Removing some code debt

This commit is contained in:
Luis Fernando Molina committed 2020-05-19 15:03:00 +02:00
1 parent cbf3c3fd4e
commit 00efa026b8
7 files changed
+101 -814

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+26 -29
View File
@@ -374,13 +374,12 @@
record.begin = dailyFile[1][i][0];
record.end = dailyFile[1][i][1];
record.strategyNumber = dailyFile[1][i][2];
record.strategyPhase = dailyFile[1][i][3];
record.stopLossPhase = dailyFile[1][i][4];
record.takeProfitPhase = dailyFile[1][i][5];
record.conditions = dailyFile[1][i][6];
record.formulaErrors = dailyFile[1][i][7];
record.formulaValues = dailyFile[1][i][8];
record.strategyIndex = dailyFile[1][i][2];
record.stopLossPhase = dailyFile[1][i][3];
record.takeProfitPhase = dailyFile[1][i][4];
record.conditions = dailyFile[1][i][5];
record.formulaErrors = dailyFile[1][i][6];
record.formulaValues = dailyFile[1][i][7];
if (
(record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) &&
@@ -446,13 +445,12 @@
record.begin = marketFile[1][i][0];
record.end = marketFile[1][i][1];
record.strategyNumber = marketFile[1][i][2];
record.strategyPhase = marketFile[1][i][3];
record.stopLossPhase = marketFile[1][i][4];
record.takeProfitPhase = marketFile[1][i][5];
record.conditions = marketFile[1][i][6];
record.formulaErrors = marketFile[1][i][7];
record.formulaValues = marketFile[1][i][8];
record.strategyIndex = marketFile[1][i][2];
record.stopLossPhase = marketFile[1][i][3];
record.takeProfitPhase = marketFile[1][i][4];
record.conditions = marketFile[1][i][5];
record.formulaErrors = marketFile[1][i][6];
record.formulaValues = marketFile[1][i][7];
if (
(record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) &&
@@ -496,8 +494,7 @@
let currentRecord = {
conditionsNames: headers,
strategyNumber: conditionRecord.strategyNumber,
strategyPhase: conditionRecord.strategyPhase,
strategyIndex: conditionRecord.strategyIndex,
stopLossPhase: conditionRecord.stopLossPhase,
takeProfitPhase: conditionRecord.takeProfitPhase,
conditionsValues: conditionRecord.conditions,
@@ -568,7 +565,7 @@
let strategy = fileTradingSystem.strategies[j];
designerTradingSystem.strategies[j].payload.uiObject.setErrorMessage(strategy.error)
if (currentRecord.strategyNumber === j) {
if (currentRecord.strategyIndex === j) {
designerTradingSystem.strategies[j].payload.uiObject.isExecuting = true
} else {
designerTradingSystem.strategies[j].payload.uiObject.isExecuting = false
@@ -653,7 +650,7 @@
for (let p = 0; p < initialDefinition.stopLoss.phases.length; p++) {
if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase === p) {
if (currentRecord.strategyIndex === j && currentRecord.stopLossPhase === p) {
designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.isExecuting = true
} else {
designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.isExecuting = false
@@ -666,13 +663,13 @@
designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].formula.error)
if (currentRecord.formulaErrors[formulaErrorsIndex] !== "") {
if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase === p) {
if (currentRecord.strategyIndex === j && currentRecord.stopLossPhase === p) {
designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(currentRecord.formulaErrors[formulaErrorsIndex])
}
}
formulaErrorsIndex++
if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase === p) {
if (currentRecord.strategyIndex === j && currentRecord.stopLossPhase === p) {
designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setValue(currentRecord.formulaValues[formulaValuesIndex])
}
formulaValuesIndex++
@@ -738,7 +735,7 @@
for (let p = 0; p < initialDefinition.takeProfit.phases.length; p++) {
if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase === p) {
if (currentRecord.strategyIndex === j && currentRecord.takeProfitPhase === p) {
designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.isExecuting = true
} else {
designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.isExecuting = false
@@ -751,13 +748,13 @@
designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].formula.error)
if (currentRecord.formulaErrors[formulaErrorsIndex] !== "") {
