Releases: hammertoe/crypto_balancer
Releases · hammertoe/crypto_balancer
PyPI release
Tree-walking balancer
- Much better process to try all potential new portfolios, rather than randomly try different combinations, we now tree-walk all possible combinations. This makes it much more deterministic, and a lot faster
- The
threshold
in the config file is now the the threshold that any single currency must go over, rather than the average of all of them. - Backtester code included with some sample data if you want to run your own backtests
Better output and balancing
- Better output, easier to read, shows both current and proposed portfolios
- Now uses the root mean squared error (RMSE) for measuring the portfolio variation from balanced
- The threshold parameter has change to now be the RMSE
- Will only attempt to balance if proposed portfolio is both better balanced than current and below threshold
New rebalance algo
I have re-written the rebalancing algorithm completely.
- It now works even with non-direct matching pairs. It runs slower as it has an element of brute forcing in it. This could possibly be made smarter, but works fine for this.
- It now keeps track of the total fees needed for the re-balancing
Initial Release
Initial release of the code.
Everything should be working. But it only works on direct pairs, e.g. it would not balance a portfolio containing XLM and XRP together on Binance as there is no direct XLM/XRP pair.