ErebusBat
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August 27, 2013, 03:14:47 PM |
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whydifficult I realize I may be getting a little obnoxious about this, but I think I've found another bug in the backtester. When putting a unix timecode in the "from:" category the program misinterprets it (I think). The timecode is 1367989200 which should translate to 2013-05-08 05:00:00 but instead is read as 2013-08-16 17:00:00. Doing the same on the "to:" time works completely fine. Obviously this isn't a pressing issue, since I can still just edit the CSV files, it's just one I figured you should know about.
I noticed this too and assumed it had to do with UTC/GMT offsets.
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TradesLikeAPotato
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August 28, 2013, 12:02:50 AM |
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Strange, I get the same issue by editing the CSV files to only the dates I want, but only when using daily candles... Hourly candles in the same date range work just fine. Here is the candles file.
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alexxy
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August 29, 2013, 10:07:01 AM |
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Any plans to adding possibility to trade with non btc pairs as well as altcoin exchanges like cryptsy etc? PS trade data can be downloaded from http://www.cryptocoincharts.info
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whydifficult (OP)
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September 02, 2013, 09:17:52 PM |
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whydifficult I realize I may be getting a little obnoxious about this, but I think I've found another bug in the backtester. When putting a unix timecode in the "from:" category the program misinterprets it (I think). The timecode is 1367989200 which should translate to 2013-05-08 05:00:00 but instead is read as 2013-08-16 17:00:00. Doing the same on the "to:" time works completely fine. Obviously this isn't a pressing issue, since I can still just edit the CSV files, it's just one I figured you should know about.
I noticed this too and assumed it had to do with UTC/GMT offsets. Hmm that's very strange, might be the offset but I'll try to verify this. I don't mind at all, please let me know everything you find. I am keeping a list of stuff I need todo for Gekko. Unfortunatly I have very little spare time right now, as soon as I have some I'll work on some issues with Gekko!Strange, I get the same issue by editing the CSV files to only the dates I want, but only when using daily candles... Hourly candles in the same date range work just fine. Here is the candles file. noted, will look into this. Any plans to adding possibility to trade with non btc pairs as well as altcoin exchanges like cryptsy etc?
Yep, I am working on offering all required trade data for this soon. --- My current situation offers me very little spare time to work on Gekko, as soon as I have some I will. I have noted all issues and when I have some spare time I'll look into everything. In the meantime Gekko is open to pull requests, and when you find a bug it would be great if you could describe it as clear as possible, thanks! I am working on a platform that provides market data for a lot of different exchanges, the reason I have some time to work on this and less on Gekko is because Wizbit is going to be part of my graduation project, which means I can do this in university hours so to say (but I don't have a lot of time to work on this either).
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Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
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TradesLikeAPotato
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September 03, 2013, 02:51:39 AM Last edit: September 03, 2013, 03:02:45 AM by TradesLikeAPotato |
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It is indeed the offset. Subtracting 100 days from the date solved the problem, I just missed it on hourly because 4 days is less noticeable than 100. I've come across something else as well. Watching the market with BTCe EMAs 19/45 with an offset of 100 leads to a "Failed to load historical trades from bitcoincharts." Reducing the offset to 70 solves the problem, but causes inaccurate EMAs. It may be due to to the missing candles on bitcoincharts on the 26th of August.
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TradesLikeAPotato
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September 04, 2013, 03:13:47 AM Last edit: September 05, 2013, 03:42:52 AM by TradesLikeAPotato |
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I now get the error using any offset on BTCe.
EDIT: Read the other parts of the thread, it is a known issue.
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ewibit
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September 08, 2013, 06:52:01 PM |
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I now get the error using any offset on BTCe.