if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase === p) {
if (currentRecord.strategyIndex === j && currentRecord.takeProfitPhase === p) {
designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(currentRecord.formulaErrors[formulaErrorsIndex])
}
}
formulaErrorsIndex++
if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase === p) {
if (currentRecord.strategyIndex === j && currentRecord.takeProfitPhase === p) {
designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setValue(currentRecord.formulaValues[formulaValuesIndex])
}
formulaValuesIndex++
@@ -836,7 +833,7 @@
for (let p = 0; p < manageStage.stopLoss.phases.length; p++) {
if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase - 1 === p) {
if (currentRecord.strategyIndex === j && currentRecord.stopLossPhase - 1 === p) {
designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.isExecuting = true
} else {
designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.isExecuting = false
@@ -849,12 +846,12 @@
designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].formula.error)
if (currentRecord.formulaErrors[formulaErrorsIndex] !== "") {
if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase - 1 === p) {
if (currentRecord.strategyIndex === j && currentRecord.stopLossPhase - 1 === p) {
designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(currentRecord.formulaErrors[formulaErrorsIndex])
}
}
formulaErrorsIndex++
if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase - 1 === p) {
if (currentRecord.strategyIndex === j && currentRecord.stopLossPhase - 1 === p) {
designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setValue(currentRecord.formulaValues[formulaValuesIndex])
}
formulaValuesIndex++
@@ -920,7 +917,7 @@
for (let p = 0; p < manageStage.takeProfit.phases.length; p++) {
if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase - 1 === p) {
if (currentRecord.strategyIndex === j && currentRecord.takeProfitPhase - 1 === p) {
designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.isExecuting = true
} else {
designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.isExecuting = false
@@ -933,13 +930,13 @@
designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].formula.error)
if (currentRecord.formulaErrors[formulaErrorsIndex] !== "") {
if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase - 1 === p) {
if (currentRecord.strategyIndex === j && currentRecord.takeProfitPhase - 1 === p) {
designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(currentRecord.formulaErrors[formulaErrorsIndex])
}
}
formulaErrorsIndex++
if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase - 1 === p) {
if (currentRecord.strategyIndex === j && currentRecord.takeProfitPhase - 1 === p) {
designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setValue(currentRecord.formulaValues[formulaValuesIndex])
}
formulaValuesIndex++
-348
View File
@@ -1,348 +0,0 @@
function newAAMastersPlottersTradingSimulationFinalResults() {
const MODULE_NAME = "Final Results Plotter";
const ERROR_LOG = true;
const INTENSIVE_LOG = false;
const logger = newWebDebugLog();
logger.fileName = MODULE_NAME;
let thisObject = {
// Main functions and properties.
initialize: initialize,
finalize: finalize,
container: undefined,
getContainer: getContainer,
setTimePeriod: setTimePeriod,
setDatetime: setDatetime,
draw: draw,
recalculateScale: recalculateScale,
currentRecord: undefined
};
/* this is part of the module template */
let container = newContainer(); // Do not touch this 3 lines, they are just needed.
container.initialize();
thisObject.container = container;
let timeLineCoordinateSystem = newTimeLineCoordinateSystem(); // Needed to be able to plot on the timeline, otherwise not.
let timePeriod; // This will hold the current Time Period the user is at.
let datetime; // This will hold the current Datetime the user is at.
let dataFile; // This is the current Market File being plotted.
let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
let singleFile; // This object will provide the different Market Files at different Time Periods.
