add dice entry for "noop" example strategy for a full workflow; and some ui tweaks

Author: Haehnchen

src/modules/backtest.js

@@ -193,6 +193,9 @@ module.exports = class Backtest {
         signals: signals.slice().reverse(),
         candles: JSON.stringify(candles),
         extra_fields: this.strategyManager.getBacktestColumns(strategy),
+        strategy: strategy,
+        start: new Date(start * 1000),
+        end: candles[0] ? candles[0].date : new Date(),
         configuration: {
           exchange: exchange,
           symbol: pair,

src/modules/http.js

@@ -143,7 +143,7 @@ module.exports = class Http {
           return {
             pair: pair,
             result: await this.backtest.getBacktestResult(
-              parseInt(req.body.ticker_interval),
+              parseInt(req.body.ticker_interval, 10),
               req.body.hours,
               req.body.strategy,
               req.body.candle_period,

src/modules/strategy/dict/indicator_period.js

@@ -20,6 +20,14 @@ module.exports = class IndicatorPeriod {
     return this.strategyContext.getProfit();
   }
 
+  isShort() {
+    return this.getLastSignal() === 'short';
+  }
+
+  isLong() {
+    return this.getLastSignal() === 'long';
+  }
+
   /**
    * Context return for the current strategy, usable to get the previous strategy signals and current positions.
    *

src/modules/strategy/strategies/noop.js

@@ -65,7 +65,35 @@ module.exports = class {
       .map(v => `${intl.format(v.rangeStart)}-${intl.format(v.rangeEnd)}`)
       .join(', ');
 
-    return SignalResult.createEmptySignal(currentValues);
+    const emptySignal = SignalResult.createEmptySignal(currentValues);
+
+    // entry or exit
+    if (!indicatorPeriod.getLastSignal()) {
+      const dice = parseFloat(options.dice || 6);
+      const diceSize = parseFloat(options.dice_size || 12);
+
+      const number = Math.floor(Math.random() * diceSize) + 1;
+      emptySignal.addDebug('message', `${number}`);
+      if (number === dice) {
+        const longOrShort = Math.random() > 0.5 ? 'long' : 'short';
+        emptySignal.setSignal(longOrShort);
+      }
+    }
+
+    // close on profit or lose
+    if (indicatorPeriod.getLastSignal()) {
+      if (indicatorPeriod.getProfit() > 2) {
+        // take profit
+        emptySignal.addDebug('message', 'TP');
+        emptySignal.setSignal('close');
+      } else if (indicatorPeriod.getProfit() < -2) {
+        // stop loss
+        emptySignal.addDebug('message', 'SL');
+        emptySignal.setSignal('close');
+      }
+    }
+
+    return emptySignal;
   }
 
   getBacktestColumns() {
@@ -110,6 +138,10 @@ module.exports = class {
         label: 'Top Volume Ranges',
         value: 'ranges'
       },
+      {
+        label: 'dice',
+        value: 'message'
+      },
       {
         label: 'zigzag',
         value: row => (row.zigzag && row.zigzag.turningPoint === true ? 'warning' : undefined),
@@ -121,6 +153,8 @@ module.exports = class {
   getOptions() {
     return {
       period: '15m',
+      dice: 6,
+      dice_size: 12,
       foreign_pair_exchange: 'binance',
       foreign_pair_symbol: 'BTCUSDT',
       foreign_pair_period: '15m'

templates/backtest_submit.html.twig

@@ -14,7 +14,7 @@
             <div class="container">
                 <div class="row mb-2">
                     <div class="col-sm-6">
-                        <h1>Backtesting Results</h1>
+                        <h1>Backtesting Results <span class="text-muted"> - {{ strategy }} - {{ configuration.period }}</span></h1>
                     </div>
                     <div class="col-sm-6">
                         <ol class="breadcrumb float-sm-right">
@@ -34,7 +34,7 @@
                     <div class="col-md-12">
                         <div class="card">
                             <div class="card-header">
-                                <h3 class="card-title">Summary</h3>
+                                <h3 class="card-title">Summary <span class="text-muted"> - {{ start|date('y-m-d H:i:s') }} - {{ end|date('y-m-d H:i:s') }}</span></h3>
                             </div>
                             <!-- /.card-header -->
                             <div class="card-body">
@@ -52,7 +52,7 @@
                             </div>
                             <!-- /.card-header -->
                             <div class="card-body table-responsive p-0">
-                                <div class="chart" data-candles="{{ candles|e('html') }}" data-title="{{ configuration.exchange }} - {{ configuration.symbol }} - {{ configuration.period }} - espend.de"></div>
+                                <div class="chart" data-candles="{{ candles|e('html') }}" data-title="{{ configuration.exchange }} - {{ configuration.symbol }} - {{ strategy }} - {{ configuration.period }} - espend.de"></div>
                             </div>
                             <!-- /.card-body -->
                         </div>

templates/backtest_submit_multiple.html.twig

@@ -35,7 +35,7 @@
                     <div class="col-md-12">
                         <div class="card">
                             <div class="card-header">
-                                <h3 class="card-title">{{ backtest.pair }}</h3>
+                                <h3 class="card-title">{{ backtest.pair }} <span class="text-muted"> - {{ backtest.result.strategy }} - {{ backtest.result.configuration.period }} - {{ backtest.result.start|date('y-m-d H:i:s') }} - {{ backtest.result.end|date('y-m-d H:i:s') }}</span></h3>
                             </div>
                             <!-- /.card-header -->
                             <div class="card-body">

templates/components/backtest_table.html.twig

@@ -17,9 +17,9 @@
     <tbody>
     {% for row in rows %}
         <tr>
-            <td style="white-space: nowrap">{{ row.time|date('y-m-d H:i:s') }}</td>
-            <td>{{ row.price|default }}</td>
-            <td>
+            <td class="no-wrap">{{ row.time|date('y-m-d H:i:s') }}</td>
+            <td class="no-wrap">{{ row.price|default }}</td>
+            <td class="no-wrap">
                 {% if row.profit is defined %}
                     <span class="{{ row.profit > 0 ? 'text-success' : 'text-danger' }} {{ row.result.signal|default == 'close' ? ' font-weight-bold' : '' }}">{{ row.profit|round(2) }} %</span>
                 {% endif %}

web/static/css/style.css

@@ -63,4 +63,8 @@ nav {
     writing-mode: vertical-rl;
     transform: rotate(180deg);
     display: inline-block;
-}
+}
+
+.no-wrap {
+    white-space: nowrap;
+}