Community feature request

[xFFFFF]

Do you have ideas for new features for Gekko BacktestTool? Feel free to write it.

[bruno-berchielli]

Hello,

The possibility to choose different periods and compare then all at once.

Period 1 = from 2018-03-01 00:00 to 2018-03-30 00:00
Period 2 = from 2018-04-01 00:00 to 2018-04-30 00:00

I ask this because sometimes a strat returns a good/bad result in a very specific time frame. When we compare different time frames we can see if the result was pure luck or is consistent over time.

Thanks

[xFFFFF]

Great idea. This should be easy to do. I will try to implement today.

[bald123]

I would like to suggest a feature. Imagine the following scenario: I want to schedule a backtest once a week (by cronjob). This backtest should always test over the last 60 days. Because downloading of history data is slow, I would like to update my local history data each day (also automatically executed by cronjob). When this daily update of history data is done, I don’t want to actually backtest the data. The backtest I want to perform is pretty big, and it is a waste of resources to perform this backtest every day (when I update my history data). Also, if I want to update the historic data using:

perl backtest.pl -i -f last -t now

it would perform a backtest automatically only of the last day (because I would update my history data every day), which is pretty useless. I haven’t found a combination of parameters to only update the data without actually performing a backtest. Long story short: maybe it is a useful feature to add an option to do an import-only of history data with the backtest tool, without actually performing the backtest? This way, people can easily keep their local history data up to date, while performing the actual backtest whenever they want? Right now import of data is always combined with the backtest, while I require other parameters (regarding timespan) for my data import than for my backtest.