here the same gekko_BTC-e/methods/realtime-candle-fetcher.js:98 throw 'Failed to load historical trades from ' + this.watcher.name; ^ Failed to load historical trades from bitcoincharts
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kenshin23
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September 11, 2013, 05:10:30 AM |
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Something odd happened today: I had Gekko running in the background for like a day or so (trading in MtGox), but suddenly I got a signal to sell, even though the chart on bitcoincharts didn't give any indication to do so. When I closed and reopened it, I got things like this: 2013-09-11 00:18:56 (INFO): ADVICE is to HOLD @ 129.043 (NaN) Ran it again with config.debug set: ... 2013-09-11 00:24:24 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:24 (DEBUG): short ema 133.005 2013-09-11 00:24:24 (DEBUG): long ema 132.115 2013-09-11 00:24:24 (DEBUG): diff ema 0.671 2013-09-11 00:24:24 (DEBUG): calculated candle: 11 2013-09-11 00:24:24 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:24 (DEBUG): short ema NaN 2013-09-11 00:24:24 (DEBUG): long ema NaN 2013-09-11 00:24:24 (DEBUG): diff ema NaN 2013-09-11 00:24:24 (DEBUG): calculated candle: 10 2013-09-11 00:24:24 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:24 (DEBUG): short ema NaN 2013-09-11 00:24:24 (DEBUG): long ema NaN 2013-09-11 00:24:24 (DEBUG): diff ema NaN 2013-09-11 00:24:24 (DEBUG): need new trades, refetching Mt. Gox 2013-09-11 00:24:26 (DEBUG): calculated candle: 9 2013-09-11 00:24:26 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:26 (DEBUG): short ema NaN 2013-09-11 00:24:26 (DEBUG): long ema NaN 2013-09-11 00:24:26 (DEBUG): diff ema NaN 2013-09-11 00:24:26 (DEBUG): calculated candle: 8 2013-09-11 00:24:26 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:26 (DEBUG): short ema NaN 2013-09-11 00:24:26 (DEBUG): long ema NaN 2013-09-11 00:24:26 (DEBUG): diff ema NaN 2013-09-11 00:24:26 (DEBUG): calculated candle: 7 2013-09-11 00:24:26 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:26 (DEBUG): short ema NaN 2013-09-11 00:24:26 (DEBUG): long ema NaN 2013-09-11 00:24:26 (DEBUG): diff ema NaN 2013-09-11 00:24:27 (DEBUG): need new trades, refetching Mt. Gox 2013-09-11 00:24:31 (DEBUG): calculated candle: 6 2013-09-11 00:24:31 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:31 (DEBUG): short ema NaN 2013-09-11 00:24:31 (DEBUG): long ema NaN 2013-09-11 00:24:31 (DEBUG): diff ema NaN 2013-09-11 00:24:31 (DEBUG): calculated candle: 5 2013-09-11 00:24:31 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:31 (DEBUG): short ema NaN 2013-09-11 00:24:31 (DEBUG): long ema NaN 2013-09-11 00:24:31 (DEBUG): diff ema NaN 2013-09-11 00:24:31 (DEBUG): calculated candle: 4 2013-09-11 00:24:31 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:31 (DEBUG): short ema NaN 2013-09-11 00:24:31 (DEBUG): long ema NaN 2013-09-11 00:24:31 (DEBUG): diff ema NaN 2013-09-11 00:24:31 (DEBUG): calculated candle: 3 2013-09-11 00:24:31 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:31 (DEBUG): short ema NaN 2013-09-11 00:24:31 (DEBUG): long ema NaN 2013-09-11 00:24:31 (DEBUG): diff ema NaN 2013-09-11 00:24:31 (DEBUG): calculated candle: 2 2013-09-11 00:24:31 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:31 (DEBUG): short ema NaN 2013-09-11 00:24:31 (DEBUG): long ema NaN 2013-09-11 00:24:31 (DEBUG): diff ema NaN 2013-09-11 00:24:31 (DEBUG): need new trades, refetching Mt. Gox 2013-09-11 00:24:35 (DEBUG): calculated candle: 1 2013-09-11 00:24:35 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:24:35 (DEBUG): short ema NaN 2013-09-11 00:24:35 (DEBUG): long ema NaN 2013-09-11 00:24:35 (DEBUG): diff ema NaN 2013-09-11 00:24:35 (DEBUG): fetching new trades for new bucket at Mt. Gox 2013-09-11 00:25:20 (DEBUG): calculated candle: 0 2013-09-11 00:25:20 (DEBUG): calced EMA properties for new candle: 2013-09-11 00:25:20 (DEBUG): short ema NaN 2013-09-11 00:25:20 (DEBUG): long ema NaN 2013-09-11 00:25:20 (DEBUG): diff ema NaN 2013-09-11 00:25:20 (DEBUG): we are currently not in an up or down trend @ 128.933 (NaN) 2013-09-11 00:25:20 (INFO): ADVICE is to HOLD @ 128.933 (NaN) Anyone else having issues? I had been running Gekko for almost a month with no problems until today. P.S.: My timezone is GMT -4:30, in case you're wondering.
