rename periodLength to period_length

commands/sim.js

@@ -79,7 +79,7 @@ module.exports = function container (get, set, clear) {
         var engine = get('lib.engine')(s)
         if (!so.min_periods) so.min_periods = 1
         var cursor, reversing, reverse_point
-        var query_start = so.start ? tb(so.start).resize(so.periodLength).subtract(so.min_periods + 2).toMilliseconds() : null
+        var query_start = so.start ? tb(so.start).resize(so.period_length).subtract(so.min_periods + 2).toMilliseconds() : null
 
         function exitSim () {
           console.log()

commands/trade.js

@@ -112,7 +112,7 @@ module.exports = function container (get, set, clear) {
           ].join('') + '\n')
           process.stdout.write([
             z(15, (so.mode === 'paper' ? '      ' : (so.mode === 'live' && (so.manual === false || typeof so.manual === 'undefined')) ? '       ' + 'AUTO'.black.bgRed + '    ' : '       ' + 'MANUAL'.black.bgGreen + '  '), ' '),
-            z(13, so.periodLength, ' '),
+            z(13, so.period_length, ' '),
             z(29, (so.order_type === 'maker' ? so.order_type.toUpperCase().green : so.order_type.toUpperCase().red), ' '),
             z(31, (so.mode === 'paper' ? 'avg. '.grey + so.avg_slippage_pct + '%' : 'max '.grey + so.max_slippage_pct + '%'), ' '),
             z(20, (so.order_type === 'maker' ? so.order_type + ' ' + s.exchange.makerFee : so.order_type + ' ' + s.exchange.takerFee), ' ')
@@ -308,7 +308,7 @@ module.exports = function container (get, set, clear) {
         }
 
         var db_cursor, trade_cursor
-        var query_start = tb().resize(so.periodLength).subtract(so.min_periods * 2).toMilliseconds()
+        var query_start = tb().resize(so.period_length).subtract(so.min_periods * 2).toMilliseconds()
         var days = Math.ceil((new Date().getTime() - query_start) / 86400000)
         var session = null
         var sessions = get('db.sessions')

commands/train.js

@@ -131,13 +131,13 @@ module.exports = function container (get, set, clear) {
 
         if (!so.min_periods) so.min_periods = 1
         var cursor, reversing, reverse_point
-        var query_start = so.start_training ? tb(so.start_training).resize(so.periodLength).subtract(so.min_periods + 2).toMilliseconds() : null
+        var query_start = so.start_training ? tb(so.start_training).resize(so.period_length).subtract(so.min_periods + 2).toMilliseconds() : null
 
         function writeTempModel (strategy) {
           var tempModelString = JSON.stringify(
             {
               "selector": so.selector.normalized,
-              "period": so.periodLength,
+              "period": so.period_length,
               "start_training": moment(so.start_training),
               "end_training": moment(so.end_training),
               "options": fa_getTrainOptions(so),
@@ -159,7 +159,7 @@ module.exports = function container (get, set, clear) {
           var finalModelString = JSON.stringify(
             {
               "selector": so.selector.normalized,
-              "period": so.periodLength,
+              "period": so.period_length,
               "start_training": moment(so.start_training).utc(),
               "end_training": moment(end_training).utc(),
               "result_training": trainingResult,
@@ -172,7 +172,7 @@ module.exports = function container (get, set, clear) {
           var testVsBuyHold = typeof(testResult) !== "undefined" ? testResult.vsBuyHold : 'noTest'
 
           var finalModelFile = 'models/forex.model_' + so.selector.normalized
-            + '_period=' + so.periodLength
+            + '_period=' + so.period_length
             + '_from=' + moment(so.start_training).utc().format('YYYYMMDD_HHmmssZZ')
             + '_to=' + moment(end_training).utc().format('YYYYMMDD_HHmmssZZ')
             + '_trainingVsBuyHold=' + trainingResult.vsBuyHold
@@ -234,7 +234,7 @@ module.exports = function container (get, set, clear) {
             '--modelfile', path.resolve(__dirname, '..', tempModelFile),
             '--start', so.start_training,
             '--end', so.end_training,
-            '--period', so.periodLength,
+            '--period', so.period_length,
             '--filename', path.resolve(__dirname, '..', tempModelFile) + '-simTrainingResult.html'
           ]
           var trainingSimulation = spawn(path.resolve(__dirname, '..', zenbot_cmd), trainingArgs, { stdio: 'inherit' })
@@ -260,7 +260,7 @@ module.exports = function container (get, set, clear) {
                 '--disable_options',
                 '--modelfile', path.resolve(__dirname, '..', tempModelFile),
                 '--start', so.end_training,
-                '--period', so.periodLength,
+                '--period', so.period_length,
                 '--filename', path.resolve(__dirname, '..', tempModelFile) + '-simTestResult.html',
               ]
               var testSimulation = spawn(path.resolve(__dirname, '..', zenbot_cmd), testArgs, { stdio: 'inherit' })

