Revert "Implement working dir as variable editable in conf."

.dockerignore

@@ -0,0 +1,2 @@
+node_modules
+data

.editorconfig

@@ -0,0 +1,23 @@
+root = true
+
+# Unix-style newlines with a newline ending every file
+[*]
+end_of_line = lf
+insert_final_newline = true
+
+[*.{js,json}]
+charset = utf-8
+indent_style = space
+
+[*.{js,yml}]
+indent_size = 2
+
+[*.{json,sh}]
+indent_size = 4
+
+[Makefile]
+indent_style = tab
+
+[{package.json,.travis.yml}]
+indent_style = space
+indent_size = 2

.gitignore

@@ -18,18 +18,3 @@ conf-*
 sim_result*
 *_test
 backtesting_*
-
-.ipynb_checkpoints
-data.csv
-value_net.json
-
-extensions/strategies/bumblebee
-zen/logs/history/*.png
-zen/logs/hof/*.txt
-zen/evolution/__pycache__/
-
-zen/__pycache__/
-
-zen/temp\.html
-
-*.pyc

Dockerfile

@@ -0,0 +1,97 @@
+FROM node:latest
+
+
+
+# NOTE: THIS DOCKERFILE IS GENERATED VIA "update.sh"
+#
+# PLEASE DO NOT EDIT IT DIRECTLY.
+#
+
+
+# ensure local python is preferred over distribution python
+ENV PATH /usr/local/bin:$PATH
+
+# http://bugs.python.org/issue19846
+# > At the moment, setting "LANG=C" on a Linux system *fundamentally breaks Python 3*, and that's not OK.
+ENV LANG C.UTF-8
+
+# runtime dependencies
+RUN apt-get update && apt-get install -y --no-install-recommends \
+		tcl \
+		tk \
+	&& rm -rf /var/lib/apt/lists/*
+
+ENV GPG_KEY 0D96DF4D4110E5C43FBFB17F2D347EA6AA65421D
+ENV PYTHON_VERSION 3.6.0
+
+# if this is called "PIP_VERSION", pip explodes with "ValueError: invalid truth value '<VERSION>'"
+ENV PYTHON_PIP_VERSION 9.0.1
+
+RUN set -ex \
+	&& buildDeps=' \
+		tcl-dev \
+		tk-dev \
+	' \
+	&& apt-get update && apt-get install -y $buildDeps --no-install-recommends && rm -rf /var/lib/apt/lists/* \
+	\
+	&& wget -O python.tar.xz "https://www.python.org/ftp/python/${PYTHON_VERSION%%[a-z]*}/Python-$PYTHON_VERSION.tar.xz" \
+	&& wget -O python.tar.xz.asc "https://www.python.org/ftp/python/${PYTHON_VERSION%%[a-z]*}/Python-$PYTHON_VERSION.tar.xz.asc" \
+	&& export GNUPGHOME="$(mktemp -d)" \
+	&& gpg --keyserver ha.pool.sks-keyservers.net --recv-keys "$GPG_KEY" \
+	&& gpg --batch --verify python.tar.xz.asc python.tar.xz \
+	&& rm -r "$GNUPGHOME" python.tar.xz.asc \
+	&& mkdir -p /usr/src/python \
+	&& tar -xJC /usr/src/python --strip-components=1 -f python.tar.xz \
+	&& rm python.tar.xz \
+	\
+	&& cd /usr/src/python \
+	&& ./configure \
+		--enable-loadable-sqlite-extensions \
+	&& make -j$(nproc) \
+	&& make install \
+	&& ldconfig \
+	\
+# explicit path to "pip3" to ensure distribution-provided "pip3" cannot interfere
+	&& if [ ! -e /usr/local/bin/pip3 ]; then : \
+		&& wget -O /tmp/get-pip.py 'https://bootstrap.pypa.io/get-pip.py' \
+		&& python3 /tmp/get-pip.py "pip==$PYTHON_PIP_VERSION" \
+		&& rm /tmp/get-pip.py \
+	; fi \
+# we use "--force-reinstall" for the case where the version of pip we're trying to install is the same as the version bundled with Python
+# ("Requirement already up-to-date: pip==8.1.2 in /usr/local/lib/python3.6/site-packages")
+# https://github.com/docker-library/python/pull/143#issuecomment-241032683
+	&& pip3 install --no-cache-dir --upgrade --force-reinstall "pip==$PYTHON_PIP_VERSION" \
+# then we use "pip list" to ensure we don't have more than one pip version installed
+# https://github.com/docker-library/python/pull/100
+	&& [ "$(pip list |tac|tac| awk -F '[ ()]+' '$1 == "pip" { print $2; exit }')" = "$PYTHON_PIP_VERSION" ] \
+	\
+	&& find /usr/local -depth \
+		\( \
+			\( -type d -a -name test -o -name tests \) \
+			-o \
+			\( -type f -a -name '*.pyc' -o -name '*.pyo' \) \
+		\) -exec rm -rf '{}' + \
+	&& apt-get purge -y --auto-remove $buildDeps \
+	&& rm -rf /usr/src/python ~/.cache
+
+# make some useful symlinks that are expected to exist
+RUN cd /usr/local/bin \
+	&& { [ -e easy_install ] || ln -s easy_install-* easy_install; } \
+	&& ln -s idle3 idle \
+	&& ln -s pydoc3 pydoc \
+	&& ln -s python3 python \
+	&& ln -s python3-config python-config
+
+
+
+
+RUN apt-get update
+RUN apt install -y  graphviz libgraphviz-dev pkg-config
+RUN PKG_CONFIG_ALLOW_SYSTEM_LIBS=OHYESPLEASE pip install pygraphviz
+ADD zen/requirements.txt /
+RUN pip3 install -r /requirements.txt
+WORKDIR /app
+RUN /usr/local/bin/npm install
+RUN npm update
+
+