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avert
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September 11, 2013, 07:35:17 AM |
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in package.json change where emailjs is retrieved from "emailjs": "git://github.com/eleith/emailjs.git#master",
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avert
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September 11, 2013, 08:02:34 AM Last edit: September 11, 2013, 11:04:27 AM by avert |
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Something odd happened today: I had Gekko running in the background for like a day or so (trading in MtGox), but suddenly I got a signal to sell, even though the chart on bitcoincharts didn't give any indication to do so. When I closed and reopened it, I got things like this: 2013-09-11 00:18:56 (INFO): ADVICE is to HOLD @ 129.043 (NaN) Ran it again with config.debug set: ... gox was down for a bit, so it seems to be its trying to calculate EMA's on times where there is just no data. So number * NaN = NaN right... ( just like 234234*0=0). This will happen until the candle gets pushed out of the array i guess. I think i have a fix which sorts this out, but saying this, i dont know gekko in its entirety at all. And these could have some adverse effects. in methods/realtime-candle-fetcher.js line 171: calculateCandle function CandleCalculator.prototype.calculateCandle = function() { var bucket = this.buckets[this.currentBucket]; // because buckets (and their contents) are chronologically reversed // the _last_ item is the open and the _first_ is the close
if(typeof _.last(bucket) == 'undefined') return false; if(typeof _.max(bucket) == 'undefined') return false; if(typeof _.min(bucket) == 'undefined') return false; if(typeof _.first(bucket) == 'undefined') return false;
this.candles.open.push(_.last(bucket)); this.candles.high.push(_.max(bucket)); this.candles.low.push(_.min(bucket)); this.candles.close.push(_.first(bucket));
log.debug('calculated candle:', this.currentBucket);
this.emit('calculated candle');
if(this.currentBucket === 0) this.emit('calculated new candle'); } I added the sexy if statements to skip over underfined values. but as i said, these could have some bad effects. I've only been using gekko for about 4 days and am no way in a position to predict what this would do:P
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Mogumodz
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September 11, 2013, 04:02:16 PM |
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Something odd happened today: I had Gekko running in the background for like a day or so (trading in MtGox), but suddenly I got a signal to sell, even though the chart on bitcoincharts didn't give any indication to do so. When I closed and reopened it, I got things like this: 2013-09-11 00:18:56 (INFO): ADVICE is to HOLD @ 129.043 (NaN) Ran it again with config.debug set: .... ![](https://ip.bitcointalk.org/?u=http%3A%2F%2Fpuu.sh%2F4oCRb.png&t=665&c=qgmbtWxbOZlmyg) I had the same thing with NaN appearing after the data from MtGox was interrupted, after adding the if statements it appears I'm only missing two candles (20 & 21) when running with debug set to true. Better than waiting until the candles are out of the array as previously stated. ![](https://ip.bitcointalk.org/?u=http%3A%2F%2Fpuu.sh%2F4oGQ2.png&t=665&c=jrJ6Cewu2imWRA) It's now back to calculating the EMA from the available data coming in.
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kenshin23
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September 11, 2013, 04:19:52 PM |
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Added the if statements to the code, and now it seems to be working again. Thanks!
I'll have to wait until the next sell signal to start trading again, though.
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ewibit
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September 12, 2013, 11:07:30 AM |
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I always get methods/realtime-candle-fetcher.js:98 throw 'Failed to load historical trades from ' + this.watcher.name; ^ Failed to load historical trades from bitcoincharts
from BTC-e and Bitstamp
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play
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September 17, 2013, 04:09:44 PM |
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I always get methods/realtime-candle-fetcher.js:98 throw 'Failed to load historical trades from ' + this.watcher.name; ^ Failed to load historical trades from bitcoincharts
from BTC-e and Bitstamp Any updates on this?