extensions/exchanges/bittrex/exchange.js

@@ -64,7 +64,7 @@ module.exports = function container(get, set, clear) {
       bittrex_public.getmarkethistory(args, function( data ) {
         if (!shownWarning) {
           console.log('please note: the bittrex api does not support backfilling (trade/paper only).')
-          console.log('please note: make sure to set the --periodLength=1m to make sure data for trade/paper is fetched.')
+          console.log('please note: make sure to set the --period_length=1m to make sure data for trade/paper is fetched.')
           shownWarning = true
         }
         if (typeof data !== 'object') {

extensions/strategies/cci_srsi/strategy.js

@@ -1,107 +1,107 @@
-let z = require('zero-fill')
-  , n = require('numbro')
-
-module.exports = function container (get, set, clear) {
-  return {
-    name: 'cci_srsi',
-    description: 'Stochastic CCI Strategy',
-
-    getOptions: function () {
-      this.option('period', 'period length, same as --periodLength', String, '20m')
-      this.option('periodLength', 'period length, same as --period', String, '20m')
-      this.option('min_periods', 'min. number of history periods', Number, 30)
-      this.option('ema_acc', 'sideways threshold (0.2-0.4)', Number, 0.03)
-      this.option('cci_periods', 'number of RSI periods', Number, 14)
-      this.option('rsi_periods', 'number of RSI periods', Number, 14)
-      this.option('srsi_periods', 'number of RSI periods', Number, 9)
-      this.option('srsi_k', '%K line', Number, 5)
-      this.option('srsi_d', '%D line', Number, 3)
-      this.option('oversold_rsi', 'buy when RSI reaches or drops below this value', Number, 18)
-      this.option('overbought_rsi', 'sell when RSI reaches or goes above this value', Number, 85)
-      this.option('oversold_cci', 'buy when CCI reaches or drops below this value', Number, -90)
-      this.option('overbought_cci', 'sell when CCI reaches or goes above this value', Number, 140)
-      this.option('constant', 'constant', Number, 0.015)
-      console.log('If you have questions about this strategy, contact me... @talvasconcelos');
-    },
-
-    calculate: function (s) {
-      //get market trend
-      get('lib.ema')(s, 'trend_ema', s.options.min_periods)
-      if (typeof s.period.trend_ema !== 'undefined')
-        s.trend = s.period.trend_ema > s.lookback[0].trend_ema ? 'up' : 'down'
-
-		  // compute Stochastic RSI
-		  get('lib.srsi')(s, 'srsi', s.options.rsi_periods, s.options.srsi_k, s.options.srsi_d)
-
-      // compute CCI
-      get('lib.cci')(s, 'cci', s.options.cci_periods, s.options.constant)
-
-      if (typeof s.period.cci !== 'undefined' && typeof s.period.srsi_K !== 'undefined') {
-        s.cci_fromAbove = s.period.cci < s.lookback[0]['cci']
-        s.rsi_fromAbove = s.period.srsi_K < s.lookback[0]['srsi_K']
-      }
-
-      if (s.period.trend_ema && s.lookback[0] && s.lookback[0].trend_ema) {
-        s.period.acc = Math.abs((s.period.trend_ema - s.lookback[0].trend_ema) / s.lookback[0].trend_ema * 100)
-      }
-    },
-
-    onPeriod: function (s, cb) {
-    	if (!s.in_preroll && typeof s.trend !== 'undefined') {
-
-        // Sideways Market
-        if (s.period.acc < s.options.ema_acc) {
-          // Buy signal
-          if (s.period.cci <= s.options.oversold_cci && /*s.period.srsi_K > s.period.srsi_D &&*/ s.period.srsi_K <= s.options.oversold_rsi) {
-  				  if (!s.cci_fromAbove && !s.rsi_fromAbove) {
-              s.signal = 'buy'
-            }
-          }
-          // Sell signal
-          if (s.period.cci >= s.options.overbought_cci && /*s.period.srsi_K < s.period.srsi_D &&*/ s.period.srsi_K >= s.options.overbought_rsi) {
-            if (s.cci_fromAbove || s.rsi_fromAbove) {
-                s.signal = 'sell'
-            }
-          }
-          //cb()
-        }
-        // Buy signal
-        if (s.trend === 'up') {
-        	if (s.period.cci <= s.options.oversold_cci && /*s.period.srsi_K > s.period.srsi_D &&*/ s.period.srsi_K <= s.options.oversold_rsi) {
-  				  if (!s.cci_fromAbove && !s.rsi_fromAbove) {
-              s.signal = 'buy'
-            }
-          }
-        }
-			  // Sell signal
-        if (s.trend === 'down') {
-          if (s.period.cci >= s.options.overbought_cci && /*s.period.srsi_K < s.period.srsi_D &&*/ s.period.srsi_K >= s.options.overbought_rsi) {
-            if (s.cci_fromAbove || s.rsi_fromAbove) {
-                s.signal = 'sell'
-            }
-          }
-        }
-      }
-      cb()
-    },
-    onReport: function (s) {
-      var cols = []
-      if (typeof s.period.cci === 'number') {
-        var color = 'grey'
-        if (s.period.cci > 0) {
-          color = 'green'
-        }
-        else if (s.period.cci < 0) {
