Comments (3)
Hi Alan,
Thanks for looking at the software. Some of this is due to parts of the software not being upgraded with the rest. Early on when there were fewer indicators and more simple TradeIndicator handling, much of the intent was to have all indicators run constantly for custom strategies to be developed in strategies.py. Some indicators also depend on each other for simpler calculations (e.g. DEMA on EMA, *StochRSI on RSI).
I'm currently working on a set of changes which imperfectly solve this issue. Here are the planned/developed changes:
- Add new objects to each indicator class in indicators.py:
- IndicatorDepends: list of strings of indicators which are depended on (if applicable).
- CandleDepends: number of candles which are needed to get results with current configuration.
- Add a new argument to storage.writelist for how many objects should be held in the each list.
- Only use TradeIndicators and IndicatorDepends for running indicators.
- Support printing number of required candles before getting enough info/trading (uses CandleDepends).
- Using per-indicator shelve files with all genconfig indicator class objects included in the name. This fixes a bug if the software is resumed with changed configuration. This also avoids the need for a queue while again using concurrent futures for running indicators.
- Only store the max CandleDepends number of candles in sqlite. While generally only the last candle is needed once the indicator is producing output, this is a far simpler approach and still keeps size down tremendously.
from avarice.
I finally got a chance to work on these changes. I'm currently testing them in https://github.com/Galts-Gulch/avarice/commits/indicator-rewrite
from avarice.
That branch has been merged, and the release has been tagged. This issue is now mostly fixed.
from avarice.
Related Issues (20)
- XMPP module import error HOT 9
- robust websocket connectivity HOT 5
- Fails to update the price HOT 10
- Request HOT 3
- Staging branch DMI issue. HOT 7
- OKCoin FIX support HOT 2
- Willingness to contribute HOT 6
- Major Rewrite in Progress HOT 20
- 5.0.1a Bug HOT 6
- Question - No new issue. :) HOT 3
- Possible Input bug HOT 1
- error when clean the database? HOT 1
- false order status or messed up messages
- fake order, report order successful but there is no such order placed.
- [BUG] Exception on Database
- [Issue?] XMPP Dependacies HOT 3
- [BUG] Exception with advanced strategy HOT 3
- WebSocket exception HOT 1
- The bot doesn't notice the price change (v5.0a2) HOT 1
- No longer being developed or maintained. Hello Rapacity HOT 6
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from avarice.