README.md

@@ -260,7 +260,7 @@ rsi
     --overbought_rsi=<value>  sell when RSI reaches or goes above this value (default: 82)
     --rsi_recover=<value>  allow RSI to recover this many points before buying (default: 3)
     --rsi_drop=<value>  allow RSI to fall this many points before selling (default: 0)
-    --rsi_divisor=<value>  sell when RSI reaches high-water reading divided by this value (default: 2)
+    --rsi_dividend=<value>  sell when RSI reaches high-water reading divided by this value (default: 2)
 
 sar
   description:
@@ -452,8 +452,15 @@ zenbot sell gdax.BTC-USD --pct=10
 ## TODO
 
 - cancel pending orders on SIGINT
+- determine and fix what is causing live trading to underperform vs. paper trading/simulations
+- improve order execution speed, possibly by using market-type orders (incurring taker fees)
+- support for limiting the amount of balance Zenbot can use for trading
+- fix partial filled orders sometimes not getting recognized, due to race conditions
 - tool to generate graph and stats from live or paper trading sessions
-- review PRs
+- save sim data to db, for front-end UI
+- make error output compact, no stack trace
+- review PR for Bitfinex
+- more exchange support
 - web UI with graphs and logs
 - "reaper" to automatically prune trades collection to a certain day length
 - "lite mode" for trader, an option to run without MongoDB

commands/sim.js

@@ -6,7 +6,6 @@ var tb = require('timebucket')
   , moment = require('moment')
   , colors = require('colors')
 
-
 module.exports = function container (get, set, clear) {
   var c = get('conf')
   return function (program) {
@@ -78,7 +77,6 @@ module.exports = function container (get, set, clear) {
         var cursor, reversing, reverse_point
         var query_start = so.start ? tb(so.start).resize(so.period).subtract(so.min_periods + 2).toMilliseconds() : null
 
-
         function exitSim () {
           console.log()
           if (!s.period) {
@@ -165,7 +163,6 @@ module.exports = function container (get, set, clear) {
           process.exit(0)
         }
 
