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Gekko BacktestTool

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Change Log

v0.7

  • "progress bar", ETA, avg backtest duration, TOP tables after each X backtests results
  • limits and filters for TOP tables
  • the possibility of defining a period for individual pairs ex: binance:USDT:BTC:2018-04-01:2018-04-05
  • parameter --period 7 days perform action for last 7 days without typing dates
  • default exchange and/or currency in configuration file for shorter pairs typing
  • strats config are back to csv file
  • stfu mode can be enabled in configuration file
  • some layout changes
  • bugfixes: #8, #17
  • backtest-config.pl updated
  • new binaries are done

v0.6

  • after completion of the backtests, the analysis module displays three tables with data: ALL RESULTS, TOP STRATEGIES, TOP DATASET
  • parameter --analyze mycsvfile.csv for analyze any results from BacktestTool's external file
  • searching optimal strategy parameters by brute force method with syntax start..end:step or value1, value2, value3 in strat's toml file
  • value ALL for exchanges and strategies for backtest machine - do backtests on all available exchanges, currencies, assets or strategies. Based on filenames in history and strategies directories.
  • add binaries for Linux and FreeBSD to releases
  • backtest-config.pl updated
  • README.MD updated

v0.5

  • price: open, close, high, low, average for dataset period in CSV output
  • coinmarketcap.com data in CSV output: current marketcap, current rank, last 24h global volume
  • CSV's template - now You can choose which columns will be add to CSV file
  • temporary GBT's files are in tmp directory now.
  • MS Windows compatibility fix (tested on W7x64 and StrawberryPerl)
  • backtest-config.pl file updated

v0.4

  • price volality (based on relative standard deviation) in CSV output
  • sum of volume and volume/day for dataset period in CSV output
  • sum of overall exchange trades and sum of overall trades/day for dataset period in CSV output
  • if pair not exist in DB on parameter -f last then create table and import from last 24 hours.
  • update parameter --help
  • README update
  • some code clean
  • some fixes

v0.3

  • Gekko BacktestTool external config file support. Default config file is backtest-config.pl, but You can create own and use backtest.pl --config BACKTESTTOOL_CONFIG_FILENAME parameter
  • using TOML files for strategies configuration as default. Can be changed in backtest-config.pl
  • percentage wins, best win, worst loss, median win, median lost, average exposed duration added to csv file.
  • parameter --covert TOML_FILE. Convert toml file and print strategy settings in Gekko's config file format
  • parameter -p exchange:ALL and -p exchange:asset:ALL for backtest pairs. Do backtest for all available pairs. Based on non empty tables from sqlite database.
  • parameter -p exchange:ALL and -p exchange:asset:ALL for import pairs. Import all available pairs from exchange. Based on exchange/exchange-markets.json file
  • parameter --import --from=last --to=now. The last value checks in the database the time of the last candle for each pair and assign this value to --from. now assign current time in GMT time zone. In short: with this command you can import from the last candle from datasets to current time.

v0.2

  • winning/losses trades in csv file
  • command line parameters support (--import (-i), --paper (-g), --strat (-s), --pair (-p), --candles (-n), --output (-o) --from (-f), --to (-t), --help (-h))
  • showing roundtrips in terminal output (can be disabled in configuration)
  • bugfixes/code clean

v0.1

  • multiple datasets import (perl backtest.pl -i)
  • start multiple paperTraders in background (perl backtest.pl -p) (need improvement)
  • support for multiple CandleSize and CandleHistory
  • logs is moved to logs directory
  • performance improvement
  • bugfixes