[gekko 0.6] API change for running a backtest
#3
There isn't that much difference, you just need to format the JSON you post differently (for now). I'm not ruling out that this is all that will change though. This new interface allows me to do a ton of more optimizations in the future.

This is what the UI is posting now:

Code:
{
  "watch": {
    "exchange": "binance",
    "currency": "USDT",
    "asset": "BTC"
  },
  "paperTrader": {
    "feeMaker": 0.25,
    "feeTaker": 0.25,
    "feeUsing": "maker",
    "slippage": 0.05,
    "simulationBalance": {
      "asset": 1,
      "currency": 100
    },
    "reportRoundtrips": true,
    "enabled": true
  },
  "tradingAdvisor": {
    "enabled": true,
    "method": "MACD",
    "candleSize": 60,
    "historySize": 10
  },
  "MACD": {
    "short": 10,
    "long": 21,
    "signal": 9,
    "thresholds": {
      "down": -0.025,
      "up": 0.025,
      "persistence": 1
    }
  },
  "backtest": {
    "daterange": {
      "from": "2017-11-14T03:18:00Z",
      "to": "2017-12-27T05:39:00Z"
    }
  },
  "performanceAnalyzer": {
    "riskFreeReturn": 2,
    "enabled": true
  },
  "backtestResultExporter": {
    "enabled": true,
    "writeToDisk": false,
    "data": {
      "stratUpdates": false,
      "roundtrips": true,
      "stratCandles": true,
      "stratCandleProps": [
        "close"
      ],
      "trades": true
    }
  }
}

The following things changed:

- You now need to post config, don't wrap it in a gekkoConfig key anymore.
- What you used to put in data has now moved inside the config into a plugin called "backtestResultExporter".
- This new plugin is basically the previous data key, but some things moved around.
- Output and naming conventions are now exactly the same inside gekko as outside gekko, you can find all events and their structure here.
- You can now get the indicator values (async coming soon), see the stratUpdate event for details.
- This plugin can write the same data it posts to disk for later analysis.

So yes, as you said changes are minimal for now.
  Reply


Messages In This Thread
RE: [gekko 0.6] API change for running a backtest - by askmike - 03-26-2018, 11:56 AM

Forum Jump:


Users browsing this thread: