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Viewing results, when and how? #179

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rcoenen opened this issue Mar 28, 2019 · 2 comments
Open

Viewing results, when and how? #179

rcoenen opened this issue Mar 28, 2019 · 2 comments

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@rcoenen
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rcoenen commented Mar 28, 2019

Where does Japonicus store its results achieved while still running?
Or does it only store the results when it has completely finished?

I am currently using the default setup which means it goes through 3000 epochs and it has been running for nearly 15hrs. Full console output is here: https://gist.github.com/rcoenen/caa34d70c3c789cff56a0e6f4b0a3414

After each epoch it shows some preliminary results. Take for example epoch 30 (at line 3021) it shows:

japonicus_1  | EPOCH 30	&8
japonicus_1  | Maximum profit 18.723     Average profit 7.568      
japonicus_1  | Minimum profit -17.597    Profit variation 11.998   
japonicus_1  | Population size 156       Max population size 150   
japonicus_1  | Avg trade number 95.750   Avg sharpe ratio 89.407   
japonicus_1  | Avg exposure time 4.452   

But once Japonicus reaches epoch 100 (for Locale1 / Locale2 / Locale3) out of 3000 it does an actual test (?) for example line 9875 shows

japonicus_1  | Testing Strategy of Locale3 @ EPOCH 100:
japonicus_1  | 
japonicus_1  | Test on random candles...  relativeProfit: -14.000 	nbTrades: 120.0	sharpe: -82.06
japonicus_1  | 		2019-02-04 19:34:12 to 2019-03-06 19:34:12	EVX/BTC @binance
japonicus_1  | 
....etc.. (removed some console output)
japonicus_1  | Test on random candles...  relativeProfit: -19.549 	nbTrades: 137.0	sharpe: 2.43
japonicus_1  | 		2019-01-15 04:29:58 to 2019-02-14 04:29:58	EVX/BTC @binance
japonicus_1  | 
japonicus_1  | 
japonicus_1  | Relative profit on evolution dataset: -214.646
japonicus_1  | Current parameters fails.
japonicus_1  | Evaluation dataset is disabled.
japonicus_1  | ~~~~~~~~~~~~~~~~~~
japonicus_1  |  -214.646 final profit ~~~~
japonicus_1  |  -- Settings for Gekko config.js -- 
japonicus_1  | {
japonicus_1  |   "SMA_short": 27.272727272727273,
japonicus_1  |   "SMA_long": 123.18181818181819,
japonicus_1  |   "BEAR_RSI_low": 24.31818181818182,
japonicus_1  |   "BULL_RSI_low": 51.06060606060606,
japonicus_1  |   "ROC_lvl": 0.0,
japonicus_1  |   "IDLE_RSI": 11.745454545454546,
japonicus_1  |   "BULL_RSI_high": 62.78787878787879,
japonicus_1  |   "ROC": 5.4363636363636365,
japonicus_1  |   "IDLE_RSI_low": 34.154545454545456,
japonicus_1  |   "IDLE_RSI_high": 59.28787878787879,
japonicus_1  |   "BEAR_RSI": 11.227272727272727,
japonicus_1  |   "BEAR_RSI_high": 40.75757575757576,
japonicus_1  |   "BULL_RSI": 10.030303030303031
japonicus_1  | }
japonicus_1  |  -- Settings for Gekko --ui webpage -- 
japonicus_1  | SMA_short = 27.272727272727273
japonicus_1  | SMA_long = 123.18181818181819
japonicus_1  | BEAR_RSI_low = 24.31818181818182
japonicus_1  | BULL_RSI_low = 51.06060606060606
japonicus_1  | ROC_lvl = 0.0
japonicus_1  | IDLE_RSI = 11.745454545454546
japonicus_1  | BULL_RSI_high = 62.78787878787879
japonicus_1  | ROC = 5.4363636363636365
japonicus_1  | IDLE_RSI_low = 34.154545454545456
japonicus_1  | IDLE_RSI_high = 59.28787878787879
japonicus_1  | BEAR_RSI = 11.227272727272727
japonicus_1  | BEAR_RSI_high = 40.75757575757576
japonicus_1  | BULL_RSI = 10.030303030303031
japonicus_1  | 
japonicus_1  | 
japonicus_1  | Remember to check MAX and MIN values for each parameter.
japonicus_1  | 	results may improve with extended ranges.
japonicus_1  | 4 selected;
japonicus_1  | 1 selected;
japonicus_1  | Selecting 1+4 individues, random test;

Do these results get stored anywhere so far? Why if I abort and restart, will it pick up where it left of?

@rcoenen
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rcoenen commented Mar 28, 2019

Here are screenshots of my japonicus evolutionary web dashboard:

evolution stats: https://ibb.co/CsxP9fK
breaks: https://ibb.co/njW0V4f
results: https://ibb.co/KWKWhXX (empty still)

@rcoenen
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rcoenen commented Mar 28, 2019

Update: I finally aborted Japonicus (at epoch 115/3000) and restarted it with the exact same settings.
It said Evaluation dataset not found. and started all over again... see console log below

My assumption is that Japonicus could have saved the data set, so that it could continue fro where it left off at around epoch 115.

How do I get this to work? Any help?

console log:

japonicus_1  | JAPONICUS
japonicus_1  | 
japonicus_1  | 								v0.91
japonicus_1  | 
japonicus_1  | The profits reported here depends on backtest interpreter function; 
japonicus_1  | 	interpreter v3: 
japonicus_1  | if <backtest profit> > 0: <shown profit> = <backtest profit> - <market profit> 
japonicus_1  | else <shown profit> = <backtest profit> 
japonicus_1  | unable to locate http://localhost:3000
japonicus_1  | found gekko @ http://gekko:3000
japonicus_1  | Evaluation dataset not found.
japonicus_1  | /opt/japonicus/japonicus-run -gc --strat=NEO -w
japonicus_1  | Evolving NEO strategy;

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