Jesse trades info - tool to review backtest results

nickz

Hello!
Until the subject with the browser interface is resolved, I coded out a quick solution with charts and tables of trades from Jesse's backtest JSON files.
You need to upload the JSON file to a locally launched website. See this video that I show the installation process and review.
github

tradeception

wow awesome. Good job.

nickz

tradeception ccostel Thanks! ♥️
@Saleh hey! If such a tool for reviewing backtests is ok and would be enough for this time, we can further develop the idea. For example, we can add additional metrics to a JSON output that I can show on the page.

ccostel

This is really cool!

Saleh

Hey man. This looks fantastic 🙏❤️ Thanks for creating it.

When I added the JSON output recently, I had such tools in mind.

What I have in mind for backtest metics though, is that to create such a webpage very much similar to what you did, and then generate it. So that later it can be opened even if you don't have Node to run a local server.

I'm not sure if that's possible though. Because the page still needs to read from the JSON, can that be done without Node?

On the other hand, I might suck it up and add Node as a dependency to the project. The reason is, even though in simple backtests we don't really care about UI, in other modes, we might have to. These days we're working on the optimize mode. I need to make the dashboard simple for users. However, we're talking about a lot of data to display in single, and I'm just not sure if everyone's screens are wide enough. And if they're screens aren't big enough, things will break for them. This won't be an issue on an HTML page, because we have scrolling in there.

See this for example (it's a work in progress, don't mind the results):

And that's not even all the data I need to display.

What do you think?

nickz

Of course, we can generate some light version of results into .html file with python after backtesting (and maybe we need to). But if we want some advanced representation output with OHLC charts/tables or even sorting/selecting/deselecting columns to show in table/change candle size and so on, using Node with npm would be inevitable.

We don't need to add Node as a dependency to the main project. For some people may be enough current options with chart/CSV/TradingView. For others who want - may use other tools like "Jesse trades info" or self-made. We need to give them proper .json.

For optimize mode, I expect that I set up parameters in the config file for strategy and run it in the terminal for a few hours. The dashboard is optional in this case. As a result, I expect to see .csv file with all possible combinations. I have already tried to show all combinations in the terminal, but it is not enough. For example, what if I have one hundred thousand rows to show? Or I want to sort results? Or want to save results? For this purpose, .csv is good enough even for extensive data. I attached an example of one of them here.

Are you going to make a web dashboard only to set up params for optimize mode or also for starting single backtests from it?

Saleh

nickz Are you going to make a web dashboard only to set up params for optimize mode or also for starting single backtests from it?

Right now, my only worry is for optimize mode's monitoring dashboard. The thing about monitoring is: I don't think Jesse's optimize mode would have an end, you're suppose to see the results as it's evolving, so that if you liked a DNA that you liked, you can copy it, and backtest it with that DNA. Of course, I'm still working on solutions to make this simpler for users, but that's the idea for now. Hence, a simple export at the end won't do the job.

Gabri

@nickz I've tried to install your project, but when I install dependencies (npm i) I always get errors like this (tried with different version of node: 8, 12, 14 - npm: 6.14):
ENOENT: no such file or directory, open /shared/jesse-trades-info/node_modules/yargs/node_modules/strip-ansi/package.json.3208804063
Any suggestions? Thanks

Saleh

Gabri which directory are you on? Do you see the package.json present? (I'm guessing you already are familiar with node, but I just had to make sure)

Gabri

Saleh yes, I was in the right folder ..but it was a stupid problem. I was using a shared folder between the vm and the main os and probably there was something about permissions (I haven't immetdiately thought about it because I have other software installed in the same folder, like jesse, and I haven't problem so far). Tried now in a different folder and I had no problem.
Sorry for that

Saleh

Gabri I have other software installed in the same folder, like jesse, and I haven't problem so far

That's because Jesse is awesome 😆 while node ... you know ... sucks 😀

nickz

Gabri sorry for no answer. I'm on vacation now 😉

mozart

This is amazing! Thank you Nick

james

this is awesome. I love that you're updaing it. Maybe we need to merge this into the main framework?

Saleh

james It is awesome indeed. But I cannot add it at the moment. It would add to the dependency list of the project. Right now you just need Python. If we add this, you'd need NodeJS and NPM too.

nickz

james thanks! 😉 Saleh is right. This tool is entirely optional; you can use it or not, whether you need it.
Saleh would you mind mentioning this tool in documentation into the "Other Software" section as an additional instrument?

nickz

Thank you for your proposal! Theoretically, we can implement indicators in some way. However, to keep things simple, I consider not to draw indicators this time but use the --tradingview flag for specific date ranges if we need to see strat orders with our indicators. Saleh what do you think?

Saleh

nickz Yes! I've been meaning to do that for a while. Just added it to my TODO list to not forget. I'll add it the backtest or debugging section. Great job man.

Gabri

@nickz I think a really nice improvement of this useful tool would be the chance to add indicators to the chart.
I've seen that you use tradingview lightweight-charts, so If I understood well it's not possible to calculate indicators at runtime ...so maybe it would be nice add hooks on jesse strategy in the way it would be possible to track and output additional price series to the returned json, with those data I think it would be possible to add them to the chart (probably easier if these indicators are at the same scale of the pair price). This, anyway, would involve developing in both jesse and jesse-trades-info too...

Saleh

nickz I don't know man. I'm not sure how much work it would be. I'm not familiar with how the charting you're using works either. It's your call.

In general I would avoid complex features for now, especially since (as you mentioned) we already have --tradingview as you mentioned.