/* these are module specific variables: */
let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform.
let imageStopLossPhase;
let imageTakeProfitPhase;
let imageRecord;
let zoomChangedEventSubscriptionId
let offsetChangedEventSubscriptionId
let filesUpdatedEventSubscriptionId
let dragFinishedEventSubscriptionId
let dimmensionsChangedEventSubscriptionId
return thisObject;
function finalize() {
try {
/* Stop listening to the necesary events. */
viewPort.eventHandler.stopListening(zoomChangedEventSubscriptionId);
viewPort.eventHandler.stopListening(offsetChangedEventSubscriptionId);
singleFile.eventHandler.stopListening(filesUpdatedEventSubscriptionId);
canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
/* icons */
imageStopLossPhase = undefined;
imageTakeProfitPhase = undefined;
imageRecord = undefined;
/* Destroy References */
singleFile = undefined;
datetime = undefined;
timePeriod = undefined;
dataFile = undefined;
fileCursor = undefined;
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
}
}
function initialize(pStorage, pExchange, pMarket, pDatetime, pTimePeriod, callBackFunction) {
try {
/* Store the information received. */
singleFile = pStorage.singleFile;
datetime = pDatetime;
timePeriod = pTimePeriod;
dataFile = singleFile.getFile(timePeriod);
/* Listen to the necesary events. */
zoomChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged);
offsetChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged);
filesUpdatedEventSubscriptionId = singleFile.eventHandler.listenToEvent("Files Updated", onFilesUpdated);
dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
/* Get ready for plotting. */
recalculate();
/* Ready for when dimmension changes. */
dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
recalculate();
})
callBackFunction();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
}
}
function getContainer(point) {
let container;
/* First we check if this point is inside this space. */
if (this.container.frame.isThisPointHere(point) === true) {
return this.container;
} else {
/* This point does not belong to this space. */
return undefined;
}
}
function onFilesUpdated() {
try {
dataFile = singleFile.getFile(timePeriod);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onFilesUpdated -> err = " + err.stack); }
}
}
function setTimePeriod(pTimePeriod) {
try {
if (timePeriod !== pTimePeriod) {
timePeriod = pTimePeriod;
dataFile = singleFile.getFile(timePeriod);
recalculate();
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err = " + err.stack); }
}
}
function setDatetime(pDatetime) {
datetime = pDatetime;
}
function draw() {
try {
// Nothing to draw for now
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); }
}
}
function recalculate() {
try {
records = []
if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
recalculateUsingMarketFiles();
} else {
recalculateUsingDailyFiles();
}
thisObject.container.eventHandler.raiseEvent("Records Changed", records);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
}
}
function recalculate() {
try {
if (dataFile === undefined) { return; } // Initialization not complete yet.
records = [];
for (let i = 0; i < dataFile.length; i++) {
let record = {};
record.begin = dataFile[i][0];
record.end = dataFile[i][1];
record.type = dataFile[i][2];
record.rate = dataFile[i][3];
record.amount = dataFile[i][4];
record.balanceA = dataFile[i][5];
record.balanceB = dataFile[i][6];
record.profit = dataFile[i][7];
record.lastTradeProfitLoss = dataFile[i][8];
record.stopLoss = dataFile[i][9];
record.roundtrips = dataFile[i][10];
record.hits = dataFile[i][11];
record.fails = dataFile[i][12];
record.hitRatio = dataFile[i][13];
record.ROI = dataFile[i][14];
record.periods = dataFile[i][15];
record.days = dataFile[i][16];
record.anualizedRateOfReturn = dataFile[i][17];
record.sellRate = dataFile[i][18];
record.lastTradeROI = dataFile[i][19];
record.strategy = dataFile[i][20];
record.strategyPhase = dataFile[i][21];
record.takeProfit = dataFile[i][22];
record.stopLossPhase = dataFile[i][23];
record.takeProfitPhase = dataFile[i][24];
record.positionSize = dataFile[i][26]; // 25 is the message for the executor
record.initialBalanceA = dataFile[i][27];
record.minimunBalanceA = dataFile[i][28];
record.maximunBalanceA = dataFile[i][29];
record.initialBalanceB = dataFile[i][30];
record.minimunBalanceB = dataFile[i][31];
record.maximunBalanceB = dataFile[i][32];
record.baseAsset = dataFile[i][33];
record.positionPeriods = dataFile[i][34];
record.positionDays = dataFile[i][35];
thisObject.currentRecord = record;
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
}
}
function recalculateScale() {
try {
// No scale needed
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err = " + err.stack); }
}
}
function plotChart() {
try {
let userPosition = getUserPosition()
let userPositionDate = userPosition.point.x
let record;
/* Now we calculate and plot the records */
