add remaining toml method configs

Author: askmike

config/strategies/CCI.toml

@@ -0,0 +1,10 @@
+# constant multiplier. 0.015 gets to around 70% fit
+constant = 0.015
+
+# history size, make same or smaller than history
+history = 90
+
+[thresholds]
+up = 100
+down = -100
+persistence = 0

config/strategies/DEMA.toml

@@ -0,0 +1,6 @@
+short = 10
+long = 21
+
+[thresholds]
+down = -0.025
+up = 0.025

config/strategies/PPO.toml

@@ -0,0 +1,8 @@
+short = 12
+long = 26
+signal = 9
+
+[thresholds]
+down = -0.025
+up = 0.025
+persistence = 2

config/strategies/StochRSI.toml

@@ -0,0 +1,6 @@
+interval = 3
+
+[thresholds]
+low = 20
+high = 80
+persistence = 3

config/strategies/TSI.toml

@@ -0,0 +1,7 @@
+short = 13
+long = 25
+
+[thresholds]
+low = -25
+high = 25
+persistence = 1

config/strategies/UO.toml

@@ -0,0 +1,16 @@
+[first]
+weight = 4
+period = 7
+
+[second]
+weight = 2
+period = 14
+
+[third]
+weight = 1
+period = 28
+
+[thresholds]
+low = 30
+hight = 70
+persistence = 1

config/strategies/talib-macd.toml

@@ -0,0 +1,8 @@
+[parameters]
+optInFastPeriod = 10
+optInSlowPeriod = 21
+optInSignalPeriod = 9
+
+[thresholds]
+down = -0.025
+up = 0.025

config/strategies/varPPO.toml

@@ -0,0 +1,9 @@
+momentum = TSI # RSI, TSI or UO
+
+[thresholds]
+weightLow = 120
+weightHigh = -120
+
+# How many candle intervals should a trend persist
+# before we consider it real?
+persistence = 0

core/markets/importer.js

@@ -12,7 +12,7 @@ var from = moment.utc(daterange.from);
 
 if(daterange.to) {
   var to = moment.utc(daterange.to);
-} else{
+} else {
   var to = moment().utc();
   log.debug(
     'No end date specified for importing, setting to',

importers/exchanges/poloniex.js

@@ -61,7 +61,7 @@ var done = false;
 var fetcher = new Fetcher(config.watch);
 
 var fetch = () => {
-  log.debug(
+  log.info(
     'Requesting data from',
     iterator.from.format('YYYY-MM-DD HH:mm:ss') + ',',
     'to',
@@ -71,7 +71,6 @@ var fetch = () => {
 }
 
 var handleFetch = trades => {
-
   iterator.from.add(batchSize, 'minutes').subtract(overlapSize, 'minutes');
   iterator.to.add(batchSize, 'minutes').subtract(overlapSize, 'minutes');
 

methods/CCI.js

@@ -7,16 +7,9 @@ var config = require('../core/util.js').getConfig();
 var settings = config.CCI;
 var pposettings = config.PPO;
 
-
 // let's create our own method
 var method = {};
 
-// teach our trading method events
-var Util = require('util');
-//var EventEmitter = require('events').EventEmitter;
-//Util.inherits(TradingMethod, EventEmitter);
-
-
 // prepare everything our method needs
 method.init = function() {
   this.currentTrend;
@@ -31,13 +24,13 @@ method.init = function() {
   };
   this.historySize = config.tradingAdvisor.historySize;
   this.ppoadv = 'none';
-  this.uplevel = config.CCI.thresholds.up;
-  this.downlevel = config.CCI.thresholds.down;
-  this.persisted = config.CCI.thresholds.persistence;
+  this.uplevel = settings.thresholds.up;
+  this.downlevel = settings.thresholds.down;
+  this.persisted = settings.thresholds.persistence;
 
   // log.debug("CCI started with:\nup:\t", this.uplevel, "\ndown:\t", this.downlevel, "\npersistence:\t", this.persisted);
   // define the indicators we need
-  this.addIndicator('cci', 'CCI', config.CCI);
+  this.addIndicator('cci', 'CCI', settings);
 }
 
 // what happens on every new candle?
@@ -70,10 +63,8 @@ method.log = function() {
  */
 method.check = function() {
 
-
   var price = this.lastPrice;
 
-
     this.age++;
     var cci = this.indicators.cci;
 
@@ -91,6 +82,7 @@ method.check = function() {
             this.trend.adviced = false;
             if (this.persisted == 0) {
                 this.trend.adviced = true;
+                console.log(2);
                 this.advice('short');
             }
         } else if (cci.result >= this.uplevel) {

methods/indicators/CCI.js

@@ -8,7 +8,7 @@ var Indicator = function(settings) {
   this.tp = 0.0;
   this.TP = new LRC(settings.history);
   this.result = false;
-  this.hist = Array(); // needed for mean?
+  this.hist = []; // needed for mean?
   this.mean = 0.0;
   this.size = 0;
   this.constant = settings.constant;