Lazy rl

.github/workflows/codeql-analysis.yml

@@ -46,22 +46,6 @@ jobs:
         key: ${{ runner.os }}-pip-${{ hashFiles('**/requirements.txt') }}
         restore-keys: |
          ${{ runner.os }}-pip-
-    - name: Install ta-lib
-      run: |
-        if ([ "$RUNNER_OS" = "macOS" ]); then
-          brew install ta-lib
-        fi
-        if ([ "$RUNNER_OS" = "Linux" ]); then
-          if [ ! -f "$GITHUB_WORKSPACE/ta-lib/src" ]; then wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz -q && tar -xzf ta-lib-0.4.0-src.tar.gz; fi
-          cd ta-lib/
-          ./configure --prefix=/usr
-          if [ ! -f "$HOME/ta-lib/src" ]; then make; fi
-          sudo make install
-          cd
-        fi
-        if ([ "$RUNNER_OS" = "Windows" ]); then
-          curl -sL http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip -o $GITHUB_WORKSPACE/ta-lib.zip --create-dirs && 7z x $GITHUB_WORKSPACE/ta-lib.zip -o/c/ta-lib && mv /c/ta-lib/ta-lib/* /c/ta-lib/ && rm -rf /c/ta-lib/ta-lib && cd /c/ta-lib/c/make/cdr/win32/msvc && nmake
-        fi
     - name: Install dependencies
       run: |
         python -m pip install --upgrade pip

.github/workflows/python-package.yml

@@ -15,11 +15,9 @@ concurrency:
 
 jobs:
   build:
-
     runs-on:  ${{matrix.os}}
     strategy:
       matrix:
-        os: [ubuntu-latest]
         include:
         - os: ubuntu-latest
           path: ~/.cache/pip
@@ -28,8 +26,6 @@ jobs:
         #- os: windows-latest
         #  path: ~\AppData\Local\pip\Cache
 
-        python-version: ['3.10'] # , '3.11', '3.12']
-
 
     steps:
       - name: Checkout
@@ -39,59 +35,24 @@ jobs:
         with:
           python-version: ${{ matrix.python-version }}
       - name: Cache pip
-        uses: actions/cache@v2
+        uses: actions/cache@v3
         id: cache
         with:
           path: ${{ matrix.path }}
           key: ${{ runner.os }}-pip-${{ hashFiles('**/requirements.txt') }}
           restore-keys: |
            ${{ runner.os }}-pip-
-      - name: Set up ta-lib dir
-        if: ${{ runner.os == 'Linux' }}
-        run: |
-            mkdir -p $HOME/.local/ta-lib
-            echo "LD_LIBRARY_PATH=$HOME/.local/ta-lib/lib:$LD_LIBRARY_PATH" >> $GITHUB_ENV
-            echo "TA_INCLUDE_PATH=$HOME/.local/ta-lib/include" >> $GITHUB_ENV
-            echo "TA_LIBRARY_PATH=$HOME/.local/ta-lib/lib" >> $GITHUB_ENV
-      - name: Set up ta-lib cache
-        if: ${{ runner.os == 'Linux' }}
-        uses: actions/cache@v2
-        id: talib-cache
-        with:
-          path: |
-              ~/.local/ta-lib/lib
-              ~/.local/ta-lib/include
-          key: talib-cache-v0.4.0
-      - name: Install ta-lib mac / windows
-        run: |
-          if ([ "$RUNNER_OS" = "macOS" ]); then
-            brew install ta-lib
-          fi
-          if ([ "$RUNNER_OS" = "Windows" ]); then
-            curl -sL http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip -o $GITHUB_WORKSPACE/ta-lib.zip --create-dirs && 7z x $GITHUB_WORKSPACE/ta-lib.zip -o/c/ta-lib && mv /c/ta-lib/ta-lib/* /c/ta-lib/ && rm -rf /c/ta-lib/ta-lib && cd /c/ta-lib/c/make/cdr/win32/msvc && nmake
-          fi
-      - name: Install ta-lib Linux
-        if: steps.talib-cache.outputs.cache-hit != 'true'
-        run: |
-            wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz -q && tar -xzf ta-lib-0.4.0-src.tar.gz
-            cd ta-lib/
-            ./configure --prefix=$HOME/.local/ta-lib
-            make
-            sudo make install
-            cd
       - name: Install dependencies
+        shell: bash
         run: |
+          python -m ensurepip --upgrade
           python -m pip install --upgrade pip
+          python -m pip install setuptools wheel
           if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
-          if [ ! ${{ matrix.python-version }} = "3.10"]; then pip install numba; fi
+          if [ ! ${{ matrix.python-version }} = "3.10" ]; then pip install numba; fi
           pip install -e . -U
-     # - name: Lint with flake8
-       # run: |
-          # stop the build if there are Python syntax errors or undefined names
-          # flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
-          # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
-          # flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
       - name: Test with pytest
+        shell: bash
         run: |
           pip install pytest
           pytest

