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Add script for estimating the optimal interval #86

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merged 7 commits into from
Feb 20, 2025

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btschwertfeger
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@btschwertfeger btschwertfeger commented Feb 10, 2025

Summary

Added a simple script that computes the optimal interval for given price time series. It is not that realistic, as prices move way more than just on hourly-basis, but Kraken's API doesn't offer larger time-ranges with lower granularity. So I'll leave it here, may help someone.

Additionally moving dependencies to other places and ensuring that the documentation build works again (sphinx released incompatible changes with nbsphinx within a minor release...)

@btschwertfeger btschwertfeger added this to the Upcoming Release milestone Feb 10, 2025
@btschwertfeger btschwertfeger self-assigned this Feb 10, 2025
@btschwertfeger btschwertfeger changed the title WIP Add script for estimating the optimal interval Feb 20, 2025
@btschwertfeger btschwertfeger marked this pull request as ready for review February 20, 2025 07:24
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Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 85.99%. Comparing base (f945185) to head (1735fee).

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@@           Coverage Diff           @@
##           master      #86   +/-   ##
=======================================
  Coverage   85.99%   85.99%           
=======================================
  Files           6        6           
  Lines         914      914           
=======================================
  Hits          786      786           
  Misses        128      128           
Flag Coverage Δ
unittests 85.99% <100.00%> (ø)

Flags with carried forward coverage won't be shown. Click here to find out more.

Files with missing lines Coverage Δ
src/kraken_infinity_grid/gridbot.py 72.05% <100.00%> (ø)
src/kraken_infinity_grid/order_management.py 92.06% <ø> (ø)

@btschwertfeger btschwertfeger merged commit 94b9234 into master Feb 20, 2025
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@btschwertfeger btschwertfeger deleted the compute-optimal-interval branch February 20, 2025 07:28
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2 participants