Half of the code is the calculations and test code. To me it's interesting that it's fairly straightforward to squeeze in a ton of features in under 3k LoC. Here are some of the features included so far:
- genetic algorithms including some mutation code;
- both controllable through cli arguments at startup and using the web interface;
- adding algorithms on the fly using the web interface;
- login, scrape, fetch from multiple sites;
- currently 187 different bots, each running a unique algorithm;
- interactive plots (thanks to Bokeh) and filtering of what and when to show;
- trade simulation using historic data where I'm able to tweak trade intervals, thresholds, filters, multipliers, etc.;
- double-checking that expected trade result is actual trade result in underlying instruments;
- loosely coupled, easily extensible components.
I expect around another 3k LoC for the automated trading, then I should be making effortless profits. I'll love to get some free time to focus on important things like energy research and completing my psi book.