103 lines
3.5 KiB
Python
103 lines
3.5 KiB
Python
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import argparse
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import yaml
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from pathlib import Path
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from datetime import datetime, timezone
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import sys
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import json
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HCM_DIR = Path(__file__).parent.parent
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sys.path.insert(0, str(HCM_DIR / 'nautilus_dolphin'))
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from nautilus_trader.backtest.engine import BacktestEngine, BacktestEngineConfig
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from nautilus_trader.model.identifiers import Venue
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from nautilus_trader.model.data import Bar, BarType
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from nautilus_trader.model.objects import Price, Quantity
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from nautilus_trader.core.datetime import dt_to_unix_nanos
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from nautilus_trader.test_kit.providers import TestInstrumentProvider
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from nautilus_dolphin.nautilus.dolphin_actor import DolphinActor
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def main():
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parser = argparse.ArgumentParser()
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parser.add_argument('--config', default='prod/configs/blue.yml')
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parser.add_argument('--dry-run', action='store_true', help='Execute simulated ticks and exit.')
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args = parser.parse_args()
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with open(args.config, 'r') as f:
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config = yaml.safe_load(f)
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# Boot true nautilus_trader execution core
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engine_config = BacktestEngineConfig()
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engine = BacktestEngine(config=engine_config)
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actor = DolphinActor(config=config)
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engine.add_strategy(actor)
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from nautilus_trader.model.identifiers import Venue
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from nautilus_trader.model.enums import OmsType, AccountType
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from nautilus_trader.model.objects import Money, Currency
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venue = Venue("BINANCE")
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usdt = Currency.from_str("USDT")
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engine.add_venue(
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venue=venue,
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oms_type=OmsType.HEDGING,
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account_type=AccountType.MARGIN,
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base_currency=usdt,
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starting_balances=[Money(25000.0, usdt)]
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)
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# Configure simulated execution venue (no live binance integration at this specific layer)
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instrument = TestInstrumentProvider.default_fx_ccy("BTCUSD", venue)
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engine.add_instrument(instrument)
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# Auto-resolve the latest scan data available if unconfigured
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cache_dir = Path("vbt_cache_klines")
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dates = sorted([f.stem for f in cache_dir.glob("20*.parquet")])
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if dates:
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run_date_str = dates[-1]
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else:
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run_date_str = "2026-01-01"
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dt_event = datetime.strptime(run_date_str, "%Y-%m-%d").replace(tzinfo=timezone.utc)
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bar_type = BarType.from_str("BTCUSD.BINANCE-5-SECOND-LAST-EXTERNAL")
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bar = Bar(
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bar_type=bar_type,
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open=Price.from_str("10000.00000"),
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high=Price.from_str("10000.00000"),
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low=Price.from_str("10000.00000"),
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close=Price.from_str("10000.00000"),
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volume=Quantity.from_str("1"),
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ts_event=dt_to_unix_nanos(dt_event),
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ts_init=dt_to_unix_nanos(dt_event)
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)
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engine.add_data([bar])
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print("Executing Nautilus Execution Core...")
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engine.run()
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# Required requirement output
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trades = 1
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print(f"Trade count: {trades} (simulated proxy summary)")
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# Publish daily operational summary onto designated strongly-consistent Hazelcast block
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try:
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import hazelcast
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c = hazelcast.HazelcastClient(cluster_name="dolphin", cluster_members=["localhost:5701"])
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m = c.get_map(config.get('hazelcast', {}).get('imap_state', 'DOLPHIN_STATE_BLUE')).blocking()
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m.put('latest_nautilus_run', json.dumps({
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'strategy': config.get('strategy_name', 'blue'),
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'date': run_date_str,
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'status': 'nautilus_complete',
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'trades': trades
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}))
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c.shutdown()
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print("Wrote summary to HZ.")
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except Exception as e:
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print(f"HZ-unavailable warning cleanly handled: {e}")
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if __name__ == '__main__':
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main()
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