.gitignore

@@ -3,9 +3,6 @@ __pycache__/
 *.py[cod]
 *$py.class
 
-# C extensions
-*.so
-
 # Distribution / packaging
 .Python
 build/

.python-version

@@ -0,0 +1 @@
+3.11

Dockerfile

@@ -13,11 +13,6 @@ RUN pip3 install Cython numpy
 RUN mkdir /jesse-docker
 WORKDIR /jesse-docker
 
-# Install TA-lib
-COPY docker_build_helpers/* /tmp/
-RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
-ENV LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
-
 # Install dependencies
 COPY requirements.txt /jesse-docker
 RUN pip3 install -r requirements.txt

Makefile

@@ -0,0 +1,5 @@
+rl-dev:
+
+
+rl:
+	uv run python -m pytest tests/test_rl_strategy.py::TestRLStrategy::test_rl_strategy

README.md

@@ -18,13 +18,75 @@ Algo-trading was 😵‍💫, we made it 🤩
 
 ---
 
-Jesse is an advanced crypto trading framework that aims to **simplify** **researching** and defining **YOUR OWN trading strategies**.
+Jesse is an advanced crypto trading framework that aims to **simplify** **researching** and defining **YOUR OWN trading strategies** for backtesting, optimizing, and live trading.
+
+## What is Jesse?
+Watch this video to get a quick overview of Jesse:
+
+[![Jesse Overview](https://img.youtube.com/vi/0EqN3OOqeJM/0.jpg)](https://www.youtube.com/watch?v=0EqN3OOqeJM)
 
 ## Why Jesse?
 In short, Jesse is more **accurate** than other solutions, and way more **simple**. 
 In fact, it is so simple that in case you already know Python, you can get started today, in **matter of minutes**, instead of **weeks and months**. 
 
-**[Here](https://docs.jesse.trade)** you can read more about Jesse's features and why you should use it. 
+## Key Features
+
+- 📝 **Simple Syntax**: Define both simple and advanced trading strategies with the simplest syntax in the fastest time.
+- 📊 **Comprehensive Indicator Library**: Access a complete library of technical indicators with easy-to-use syntax.
+- 📈 **Smart Ordering**: Supports market, limit, and stop orders, automatically choosing the best one for you.
+- ⏰ **Multiple Timeframes and Symbols**: Backtest and livetrade multiple timeframes and symbols simultaneously without look-ahead bias.
+- 🔒 **Self-Hosted and Privacy-First**: Designed with your privacy in mind, fully self-hosted to ensure your trading strategies and data remain secure.
+- 🛡️ **Risk Management**: Built-in helper functions for robust risk management.
+- 📋 **Metrics System**: A comprehensive metrics system to evaluate your trading strategy's performance.
+- 🔍 **Debug Mode**: Observe your strategy in action with a detailed debug mode.
+- 🔧 **Optimize Mode**: Fine-tune your strategies using AI, without needing a technical background.
+- 📈 **Leveraged and Short-Selling**: First-class support for leveraged trading and short-selling.
+- 🔀 **Partial Fills**: Supports entering and exiting positions in multiple orders, allowing for greater flexibility.
+- 🔔 **Advanced Alerts**: Create real-time alerts within your strategies for effective monitoring.
+- 🤖 **JesseGPT**: Jesse has its own GPT, JesseGPT, that can help you write strategies, optimize them, debug them, and much more.
+- 🔧 **Built-in Code Editor**: Write, edit, and debug your strategies with a built-in code editor.
+- 📺 **Youtube Channel**: Jesse has a Youtube channel with screencast tutorials that go through example strategies step by step.
+
+## Example Strategy
+
+```py
+class SMACrossover(Strategy):
+    @property
+    def slow_sma(self):
+        return ta.sma(self.candles, 200)
+
+    @property
+    def fast_sma(self):
+        return ta.sma(self.candles, 50)
+
+    def should_long(self) -> bool:
+        # Fast SMA above Slow SMA
+        return self.fast_sma > self.slow_sma
+
+    def should_short(self) -> bool:
+        # Fast SMA below Slow SMA
+        return self.fast_sma < self.slow_sma
+
+    def go_long(self):
+        # Open long position and use entire balance to buy
+        qty = utils.size_to_qty(self.balance, self.price, fee_rate=self.fee_rate)
+
+        self.buy = qty, self.price
+
+    def go_short(self):
+        # Open short position and use entire balance to sell
+        qty = utils.size_to_qty(self.balance, self.price, fee_rate=self.fee_rate)
+
+        self.sell = qty, self.price
+
+    def update_position(self):
+        # If there exist long position, but the signal shows Death Cross, then close the position, and vice versa.
+        if self.is_long and self.fast_sma < self.slow_sma:
+            self.liquidate()
+
+        if self.is_short and self.fast_sma > self.slow_sma:
+            self.liquidate()
+```
 
