if Strategy:
print("Strategy %s descripted on settings but not found on strat folder."\
% Strategy)
Strategy = choice(list(settings['strategies'].keys()))
print("> %s" % Strategy)
elif options.strategy:
Strategy = options.strategy
else:
exit("No strategy specified! Use --strat or go --help")
EvaluationMode = Strategy
TargetParameters = getSettings()['strategies'][Strategy]
for s in range(options.repeater):
gekko_generations(TargetParameters,
GenerationMethod,
EvaluationMode,
web=APP)
elif options.bayesian_optimization:
import evolution_bayes
for s in range(options.repeater):
evolution_bayes.gekko_bayesian(options.strategy)
deltatime = datetime.datetime.now() - markzero_time
print("Running took %i seconds." % deltatime.seconds)
if options.spawn_web:
print('Statistics info server still runs...')
def launchJaponicus():
if not options.genetic_algorithm and not options.bayesian_optimization:
exit("Aborted: No operation specified.")
if not os.path.isfile(settings['Global']['gekkoPath'] + '/gekko.js'):
exit("Aborted: gekko.js not found on path specified @Settings.py;")
gekko_server = launchGekkoChildProcess() if options.spawn_gekko else None
web_server = launchWebEvolutionaryInfo() if options.spawn_web else None
sleep(1)
markzero_time = datetime.datetime.now()
showTitleDisclaimer()
# --SELECT STRATEGY;
if options.random_strategy:
Strategy = ""
GekkoStrategyFolder = listdir(settings['Global']['gekkoPath'] +
'/strategies')
while Strategy + '.js' not in GekkoStrategyFolder:
if Strategy:
print(
"Strategy %s descripted on settings but not found on strat folder."
% Strategy)
Strategy = choice(list(settings['strategies'].keys()))
print("> %s" % Strategy)
elif options.strategy:
Strategy = options.strategy
elif not options.skeleton:
exit("No strategy specified! Use --strat or go --help")
# --LAUNCH GENETIC ALGORITHM;
if options.genetic_algorithm:
GenerationMethod = 'chromosome' if options.chromosome_mode else 'oldschool'
if options.skeleton:
EvaluationMode = 'indicator'
AllIndicators = getSettings()['indicators']
TargetParameters = getSettings()['skeletons'][options.skeleton]
for K in AllIndicators.keys():
if type(AllIndicators[K]) != dict:
TargetParameters[K] = AllIndicators[K]
elif AllIndicators[K]['active']:
TargetParameters[K] = AllIndicators[K]
TargetParameters[K]['active'] = (0, 1)
if not TargetParameters:
exit("Bad configIndicators!")
else:
EvaluationMode = Strategy
try:
TargetParameters = getSettings()['strategies'][Strategy]
# -- Yeah, nested exceptions;
except KeyError:
try:
TOMLData = TOMLutils.preprocessTOMLFile(
"strategy_parameters/%s.toml" % Strategy)
except FileNotFoundError:
TOMLData = TOMLutils.preprocessTOMLFile(
"%s/config/strategies/%s.toml" % (GekkoDir, Strategy))
TargetParameters = TOMLutils.TOMLToParameters(TOMLData)
for s in range(options.repeater):
gekko_generations(TargetParameters,
GenerationMethod,
EvaluationMode,
web=web_server)
# --LAUNCH BAYESIAN OPTIMIZATION;
elif options.bayesian_optimization:
import evolution_bayes
for s in range(options.repeater):
evolution_bayes.gekko_bayesian(Strategy)
deltatime = datetime.datetime.now() - markzero_time
print("Run took %i seconds." % deltatime.seconds)
if options.spawn_web:
print('Statistics info server still runs...')
def launchJaponicus(settings, options):
# ABORT WHEN ILLEGAL OPTIONS ARE SET;
if not options.genetic_algorithm and not options.bayesian_optimization:
exit("Aborted: No operation specified.")
if not os.path.isfile(settings['global']['gekkoPath'] + '/gekko.js'):
exit("Aborted: gekko.js not found on path specified @Settings.py;")
# ADDITIONAL MODES;
gekko_server = launchGekkoChildProcess(settings)\
if options.spawn_gekko else None
web_server = launchWebEvolutionaryInfo()\
if options.spawn_web else None
sleep(1)
markzero_time = datetime.datetime.now()
showTitleDisclaimer(settings['backtest'])
print()
# LOCATE & VALIDATE RUNNING GEKKO INSTANCES FROM CONFIG URLs;
possibleInstances = settings['global']['GekkoURLs']
validatedInstances = []
for instance in possibleInstances:
Response = evaluation.gekko.API.checkInstance(instance)
if Response:
validatedInstances.append(instance)
print("found gekko @ %s" % instance)
else:
print("unable to locate %s" % instance)
if validatedInstances:
settings['global']['GekkoURLs'] = validatedInstances
else:
exit("Aborted: No running gekko instances found.")
