Jesse
Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.
Why Jesse?
In short, Jesse is more accurate than other solutions, and way more simple.In fact, it is so simple that in case you already know Python, you can get started today, in matter of minutes, instead of weeks and months.
Here you can read more about why Jesse's features.
Getting Started
Head over to the "getting started" section of the documentation. Thedocumentation is short yet very informative.
Example Backtest Results
Check out Jesse's blog for tutorials that go through example strategies step by step.
Here's an example output for a backtest simulation just to get you excited:
CANDLES |
----------------------+--------------------------
period | 1792 days (4.91 years)
starting-ending date | 2016-01-01 => 2020-11-27
exchange | symbol | timeframe | strategy | DNA
------------+----------+-------------+------------------+-------
Bitfinex | BTC-USD | 6h | TrendFollowing05 |
Executing simulation... [####################################] 100%
Executed backtest simulation in: 135.85 seconds
METRICS |
---------------------------------+------------------------------------
Total Closed Trades | 221
Total Net Profit | 1,699,245.56 (1699.25%)
Starting => Finishing Balance | 100,000 => 1,799,245.56
Total Open Trades | 0
Open PL | 0
Total Paid Fees | 331,480.93
Max Drawdown | -22.42%
Annual Return | 80.09%
Expectancy | 7,688.89 (7.69%)
Avg Win | Avg Loss | 31,021.9 | 8,951.7
Ratio Avg Win / Avg Loss | 3.47
Percent Profitable | 42%
Longs | Shorts | 60% | 40%
Avg Holding Time | 3.0 days, 22.0 hours, 50.0 minutes
Winning Trades Avg Holding Time | 6.0 days, 14.0 hours, 9.0 minutes
Losing Trades Avg Holding Time | 2.0 days, 1.0 hour, 41.0 minutes
Sharpe Ratio | 1.88
Calmar Ratio | 3.57
Sortino Ratio | 3.51
Omega Ratio | 1.49
Winning Streak | 5
Losing Streak | 10
Largest Winning Trade | 205,575.89
Largest Losing Trade | -50,827.92
Total Winning Trades | 92
Total Losing Trades | 129
And here are generated charts:
What's next?
This is the very initial release. There's way more. Subscribe to our mailing list at jesse.trade to get the good stuff as soon they're released. Don't worry, We won't send you spam. Pinky promise.
Community
I created a discord server for Jesse users to discuss algo-trading. It's a warm place to share ideas, and help each other out.
How to contribute
Thank you for your interest in contributing to the project. Before starting to work on a PR, please make sure that it isn't under the "in progress" column in our Github project page. In case you want to help but don't know what tasks we need help for, checkout the "todo" column.
First, you need to install Jesse from the repository instead of PyPi:
# first, make sure that the PyPi version is not installed
pip uninstall jesse
# now install Jesse from the repository
git clone https://github.com/jesse-ai/jesse.git
cd jesse
pip install -e .
Now every change you make to the code will be affected immediately.
After every change, make sure your changes did not break any functionality by running tests:
pytest
Disclaimer
This software is for educational purposes only. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS. Do not risk money which you are afraid to lose. There might be bugs in the code - this software DOES NOT come with ANY warranty.
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题目描述 Jesse是个数学迷，他最喜欢研究“哥德巴赫猜想”，因此他的计算机密码也都采用素数。 但一直用同一个密码是不安全的，所以他要经常更换他的密码。但他只允许自己的密码中出现某些数字，且密码的每一位都不相同。比如1 2 4，则有6种情况124 142 214 241 412 421。其中241 和 421为素数。为了获得他的密码（他的机器上存放了第4届舜禹杯大学生程序设计竞赛的题目！），需要生
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详细请看 五个层面：自下而上建设 表现层 框架层：界面设计，导航设计，信息设计 结构层：概念模型 范围层：需求的定义 战略层：产品目标，用户需求
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新人报到！ 转载于:https://my.oschina.net/u/3045759/blog/788192
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Jesse 是个数学迷，他最喜欢研究“哥德巴赫猜想”，因此他的计算机密码也都采用素数。但一直用同一个密码是不安全的，所以他要经常更换他的密码。但他只允许自己的密码中出现某些数字，且密码的每一位都不相同。比如：1,2,41,2,4，则有 66 种情况：124,142,214,241,412,421124,142,214,241,412,421。其中 241241 和 421421 为素数。为了获得他
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1256: Jesse's Code Time Limit: 1 Sec Memory Limit: 64 MB Submit: 5 Solved: 3 [ Submit][ Status][ Web Board] Description Jesse是个数学迷，他最喜欢研究“哥德巴赫猜想”，因此他的计算机密码也都采用素数。 但一直用同一个密码是不安全的，所以他要经常更换他的密码。但他只允许
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描述 All one knows Jesse live in the city , but he must come to Xiasha twice in a week. The road is too long for him to go . But he is so much resolute that nothing can prevent him from coming . More, J
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Description Jesse是个数学迷，他最喜欢研究“哥德巴赫猜想”，因此他的计算机密码也都采用素数。 但一直用同一个密码是不安全的，所以他要经常更换他的密码。但他只允许自己的密码中出现某些数字，且密码的每一位都不相同。比如1 2 4，则有6种情况124 142 214 241 412 421。其中241 和 421为素数。为了获得他的密码（他的机器上存放了第4届舜禹杯大学生程序设计竞赛的题
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Announcing OkHttp May 06, 2013 Android has two HTTP clients built-in: Apache HTTP Client is stable yet basic. HttpURLConnection supports advanced features, but suffers a few annoying bugs on older dev