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Ruben Callewaert
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v0.9.6 Stability Improvements
- Fixed another bug in the exchangeapi service - Performance improvements in storage.js (Bulk inserts) - Removed unnecessary logger.debug commands to increase readibility - You can now reset your initial balance by executing "node app.js -rb"
1 parent 9258491 commit 325293a

27 files changed

+486
-589
lines changed

‎.gitignore

+8
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@@ -6,3 +6,11 @@ Thumbs.db
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ehthumbs.db
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Desktop.ini
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$RECYCLE.BIN/
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# All
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.idea
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# Project
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node_modules
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logs
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config.js

‎README.md

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@@ -120,6 +120,10 @@ If you would like to simulate trading on your collected data, execute:
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node app.js -b
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If you would like to reset the initial balance (profit reports are based against this value), execute:
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node app.js -rb
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Remember the backtester simulates your trading strategy on the data you collected. So the longer you keep the bot (app.js) running, the more significant the results of the backtester.
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## Profitability

‎app.js

+76-26
Original file line numberDiff line numberDiff line change
@@ -1,74 +1,124 @@
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var _ = require('underscore');
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var cluster = require('cluster');
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34
var loggingservice = require('./services/loggingservice.js');
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//------------------------------Config
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var config = require('./config.js');
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//------------------------------Config
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9-
//------------------------------IntializeModules
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var logger = new loggingservice('app', config.debug);
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//------------------------------IntializeModules
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13-
//------------------------------AnnounceStart
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logger.log('----------------------------------------------------');
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logger.log('Starting BitBot v0.9.5');
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logger.log('Real Trading Enabled = ' + config.tradingEnabled);
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logger.log('Working Dir = ' + process.cwd());
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logger.log('----------------------------------------------------');
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//------------------------------AnnounceStart
20-
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var app = function() {
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23-
_.bindAll(this, 'appListener', 'launchTrader', 'launchBacktester', 'start');
12+
_.bindAll(this, 'appListener', 'launchTrader', 'launchBacktester', 'launchGa', 'initializeModules', 'start');
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};
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app.prototype.appListener = function() {
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this.app.on('done', function() {
30-
logger.log('App closed.');
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this.logger.log('App closed.');
3120
}.bind(this));
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};
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3524
app.prototype.launchTrader = function() {
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37-
logger.log('----------------------------------------------------');
38-
logger.log('Launching trader module.');
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logger.log('----------------------------------------------------');
26+
this.logger.log('----------------------------------------------------');
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this.logger.log('Launching trader module.');
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this.logger.log('----------------------------------------------------');
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this.app = require('./apps/trader.js');
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this.appListener();
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this.app.start();
4332

44-
}
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};
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4635
app.prototype.launchBacktester = function() {
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48-
logger.log('----------------------------------------------------');
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logger.log('Launching backtester module.');
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logger.log('----------------------------------------------------');
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this.logger.log('----------------------------------------------------');
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this.logger.log('Launching backtester module.');
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this.logger.log('----------------------------------------------------');
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this.app = require('./apps/backtester.js');
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this.appListener();
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this.app.start();
5443

55-
}
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};
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app.prototype.launchGa = function() {
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48+
this.logger.log('----------------------------------------------------');
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this.logger.log('Launching ga module.');
50+
this.logger.log('----------------------------------------------------');
51+
this.app = require('./apps/ga.js');
52+
this.appListener();
53+
this.app.start();
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55+
};
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57+
app.prototype.launchReset = function(collection) {
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this.logger.log('----------------------------------------------------');
60+
this.logger.log('Launching ga module.');
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this.logger.log('----------------------------------------------------');
62+
this.app = require('./apps/reset.js');
63+
this.appListener();
64+
this.app.start(collection);
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};
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app.prototype.initializeModules = function(appName) {
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this.logger = new loggingservice(appName, config.debug);
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};
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app.prototype.start = function() {
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var argument = process.argv[2];
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6178
if(!argument) {
62-
this.launchTrader();
79+
this.appName = 'trader';
80+
this.run = this.launchTrader;
6381
} else {
6482
if(argument === '-b') {
65-
this.launchBacktester();
83+
this.appName = 'backtester';
84+
this.run = this.launchBacktester;
85+
} else if(argument === '-g') {
86+
this.appName = 'ga';
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this.run = this.launchGa;
88+
} else if(argument === '-rb') {
89+
this.appName = 'reset';
90+
this.run = function() {
91+
this.launchReset('balance');
92+
}.bind(this);
93+
} else if(argument === '-ro') {
94+
this.appName = 'reset';
95+
this.run = function() {
96+
this.launchReset('bestOrganism');
97+
}.bind(this);
6698
} else {
67-
logger.log('Invalid argument, supported options:');
68-
logger.log('-b: Launch Backtester');
99+
this.appName = 'app';
100+
run = null;
69101
}
70102
}
71103

