use toml strat config for commandline gekko

config/strategies/custom.toml

@@ -0,0 +1 @@
+my_custom_setting = 10

core/util.js

@@ -103,7 +103,8 @@ var util = {
       importers: ROOT + 'importers/exchanges/',
       tools: ROOT + 'core/tools/',
       workers: ROOT + 'core/workers/',
-      web: ROOT + 'web/'
+      web: ROOT + 'web/',
+      config: ROOT + 'config/'
     }
   },
   inherit: function(dest, source) {

methods/debug-advice.js

@@ -1,7 +1,11 @@
-var _ = require('lodash');
+var settings = {
+  wait: 1,
+  advice: 'long'
+};
 
-var config = require('../core/util.js').getConfig();
-var settings = config['debug-advice'];
+// -------
+
+var _ = require('lodash');
 
 var method = {
   init: _.noop,

package.json

@@ -1,6 +1,6 @@
 {
   "name": "gekko",
-  "version": "0.4.0",
+  "version": "0.4.1",
   "description": "A bitcoin trading bot for auto trading at various exchanges",
   "keywords": [
     "trading",
@@ -45,6 +45,7 @@
     "semver": "2.2.1",
     "sqlite3": "3.1.4",
     "tiny-promisify": "^0.1.1",
+    "toml": "^2.3.0",
     "zaif.jp": "^0.1.4"
   },
   "devDependencies": {

plugins.js

@@ -38,7 +38,8 @@ var plugins = [
     slug: 'tradingAdvisor',
     async: true,
     modes: ['realtime', 'backtest'],
-    emits: ['advice']
+    emits: ['advice'],
+    path: config => 'tradingAdvisor/tradingAdvisor.js',
   },
   {
     name: 'IRC bot',

core/baseTradingMethod.js → plugins/tradingAdvisor/baseTradingMethod.js

@@ -1,8 +1,8 @@
 var _ = require('lodash');
-var util = require('../core/util.js');
+var util = require('../../core/util');
 var config = util.getConfig();
 var dirs = util.dirs();
-var log = require('../core/log.js');
+var log = require(dirs.core + 'log');
 
 var ENV = util.gekkoEnv();
 
@@ -24,7 +24,7 @@ if(config.tradingAdvisor.talib.enabled) {
   var talib = require(dirs.core + 'talib');
 }
 
-var indicatorsPath = '../methods/indicators/';
+var indicatorsPath = dirs.methods + 'indicators/';
 
 var Indicators = {
   MACD: {

plugins/tradingAdvisor.js → plugins/tradingAdvisor/tradingAdvisor.js

@@ -1,6 +1,7 @@
-var util = require('../core/util');
+var util = require('../../core/util');
 var _ = require('lodash');
 var fs = require('fs');
+var toml = require('toml');
 
 var config = util.getConfig();
 var dirs = util.dirs();
@@ -16,6 +17,10 @@ var Actor = function(done) {
 
   this.batcher = new CandleBatcher(config.tradingAdvisor.candleSize);
 
+  this.methodName = config.tradingAdvisor.method;
+
+  this.generalizeMethodSettings();
+
   this.setupTradingMethod();
 
   var mode = util.gekkoMode();
@@ -30,19 +35,42 @@ var Actor = function(done) {
 
 util.makeEventEmitter(Actor);
 
+Actor.prototype.generalizeMethodSettings = function() {
+  // method settings can be either part of the main config OR a seperate
+  // toml configuration file. In case of the toml config file we need to
+  // parse and attach to main config object
+
+  // config already part of 
+  if(config[this.methodName]) {
+    log.warn('\t', 'Config already has', this.methodName, 'parameters. Ignoring toml file');
+    return;
+  }
+
+  var tomlFile = dirs.config + 'strategies/' + this.methodName + '.toml';
+
+  if(!fs.existsSync(tomlFile)) {
+    log.warn('\t', 'toml configuration file not found.');
+    return;
+  }
+
+  var rawSettings = fs.readFileSync(tomlFile);
+  config[this.methodName] = toml.parse(rawSettings);
+
+  util.setConfig(config);
+}
+
 Actor.prototype.setupTradingMethod = function() {
-  var methodName = config.tradingAdvisor.method;
 
-  if(!fs.existsSync(dirs.methods + methodName + '.js'))
-    util.die('Gekko doesn\'t know the method ' + methodName);
+  if(!fs.existsSync(dirs.methods + this.methodName + '.js'))
+    util.die('Gekko doesn\'t know the method ' + this.methodName);
 
