From 3d5b233bfdd362a6547f7aeea9e96ebd4fa69027 Mon Sep 17 00:00:00 2001 From: Johnathan James Date: Thu, 28 Dec 2017 03:29:28 -0700 Subject: [PATCH] Changed references in the Strategy objects of the backtesters to 'periodLength' rather than 'period'. (#996) --- scripts/auto_backtester/backtester.js | 16 ++++++++-------- .../auto_backtester/backtester_trust_distrust.js | 6 +++--- 2 files changed, 11 insertions(+), 11 deletions(-) diff --git a/scripts/auto_backtester/backtester.js b/scripts/auto_backtester/backtester.js index 7f6f48b31d..7d4b3bf914 100755 --- 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 index 0f7b29220a..0c4f9f738b 100644 --- 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 => {