Sim.js simulation end balance broken

[yellowgh0st]

System information

• Have I written custom code (as opposed to using zenbot vanilla): zero
• OS Platform and Distribution (e.g., Linux Ubuntu 16.04): Fedora 33
• Zenbot version (commit ref, or version): main
• Zenbot branch: main
• NodeJS version: 6.13.4
• Python version (when using a python script): 3.9
• Exact command to reproduce (include everything): zenbot.sh sim
• Did I make any changes to conf-sample.js?: Basic stuff

Describe the problem

It looks like the end result calculation is wrong. It doesn't reflect asset end balance, instead, it just wrongly multiplies currency balance. For unknown reasons, the asset balance is always zero. Also, the formula used for live calculation should be checked too.

Source code / Error logs

Sim.js

I'm currently working on fix up/rewrite.

---
function exitSim () {
        console.log()
        if (!s.period) {
          console.error('no trades found! try running `zenbot backfill ' + so.selector.normalized + '` first')
          process.exit(1)
        }
        var option_keys = Object.keys(so)
        var output_lines = []
        option_keys.sort(function (a, b) {
          if (a < b) return -1
          return 1
        })
        var options = {}
        option_keys.forEach(function (k) {
          options[k] = so[k]
        })

        let options_output = options
        options_output.simresults = {}

        if (s.my_trades.length) {
          s.my_trades.push({
            price: s.period.close,
            size: s.balance.asset,
            type: 'sell',
            time: s.period.time
          })
        }
        s.balance.currency = n(s.net_currency).add(n(s.period.close).multiply(s.balance.asset)).format('0.00000000')

        s.balance.asset = 0
        s.lookback.unshift(s.period)
        var profit = s.start_capital ? n(s.balance.currency).subtract(s.start_capital).divide(s.start_capital) : n(0)
        output_lines.push('end balance: ' + n(s.balance.currency).format('0.00000000').yellow + ' (' + profit.format('0.00%') + ')')
        //console.log('start_capital', s.start_capital)
        //console.log('start_price', n(s.start_price).format('0.00000000'))
        //console.log('close', n(s.period.close).format('0.00000000'))
        var buy_hold = s.start_price ? n(s.period.close).multiply(n(s.start_capital).divide(s.start_price)) : n(s.balance.currency)
        //console.log('buy hold', buy_hold.format('0.00000000'))
        var buy_hold_profit = s.start_capital ? n(buy_hold).subtract(s.start_capital).divide(s.start_capital) : n(0)
        output_lines.push('buy hold: ' + buy_hold.format('0.00000000').yellow + ' (' + n(buy_hold_profit).format('0.00%') + ')')
        output_lines.push('vs. buy hold: ' + n(s.balance.currency).subtract(buy_hold).divide(buy_hold).format('0.00%').yellow)
        output_lines.push(s.my_trades.length + ' trades over ' + s.day_count + ' days (avg ' + n(s.my_trades.length / s.day_count).format('0.00') + ' trades/day)')
        var last_buy
        var losses = 0, sells = 0
        s.my_trades.forEach(function (trade) {
          if (trade.type === 'buy') {
            last_buy = trade.price
          }
          else {
            if (last_buy && trade.price < last_buy) {
              losses++
            }
            sells++
          }
        })
        if (s.my_trades.length) {
          output_lines.push('win/loss: ' + (sells - losses) + '/' + losses)
          output_lines.push('error rate: ' + (sells ? n(losses).divide(sells).format('0.00%') : '0.00%').yellow)
        }
        options_output.simresults.start_capital = s.start_capital
        options_output.simresults.last_buy_price = s.last_buy_price
        options_output.simresults.last_assest_value = s.period.close
        options_output.net_currency = s.net_currency
        options_output.simresults.asset_capital = s.asset_capital
        options_output.simresults.currency = n(s.balance.currency).value()
        options_output.simresults.profit = profit.value()
        options_output.simresults.buy_hold = buy_hold.value()
        options_output.simresults.buy_hold_profit = buy_hold_profit.value()
        options_output.simresults.total_trades = s.my_trades.length
        options_output.simresults.length_days = s.day_count
        options_output.simresults.total_sells = sells
        options_output.simresults.total_losses = losses
        options_output.simresults.vs_buy_hold = n(s.balance.currency).subtract(buy_hold).divide(buy_hold).value() * 100.00

        let options_json = JSON.stringify(options_output, null, 2)
        if (so.show_options) {
          output_lines.push(options_json)
        }

        output_lines.forEach(function (line) {
          console.log(line)
        })
...

I'm currently working on fix up/rewrite.

[tlcointrack]

Any update? I am experiencing the same issue at this time, let me know how I can support

[k3ntinhu]

From discord channel
xwolfyxNLY said:

If you revert:
if (!clock && so.mode !== 'live' && so.mode !== 'paper') clock = lolex.install(
{
shouldAdvanceTime: false,
now: trade.time,
toFake: [
'setTimeout'
]
})

to this:
if (!clock && so.mode !== 'live' && so.mode !== 'paper') clock = lolex.install({ shouldAdvanceTime: false, now: trade.time })

in the lib\engine.js the sims are correct again.

[xwolfyxNL]

Specifically undoing the changes in the commit (#2425) fixes the issue with the wrong results in the simulation.

Have been running a lot of sims the past few days and I didn't encounter any issues after undoing the changes.

Made a pull request #2600

[yellowgh0st]

Thanks a lot! My plan was different, but you got the issue, so I'm closing!