Re: [GT] Trouble with backtest.pl and beancounter

["Robert A. Schmied" <ras AT acm.org>]

Nicholas Kuechler wrote:
> Hi Robert,
>
> Yes the disconnect in Tools.pm does appear to be causing this problem.
>
> I've commented it out:
>
>   #$db->disconnect;
>
> and re-ran the backtest.pl. It works now!
>
> Backtest_multi.pl is still having some issues but no long errors out on the
> mysql issue:
>
> $ ./backtest_multi.pl --output-directory=/opt/GeniusTrader/backtest_multi/
> --start=2007-04-16 --end=2008-04-28 ../market_file.txt ../system_file.txt
> The beancounter DB module does not support intraday data.
>
> I need to investigate why GT keeps throwing this beancounter intraday data
> error.

try --timeframe=day

ah, your file arguments are incompatible with backtest_multi.pl (well the
old old old one i'm looking at anyway). backtest_multi.pl expects one file
(see more enlightenment below)

you might prefer backtest_many.pl.

>

nick

i can't seem to get ./backtest_multi.pl to run here, but haven't put much
effort in to it. i'm thinking it is a special oliver bossert app that was
never fully integrated into the mainstream parts of gt. i'm getting (with
an old version)
ras [ 15098 ] %     ./backtest_multi.pl --start='3 months ago' --end=2008-04-28 
Could not find backtest_multi.xml in ./ at ./backtest_multi.pl line 50
i'm not finding a file named backtest_multi.xml anywhere in my gt fs (and
that includes the stuff from olivers stuff as well.

ah ha! code is shifting nothing, getting $0 i presume, but i don't see
how the extension .pl is being transmorgified into .xml. it might be magic
in XML::Simple.

well well well, with a file named ./test.xml containing:
<?xml version='1.0' standalone='yes'?>
<!-- could this be a file associated with backtest_multi.pl -->
<opt>

 <code value="T" />
 <code value="VZ" />
 <code value="VOD" />
 <code value="GE" />

 <init value="500000" />

 <system-manager>
   <system value="Generic {S:Generic:CrossOverUp {I:Prices} {I:SMA 22}} {S:Generic:CrossOverDown {I:Prices} {I:SMA 22}}" />
   <broker value="InteractiveBrokers" />
   <cs     value="OppositeSignal" />
 </system-manager>

 <mm     value="Portfolio::FixedFractional 15" sort="01" />
 <mm     value="Portfolio::OneCode" sort="02" />

</opt>

and the command line:
./backtest_multi.pl --timeframe=day  --start=2008-01-03 --end=2008-04-28 ./test.xml

i'm getting a trading scenario based on those codes and that system description

that's about all i have on backtest_multi.pl

aloha

ras




> Thanks for your help!
>
> Regards,
> Nick
>
> --
> Nicholas Kuechler

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