def gekko_generations(TargetParameters, GenerationMethod,
EvaluationMode, NB_LOCALE=2, web=None):
Logger = promoterz.logger.Logger()
GenerationMethod = promoterz.functions.selectRepresentationMethod(GenerationMethod)
genconf=getSettings('generations')
globalconf = getSettings('Global')
datasetconf = getSettings('dataset')
indicatorconf = getSettings()['indicators']
if EvaluationMode == 'indicator':
#global StrategyFileManager
StrategyFileManager = stratego.gekko_strategy.StrategyFileManager(
globalconf.gekkoPath, indicatorconf)
Evaluate = partial(aEvaluate, StrategyFileManager)
Strategy = None
# --for standard methods;
else:
Evaluate = bEvaluate
Strategy = EvaluationMode
Logger.log("Evolving %s strategy;\n" % Strategy)
print("evaluated parameters ranges:")
TargetParameters = promoterz.parameterOperations.flattenParameters(TargetParameters)
TargetParameters = promoterz.parameterOperations.parameterValuesToRangeOfValues(
TargetParameters,
genconf.parameter_spread)
GlobalTools = GenerationMethod.getToolbox(Strategy, genconf, TargetParameters)
RemoteHosts = promoterz.evaluation.gekko.loadHostsFile(globalconf.RemoteAWS)
globalconf.GekkoURLs += RemoteHosts
if RemoteHosts:
print("Connected Remote Hosts:\n%s" % ('\n').join(RemoteHosts))
if EvaluationMode == 'indicator':
exit('Indicator mode is yet not compatible with multiple hosts.')
for k in TargetParameters.keys():
Logger.log( "%s%s%s" % (k, " " * (30-len(k)), TargetParameters[k]) )
# --GRAB PRIMARY (EVOLUTION) DATASET
D = promoterz.evaluation.gekko.selectCandlestickData(
exchange_source=datasetconf.dataset_source)
evolutionDataset = CandlestickDataset(*D)
evolutionDataset.restrain(datasetconf.dataset_span)
# --GRAB SECONDARY (EVALUATION) DATASET
try:
D = promoterz.evaluation.gekko.selectCandlestickData(
exchange_source = datasetconf.eval_dataset_source,
avoidCurrency = evolutionDataset.specifications['asset'] )
evaluationDataset = CandlestickDataset(*D)
evaluationDataset.restrain(datasetconf.eval_dataset_span)
except RuntimeError:
evaluationDataset = None
print("Evaluation dataset not found.")
# --SHOW DATASET INFO;
interface.showDatasetInfo("evolution",
evolutionDataset)
if evaluationDataset:
interface.showDatasetInfo("evaluation",
evaluationDataset)
# --INITIALIZE WORLD WITH CANDLESTICK DATASET INFO;
GlobalTools.register('Evaluate', Evaluate,
GlobalTools.constructPhenotype, genconf )
loops = [ promoterz.sequence.standard_loop.standard_loop ]
World = promoterz.world.World(GlobalTools, loops,
genconf, globalconf, TargetParameters, NB_LOCALE,
EnvironmentParameters=[ evolutionDataset,
evaluationDataset ], web=web)
World.logger = Logger
# --RUN EPOCHES;
while World.EPOCH < World.genconf.NBEPOCH:
World.runEPOCH()
if genconf.evaluateSettingsPeriodically:
if not World.EPOCH % genconf.evaluateSettingsPeriodically:
resultInterface.showResults(World)
# RUN ENDS. SELECT INDIVIDUE, LOG AND PRINT STUFF;
# FinalBestScores.append(Stats['max'])
print(World.EnvironmentParameters)
# After running EPOCHs, select best candidates;
resultInterface.showResults(World)
print("")
print("\t\t.RUN ENDS.")