104+
this.initializeModules(this.appName);
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106+
//------------------------------AnnounceStart
107+
this.logger.log('----------------------------------------------------');
108+
this.logger.log('Starting BitBot v0.9.6');
109+
this.logger.log('Real Trading Enabled = ' + config.tradingEnabled);
110+
this.logger.log('Working Dir = ' + process.cwd());
111+
this.logger.log('----------------------------------------------------');
112+
//------------------------------AnnounceStart
113+
114+
if(this.run) {
115+
this.run();
116+
} else {
117+
this.logger.log('Invalid argument, supported options:');
118+
this.logger.log('-b: Launch Backtester');
119+
this.logger.log('-rb: Reset balance');
120+
}
121+
72122
};
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74124
var application = new app();

‎apps/backtester.js

+28-15
Original file line numberDiff line numberDiff line change
@@ -12,17 +12,19 @@ var simulatorservice = require('../services/simulator.js');
1212
var config = require('../config.js');
1313
//------------------------------Config
1414

15-
//------------------------------IntializeModules
15+
//------------------------------InitializeModules
1616
var logger = new loggingservice('backtester', config.debug);
1717
var storage = new storageservice(config.exchangeSettings, config.mongoConnectionString, logger);
1818
var exchangeapi = new exchangeapiservice(config.exchangeSettings, config.apiSettings, logger);
19-
var advisor = new tradingadvisor(config.indicatorSettings, true, storage, logger);
19+
var advisor = new tradingadvisor(config.indicatorSettings, storage, logger);
2020
var simulator = new simulatorservice(config.exchangeSettings, config.backTesterSettings, config.indicatorSettings, advisor, logger);
21-
//------------------------------IntializeModules
21+
//------------------------------InitializeModules
2222

2323
var backtester = function() {
2424

25-
_.bindAll(this, 'start');
25+
this.indicatorSettings = config.indicatorSettings;
26+
27+
_.bindAll(this, 'run', 'start');
2628

2729
};
2830

@@ -32,19 +34,30 @@ var EventEmitter = require('events').EventEmitter;
3234
Util.inherits(backtester, EventEmitter);
3335
//---EventEmitter Setup
3436

35-
backtester.prototype.start = function() {
37+
backtester.prototype.run = function() {
38+
39+
advisor.setIndicator(this.indicatorSettings, false);
40+
3641
async.series(
37-
{
38-
balance: function(cb) {exchangeapi.getBalance(true, cb);},
39-
aggregatedCandleSticks: function(cb) {storage.getAggregatedCandleSticks(config.indicatorSettings.candleStickSizeMinutes, cb);}
40-
}, function(err, result) {
41-
if(result.aggregatedCandleSticks.length > 0) {
42-
var result = simulator.calculate(result.aggregatedCandleSticks, result.balance.fee);
43-
simulator.report();
44-
this.emit('done');
45-
}
46-
}.bind(this)
42+
{
43+
balance: function(cb) {exchangeapi.getBalance(true, cb);},
44+
aggregatedCandleSticks: function(cb) {storage.getAggregatedCandleSticks(this.indicatorSettings.candleStickSizeMinutes, cb);}.bind(this)
45+
}, function(err, result) {
46+
if(result.aggregatedCandleSticks.length > 0) {
47+
simulator.calculate(result.aggregatedCandleSticks, result.balance.fee, this.indicatorSettings, function(result) {
48+
simulator.report();
49+
this.emit('done');
50+
}.bind(this));
51+
}
52+
}.bind(this)
4753
);
54+
55+
};
56+
57+
backtester.prototype.start = function() {
58+
59+
this.run();
60+
4861
};
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5063
var backtesterApp = new backtester();

