DeviaVir#926, DeviaVir#938, DeviaVir#940 - In the backtesters, renami…

…ng instances of --period to --periodLength
haxwell · Dec 21, 2017 · e6f2f67 · e6f2f67
1 parent c124e8b
commit e6f2f67
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Showing 3 changed files with 7 additions and 6 deletions.
diff --git a/scripts/auto_backtester/backtester.js b/scripts/auto_backtester/backtester.js
@@ -82,7 +82,7 @@ let runCommand = (strategy, cb) => {
     trend_ema: `--trend_ema=${strategy.trend_ema} --oversold_rsi=${strategy.oversold_rsi} --oversold_rsi_periods=${strategy.oversold_rsi_periods} --neutral_rate=${strategy.neutral_rate}`
   };
   let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh'; // Use 'win32' for 64 bit windows too
-  let command = `${zenbot_cmd} sim ${simArgs} ${strategyArgs[strategyName]} --period=${strategy.period}  --min_periods=${strategy.min_periods}`;
+  let command = `${zenbot_cmd} sim ${simArgs} ${strategyArgs[strategyName]} --periodLength=${strategy.periodLength}  --min_periods=${strategy.min_periods}`;
   console.log(`[ ${countArr.length}/${strategies[strategyName].length} ] ${command}`);
 
   shell.exec(command, {silent:true, async:true}, (code, stdout, stderr) => {
@@ -189,7 +189,7 @@ let processOutput = output => {
     oversoldRsi:        params.oversold_rsi,
 
     days:               days,
-    period:             params.period,
+    period:             params.periodLength,
     min_periods:        params.min_periods,
     roi:                roi,
     wlRatio:            losses > 0 ? roundp(wins / losses, 3) : 'Infinity',

diff --git a/scripts/auto_backtester/backtester_trust_distrust.js b/scripts/auto_backtester/backtester_trust_distrust.js
@@ -67,7 +67,7 @@ let objectProduct = obj => {
 
 let runCommand = (strategy, cb) => {
   countArr.push(1);
-  let command = `./zenbot.sh sim ${simArgs} --strategy=trust_distrust --period=${strategy.period}m --sell_threshold=${strategy.sell_threshold} --sell_threshold_max=${strategy.sell_threshold_max} --sell_min=${strategy.sell_min} --buy_threshold=${strategy.buy_threshold} --days=30`;
+  let command = `./zenbot.sh sim ${simArgs} --strategy=trust_distrust --periodLength=${strategy.periodLength}m --sell_threshold=${strategy.sell_threshold} --sell_threshold_max=${strategy.sell_threshold_max} --sell_min=${strategy.sell_min} --buy_threshold=${strategy.buy_threshold} --days=30`;
   console.log(`[ ${countArr.length}/${strategies.length} ] ${command}`);
 
   shell.exec(command, {silent:true, async:true}, (code, stdout, stderr) => {
@@ -90,6 +90,7 @@ let processOutput = output => {
 
   let rawParams     = jsonRegexp.exec(output2)[1];
   let params        = JSON.parse(rawParams);
+  debugger
   let endBalance    = endBalRegexp.exec(output2)[1];
   let wlMatch       = wlRegexp.exec(output2);
   let wins          = parseInt(wlMatch[1]);
@@ -113,7 +114,7 @@ let processOutput = output => {
     sellMin:        params.sell_min,
     buyThreshold: params.buy_threshold,
     days:               days,
-    period:             params.period,
+    period:             params.periodLength,
     roi:                roi,
     wlRatio:            losses > 0 ? roundp(wins / losses, 3) : 'Infinity',
     frequency:          roundp((wins + losses) / days, 3)

diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js
@@ -38,7 +38,7 @@ let NEUTRAL_RATE_AUTO = false;
 let iterationCount = 0;
 
 let runCommand = (taskStrategyName, phenotype, cb) => {
-  let commonArgs = `--strategy=${taskStrategyName} --period=${phenotype.period} --min_periods=${phenotype.min_periods} --markup_pct=${phenotype.markup_pct} --order_type=${phenotype.order_type} --sell_stop_pct=${phenotype.sell_stop_pct} --buy_stop_pct=${phenotype.buy_stop_pct} --profit_stop_enable_pct=${phenotype.profit_stop_enable_pct} --profit_stop_pct=${phenotype.profit_stop_pct}`;
+  let commonArgs = `--strategy=${taskStrategyName} --periodLength=${phenotype.periodLength} --min_periods=${phenotype.min_periods} --markup_pct=${phenotype.markup_pct} --order_type=${phenotype.order_type} --sell_stop_pct=${phenotype.sell_stop_pct} --buy_stop_pct=${phenotype.buy_stop_pct} --profit_stop_enable_pct=${phenotype.profit_stop_enable_pct} --profit_stop_pct=${phenotype.profit_stop_pct}`;
   let strategyArgs = {
     crossover_vwap: `--emalen1=${phenotype.emalen1}  --vwap_length=${phenotype.vwap_length} --vwap_max=${phenotype.vwap_max} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct}`,
     cci_srsi: `--cci_periods=${phenotype.rsi_periods} --rsi_periods=${phenotype.srsi_periods} --srsi_periods=${phenotype.srsi_periods} --srsi_k=${phenotype.srsi_k} --srsi_d=${phenotype.srsi_d} --oversold_rsi=${phenotype.oversold_rsi} --overbought_rsi=${phenotype.overbought_rsi} --oversold_cci=${phenotype.oversold_cci} --overbought_cci=${phenotype.overbought_cci} --constant=${phenotype.constant}`,
@@ -147,7 +147,7 @@ let processOutput = output => {
     losses: losses,
     errorRate: parseFloat(errorRate),
     days: days,
-    period: params.period,
+    period: params.periodLength,
     min_periods: params.min_periods,
     markup_pct: params.markup_pct,
     order_type: params.order_type,