for (let i = 0; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1
record = records[i];
/* Send the current record to the panel */
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
let eventRecords = {
currentRecord: record,
lastRecord: records[records.length - 1]
};
thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords);
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
}
}
function onZoomChanged(event) {
try {
recalculate();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onZoomChanged -> err = " + err.stack); }
}
}
function onOffsetChanged() {
try {
if (Math.random() * 100 > 95) {
recalculate()
};
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onOffsetChanged -> err = " + err.stack); }
}
}
function onDragFinished() {
try {
recalculate();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); }
}
}
}
-360
View File
@@ -1,360 +0,0 @@
function newAAMastersPlottersTradingSimulationTradingSimulationFinalResultsPanel() {
let thisObject = {
fitFunction: undefined,
onEventRaised: onEventRaised,
container: undefined,
draw: draw,
getContainer: getContainer,
initialize: initialize,
finalize: finalize
};
let container = newContainer();
container.initialize();
thisObject.container = container;
container.displacement.containerName = "Final Results";
container.frame.containerName = "Final Results";
let currentRecord;
let lastRecord;
let panelTabButton
return thisObject;
function initialize() {
thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 2;
thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * 2.5;
thisObject.container.frame.position.x = viewPort.visibleArea.topLeft.x + thisObject.container.frame.width * 1;
thisObject.container.frame.position.y = viewPort.visibleArea.topRight.y;
panelTabButton = newPanelTabButton()
panelTabButton.parentContainer = thisObject.container
panelTabButton.container.frame.parentFrame = thisObject.container.frame
panelTabButton.fitFunction = thisObject.fitFunction
panelTabButton.initialize()
}
function finalize() {
}
function getContainer(point) {
let container;
container = panelTabButton.getContainer(point)
if (container !== undefined) { return container }
if (thisObject.container.frame.isThisPointHere(point, true) === true) {
let checkPoint = {
x: point.x,
y: point.y
}
checkPoint = thisObject.fitFunction(checkPoint)
if (point.x === checkPoint.x && point.y === checkPoint.y) {
return thisObject.container;
}
}
}
function onEventRaised(records) {
currentRecord = records.currentRecord;
lastRecord = records.lastRecord
}
function draw() {
thisObject.container.frame.draw(false, false, true, thisObject.fitFunction);
plotCurrentRecordInfo();
panelTabButton.draw()
}
function plotCurrentRecordInfo() {
if (currentRecord === undefined) { return; }
if (lastRecord === undefined) { return; }
const frameBodyHeight = thisObject.container.frame.getBodyHeight();
const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight;
const X_AXIS = thisObject.container.frame.width / 2;
const Y_AXIS = frameTitleHeight + frameBodyHeight / 2;
/* put the labels with the records values */
browserCanvasContext.beginPath();
let y = 0;
let increment = 0.024;
y = y + increment;
y = y + increment;
printLabel('Current Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1', 14);
y = y + increment;
printLabel('Size', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.positionSize, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Rate', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.sellRate, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Stop', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.stopLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Take Profit', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.takeProfit, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((currentRecord.positionPeriods), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((currentRecord.positionDays).toFixed(2), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
y = y + increment;
printLabel('Latest Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1', 14);
y = y + increment;
printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((currentRecord.lastTradeProfitLoss), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((currentRecord.lastTradeROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
let bifurcationLevel = y
y = y + increment;
y = y + increment;
printLabel('Partial Results', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1', 14);
y = y + increment;
