add configurable paper trader to backtester

alejandrosuarez · Mar 17, 2017 · 746a80f · 746a80f
1 parent da6e1df
commit 746a80f
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Showing 5 changed files with 16 additions and 25 deletions.
diff --git a/config/plugins/profitSimulator.toml b/config/plugins/profitSimulator.toml
@@ -1,5 +1,3 @@
-enabled = true
-
 fee = 0.25
 slippage = 0.05
 

diff --git a/web/routes/baseConfig.js b/web/routes/baseConfig.js
@@ -18,23 +18,6 @@ config.tradingAdvisor = {
   }
 }
 
-// do you want Gekko to calculate the profit of its own advice?
-config.profitSimulator = {
-  enabled: true,
-  // report the profit in the currency or the asset?
-  reportInCurrency: true,
-  // start balance, on what the current balance is compared with
-  simulationBalance: {
-    // these are in the unit types configured in the watcher.
-    asset: 1,
-    currency: 100,
-  },
-  // how much fee in % does each trade cost?
-  fee: 0.25,
-  // how much slippage/spread should Gekko assume per trade?
-  slippage: 0.05
-}
-
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 //                       CONFIGURING ADAPTER
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

diff --git a/web/vue/src/components/backtester/backtestConfigBuilder.vue b/web/vue/src/components/backtester/backtestConfigBuilder.vue
@@ -3,24 +3,30 @@
   dataset-picker.contain.my2(v-on:dataset='updateDataset')
   .hr
   strat-picker.contain.my2(v-on:stratConfig='updateStrat')
+  .hr
+  paper-trader(v-on:settings='updatePaperTrader')
+  .hr
 </template>
 
 <script>
 
 import datasetPicker from '../global/configbuilder/datasetpicker.vue'
 import stratPicker from '../global/configbuilder/stratpicker.vue'
+import paperTrader from '../global/configbuilder/papertrader.vue'
 import _ from 'lodash'
 
 export default {
   data: () => {
     return {
       dataset: {},
       strat: {},
+      paperTrader: {}
     }
   },
   components: {
     stratPicker,
-    datasetPicker
+    datasetPicker,
+    paperTrader
   },
   computed: {
     market: function() {
@@ -46,9 +52,8 @@ export default {
       let config = {};
       Object.assign(
         config,
-        {
-          watch: this.market
-        },
+        { watch: this.market },
+        { profitSimulator: this.paperTrader },
         this.strat,
         {
           backtest: {
@@ -100,7 +105,12 @@ export default {
     updateStrat: function(sc) {
       this.strat = sc;
       this.$emit('config', this.config);
-    }
+    },
+    updatePaperTrader: function(pt) {
+      this.paperTrader = pt;
+      this.paperTrader.enabled = true;
+      this.$emit('config', this.config);
+    },
   }
 }
 </script>

diff --git a/web/vue/src/components/backtester/backtester.vue b/web/vue/src/components/backtester/backtester.vue
@@ -4,7 +4,6 @@
     .hr.contain
     config-builder(v-on:config='check')
     div(v-if='backtestable')
-      .hr.contain
       .txt--center
         a.w100--s.my1.btn--blue(href='#', v-if='backtestState !== "fetching"', v-on:click.prevent='run') Backtest
         div(v-if='backtestState === "fetching"').scan-btn

diff --git a/web/vue/src/components/gekko/gekkoConfigBuilder.vue b/web/vue/src/components/gekko/gekkoConfigBuilder.vue
@@ -94,6 +94,7 @@ export default {
     },
     updatePaperTrader: function(pt) {
       this.paperTrader = pt;
+      this.paperTrader.enabled = true;
       this.emitConfig();
     },