DeviaVir / zenbot

Zenbot is a command-line cryptocurrency trading bot using Node.js and MongoDB.
MIT License
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Simulations with neural strategy produce zeroed stats. #1399

Open jasdjensen opened 6 years ago

jasdjensen commented 6 years ago

Neural no longer reports stats correctly after doing a simulation. (all settings default with build as of today). The simulation runs fine and produces buys and sells and profit.

command ./zenbot.sh sim gdax.LTC-USD --reset_profit --start 2018-02-06 --days=10 --strategy neural --period=10s --min_periods=100 --activation_1_type=sigmoid --neurons_1=5 --depth=3 --min_predict=10 --momentum=0 --decay=0 --threads=8 --learns=100

output:

end balance: 1000.00000000 (0.00%) buy hold: 1000.00000000 (0.00%) vs. buy hold: 0.00% 0 trades over 1 days (avg 0.00 trades/day) { "activation_1_type": "sigmoid", "asset_capital": 0, "avg_slippage_pct": 0.045, "buy_pct": 99, "buy_stop_pct": 0, "currency_capital": 1000, "days": null, "decay": 0, "depth": 3, "end": null, "learns": 100, "markdown_buy_pct": 0, "markup_sell_pct": 0, "max_buy_loss_pct": 25, "max_sell_loss_pct": 25, "max_slippage_pct": 5, "min_periods": 100, "min_predict": 10, "mode": "sim", "momentum": 0, "neurons_1": 5, "order_adjust_time": 5000, "order_poll_time": 5000, "order_type": "maker", "period": "10s", "period_length": "10s", "profit_stop_enable_pct": 0, "profit_stop_pct": 1, "reset_profit": true, "rsi_periods": 14, "selector": { "exchange_id": "gdax", "product_id": "LTC-USD", "asset": "LTC", "currency": "USD", "normalized": "gdax.LTC-USD" }, "sell_pct": 99, "sell_stop_pct": 0, "show_options": true, "start": 1517900400000, "stats": false, "strategy": "neural", "threads": 8, "verbose": false, "simresults": { "currency": 1000, "profit": 0, "buy_hold": 1000, "buy_hold_profit": 0, "total_trades": 0, "length_days": 1, "total_sells": 0, "total_losses": 0, "vs_buy_hold": 0 } }

jasdjensen commented 6 years ago

This is still broken with commit 70776d6

jasdjensen commented 6 years ago

still broken with commit 71d9a52