-
         function getNext () {
           var opts = {
             query: {

docker-compose.yml

@@ -0,0 +1,21 @@
+server:
+  build: .
+  volumes:
+    - .:/app
+    - /app/node_modules
+  links:
+    - mongodb
+  command: ./zenbot.sh trade --paper
+  restart: always
+
+mongodb:
+  image: mongo:latest
+  volumes_from:
+    - mongodb-data
+  command: mongod --smallfiles
+
+mongodb-data:
+  image: mongo:latest
+  volumes:
+    - ./data/db:/data/db
+  command: "true"

extensions/exchanges/gdax/exchange.js

@@ -81,7 +81,6 @@ module.exports = function container (get, set, clear) {
             side: trade.side
           }
         })
-        trades.reverse()
         cb(null, trades)
       })
     },

extensions/exchanges/kraken/products.json

@@ -90,6 +90,20 @@
     "increment": "0.00000001",
     "label": "ETH/XBT"
   },
+  {
+    "asset": "XETH",
+    "currency": "XXBT",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "ETH/XBT"
+  },
+  {
+    "asset": "XETH",
+    "currency": "ZCAD",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "ETH/CAD"
+  },
   {
     "asset": "XETH",
     "currency": "ZCAD",
@@ -104,6 +118,20 @@
     "increment": "0.00000001",
     "label": "ETH/EUR"
   },
+  {
+    "asset": "XETH",
+    "currency": "ZEUR",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "ETH/EUR"
+  },
+  {
+    "asset": "XETH",
+    "currency": "ZGBP",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "ETH/GBP"
+  },
   {
     "asset": "XETH",
     "currency": "ZGBP",
@@ -118,6 +146,20 @@
     "increment": "0.00000001",
     "label": "ETH/JPY"
   },
+  {
+    "asset": "XETH",
+    "currency": "ZJPY",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "ETH/JPY"
+  },
+  {
+    "asset": "XETH",
+    "currency": "ZUSD",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "ETH/USD"
+  },
   {
     "asset": "XETH",
     "currency": "ZUSD",
@@ -209,13 +251,34 @@
     "increment": "0.00000001",
     "label": "XBT/CAD"
   },
+  {
+    "asset": "XXBT",
+    "currency": "ZCAD",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "XBT/CAD"
+  },
   {
     "asset": "XXBT",
     "currency": "ZEUR",
     "min_size": "0.01",
     "increment": "0.00000001",
     "label": "XBT/EUR"
   },
+  {
+    "asset": "XXBT",
+    "currency": "ZEUR",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "XBT/EUR"
+  },
+  {
+    "asset": "XXBT",
+    "currency": "ZGBP",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "XBT/GBP"
+  },
   {
     "asset": "XXBT",
     "currency": "ZGBP",
@@ -230,6 +293,20 @@
     "increment": "0.00000001",
     "label": "XBT/JPY"
   },
+  {
+    "asset": "XXBT",
+    "currency": "ZJPY",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "XBT/JPY"
+  },
+  {
+    "asset": "XXBT",
+    "currency": "ZUSD",
+    "min_size": "0.01",
+    "increment": "0.00000001",
+    "label": "XBT/USD"
+  },
   {
     "asset": "XXBT",
     "currency": "ZUSD",

extensions/exchanges/kraken/update-products.sh

@@ -34,9 +34,7 @@ kraken.api('Assets', null, function (error, data) {
                 process.exit(1)
             } else {
                 Object.keys(data.result).forEach(function (result) {
-                    if(!result.match('\.d')) {
-                        addProduct(data.result[result].base, data.result[result].quote, data.result[result].altname)
-                    }
+                    addProduct(data.result[result].base, data.result[result].quote, data.result[result].altname)
                 })
                 var target = require('path').resolve(__dirname, 'products.json')
                 require('fs').writeFileSync(target, JSON.stringify(products, null, 2))