def gekko_generations(TargetParameters,
GenerationMethod,
EvaluationMode,
NB_LOCALE=2,
web=None):
# --LOAD SETTINGS;
genconf = getSettings('generations')
globalconf = getSettings('Global')
datasetconf = getSettings('dataset')
indicatorconf = getSettings()['indicators']
# --APPLY COMMAND LINE GENCONF SETTINGS;
for parameter in genconf.__dict__.keys():
if parameter in options.__dict__.keys():
if options.__dict__[parameter] != None:
genconf.__dict__[parameter] = options.__dict__[parameter]
GenerationMethod = promoterz.functions.selectRepresentationMethod(
GenerationMethod)
if EvaluationMode == 'indicator':
#global StrategyFileManager
StrategyFileManager = stratego.gekko_strategy.StrategyFileManager(
globalconf.gekkoPath, indicatorconf)
Evaluate = partial(aEvaluate, StrategyFileManager)
Strategy = options.skeleton
# --for standard methods;
else:
Evaluate = bEvaluate
Strategy = EvaluationMode
TargetParameters = promoterz.parameterOperations.flattenParameters(
TargetParameters)
TargetParameters = promoterz.parameterOperations.parameterValuesToRangeOfValues(
TargetParameters, genconf.parameter_spread)
GlobalTools = GenerationMethod.getToolbox(Strategy, genconf,
TargetParameters)
RemoteHosts = evaluation.gekko.API.loadHostsFile(globalconf.RemoteAWS)
globalconf.GekkoURLs += RemoteHosts
if RemoteHosts:
print("Connected Remote Hosts:\n%s" % ('\n').join(RemoteHosts))
if EvaluationMode == 'indicator':
exit('Indicator mode is yet not compatible with multiple hosts.')
# --GRAB PRIMARY (EVOLUTION) DATASET
D = evaluation.gekko.dataset.selectCandlestickData(
exchange_source=datasetconf.dataset_source)
evolutionDataset = CandlestickDataset(*D)
evolutionDataset.restrain(datasetconf.dataset_span)
# --GRAB SECONDARY (EVALUATION) DATASET
try:
D = evaluation.gekko.dataset.selectCandlestickData(
exchange_source=datasetconf.eval_dataset_source,
avoidCurrency=evolutionDataset.specifications['asset'])
evaluationDataset = CandlestickDataset(*D)
evaluationDataset.restrain(datasetconf.eval_dataset_span)
except RuntimeError:
evaluationDataset = None
print("Evaluation dataset not found.")
# --INITIALIZE LOGGER;
ds_specs = evolutionDataset.specifications
logfilename = "%s-%s-%s-%s-%s" % (Strategy, ds_specs['exchange'],
ds_specs['currency'], ds_specs['asset'],
str(datetime.datetime.now())[-6:])
Logger = promoterz.logger.Logger(logfilename)
# --PRINT RUNTIME ARGS TO LOG HEADER;
ARGS = '$python ' + ' '.join(sys.argv)
Logger.log(ARGS, target='Header')
# --SHOW PARAMETER INFO;
if Strategy:
Logger.log("Evolving %s strategy;\n" % Strategy)
Logger.log("evaluated parameters ranges:", target="Header")
for k in TargetParameters.keys():
Logger.log("%s%s%s\n" % (k, " " * (30 - len(k)), TargetParameters[k]),
target="Header")
# --LOG CONFIG INFO;
configInfo = json.dumps(genconf.__dict__, indent=4)
Logger.log(configInfo, target="Header", show=False)
# --SHOW DATASET INFO;
Logger.log(interface.parseDatasetInfo("evolution", evolutionDataset),
target="Header")
if evaluationDataset:
Logger.log(interface.parseDatasetInfo("evaluation", evaluationDataset),
target="Header")
# --INITIALIZE WORLD WITH CANDLESTICK DATASET INFO; HERE THE GA KICKS IN;
GlobalTools.register('Evaluate', Evaluate, GlobalTools.constructPhenotype,
genconf)
# --THIS LOADS A DATERANGE FOR A LOCALE;
def onInitLocale(World, locale):
locale.DateRange = getLocaleDateRange(World, locale)
loops = [promoterz.sequence.standard_loop.standard_loop]
World = promoterz.world.World(
GlobalTools,
loops,
genconf,
globalconf,
TargetParameters,
NB_LOCALE,
EnvironmentParameters=[evolutionDataset, evaluationDataset],
onInitLocale=onInitLocale,
web=web)
World.logger = Logger
World.EvaluationStatistics = []
World.logger.updateFile()
# --RUN EPOCHES;
while World.EPOCH < World.genconf.NBEPOCH:
World.runEPOCH()
if genconf.evaluateSettingsPeriodically:
if not World.EPOCH % genconf.evaluateSettingsPeriodically:
resultInterface.showResults(World)
# RUN ENDS. SELECT INDIVIDUE, LOG AND PRINT STUFF;
# FinalBestScores.append(Stats['max'])
print(World.EnvironmentParameters)
# After running EPOCHs, select best candidates;
resultInterface.showResults(World)
print("")
print("\t\t.RUN ENDS.")
