Build and backtest BTC RSI mean reversion

import nexustrade as nt


def create_btc_rsi_reversion():
    asset = nt.crypto_asset("BTC-USD")
    return nt.portfolio(
        "Public SEO crypto example - BTC RSI mean reversion",
        [
            nt.strategy(
                "Enter BTC RSI mean reversion",
                ((nt.RSI(asset, 14, "Day") < nt.Value(30)) & (nt.PositionValue(asset) == nt.Value(0))),
                nt.buy(asset, 95, "percent of buying power")
            ),
            nt.strategy(
                "Exit BTC RSI mean reversion",
                ((nt.RSI(asset, 14, "Day") >= nt.Value(55)) & (nt.PositionValue(asset) > nt.Value(0))),
                nt.sell(asset, 100, "percent of current positions")
            ),
        ],
        initial_value=10000,
        supports_crypto=True,
        supports_fractional_shares=True,
        alerts_enabled=False,
        dividend_policy='cash',
    )


def backtest_btc_rsi_reversion(client=None):
    client = client or nt.NexusTradeClient.from_environment()
    operation = client.create_backtest(
        nt.backtest(
            create_btc_rsi_reversion(),
            start_date="2024-01-01", end_date="2024-12-31",
            interval="Day", baseline_symbol="SPY",
            initial_value=10000, generate_events=True,
            dividend_policy="cash",
            fee_config={"Stock": {"type": "percent", "amount": 0.1},
                        "Cryptocurrency": {"type": "percent", "amount": 0.7},
                        "Option": {"type": "dollars", "amount": 0.65}},
        ),
        idempotency_key="explore-btc-rsi-reversion-2024-spy-v1",
    )
    return client.wait_for_backtest(operation["id"])


# Build locally: book = create_btc_rsi_reversion()
# Run and inspect: completed = backtest_btc_rsi_reversion(); print(completed["result"])

import * as nt from "nexustrade";

export function createBtcRsiReversion() {
  const asset = nt.cryptoAsset("BTC-USD");
  return nt.portfolio(
    "Public SEO crypto example - BTC RSI mean reversion",
    [
      nt.strategy(
          "Enter BTC RSI mean reversion",
          nt.and(nt.lt(nt.RSI(asset, 14, "Day"), nt.Value(30)), nt.eq(nt.PositionValue(asset), nt.Value(0))),
          nt.buy(asset, 95, "percent of buying power")
      ),
      nt.strategy(
          "Exit BTC RSI mean reversion",
          nt.and(nt.gte(nt.RSI(asset, 14, "Day"), nt.Value(55)), nt.gt(nt.PositionValue(asset), nt.Value(0))),
          nt.sell(asset, 100, "percent of current positions")
      ),
    ],
    { initialValue: 10000, supportsCrypto: true, supportsFractionalShares: true, alertsEnabled: false, dividendPolicy: "cash" }
  );
}

export async function backtestBtcRsiReversion(client = new nt.NexusTradeClient()) {
  const operation = await client.createBacktest(
    nt.backtest(createBtcRsiReversion(), {
      startDate: "2024-01-01", endDate: "2024-12-31",
      interval: "Day", baselineSymbol: "SPY",
      initialValue: 10000, generateEvents: true,
      dividendPolicy: "cash",
      feeConfig: {
        Stock: { type: "percent", amount: 0.1 },
        Cryptocurrency: { type: "percent", amount: 0.7 },
        Option: { type: "dollars", amount: 0.65 },
      },
    }),
    { idempotencyKey: "explore-btc-rsi-reversion-2024-spy-v1" }
  );
  if (typeof operation.id !== "string") throw new Error("Missing backtest ID");
  return client.waitForBacktest(operation.id);
}

// Build locally: const book = createBtcRsiReversion();
// Run and inspect: const completed = await backtestBtcRsiReversion(); console.log(completed.result);