# --SELECT STRATEGY;
if options.random_strategy:
Strategy = ""
GekkoStrategyFolder = os.listdir(settings['global']['gekkoPath'] + '/strategies')
while Strategy + '.js' not in GekkoStrategyFolder:
if Strategy:
print(
"Strategy %s descripted on settings but not found on strat folder." %
Strategy
)
Strategy = choice(list(settings['strategies'].keys()))
print("> %s" % Strategy)
elif options.strategy:
Strategy = options.strategy
elif not options.skeleton:
exit("No strategy specified! Use --strat or go --help")
# --LAUNCH GENETIC ALGORITHM;
if options.genetic_algorithm:
GenerationMethod = 'chromosome' if options.chromosome_mode else 'oldschool'
if options.skeleton:
EvaluationMode = 'indicator'
AllIndicators = getSettings()['indicators']
TargetParameters = getSettings()['skeletons'][options.skeleton]
for K in AllIndicators.keys():
if type(AllIndicators[K]) != dict:
TargetParameters[K] = AllIndicators[K]
elif AllIndicators[K]['active']:
TargetParameters[K] = AllIndicators[K]
TargetParameters[K]['active'] = (0, 1)
if not TargetParameters:
exit("Bad configIndicators!")
else:
EvaluationMode = Strategy
# READ STRATEGY PARAMETER RANGES FROM TOML;
try:
TOMLData = TOMLutils.preprocessTOMLFile(
"strategy_parameters/%s.toml" % Strategy
)
except FileNotFoundError:
print("Failure to find strategy parameter rules for " +
"%s at ./strategy_parameters" % Strategy)
gekkoParameterPath = "%s/config/strategies/%s.toml" %\
(settings['global']['GekkoDir'], Strategy)
print("Trying to locate gekko parameters at %s" %
gekkoParameterPath)
TOMLData = TOMLutils.preprocessTOMLFile(gekkoParameterPath)
TargetParameters = TOMLutils.TOMLToParameters(TOMLData)
# RUN ONE EQUAL INSTANCE PER REPEATER NUMBER SETTINGS, SEQUENTIALLY;
for s in range(options.repeater):
gekko_generations(
TargetParameters, GenerationMethod,
EvaluationMode, settings, options, web=web_server
)
# --LAUNCH BAYESIAN OPTIMIZATION;
elif options.bayesian_optimization:
import evolution_bayes
for s in range(options.repeater):
evolution_bayes.gekko_bayesian(Strategy)
deltatime = datetime.datetime.now() - markzero_time
print("Run took %i seconds." % deltatime.seconds)
if options.spawn_web:
print('Statistics info server still runs...')
#web_server = Popen(web_args, stdin=PIPE, stdout=PIPE)
print("WEBSERVER MODE")
APP = web.run_server()
P = Thread(target=APP.server.run, kwargs={'debug':False, 'host':'0.0.0.0'})
P.start()
sleep(2)
markzero_time = datetime.datetime.now()
print("The profits reported here are in relation to market price change;\n"+\
"\ti.e shown profit = { backtest profit } - { market profit in evaluated candlestick period };")
if options.genetic_algorithm:
GenerationMethod = 'chromosome' if options.chromosome_mode else 'oldschool'
for s in range(options.repeater):
gekko_generations(options.strategy, GenerationMethod)
elif options.bayesian_optimization:
import evolution_bayes
if options.strat:
settings['bayesian']['Strategy'] = strat
for s in range(options.repeater):
evolution_bayes.gekko_bayesian(strat)
deltatime = datetime.datetime.now() - markzero_time
print("Running took %i seconds." % deltatime.seconds)
if options.spawn_web:
print('Statistics info server still runs...')
def launchJaponicus(parser):
settings = getSettings()
# PARSE GENCONF & DATASET COMMANDLINE ARGUMENTS;
settingSubsets = ['generations', 'dataset', 'backtest', 'evalbreak']
for settingSubset in settingSubsets:
parser = promoterz.metaPromoterz.generateCommandLineArguments(
parser, settings[settingSubset])
options, args = parser.parse_args()
for settingSubset in settingSubsets:
settings[
settingSubset] = promoterz.metaPromoterz.applyCommandLineOptionsToSettings(
options, settings[settingSubset])
# ABORT WHEN ILLEGAL OPTIONS ARE SET;
if not options.genetic_algorithm and not options.bayesian_optimization:
exit("Aborted: No operation specified.")
if not os.path.isfile(settings['Global']['gekkoPath'] + '/gekko.js'):
exit("Aborted: gekko.js not found on path specified @Settings.py;")
# ADDITIONAL MODES;
gekko_server = launchGekkoChildProcess() if options.spawn_gekko else None
web_server = launchWebEvolutionaryInfo() if options.spawn_web else None
sleep(1)
markzero_time = datetime.datetime.now()
showTitleDisclaimer(settings['backtest'])
# --SELECT STRATEGY;
if options.random_strategy:
Strategy = ""
GekkoStrategyFolder = listdir(settings['Global']['gekkoPath'] +
'/strategies')
while Strategy + '.js' not in GekkoStrategyFolder:
if Strategy:
print(
"Strategy %s descripted on settings but not found on strat folder."
