Vibetrading

vibetrading

代理-first crypto trading 框架. Strategies are Python functions decorated with @vibe that call sandbox functions (获取_perp_price, long, short, etc.). Same code 运行s in backtest and live.

安装 pip 安装 vibetrading # Core pip 安装 "vibetrading[hyperliquid]" # + Hyperliquid live trading pip 安装 "vibetrading[dev]" # + pytest, ruff

Core 工作流

• Write a Strategy

导入 math from vibetrading 导入 vibe, 获取_perp_price, 获取_perp_position, 获取_perp_summary from vibetrading 导入 设置_leverage, long, reduce_position, 获取_futures_ohlcv from vibetrading.indicators 导入 rsi

@vibe(interval="1h") def my_strategy(): price = 获取_perp_price("BTC") if math.isnan(price): return

position = 获取_perp_position("BTC") if position and position.获取("size", 0) != 0: pnl = (price - position["entry_price"]) / position["entry_price"] if pnl >= 0.03 or pnl <= -0.02: reduce_position("BTC", abs(position["size"])) return

ohlcv = 获取_futures_ohlcv("BTC", "1h", 20) if ohlcv is None or len(ohlcv) < 15: return

if rsi(ohlcv["close"]).iloc[-1] < 30: summary = 获取_perp_summary() margin = summary.获取("avAIlable_margin", 0) if margin > 100: 设置_leverage("BTC", 3) qty = (margin 0.1 3) / price if qty price >= 15: long("BTC", qty, price, order_type="market")

• Backtest

导入 vibetrading.backtest

结果s = vibetrading.backtest.运行(code, interval="1h", slippage_bps=5) m = 结果s["指标"] # Keys: total_return, sharpe_ratio, 排序ino_ratio, calmar_ratio, max_drawdown, # win_rate, profit_factor, expectancy, number_of_trades, cagr, etc.

• 部署 Live

导入 vibetrading.live

awAIt vibetrading.live.启动( code, exchange="hyperliquid", API_key="0xWallet添加ress", API_secret="0xPrivateKey", interval="1m", )

Strategy Rules

Every strategy must:

导入 and use @vibe or @vibe(interval="1h") decorator 防护 agAInst math.isnan(price) — prices are NaN before data loads 检查 position before entering (avoid stacking) Have 机器人h take-profit and 停止-loss exits 检查 margin > 50 and qty price >= 15 before trading

Order types: "market" (fills immediately + slippage) or "limit" (fills at price).

Sandbox Functions

Data: 获取_perp_price(as设置), 获取_spot_price(as设置), 获取_futures_ohlcv(as设置, interval, limit), 获取_spot_ohlcv(as设置, interval, limit), 获取_funding_rate(as设置), 获取_open_interest(as设置), 获取_current_time(), 获取_supported_as设置s()

Account: 获取_perp_summary() → {avAIlable_margin, total_margin, ...}, 获取_perp_position(as设置) → {size, entry_price, pnl, leverage} or None, my_spot_balance(as设置?), my_futures_balance()

Trading: long(as设置, qty, price, order_type="market"), short(as设置, qty, price, order_type="market"), buy(as设置, qty, price), sell(as设置, qty, price), reduce_position(as设置, qty), 设置_leverage(as设置, leverage)

Indicators

from vibetrading.indicators 导入 sma, ema, rsi, bbands, atr, macd, stochastic, vwap

All take pandas Series, return pandas Series. Pure pandas — no dependencies.

Function 签名ature Returns rsi rsi(close, period=14) Series (0-100) bbands bbands(close, period=20, std=2.0) (upper, middle, lower) macd macd(close, fast=12, slow=26, 签名al=9) (macd_line, 签名al, histogram) atr atr(high, low, close, period=14) Series stochastic stochastic(high, low, close, k=14, d=3) (%K, %D) Position Sizing

from vibetrading.sizing 导入 kelly_size, fixed_fraction_size, volatility_adjusted_size, risk_per_trade_size

kelly_size(win_rate, avg_win, avg_loss, balance, fraction=0.5) — half-Kelly default risk_per_trade_size(balance, risk_pct, 停止_distance, price) — risk-based Templates from vibetrading.templates 导入 momentum, mean_reversion, grid, dca, multi_momentum code = momentum() # Returns valid strategy code string

AI Generation 导入 vibetrading.strategy

code = vibetrading.strategy.生成("BTC RSI oversold entry, 3x leverage", 模型="claude-sonnet-4-20250514") 结果 = vibetrading.strategy.验证(code) # Static analysis 报告 = vibetrading.strategy.analyze(结果s, strategy_code=code) # LLM analysis

Requires ANTHROPIC_API_KEY or OPENAI_API_KEY in 环境.

Comparing Strategies 导入 vibetrading.compare

结果s = vibetrading.compare.运行({"RSI": code1, "MACD": code2}, slippage_bps=5) vibetrading.compare.print_table(结果s) df = vibetrading.compare.to_dataframe(结果s)

Data 下载 导入 vibetrading.工具s from datetime 导入 datetime, timezone

data = vibetrading.工具s.下载_data( ["BTC", "ETH", "SOL"], exchange="binance", interval="1h", 启动_time=datetime(2025, 1, 1, tz信息=timezone.utc), end_time=datetime(2025, 6, 1, tz信息=timezone.utc), ) 结果s = vibetrading.backtest.运行(code, data=data, slippage_bps=5)

Exchange 凭证s

Store in .env.local (gitignored):

Exchange API_key API_secret Extra Hyperliquid Wallet 添加ress 0x... Priv