yuyasugano

# compute sharpe ratio using Pandas rolling and std methods, the trading days is set to 252 days
TRADING_DAYS = 252
returns = np.log(df['Close']/df['Close'].shift(1))
returns.fillna(0, inplace=True)
volatility = returns.rolling(window=TRADING_DAYS).std()*np.sqrt(TRADING_DAYS)
sharpe_ratio = returns.mean()/volatility
sharpe_ratio.tail()

fig = plt.figure(figsize=(15, 7))
ax3 = fig.add_subplot(1, 1, 1)

yuyasugano

pragma solidity ^0.5.0;

pragma experimental ABIEncoderV2;

import "./aave/FlashLoanReceiverBase.sol";
import "./aave/ILendingPoolAddressesProvider.sol";
import "./aave/ILendingPool.sol";
import "./IKyberNetworkProxy.sol";
import "./IUniswapExchange.sol";
import "./IUniswapFactory.sol";

yuyasugano

#!/usr/bin/python
import ccxt
import calendar
from datetime import datetim

binance = ccxt.binance()

now = datetime.utcnow()
unixtime = calendar.timegm(now.utctimetuple())
since = (unixtime - 60*60) * 1000 # UTC timestamp in milliseconds

yuyasugano

curl -X POST --data '{
    "jsonrpc": "2.0",
    "method": "info.getNodeID",
    "params":{},
    "id": 1
}' -H 'content-type:application/json;' 127.0.0.1:9650/ext/info
{"jsonrpc":"2.0","result":{"nodeID":"NodeID-EggGmnQFaTffeRNG1Kzs9dXJzFGdxac3D"},"id":1}

yuyasugano

const ethers = require('ethers');
const { FlashbotsBundleProvider} = require('@flashbots/ethers-provider-bundle')

// Standard json rpc provider directly from ethers.js. For example you can use Infura, Alchemy, or your own node.
// This sample uses one of the default provider goerli
const provider = new ethers.getDefaultProvider("goerli");

// `authSigner` is an Ethereum private key that does NOT store funds and is NOT your bot's primary key.
// This is an identifying key for signing payloads to establish reputation and whitelisting
const authSigner = new ethers.Wallet(

yuyasugano

from backtesting import Strategy
from backtesting.lib import crossover

def EMA_Backtesting(values, n):
    """
    Return exponential moving average of `values`, at
    each step taking into account `n` previous values.
    """
    close = pd.Series(values)
    return talib.EMA(close, timeperiod=n)

yuyasugano

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.20;

import "@openzeppelin/contracts/token/ERC721/ERC721.sol";
import "@openzeppelin/contracts/token/ERC721/extensions/ERC721URIStorage.sol";
import "@openzeppelin/contracts/token/ERC721/extensions/ERC721Burnable.sol";
import "@openzeppelin/contracts/access/Ownable.sol";

contract MyToken is ERC721, ERC721URIStorage, ERC721Burnable, Ownable {
    constructor(address initialOwner)

yuyasugano

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.20;

import "@openzeppelin/contracts/token/ERC721/ERC721.sol";
import "@openzeppelin/contracts/utils/Counters.sol";
import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/security/ReentrancyGuard.sol";

contract Marketplace is ReentrancyGuard, Ownable {
    using Counters for Counters.Counter;

yuyasugano

// SPDX-License-Identifier: UNLICENSED

pragma solidity >=0.6.6 <0.8.0;

import './utils/SafeMath.sol';
import './UniswapV2Library.sol';
import './interfaces/IERC20.sol';
import './interfaces/IUniswapV2Pair.sol';
import './interfaces/IUniswapV2Factory.sol';
import './interfaces/IUniswapV2Router02.sol';

yuyasugano

function startArbitrage(
    address token0,
    address token1,
    uint amount0,
    uint amount1
) external {
    address pairAddress = IUniswapV2Factory(pancakeFactory).getPair(token0, token1);
    require(pairAddress != address(0), 'This pool does not exist');

    IUniswapV2Pair(pairAddress).swap(