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This repository has been archived by the owner on Feb 15, 2022. It is now read-only.
Have I written custom code (as opposed to using zenbot vanilla):
no
OS Platform and Distribution (e.g., Linux Ubuntu 16.04):
Linux
Zenbot version (commit ref, or version):
$ docker-compose exec server zenbot --version
(node:87) DeprecationWarning: current URL string parser is deprecated, and will be removed in a future version. To use the new parser, pass option { useNewUrlParser: true } to MongoClient.connect.
4.1.0
Zenbot branch:
unstable
NodeJS version:
node:8
Python version (when using a python script):
I am using docker
Exact command to reproduce (include everything):
Get the package
git clone git@github.com:DeviaVir/zenbot.git
First start docker
docker-compose up
Then get backtest data
docker-compose exec server zenbot backfill binance.BTC-USDT --days 400
Here comes the strange output:
Without "--silent", the vs. buy hold is 11.26%
$ docker-compose exec server zenbot sim --order_type taker --strategy 'srsi_macd' --start 20170907 --end 20170913 binance.BTC-USDT
(node:6803) DeprecationWarning: current URL string parser is deprecated, and will be removed in a future version. To use the new parser, pass option { useNewUrlParser: true } to MongoClient.connect.
(node:6803) DeprecationWarning: collection.ensureIndex is deprecated. Use createIndexes instead.
2017-09-12 23:59:00 4163.72 BTC-USDT +0.79% 6 -- 44.87 -12.9161 73.53 75.57 +10.28% 0.00002 BTC 992.90937055 USDT +0.17% +11.15%
end balance: 1001.78796840 (0.17%)
buy hold: 900.37229437 (-9.97%)
vs. buy hold: 11.26%
4 trades over 12 days (avg 0.33 trades/day)
win/loss: 0/3
error rate: 100.00%
With "--silent", the vs. buy hold is 0.94%
$ docker-compose exec server zenbot sim --order_type taker --strategy 'srsi_macd' --start 20170907 --end 20170913 binance.BTC-USDT --silent
(node:6786) DeprecationWarning: current URL string parser is deprecated, and will be removed in a future version. To use the new parser, pass option { useNewUrlParser: true } to MongoClient.connect.
(node:6786) DeprecationWarning: collection.ensureIndex is deprecated. Use createIndexes instead.
end balance: 954.21165094 (-4.58%)
buy hold: 945.26200972 (-5.48%)
vs. buy hold: 0.94%
5 trades over 12 days (avg 0.41 trades/day)
win/loss: 2/1
error rate: 33.33%
System information
no
Linux
unstable
node:8
I am using docker
Get the package
First start docker
Then get backtest data
Here comes the strange output:
Without "--silent", the vs. buy hold is 11.26%
With "--silent", the vs. buy hold is 0.94%
Describe the problem
sim results are different, if I use "--silent" option or not.
Source code / Error logs
N/A
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