Support Project Contributors and Enhance Simulation Robustness

CONTRIBUTORS.md

@@ -0,0 +1,10 @@
+# Bitcoin Trading Simulation Contributors
+
+We'd like to thank the following individuals for their contributions to this project:
+
+- **EiJackGH** - Initial project setup and core simulation logic.
+- **aidasofialily-cmd** - Enhanced simulation features and Bitcoin price data integration.
+- **Jules** - AI Assistant and software engineer, assisting in codebase maintenance and improvements.
+
+---
+Special thanks to all the developers who help maintain and improve this open-source tool!

README.md

@@ -54,3 +54,14 @@ Run the test suite using `pytest`:
 ```bash
 pytest
 ```
+
+## Contributors
+
+The Bitcoin Trading Simulation is built and maintained by a team of dedicated developers. Check out the full list of [Contributors](CONTRIBUTORS.md).
+
+## Support the Project
+
+If you find this simulation helpful, please consider:
+- 🌟 Starring the repository on GitHub.
+- 💬 Sharing your feedback and feature requests.
+- 🛠️ Contributing to the codebase via Pull Requests.

bitcoin_trading_simulation.py

@@ -96,22 +96,22 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):
             portfolio.loc[i, 'cash'] = portfolio.loc[i-1, 'cash']
             portfolio.loc[i, 'btc'] = portfolio.loc[i-1, 'btc']
 
-        # Buy signal
-        if row['positions'] == 2.0:
+        # Buy signal: If signal is 1 (Golden Cross) and we don't have BTC
+        if row['signal'] == 1.0 and portfolio.loc[i, 'btc'] == 0:
             btc_to_buy = portfolio.loc[i, 'cash'] / row['price']
-            portfolio.loc[i, 'btc'] += btc_to_buy
-            portfolio.loc[i, 'cash'] -= btc_to_buy * row['price']
-            if not quiet:
-                print(f"{Colors.GREEN}🟢 Day {i}: Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
-
-        # Sell signal
-        elif row['positions'] == -2.0:
-            if portfolio.loc[i, 'btc'] > 0:
-                cash_received = portfolio.loc[i, 'btc'] * row['price']
-                portfolio.loc[i, 'cash'] += cash_received
+            if btc_to_buy > 0:
+                portfolio.loc[i, 'btc'] += btc_to_buy
+                portfolio.loc[i, 'cash'] -= btc_to_buy * row['price']
                 if not quiet:
-                    print(f"{Colors.FAIL}🔴 Day {i}: Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
-                portfolio.loc[i, 'btc'] = 0
+                    print(f"{Colors.GREEN}🟢 Day {i}: Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
+
+        # Sell signal: If signal is -1 (Death Cross) and we have BTC
+        elif row['signal'] == -1.0 and portfolio.loc[i, 'btc'] > 0:
+            cash_received = portfolio.loc[i, 'btc'] * row['price']
+            portfolio.loc[i, 'cash'] += cash_received
+            if not quiet:
+                print(f"{Colors.FAIL}🔴 Day {i}: Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
+            portfolio.loc[i, 'btc'] = 0
 
         portfolio.loc[i, 'total_value'] = portfolio.loc[i, 'cash'] + portfolio.loc[i, 'btc'] * row['price']
 
@@ -148,12 +148,20 @@ def countdown(quiet=False):
     parser.add_argument("--volatility", type=float, default=0.02, help="Price volatility")
     parser.add_argument("--quiet", action="store_true", help="Suppress daily portfolio log")
     parser.add_argument("--no-color", action="store_true", help="Disable colored output")
+    parser.add_argument("--contributors", action="store_true", help="Display the project contributor team")
 
     args = parser.parse_args()
 
     if args.no_color:
         Colors.disable()
 
