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For #1002 - ensure start/end are passed along to future calls #1029

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Jan 2, 2018
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For #1002 - ensure start/end are passed along to future calls #1029

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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 @@ -119,6 +119,8 @@ let processOutput = output => {
let losses = wlMatch !== null ? parseInt(wlMatch[2]) : 0;
let errorRate = errMatch !== null ? parseInt(errMatch[1]) : 0;
let days = parseInt(params.days);
let start = parseInt(params.start);
let end = parseInt(params.start);

let roi = roundp(
((endBalance - params.currency_capital) / params.currency_capital) * 100,
Expand All @@ -136,10 +138,21 @@ let processOutput = output => {
delete r.population_data;
delete r.sell_pct;
delete r.start;
delete r.end;
delete r.stats;
delete r.use_strategies;
delete r.verbose;

if (start) {
r.start = moment(start).format("YYYYMMDDhhmm");
}
if (end) {
r.end = moment(end).format("YYYYMMDDhhmm");
}
if (!start && !end && params.days) {
r.days = params.days;
}

return {
params: 'module.exports = ' + JSON.stringify(r),
endBalance: parseFloat(endBalance),
Expand All @@ -148,7 +161,6 @@ let processOutput = output => {
wins: wins,
losses: losses,
errorRate: parseFloat(errorRate),
days: days,
periodLength: params.periodLength,
min_periods: params.min_periods,
markup_pct: params.markup_pct,
Expand Down Expand Up @@ -561,10 +573,10 @@ var generateCommandParams = input => {
if(key == "selector"){
result = input[key].normalized + result;
}

else result += " --"+key+"="+input[key];
}

}
return result;
}
Expand All @@ -589,7 +601,7 @@ let simulateGeneration = () => {
if (!days) {
if (argv.start) {
var start = moment(argv.start, "YYYYMMDDhhmm");
days = moment().diff(start, 'days');
days = Math.max(1, moment().diff(start, 'days'));
}
else {
var end = moment(argv.end, "YYYYMMDDhhmm");
Expand Down Expand Up @@ -624,7 +636,7 @@ let simulateGeneration = () => {

let fileDate = Math.round(+new Date() / 1000);
let csvFileName = `simulations/backtesting_${fileDate}.csv`;

let poolData = {};
selectedStrategies.forEach(function(v) {
poolData[v] = pools[v]['pool'].population();
Expand All @@ -635,33 +647,33 @@ let simulateGeneration = () => {
var filesSaved = 0;
saveGenerationData(csvFileName, jsonFileName, dataCSV, dataJSON, (id)=>{
filesSaved++;
if(filesSaved == 2){
if(filesSaved == 2){
console.log(`\n\nGeneration's Best Results`);
selectedStrategies.forEach((v)=> {
let best = pools[v]['pool'].best();
let best = pools[v]['pool'].best();
if(best.sim){
console.log(`\t(${v}) Sim Fitness ${best.sim.fitness}, VS Buy and Hold: ${best.sim.vsBuyHold} End Balance: ${best.sim.endBalance}, Wins/Losses ${best.sim.wins}/${best.sim.losses}.`);

} else {
console.log(`\t(${v}) Result Fitness ${results[0].fitness}, VS Buy and Hold: ${results[0].vsBuyHold}, End Balance: ${results[0].endBalance}, Wins/Losses ${results[0].wins}/${results[0].losses}.`);
}

// prepare command snippet from top result for this strat
let prefix = './zenbot.sh sim ';
let bestCommand = generateCommandParams(results[0]);

bestCommand = prefix + bestCommand;
bestCommand = bestCommand + ' --days=' + argv.days + ' --asset_capital=' + argv.asset_capital + ' --currency_capital=' + argv.currency_capital;
bestCommand = bestCommand + ' --asset_capital=' + argv.asset_capital + ' --currency_capital=' + argv.currency_capital;

console.log(bestCommand + '\n');

let nextGen = pools[v]['pool'].evolve();
});

simulateGeneration();
}
});

});
};

Expand Down