When developing a strategie it may be useful to look at the cpu-time needed for calculating one candle.
This would indicate a abnormal increase in processing time, if the newer code would be faulty. (looopsy-dooo)
thanks to THOMMIE HANSEN
We can use the built in date function to messure the total backtest time.
cpu time = backtest time total / ammount of candles
in the init we capture the start time
then we can use the [end] function to calculate and display the value after the backtest period is finished.
whats all this...
...stuff is all about..?
for debug lines we can use the newline or insert-tab comand.
The cli window has a restricted width to display.
In this way i get rid of the date header for having enough space for debug statistics.
Here i choose the seperat days/minutes/hours debug line for having a colon inbetween instead of coma.
Since this looks somewhat familiar why not drop the intro header and put it all together:
This is the final strat. copy/paste and run with gekko backtest.
now i have my own preset waiting for...
i know this was boring sorry.
therefore:
in the next tutorial we will design some more intresting stuff:
>>>basic tulip indicators as modular blocks
-MA
-MACD
-Stoch osc
...(RSI)
This would indicate a abnormal increase in processing time, if the newer code would be faulty. (looopsy-dooo)
thanks to THOMMIE HANSEN
We can use the built in date function to messure the total backtest time.
cpu time = backtest time total / ammount of candles
in the init we capture the start time
Code:
trenda.cpuTime = function()
{
//CPU TIME SET
this.startTime = new Date();
}then we can use the [end] function to calculate and display the value after the backtest period is finished.
Code:
trenda.end = function()
{
this.logic.globalcount;
this.monthdif = (((this.logic.globalcount / 60) / 24) / 30) % 12;
this.daysdif = ((this.logic.globalcount / 60) / 24) % 30;
this.hoursdif = (this.logic.globalcount / 60) % 24;
this.minutesdif = this.logic.globalcount % 60;
let seconds = ((new Date()- this.startTime)/1000),
minutes = seconds/60,
str;
//CPU TIME CALCULUS IN MILLISECONDS
this.totaltime = ((minutes/60)+seconds);
this.cputime = ((this.totaltime / this.logic.globalcount) * 1000);
minutes < 1 ? str = seconds.toFixed(2) + ' seconds' : str = minutes.toFixed(2) + ' minutes';
log.info
(
'\n'+'\t'+'\t'+'\t'+'\t'+
'.....backtest started with longpos = '+ this.longpos +'\n'+'\t'+
' ' +'\n'+'\t'+
' <<>> ' +'\n'+'\t'+
' <<>><<>><<>><<>> ' +'\n'+'\t'+
' >><<>><<>><<>><<>><<>><<>><< ' +'\n'+'\t'+
' <<>><<>> '+ this.name +' <<>><<>>' +'\n'+'\t'+
' <<>><<>> start date '+ this.month +':'+ this.day +':'+ this.hour+':'+ this.minute +' <<>><<>>' +'\n'+'\t'+
' <<>><<>> end time '+ this.candlemonth +':'+this.candleday +':'+ this.candlehour +':'+ this.candleminute +' finish <<>><<>>' +'\n'+'\t'+
' <<>><<>> '+ str +' / candles = ' + this.logic.globalcount + ' <<>><<>>' +'\n'+'\t'+
' <<>><<>> candle cpu time = '+ this.cputime.toFixed(4) +' mSec <<>><<>>' +'\n'+'\t'+
' >><< <<>><<>><<>> <<>><<>><<>> <<>> ' +'\n'+'\t'+
' <<>><> <<>><<>><<>><<>><<>><<>> <<>><< ' +'\n'+'\t'+
'<<>><<>>><< <<>><<>> ><<>><<>>>< ' +'\n'+'\t'
);
}whats all this...
Code:
+'\n'+'\t'+for debug lines we can use the newline or insert-tab comand.
The cli window has a restricted width to display.
In this way i get rid of the date header for having enough space for debug statistics.
Here i choose the seperat days/minutes/hours debug line for having a colon inbetween instead of coma.