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karmazynt
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September 25, 2013, 09:14:05 AM |
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in javascript you don't have to write: if (typeof _.first(bucket) == 'undefined')
you just could write: if (_.first(bucket))
but this will catch also null values and other falsy values, it can be good thing, it depends. If want only check for undefinied you can write: if (_.first(bucket) === undefined)
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MCT
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September 26, 2013, 05:01:51 PM |
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Hi gekko fans! This program could be awesome. But recently i only get Failed to load historical trades from bitcoincharts . I already tried to change the api link to the new one http://api.bitcoincharts.com/v1/ but it keeps failing. I spend some hours on debugging via node-inspector and i think it has something to do with the realtime candle fetcher and the following lines: // fill buckets based on the trade data. CandleCalculator.prototype.fillBuckets = function(trades) { var latestTradeDate; var startBucket = this.currentBucket;
var emptyBucket = true; var nextBucketTime = util.intervalsAgo(this.currentBucket); _.every(trades, function(trade) { var time = moment.unix(trade.date); // as long as this trade is to recent // it should go to the next bucket while(time > nextBucketTime) { if(emptyBucket === true) return false; Actually im neither good in developing nor familiar with javascript. But i would really appreciate a fix on that. Please excuse my rather bad english.
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MCT
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September 27, 2013, 05:56:45 PM Last edit: September 27, 2013, 08:46:57 PM by MCT |
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Well, I think I got it. First of all you have to change the source where email.js is retrieved: /gekko-master/package.json After this it will successfully install via npm. Step 1 Change Bitcoincharts Api Link: /gekko-master/node-modules/bitcoincharts/bitcoincharts.js /** * The client for bitcoincharts.com API. * * @constructor */ var BitcoinCharts = function() { this.url = "http://api.bitcoincharts.com/v1/"; }; Step 2 Change reversal of trades.csv: /gekko-master/exchanges/bitcoincharts.js Watcher.prototype.getTrades = function(since, callback, descending) { var params = { symbol: this.symbol }; if(since) // we don't want to hammer bitcoincharts, // this will fetch trades between start and now params.start = since.format('X');
var args = _.toArray(arguments); this.bitcoinCharts.trades(params, _.bind(function(err, data) { if(err) return this.retry(this.getTrades, args);
if(!data || !data.length) return this.retry(this.getTrades, args);
// normalize the data var trades = []; _.each(data, function(array) { trades.push({ date: array[0], price: array[1], amount: array[2] }); });
if(descending) callback(trades.reverse()); else callback(trades);
}, this)); } Step 3 Change how the latest trades are fetched: /gekko-master/methods/realtime-candle-fetcher.js // this method fetches most recent trades and calculates a new candle based on the trades CandleCalculator.prototype.getNewCandle = function() {
if(this.fetchingHistorical) // we just fetched all historical buckets this.fetchingHistorical = false; else this.removeOldestBucket();
this.removeOldestCandle(); log.debug('fetching new trades for new bucket at', this.watcher.name); this.watcher.getTrades(util.intervalsAgo(1), this.fillNewBucket, true); } Its a quite simple workaround and of course not that beautiful but fetching trades from Bitcoincharts should be fixed then. But it would be nice if the author or any other trusted programmer could test and validate those changes. Have a nice weekend gekkos.
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whydifficult (OP)
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September 28, 2013, 07:09:18 PM |
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I am back guys.
I fixed the email & underscore errors: pull the latest version and `npm install` to get it working.
(Thanks avert for the email fix suggestion: implemented it the same way. For underscore: they removed a function I was relying on so I am now shifting towards lodash)
I'll check the code fixes posted asap and merge it in. Remember guys: Pull requests are always welcome!
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Gekko a nodejs bitcoin trading bot! Realtime Bitcoin Globe - visualizing all transactions and blocks Tip jar (BTC): 1KyQdQ9ctjCrGjGRCWSBhPKcj5omy4gv5S
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TradesLikeAPotato
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September 29, 2013, 05:48:29 PM |
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I am back guys.
I fixed the email & underscore errors: pull the latest version and `npm install` to get it working.
(Thanks avert for the email fix suggestion: implemented it the same way. For underscore: they removed a function I was relying on so I am now shifting towards lodash)
I'll check the code fixes posted asap and merge it in. Remember guys: Pull requests are always welcome!
'npm install' errors out on me. EDIT: Fixed by installing git.
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