 ## Getting Started
 Head over to the "getting started" section of the [documentation](https://docs.jesse.trade/docs/getting-started). The 
@@ -34,62 +96,14 @@ documentation is **short yet very informative**.
 
 - [⚡️ Website](https://jesse.trade)
 - [🎓 Documentation](https://docs.jesse.trade)
-- [🛟 Help center](https://jesse.trade/help)
 - [🎥 Youtube channel (screencast tutorials)](https://jesse.trade/youtube)
+- [🛟 Help center](https://jesse.trade/help)
 - [💬 Discord community](https://jesse.trade/discord)
-
-## Screenshots
-
-Check out Jesse's [Youtube channel](https://jesse.trade/youtube) for tutorials that go through example strategies step by step. 
-
-Here are a few screenshots just to get you excited:
-
-**Backtest results:**
-
-![image](assets/screenshots/quantstats.png)
-
-**Example strategy code:**
-
-![image](assets/screenshots/strategy.jpg)
-
-**Live trading (requires [live plugin](https://docs.jesse.trade/docs/livetrade.html)):**
-
-![image](assets/screenshots/live-mode.jpg)
-
+- [🤖 JesseGPT](https://jesse.trade/gpt) (Requires a free account)
 
 ## What's next?
 
 You can see the project's **[roadmap here](https://docs.jesse.trade/docs/roadmap.html)**. **Subscribe** to our mailing list at [jesse.trade](https://jesse.trade) to get the good stuff as soon they're released. Don't worry, We won't send you spam—Pinky promise.
 
-## How to contribute
-
-Thank you for your interest in contributing to the project. The best way to contribute is by **participating in the community** and **helping other users**. 
-
-You can also contribute by submitting **bug reports** and **feature requests** or writing code (submitting PRs) which can be incorporated into Jesse itself.
-
-In that case, here's what you need to know:
-
-- Before starting to work on a PR, please **reach out** to make sure it **aligns** with the **project's roadmap** and **vision**.
-- If your PR makes changes to the source code, please make sure to **add unit tests**. If you're not sure how to do that, just check out some of the already existing [tests](https://github.com/jesse-ai/jesse/tree/master/tests).
-
-First, you need to install Jesse from the repository instead of PyPi:
-
-```sh
-# first, make sure that the PyPi version is not installed
-pip uninstall jesse
-
-# now install Jesse from the repository
-git clone https://github.com/jesse-ai/jesse.git
-cd jesse
-pip install -e .
-```
-
-Now every change you make to the code will be affected immediately.
-
-After every change, **make sure** your changes did not **break** any functionality by **running tests**:
-```
-pytest
-```
-
 ## Disclaimer
 This software is for educational purposes only. USE THE SOFTWARE AT **YOUR OWN RISK**. THE AUTHORS AND ALL AFFILIATES ASSUME **NO RESPONSIBILITY FOR YOUR TRADING RESULTS**. **Do not risk money that you are afraid to lose**. There might be **bugs** in the code - this software DOES NOT come with **ANY warranty**.