-          color = 'red'
-        }
-        cols.push(z(8, n(s.period.cci).format('000'), ' ')[color])
-        cols.push(s.period.acc > s.options.ema_acc ? z(8, n(s.period.srsi_K).format('000'), ' ')[color] : '   -->   ')
-      }
-      else {
-        cols.push('         ')
-      }
-      return cols
-    }
-	}
-}
-/* Made by talvasconcelos*/
+let z = require('zero-fill')
+  , n = require('numbro')
+
+module.exports = function container (get, set, clear) {
+  return {
+    name: 'cci_srsi',
+    description: 'Stochastic CCI Strategy',
+
+    getOptions: function () {
+      this.option('period', 'period length, same as --period_length', String, '20m')
+      this.option('period_length', 'period length, same as --period', String, '20m')
+      this.option('min_periods', 'min. number of history periods', Number, 30)
+      this.option('ema_acc', 'sideways threshold (0.2-0.4)', Number, 0.03)
+      this.option('cci_periods', 'number of RSI periods', Number, 14)
+      this.option('rsi_periods', 'number of RSI periods', Number, 14)
+      this.option('srsi_periods', 'number of RSI periods', Number, 9)
+      this.option('srsi_k', '%K line', Number, 5)
+      this.option('srsi_d', '%D line', Number, 3)
+      this.option('oversold_rsi', 'buy when RSI reaches or drops below this value', Number, 18)
+      this.option('overbought_rsi', 'sell when RSI reaches or goes above this value', Number, 85)
+      this.option('oversold_cci', 'buy when CCI reaches or drops below this value', Number, -90)
+      this.option('overbought_cci', 'sell when CCI reaches or goes above this value', Number, 140)
+      this.option('constant', 'constant', Number, 0.015)
+      console.log('If you have questions about this strategy, contact me... @talvasconcelos');
+    },
+
+    calculate: function (s) {
+      //get market trend
+      get('lib.ema')(s, 'trend_ema', s.options.min_periods)
+      if (typeof s.period.trend_ema !== 'undefined')
+        s.trend = s.period.trend_ema > s.lookback[0].trend_ema ? 'up' : 'down'
+
+		  // compute Stochastic RSI
+		  get('lib.srsi')(s, 'srsi', s.options.rsi_periods, s.options.srsi_k, s.options.srsi_d)
+
+      // compute CCI
+      get('lib.cci')(s, 'cci', s.options.cci_periods, s.options.constant)
+
+      if (typeof s.period.cci !== 'undefined' && typeof s.period.srsi_K !== 'undefined') {
+        s.cci_fromAbove = s.period.cci < s.lookback[0]['cci']
+        s.rsi_fromAbove = s.period.srsi_K < s.lookback[0]['srsi_K']
+      }
+
+      if (s.period.trend_ema && s.lookback[0] && s.lookback[0].trend_ema) {
+        s.period.acc = Math.abs((s.period.trend_ema - s.lookback[0].trend_ema) / s.lookback[0].trend_ema * 100)
+      }
+    },
+
+    onPeriod: function (s, cb) {
+    	if (!s.in_preroll && typeof s.trend !== 'undefined') {
+
+        // Sideways Market
+        if (s.period.acc < s.options.ema_acc) {
+          // Buy signal
+          if (s.period.cci <= s.options.oversold_cci && /*s.period.srsi_K > s.period.srsi_D &&*/ s.period.srsi_K <= s.options.oversold_rsi) {
+  				  if (!s.cci_fromAbove && !s.rsi_fromAbove) {
+              s.signal = 'buy'
+            }
+          }
+          // Sell signal
+          if (s.period.cci >= s.options.overbought_cci && /*s.period.srsi_K < s.period.srsi_D &&*/ s.period.srsi_K >= s.options.overbought_rsi) {
+            if (s.cci_fromAbove || s.rsi_fromAbove) {
+                s.signal = 'sell'
+            }
+          }
+          //cb()
+        }
+        // Buy signal
+        if (s.trend === 'up') {
+        	if (s.period.cci <= s.options.oversold_cci && /*s.period.srsi_K > s.period.srsi_D &&*/ s.period.srsi_K <= s.options.oversold_rsi) {
+  				  if (!s.cci_fromAbove && !s.rsi_fromAbove) {
+              s.signal = 'buy'
+            }
+          }
+        }
+			  // Sell signal
+        if (s.trend === 'down') {
+          if (s.period.cci >= s.options.overbought_cci && /*s.period.srsi_K < s.period.srsi_D &&*/ s.period.srsi_K >= s.options.overbought_rsi) {
+            if (s.cci_fromAbove || s.rsi_fromAbove) {
+                s.signal = 'sell'
+            }
+          }
+        }
+      }
+      cb()
+    },
+    onReport: function (s) {
+      var cols = []
+      if (typeof s.period.cci === 'number') {
+        var color = 'grey'
+        if (s.period.cci > 0) {
+          color = 'green'
+        }
+        else if (s.period.cci < 0) {
+          color = 'red'
+        }
+        cols.push(z(8, n(s.period.cci).format('000'), ' ')[color])
+        cols.push(s.period.acc > s.options.ema_acc ? z(8, n(s.period.srsi_K).format('000'), ' ')[color] : '   -->   ')
+      }
+      else {
+        cols.push('         ')
+      }
+      return cols
+    }
+	}
+}
+/* Made by talvasconcelos*/