+    if args.contributors:
+        print(f"\n{Colors.HEADER}{Colors.BOLD}--- Bitcoin Trading Simulation Team ---{Colors.ENDC}")
+        print(f"{Colors.BLUE}- EiJackGH{Colors.ENDC}")
+        print(f"{Colors.BLUE}- aidasofialily-cmd{Colors.ENDC}")
+        print(f"{Colors.BLUE}- Jules (AI Software Engineer){Colors.ENDC}")
+        sys.exit(0)
+
     # Simulate prices
     prices = simulate_bitcoin_prices(days=args.days, initial_price=args.initial_price, volatility=args.volatility)
 
@@ -225,3 +233,4 @@ def print_line(label, value_str, color=Colors.ENDC):
     print_line("vs Buy & Hold:", f"{vs_sign}${abs(vs_buy_hold):,.2f}", vs_color)
 
     print(f"{Colors.HEADER}{Colors.BOLD}╚{border}╝{Colors.ENDC}")
+    print(f"\n{Colors.BLUE}🌟 Love this project? Consider starring the repository on GitHub!{Colors.ENDC}")

requirements.txt

@@ -1,4 +1,4 @@
 numpy
 pandas
 requests
-venv
+pytest

test_bitcoin_trading.py

@@ -31,6 +31,7 @@ def test_simulate_trading_quiet_mode(capsys):
     """Test that quiet mode suppresses output."""
     signals = pd.DataFrame(index=range(5))
     signals['price'] = [100.0, 101.0, 102.0, 103.0, 104.0]
+    signals['signal'] = [0.0] * 5
     signals['positions'] = [0.0] * 5
 
     simulate_trading(signals, initial_cash=1000, quiet=True)
@@ -43,6 +44,7 @@ def test_simulate_trading_verbose_mode(capsys):
     """Test that verbose mode prints daily ledger."""
     signals = pd.DataFrame(index=range(2))
     signals['price'] = [100.0, 101.0]
+    signals['signal'] = [0.0, 0.0]
     signals['positions'] = [0.0, 0.0]
 
     simulate_trading(signals, initial_cash=1000, quiet=False)

test_simulation.py

@@ -1,6 +1,9 @@
 import pandas as pd
 import numpy as np
-from bitcoin_trading_simulation import simulate_bitcoin_prices, calculate_moving_averages, generate_trading_signals
+from bitcoin_trading_simulation import (
+    simulate_bitcoin_prices, calculate_moving_averages,
+    generate_trading_signals, simulate_trading
+)
 
 
 def test_simulate_bitcoin_prices():
@@ -33,3 +36,33 @@ def test_generate_trading_signals():
     assert 'positions' in signals.columns
     # Check that positions are calculated (not all nan, though first might be)
     assert signals['positions'].isin([0, 1, -1, 2, -2, np.nan]).any()
+
+
+def test_initial_buy_signal():
+    """Verify that a buy signal on the very first day is executed."""
+    data = {
+        'price': [100, 105, 110],
+        'signal': [1.0, 1.0, 1.0]  # Constant buy signal from day 0
+    }
+    signals = pd.DataFrame(data)
+    portfolio = simulate_trading(signals, initial_cash=1000, quiet=True)
+
+    # On day 0, it should have bought BTC
+    assert portfolio.loc[0, 'btc'] == 1000 / 100
+    assert portfolio.loc[0, 'cash'] == 0
+
+
+def test_initial_sell_signal():
+    """Verify that a sell signal on the first day is handled (though usually we start with cash)."""
+    # Start with some BTC and a sell signal
+    data = {
+        'price': [100, 90, 80],
+        'signal': [-1.0, -1.0, -1.0]
+    }
+    signals = pd.DataFrame(data)
+    # Manually inject BTC into the simulation for testing if possible,
+    # but simulate_trading initializes btc to 0.
+    # So we test if it stays at 0 and doesn't crash.
+    portfolio = simulate_trading(signals, initial_cash=1000, quiet=True)
+    assert portfolio.loc[0, 'btc'] == 0
+    assert portfolio.loc[0, 'cash'] == 1000