def gekko_generations(TargetParameters,
GenerationMethod,
EvaluationMode,
NB_LOCALE=2,
web=None):
GenerationMethod = promoterz.functions.selectRepresentationMethod(
GenerationMethod)
genconf = getSettings('generations')
globalconf = getSettings('Global')
if EvaluationMode == 'indicator':
#global StrategyFileManager
StrategyFileManager = stratego.gekko_strategy.StrategyFileManager(
globalconf.gekkoPath)
Evaluate = partial(aEvaluate, StrategyFileManager)
Strategy = None
else:
Evaluate = bEvaluate
Strategy = EvaluationMode
print("Evolving %s strategy;\n" % Strategy)
print("evaluated parameters ranges:")
TargetParameters = promoterz.utils.flattenParameters(TargetParameters)
GlobalTools = GenerationMethod.getToolbox(Strategy, genconf,
TargetParameters)
RemoteHosts = promoterz.evaluation.gekko.loadHostsFile(
globalconf.RemoteAWS)
globalconf.GekkoURLs += RemoteHosts
if RemoteHosts:
print("Connected Remote Hosts:\n%s" % ('\n').join(RemoteHosts))
if EvaluationMode == 'indicator':
exit('Indicator mode is yet not compatible with multiple hosts.')
for k in TargetParameters.keys():
print("%s%s%s" % (k, " " * (30 - len(k)), TargetParameters[k]))
datasetSpecifications, availableDataRange = promoterz.evaluation.gekko.getAvailableDataset(
exchange_source=genconf.dataset_source)
GlobalTools.register('Evaluate', Evaluate, GlobalTools.constructPhenotype,
genconf, datasetSpecifications)
showdatadaterange = [ promoterz.evaluation.gekko.epochToString(availableDataRange[x])\
for x in ['from', 'to'] ]
print()
print("using candlestick dataset %s to %s" %
(showdatadaterange[0], showdatadaterange[1]))
print()
loops = [promoterz.sequence.standard_loop.standard_loop]
World = promoterz.world.World(GlobalTools,
loops,
genconf,
globalconf,
TargetParameters,
NB_LOCALE,
EnvironmentParameters=availableDataRange,
web=web)
while World.EPOCH < World.genconf.NBEPOCH:
World.runEPOCH()
if genconf.evaluateSettingsPeriodically:
if not World.EPOCH % genconf.evaluateSettingsPeriodically:
resultInterface.showResults(World)
# RUN ENDS. SELECT INDIVIDUE, LOG ANDo PRINT STUFF;
# FinalBestScores.append(Stats['max'])
print(World.EnvironmentParameters)
# After running EPOCHs, select best candidates;
resultInterface.showResults(World)
print("")
print("\t\t.RUN ENDS.")
