV/XLSX file, where each row represents one day and each column represents the cumulative income of a variety. Calculate Shape/Sortino for each column

bot tool corr
Calculate the correlation coefficient for a group of varieties selected by YAML, a correlation matrix image can be output at regular intervals, or an average correlation coefficient CSV file can be output.

banbot tool:
        collect_opt:    collect result of optimize, and print in order   
        load_cal:       load calenders
        cmp_orders:     compare backTest orders with exchange orders
        data_server:    serve a grpc server as data feeder
        calc_perfs:     calculate sharpe/sortino ratio for input data
        corr:           calculate correlation matrix for symbols