debug and docs

README.md

@@ -184,12 +184,16 @@ trader.backtest(deposit=1000, commission=0.075, bet=inf)  # backtest on one pair
 ## Output print
 
 ```commandline
-losses: 18
-trades: 25
-profits: 7
-mean year percentage profit: -8.471933037953615%
-winrate: 28.000000000000004%
-mean deviation: 1.3587506741755202%
+losses: 12
+trades: 20
+profits: 8
+mean year percentage profit: 215.1878652911773%
+winrate: 40.0%
+mean deviation: 2.917382949881604%
+Sharpe ratio: 0.02203412259055281
+Sortino ratio: 0.02774402450236864
+calmar ratio: 21.321078596349782
+max drawdown: 10.092728860725552%
 ```
 
 ## Run strategy
@@ -240,9 +244,7 @@ trader.realtime_trading(
     strategy=trader.strategy,
     start_time=start_time,
     ticker=ticker,
-    coin_lotsize_division=True,
     limit=100,
-    ignore_exceptions=False,
     wait_sl_tp_checking=5
 )
 

docs/docs/quick_trade/README.md

@@ -136,11 +136,15 @@ Result:
 
 ```commandline
 losses: 64
-trades: 95
-profits: 25
-mean year percentage profit: -99.99999896786758%
-winrate: 26.31578947368421%
-mean deviation: 1.4569306356613254%
+trades: 97
+profits: 27
+mean year percentage profit: -99.99999998327092%
+winrate: 27.835051546391753%
+mean deviation: 2.624118103674615%
+Sharpe ratio: -44.291604314886655
+Sortino ratio: -52.11339011671788
+calmar ratio: -4.920697866228742
+max drawdown: 20.322320675199602%
 ```
 
 ![image](https://raw.githubusercontent.com/VladKochetov007/quick_trade/master/img/simple_backtest_example.png)
@@ -176,12 +180,16 @@ trader.multi_backtest(test_config={
 Result:
 
 ```commandline
-losses: 92
-trades: 36
-profits: 36
-mean year percentage profit: -99.75637914387364%
-winrate: 26.407268062042323%
-mean deviation: 5.669772760548183%
+losses: 54
+trades: 80
+profits: 22
+mean year percentage profit: -93.08433705679062%
+winrate: 27.5%
+mean deviation: 1.6403124394477397%
+Sharpe ratio: -0.599092330855509
+Sortino ratio: -0.9589200009261966
+calmar ratio: -9.081044783748151
+max drawdown: 10.250399516075348%
 ```
 
 ![image](https://github.com/VladKochetov007/quick_trade/blob/master/img/multi_backtest_example.png?raw=true)

docs/docs/quick_trade/trading_sys.md

@@ -217,12 +217,16 @@ trader.multi_backtest(test_config={'BTC/USDT': [strategy],
 output:
 
 ```commandline
-losses: 146
-trades: 214
-profits: 68
-mean year percentage profit: -92.25033539138768%
-winrate: 31.566354534845413%
-mean deviation: 4.637481539757627%
+losses: 131
+trades: 187
+profits: 56
+mean year percentage profit: -99.98292595327236%
+winrate: 30.352119656186698%
+mean deviation: 1.3564893692018003%
+Sharpe ratio: -11.951556929509964
+Sortino ratio: -18.561188937509858
+calmar ratio: -8.002808500501935
+max drawdown: 12.493479751140047%
 ```
 
 ![image](https://github.com/VladKochetov007/quick_trade/blob/master/img/multi_backtest.png?raw=true)

docs/docs/quick_trade/utils.md

@@ -158,7 +158,7 @@ get all supertrend data as `pd.DataFrame`:
 
 ## get_exponential_growth
 
-Function for calculating [Compound interest](https://investmentu.com/simple-interest-vs-compound-interest/)
+Function for calculating [compound interest](https://investmentu.com/simple-interest-vs-compound-interest/)
 
 | param  | type | description |
 | :---: | :---: | :---: |
@@ -207,7 +207,7 @@ Decorator. If AssertionError was called, then first the error is written to the
 
 ## get_diff
 
-Function for getting the price movement from the current one to TP or SL. Mainly SL
+Function for getting the price movement from the current one to TP or SL.
 
