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Trendlines #687

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2a7b1b0
Update package.json
Nov 4, 2017
f06390e
Update package.json
Nov 4, 2017
022881b
Update package.json
Nov 4, 2017
78cb201
Dev strat
Nov 4, 2017
1cb5105
Periods and meas increments of 5
Nov 4, 2017
a748734
Commands split 4-ways
Nov 4, 2017
9b2a003
Delete tuning.sh.zip
Nov 4, 2017
ffe1818
Delete tuning.sh
Nov 4, 2017
a01dc80
Tuning Files For Google Cloud
Nov 4, 2017
7152d0b
Delete tuning1.sh
Nov 4, 2017
5cf9c70
Delete tuning4.sh
Nov 4, 2017
237aa73
Delete tuning3.sh
Nov 4, 2017
a318a18
Delete tuning2.sh
Nov 4, 2017
06582d4
1h intermission
Nov 4, 2017
44ea304
Delete tuning1.sh
Nov 4, 2017
44fc2b5
Delete tuning2.sh
Nov 4, 2017
59f3d0b
Delete tuning3.sh
Nov 4, 2017
f4f26e6
Delete tuning4.sh
Nov 4, 2017
c58b73e
Intermission + No & threading
Nov 4, 2017
dceea8a
Delete tuning1.sh
Nov 4, 2017
09db2b7
Delete tuning2.sh
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1a23d9e
Delete tuning3.sh
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5588462
Delete tuning4.sh
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01a892b
Less lines
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e370fbd
Delete tuning_1.sh
Nov 4, 2017
9746785
Delete tuning_2.sh
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92d6a58
Delete tuning_3.sh
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5cdd035
Delete tuning_4.sh
Nov 4, 2017
64eaf24
Update strategy.js
Nov 4, 2017
89d895e
Update strategy.js
Nov 5, 2017
0b8aa66
Update README.md
Nov 5, 2017
ae4fb1c
DonationQR
Nov 5, 2017
1aecc43
Update README.md
Nov 5, 2017
14ea0ef
Update conf-sample.js
Nov 5, 2017
fec2911
Update README.md
Nov 5, 2017
d1a65bf
Update README.md
Nov 5, 2017
3db5d00
Update strategy.js
Nov 5, 2017
62cc5a7
Backtesting Granular Script
Nov 5, 2017
3272340
index.php - apache2 libapache2-mod-php
Nov 5, 2017
2989fc6
Create btscript-short.sh
Nov 5, 2017
926ab33
Granular v2
Nov 5, 2017
aa2de86
Rename btscript-short.sh to btscript-long.sh
Nov 5, 2017
b3b9872
Delete btscript.sh
Nov 5, 2017
ca602fe
Update btscript-long.sh
Nov 5, 2017
11d0b87
Update btscript-long.sh
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52cdab6
Update btscript-long.sh
Nov 5, 2017
abf6e66
Update index.php
Nov 5, 2017
768d3a1
Update strategy.js
Nov 5, 2017
19a01b0
Create strategytldev.js
Nov 6, 2017
52f30c7
Update strategytldev.js
Nov 6, 2017
dfee231
needs good debug
Nov 6, 2017
c865eb2
Delete strategytldev.js
Nov 7, 2017
5e68330
trendlines
Nov 7, 2017
7c13419
Replaced speed strategy back to original and will PR this trendlines …
Nov 7, 2017
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531 changes: 21 additions & 510 deletions README.md
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6 changes: 3 additions & 3 deletions conf-sample.js
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Original file line number Diff line number Diff line change
Expand Up @@ -13,7 +13,7 @@ c.mongo.replicaSet = null
// default selector. only used if omitting [selector] argument from a command.
c.selector = 'gdax.BTC-USD'
// name of default trade strategy
c.strategy = 'trend_ema'
c.strategy = 'speed'

// Exchange API keys:

Expand Down Expand Up @@ -119,7 +119,7 @@ c.order_adjust_time = 5000
// avoid selling at a loss below this pct set to 0 to ensure selling at a higher price...
c.max_sell_loss_pct = 25
// ms to poll order status
c.order_poll_time = 5000
c.order_poll_time = 1000
// ms to wait for settlement (after an order cancel)
c.wait_for_settlement = 5000
// % to mark up or down price for orders
Expand All @@ -134,7 +134,7 @@ c.post_only = true
// default # days for backfill and sim commands
c.days = 14
// ms to poll new trades at
c.poll_trades = 30000
c.poll_trades = 100
// amount of currency to start simulations with
c.currency_capital = 1000
// amount of asset to start simulations with
Expand Down
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6 changes: 3 additions & 3 deletions extensions/strategies/speed/_codemap.js
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@@ -1,6 +1,6 @@
module.exports = {
_ns: 'zenbot',

