Build and backtest ETH 50-day trend

import nexustrade as nt


def create_eth_trend_following():
    asset = nt.crypto_asset("ETH-USD")
    return nt.portfolio(
        "Public SEO crypto example - ETH 50-day trend",
        [
            nt.strategy(
                "Enter ETH 50-day trend",
                ((nt.Price(asset) > nt.SMA(asset, 50, "Day")) & (nt.PositionValue(asset) == nt.Value(0))),
                nt.buy(asset, 95, "percent of buying power")
            ),
            nt.strategy(
                "Exit ETH 50-day trend",
                ((nt.Price(asset) <= nt.SMA(asset, 50, "Day")) & (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_eth_trend_following(client=None):
    client = client or nt.NexusTradeClient.from_environment()
    operation = client.create_backtest(
        nt.backtest(
            create_eth_trend_following(),
            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-eth-trend-following-2024-spy-v1",
    )
    return client.wait_for_backtest(operation["id"])


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

import * as nt from "nexustrade";

export function createEthTrendFollowing() {
  const asset = nt.cryptoAsset("ETH-USD");
  return nt.portfolio(
    "Public SEO crypto example - ETH 50-day trend",
    [
      nt.strategy(
          "Enter ETH 50-day trend",
          nt.and(
              nt.gt(nt.Price(asset), nt.SMA(asset, 50, "Day")),
              nt.eq(nt.PositionValue(asset), nt.Value(0))
          ),
          nt.buy(asset, 95, "percent of buying power")
      ),
      nt.strategy(
          "Exit ETH 50-day trend",
          nt.and(
              nt.lte(nt.Price(asset), nt.SMA(asset, 50, "Day")),
              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 backtestEthTrendFollowing(client = new nt.NexusTradeClient()) {
  const operation = await client.createBacktest(
    nt.backtest(createEthTrendFollowing(), {
      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-eth-trend-following-2024-spy-v1" }
  );
  if (typeof operation.id !== "string") throw new Error("Missing backtest ID");
  return client.waitForBacktest(operation.id);
}

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