def gekko_generations(TargetParameters, GenerationMethod,
EvaluationMode, NB_LOCALE=2, web=None):
GenerationMethod = promoterz.functions.selectRepresentationMethod(GenerationMethod)
genconf=getSettings('generations')
globalconf = getSettings('Global')
if EvaluationMode == 'indicator':
#global StrategyFileManager
StrategyFileManager = stratego.gekko_strategy.StrategyFileManager(globalconf.gekkoPath)
Evaluate = partial(aEvaluate, StrategyFileManager)
Strategy = None
else:
Evaluate = bEvaluate
Strategy = EvaluationMode
print("Evolving %s strategy;\n" % Strategy)
print("evaluated parameters ranges:")
TargetParameters = promoterz.utils.flattenParameters(TargetParameters)
GlobalTools = GenerationMethod.getToolbox(Strategy, genconf, TargetParameters)
RemoteHosts = promoterz.evaluation.gekko.loadHostsFile(globalconf.RemoteAWS)
globalconf.GekkoURLs += RemoteHosts
if RemoteHosts:
print("Connected Remote Hosts:\n%s" % ('\n').join(RemoteHosts))
if EvaluationMode == 'indicator':
exit('Indicator mode is yet not compatible with multiple hosts.')
for k in TargetParameters.keys():
print( "%s%s%s" % (k, " " * (30-len(k)), TargetParameters[k]) )
datasetSpecifications, availableDataRange = promoterz.evaluation.gekko.getAvailableDataset(
exchange_source=genconf.dataset_source)
GlobalTools.register('Evaluate', Evaluate,
GlobalTools.constructPhenotype, genconf, datasetSpecifications)
showdatadaterange = [ promoterz.evaluation.gekko.epochToString(availableDataRange[x])\
for x in ['from', 'to'] ]
print()
print("using candlestick dataset %s to %s" % (showdatadaterange[0],
showdatadaterange[1]))
print()
loops = [ promoterz.sequence.standard_loop.standard_loop ]
World = promoterz.world.World(GlobalTools, loops,
genconf, globalconf, TargetParameters, NB_LOCALE,
EnvironmentParameters=availableDataRange, web=web)
while World.EPOCH < World.genconf.NBEPOCH:
World.runEPOCH()
if genconf.evaluateSettingsPeriodically:
if not World.EPOCH % genconf.evaluateSettingsPeriodically:
resultInterface.showResults(World)
# RUN ENDS. SELECT INDIVIDUE, LOG ANDo PRINT STUFF;
# FinalBestScores.append(Stats['max'])
print(World.EnvironmentParameters)
# After running EPOCHs, select best candidates;
resultInterface.showResults(World)
print("")
print("\t\t.RUN ENDS.")
def gekko_generations(TargetParameters,
GenerationMethod,
EvaluationMode,
settings,
options,
web=None):
# --LOAD SETTINGS;
genconf = makeSettings(settings['generations'])
globalconf = makeSettings(settings['Global'])
datasetconf = makeSettings(settings['dataset'])
indicatorconf = makeSettings(settings['indicators'])
backtestconf = makeSettings(settings['backtest'])
evalbreakconf = makeSettings(settings['evalbreak'])
# --APPLY COMMAND LINE GENCONF SETTINGS;
for parameter in genconf.__dict__.keys():
if parameter in options.__dict__.keys():
if options.__dict__[parameter] != None:
genconf.__dict__[parameter] = options.__dict__[parameter]
GenerationMethod = promoterz.functions.selectRepresentationMethod(
GenerationMethod)
if EvaluationMode == 'indicator':
# global StrategyFileManager
StrategyFileManager = stratego.gekko_strategy.StrategyFileManager(
globalconf.gekkoPath, indicatorconf)
Evaluate = partial(indicatorEvaluate, StrategyFileManager)
Strategy = options.skeleton
# --for standard methods;
else:
Strategy = EvaluationMode
if options.benchmarkMode:
Evaluate = benchmarkEvaluate
evolutionDatasets, evaluationDatasets = [], []
genconf.minimumProfitFilter = None
else:
Evaluate = standardEvaluate
evolutionDatasets, evaluationDatasets = grabDatasets(datasetconf)
# -- PARSE TARGET PARAMETERS
TargetParameters = promoterz.parameterOperations.flattenParameters(
TargetParameters)
TargetParameters = promoterz.parameterOperations.parameterValuesToRangeOfValues(
TargetParameters, genconf.parameter_spread)
GlobalTools = GenerationMethod.getToolbox(Strategy, genconf,
TargetParameters)
RemoteHosts = evaluation.gekko.API.loadHostsFile(globalconf.RemoteAWS)
globalconf.GekkoURLs += RemoteHosts
if RemoteHosts:
print("Connected Remote Hosts:\n%s" % ('\n').join(RemoteHosts))
if EvaluationMode == 'indicator':
exit('Indicator mode is yet not compatible with multiple hosts.')
