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Improved Test-Adapters #137

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MarcDahlem opened this issue May 5, 2021 · 5 comments
Closed

Improved Test-Adapters #137

MarcDahlem opened this issue May 5, 2021 · 5 comments
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@MarcDahlem
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Describe the solution you'd like
I would like to have a better test exchange adapter, which:

  • keeps track of running orders
  • can run real-time with every possible exchange ("try-mode")

Describe alternatives you've considered

  • it would be nice to use stored ticker data instead of running real time to backtest strategies.

Additional context
For the main feature, I created a (currently red/wrong code-formatted) PR: #136
Also for the alternative way, I added an example "backtest" adapter in #135
(This backtest adapter adds also ta4j examples for strategies).

Before I work further on those PRs (Tests, Formatting etc), I would like to discuss about the general idea.
@gazbert can you please check the ideas of the PRs? Thx a lot!

@gazbert
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gazbert commented May 8, 2021

Hi Marc, sorry for delay getting back to you - lots going on at the moment!

Thanks for contributing these PRs - some awesome improvements there 👍

I think the improved test adapter PR ( #136) is a definite yes to get cleaned up and merged. Much better than the current dummy adapter (it was originally conceived as a test adapter for the initial integration testing with exchanges, hence the limitations). I'll try and make time to review/merge/release when I can. So yes, please fix build/Sonar/docs updates etc, and we'll get this released in the next couple of weeks... 👍

The back-testing adapter PR (#135) is a massive amount of work - thanks for doing this. Something that's been on the radar, but never time to do due 'real' work commitments and family life etc. I'll need to make time to have a good look over and review etc, but that might not be for a while, but it's definitely something the project needs and it will be included at some point. We'll need to get the README docs/Wiki updated too. I think it'll be sometime in the next month or two due to work commitments. You might want to run with your forked bot in the meantime, until I get a chance to go through all the code etc?

@gazbert gazbert pinned this issue May 8, 2021
@gazbert gazbert added this to the Improved Test Adapter Release milestone May 8, 2021
@gazbert gazbert linked a pull request May 8, 2021 that will close this issue
@gazbert gazbert removed a link to a pull request May 8, 2021
@gazbert gazbert modified the milestones: Improved Test Adapter Release, Ta4j Backtesting Capability May 8, 2021
@MarcDahlem
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Great! Of course its fine for me if it takes a bit longer to merge and release.
In the meanwhile, I created a bunch of strategies, helpers and so on in my fork.
So I dont need the release for me :-)

As I know that you are interested in the PRs in general, I will finish the open PRs and will open a few more for other enhancements ;-)

Btw: I realized that it is really hard to share code/utils between the exchanges and the strategies (for example BreakEven-Calculations), between the core and the strategies (E-Mail sending e.g. on Buy and Sell events) or between the core and the exchanges (Inject classes and beans). Do you have a preference, where to put some utils or shared code? The *api modules would work, but it feels like the wrong place to put shared code in an interface module)

@gazbert gazbert unpinned this issue Dec 11, 2021
@gazbert gazbert pinned this issue Dec 11, 2021
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@gazbert gazbert pinned this issue Mar 3, 2022
@gazbert
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gazbert commented Mar 17, 2022

Merged #136 to master.

TODO:

  • Fix Checkstyle issues.
  • Update/enhance comments for config/exchange.yml
  • Update README to tell folks about the new and improved Test/Simulation exchange adapter functionality :-)
  • Update/enhance Javadoc for new TryModeExchangeAdapter.
  • Add test for new TryModeExchangeAdapter... I know... sorry, ;-)

@gazbert
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gazbert commented Apr 17, 2022

Ready to go...

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@gazbert
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gazbert commented Apr 18, 2022

Released.

@gazbert gazbert closed this as completed Apr 18, 2022
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@gazbert gazbert moved this to Done in BX-bot Aug 19, 2022
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