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 'use strict'; const https = require('https'); const currencies = [ 'btc', 'eth', ]; const BASE_CURRENCY = 'usd'; const DEFAULT_CURRENCY = 'btc'; const fetchRates = (days, currency) => new Promise((res, rej) => { https.get(`https://min-api.cryptocompare.com/data/histoday?aggregate=1&e=CCCAGG&extraParams=CryptoCompare&limit=${days}&tryConversion=false&tsym=${BASE_CURRENCY.toUpperCase()}&fsym=${currency.toUpperCase()}`, (resp) => { let data = ''; resp.on('data', (chunk) => { data += chunk; }); resp.on('end', () => { data = JSON.parse(data); data = data.Data; res(data.map(datum => datum['close']).slice(0, -1)); }); }).on("error", err => rej(err)); }); const fetchAllRates = async (days, currencies) => { const prices = {}; for (let currency of currencies) { prices[currency] = await fetchRates(days, currency); } const len = prices[Object.keys(prices)[0]].length; const ret = []; for (let i = 0; i < len; i++) { let price = {}; for (let currency of currencies) { price[currency] = prices[currency][i]; } ret.push(price); } return ret; }; const checkStash = stash => { const vals = Object.values(stash); for (let val of vals) { Test.expect(val >= -Math.pow(10, -6), 'Invalid operation'); if (val < -Math.pow(10, -6)) { throw new Error(`Debts are not supported. Stash: ${JSON.stringify(stash)}`) } } }; const applyTask = (stash, task, prices) => { console.log('- performing task', stash, task, prices); const currency = task.currency || DEFAULT_CURRENCY; switch(task.op) { case 'buy': stash[currency] += task.amount; stash[BASE_CURRENCY] -= task.amount * prices[currency]; break; case 'sell': stash[currency] -= task.amount; stash[BASE_CURRENCY] += task.amount * prices[currency]; break; case 'pass': break; } return stash; }; const runner = async (trader, cases) => { for (let testCase of cases) { let prices = await fetchAllRates(testCase.days, currencies); let stash = testCase.amount; for (let currency of currencies) { stash[currency] = stash[currency] || 0; } console.log(`Testing amount ${stash[BASE_CURRENCY]}, days ${testCase.days}`); let tasks = await trader(prices, stash[BASE_CURRENCY]); for (let i in tasks) { if (!tasks.hasOwnProperty(i)) { continue; } let job = tasks[i]; let todo = job.length ? job : [job]; for (let row of todo) { await applyTask(stash, row, prices[i]); } checkStash(stash); } let result = Math.floor(stash[BASE_CURRENCY] * 100) / 100; console.log(`finished. Resulting amount: ${result}`); } }; runner(trader, [ { amount: { [BASE_CURRENCY]: 100, }, days: 100, }, ]); 

 import urllib2 import json import math currencies = [ 'btc', 'eth', ] BASE_CURRENCY = 'usd' DEFAULT_CURRENCY = 'btc' def fetch_rates(days, currency): data = urllib2.urlopen( 'https://min-api.cryptocompare.com/data/histoday?aggregate=1&e=CCCAGG&extraParams=CryptoCompare&limit={}&tryConversion=false&tsym={}&fsym={}'.format( days, BASE_CURRENCY.upper(), currency.upper())).read() data = json.loads(data)['Data'] return [row['close'] for row in data][:-1] def fetch_all_rates(days, currencies): prices = {currency: fetch_rates(days, currency) for currency in currencies} return [{currency: prices[currency][i] for currency in currencies} for i in range(days)] def check_stash(stash): for currency in stash: test.assert_equals(stash[currency] >= -0.000001, True, 'Invalid operation') if stash[currency] < -0.000001: raise Exception('Debts are not supported. Stash: {}'.format(stash)) def apply_task(stash, task, prices): print '- performing task {} {} {}'.format(stash, task, prices) currency = task['currency'] if 'currency' in task else DEFAULT_CURRENCY if task['op'] == 'buy': stash[currency] += task['amount'] stash[BASE_CURRENCY] -= task['amount'] * prices[currency] elif task['op'] == 'sell': stash[currency] -= task['amount'] stash[BASE_CURRENCY] += task['amount'] * prices[currency] elif task['op'] == 'pass': pass return stash def runner(trader, cases): for testCase in cases: prices = fetch_all_rates(testCase['days'], currencies) stash = testCase['amount'] for currency in currencies: if currency not in stash: stash[currency] = 0 print 'Testing amount {}, days {}'.format(stash[BASE_CURRENCY], testCase['days']) tasks = trader(prices, stash[BASE_CURRENCY]) for i, job in enumerate(tasks): todo = job if isinstance(job, list) else [job] for row in todo: stash = apply_task(stash, row, prices[i]) check_stash(stash) result = math.floor(stash[BASE_CURRENCY] * 100) / 100 print 'finished. Resulting amount: {}'.format(result) runner(trader, [ { "amount": { BASE_CURRENCY: 100, }, "days": 100, } ])