Tag Archives: Coding

Speedy data

Speed is an important part of my bot development. When it comes to storing data, the options (data structures) I’ve been working with are array, collection and dictionary. When I Google for articles on speed, I get lots of information pointing to dictionaries as being the fastest for programming. But the main point of interest in the articles is the speed of looking up data. To find something in an array, all elements have to be looped through until it’s found (or isn’t). The use of keys in collections and dictionaries makes lookup faster as they can be targeted without looping, as long as you know the key(s). There are other advantages that make dictionaries preferred to collections, however they seem less important when looking at speed. A disadvantage of arrays comes when changing its size. Collections and dictionaries can have elements added without problems. To do the same with an array, we have to change its size to accommodate more data, which involves more time as the original is put into temporary memory and a new, re-sized, array created with the existing data then added to it.

This leaves me thinking that the two main speed disadvantages of arrays is searching for data and resizing. Here’s the question I’m looking to answer – if I know the size I want the array to be and I know the location of all the data held in it (so I can refer to each element directly) is there a speed benefit to using collections or dictionaries? Any help appreciated.

How’s it going?

Automated_trader commented –

How’s coding your own bot going? I got a copy of Programming for Betfair today so gonna try and code my own too. I’ve no coding experience other than a little VBA for my current bots that run on Gruss so hoping it won’t be too big of a leap into the unknown. Might even start a blog to document my progress too.

The coding is going really well with a bot now in testing. I doubt I’d have started without Programming for Betfair as I thought the amount to learn wasn’t worth it. The book helps by giving you everything you need to start auto trading, as in it gives you the code to request data, place bets and handle the responses from Betfair. It also gives you the basic tools to trade with such as profit take, fill/kill and stoploss. Once you’ve worked through the book, it’s just a case of adapting what you’ve learnt to get what you want.

My currently running and previous bots are written in VBA and running through Gruss. Before I started them I hadn’t written in VBA but picked it up from forums and searches. I hadn’t done any VB.net prior to this but understanding it isn’t that much of a leap. It’s the same style of object programming and the terms and layout are familiar after using VBA.

It’s true that any errors (after the corrections on the associated website are completed) are down to typos. A couple of times I thought it wasn’t me and something must have changed making the code not work. But it was me, with one mistake being a missing “A” in an url string. That took hours to find and I’d looked at the offending line of code more than once. Another biggy was missing a whole line of code, again taking forever to find. Sometimes the error message isn’t that helpful, not to me anyway. This one was an “overload” which, I’ve since found out, means you’re trying to put more variables into an object than you have declared. That’s what the missing line was, a variable declaration.

Some things to note, firstly, Visual Studio (VS) uses IntelliSense which highlights errors as you go. To begin with, this is quite annoying as you’ll finish a module and there’s a list of errors, so you spend time looking for what you’ve done wrong – which is nothing. The errors disappear when you complete the next couple of pages in the book. I found it’s better to ignore most of them until you get to a point where the book tells you to try running the code. The ones to correct as you go are missing or expected characters, such as “(“ expected.

Second – VS includes an autocomplete function. This will really mash your head at some points as you try to add a new declaration and it changes it to something else. If this happens, a quick tap on backspace should swap it back to what you typed.

Third – I find that the first run of the code after starting VS can sometimes fail. Just stop and run again. This problem goes once you publish your project.

If you enjoy coding you shouldn’t have any difficulty with it, just need patience. Let me know how you get on.

Interesting test results

I’ve been recoding my horse racing form bot (Bot 3), trying to get it to work without errors. It scrapes a lot of data for each race – runner form, jockey form, track data, going, weather. Having got it to a point where it runs okay with me sat in front of it, I decided to run it live on the VPS but without placing bets, allowing performance and data collection checks. To keep things separate I’m running this on Betdaq with a slow refresh and, as I’ve not used it for a while, I’ve added a short section of code to place some pointless bets based on where the market odds are, nothing to do with the bots purpose but hopefully keeps the exchange happy.

The results so far are good and the bot is gathering most of the data without error. Any missing data isn’t causing the bot to stop, however, I’d like it to make multiple attempts to gather it, so some adjustments are needed. The algorithm for choosing a selection to back or lay is operational but requires refining. I’m basically calculating my own ‘betting forecast’ and backing or laying a selection depending on how far away from my suggested odds it is trading.

The interesting part comes from the short bet placement code I added. Of the 12 bets it placed over the five days testing, only 1 of the selections won. Obviously I’d backed them all.

 

My theory for this code was – if I place bets in efficient markets (which I thought close-to-off horse racing markets were), I will likely lose at a rate around my commission (5%) plus half the spread position. Therefore stakes of £0.1 are a small price for testing.

I know the small sample is hardly proof but with average odds of 3, none greater than 3.5 and results at 12, I’m going to keep this little code running to see how it pans out and update the blog on results. It will be interesting to find out if I just happened to drop into the strategy during a 10 long losing streak.

Oscar has returned

After a short holiday caused by this event, Oscar is now back at work, emotionless but committed.

Mike suggested using the Take-SP option to avoid missing trading out.

BPT commented he’d previously used Back at 1.01 and Lay at 1000 to catch the best available odds.

As a way of getting the bot going again, it was quite easy to replace the 2nd-next-best-price with 1.01 and 1000, so this is what I’ve done for now. This is only a temporary fix as the greening is still calculating one refresh behind.

As I improve the greening code, I will include the Take-SP as a last resort. I think this is better as, although the odds may be off, it is taken straight away without entering the market directly. With the code improved, the use of this should be less often anyway.

Back off hols

Oscar needs a holiday

A large loss occurred today as a result of a bet placed in error. Although I’ve seen this before, the size of the loss made me investigate the problem.

Nearing the off time my bot stops trading and then there’s a break of 10 seconds to allow any bets placed to be matched. Then a greening algorithm runs 3 times, first to green at the available odds, then at 1 tick worse than available odds, finally at 2 ticks worse than available odds. The idea is to reduce any risk of leaving a bad position open.

On today’s event the first attempt placed a lay in error. This left 2 attempts to hedge out. Unfortunately both failed. Looking over my code, the greening part is probably the oldest. A quick look on the Gruss forum and the example code has been updated a few times, without me keeping up. The code I use is greening on old data. The most recent code greens on current data.

As the possibility of a similar error exists, I’m not prepared to carry on trading until I’ve fixed this code. Due to the amount of change required and testing I need to do, I’ve stopped Oscar and his American brother for now. Hopefully the coming Bank Holiday weekend will provide some opportunity to make the fix.

Hols bot

 

Code cleaning

My intention was to improve data collection but as I struggled along, I decided  there needed to be some housekeeping.

Ever since moving all the calculations to VBA I’ve been unable to view any sheets other than Sheet1  whilst running, as the code contained a series of sheet.select lines. This was done initially to overcome lazy referencing.

So where I had Cells(10, 1), I now have Worksheets(“Sheet1”).Cells(10, 1).

I’ve also got rid of some sheet.select-copy-sheet.select-paste-sheet.select routines by simply using full references.

Although this has taken a bit of time and testing, it will result in faster code execution.