This goal of this simple example is to show you how to put all the pieces together to incorporate Twitter events in a strategy. We will be using Bitstamp’s live feed since backtesting with Twitter is not supported so please take a look at the Bitstamp Example section before moving forward.
Go to http://dev.twitter.com and create an app. The consumer key and secret will be generated for you after that. Then you’ll need to create an access token under the “Your access token” section.
The key things to highlight are:
- We’re using pyalgotrade.strategy.BaseStrategy instead of pyalgotrade.strategy.BacktestingStrategy as the base class. This is not a backtest.
- The pyalgotrade.twitter.feed.TwitterFeed instance has to be included in the strategy event dispatch loop before running the strategy.
from pyalgotrade import strategy
from pyalgotrade.bitstamp import client
from pyalgotrade.bitstamp import barfeed
from pyalgotrade.bitstamp import broker
from pyalgotrade.twitter import feed as twitterfeed
class Strategy(strategy.BaseStrategy):
def __init__(self, cli, feed, brk, twitterFeed):
strategy.BaseStrategy.__init__(self, feed, brk)
self.__instrument = "BTC"
# Subscribe to Twitter events.
twitterFeed.subscribe(self.__onTweet)
def __onTweet(self, data):
# Refer to https://dev.twitter.com/docs/streaming-apis/messages#Public_stream_messages for
# the information available in data.
try:
self.info("Twitter: %s" % (data["text"]))
except KeyError:
pass
def onBars(self, bars):
bar = bars[self.__instrument]
self.info("Price: %s. Volume: %s." % (bar.getClose(), bar.getVolume()))
def main():
# Go to http://dev.twitter.com and create an app.
# The consumer key and secret will be generated for you after that.
consumer_key = "<YOUR-CONSUMER-KEY-HERE>"
consumer_secret = "<YOUR-CONSUMER-SECRET-HERE>"
# After the step above, you will be redirected to your app's page.
# Create an access token under the the "Your access token" section
access_token = "<YOUR-ACCESS-TOKEN-HERE>"
access_token_secret = "<YOUR-ACCESS-TOKEN-SECRET-HERE>"
# Create a twitter feed to track BitCoin related events.
track = ["bitcoin", "btc", "mtgox", "bitstamp", "xapo"]
follow = []
languages = ["en"]
twitterFeed = twitterfeed.TwitterFeed(consumer_key, consumer_secret, access_token, access_token_secret, track, follow, languages)
cli = client.Client()
barFeed = barfeed.LiveTradeFeed(cli)
brk = broker.PaperTradingBroker(1000, barFeed)
strat = Strategy(cli, barFeed, brk, twitterFeed)
# It is VERY important to add these to the event dispatch loop before running the strategy.
strat.getDispatcher().addSubject(cli)
strat.getDispatcher().addSubject(twitterFeed)
strat.run()
if __name__ == "__main__":
main()
The output should look like this:
2014-03-15 02:42:07,696 bitstamp [INFO] Initializing client.
2014-03-15 02:42:08,174 bitstamp [INFO] Connection established.
2014-03-15 02:42:08,175 bitstamp [INFO] Initialization ok.
2014-03-15 02:42:08,175 twitter [INFO] Initializing client.
2014-03-15 02:42:09,238 twitter [INFO] Connected.
2014-03-15 02:42:15,107 strategy [INFO] Twitter: Warren Buffett Urges Investors to ‘Stay Away’ from Bitcoin http://t.co/WWRCr3rfob
2014-03-15 02:42:22,926 strategy [INFO] Twitter: FundingUnion Inc. Bitcoin MLM Social Build - The Currently in BETA version - Join Today : http://t.co/bxcfoBV0I4 #Bitcoin #MLM #SocialMedia
2014-03-15 02:42:23,577 strategy [INFO] Twitter: #News Alleged Bitcoin creator denies he's the one http://t.co/gmilO85smQ #DailyNews
2014-03-15 02:42:29,378 strategy [INFO] Twitter: RT @Tom_Cruis3: #News Alleged Bitcoin creator denies he's the one http://t.co/gmilO85smQ #DailyNews
2014-03-15 02:42:38,012 strategy [INFO] Twitter: Need for speed dulu at BTC XXI
2014-03-15 02:42:40,162 strategy [INFO] Price: 632.97. Volume: 0.51896614.
2014-03-15 02:42:45,867 strategy [INFO] Twitter: Analysis of the leaked MTGOX database http://t.co/6ty8EupGh9 via @Reddit
2014-03-15 02:42:46,761 strategy [INFO] Twitter: [ANN] After MtGox implosion, this is the first exchange to implement transparent cold storage http://t.co/EyafH5jXsM #reddit #bitcoin
2014-03-15 02:42:46,825 strategy [INFO] Twitter: @abatalion @naval @cdixon you guys remember CentMail? http://t.co/iihgCS4OwJ would be interesting with a BTC twist.
2014-03-15 02:42:47,285 strategy [INFO] Twitter: Help me convince my Dad to mine Bitcoins! http://t.co/fxboBooINu #reddit #bitcoin
2014-03-15 02:42:47,492 strategy [INFO] Twitter: RT @VentureBeat: Warren Buffett: Bitcoin is a 'mirage' http://t.co/B1FcvZKJQS by @xBarryLevine
2014-03-15 02:42:47,625 strategy [INFO] Twitter: I believe in bitcoin as not only a easy exchange of value but an 'anti bank movement' with occupy wall street, environmentalists, cons...
2014-03-15 02:42:47,979 strategy [INFO] Twitter: Bitcoin protocol/algorithm is being managed by a bunch of people. Isn't that a vulnerability? http://t.co/HJaCkgC6zT #reddit #bitcoin
2014-03-15 02:42:48,388 strategy [INFO] Twitter: Does anyone still think Dorian Nakomoto is Satoshi Nakamoto? http://t.co/v2N8SEZzxC #reddit #bitcoin
2014-03-15 02:42:53,313 strategy [INFO] Twitter: Last sale price at #Bitstamp was $632.99 per #Bitcoin - Free SMS price alerts from 10 exchanges at http://t.co/jsM3JqlvZd
2014-03-15 02:42:54,058 strategy [INFO] Twitter: Last sale price at #BTCe was $623.00 per #Bitcoin - Free SMS price alerts from 10 exchanges at http://t.co/jsM3JqlvZd
2014-03-15 02:42:54,059 strategy [INFO] Twitter: Last sale price at #Coinbase was $632.99 per #Bitcoin - Free SMS price alerts from 10 exchanges at http://t.co/jsM3JqlvZd
2014-03-15 02:42:57,148 strategy [INFO] Twitter: GET PAID WITH USD OR BITCOIN TO PROMOTE LINKS!!!... http://t.co/HKANbuZQHM
2014-03-15 02:43:00,845 strategy [INFO] Twitter: We're back! Bitcoin expert Pete Watson explaining just how the incredible #cryptocurrency works #bitcoin #HongKong http://t.co/CJpTA6RujJ
2014-03-15 02:43:28,001 strategy [INFO] Twitter: Bitcoin's COO Explains What #Bitcoin Is http://t.co/cQ1rVxYSUJ via @YouTube
2014-03-15 02:43:31,888 strategy [INFO] Twitter: #BINARY-OPTIONS! and BITCOIN! Trade Area! With fantastic profits of up to 1,000% per trade and even more. @ http://t.co/R9c9J4Q5VA
2014-03-15 02:43:42,148 strategy [INFO] Twitter: GET PAID WITH USD OR BITCOIN TO PROMOTE LINKS!!!... http://t.co/bD6cacFKTs