-  log.info('\t', 'Using the trading method: ' + methodName);
+  log.info('\t', 'Using the trading method: ' + this.methodName);
 
-  var method = require(dirs.methods + methodName);
+  var method = require(dirs.methods + this.methodName);
 
   // bind all trading method specific functions
   // to the Consultant.
-  var Consultant = require(dirs.core + 'baseTradingMethod');
+  var Consultant = require('./baseTradingMethod');
 
   _.each(method, function(fn, name) {
     Consultant.prototype[name] = fn;

sample-config.js

@@ -38,153 +38,6 @@ config.tradingAdvisor = {
   }
 }
 
-// Exponential Moving Averages settings:
-config.DEMA = {
-  // EMA weight (α)
-  // the higher the weight, the more smooth (and delayed) the line
-  short: 10,
-  long: 21,
-  // amount of candles to remember and base initial EMAs on
-  // the difference between the EMAs (to act as triggers)
-  thresholds: {
-    down: -0.025,
-    up: 0.025
-  }
-};
-
-// MACD settings:
-config.MACD = {
-  // EMA weight (α)
-  // the higher the weight, the more smooth (and delayed) the line
-  short: 10,
-  long: 21,
-  signal: 9,
-  // the difference between the EMAs (to act as triggers)
-  thresholds: {
-    down: -0.025,
-    up: 0.025,
-    // How many candle intervals should a trend persist
-    // before we consider it real?
-    persistence: 1
-  }
-};
-
-// PPO settings:
-config.PPO = {
-  // EMA weight (α)
-  // the higher the weight, the more smooth (and delayed) the line
-  short: 12,
-  long: 26,
-  signal: 9,
-  // the difference between the EMAs (to act as triggers)
-  thresholds: {
-    down: -0.025,
-    up: 0.025,
-    // How many candle intervals should a trend persist
-    // before we consider it real?
-    persistence: 2
-  }
-};
-
-// Uses one of the momentum indicators but adjusts the thresholds when PPO is bullish or bearish
-// Uses settings from the ppo and momentum indicator config block
-config.varPPO = {
-  momentum: 'TSI', // RSI, TSI or UO
-  thresholds: {
-    // new threshold is default threshold + PPOhist * PPOweight
-    weightLow: 120,
-    weightHigh: -120,
-    // How many candle intervals should a trend persist
-    // before we consider it real?
-    persistence: 0
-  }
-};
-
-// RSI settings:
-config.RSI = {
-  interval: 14,
-  thresholds: {
-    low: 30,
-    high: 70,
-    // How many candle intervals should a trend persist
-    // before we consider it real?
-    persistence: 1
-  }
-};
-
-// TSI settings:
-config.TSI = {
-  short: 13,
-  long: 25,
-  thresholds: {
-    low: -25,
-    high: 25,
-    // How many candle intervals should a trend persist
-    // before we consider it real?
-    persistence: 1
-  }
-};
-
-// Ultimate Oscillator Settings
-config.UO = {
-  first: {weight: 4, period: 7},
-  second: {weight: 2, period: 14},
-  third: {weight: 1, period: 28},
-  thresholds: {
-    low: 30,
-    high: 70,
-    // How many candle intervals should a trend persist
-    // before we consider it real?
-    persistence: 1
-  }
-};
-
-// CCI Settings
-config.CCI = {
-    constant: 0.015, // constant multiplier. 0.015 gets to around 70% fit
-    history: 90, // history size, make same or smaller than history
-    thresholds: {
-        up: 100, // fixed values for overbuy upward trajectory
-        down: -100, // fixed value for downward trajectory
-        persistence: 0 // filter spikes by adding extra filters candles
-    }
-};
-
-// StochRSI settings
-config.StochRSI = {
-  interval: 3,
-  thresholds: {
-    low: 20,
-    high: 80,
-    // How many candle intervals should a trend persist
-    // before we consider it real?
-    persistence: 3
-  }
-};
-
-
-// custom settings:
-config.custom = {
-  my_custom_setting: 10,
-}
-
-config['talib-macd'] = {
-  parameters: {
-    optInFastPeriod: 10,
-    optInSlowPeriod: 21,
-    optInSignalPeriod: 9
-  },
-  thresholds: {
-    down: -0.025,
-    up: 0.025,
-  }
-}
-
-config['debug-advice'] = {
-  wait: 1,
-  advice: 'long'
-}
-
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 //                       CONFIGURING PLUGINS
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~