126 lines
3.5 KiB
Python
126 lines
3.5 KiB
Python
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#!/usr/bin/env python3
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"""
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Example usage of Polymarket Trading Framework
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Demonstrates backtesting and live trading setup.
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"""
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from datetime import datetime, timedelta
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from strategies.examples import SimpleProbabilityStrategy
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from backtesting.engine import BacktestEngine
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from trading.engine import LiveTradingEngine
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from analytics.metrics import PerformanceMetrics
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def example_backtest():
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"""Example: Run a backtest"""
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print("="*60)
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print("EXAMPLE: Running Backtest")
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print("="*60)
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# Create strategy
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strategy = SimpleProbabilityStrategy(
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name="SimpleProbability",
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initial_balance=1000.0,
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threshold=0.15, # 15% deviation threshold
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min_confidence=0.7
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)
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# Set backtest period
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end_date = datetime.now()
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start_date = end_date - timedelta(days=30) # Last 30 days
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# Create and run backtest
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engine = BacktestEngine(strategy, start_date, end_date, initial_balance=1000.0)
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results = engine.run()
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# Generate report
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engine.generate_report()
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# Calculate additional metrics
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metrics = PerformanceMetrics.generate_report(results)
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print(metrics)
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return results
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def example_live_trading():
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"""Example: Setup live trading"""
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print("="*60)
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print("EXAMPLE: Live Trading Setup")
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print("="*60)
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# Create strategy
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strategy = SimpleProbabilityStrategy(
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name="SimpleProbability",
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initial_balance=1000.0,
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threshold=0.15,
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min_confidence=0.7
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)
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# Create trading engine
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engine = LiveTradingEngine(strategy, poll_interval=60) # Check every 60 seconds
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# Add markets to monitor
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# Option 1: Monitor specific event
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# engine.add_market(event_slug='will-bitcoin-reach-100k-by-2025')
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# Option 2: Monitor all markets in a category (e.g., Crypto tag_id=21)
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engine.monitor_tag(tag_id=21, limit=10) # Monitor top 10 crypto markets
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# Start trading (uncomment to run)
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# engine.start()
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print("Live trading engine configured. Uncomment engine.start() to begin trading.")
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return engine
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def example_market_discovery():
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"""Example: Discover and analyze markets"""
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print("="*60)
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print("EXAMPLE: Market Discovery")
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print("="*60)
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from api import GammaClient, ClobClient
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gamma = GammaClient()
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clob = ClobClient()
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# Get all active events
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events = gamma.get_events(active=True, closed=False, limit=10)
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print(f"Found {len(events)} active events\n")
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# Analyze first event
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if events:
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event = events[0]
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print(f"Event: {event.get('title', 'Unknown')}")
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print(f"Slug: {event.get('slug', 'Unknown')}")
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for market in event.get('markets', []):
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print(f"\nMarket: {market.get('question', 'Unknown')}")
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# Get prices
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prices = gamma.get_market_prices(market)
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print(f"Prices: {prices}")
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# Get orderbook
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token_ids = market.get('clobTokenIds', [])
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if token_ids:
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best_bid_ask = clob.get_best_bid_ask(token_ids[0])
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print(f"Best Bid: {best_bid_ask['bid']:.4f}")
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print(f"Best Ask: {best_bid_ask['ask']:.4f}")
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print(f"Spread: {best_bid_ask['spread']:.4f}")
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return events
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if __name__ == '__main__':
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print("\nPolymarket Trading Framework - Examples\n")
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# Run examples
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# example_market_discovery()
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# example_backtest()
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# example_live_trading()
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print("\nUncomment examples above to run them.")
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