Since this looks somewhat familiar why not drop the intro header and put it all together:
Code:
/*
Tutorial: trendatron #2
rsi trader
philipp wyler
2018-04-25
*/
var _ = require('lodash');
var log = require('../core/log.js');
var config = require('../core/util.js').getConfig();
var trenda = {};
//<<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><
//>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>
//<<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><
trenda.init = function () {
this.name = 'trendatron_2'; //enter the strat name here
this.allInit();
this.userMap();
this.cpuTime();
this.indInit();
this.setupLog();
}
trenda.update = function (candle) {
this.timeCursor();
this.price.close = this.candle.close;
this.resultRSI = this.tulipIndicators.myrsi.result.result;
}
trenda.log = function () {
}
trenda.check = function (candle) {
//lets trade...
if (this.resultRSI > this.settings.trsRSI.high && this.logic.longpos !== false) {
this.goShort();
}
else if (this.resultRSI < this.settings.trsRSI.low && this.logic.longpos !== true) {
this.goLong();
}
}
//<<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><
//>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>
//<<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><<>><
trenda.goShort = function () {
this.logic.longpos = false;
this.advice('short');
log.debug('>>> ' + this.timearr + ' Short price.close = ' + this.price.close);
}
trenda.goLong = function () {
this.logic.longpos = true;
this.advice('long');
log.debug(' <<<' + this.timearr + ' Long price.close = ' + this.price.close);
}
trenda.indInit = function () {
// define the indicators we need //move the settings into >>>rsi input length
this.addTulipIndicator('myrsi', 'rsi', this.customRSIsettings);
}
trenda.allInit = function () {
//first fetch settings from .toml
this.customRSIsettings = this.settings.RSI;
//add candle.close
price =
{
close: 0,
};
this.price = price;
logic =
{
longpos: false,
globalcount: 0
};
this.logic = logic;
}
trenda.cpuTime = function()
{
//CPU TIME SET
this.startTime = new Date();
}
trenda.userMap = function () {
this.longpos = this.settings.___trendatron___.__longPos;
month = this.settings._backtest_start_.______month;
day = this.settings._backtest_start_.__________day;
hour = this.settings._backtest_start_._____hour;
minute = this.settings._backtest_start_._minute;
this.montharr = [31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31];
this.month = month;
this.day = day;
this.hour = hour;
this.minute = minute;
this.timearr = [];
this.candlesize = this.settings._backtest_start_.candle_size;
}
trenda.timeCursor = function () {
if (this.logic.globalcount == 0) {
this.mcount = this.minute;
this.hcount = this.hour;
this.dcount = this.day;
this.moncount = this.month;
}
y = this.candlesize;
for (i = 0; i < y; i++) {
this.logic.globalcount++;//COUNT BACKTEST CANDLES
z = this.moncount - 1;
this.monthframe = this.montharr[z];
candleminute = this.logic.globalcount % 60;//MINUTE MODULUS////
this.candleminute = candleminute;
//HOUR COUNT
if (this.mcount == 59) {
this.hcount++;//HOUR COUNT
this.mcount = 0;
}
else if (this.mcount < 59) {
