miro-ka / mosquito

Trading Bot with focus on Evolutionary Algorithms and Machine Learning
GNU General Public License v3.0
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Backtest only DGB? #28

Closed crack00r closed 6 years ago

crack00r commented 6 years ago

Sun Jul 30 22:50:00 2017, close:0.000005, | 156103.286385DGB | $: -7.74%, b&h: 0.0% ^Cshutting down and writing final statistics! Plot: Empty dataframe, nothing to draw! Couldn't find exchange rate for: DGB


miro-ka commented 6 years ago

Can you please send me that what is in your config.ini under: [Trade] pairs = ?

Also, please what strategy are you using?

crack00r commented 6 years ago
[General]
# Overall info verbosity from 0-2 (0 - no verbosity)
verbosity = 2

[Trade]
exchange = polo
# List of pairs that should be monitored or 'all' if all pairs should be included in ticker
# pairs = all
pairs = all
# Buffer size in hours (how many hours of data samples we need to save in memory)
buffer_size = 24
# Step interval in minutes
interval = 1
strategy = bumblebee
transaction_fee = 0.25
# Currency towards which the balance will be calculated
root_report_currency = BTC
# Prefetches data from history exchange ticker (Used only for Paper and Live trading)
prefetch = true

[Report]
# Currency which will be plottet
plot_pair = all

# ⋅⋅⋅⋅⋅⋅⋅ Mongo DB ⋅⋅⋅⋅⋅⋅⋅
[MongoDB]
url = localhost
port = 27017
db = mosquito

# ⋅⋅⋅⋅⋅⋅⋅ Exchanges ⋅⋅⋅⋅⋅⋅⋅
[Poloniex]
api_key = 
secret = 
# fillOrKill, immediateOrCancel. (postOnly - not supported yet!)
buy_order_type = immediateOrCancel
# fillOrKill, immediateOrCancel. (postOnly - not supported yet!)
sell_order_type = immediateOrCancel

# ⋅⋅⋅⋅⋅⋅⋅ Backtest ⋅⋅⋅⋅⋅⋅⋅
[Backtest]
# Backtest epoch start datetime
from =
# Backtest epoch end datetime
to =
# Number of history days the simulation should start from
hours = 48

# ⋅⋅⋅⋅⋅⋅⋅ Wallet ⋅⋅⋅⋅⋅⋅⋅
[Wallet]
# Comma separated list of currencies
currency=BTC
# Comma separated list of currency represented values
amount=1
miro-ka commented 6 years ago

I can see that you are using bumblebee strategy. This is strategy that is focusing ONLY on 1 pair. You can see that in the init constructor (self.pair = 'BTC_DGB').

Another thing is that if you use only 1 pair of currencies in the strategy (for example BTC_DGB), you can set in config.ini pairs to BTC_DGB. Now the bot will fetch data only for that one pair, and the simulation will be much more faster.

I have tried to run the simulation with setting pairs=all together with prefetch=true and I can see that it is quite slow. I will investigate this while I will work on the multi-currency strategy (mosquito).