Backtesting crash - Printable Version +- Gekko Forum (https://forum.gekko.wizb.it) +-- Forum: Gekko (https://forum.gekko.wizb.it/forum-13.html) +--- Forum: Technical Support (https://forum.gekko.wizb.it/forum-19.html) +--- Thread: Backtesting crash (/thread-53.html) |
Backtesting crash - Valleyman - 01-19-2018 Hello, When backtesting in the UI it sometimes occurs that it finishes without displaying results but when I look at the CLI the test is clearly still running. This used to happen mainly when working with very short candles (1-2-5 minutes) but it's been happening more recently. Can somebody give me some pointers on how to examine this further? PS: Thanks for the effort Mike! Cheers! RE: Backtesting crash - askmike - 01-19-2018 If you can upload the output of the the terminal (or commandline) window and post the link here that would help RE: Backtesting crash - Valleyman - 01-22-2018 I have uploaded a txt file with Gekko's output on the following link: https://nofile.io/f/ufEbAsfzgrK/gekkolog.txt The strange thing is, while running it with output going straight to the logfile the following error did appear in the shell: what(): std::bad_alloc Error: non-error thrown: Child process has died. at Object.onerror (/home/geoffreyd/gekko/node_modules/koa/lib/context.js:105:40) at <anonymous> at process._tickCallback (internal/process/next_tick.js:188:7) RE: Backtesting crash - askmike - 01-25-2018 Can you share some information about both the computer you are using (how much memory and so on) as well as the backtest you were running (what strategy, what candle size and what dataset)? RE: Backtesting crash - Valleyman - 02-01-2018 It's running on a Debian VM on Xenserver, the VM has 16GB of RAM, 80GB of swap (thought it was a memory issue at first, so went overboard...) and it has 16 cpu cores. I just made it happen with backtesting on Poloniex USDT/BTC data for the year 2016. Candle size: 2 Minutes Warmup period: 100 candles PPO Strategy short = 400 long = 800 signal = 9 [thresholds] down = -0.025 up = 0.025 persistence = 9 If I increase the candle size to 20 minutes it completes like it should and I get my backtest result on the GUI. RE: Backtesting crash - askmike - 02-04-2018 The backtester has been quite stable for quite a while. I have a feeling this has to do with the fact that all debug output of the backtest is pumped via IPC over stdout of the server (the `gekko --ui` process). Can I ask you to try editing this file: https://github.com/askmike/gekko/blob/develop/core/log.js#L14 Can you try changing line 14 and 15 to the following: Code: var debug = false; and try again? Thanks! RE: Backtesting crash - tommiehansen - 02-11-2018 I also have this problem with longer backtest periods (and have for some time). This seems to occur on both Windows (WSL bash) and Linux (Docker container). None of the purposed optimizations work (but they do make a difference, not just on larger datasets). System 1: Windows x64 + WSL (bash), 32 GB ram etc System 2, server: Debian + Docker container, 128 GB ram etc Dataset: ETH-USDT (Poloniex) Candle Size: 15 min Data from: 2015-08-08 06:15 Data to: 2017-11-07 14:37 Duration: 2 years, 3 months, 12 hours, 52 minutes Other settings @ init() function: // performance config.backtest.batchSize = 1000; // increase performance config.silent = true; config.debug = false; Other: running gekko ui with: node -max-old-space-size=14000 server.js @ /gekko/web/ All other debugging set to off, so 0 messages except something that occurs on end(). Edit: 20 minutes works and takes 1.7350 minutes to complete, but as soon as i go lower... --- Edit 2: Screen Note how i get the 'Finish' in the terminal = the end() function for the strategy has been ran but for some reason finish() has not been triggered and thus no output @ UI? Another thing that happens is that Gekko tries to re-run the backtest for no apparent reason, it's basically like it's stalling and then retries. After 2-4 tries it just dies. SOLVED! Someone thought it was a good idea to set the timeout to 2 minutes @: /gekko/web/vue/UIconfig.js Why @askmike? Solution 1. open /gekko/web/vue/UIconfig.js 2. change timeout 120000 (2 minutes!) to 21600000 (6 hours) + save 3. Restart Gekko UI UIconfig.js Code: // This config is used in both the RE: Backtesting crash - Valleyman - 02-13-2018 Thanks Mike! That solution worked for me :-) RE: Backtesting crash - izzy0323 - 03-11-2018 Same here, no results after finishing on some backtesting. Changing the timeout to 6 hrs resolved it for me!!!! Thanks. RE: Backtesting crash - chico - 07-10-2018 I changed timeout to 6 hours first and 2 hours, restarted the UI but i have the same problem. I'm on Macbook Pro with OS X Anything i can do to solve this problem? Thank you |