batch_optimize.py

import subprocess
import os
import shutil
from procedures import make_get_filepath

def main():
    tokens = [
        'BTS', 'LTC', 'STORJ', 'BAT', 'DASH', 'SOL', 'AVAX', 'LUNA', 'DYDX', 'COMP',
        'FIL', 'LINK', 'MATIC', 'LIT', 'NEO', 'OMG', 'XRP', 'HBAR', 'MANA', 'IOTA',
        'ADA', 'QTUM', 'SXP', 'XEM', 'EOS', 'XMR', 'ETC', 'XLM', 'MKR', 'BNB',
        'AAVE', 'ALGO', 'TRX', 'ZEC','XTZ', 'BCH']
    start_from = 'BTS'
    symbols = tokens[tokens.index(start_from):] + tokens[:tokens.index(start_from)]

    quote = 'USDT'
    cfgs_dir = make_get_filepath('cfgs_batch_optimize/')
    exchange = 'binance'

    symbols = [e + quote for e in symbols]
    kwargs_list = [{
        'start': cfgs_dir,
        'symbol': symbol,
        #'starting_balance': 10000.0,
        #'end_date': '2021-09-20T15:00',
        #'start_date': '2021-03-01',
    } for symbol in symbols]
    for kwargs in kwargs_list:
        formatted = f"python3 optimize.py "
        for key in kwargs:
            formatted += f' --{key} {kwargs[key]}'
        print(formatted)
        subprocess.run([formatted], shell=True)
        try:
            d = f'backtests/{exchange}/{kwargs["symbol"]}/plots/'
            ds = sorted([f for f in os.listdir(d) if '20' in f])
            for d1 in ds:
                print(f'copying resulting config to {cfgs_dir}', d + d1)
                shutil.copy(d + d1 + '/live_config.json', f'{cfgs_dir}{kwargs["symbol"]}_{d1}.json')
        except Exception as e:
            print('error', kwargs['symbol'], e)


if __name__ == '__main__':
    main()