this.mcount++;
}
//DAY COUNT
if (this.hcount == 24) {
this.dcount++;//DAY COUNT
this.hcount = 0;
}
//MONTHDAY
if (this.dcount > (this.monthframe)) {
this.moncount++;
this.dcount = 1
}
//MONTH
else if (this.moncount > 12) {
this.moncount = 1;
}
this.candlehour = this.hcount;//HOUR
this.candleday = this.dcount;//DAY
this.candlemonth = this.moncount;//MONTH
this.timearr = [this.candlemonth, this.candleday, this.candlehour, this.candleminute];
}
}
trenda.setupLog = function()
{
log.info
(
'\n'+'\t'+'\t'+'\t'+'\t'+
' ...last longpos = '+ this.logic.longpos +'\n'+'\t'+'\t'+'\t'+
'+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+' +'\n'+'\t'+'\t'+'\t'+
' .....start backtest '+ this.name +' varactor' +'\n'+'\t'+'\t'+'\t'+
'+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+' +'\n'+'\t'+'\t'+'\t'+
'\n'+'\t'+'\t'+'\t'+
' <<>>' +'\n'+'\t'+'\t'+'\t'+
' ><<><>><<>>' +'\n'+'\t'+'\t'+'\t'+
' >><<>> <<>><<' +'\n'+'\t'+'\t'+'\t'+
' <>><<> system v3 >><<>>' +'\n'+'\t'+'\t'+'\t'+
' <<>><<> start date '+ this.month +':'+ this.day +':'+ this.hour+':'+ this.minute +' >><<>>' +'\n'+'\t'+'\t'+'\t'+
' ><<>>< ......beginn trading <>><<>' +'\n'+'\t'+'\t'+'\t'+
'><<>>< '+ this.name +' ><>><<'+'\n'+'\t'+'\t'+'\t'+
' >><<>> susitronix d-sign <<>><<' +'\n'+'\t'+'\t'+'\t'+
' >><<<<<>>><< <<>>><<>><<' +'\n'+'\t'+'\t'+'\t'+
' ><<<<>>><<<>>><<>>' +'\n'+'\t'+'\t'+'\t'+
' >>><<<' +'\n'+'\t'+'\t'+'\t'+
' <>' +'\n'
);
}
trenda.end = function()
{
this.logic.globalcount;
this.monthdif = (((this.logic.globalcount / 60) / 24) / 30) % 12;
this.daysdif = ((this.logic.globalcount / 60) / 24) % 30;
this.hoursdif = (this.logic.globalcount / 60) % 24;
this.minutesdif = this.logic.globalcount % 60;
this.globalcountdif = this.logic.globalcount - this.globalcountbegin;
let seconds = ((new Date()- this.startTime)/1000),
minutes = seconds/60,
str;
//CPU TIME CALCULUS IN MILLISECONDS
this.totaltime = ((minutes/60)+seconds);
this.cputime = ((this.totaltime / this.logic.globalcount) * 1000);
minutes < 1 ? str = seconds.toFixed(2) + ' seconds' : str = minutes.toFixed(2) + ' minutes';
log.info
(
'\n'+'\t'+'\t'+
'.....backtest started with longpos = '+ this.longpos +'\n'+'\t'+
' ' +'\n'+'\t'+
' <<>> ' +'\n'+'\t'+
' <<>><<>><<>><<>> ' +'\n'+'\t'+
' >><<>><<>><<>><<>><<>><<>><< ' +'\n'+'\t'+
' <<>><<>> '+ this.name +' <<>><<>>' +'\n'+'\t'+
' <<>><<>> start date '+ this.month +':'+ this.day +':'+ this.hour+':'+ this.minute +' <<>><<>>' +'\n'+'\t'+
' <<>><<>> end time '+ this.candlemonth +':'+this.candleday +':'+ this.candlehour +':'+ this.candleminute +' finish <<>><<>>' +'\n'+'\t'+
' <<>><<>> '+ str +' / candles = ' + this.logic.globalcount + ' <<>><<>>' +'\n'+'\t'+
' <<>><<>> candle cpu time = '+ this.cputime.toFixed(4) +' mSec <<>><<>>' +'\n'+'\t'+
' >><< <<>><<>><<>> <<>><<>><<>> <<>> ' +'\n'+'\t'+
' <<>><> <<>><<>><<>><<>><<>><<>> <<>><< ' +'\n'+'\t'+
'<<>><<>>><< <<>><<>> ><<>><<>>>< ' +'\n'+'\t'
);
}
module.exports = trenda;now i have my own preset waiting for...
i know this was boring sorry.
therefore:
in the next tutorial we will design some more intresting stuff:
>>>basic tulip indicators as modular blocks
-MA
-MACD
-Stoch osc
...(RSI)