Gekko 0.1.0

[askmike]

TODO before we can merge the localDB branch into Master (Gekko 0.1.0)

(We only merge stable stuff into master).

• Fix remaining bugs in the datastore (throw 'weird error' #106).
• Finalize actor API
• Add test cases for all vital parts of core
  • Trade fetcher
  • candle store
  • candle calculator
• Add test cases for all trading methods and indicators:
  • EMA
  • DEMA
  • MACD
  • PPO
• Verify that all tests are even valid
• Add a trader actor (hook up to portfolioManager)

[askmike]

In order to speed up 0.1.0 development I am removing some things from the todo and shifting them to 0.1.1.

Gekko 0.1.1

• make the Trade fetcher able to handle exchanges that do provide historical data (either since or tid).
• Move filestore from neDB to our own.
• make the Trade fetcher able to handle exchanges that do provide historical data (either since or tid).
• Add basic backtesting capabilities.

[tino]

Will the localDB store be written in such a way that it will be easy to implement a different storage backend? I am currently storing some bitcoin data in TempoDB [https://tempo-db.com], which is quite suitable for this task. If so I could write a backend for it.

[askmike]

Great point! My first priority is to get everything on 0.1.0 done, which includes a not so good candle store (that means at 0.1.0 it won't yet):

TODO:

This script does three things:

• calculate 1m candles and add empty ones.
• calculate what candle should go / come from what daily database.
• communicates with the datastore (nedb) about inserts / gets.

These should live in 3 seperate modules.

(The third one is what we need to be swappable).

After that I definitely want to clean it up and modularize it. Gekko has an event system now which it uses to glue everything together. As soon as I refactor the big candleManager into three separate modules I'll use the event system for that as well. This makes the following possible:

• Easily swap in and out different file stores, database interfaces, mongo, sql, etc. can all be extremely simple and small and just responsible for storing / retrieving candles.
• Use a datastore outside the nodejs runtime (using the redis beacon for example).
• Use a single datastore and glue them to a batch of different gekkos that act (trade, email, etc) based on different algos, while all being fed the same market data.
• Opens up the possibility for hosting datastores (eg. I watch all markets and you can subscribe to a market feed).

It may take a while before I get around to it, if you are feeling adventurous you can sift to the current candleManager yourself.

[tino]

Oké cool! I'll keep watching. When I've got time I'll try to chime in.

[iceydee]

Wrote a trader actor: #147

[streetlogics]

I don't know if this is expected at this point or not, but profitSimulator is not reporting anything (tested with MtGox and cexio), I tried setting verbose to both true and false, and verified all settings were correct / mirrored latest config.js version. No worries if this simply hasn't been plugged back in yet, just wanted to make sure it was known if it was supposed to be working.

[tvb]

@streetlogics no profitSimulator output for me as well. @askmike any idea?

[edit] After letting it run for hours I finally received a profit notification, although the profit is negative 😄

2014-01-16 17:05:09 (DEBUG): we are currently in a downtrend @ 824.75800000 (-0.05731)
2014-01-16 17:05:09 (INFO): (PROFIT REPORT) original simulated balance: 930.000000 USD
2014-01-16 17:05:09 (INFO): (PROFIT REPORT) current simulated balance: 917.991263 USD
2014-01-16 17:05:09 (INFO): (PROFIT REPORT) simulated profit: -12.008737 USD (-1.291262%)

[askmike]

@streetlogics & @tristanvanbokkem Let's move the profit simulator problems to its own issue guys: #162

[askmike]

I just added real trading as a plugin. Checkout the docs for how to set it up.

This means we are moving towards releasing the localDB branch under a 0.1.0 stable release. Besides testing creating buy/sell orders on each exchange I am also running a gekko on each exchange I with a real trader attached. If it doesn't crash soon I'll release 0.1.0.

[cykedev]

It's all done (from your list) .... ;-)

[askmike]

yes, but it's not stable. I first want to fix #171 and #172, though I think that will be everything!

[bppsp1]

Is the charting that you showed a screenshot of a while back added to the current release yet or any idea when such additions would be made ?

[askmike]

No, it's not planned for this one nor the next one yet unfortunately.

[askmike]

0.1.0 is out - I will be removing the localDB branch shortly!