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🧠 Denarios – Modular Framework for Quantitative Crypto Trading

Denarios is a full-stack trading infrastructure built with Python and Django to research, simulate, and execute crypto futures trading strategies.
It supports multi-timeframe analysis, backtesting with detailed metrics, and real-time trading via the Binance Futures API.

This is not a toy bot. It's a flexible, production-grade framework to develop, validate, and iterate algorithmic trading ideas at scale.


🚀 Key Features

  • 📉 Multi-asset & Multi-timeframe support
    Backtest and execute strategies across BTC, ETH, SOL, XRP — or any asset available on Binance Futures.

  • 🧠 Strategy-agnostic architecture
    Plug any technical logic or indicator — dozens of strategies already tested using EMA, RSI, volume signals, engulfing candles, and more.

  • 🧪 Custom backtesting engine
    Simulates entry/exit conditions, stop loss, take profit, and trailing stops. Logs every trade to SQL for analytics.

  • 📊 Real-time visual analytics
    Built-in charts for drawdown, Sharpe ratio, profit factor, win/loss ratio — filterable by asset or strategy.

  • 🤖 Live execution-ready
    Two real-time bots (Agripina & Anastasia) manage entry and exits on Binance Futures using REST API with optional email alerts.

  • ⚙️ Modular indicator system
    Easily add indicators to any timeframe or asset using the AddIndicators module.

  • 🗄️ Database integration
    Trades (real or simulated) are logged into SQL via Django models for later querying and performance review.


🧱 Project Structure

Denarios/
├── app/                      # Django models for trades, simulations, strategies
├── templates/                # Web frontend for reviewing position history and stats
├── bots/
│   ├── simulaciones/         # Core simulation/backtesting logic
│   │   ├── A90/              # Most recent strategy logic
│   │   ├── snippets/         # Metrics & visualizations (drawdown, Sharpe, etc.)
│   ├── samples/
│   │   ├── CryptoGetSamples/ # Data download from Binance
│   │   ├── AddIndicators/    # Custom indicators for OHLCV data
│   ├── AA/ and AA9/          # Real-time bots
│   │   ├── Agripina.py       # Strategy execution & trade entry
│   │   ├── Anastasia.py      # TP/SL management & trade closure
│   ├── Funciones/            # Live loop, filters, time checks
├── CryptoAnalyzer/           # Binance connection, trade functions, price feed
├── BotsForex/                # (WIP) Future forex bot replication
└── settings/                 # Django configuration

📌 Tech Stack

  • Python 3
  • Django
  • Pandas / NumPy
  • TA-Lib / ta
  • Binance REST API (Futures)
  • PostgreSQL / SQLite
  • Matplotlib / Seaborn
  • SMTP (email alerts)

🧠 Why this matters

This project was built from scratch over years of experimentation. While it’s not currently profitable, it has been instrumental in learning how to:

  • Design scalable, testable quant trading systems
  • Automate market data ingestion, strategy execution, and reporting
  • Evaluate performance with real metrics and visual feedback
  • Iterate fast over dozens of strategies with minimal code changes

⚠️ Disclaimer

This system is for educational and research purposes. It does not guarantee returns. Use at your own risk when trading real funds.

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Modular quant trading framework for simulating and executing crypto strategies.

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