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| # Gekko BacktestTool | ||
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| ## Change Log | ||
| ### v0.6 | ||
| - after completion of the backtests, the analysis module displays three tables with data: *ALL RESULTS*, *TOP STRATEGIES*, *TOP DATASET* | ||
| - parameter `--analyze mycsvfile.csv` for analyze any results from BacktestTool's external file | ||
| - searching optimal strategy parameters by brute force method with syntax `start..end:step` or `value1, value2, value3` in strat's toml file | ||
| - value `ALL` for exchanges and strategies for backtest machine - do backtests on all available exchanges, currencies, assets or strategies. Based on filenames in history and strategies directories. | ||
| - add binaries for Linux and FreeBSD to [releases](https://github.com/xFFFFF/Gekko-BacktestTool/releases) | ||
| - backtest-config.pl updated | ||
| - README.MD updated | ||
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| ### v0.5 | ||
| - price: *open*, *close*, *high*, *low*, *average* for dataset period in CSV output | ||
| - [coinmarketcap.com](https://coinmarketcap.com) data in CSV output: *current marketcap*, *current rank*, *last 24h global volume* | ||
| - CSV's template - now You can choose which columns will be add to CSV file | ||
| - temporary GBT's files are in tmp directory now. | ||
| - MS Windows compatibility fix (tested on W7x64 and StrawberryPerl) | ||
| - backtest-config.pl file updated | ||
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| ### v0.4 | ||
| - price *volality* (based on relative standard deviation) in CSV output | ||
| - sum of *volume* and *volume/day* for dataset period in CSV output | ||
| - sum of *overall exchange trades* and sum of *overall trades/day* for dataset period in CSV output | ||
| - if pair not exist in DB on parameter `-f last` then create table and import from last 24 hours. | ||
| - update parameter `--help` | ||
| - README update | ||
| - some code clean | ||
| - some fixes | ||
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| ### v0.3 | ||
| - Gekko BacktestTool external config file support. Default config file is backtest-config.pl, but You can create own and use `backtest.pl --config BACKTESTTOOL_CONFIG_FILENAME parameter` | ||
| - using TOML files for strategies configuration as default. Can be changed in backtest-config.pl | ||
| - *percentage wins, best win, worst loss, median win, median lost, average exposed* duration added to csv file. | ||
| - parameter `--covert TOML_FILE`. Convert toml file and print strategy settings in Gekko's config file format | ||
| - parameter `-p exchange:ALL` and `-p exchange:asset:ALL` for backtest pairs. Do backtest for all available pairs. Based on non empty tables from sqlite database. | ||
| - parameter `-p exchange:ALL` and `-p exchange:asset:ALL` for import pairs. Import all available pairs from exchange. Based on exchange/exchange-markets.json file | ||
| - parameter `--import --from=last --to=now`. The `last` value checks in the database the time of the last candle for each pair and assign this value to `--from`. `now` assign current time in GMT time zone. In short: with this command you can import from the last candle from datasets to current time. | ||
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| ### v0.2 | ||
| - *winning/losses* trades in csv file | ||
| - command line parameters support (`--import (-i)`, `--paper (-g)`, `--strat (-s)`, `--pair (-p)`, `--candles (-n)`, `--output (-o)` `--from (-f)`, `--to (-t)`, `--help (-h)`) | ||
| - showing roundtrips in terminal output (can be disabled in configuration) | ||
| - bugfixes/code clean | ||
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| ### v0.1 | ||
| - multiple datasets import (`perl backtest.pl -i`) | ||
| - start multiple paperTraders in background (`perl backtest.pl -p`) (need improvement) | ||
| - support for multiple CandleSize and CandleHistory | ||
| - logs is moved to logs directory | ||
| - performance improvement | ||
| - bugfixes |
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| # Gekko BacktestTool | ||
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| ## TO DO | ||
| - [ ] add filters to analyser (avg trade day, profit, hodl, avg trades win) and limit for printed results | ||
| - [ ] 3rd sort value in analyser | ||
| - [ ] parameter `--info` for print data like strats names (available TOML, required indicators), available datasets (scan period (first find start and and and then scan), info about volality, volume, trades, data from CMC, CC maybe, amount of official tweets) | ||
| - [ ] printing Gekko's output without buffering | ||
| - [ ] more descriptive and readable output (do text bold work on Windows?) | ||
| - [ ] Import sqlite file dumps from Google Drive | ||
| - [ ] Split, merge, replace SQLite files | ||
| - [ ] GUI | ||
| - [ ] CryptoCompare candles import | ||
| - [ ] counter for performed backtests amount, sum of backtested days, trades | ||
| - [ ] option: save all results in DB and check do specified backtest was performed in past | ||
| - [ ] fetch historical marketcap in backgroud or on command | ||
| - [ ] add required by analyser columns to template of CSV file | ||
| - [ ] option: use TOML or JSON parameters config in CSV | ||
| - [ ] some options for template of LAST RESULTS table columns | ||
| - [ ] align BF parameters from strat name in columns | ||
| - [ ] value profit/trades in CSV and analyser | ||
| - [ ] compatilibity with WinBash |
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