Suggestions : Automation Backtesting

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Would backtesting data be useful for automation testing?

Poll ended at Thu Oct 15, 2015 5:04 pm

1. Yes
8
80%
2. No
0
No votes
3. No idea what you're on about
2
20%
 
Total votes: 10
Hobsom
Posts: 32
Joined: Sun Aug 09, 2015 8:01 pm

Tue Sep 15, 2015 5:04 pm

Would it be possible to re-run an entire day of horse races, or other events perhaps, through BetAngel in order to test how automated systems or settings respond?
As it stands it requires live data to see if an idea or concept has 'legs' :-P, it would be really useful to run the automated setup against a full day or data subset in order to iron out any wrinkles, and reduce the mad-panic of trying to figure out where the logic went pear shaped before the next race.
I've searched for horse racing backtesting software and there was one I found, but it's just not BetAngel, so it's not as good in my opinion :D, plus it's a whole other logic setup to learn and digest.
The possibility of running some sort of conceptual automation logic against a huge dataset and acquiring performance stats by race type, class and distance would be the holy grail and perhaps worth investigating. If another company can obtain the rights to historic data from BetFair then it should be feasable. Even a database of BSP/ISP/Hi/Lo that could be logically tested against an automation concept would be useful if the database overhead was too great for the whole day.
I'm quite happy to be put in my place and informed that it's a bonkers idea, but, as my paper trade testing takes an awfully long time, I'd appreciate it if someone could point me in a direction where the timescales could be reduced.

LinusP
Posts: 1350
Joined: Mon Jul 02, 2012 10:45 pm

Tue Sep 15, 2015 7:20 pm

Betfair are very strict about what they let companies like BetAngel do with their data. You can get historic data from fracsoft and betfair themselves, I like many others collect my own data.

http://www.betfairpromo.com/betfairsp/prices/index.php
http://data.betfair.com/
http://www.fracsoft.com/

Hobsom
Posts: 32
Joined: Sun Aug 09, 2015 8:01 pm

Sun Sep 20, 2015 5:41 pm

Thanks Linus. I appreciate the links. I'll be looking at these and potentially my own data capture.
Do you, or anyone else, know if there is any way to feed captured data back through BetAngel as if it were running from the Betfair API service? This would be useful for ironing out the logic wrinkles in automation I think, maybe, but I could just be over thinking this.
There is a company I've seen online, but I won't mention the name, that seems to be able to use historic Betfair data and replay it backwards and forwards, so I assume it must be possible inside Betfairs rules & reg's.
I've also seen some financial software that allows you to put in your logic rules and it runs years worth of prices against your rules to see if it's a profitable angle or not.
Probably pushing the boundaries of the possible, or even sensible, but I personally would love to be able to do some more intensive backtesting with some quite extensive data sets and the BetAngel logic rules, just to save days worth of paper, spreadsheet or live testing, which is very time consuming for us all probably.

guy333
Posts: 45
Joined: Sun Aug 16, 2015 9:47 am

Mon Sep 21, 2015 10:08 am

Count me in.

It may help to save my marriage as well. :)

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Euler
Posts: 15638
Joined: Wed Nov 10, 2010 1:39 pm
Location: Bet Angel HQ
Contact:

Mon Sep 21, 2015 10:50 am

We have historic data from many years of racing and other sports but Betfair will not let us publish it without jumping through a number of hoops and paying them money. So we can't publish it.

I've suggested to them a number of times in the past that they should publish historic data for use like this. It is something on the table from there end. So it's a possible but when it's an open question.

In the meantime you can use one of the many spreadsheets on the forum to collect data for your own personal use.

Danish Bettor
Posts: 10
Joined: Sat Dec 24, 2016 12:00 pm

Fri Jan 26, 2018 9:31 pm

Sorry for picking up on an old thread, but I am very keen on this. To me it would be extremely valuable to be able to test strategies etc on historic data (primarily football as that is my main focus). I know there is at least one software provider who does this, alas not one that supports the Danish market and anyway I would prefer it to be within Bet Angel as I would then easily be able to do it for real after testing. Any possibility for this to happen? I am aware that Betfair charges some cost for this, so I imagine it would have to be some kind of add-on to the basic Bet Angel, but I would certainly accept to pay for it, as it has a huge value to me.

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