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Re: [GT] Re: gt-d] Trouble with backtest.pl and beancounter
./display_signal.pl --start=2008-04-01 --end=2008-04-07 S:I:RSIDown IBM ./display_signal.pl --start=2008-04-01 --end=2008-04-07 S:I:RSIDown IBMNicholas Kuechler wrote:
Hi,
Thanks, Russ. I should have included that information in my original post.
My beancounter is setup for use with GT and it's currently working with
other scripts, such as display_signals.pl and graphic.pl.
Also, my GT subversion checkout is recent: 2008-04-26 is when I updated GT.
It appears I'm only having issues with backtest.pl and backtest_multi.pl.
Here's my beancounter testing:
$ beancounter quote ibm
Name INTL BUSINESS MAC
Symbol IBM
Exchange NYSE
Date 20080429
Time 12:52pm
Previous Close 121.69
Open 122.04
Day low 122.04
Day high 123.20
Close 122.55
Change 0.86
Percent Change +0.71%
Bid N/A
Ask N/A
52-week low 97.04
52-week high 125.00
Volume 2650467
Average Volume 8675910
Dividend date Mar 10
Dividend / share 1.60
Dividend yield 1.31
Earnings_per_share 7.666
P/E ratio 15.87
Market Capital 169500
And a test of GT using my beancounter DB data:
$ ./display_signal.pl --start=2008-04-01 --end=2008-04-07 S:I:RSIDown IBM
Testing signal RSIDown[70, 14] ...
RSIDown[70, 14] [2008-04-01] = no
RSIDown[70, 14] [2008-04-02] = no
RSIDown[70, 14] [2008-04-03] = no
RSIDown[70, 14] [2008-04-04] = no
RSIDown[70, 14] [2008-04-07] = no
Thanks,
Nick
<<snip>>
aloha nick
my config differs as follows:
i) using older version of backtest (without the recent flurry of weigert upgrades
as they are coming too fast and furious for me to properly evaluate/integrate)
ii) using postgresql beancounter
your original command line failed
ras [ 14472 ] % ./backtest.pl "Systems:ADX 30 | TradeFilters:FollowTrend | MoneyManagement:Basic" GOOG
./backtest.pl: error: Alias `Systems:ADX 30 | TradeFilters:FollowTrend | MoneyManagement:Basic' wasn't found in options file!
key looked for was "Aliases::Global::Systems:ADX 30 | TradeFilters:FollowTrend | MoneyManagement:Basic"
so i changed to a bit to look more like one of the perldoc -t ./backtest.pl examples:
./backtest.pl --graph="graphs/btest.png" --display-trades --start "2007-04-16" --end 2008-04-28 --close-strategy="Stop::Fixed 6" --trade-filter="FollowTrend 50" --money-management="Basic" --system="ADX 30" GOOG
## Analysis of SY:ADX
30
| TF:FollowTrend 50
| CS:Stop:Fixed 6
| MM:Basic
History of the portfolio :
--------------------------
Long position (0) on GOOGLE (GOOG)
2007-04-19 Buy 21 at 474.4800
2008-03-04 Sell 21 at 446.0112
## Global analysis (full portfolio always invested)
Analysis of the portfolio (2007-04-16 / 2008-04-28) :
-----------------------------------------------------
Performance : -6.6% ( -6.3%) Buy & Hold : 16.4% ( 15.6%) () => by year
MaxDrawDown : 6.6% B&H MaxDrawDown : 44.2%
Best performance : 0.0% Worst performance : -6.6%
Net gain : -660.84 Gross gain : -597.84
Trades statistics :
Number of trades : 1 Trades/Year : 0.97
Number of gains : 0 Number of losses : 1 Win. ratio : 0.0%
Max consec. win : 0 Max consec. loss : 1 Expectancy : -0.07
Average gain : 0.00% Average loss : -6.63% Avg. perf : -6.61%
Biggest gain : 0.00% Biggest loss : -6.63% Profit fac : 0.00
Sum of gains : 0.00 Sum of losses : -660.84 Risk of ruin : 100.0
your ibm signal matches mine (also older version of display_signal.pl)
ras [ 14481 ] % ./display_signal.pl --start=2008-04-01 --end=2008-04-07 S:I:RSIDown IBM
S:I:RSIDown
Testing signal RSIDown[70,14] ...
RSIDown[70,14] [2008-04-01] = no
RSIDown[70,14] [2008-04-02] = no
RSIDown[70,14] [2008-04-03] = no
RSIDown[70,14] [2008-04-04] = no
RSIDown[70,14] [2008-04-07] = no
also note that my config does not include most of the recent script or the gt
package file changes.
you seem to be loosing your database connection as you indicate in your initial post:
--------------------------
DBD::mysql::st execute failed: MySQL server has gone away at ../GT/DB/
bean.pm line 161.
MySQL server has gone away at ../GT/DB/bean.pm line 161.
i'd start looking at an extra (extraneous or out of order) $db->disconnect statement.
i noticed that many of the script changes (re)moved these into gt package files.
is GT/DB/bean.pm a recently changed package file?
ras