Comments (3)
Great idea. This should be easy to do. I will try to implement today.
from gekko-backtesttool.
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
from gekko-backtesttool.
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.
from gekko-backtesttool.
Related Issues (20)
- CANT RUN backtest HOT 1
- Can't locate Parallel/ForkManager.pm in @INC HOT 4
- date ranges
- Gekko can't find the strategy HOT 1
- Config seems to ignore filepath for TOML files
- Support HOT 1
- Parsing logic for @profit should be updated
- Failed to change directory to 'util/genMarketFiles' HOT 2
- The proper Units of CandleSize:Warmup are NOT defined
- It seems when backtest number > 100.000 the tool slows down
- Test multiple candles
- [Request] Auto generated configs HOT 1
- Test progress is reset HOT 1
- Backtest fails to run with multiple parameter ranges in toml HOT 1
- BacktestTool results differ from Gekko UI HOT 1
- Backtest "Pausing" but still using CPU
- ./backtest-config.pl: Permission denied at backtest.pl line 38.
- can seem to get it open
- https://api.coinmarketcap.com/v1/ticker is deprecated HOT 1
- Can't locate SQL/Dialects/AnyData.pm
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from gekko-backtesttool.