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different sim results from w/wo --silent #1726

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moremorecoin opened this issue Oct 3, 2018 · 2 comments
Open

different sim results from w/wo --silent #1726

moremorecoin opened this issue Oct 3, 2018 · 2 comments

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@moremorecoin
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moremorecoin commented Oct 3, 2018

System information

  • 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%
  • Did I make any changes to conf-sample.js?:
c.selector = 'binance.BTC-USDT'
c.strategy = 'srsi_macd'
c.output.api.port = 17365

Describe the problem

sim results are different, if I use "--silent" option or not.

Source code / Error logs

N/A

@julesGoullee

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@ninnghazad
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a quick test confirms this. only strategies using srsi() seem to show the behaviour described by @moremorecoin .

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