This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
# -*- coding: utf-8 -*- | |
""" | |
Created on Wed Aug 28 11:30:01 2019 | |
@author: idler | |
""" | |
#import csv | |
import pandas |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
""" | |
The portfolio rebalancing bot will buy and sell to maintain a | |
constant asset allocation ratio of exactly 20/80 = fiat/BTC | |
""" | |
import strategy | |
import goxapi | |
DISTANCE = 3 # percent price distance of next rebalancing orders | |
MARKER = 7 # lowest digit of price to identify bot's own orders |