% Strategy)
Strategy = choice(list(settings['strategies'].keys()))
print("> %s" % Strategy)
elif options.strategy:
Strategy = options.strategy
elif not options.skeleton:
exit("No strategy specified! Use --strat or go --help")
# --LAUNCH GENETIC ALGORITHM;
if options.genetic_algorithm:
GenerationMethod = 'chromosome' if options.chromosome_mode else 'oldschool'
if options.skeleton:
EvaluationMode = 'indicator'
AllIndicators = getSettings()['indicators']
TargetParameters = getSettings()['skeletons'][options.skeleton]
for K in AllIndicators.keys():
if type(AllIndicators[K]) != dict:
TargetParameters[K] = AllIndicators[K]
elif AllIndicators[K]['active']:
TargetParameters[K] = AllIndicators[K]
TargetParameters[K]['active'] = (0, 1)
if not TargetParameters:
exit("Bad configIndicators!")
else:
EvaluationMode = Strategy
# READ STRATEGY PARAMETER RANGES FROM TOML;
try:
TOMLData = TOMLutils.preprocessTOMLFile(
"strategy_parameters/%s.toml" % Strategy)
except FileNotFoundError:
print("Failure to find strategy parameter rules for" %
(Strategy) + "%s at ./strategy_parameters" % Strategy)
gekkoParameterPath = "%s/config/strategies/%s.toml" %\
(settings['global']['GekkoDir'], Strategy)
print("Trying to locate gekko parameters at %s" %
gekkoParameterPath)
TOMLData = TOMLutils.preprocessTOMLFile(gekkoParameterPath)
TargetParameters = TOMLutils.TOMLToParameters(TOMLData)
# RUN ONE EQUAL INSTANCE PER REPEATER NUMBER SETTINGS, SEQUENTIALLY;
for s in range(options.repeater):
gekko_generations(TargetParameters,
GenerationMethod,
EvaluationMode,
settings,
options,
web=web_server)
# --LAUNCH BAYESIAN OPTIMIZATION;
elif options.bayesian_optimization:
import evolution_bayes
for s in range(options.repeater):
evolution_bayes.gekko_bayesian(Strategy)
deltatime = datetime.datetime.now() - markzero_time
print("Run took %i seconds." % deltatime.seconds)
if options.spawn_web:
print('Statistics info server still runs...')
GekkoStrategyFolder = listdir(settings['Global']['gekkoPath']+'/strategies')
while Strategy+'.js' not in GekkoStrategyFolder:
if Strategy:
print("Strategy %s descripted on settings but not found on strat folder."\
% Strategy)
Strategy = choice(list(settings['strategies'].keys()))
print("> %s" % Strategy)
elif options.strategy:
Strategy = options.strategy
else:
exit("No strategy specified! Use --strat or go --help")
EvaluationMode = Strategy
TargetParameters = getSettings()['strategies'][Strategy]
for s in range(options.repeater):
gekko_generations(TargetParameters, GenerationMethod, EvaluationMode, web=APP)
elif options.bayesian_optimization:
import evolution_bayes
for s in range(options.repeater):
evolution_bayes.gekko_bayesian(options.strategy)
deltatime = datetime.datetime.now() - markzero_time
print("Run took %i seconds." % deltatime.seconds)
if options.spawn_web:
print('Statistics info server still runs...')
parser.add_option('-k', '--gekko', dest='SpawnGekko',
action='store_true', default=False)
parser.add_option('--repeat <X>', dest='Repeater',
type=int, default=1)
parser.add_option('--strat <strat>', dest='Strategy',
default=settings['generations']['Strategy'])
options, args = parser.parse_args()
G=None
if options.SpawnGekko:
if options.GeneticAlgorithm or options.BayesianOptimization:
GekkoArgs = ['node',
'--max-old-space-size=8192',
settings['global']['gekkoPath']+'/web/server.js']
G = Popen(GekkoArgs, stdin=PIPE, stdout=PIPE)
sleep(2)
if options.GeneticAlgorithm:
for S in range(options.Repeater):
Strat = choice(settings['global']['Strategies'])\
if options.Strategy == 'all'\
else options.Strategy
gekko_generations(Strat)
elif options.BayesianOptimization:
import evolution_bayes
evolution_bayes.gekko_bayesian()
if G:
G.kill()