Bug Fixed get Element returning and old element.
Backtesting showing a trade that later disappers.
This commit is contained in:
Luis Fernando Molina committed
1 parent
180a0e3a6c
commit
00c0f1bc3a
1 file changed
+29
-37
@@ -4,12 +4,12 @@
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const LOG_FILE_CONTENT = false;
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const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
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const MODULE_NAME = "Trading Simulation -> " + bot.SESSION.name;
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const GMT_SECONDS = ':00.000 GMT+0000';
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let thisObject = {
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finalize: finalize,
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runSimulation: runSimulation
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runSimulation: runSimulation
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};
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let utilities = UTILITIES.newCloudUtilities(bot, logger);
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@@ -45,7 +45,7 @@
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let strategiesArray = [];
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let tradesArray = [];
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let tradingSystem = bot.TRADING_SYSTEM
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let tradingSystem = bot.TRADING_SYSTEM
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/* Initial Default Values */
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@@ -150,7 +150,7 @@
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profit: 0,
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exitType: 0,
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beginRate: 0,
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endRate: 0,
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endRate: 0,
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takePositionSituation: ''
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}
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@@ -549,8 +549,8 @@
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/* We are going to take snapshots of the values of indicators at key moments of the sumulation. */
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let snapshotKeys = new Map()
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snapshotLoopHeaders = []
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let snapshotKeys = new Map()
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snapshotLoopHeaders = []
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snapshotDataRecord = []
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saveAsLastTriggerOnSnapshot = false
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saveAsLastTakePositionSnapshot = false
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@@ -581,7 +581,7 @@
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let thisChart = chart[propertyName]
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for (let k = 0; k < dataDependencies.length; k++) {
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let dataDependencyNode = dataDependencies[k]
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let dataDependencyNode = dataDependencies[k]
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if (dataDependencyNode.referenceParent.code.codeName !== 'Multi-Period-Daily') { continue }
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let singularVariableName = dataDependencyNode.referenceParent.parentNode.code.singularVariableName
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let pluralVariableName = dataDependencyNode.referenceParent.parentNode.code.pluralVariableName
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@@ -600,7 +600,7 @@
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for (let k = 0; k < dataDependencies.length; k++) {
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let dataDependencyNode = dataDependencies[k]
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if (dataDependencyNode.referenceParent.code.codeName !== 'Multi-Period-Market') {continue}
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if (dataDependencyNode.referenceParent.code.codeName !== 'Multi-Period-Market') { continue }
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let singularVariableName = dataDependencyNode.referenceParent.parentNode.code.singularVariableName
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let pluralVariableName = dataDependencyNode.referenceParent.parentNode.code.pluralVariableName
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let currentElement = getElement(thisChart[pluralVariableName], candle, 'Market' + '-' + mapKey + '-' + pluralVariableName)
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@@ -618,7 +618,7 @@
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}
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}
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let propertyName = 'atAnyTimeFrame'
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let propertyName = 'atAnyTimeFrame'
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let thisChart = chart[propertyName]
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for (let k = 0; k < dataDependencies.length; k++) {
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@@ -1303,11 +1303,11 @@
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minimumBalance = bot.VALUES_TO_USE.minimumBalanceB
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maximumBalance = bot.VALUES_TO_USE.maximumBalanceB
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}
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let stopRunningDate = new Date(candle.begin)
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if (balance <= minimumBalance) {
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tradingSystem.error = "Min Balance @ " + stopRunningDate.toLocaleString()
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> " + tradingSystem.error ); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> " + tradingSystem.error); }
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afterLoop()
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return
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}
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@@ -1335,7 +1335,7 @@
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if (
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strategyStage !== 'No Stage' ||
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currentStrategyIndex !== -1
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) {continue}
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) { continue }
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let strategy = tradingSystem.strategies[j];
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@@ -1408,7 +1408,7 @@
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}
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}
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}
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}
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/* Trigger Off Condition */
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@@ -1537,7 +1537,7 @@
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takePositionNow = true
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currentTrade.takePositionSituation = situation.name
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checkAnnouncements(triggerStage.takePosition)
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saveAsLastTakePositionSnapshot = true
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@@ -1687,7 +1687,7 @@
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strategyStage = 'Manage Stage'
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checkAnnouncements(manageStage, 'Take Profit')
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}
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if (processingDailyFiles) {
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if (positionedAtYesterday) {
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yesterday.stopLossPhase = stopLossPhase;
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@@ -1792,7 +1792,7 @@
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if (parentNode !== undefined) {
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let phase = parentNode.takeProfit.phases[p];
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if (phase === undefined) {return} // trying to jump to a phase that does not exists.