# --INITIALIZE LOGGER;
todayDate = time.strftime("%Y_%m_%d-%H.%M.%S", time.gmtime())
if evolutionDatasets:
ds_specs = evolutionDatasets[0].specifications
logfilename = "%s-%s-%s-%s-%s" % (Strategy, ds_specs['exchange'],
ds_specs['currency'],
ds_specs['asset'], todayDate)
else:
logfilename = "benchmark%s" % todayDate
Logger = promoterz.logger.Logger(logfilename)
# --PRINT RUNTIME ARGS TO LOG HEADER;
ARGS = ' '.join(sys.argv)
Logger.log(ARGS, target='Header')
# --SHOW PARAMETER INFO;
if Strategy:
Logger.log("Evolving %s strategy;\n" % Strategy)
Logger.log("evaluated parameters ranges:", target="Header")
for k in TargetParameters.keys():
Logger.log("%s%s%s\n" % (k, " " * (30 - len(k)), TargetParameters[k]),
target="Header")
# --LOG CONFIG INFO;
configInfo = json.dumps(genconf.__dict__, indent=4)
Logger.log(configInfo, target="Header", show=False)
# --SHOW DATASET INFO;
for evolutionDataset in evolutionDatasets:
Logger.log(interface.parseDatasetInfo("evolution", evolutionDataset),
target="Header")
if evaluationDatasets:
for evaluationDataset in evaluationDatasets:
Logger.log(interface.parseDatasetInfo("evaluation",
evaluationDataset),
target="Header")
# --INITIALIZE WORLD WITH CANDLESTICK DATASET INFO; HERE THE GA KICKS IN;
GlobalTools.register('Evaluate', Evaluate, GlobalTools.constructPhenotype,
backtestconf)
# --THIS LOADS A DATERANGE FOR A LOCALE;
if options.benchmarkMode:
def onInitLocale(World, locale):
locale.Dataset = [CandlestickDataset({}, {'from': 0, 'to': 0})]
else:
def onInitLocale(World, locale):
locale.Dataset = getLocaleDataset(World, locale)
loops = [promoterz.sequence.standard_loop.standard_loop]
World = promoterz.world.World(
GlobalTools,
loops,
genconf,
TargetParameters,
EnvironmentParameters={
'evolution': evolutionDatasets,
'evaluation': evaluationDatasets
},
onInitLocale=onInitLocale,
web=web,
)
World.logger = Logger
World.EvaluationStatistics = []
World.backtestconf = backtestconf
World.evalbreakconf = evalbreakconf
World.globalconf = globalconf
World.logger.updateFile()
# INITALIZE EVALUATION PROCESSING POOL
World.parallel = promoterz.evaluationPool.EvaluationPool(
World.tools.Evaluate,
globalconf.GekkoURLs,
backtestconf.ParallelBacktests,
genconf.showIndividualEvaluationInfo,
)
# --GENERATE INITIAL LOCALES;
for l in range(genconf.NBLOCALE):
World.generateLocale()
# --RUN EPOCHES;
while World.EPOCH < World.genconf.NBEPOCH:
World.runEPOCH()
if evalbreakconf.evaluateSettingsPeriodically and not options.benchmarkMode:
if not World.EPOCH % evalbreakconf.evaluateSettingsPeriodically:
resultInterface.showResults(World)
if not World.EPOCH % 10:
print("Total Evaluations: %i" % World.totalEvaluations)
# RUN ENDS. SELECT INDIVIDUE, LOG AND PRINT STUFF;
# FinalBestScores.append(Stats['max'])
print(World.EnvironmentParameters)
# After running EPOCHs, select best candidates;
if not options.benchmarkMode:
resultInterface.showResults(World)
print("")
print("\t\t.RUN ENDS.")