extensions/strategies/crossover_vwap/strategy.js

@@ -19,8 +19,8 @@ module.exports = function container (get, set, clear) {
         zenbot sim kraken.XXRP-ZEUR --period="120m" --strategy=crossover_vwap --currency_capital=700 --asset_capital=0 --max_slippage_pct=100 --days=60 --avg_slippage_pct=0.045 --vwap_max=8000 --markup_sell_pct=0.5 --markdown_buy_pct=0.5 --emalen1=50
         zenbot sim kraken.XXRP-ZEUR --period="120m" --strategy=crossover_vwap --currency_capital=700 --asset_capital=0 --max_slippage_pct=100 --days=60 --avg_slippage_pct=0.045 --vwap_max=8000 --markup_sell_pct=0.5 --markdown_buy_pct=0.5 --emalen1=30
       */
-      this.option('period', 'period length, same as --periodLength', String, '120m')
-      this.option('periodLength', 'period length, same as --period', String, '120m')
+      this.option('period', 'period length, same as --period_length', String, '120m')
+      this.option('period_length', 'period length, same as --period', String, '120m')
       this.option('emalen1', 'Length of EMA 1', Number, 30 )//green
       this.option('smalen1', 'Length of SMA 1', Number, 108 )//red
       this.option('smalen2', 'Length of SMA 2', Number, 60 )//purple

