Closed WilbertNL closed 5 years ago
Hi,
When running bruteforce, I receive this message during the console output:
Complete: RSI_BULL_BEAR USDT/BTC 5/1000 Binance Started: RSI_BULL_BEAR USDT/BTC 5/1000 Binance (node:22519) MaxListenersExceededWarning: Possible EventEmitter memory leak detected. 201 unhandledRejection listeners added. Use emitter.setMaxListeners() to increase limit Complete: RSI_BULL_BEAR USDT/BTC 5/1000 Binance Started: RSI_BULL_BEAR USDT/BTC 5/1000 Binance Complete: RSI_BULL_BEAR USDT/BTC 5/1000 Binance
The bruteforce backtest does seem to continue to run properly.
Batcher's config.js:
const config = {}; // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // GENERAL SETTINGS // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ config.gekkoPath = '../gekko/'; config.apiUrl = "http://localhost:3000"; config.parallelQueries = 3; config.candleSizes = [5]; config.historySizes = [1000]; // Format: [exchange, currency, asset] config.tradingPairs = [ ["binance", "usdt", "btc"], ]; config.daterange = { from: '2018-11-18T00:00:00Z', to: '2019-01-08T00:00:00Z' }; // Initial balance, fees and slippage/spread config.paperTrader = { simulationBalance: { currency: 1, asset: 1 }, feeMaker: 0.05, feeTaker: 0.05, feeUsing: 'maker', slippage: 0.05, } // Where to get method's settings. // The first has high priority. Then second, if there's no settings in first place and so on. // batcher – strategy settings below here // gekko – gekko's config.js // toml.js – gekko's toml files config.configPriorityLocations = ['batcher', 'gekko', 'gekko-toml']; // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // BACKTEST BATCHER // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ config.methods = ['RSI_BULL_BEAR_ADX']; // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // BRUTEFORCE SEARCHER // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ config.method = 'RSI_BULL_BEAR'; // Shuffle generated combinations of method's configs config.shuffle = true; // Generate all possible combinations of set of settings with given ranges // Format for range: 'start:step:end' config.ranges = { SMA_long: '300:200:700', SMA_short: '30:20:70', BULL_RSI: '10:5:20', BULL_RSI_high: '70:10:90', BULL_RSI_low: '50:10:70', BEAR_RSI: '10:5:20', BEAR_RSI_high: '30:20:70', BEAR_RSI_low: '10:10:30' }; // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // STRATEGY SETTINGS // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ config.RSI_BULL_BEAR = { SMA_long: '300:200:700', SMA_short: '30:20:70', BULL_RSI: '10:5:20', BULL_RSI_high: '70:10:90', BULL_RSI_low: '50:10:70', BEAR_RSI: '10:5:20', BEAR_RSI_high: '30:20:70', BEAR_RSI_low: '10:10:30' }; module.exports = config;
Please let me know if you need any more feedback.
@WilbertNL I increased MaxListeners (de1e0ef). Besides, I plan to cover the code with tests to avoid a number of issues like this.
Hi,
When running bruteforce, I receive this message during the console output:
The bruteforce backtest does seem to continue to run properly.
Batcher's config.js:
Please let me know if you need any more feedback.