[SHARE] GAB - Gekko Automated Backtests

[tommiehansen]

Thank you very much for the update.
When I run the command line, I get:

========================================================

 GAB CLI
 http://localhost:8889/gab/system/post.php

========================================================

INFO > Running RSI_BULL_BEAR_ADX using 1 thread(s)
INFO > To quit hold CTRL+C



17:55:56: . [ Exec: 0m 0s / Duration: 0h 0m / Total runs: 1 ]
17:55:56: . [ Exec: 0m 0s / Duration: 0h 0m / Total runs: 2 ]
17:55:56: . [ Exec: 0m 0s / Duration: 0h 0m / Total runs: 3 ]
....

So it's not really doing anything. When I access it in the gui  it gives me

Warning: Division by zero in /var/www/html/gab/system/runner.php on line 352
Success! Performed 0% better

In the CLI output I also notice the port (your output and mine). Is that correct?

Thanks a lot

No -- why the *ell would you even try to attempt using my server?

You have to edit the file, see:
# USER SETTINGS ---------------------------------------------------------


ALL YOUR SETTINGS THAT YOU HAVE TO EDIT


# END USER SETTINGS ----------------------------------------------------


So...
1. Edit SERVER= to reflect the server where you got GAB installed
2. Edit DIR= to where your GAB is stored on your server; default is sort of http://localhost/gab/
3. Edit STRATEGY=
4. Edit TOML=
...and so on...

Do note that the CLI is well... CLI. It's for people that are more comfortable in CLI-environments and want to run something that is much lighter then the WEB UI (because of stuff such as e.g. weak hardware like a Rasberry PI etc)

@ future i'll do a file include instead so that there is a specific cli.user and a cli.sample where all the user settings live.

[tommiehansen]

Update
Added user CLI settings to /cli/ so that people don't have to edit the run.sh file.
Now users are forced to create one

And new syntax for running it:

Code:

. run.sh your-settings.sh

"your-settings.sh" must reside within the dir /cli/.
The usefulness of this is that a user can create a lot of configs for different datasets and then save these into the /cli/ folder.
git pull or download to get latest update(s).

[0mathew0]

one question: are papertrading settings (e.g. fees) considered anywhere? If not - do you plan to have it on the roadmap sometime?

EDIT: One thing i've noticed though is that the runs dont really care about my range.

e.g. exampleValue1 = 0.8:1.2,0.1

returns runs with values out of that range too ?!

BR, Mathias

PS: I decided to go with an Ubuntu Virtualbox for GAB in the end.. it makes things so much easier and I didn't have any errors yet.

[tommiehansen]

one question: are papertrading settings (e.g. fees) considered anywhere? If not - do you plan to have it on the roadmap sometime?

EDIT: One thing i've noticed though is that the runs dont really care about my range.

e.g. exampleValue1 = 0.8:1.2,0.1

returns runs with values out of that range too ?!

BR, Mathias

PS: I decided to go with an Ubuntu Virtualbox for GAB in the end.. it makes things so much easier and I didn't have any errors yet.

No, the fees used are Gekko's default meaning it is considered but can't be changed by the user (easily).
The fees are quite fine, no need to inflate the numbers with optimal fees from absolute cheapest exchange there is.

If you want to check the output use the new DEBUG button found in the UI before starting a run:



It's basically made to debug such things your talking about.

[0mathew0]

it shows that the resulting backtest values are out of my defined range:

e.g. for the neuralnet strat I defined:

price_buffer_len = 60:70,2

and it brings results like

price_buffer_len = 44
price_buffer_len = 6
price_buffer_len = 2
price_buffer_len = 8
price_buffer_len = 32
...

I noticed that in windows 10 too

[tommiehansen]

it shows that the resulting backtest values are out of my defined range:

e.g. for the neuralnet strat I defined:

price_buffer_len = 60:70,2

and it brings results like

price_buffer_len = 44
price_buffer_len = 6
price_buffer_len = 2
price_buffer_len = 8
price_buffer_len = 32
...

I noticed that in windows 10 too

Ops -- This is a a new (and stupid)  bug with the range generator that must have snuck in for unknown reasons.
Will fix asap.

[tommiehansen]

Update
Fixed and tested briefly (feel free to test more).

For some reason the last update i missed some obvious logic.

This also means that anyone on the last version has this glaring bug
so everyone that is update GAB:
git pull https://github.com/tommiehansen/gab.git

[tommiehansen]

Update

run.sh has been modified

1. More outputs
2. Now demands that you run it like e.g.:

Code:

. run.sh cli/your-settings.file.sh

-

Wasted 5 hours trying to get it to multi-thread unfortunately.
The time could have been spent on better things.

[PapoKarlo]

how to run cli in one thread? i run it on VPS and after 20 min i have a lot of /usr/bin/node /var/gekko/core/workers/pipeline/child process
and my vps going down with Load average: 30.93 24.68 18.05

output look like this

. [ Exec: 1m 1s / Duration: 0h 2m / Total runs: 4 ]
. [ Exec: 1m 0s / Duration: 0h 3m / Total runs: 5 ]
. [ Exec: 1m 1s / Duration: 0h 4m / Total runs: 6 ]
. [ Exec: 1m 1s / Duration: 0h 5m / Total runs: 7 ]
. [ Exec: 1m 1s / Duration: 0h 6m / Total runs: 8 ]
. [ Exec: 1m 1s / Duration: 0h 7m / Total runs: 9 ]
. [ Exec: 1m 1s / Duration: 0h 8m / Total runs: 10 ]
. [ Exec: 1m 1s / Duration: 0h 9m / Total runs: 11 ]

[tommiehansen]

how to run it in one thread? i run it on VPS and after 20 min i have a lot of /usr/bin/node /var/gekko/core/workers/pipeline/child  process
and my vps going down with Load average: 11.77 11.05 9.25

output look like this

. [ Exec: 1m 1s / Duration: 0h 2m / Total runs: 4 ]
. [ Exec: 1m 0s / Duration: 0h 3m / Total runs: 5 ]
. [ Exec: 1m 1s / Duration: 0h 4m / Total runs: 6 ]
. [ Exec: 1m 1s / Duration: 0h 5m / Total runs: 7 ]
. [ Exec: 1m 1s / Duration: 0h 6m / Total runs: 8 ]
. [ Exec: 1m 1s / Duration: 0h 7m / Total runs: 9 ]
. [ Exec: 1m 1s / Duration: 0h 8m / Total runs: 10 ]
. [ Exec: 1m 1s / Duration: 0h 9m / Total runs: 11 ]

1. Default for the CLI-mode is 1 thread only so if you're not doing anything it is running with 1 thread.
2. You weren't running it for 20 minutes as your output clearly say ...
3. What you're seeing is NULL output meaning some cURL action timed out. Default timeout for PHP execution is actually around 1 minute (60s) which in your case could be interesting. Check your timeouts, GAB will try to set the default to 900 (15 minutes) but if that for some reason does not work you'll begin to have a lot of threads not quitting properly etc. Do also note that Gekko UI, which the Gekko API uses, has a default timeout that is quite low so if you haven't done it yet you would need to edit gekko/web/vue/UIconfig.js. A too low setting there could also start giving NULL results for GAB since a strategy could break the max execution time set there and thus return NULL results to GAB.

You could also run sanitycheck.php @ your-host.com/gab/sanitycheck.php to see if the tests that is ran complains about something.