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This repository was archived by the owner on Feb 15, 2022. It is now read-only.

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kernelsndrsDeviaVir
kernelsndrs
authored and
DeviaVir
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Change markup_pct to new markdown and markup, set commonArgs so it is included in all strategies, fix return. (#1047)
The only other occurrence is in the readme file noting the legacy aspect.
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‎scripts/genetic_backtester/darwin.js

+26-14
Original file line numberDiff line numberDiff line change
@@ -39,9 +39,9 @@ let NEUTRAL_RATE_AUTO = false;
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let iterationCount = 0;
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let runCommand = (taskStrategyName, phenotype, cb) => {
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let commonArgs = `--strategy=${taskStrategyName} --period_length=${phenotype.period_length} --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=${phenotype.profit_stop_pct}`;
42+
let commonArgs = `--strategy=${taskStrategyName} --periodLength=${phenotype.period_length} --min_periods=${phenotype.min_periods} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_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=${phenotype.profit_stop_pct}`;
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let strategyArgs = {
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crossover_vwap: `--emalen1=${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}`,
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crossover_vwap: `--emalen1=${phenotype.emalen1} --vwap_length=${phenotype.vwap_length} --vwap_max=${phenotype.vwap_max}`,
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trendline: `--lastpoints=${phenotype.lastpoints} --avgpoints=${phenotype.avgpoints} --lastpoints2=${phenotype.lastpoints2} --avgpoints2=${phenotype.avgpoints2} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct}`,
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cci_srsi: `--cci_periods=${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=${phenotype.constant}`,
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srsi_macd: `--rsi_periods=${phenotype.rsi_periods} --srsi_periods=${phenotype.srsi_periods} --srsi_k=${phenotype.srsi_k} --srsi_d=${phenotype.srsi_d} --oversold_rsi=${phenotype.oversold_rsi} --overbought_rsi=${phenotype.overbought_rsi} --ema_short_period=${phenotype.ema_short_period} --ema_long_period=${phenotype.ema_long_period} --signal_period=${phenotype.signal_period} --up_trend_threshold=${phenotype.up_trend_threshold} --down_trend_threshold=${phenotype.down_trend_threshold}`,
@@ -164,7 +164,8 @@ let processOutput = output => {
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days: days,
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period_length: params.period_length,
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min_periods: params.min_periods,
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markup_pct: params.markup_pct,
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markdown_buy_pct: params.markdown_buy_pct,
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markup_sell_pct: params.markup_sell_pct,
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order_type: params.order_type,
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roi: roi,
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wlRatio: losses > 0 ? roundp(wins / losses, 3) : 'Infinity',
@@ -258,7 +259,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 200),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -281,7 +283,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 200),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -305,7 +308,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 200),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -325,7 +329,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 200),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -344,7 +349,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 200),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -363,7 +369,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(2, 100),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -378,7 +385,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 100),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -393,7 +401,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 100),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
405+
markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -409,7 +418,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 100),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -428,7 +438,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 200),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),
@@ -467,7 +478,8 @@ let strategies = {
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// -- common
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period_length: RangePeriod(1, 120, 'm'),
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min_periods: Range(1, 100),
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markup_pct: RangeFloat(0, 5),
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markdown_buy_pct: RangeFloat(-1, 5),
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markup_sell_pct: RangeFloat(-1, 5),
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order_type: RangeMakerTaker(),
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sell_stop_pct: Range0(1, 50),
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buy_stop_pct: Range0(1, 50),

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