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

Backtest "Pausing" but still using CPU #57

Open
brutangus opened this issue Sep 6, 2019 · 0 comments
Open

Backtest "Pausing" but still using CPU #57

brutangus opened this issue Sep 6, 2019 · 0 comments

Comments

@brutangus
Copy link

brutangus commented Sep 6, 2019

I've been running backtests for a few days now. 16 pairs, 30 algos, and various timeframes (1 time frame per run as I know multiple timeframes are bugged).

My issue is sometimes the backtesting will completely stop for 6-10 hours at a time. Last time the databsase.csv was written to was 7.5 hours ago and the prompt hasn't moved.

Here's a log of the latest output that it's been sitting on for 7.5 hours:

====================================================================================================================================================

[2019-09-05 12:50:30] 15% complete. Elapsed: 02:38:14, average backtest duration: 17:08, backtests remain: 648, ETA: 14:14:27

============================================================= L A S T    R E S U L T S ============================================================
Pair                                      Strategy       Profit   Profit-market  Trades/day  Win trades  Best win  Worst loss    HODL  Days   Time
----                                      --------       ------   -------------  ----------  ----------  --------  ----------    ----  ----   ----
USD-ADA Backtest is failed.
USD:ADA                                        TMA      -90.33%          -43.31        8.92      21.66%     5.60%      -4.13%      83    84  00:06
USD-BCH Backtest is failed.
USD:ADA                                         UO      -94.24%          -47.21       15.71      46.59%     4.95%      -8.12%      90    84  00:10
USD:BCH                                        TMA      -94.17%          -65.76        9.77      17.32%     6.20%      -8.38%      81    84  00:06
USD-ADA Backtest is failed.
USD:BCH                                         UO      -71.86%          -43.45        7.37      45.31%     7.69%     -18.88%     247    84  00:09
USD-BCH Backtest is failed.
USD-XBT Backtest is failed.
USD:ETH                                scarface_v2      -16.31%           12.87        0.02     100.00%     2.00%       2.00%      85    84  37:55
USD:LTC                                scarface_v2      -13.38%           30.28        0.02       0.00%    -0.06%      -0.06%     270    84  37:59
USD:XBT                          tulip-multi-strat      -25.23%          -48.97        3.07      49.61%     9.51%     -13.49%     616    84  00:45
USD-ETH Backtest is failed.
USD:XBT                                        TMA      -85.27%         -109.01       10.21      21.50%     5.68%      -2.35%      90    84  00:06
USD-LTC Backtest is failed.
USD:ETH                                        TMA      -91.55%          -62.37        9.86      19.85%     3.92%      -8.92%      85    84  00:07
USD:LTC                                        TMA      -91.50%          -47.84        9.04      19.26%     7.71%      -5.14%      79    84  00:07
USD:XBT                                         UO      -22.61%          -46.35        2.21      53.76%     7.73%      -6.44%     418    84  00:09
USD:ETH                                         UO      -65.47%          -36.29        4.75      48.24%     5.68%     -16.65%     236    84  00:09
USD-XBT Backtest is failed.
USD:LTC                                         UO      -80.63%          -36.97        8.07      46.15%     3.99%     -10.70%     161    84  00:09
USD-ETH Backtest is failed.
USD-LTC Backtest is failed.

My CPU usage is at 90% with several instances of Node or Perl running in taskmgr.

I've manually tested every algorithm and pairing via gekko UI and removed any that threw any errors prior to starting down the backtest tool path, so that shouldn't be an issue.

I have a 10 core CPU and have tried anything from 4 to 15 threads and experience the same issue. Sometimes it will sit there for an hour and without ever writing to the database.csv to begin with, so i do a ctrl-c and re-start it and it works for a few hours before pausing.

Using the latest repo for both Gekko and Backtest tool via Ubuntu on Windows Linux Subsystem.

Win10 1903

Any help would be appreciated. Thanks!

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant