Merge pull request #1451 from askmike/develop

0.5.11

.prettierrc

@@ -0,0 +1,4 @@
+{
+  "trailingComma": "es5",
+  "singleQuote": true
+}

.travis.yml

@@ -1,3 +1,3 @@
 language: node_js
 node_js:
-  - "6.6.0"
+  - "8.0.0"

Dockerfile

@@ -1,4 +1,4 @@
-FROM node:6.3
+FROM node:8
 
 ENV HOST localhost
 ENV PORT 3000
@@ -7,12 +7,15 @@ ENV PORT 3000
 RUN mkdir -p /usr/src/app
 WORKDIR /usr/src/app
 
+# Install GYP dependencies globally, will be used to code build other dependencies
+RUN npm install -g --production node-gyp && \
+    npm cache clean --force
+
 # Install app dependencies
-COPY package.json /usr/src/app/
-RUN npm install -g node-gyp
-RUN cd $(npm root -g)/npm && npm install fs-extra && sed -i -e s/graceful-fs/fs-extra/ -e s/fs.rename/fs.move/ ./lib/utils/rename.js
-RUN npm install --production
-RUN npm install redis@0.10.0 talib@1.0.2 pg@6.1.0
+COPY package.json /usr/src/app
+RUN npm install --production && \
+    npm install --production redis@0.10.0 talib@1.0.2 tulind@0.8.7 pg && \
+    npm cache clean --force
 
 # Bundle app source
 COPY . /usr/src/app
@@ -22,4 +25,4 @@ RUN chmod +x /usr/src/app/docker-entrypoint.sh
 ENTRYPOINT ["/usr/src/app/docker-entrypoint.sh"]
 
 
-CMD [ "npm", "start" ]
+CMD [ "npm", "start" ]

README.md

@@ -11,7 +11,7 @@
 
 -Gordon Gekko
 
-Gekko is a Bitcoin TA trading and backtesting platform that connects to popular Bitcoin exchanges. It is written in javascript and runs on [nodejs](http://nodejs.org).
+Gekko is a Bitcoin TA trading and backtesting platform that connects to popular Bitcoin exchanges. It is written in JavaScript and runs on [Node.js](http://nodejs.org).
 
 *Use Gekko at your own risk.*
 

config/strategies/tulip-multi-strat.toml

@@ -0,0 +1,12 @@
+optInTimePeriod = 2
+optInFastPeriod = 4
+optInSlowPeriod = 7
+optInSignalPeriod = 23.707189677282354
+
+candleSize = 1
+historySize = 4
+
+up = 24.52
+down = 55.74
+macd_up = 14.498233170768081
+macd_down = -9.65220944122072

core/error.js

@@ -0,0 +1,25 @@
+const _ = require('lodash');
+
+let RetryError = function(message) {
+    _.bindAll(this);
+
+    this.name = "RetryError";
+    this.message = message;
+}
+
+RetryError.prototype = new Error();
+
+let AbortError = function(message) {
+    _.bindAll(this);
+
+    this.name = "AbortError";
+    this.message = message;
+}
+
+AbortError.prototype = new Error();
+
+module.exports = {
+    'RetryError': RetryError,
+    'AbortError': AbortError
+};
+

core/gekkoStream.js

@@ -3,6 +3,7 @@
 
 var Writable = require('stream').Writable;
 var _ = require('lodash');
+var async = require('async');
 
 var util = require('./util');
 var env = util.gekkoEnv();
@@ -39,13 +40,18 @@ Gekko.prototype.finalize = function() {
 }
 
 Gekko.prototype.shutdown = function() {
-  _.each(this.candleConsumers, function(c) {
-    if(c.finalize)
-      c.finalize();
-  });
-
-  if(env === 'child-process')
-    process.exit(0);
-}
+  async.eachSeries(
+    this.candleConsumers,
+    function(c, callback) {
+      if (c.finalize) c.finalize(callback);
+      else callback();
+    },
+    function() {
+      // If we are a child process, we signal to the parent to kill the child once it is done
+      // so that is has time to process all remaining events (and send report data)
+      if (env === 'child-process') process.send('done');
+    }
+  );
+};
 
 module.exports = Gekko;

core/markets/importer.js

@@ -100,7 +100,8 @@ Market.prototype.processTrades = function(trades) {
 
   if(this.done) {
     log.info('Done importing!');
-    process.exit(0);
+    this.emit('end');
+    return;
   }
 
   if(_.size(trades)) {

core/stats.js

@@ -11,7 +11,7 @@ const lodash = require('lodash');
 // @param rfreturn (number - risk free return)
 // 
 stats.sharpe = (returns, rfreturn) => {
-  return stats.mean(returns) - rfreturn / stats.stdev(returns);
+  return (stats.mean(returns) - rfreturn) / stats.stdev(returns);
 }
 
-module.exports = stats;
+module.exports = stats;

core/talib.js

@@ -1,7 +1,15 @@
-var talib = require("talib");
 var semver = require("semver");
 var _ = require('lodash');
 
+// validate that talib is installed, if not we'll throw an excepion which will
+// prevent further loading or out outside this module
+try {
+    var talib = require("talib");
+} catch (e) {
+    module.exports = null;
+    return;
+}
+
 var talibError = 'Gekko was unable to configure talib indicator:\n\t';
 var talibGTEv103 = semver.gte(talib.version, '1.0.3');
 

core/tulind.js

@@ -1,7 +1,15 @@
-var tulind = require("tulind");
 var semver = require("semver");
 var _ = require('lodash');
 
+// validate that talib is installed, if not we'll throw an excepion which will
+// prevent further loading or out outside this module
+try {
+    var tulind = require("tulind");
+} catch (e) {
+    module.exports = null;
+    return;
+}
+
 var tulindError = 'Gekko was unable to configure Tulip Indicators:\n\t';
 
 // Wrapper that executes a tulip indicator
@@ -137,7 +145,7 @@ methods.aroon = {
 methods.aroonosc = {
     requires: ['optInTimePeriod'],
     create: (params) => {
-        verifyParams('arronosc', params);
+        verifyParams('aroonosc', params);
 
         return (data, callback) => execute(callback, {
             indicator: tulind.indicators.aroonosc,

core/util.js

@@ -5,6 +5,7 @@ var fs = require('fs');
 var semver = require('semver');
 var program = require('commander');
 var retry = require('retry');
+var Errors = require('./error');
 
 var startTime = moment();
 
@@ -16,6 +17,19 @@ var _gekkoEnv = false;
 
 var _args = false;
 
+var retryHelper = function(fn, options, callback) {
+  var operation = retry.operation(options);
+  operation.attempt(function(currentAttempt) {
+    fn(function(err, result) {
+      if (!(err instanceof Errors.AbortError) && operation.retry(err)) {
+        return;
+      }
+
+      callback(err ? err.message : null, result);
+    });
+  });
+}
+
 // helper functions
 var util = {
   getConfig: function() {
@@ -163,23 +177,18 @@ var util = {
     return startTime;
   },
   retry: function(fn, callback) {
-    var operation = retry.operation({
+    var operation = {
       retries: 5,
       factor: 1.2,
       minTimeout: 1 * 1000,
       maxTimeout: 3 * 1000
-    });
+    };
 
-    operation.attempt(function(currentAttempt) {
-      fn(function(err, result) {
-        if (operation.retry(err)) {
-          return;
-        }
-
-        callback(err ? operation.mainError() : null, result);
-      });
-    });
-  }
+    retryHelper(fn, options, callback);
+  },
+  retryCustom: function(options, fn, callback) {
+    retryHelper(fn, options, callback);
+  },
 }
 
 // NOTE: those options are only used

core/workers/pipeline/child.js

@@ -44,4 +44,12 @@ process.send('ready');
 process.on('message', function(m) {
   if(m.what === 'start')
     start(m.mode, m.config);
-});
+
+  if(m.what === 'exit')
+    process.exit(0);
+});
+
+process.on('disconnect', function() {
+  console.log("disconnect");
+  process.exit(-1);
+})

core/workers/pipeline/parent.js

@@ -18,6 +18,9 @@ module.exports = (mode, config, callback) => {
     if(m === 'ready')
       return child.send(message);
 
+    if(m === 'done')
+      return child.send({what: 'exit'});
+
     handle.message(m);
   });
 

docs/installation/installing_gekko_on_windows_with_bash_on_windows_10.md

@@ -68,23 +68,6 @@ cd gekko
 npm install --only=production
 ```
 
-## Edit the handle.js file (taken from [here](https://github.com/askmike/gekko/issues/708#issuecomment-296329300))
-
-Navigate to gekko/plugins/sqlite:
-
-`cd  ~/gekko/plugins/sqlite`
-
-Change line 53 in handle.js from 
-
-`db.run("PRAGMA journal_mode = WAL"); `
-
-to 
-
-`db.run("PRAGMA journal_mode = DEL"); `
-
-(I use nano for this --> `nano handle.js`)
-
-
 ## Restart Bash and install the correct version of TA-lib (taken from [here](https://github.com/askmike/gekko/issues/908#issuecomment-319657408))
 
 Restart Bash by closing it and reopening it. Then:

docs/introduction/about_gekko.md

@@ -12,7 +12,7 @@ Gekko is a tool that makes it very easy to automate your own trading stragies.
 
 ![gist of gekko](https://gekko.wizb.it/_static/gekko-gist.png)
 
-You can either create your own trading strategy or start with the build in example strategies. Once you have a strategy you can use Gekko to automatically run it in a few different ways:
+You can either create your own trading strategy or start with the built-in example strategies. Once you have a strategy you can use Gekko to automatically run it in a few different ways:
 
 - **Backtest**: You can start a simulation of the strategy over a historical data period and Gekko will tell you what would have happened (which trades would have been performed as well as overall performance and risk metrics).
 - **Paper trader**: You can run the strategy in realtime simulate trading (trade with fake money) to see in realtime how profitable your strategy would have been.

docs/introduction/supported_exchanges.md

@@ -27,7 +27,9 @@ Gekko is able to directly communicate with the APIs of a number of exchanges. Ho
 | [zaif][17]           | ✓          | ✕            | ✕         |                          |
 | [lakeBTC][18]        | ✓          | ✕            | ✕         |                          |
 | [bx.in.th][19]       | ✓          | ✕            | ✕         |                          |
-| [bitcoin.co.id][22]  | ✓          | ✓            | ✕         |                          | |
+| [bitcoin.co.id][22]  | ✓          | ✓            | ✕         |                          |
+| [Quadriga CX][23]    | ✓          | ✓            | ✕         |                          |
+| [Binance][24]        | ✓          | ✓            | ✓         |                          | |
 
 [1]: ../features/backtesting.md
 [2]: https://poloniex.com
@@ -51,4 +53,6 @@ Gekko is able to directly communicate with the APIs of a number of exchanges. Ho
 [20]: https://github.com/askmike/gekko/pull/352
 [21]: https://github.com/askmike/gekko/issues/288#issuecomment-223810974
 [22]: https://vip.bitcoin.co.id/
+[23]: https://quadrigacx.com/
+[24]: https://binance.com/