diegobeyl/backtesting

1#!/usr/bin/env python32"""3Comparación Yahoo vs Binance - STANDALONE sin Streamlit4"""5 6import pandas as pd7import yfinance as yf8from datetime import datetime, timedelta9import ccxt10import time11 12end_date = datetime.now()13start_date = end_date - timedelta(days=365*10)14 15print(f"\n{'='*70}")16print(f"📊 BTC-USD: YAHOO vs BINANCE (10 AÑOS)")17print(f"{'='*70}\n")18 19# YAHOO FINANCE20print("📥 Yahoo Finance...")21t0 = time.time()22try:23    print("   Descargando 120 velas mensuales...")24    t_dl = time.time()25    yf_data = yf.download('BTC-USD', start=start_date, end=end_date, interval='1mo', progress=False)26    dl_time = time.time() - t_dl27    print(f"   Descarga: {dl_time:.2f}s")28    29    t_proc = time.time()30    yf_data = yf_data.rename(columns={'Open': 'open', 'High': 'high', 'Low': 'low', 'Close': 'close', 'Volume': 'volume'})31    if hasattr(yf_data.index, 'tz') and yf_data.index.tz is not None:32        yf_data.index = yf_data.index.tz_localize(None)33    proc_time = time.time() - t_proc34    print(f"   Procesamiento: {proc_time:.2f}s")35    36    yf_time = time.time() - t037    print(f"✅ {len(yf_data)} velas en {yf_time:.1f}s\n")38except Exception as e:39    print(f"❌ Error: {e}\n")40    import traceback41    traceback.print_exc()42    exit(1)43 44# BINANCE45print("📥 Binance (descargando datos diarios)...")46t0 = time.time()47try:48    binance = ccxt.binance({'enableRateLimit': True})49    since = int(start_date.timestamp() * 1000)50    ohlcv = []51    batch_count = 052    53    print("   Descargando en lotes de 1000...")54    while True:55        t_batch = time.time()56        batch = binance.fetch_ohlcv('BTC/USDT', '1d', since=since, limit=1000)57        batch_time = time.time() - t_batch58        59        if not batch or len(batch) == 0:60            print(f"   ✓ Descarga completada ({batch_count} lotes)")61            break62        63        ohlcv.extend(batch)64        batch_count += 165        since = batch[-1][0] + 166        67        print(f"   Lote {batch_count}: {len(batch)} registros en {batch_time:.2f}s ({len(ohlcv)} totales)")68        69        if len(batch) < 1000:70            print(f"   ✓ Último lote (< 1000 registros)")71            break72        73        time.sleep(0.02)74    75    print(f"   Total descargado: {len(ohlcv)} registros")76    77    # Crear DataFrame y resamplear78    print("   Procesando datos...")79    t_proc = time.time()80    bn_daily = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])81    bn_daily['timestamp'] = pd.to_datetime(bn_daily['timestamp'], unit='ms')82    bn_daily.set_index('timestamp', inplace=True)83    84    print("   Resampleando a mensuales...")85    bn_data = bn_daily.resample('ME').agg({86        'open': 'first', 'high': 'max', 'low': 'min', 'close': 'last', 'volume': 'sum'87    })88    89    proc_time = time.time() - t_proc90    bn_time = time.time() - t091    print(f"✅ {len(bn_data)} velas en {bn_time:.1f}s (descarga: {bn_time - proc_time:.1f}s + procesamiento: {proc_time:.1f}s)\n")92except Exception as e:93    print(f"❌ Error: {e}\n")94    import traceback95    traceback.print_exc()96    exit(1)97 98# COMPARACIÓN99print(f"{'='*70}")100print(f"🔍 RESULTADOS")101print(f"{'='*70}\n")102 103print(f"Yahoo:   {len(yf_data)} velas ({yf_data.index[0].date()} a {yf_data.index[-1].date()})")104print(f"Binance: {len(bn_data)} velas ({bn_data.index[0].date()} a {bn_data.index[-1].date()})")105print(f"\nDiferencia: {len(yf_data) - len(bn_data)} velas")106 107common = yf_data.index.intersection(bn_data.index)108if len(common) > 0:109    yf_a = yf_data.loc[common]110    bn_a = bn_data.loc[common]111    diff = ((yf_a['close'] - bn_a['close']) / bn_a['close'] * 100)112    113    print(f"\nVelas comunes: {len(common)}")114    print(f"Diferencia media en Close: {diff.mean():.6f}%")115    print(f"Diferencia max en Close:   {diff.abs().max():.6f}%")116 117print(f"\n{'='*70}\n")118