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Change markup_pct to new markdown and markup, set commonArgs so it is… #1047

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merged 3 commits into from
Jan 5, 2018
Merged

Change markup_pct to new markdown and markup, set commonArgs so it is… #1047

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a0225a3
Change markup_pct to new markdown and markup, set commonArgs so it is…
kernelsndrs Jan 4, 2018
fca077d
Merge branch 'unstable' into fix-markup_pct
DeviaVir Jan 5, 2018
0e2e82d
Merge branch 'unstable' into fix-markup_pct
DeviaVir Jan 5, 2018
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40 changes: 26 additions & 14 deletions scripts/genetic_backtester/darwin.js
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Original file line number Diff line number Diff line change
Expand Up @@ -39,9 +39,9 @@ let NEUTRAL_RATE_AUTO = false;
let iterationCount = 0;

let runCommand = (taskStrategyName, phenotype, cb) => {
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=${phenotype.profit_stop_pct}`;
let commonArgs = `--strategy=${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=${phenotype.profit_stop_pct}`;
let strategyArgs = {
crossover_vwap: `--emalen1=${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}`,
crossover_vwap: `--emalen1=${phenotype.emalen1} --vwap_length=${phenotype.vwap_length} --vwap_max=${phenotype.vwap_max}`,
trendline: `--lastpoints=${phenotype.lastpoints} --avgpoints=${phenotype.avgpoints} --lastpoints2=${phenotype.lastpoints2} --avgpoints2=${phenotype.avgpoints2} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct}`,
cci_srsi: `--cci_periods=${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=${phenotype.constant}`,
srsi_macd: `--rsi_periods=${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}`,
Expand Down Expand Up @@ -164,7 +164,8 @@ let processOutput = output => {
days: days,
period_length: params.period_length,
min_periods: params.min_periods,
markup_pct: params.markup_pct,
markdown_buy_pct: params.markdown_buy_pct,
markup_sell_pct: params.markup_sell_pct,
order_type: params.order_type,
roi: roi,
wlRatio: losses > 0 ? roundp(wins / losses, 3) : 'Infinity',
Expand Down Expand Up @@ -258,7 +259,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 200),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -281,7 +283,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 200),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -305,7 +308,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 200),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -325,7 +329,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 200),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -344,7 +349,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 200),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -363,7 +369,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(2, 100),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -378,7 +385,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 100),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -393,7 +401,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 100),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -409,7 +418,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 100),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand All @@ -428,7 +438,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 200),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand Down Expand Up @@ -467,7 +478,8 @@ let strategies = {
// -- common
period_length: RangePeriod(1, 120, 'm'),
min_periods: Range(1, 100),
markup_pct: RangeFloat(0, 5),
markdown_buy_pct: RangeFloat(-1, 5),
markup_sell_pct: RangeFloat(-1, 5),
order_type: RangeMakerTaker(),
sell_stop_pct: Range0(1, 50),
buy_stop_pct: Range0(1, 50),
Expand Down