 | param  | type | description |
 | :---: | :---: | :---: |

quick_trade/trading_sys.py

@@ -470,11 +470,11 @@ def backtest(self,
                                               signal=sig)
             else:
                 diff = 0.0
-            if sig == utils.SELL:
-                diff = -diff
-
             if not no_order:
-                deposit += bet * credit_lev * diff / open_price
+                if sig == utils.BUY:
+                    deposit += bet * credit_lev * diff / open_price
+                elif sig == utils.SELL:
+                    deposit *= 1/((data_column[e] + diff)/data_column[e])
             self.deposit_history.append(deposit)
 
             no_order = exit_take_stop

quick_trade/utils.py

@@ -50,7 +50,7 @@
 RETURNS_ALPHA: float = 1.0
 
 DATA_TITLE: str = 'D A T A'
-DATA_NAME: str = '{0} {1}'  # '{} {}'.format(Trader.ticker, Trader.interval)
+DATA_NAME: str = '{0} {1}'  # .format(Trader.ticker, Trader.interval)
 DATA_UP_COLOR = 'green'
 DATA_DOWN_COLOR = 'red'
 DATA_ALPHA: float = 1.0
@@ -172,14 +172,14 @@
 calmar ratio: {}
 max drawdown: {}%"""  # .format(Trader.losses, Trader.trades, ...)
 
-__version__: str = "6.8.1"
+__version__: str = "6.9.0"
 __author__: str = 'Vlad Kochetov'
 __credits__: List[str] = [
     "Hemerson Tacon -- Stack overflow",
     "hpaulj -- Stack overflow",
     "furas -- Stack overflow",
     "Devin Jeanpierre (edit: wjandrea) -- Stack overflow",
-    "Войтенко Миколай Полікарпович (Vojtenko Nikolay Polikarpovich) -- helped me test the system of interaction with the binance crypto exchange",
+    "Войтенко Миколай Полікарпович (Vojtenko Mykolay Polikarpovich) -- helped me test the system of interaction with the binance crypto exchange",
     "https://fxgears.com/index.php?threads/how-to-acquire-free-historical-tick-and-bar-data-for-algo-trading-and-backtesting-in-2020-stocks-forex-and-crypto-currency.1229/#post-19305 -- binance get historical data method",
     "https://www.geeksforgeeks.org/python-different-ways-to-kill-a-thread/ and https://teletype.in/@cozy_codespace/Hk70-Ntl4 -- heroku and threading problems",
     "https://stackoverflow.com/questions/57838939/handling-exceptions-with-bulk-api-requests -- IEX token",
@@ -237,20 +237,12 @@ def get_supertrend_lower(self) -> Series:
         return self._all['ST_lower']
 
     def get_supertrend_strategy_returns(self) -> Series:
-        """
-
-        :return: pd.Series with 1 or -1 (buy, sell)
-        """
         return self._all['ST_strategy']
 
     def get_all_ST(self) -> DataFrame:
         return self._all
 
     def _get_all_ST(self) -> DataFrame:
-        """
-
-        ST Indicator, trading predictions, ST high/low
-        """
         m = self.close.size
         dir_, trend = [1] * m, [0] * m
         long, short = [nan] * m, [nan] * m
@@ -279,7 +271,6 @@ def _get_all_ST(self) -> DataFrame:
             else:
                 trend[i] = short[i] = upperband.iloc[i]
 
-        # Prepare DataFrame to return
         df = DataFrame(
             {
                 f"ST": trend,
@@ -417,8 +408,7 @@ def checker(*args, **kwargs):
                 if not isinstance(e, KeyboardInterrupt):
                     if WAIT_SUCCESS_PRINT:
                         print(f'An error occurred: {e}, repeat request')
-                    logger.error(f'An error occurred: {e}, '
-                                 f'args: {args}, kwargs: {kwargs}', exc_info=True)
+                    logger.error(f'An error occurred. args: {args}, kwargs: {kwargs}', exc_info=True)
                     sleep(WAIT_SUCCESS_SLEEP)
                     continue
                 else:

setup.py

@@ -6,7 +6,7 @@
 with open('README.md') as file:
     long_desc = file.read()
 
-__version__ = "6.8.1"
+__version__ = "6.9.0"
 
 setup(
     name='quick_trade',