tommiehansen / gab

Gekko Automated Backtests
57 stars 19 forks source link

Add 'multi-asset' mode #12

Open tommiehansen opened 6 years ago

tommiehansen commented 6 years ago

Basically let the user select multiple datasets and test a strategy against all these datasets in the same run and then output this combined runs in a combined database file.

Why? Because it makes sense that one would like to test strategy params on multiple asset/currency pairs and check what generally works best for all these.

For this to work

  1. Change radio-buttons to select-boxes @ Run
  2. Randomly use of these and send to post.php
  3. Modify post.php to get that this is a multi-run and thus create a combined results data set
  4. Add new columns in the db if it's a multi-run (need to know the pairs e.g: { exchange: Binance, currency: USD, asset: ETH }
  5. Change some logic that would be required to change in order for multi-asset-runs to work.