‎apps/reset.js

+45
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,45 @@
1+
var _ = require('underscore');
2+
var tools = require('../util/tools.js');
3+
var async = require('async');
4+
5+
var loggingservice = require('../services/loggingservice.js');
6+
var storageservice = require('../services/storage.js');
7+
var exchangeapiservice = require('../services/exchangeapi.js');
8+
var tradingadvisor = require('../services/tradingadvisor.js');
9+
var simulatorservice = require('../services/simulator.js');
10+
11+
//------------------------------Config
12+
var config = require('../config.js');
13+
//------------------------------Config
14+
15+
//------------------------------InitializeModules
16+
var logger = new loggingservice('reset', config.debug);
17+
var storage = new storageservice(config.exchangeSettings, config.mongoConnectionString, logger);
18+
//------------------------------InitializeModules
19+
20+
var reset = function() {
21+
22+
this.indicatorSettings = config.indicatorSettings;
23+
24+
_.bindAll(this, 'start');
25+
26+
};
27+
28+
//---EventEmitter Setup
29+
var Util = require('util');
30+
var EventEmitter = require('events').EventEmitter;
31+
Util.inherits(reset, EventEmitter);
32+
//---EventEmitter Setup
33+
34+
reset.prototype.start = function(collection) {
35+
36+
storage.dropCollection(collection, function(err) {
37+
logger.log(collection + ' dropped.');
38+
this.emit('done');
39+
}.bind(this));
40+
41+
};
42+
43+
var resetApp = new reset();
44+
45+
module.exports = resetApp;

‎apps/trader.js

+24-13
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,5 @@
11
var _ = require('underscore');
2+
var tools = require('../util/tools.js');
23

34
var loggingservice = require('../services/loggingservice.js');
45
var storageservice = require('../services/storage.js');
@@ -16,19 +17,19 @@ var profitreporter = require('../services/profitreporter.js');
1617
var config = require('../config.js');
1718
//------------------------------Config
1819

19-
//------------------------------IntializeModules
20-
var logger = new loggingservice('app', config.debug);
20+
//------------------------------InitializeModules
21+
var logger = new loggingservice('trader', config.debug);
2122
var storage = new storageservice(config.exchangeSettings, config.mongoConnectionString, logger);
2223
var exchangeapi = new exchangeapiservice(config.exchangeSettings, config.apiSettings, logger);
2324
var retriever = new dataretriever(config.downloaderRefreshSeconds, exchangeapi, logger);
2425
var processor = new dataprocessor(storage, logger);
2526
var aggregator = new candleaggregator(config.indicatorSettings.candleStickSizeMinutes, storage, logger);
26-
var advisor = new tradingadvisor(config.indicatorSettings, false, storage, logger);
27+
var advisor = new tradingadvisor(config.indicatorSettings, storage, logger);
2728
var agent = new tradingagent(config.tradingEnabled, config.exchangeSettings, storage, exchangeapi, logger);
2829
var pusher = new pushservice(config.pushOver, logger);
2930
var monitor = new ordermonitor(exchangeapi, logger);
3031
var reporter = new profitreporter(config.exchangeSettings.currencyPair, storage, exchangeapi, logger);
31-
//------------------------------IntializeModules
32+
//------------------------------InitializeModules
3233

3334
var trader = function() {
3435

@@ -40,7 +41,7 @@ var trader = function() {
4041

4142
processor.on('initialDBWrite', function(){
4243

43-
reporter.start(config.resetInitialBalances);
44+
reporter.start();
4445

4546
advisor.start();
4647

@@ -68,6 +69,22 @@ var trader = function() {
6869

6970
});
7071

72+
advisor.on('advice', function(result) {
73+
74+
this.logger.log('Advice: ' + result.advice + ' (' + result.indicatorValue + ')');
75+
76+
if(result.advice === 'buy') {
77+
78+
agent.order(result.advice);
79+
80+
} else if(result.advice === 'sell') {
81+
82+
agent.order(result.advice);
83+
84+
}
85+
86+
});
87+
7188
agent.on('realOrder',function(orderDetails){
7289

7390
if(config.pushOver.enabled) {
@@ -110,11 +127,7 @@ var trader = function() {
110127

111128
if(retry) {
112129

113-
cancelledOrderRetryTimeout = setTimeout(function(){
114-
115-
agent.order(order.orderDetails.orderType);
116-
117-
}, 1000 * 5);
130+
agent.order(order.orderDetails.orderType);
118131

119132
}
120133

@@ -130,7 +143,7 @@ var trader = function() {
130143

131144
_.bindAll(this, 'start', 'stop');
132145

133-
}
146+
};
134147

135148
//---EventEmitter Setup
136149
var Util = require('util');
@@ -148,8 +161,6 @@ trader.prototype.stop = function(cb) {
148161

149162
retriever.stop();
150163

151-
clearTimeout(cancelledOrderRetryTimeout);
152-
153164
monitor.resolvePreviousOrder(function() {
154165
logger.log('BitBot stopped succesfully!');
155166
cb();

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