extensions/strategies/forex_analytics/strategy.js

@@ -11,8 +11,8 @@ module.exports = function container (get, set, clear) {
 
     getOptions: function (s) {
       this.option('modelfile', 'modelfile (generated by running `train`), should be in models/', String, 'none')
-      this.option('period', 'period length of a candlestick (default: 30m), same as --periodLength', String, '30m')
-      this.option('periodLength', 'period length of a candlestick (default: 30m), same as --period', String, '30m')
+      this.option('period', 'period length of a candlestick (default: 30m), same as --period_length', String, '30m')
+      this.option('period_length', 'period length of a candlestick (default: 30m), same as --period', String, '30m')
       this.option('min_periods', 'min. number of history periods', Number, 100)
 
       if (s.options) {
@@ -85,4 +85,4 @@ module.exports = function container (get, set, clear) {
       return cols
     }
   }
-}
+}

extensions/strategies/macd/strategy.js

@@ -7,8 +7,8 @@ module.exports = function container (get, set, clear) {
     description: 'Buy when (MACD - Signal > 0) and sell when (MACD - Signal < 0).',
 
     getOptions: function () {
-      this.option('period', 'period length, same as --periodLength', String, '1h')
-      this.option('periodLength', 'period length, same as --period', String, '1h')
+      this.option('period', 'period length, same as --period_length', String, '1h')
+      this.option('period_length', 'period length, same as --period', String, '1h')
       this.option('min_periods', 'min. number of history periods', Number, 52)
       this.option('ema_short_period', 'number of periods for the shorter EMA', Number, 12)
       this.option('ema_long_period', 'number of periods for the longer EMA', Number, 26)
@@ -83,4 +83,4 @@ module.exports = function container (get, set, clear) {
       return cols
     }
   }
-}
+}

extensions/strategies/neural/strategy.js

@@ -14,8 +14,8 @@ module.exports = function container (get, set, clear) {
     name: 'neural',
     description: 'Use neural learning to predict future price. Buy = mean(last 3 real prices) < mean(current & last prediction)',
     getOptions: function () {
-      this.option('period', 'period length - make sure to lower your poll trades time to lower than this value. Same as --periodLength', String, '1m')
-      this.option('periodLength', 'period length - make sure to lower your poll trades time to lower than this value. Same as --period', String, '1m')
+      this.option('period', 'period length - make sure to lower your poll trades time to lower than this value. Same as --period_length', String, '1m')
+      this.option('period_length', 'period length - make sure to lower your poll trades time to lower than this value. Same as --period', String, '1m')
       this.option('activation_1_type', "Neuron Activation Type: sigmoid, tanh, relu", String, 'sigmoid')
       this.option('neurons_1', "Neurons in layer 1 Shoot for atleast 100", Number, 1)
       this.option('depth', "Rows of data to predict ahead for matches/learning", Number, 1)

extensions/strategies/noop/strategy.js

@@ -4,8 +4,8 @@ module.exports = function container (get, set, clear) {
     description: 'Just do nothing. Can be used to e.g. generate candlesticks for training the genetic forex strategy.',
 
     getOptions: function () {
-      this.option('period', 'period length, same as --periodLength', String, '30m')
-      this.option('periodLength', 'period length, same as --period', String, '30m')
+      this.option('period', 'period length, same as --period_length', String, '30m')
+      this.option('period_length', 'period length, same as --period', String, '30m')
     },
 
     calculate: function (s) {

extensions/strategies/rsi/strategy.js

@@ -7,8 +7,8 @@ module.exports = function container (get, set, clear) {
     description: 'Attempts to buy low and sell high by tracking RSI high-water readings.',
 
     getOptions: function () {
-      this.option('period', 'period length, same as --periodLength', String, '2m')
-      this.option('periodLength', 'period length, same as --period', String, '2m')
+      this.option('period', 'period length, same as --period_length', String, '2m')
+      this.option('period_length', 'period length, same as --period', String, '2m')
       this.option('min_periods', 'min. number of history periods', Number, 52)
       this.option('rsi_periods', 'number of RSI periods', 14)
       this.option('oversold_rsi', 'buy when RSI reaches or drops below this value', Number, 30)
@@ -71,4 +71,4 @@ module.exports = function container (get, set, clear) {
       return cols
     }
   }
-}
+}