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This commit is contained in:
Luis Fernando Molina committed 2020-07-29 11:16:05 +02:00
1 parent 3bdd857743
commit 00c47a7478
4 files changed
+22 -10
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LowFrequencyTrading/Announcements.js
+1 -5
View File
@@ -41,11 +41,7 @@ exports.newAnnouncements = function newAnnouncements(bot, logger) {
if (canAnnounce === true) {
let text = announcement.config.text
if (announcement.formula !== undefined) {
try {
text = eval(announcement.formula.code)
} catch (err) {
tradingSystem.errors.push([announcement.formula.id, err.message])
}
text = tradingSystem.formulas.get(announcement.formula.id)
}
if (bot.SESSION.socialBots !== undefined) {
LowFrequencyTrading/TradingProcess.js
+1 -1
View File
@@ -797,7 +797,7 @@
let dataRecord = dataFile[i]
let begin = dataRecord[beginIndex]
let end = dataRecord[endIndex]
if (end < bot.SESSION.parameters.timeRange.config.initialDatetime) { continue }
if (end < bot.SESSION.parameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.SESSION.parameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
LowFrequencyTrading/TradingSimulation.js
+12 -4
View File
@@ -240,8 +240,12 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
if (dataDependencyNode.referenceParent.config.codeName !== 'Multi-Period-Daily') { continue }
let singularVariableName = dataDependencyNode.referenceParent.parentNode.config.singularVariableName
let pluralVariableName = dataDependencyNode.referenceParent.parentNode.config.pluralVariableName
let currentElement = getElement(thisChart[pluralVariableName], 'Daily' + '-' + mapKey + '-' + pluralVariableName)
thisChart[singularVariableName] = currentElement
if (thisChart[pluralVariableName] !== undefined) {
let currentElement = getElement(thisChart[pluralVariableName], 'Daily' + '-' + mapKey + '-' + pluralVariableName)
if (currentElement !== undefined) {
thisChart[singularVariableName] = currentElement
}
}
}
}
}
@@ -257,8 +261,12 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
if (dataDependencyNode.referenceParent.config.codeName !== 'Multi-Period-Market') { continue }
let singularVariableName = dataDependencyNode.referenceParent.parentNode.config.singularVariableName
let pluralVariableName = dataDependencyNode.referenceParent.parentNode.config.pluralVariableName
let currentElement = getElement(thisChart[pluralVariableName], 'Market' + '-' + mapKey + '-' + pluralVariableName)
thisChart[singularVariableName] = currentElement
if (thisChart[pluralVariableName] !== undefined) {
let currentElement = getElement(thisChart[pluralVariableName], 'Market' + '-' + mapKey + '-' + pluralVariableName)
if (currentElement !== undefined) {
thisChart[singularVariableName] = currentElement
}
}
}
}
LowFrequencyTrading/TradingSystem.js
+8
View File
@@ -656,6 +656,14 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
evalConditions(manageStage, 'Manage Stage')
evalFormulas(manageStage, 'Manage Stage')
if (
tradingEngine.current.position.stopLoss.stopLossStage.value === 'Open Stage' ||
tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Open Stage') {
let stageNode = tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value].openStage
evalConditions(stageNode, 'Initial Definition')
evalFormulas(stageNode, 'Initial Definition')
}
/* Stop Loss Management */
checkStopPhasesEvents()
calculateStopLoss()