Client for HaasOnline API. Allows automation of Haas trading infrastructure.
- API Client handles communication
- Utilities to create, execute, monitor backtests
- Classes for key entities like markets, accounts, etc.
- Custom result handling
First of all it required to create executor
which will interact with API:
from haaslib import api
executor = api.RequestsExecutor(host="127.0.0.1", port=8090, state=api.Guest())
Guest executor can use some open endpoints, but it’s better to authenticate and use all of them:
executor = executor.authenticate(email="[email protected]", password="adm2inadm4in!")
Now it’s possible to use all provided endpoint wrappers. Let’s create lab and backtest it. Lab requires market, account and script to be created, so they could be acuired in the following way:
import random
market = random.choice(api.get_all_markets(executor))
account = random.choice(api.get_accounts(executor))
script = random.choice(api.get_all_scripts(executor))
Then we can create our lab:
from haaslib.model import CreateLabRequest
lab_details = api.create_lab(
executor,
CreateLabRequest(
script_id=script.script_id,
name="My first lab",
account_id=account.account_id,
market=market.as_market_tag(),
interval=0,
default_price_data_style="CandleStick",
),
)
Now you can see in Haas Web UI (reload page if it was opened already).
To start backtesting lab
module could be used.
from haaslib import lab
from haaslib.domain import BacktestPeriod
backtesting_result = lab.backtest(
executor,
lab_details.lab_id,
BacktestPeriod(period_type=BacktestPeriod.Type.DAY, count=20),
)
Full example lives in examples/sync_executor.py with some other.
This project is licensed under the MIT license.
Let me know if any other sections would be useful to add or if an example should be expanded/clarified! Tried to provide basic overview and configuration to help users get started.