Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[EPIC] [Sim, bots] Easy sim --> pdr/trader bot flow w plots #278

Closed
9 tasks done
trentmc opened this issue Oct 21, 2023 · 0 comments
Closed
9 tasks done

[EPIC] [Sim, bots] Easy sim --> pdr/trader bot flow w plots #278

trentmc opened this issue Oct 21, 2023 · 0 comments
Assignees
Labels
Epic Status: Duplicate This issue or pull request already exists Type: Enhancement New feature or request

Comments

@trentmc
Copy link
Member

trentmc commented Oct 21, 2023

Background / motivation

pdr_backend offers three flows for predictoors & traders:

  • "simulation flow" - for rapid iterations to test predictoor approaches and trader approaches
  • "predictoor bot flow" - put a predictoor approach live, make $
  • "trader bot flow" - put a trader approach live, make $

Accordingly, predictoor.md and trader.md READMEs use the simulation flow.

The aim of this epic is to make the interaction of "simulation flow" to "bot flow" truly excellent.

  • The big trick is "can easily port a predictoor/trader approach from simulation flow to predictoor/trader bot"
  • But there are pre-requisites to that
  • And once we have those, then we can optimize simulation more aggressively, with immediate payoff to predictoor and trader bots
  • Then we can bring it into webapps

This epic organizes the work, so we do things in the appropriate order.

TODOs

Do first: (pre-requisites for others)

  • [Trader bot] Add approach1 to do simplistic trading #271
  • [Simulation] Refactor: move simulation flow from "predictoor/approach3" to "simulation/" #277

Then: fix bugs in simulation

  • "ValueError: Input X contains NaN", so can't predict TRX/USDT #266
  • trade_engine.py KeyError: 'TRX' #327
  • Fix "WARNING: diffs not ok: mn=3600000, mx=3600000" #263
  • breaks on 1h epochs (probably) #273

Plots: low-hanging fruit

  • Status quo plots. In pdr_backend "simulation flow" (pdr_backend/predictoor/approach3), locally generate & show matplotlib plots at the end of the sim. Show profit vs. time for traders, predicted vs actual for predictoors, etc. We already have a first-cut of this, and will improve organically.
  • Add realtime plots to sim. In pdr_backend "simulation flow", locally generate & show matplotlib plots in realtime as the simulation progresses. pdr-backend#279
  • [Sim] Plot % correct vs time, with confidence intervals #272

Better flow from sim -> bot; YAML; CLI

The rest of this is being handled in "[EPIC: YAML] Add YAML & CLI. 'v0.2' of Predictoor" #370.

Therefore we can close this issue.

@trentmc trentmc added Type: Enhancement New feature or request Epic labels Oct 21, 2023
@trentmc trentmc self-assigned this Nov 13, 2023
@trentmc trentmc changed the title [EPIC] [Simulation, bots] Easy-to-use & powerful simulation --> predictoor/trader bot flow [EPIC] [Sim, bots] Easy sim --> pdr/trader bot flow w plots Nov 16, 2023
@trentmc trentmc closed this as completed Dec 17, 2023
@trentmc trentmc added the Status: Duplicate This issue or pull request already exists label Dec 17, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
Epic Status: Duplicate This issue or pull request already exists Type: Enhancement New feature or request
Projects
None yet
Development

No branches or pull requests

1 participant