example.py

import asyncio
import tulipy  # Can be any TA library.
import octobot_script as obs


async def example():
    async def initialize(ctx):
        # Compute entries only once per backtest.
        closes = await obs.Close(ctx, max_history=True)
        times = await obs.Time(ctx, max_history=True, use_close_time=True)
        rsi_v = tulipy.rsi(closes, period=ctx.tentacle.trading_config["period"])
        delta = len(closes) - len(rsi_v)
        # Populate entries with timestamps of candles where RSI is
        # bellow the "rsi_value_buy_threshold" configuration.
        run_data["entries"] = {
            times[index + delta]
            for index, rsi_val in enumerate(rsi_v)
            if rsi_val < ctx.tentacle.trading_config["rsi_value_buy_threshold"]
        }
        await obs.plot_indicator(ctx, "RSI", times[delta:], rsi_v, run_data["entries"])

    async def strategy(ctx):
        # Called at each candle.
        # Uses pre-computed entries times to enter positions when relevant.
        # Also, instantly set take profits and stop losses.
        # Position exits could also be set separately.
        if obs.current_live_time(ctx) in run_data["entries"]:
            await obs.market(
                ctx,
                "buy",
                amount="10%",
                stop_loss_offset="-15%",
                take_profit_offset="25%",
            )

    # Configuration that will be passed to each run.
    # It will be accessible under "ctx.tentacle.trading_config".
    config = {
        "period": 10,
        "rsi_value_buy_threshold": 28,
    }

    # Read and cache candle data to make subsequent backtesting runs faster.
    data = await obs.get_data(
        "BTC/USDT", "1d", start_timestamp=1505606400, social_services=[]
    )
    run_data = {
        "entries": None,
    }
    # Run a backtest using the above data, strategy and configuration.
    res = await obs.run(
        data, config, initialize_func=initialize, strategy_func=strategy
    )
    print(res.describe())
    # Generate and open report including indicators plots
    await obs.generate_and_show_report(res)
    # Stop data to release local databases.
    await data.stop()


# Call the execution of the script inside "asyncio.run" as
# OctoBot-Script runs using the python asyncio framework.
asyncio.run(example())