Changed references in the Strategy objects of the backtesters to 'per…

…iodLength' rather than 'period'. (#996)
DeviaVir · Dec 28, 2017 · 3d5b233 · 3d5b233
1 parent 7cb42d5
commit 3d5b233
Show file tree

Hide file tree

Showing 2 changed files with 11 additions and 11 deletions.
diff --git a/scripts/auto_backtester/backtester.js b/scripts/auto_backtester/backtester.js
@@ -189,7 +189,7 @@ let processOutput = output => {
     oversoldRsi:        params.oversold_rsi,
 
     days:               days,
-    period:             params.periodLength,
+    periodLength:       params.periodLength,
     min_periods:        params.min_periods,
     roi:                roi,
     wlRatio:            losses > 0 ? roundp(wins / losses, 3) : 'Infinity',
@@ -199,7 +199,7 @@ let processOutput = output => {
 
 let strategies = {
   cci_srsi: objectProduct({
-    period: ['20m'],
+    periodLength: ['20m'],
     min_periods: [52, 200],
     rsi_periods: [14, 20],
     srsi_periods: [14, 20],
@@ -212,7 +212,7 @@ let strategies = {
     constant: [0.015]
   }),
   srsi_macd: objectProduct({
-    period: ['30m'],
+    periodLength: ['30m'],
     min_periods: [52, 200],
     rsi_periods: [14, 20],
     srsi_periods: [14, 20],
@@ -227,7 +227,7 @@ let strategies = {
     down_trend_threshold: [0]
   }),
   macd: objectProduct({
-    period: ['1h'],
+    periodLength: ['1h'],
     min_periods: [52],
     ema_short_period: range(10, 15),
     ema_long_period: range(20, 30),
@@ -238,7 +238,7 @@ let strategies = {
     overbought_rsi: range(70, 70)
   }),
   rsi: objectProduct({
-    period: ['2m'],
+    periodLength: ['2m'],
     min_periods: [52],
     rsi_periods: range(10, 30),
     oversold_rsi: range(20, 35),
@@ -248,19 +248,19 @@ let strategies = {
     rsi_divisor: range(2, 2)
   }),
   sar: objectProduct({
-    period: ['2m'],
+    periodLength: ['2m'],
     min_periods: [52],
     sar_af: range(0.01, 0.055, 0.005),
     sar_max_af: range(0.1, 0.55, 0.05)
   }),
   speed: objectProduct({
-    period: ['1m'],
+    periodLength: ['1m'],
     min_periods: [52],
     baseline_periods: range(1000, 5000, 200),
     trigger_factor: range(1.0, 2.0, 0.1)
   }),
   trend_ema: objectProduct({
-    period: ['2m'],
+    periodLength: ['2m'],
     min_periods: [52],
     trend_ema: range(TREND_EMA_MIN, TREND_EMA_MAX),
     neutral_rate: (NEUTRAL_RATE_AUTO ? new Array('auto') : []).concat(range(NEUTRAL_RATE_MIN, NEUTRAL_RATE_MAX).map(r => r / 100)),

diff --git a/scripts/auto_backtester/backtester_trust_distrust.js b/scripts/auto_backtester/backtester_trust_distrust.js
@@ -8,7 +8,7 @@
  * EMA Parameters: "trend_ema", "neutral_rate"
  * RSI Parameters: "oversold_rsi", "oversold_rsi_periods"
  *
- * Example: ./backtester.js gdax.ETH-USD --days=10 --currency_capital=5 --period=1m
+ * Example: ./backtester.js gdax.ETH-USD --days=10 --currency_capital=5 --periodLength=1m
 */
 
 let shell     = require('shelljs');
@@ -114,7 +114,7 @@ let processOutput = output => {
     sellMin:        params.sell_min,
     buyThreshold: params.buy_threshold,
     days:               days,
-    period:             params.periodLength,
+    periodLength:       params.periodLength,
     roi:                roi,
     wlRatio:            losses > 0 ? roundp(wins / losses, 3) : 'Infinity',
     frequency:          roundp((wins + losses) / days, 3)
@@ -126,7 +126,7 @@ let strategies = objectProduct({
   sell_threshold_max: range(SELL_THRESHOLD_MAX_MIN, SELL_THRESHOLD_MAX_MAX),
   sell_min: range(SELL_MIN_MIN, SELL_MIN_MAX),
   buy_threshold: range(BUY_THRESHOLD_MIN, BUY_THRESHOLD_MAX),
-  period: range(PERIOD_MIN, PERIOD_MAX)
+  periodLength: range(PERIOD_MIN, PERIOD_MAX)
 });
 
 let tasks = strategies.map(strategy => {