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Update for Gekko 0.6.0 #35

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askmike opened this issue Jul 4, 2018 · 18 comments
Open

Update for Gekko 0.6.0 #35

askmike opened this issue Jul 4, 2018 · 18 comments

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@askmike
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askmike commented Jul 4, 2018

I've released gekko 0.6 which has some differences in the API. See the following links for details:

@bobychain
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Indeed it seems to be not working anymore, profit[%] and profit/day[%] are both at 0.00.

@jonathanday930
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jonathanday930 commented Jul 12, 2018

I am getting that error too. @xFFFFF , are you planning on fixing this?

@askmike
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askmike commented Jul 12, 2018 via email

@jonathanday930
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If I were to use the gekko version right before 0.6, do you think backtesting would still run ok? Im only going to use this installation for backtesting.

@askmike
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askmike commented Jul 12, 2018 via email

@gabrielrey37
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in lines 1280-1281 of backtest.pl

change
my @profit = $grun =~ /(?<=simulated profit:\t\t )[0-9.-][0-9.-]* $sets[1] ((.)(?=%))/;
my @Yearly = $grun =~ /(?<=simulated yearly profit:\t )[0-9.-][0-9.-]
$sets[1] ((.*)(?=%))/;

to
my @profit= $grun =~ /(?<=profit:\t\t )(.?)(?=U)/;
my @Yearly = $grun =~ /(?<=simulated yearly profit:\t\t )(.
?)(?=\n)/;

works for me

@ianhord
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ianhord commented Aug 5, 2018

@xFFFFF looks like a great tool. Thanks.
I have just set it up and am running off the binaries as have been unable to get perl to run on my machine.
I am getting the same zero values. Also getting some db errors - see below.
Any chance someone can update the binaries?

[2018-08-05 16:38:54] Creating TOP STRATEGY table...
DBD::CSV::st execute failed: No such column 'DISTINCT strategy' at DBI/DBD/SqlEngine.pm line 1271.
 [for Statement "SELECT DISTINCT strategy, strategy_settings FROM tmp/tmp_datazfymo.csv"] at script/backtest.pl line 182.
DBD::CSV::st execute failed: No such column 'DISTINCT strategy' at DBI/DBD/SqlEngine.pm line 1271.
 [for Statement "SELECT DISTINCT strategy, strategy_settings FROM tmp/tmp_datazfymo.csv"] at script/backtest.pl line 182.
events.js:183
      throw er; // Unhandled 'error' event
      ^

Error: SQLITE_BUSY: database is locked
BTC-ARN Backtest is failed.
Can't use an undefined value as a HASH reference at script/backtest.pl line 729.
ianhord@dev-gekko:~/gekko$ events.js:183
      throw er; // Unhandled 'error' event
      ^

Error: SQLITE_BUSY: database is locked
BTC-ELF Backtest is failed.
The storable module was unable to store the child's data structure to the temp file "/tmp/vxKqL7djSg/Parallel-ForkManager-4019-4755.txt":  can't create /tmp/vxKqL7djSg/Parallel-ForkManager-4019-4755.txt: No such file or directory at Parallel/ForkManager.pm line 84.

@danibeni81
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danibeni81 commented Aug 20, 2018

I am also having this issue. I,ve changed the lines 1280-1281 of backtest.pl as suggested by gabrielrey37 above but the results look the same: Profit and Profit/day = 0.00
I am using Windows 10, Gekko v 0.6.2 and BackTestTool V0.7

@danibeni81
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@jonathanday930 did you find a previous Gekko version that works with the latest BackTestTool? Is it sufficient for optimizing strategy parameters?

@robmazur
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@danibeni81 Here's what I use for profit variable that works:
my @profit = $grun =~ /(?<=profit:\t\t )[0-9.\-][0-9.\-]* $sets[1] \((.*)(?=\%\))/;

@danibeni81
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dear @robmazur thanks a lot!! it seems it works!!

@Tronab
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Tronab commented Sep 4, 2018

with 0.65 patch not working

@suprnrdy
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suprnrdy commented Sep 7, 2018

I removed one of the \t and it seems to be working. I modified the code on line 1280 to:
my @profit = $grun =~ /(?<=profit:\t )[0-9.\-][0-9.\-]* $sets[1] \((.*)(?=\%\))/;

@njandam
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njandam commented Sep 16, 2018

@suprnrdy thanks, it seems ok now.

im using Gekko v0.6.6

@YuriyTigiev
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I'm sharing my version of the string which should be updated (1280). I have tested and all works.
Gekko version: v0.6.6
Nodejs version: v8.12.0

Old string
my @profit = $grun =~ /(?<=simulated profit:\t\t )[0-9.-][0-9.-]* $sets[1] ((.*)(?=%))/;

The new string
my @profit = $grun =~ /(?<=profit:\t\t\t\t )[0-9.-][0-9.-]* $sets[1] ((.*)(?=%))/;

@dominik-fr
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Is there any "ultimate" solution to 0 % profit? I think I've checked every single proposal here yet still 0% profit persists :/ @YuriyTigiev Any other additional change is needed apart from change in 1280 line?

@verbraucher
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verbraucher commented Oct 18, 2018

Maybe you're looking at mine, not a perfect regex, but it works for me (it extracts the percent of profit):

my @profit = $grun =~ /(?<=profit:\t\t\t\t )[0-9.-][0-9.-]* $sets[1] [(]?((.*)(?=%))[(]?/;

@dominik-fr
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Maybe you're looking at mine, not a perfect regex, but it works for me (it extracts the percent of profit):

my @profit = $grun =~ /(?<=profit:\t\t\t\t )[0-9.-][0-9.-]* $sets[1] [(]?((.*)(?=%))[(]?/;

@verbraucher Works like charm! Thanks!

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