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if (phase === undefined) { return } // trying to jump to a phase that does not exists.
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/* Check the next Phase Event. */
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let nextPhaseEvent = phase.nextPhaseEvent;
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@@ -2288,7 +2288,7 @@
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}
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takePositionAtSimulation()
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return
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function putOpeningOrder() {
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@@ -2341,20 +2341,20 @@
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let amountA
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let amountB
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let orderSide
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if (baseAsset === bot.market.baseAsset) {
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orderSide = "sell"
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orderPrice = tradePositionRate
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orderPrice = tradePositionRate
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amountA = tradePositionSize * orderPrice
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amountB = tradePositionSize
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} else {
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orderSide = "buy"
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orderPrice = tradePositionRate
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orderPrice = tradePositionRate
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amountA = tradePositionSize
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amountB = tradePositionSize / orderPrice
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@@ -2554,7 +2554,7 @@
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orderPrice = ticker.last + 100; // This is provisional and totally arbitrary, until we have a formula on the designer that defines this stuff.
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amountA = balanceQuotedAsset
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amountA = balanceQuotedAsset
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amountB = balanceQuotedAsset / orderPrice
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} else {
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@@ -2902,7 +2902,7 @@
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baseAsset: quotedBaseAsset,
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quotedAsset: quotedQuotedAsset,
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marketBaseAsset: '"' + bot.market.baseAsset + '"',
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marketQuotedAsset: '"' + bot.market.quotedAsset + '"' ,
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marketQuotedAsset: '"' + bot.market.quotedAsset + '"',
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positionPeriods: positionPeriods,
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positionDays: positionDays,
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distanceToLastTriggerOn: distanceToLast.triggerOn,
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@@ -2935,10 +2935,9 @@
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currentStrategy.status = 2; // This means the strategy is open, i.e. that has a begin but no end.
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currentStrategy.end = candle.end
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}
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/* Prepare the information for the Strategies File*/
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if (currentStrategy.begin !== 0 && currentStrategy.end !== 0)
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{
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if (currentStrategy.begin !== 0 && currentStrategy.end !== 0) {
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strategiesArray.push(currentStrategy);
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currentStrategy = {
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@@ -3037,7 +3036,7 @@
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}
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/* Prepare the information for the Trades File */
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if (currentTrade.begin !== 0 && currentTrade.end !== 0) {
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if (currentTrade.begin !== 0 && currentTrade.end !== 0) {
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currentTrade.profit = lastTradeProfitLoss;
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@@ -3071,7 +3070,7 @@
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}
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/* After everything at the simulation level was done, we will do the annoucements that are pending.*/
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makeAnnoucements()
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makeAnnoucements()
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}
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function checkAnnouncements(node, value) {
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@@ -3206,7 +3205,7 @@
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if (existingKey === undefined) {// means that at the current loop this property of this product was not used before.
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snapshotKeys.set(key, key)
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snapshotLoopHeaders.push(key)
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let value = eval(instruction)
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snapshotDataRecord.push(value)
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}
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@@ -3339,7 +3338,7 @@
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}
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function getElement(pArray, currentCandle, datasetName) {
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if (pArray === undefined) {return}
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if (pArray === undefined) { return }
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try {
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let element;
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for (let i = 0; i < pArray.length; i++) {
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@@ -3359,13 +3358,6 @@
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return
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}
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}
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if (
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i === pArray.length - 1 // If we reach the end of the array, then we return the last element.
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&&
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element.end < currentCandle.end
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) {
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return element
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}
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}
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}
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return
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