'strategies.speed': require('./strategy'),
'strategies.list[]': '#strategies.speed'
}
'strategies.stddev': require('./strategy'),
'strategies.list[]': '#strategies.stddev'
}
120 changes: 120 additions & 0 deletions extensions/strategies/speed/btscript-long.sh
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@@ -0,0 +1,120 @@
#!/bin/bash
sudo ./zenbot.sh backfill gdax.LTC-USD --days=5
sudo ./zenbot.sh backfill gdax.ETH-USD --days=5
sudo ./zenbot.sh backfill gdax.BTC-USD --days=5
while :
do
# TASK 1
date
echo "Press b for BTC, e for ETH, l for LTC"
read -t 1 -n 1 key
if [[ $key = b ]]
then
sudo ./zenbot.sh sim --period=100ms --meas=90 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=91 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=92 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=93 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=94 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=95 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=96 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=97 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=98 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=99 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=100 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=101 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=102 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=103 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=104 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=105 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=106 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=107 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=108 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=109 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=110 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=111 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=112 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=113 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=114 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=115 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=116 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=117 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=118 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=119 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=120 --min_periods=3050 --strategy=speed --days=3 gdax.BTC-USD
break
fi
date
echo "Press b for BTC, e for ETH, l for LTC"
read -t 1 -n 1 key
if [[ $key = e ]]
then
sudo ./zenbot.sh sim --period=100ms --meas=100 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=200 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=300 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=400 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=500 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=600 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=700 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=800 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=900 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1000 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1100 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1200 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1300 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1400 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1500 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1600 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1700 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1800 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=1900 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2000 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2100 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2200 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2300 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2400 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2500 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2600 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2700 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2800 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=2900 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
sudo ./zenbot.sh sim --period=100ms --meas=3000 --min_periods=3050 --strategy=speed --days=3 gdax.ETH-USD
break
fi
date
echo "Press b for BTC, e for ETH, l for LTC"
read -t 1 -n 1 key
if [[ $key = l ]]
then
sudo ./zenbot.sh sim --period=100ms --meas=100 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=200 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=300 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=400 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=500 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=600 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=700 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=800 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=900 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1000 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1100 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1200 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1300 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1400 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1500 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1600 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1700 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1800 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=1900 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2000 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2100 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2200 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2300 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2400 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2500 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2600 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2700 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2800 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=2900 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
sudo ./zenbot.sh sim --period=100ms --meas=3000 --min_periods=3050 --strategy=speed --days=3 gdax.LTC-USD
break
fi
done
2 changes: 1 addition & 1 deletion extensions/strategies/speed/strategy.js
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Original file line number Diff line number Diff line change
Expand Up @@ -52,4 +52,4 @@ module.exports = function container (get, set, clear) {
return cols
}
}
}
}
92 changes: 56 additions & 36 deletions package-lock.json
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6 changes: 4 additions & 2 deletions package.json
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Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,7 @@
"colors": "^1.1.2",
"commander": "^2.9.0",
"ccxt": "^1.4.77",
"forex.analytics": "mkmarek/forex.analytics#7bc278987700d4204e959af17de61495941d1a14",
"forex.analytics": "0.0.15",
"gdax": "^0.4.2",
"gemini-api": "^2.0.4",
"glob": "^7.1.1",
Expand Down Expand Up @@ -54,7 +54,9 @@
"talib": "^1.0.3",
"timebucket": "^0.4.0",
"ws": "^3.2.0",
"zero-fill": "^2.2.3"
"zero-fill": "^2.2.3",
"stats-lite": "2.1.0",
"stats-array": "0.1.2"
},
"devDependencies": {
"eslint": "^4.7.1"
Expand Down
32 changes: 32 additions & 0 deletions simulations/index.php
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@@ -0,0 +1,32 @@
<?php
$path_to_check = '';
$needle = 'end balance:';
$needle1 = '"meas": ';
$needle2 = 'error rate: ';
$needle3 = 'error rate: ';
foreach(glob($path_to_check . '*.html') as $filename)
{
foreach(file($filename) as $fli=>$fl)
{
if(strpos($fl, $needle)!==false)
{
echo $filename . ' on line ' . ($fli+1) . ': ' . $fl;
}
}
foreach(file($filename) as $fli=>$flz)
{
if(strpos($flz, $needle1)!==false)
{
echo $flz;
}
}
foreach(file($filename) as $fli=>$fly)
{
if(strpos($fly, $needle2)!==false)
{
echo $fly;
echo '<br>';
}
}
}
?>
2 changes: 1 addition & 1 deletion zenbot.sh
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Original file line number Diff line number Diff line change
@@ -1,2 +1,2 @@
#!/bin/bash
env node zenbot.js $@
env node --max_old_space_size=300099999999999 zenbot.js $@