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Ameobea / algobot3

Third iteration of the algorithmic trading bot I've been working on.
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Backtest using pre-calculated figures #7

Closed Ameobea closed 8 years ago

Ameobea commented 8 years ago

If backtesting multiple strategies over the same time periods is going to be a thing, it's going to be necessary to figure out a way to use pre-calculated data. Instead of re-calculating the same moving averages over and over, it would be a lot better to calculate them once and then come up with a backtester that loads them out of the database instead of going about re-calculating and storing them all over again.

Plan:

  1. Create a database dump utility that can dump and load a database on-demand
  2. Tweak algo_core and other necessary files to disable calculations and instead just read desired data from the database.
  3. Possibly include functionality to reduce/remove database reads + writes completely and test completely in-memory?
Ameobea commented 8 years ago

Fucking github markdown doesn't support the 1. 1. 1. shit. I'm disappointed.

dalexj commented 8 years ago

it does in .md files, I guess not in PR/issue comments