Merge pull request #2 from gelotus/master

Implement working dir as variable editable in conf.

.gitignore

@@ -18,3 +18,18 @@ 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

.gitmodules

@@ -0,0 +1,3 @@
+[submodule "extensions/strategies/bumblebee"]
+	path = extensions/strategies/bumblebee
+	url = https://github.com/mkarpis/bumblebee.git

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_dividend=<value>  sell when RSI reaches high-water reading divided by this value (default: 2)
+    --rsi_divisor=<value>  sell when RSI reaches high-water reading divided by this value (default: 2)
 
 sar
   description:
@@ -452,15 +452,8 @@ 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
-- save sim data to db, for front-end UI
-- make error output compact, no stack trace
-- review PR for Bitfinex
-- more exchange support
+- review PRs
 - 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

@@ -6,6 +6,7 @@ var tb = require('timebucket')
   , moment = require('moment')
   , colors = require('colors')
 
+
 module.exports = function container (get, set, clear) {
   var c = get('conf')
   return function (program) {
@@ -77,6 +78,7 @@ 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) {
@@ -163,6 +165,7 @@ module.exports = function container (get, set, clear) {
           process.exit(0)
         }
 
+
         function getNext () {
           var opts = {
             query: {

extensions/exchanges/gdax/exchange.js

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

extensions/exchanges/kraken/products.json

@@ -90,20 +90,6 @@
     "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",
@@ -118,20 +104,6 @@
     "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",
@@ -146,20 +118,6 @@
     "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",
@@ -251,34 +209,13 @@
     "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",
@@ -293,20 +230,6 @@
     "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

@@ -34,7 +34,9 @@ kraken.api('Assets', null, function (error, data) {
                 process.exit(1)
             } else {
                 Object.keys(data.result).forEach(function (result) {
-                    addProduct(data.result[result].base, data.result[result].quote, data.result[result].altname)
+                    if(!result.match('\.d')) {
+                        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))

extensions/strategies/deep_net0/_codemap.js

@@ -0,0 +1,6 @@
+module.exports = {
+  _ns: 'zenbot',
+
+  'strategies.deep_net0': require('./strategy'),
+  'strategies.list[]': '#strategies.deep_net0'
+}