Brute forcer proof of concept (Work in progress or As Inspiration) #1204
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Wishlist:
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…rt by profit. Show only top ten.
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this is genius good job |
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How this can be used? I changed all files according @DavidValins last commit, but I do not see the bruteforce output while backtesting. |
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+1 can't wait to see this live. |
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I have just been able to build this successfully. How do I implement the use from Gekko UI or rather, Is it possible to use this build from Gekko UI? |
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this is totally possible. i have added to my wish list. |
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Any updates on the progress? |
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There is a checkbox, below the parameters form. Once you check that out you will see some results from params variations. Currently those ranges offsets are hardcoded, feel free to help me to implement the UI components to setup ranges of values |
| paramValue = dotPos != -1 ? eval('params["'+paramNames[i].slice(0, dotPos)+'"]["'+paramNames[i].slice(dotPos+1, paramNames[i].length)+'"]') : params[paramNames[i]]; | ||
| paramsConfig.push({ | ||
| name: paramNames[i], | ||
| from: paramValue - 2, // TODO: this has to be dynamic and valid |
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The idea is to read this offset from UI components
| paramsConfig.push({ | ||
| name: paramNames[i], | ||
| from: paramValue - 2, // TODO: this has to be dynamic and valid | ||
| to: paramValue + 2, // TODO: this has to be dynamic and valid |
There was a problem hiding this comment.
The idea is to read this offset from UI components
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This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions. If you feel this is very a important issue please reach out the maintainer of this project directly via e-mail: gekko at mvr dot me. |
What kind of change does this PR introduce? (Bug fix, feature, docs update, ...)
Unfinished feature to test ranges of strategy params permutations. This will allow to find out the most profitable strategy params for a dataset.
What is the current behavior? (You can also link to an open issue here)
Renders the top 10 strategy params tested until now based on their profits (ranges of values to test are hardcoded still)
What is the new behavior (if this is a feature change)?
It should render a list of results sorted by most profitable params combination in the backtest view from a test params configuration form
Other information:
I started playing around this this but unfortunately I don't have time to complete the feature. I hope someone can use it as inspiration or pick it up and finish it.