Crypto-balancer

Latest version: v3.1.1

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3.1.1

- Functionally identical to 3.0, but packaged for PyPI

3.0

- Much better process to try all potential new portfolios, rather than randomly try different combinations, we now tree-walk all possible combinations. This makes it much more deterministic, and a lot faster
- The `threshold` in the config file is now the the threshold that any single currency must go over, rather than the average of all of them.
- Backtester code included with some sample data if you want to run your own backtests

2.1

- Better output, easier to read, shows both current and proposed portfolios
- Now uses the root mean squared error (RMSE) for measuring the portfolio variation from balanced
- The threshold parameter has change to now be the RMSE
- Will only attempt to balance if proposed portfolio is both better balanced than current and below threshold

2.0

I have re-written the rebalancing algorithm completely.

- It now works even with non-direct matching pairs. It runs slower as it has an element of brute forcing in it. This could possibly be made smarter, but works fine for this.
- It now keeps track of the total fees needed for the re-balancing

1.0

Initial release of the code.
Everything should be working. But it only works on direct pairs, e.g. it would not balance a portfolio containing XLM and XRP together on Binance as there is no direct XLM/XRP pair.

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