normalized backtest market stream behaviour over CP & standalone

core/markets/backtest.js

@@ -20,6 +20,7 @@ var Market = function() {
   _.bindAll(this);
   this.pushing = false;
   this.ended = false;
+  this.closed = false;
 
   Readable.call(this, {objectMode: true});
 
@@ -41,12 +42,9 @@ Market.prototype = Object.create(Readable.prototype, {
   constructor: { value: Market }
 });
 
-Market.prototype._read = function() {
-  if(this.pushing)
-    return;
-
+Market.prototype._read = _.once(function() {
   this.get();
-}
+});
 
 Market.prototype.get = function() {
   if(this.iterator.to >= to) {
@@ -66,8 +64,17 @@ Market.prototype.processCandles = function(err, candles) {
   this.pushing = true;
   var amount = _.size(candles);
 
-  if(amount === 0)
-    util.die('Query returned no candles (do you have local data for the specified range?)');
+  if(amount === 0) {
+    if(this.ended) {
+      // _.defer(function() {
+        this.closed = true;
+        this.reader.close();
+        this.emit('end');
+      // }.bind(this));
+    } else {
+      util.die('Query returned no candles (do you have local data for the specified range?)');
+    }
+  }
 
   if(!this.ended && amount < this.batchSize) {
     var d = function(ts) {
@@ -80,27 +87,18 @@ Market.prototype.processCandles = function(err, candles) {
 
   _.each(candles, function(c, i) {
     c.start = moment.unix(c.start);
-
-    if(++i === amount) {
-      // last one candle from batch
-      if(!this.ended)
-        this.pushing = false;
-      else {
-        _.defer(function() {
-          this.reader.close();
-          this.emit('end');
-        }.bind(this));
-      }
-    }
-
     this.push(c);
-
   }, this);
 
+  this.pushing = false;
+
   this.iterator = {
     from: this.iterator.from.clone().add(this.batchSize, 'm'),
     to: this.iterator.from.clone().add(this.batchSize * 2, 'm').subtract(1, 's')
   }
+
+  if(!this.closed)
+    this.get();
 }
 
 module.exports = Market;

core/workers/pipeline/backtestHandler.js

@@ -14,6 +14,9 @@ module.exports = done => {
 
       else if(message.type === 'report')
         report = message.report;
+
+      else if(message.type === 'log')
+        console.log(message.log);
     },
     exit: status => {
       if(status !== 0)

methods/MACD.js

@@ -58,7 +58,7 @@ method.log = function() {
   log.debug('\t', 'long:', macd.long.result.toFixed(digits));
   log.debug('\t', 'macd:', diff.toFixed(digits));
   log.debug('\t', 'signal:', signal.toFixed(digits));
-  log.debug('\t', 'macdiff:', macd.result.toFixed(digits));  
+  log.debug('\t', 'macdiff:', macd.result.toFixed(digits));
 }
 
 method.check = function() {

plugins/profitSimulator.js

@@ -58,18 +58,20 @@ Logger.prototype.calculateStartBalance = function() {
 // with more BTC than we started with, this function
 // calculates Gekko's profit in %.
 Logger.prototype.updatePosition = function(advice) {
-  var what = advice.recommendation;
+  let what = advice.recommendation;
+  let price = advice.candle.close;
+  let at = advice.candle.start.clone().utc().format();
 
   // virtually trade all {currency} to {asset} at the current price
   if(what === 'long') {
-    this.current.asset += this.extractFee(this.current.currency / this.price);
+    this.current.asset += this.extractFee(this.current.currency / price);
     this.current.currency = 0;
     this.trades++;
   }
 
   // virtually trade all {currency} to {asset} at the current price
   if(what === 'short') {
-    this.current.currency += this.extractFee(this.current.asset * this.price);
+    this.current.currency += this.extractFee(this.current.asset * price);
     this.current.asset = 0;
     this.trades++;
   }
@@ -113,13 +115,6 @@ Logger.prototype.processCandle = function(candle, done) {
   if(!this.start.balance)
     this.calculateStartBalance();
 
-  if(!calcConfig.verbose)
-    return done();
-
-  // skip on history
-  if(++this.historyReceived < this.historySize)
-    return done();
-
   done();
 }
 
@@ -146,7 +141,7 @@ Logger.prototype.jsonReport = function(advice) {
         action: 'buy',
         price: price,
         date: at,
-        balance: this.current.asset * this.price
+        balance: this.current.asset * price
       }
     });
 

plugins/tradingAdvisor/baseTradingMethod.js

@@ -154,7 +154,7 @@ Base.prototype.tick = function(candle) {
       i.update(price);
     if(i.input === 'candle')
       i.update(candle);
-  });
+  },this);
 
   // update the trading method
   if(!this.asyncTick || this.requiredHistory > this.age) {
@@ -252,18 +252,18 @@ Base.prototype.addIndicator = function(name, type, parameters) {
 }
 
 Base.prototype.advice = function(newPosition) {
-  // Possible values are long and short. Long will trigger a buy method
-  // while short will trigger a sell method
   var advice = 'soft';
   if(newPosition) {
     advice = newPosition;
   }
 
+  let candle = this.candle;
+  candle.start = candle.start.clone();
   _.defer(function() {
     this.emit('advice', {
       recommendation: advice,
       portfolio: 1,
-      candle: this.candle
+      candle
     });
   }.bind(this));
 }

web/routes/baseBacktestConfig.js

@@ -4,7 +4,7 @@ var config = {};
 //                          GENERAL SETTINGS
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-config.silent = true; // for additional logging / debugging
+config.silent = true;
 config.debug = false;
 
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
@@ -26,12 +26,10 @@ config.tradingAdvisor = {
 // do you want Gekko to calculate the profit of its own advice?
 config.profitSimulator = {
   enabled: true,
-  // report the profit in the currency or the asset?
-  reportInCurrency: true,
   // start balance, on what the current balance is compared with
   simulationBalance: {
     // these are in the unit types configured in the watcher.
-    asset: 1,
+    asset: 0,
     currency: 100,
   },
   // how much fee in % does each trade cost?