printLabel('Profit / Loss', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.profit, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Trades', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.roundtrips, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Hits', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.hits, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Fails', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.fails, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Hit Ratio', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((currentRecord.hitRatio * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('ROI', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((currentRecord.ROI * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Periods', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.periods, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Days', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(currentRecord.days, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Anualized Rate of Return', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((currentRecord.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = bifurcationLevel
y = y + increment;
y = y + increment;
printLabel('Final Results', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1', 14);
y = y + increment;
printLabel('Profit / Loss', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(lastRecord.profit, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Trades', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(lastRecord.roundtrips, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Hits', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(lastRecord.hits, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Fails', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(lastRecord.fails, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Hit Ratio', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((lastRecord.hitRatio * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('ROI', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((lastRecord.ROI * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Periods', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(lastRecord.periods, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Days', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel(lastRecord.days, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
y = y + increment;
printLabel('Anualized Rate of Return', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
y = y + increment;
printLabel((lastRecord.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
function printLabel(labelToPrint, x, y, opacity, fontSize) {
let labelPoint;
if (fontSize === undefined) { fontSize = 10 };
browserCanvasContext.font = fontSize + 'px ' + UI_FONT.PRIMARY;
let label = '' + labelToPrint;
if (isNaN(label) === false) {
label = Number(label).toLocaleString();
if ((label === "-0" || label === "0") && (labelToPrint !== 0) && (labelToPrint !== "0.00")) {
label = Number(labelToPrint).toFixed(6);
}
}
let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO;
labelPoint = {
x: x - xOffset,
y: y
};
labelPoint = thisObject.container.frame.frameThisPoint(labelPoint);
labelPoint = thisObject.fitFunction(labelPoint)
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')';
browserCanvasContext.fillText(label, labelPoint.x, labelPoint.y);
}
browserCanvasContext.closePath();
browserCanvasContext.fill();
/* Parameters */
let params
let paramsArray = []
let positionTaken = false
if (currentRecord.positionSize > 0) {
positionTaken = true
}
params = {}
params.VALUE = currentRecord.balanceA;
params.INIT_VALUE = currentRecord.initialBalanceA
params.MIN_VALUE = currentRecord.minimunBalanceA
params.MAX_VALUE = currentRecord.maximunBalanceA
params.ASSET_LABEL = 'Asset A'
params.ASSET_NAME = DEFAULT_MARKET.assetB
params.LEFT_OFFSET = 100
params.POSITION_TAKEN = positionTaken
params.BASE_ASSET = currentRecord.baseAsset
params.DECIMALS = 4
paramsArray.push(params)
params = {}
params.VALUE = currentRecord.balanceB;
params.MIN_VALUE = currentRecord.minimunBalanceB
params.INIT_VALUE = currentRecord.initialBalanceB
params.MAX_VALUE = currentRecord.maximunBalanceB
params.ASSET_LABEL = 'Asset B'
params.ASSET_NAME = DEFAULT_MARKET.assetA
params.LEFT_OFFSET = 220
params.POSITION_TAKEN = positionTaken
params.BASE_ASSET = currentRecord.baseAsset
params.DECIMALS = 2
paramsArray.push(params)
canvas.cockpitSpace.assetBalances.setParamsArray(paramsArray)
}
}
-2
View File
@@ -20,8 +20,6 @@
<Compile Include="Conditions.js">
<SubType>Code</SubType>
</Compile>
<Compile Include="FinalResults.js" />
<Compile Include="FinalResultsPanel.js" />
<Compile Include="SimulationExecution.js">
<SubType>Code</SubType>
</Compile>
+6
View File
@@ -0,0 +1,6 @@
<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="Current" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<LastActiveSolutionConfig>Debug|Any CPU</LastActiveSolutionConfig>
</PropertyGroup>
</Project>
+67 -73
View File
@@ -353,42 +353,39 @@
record.begin = dailyFile[i][0];
record.end = dailyFile[i][1];
record.type = dailyFile[i][2];
record.rate = dailyFile[i][3];
record.amount = dailyFile[i][4];
record.balanceA = dailyFile[i][5];
record.balanceB = dailyFile[i][6];
record.profit = dailyFile[i][7];
record.lastTradeProfitLoss = dailyFile[i][8];
record.stopLoss = dailyFile[i][9];
record.roundtrips = dailyFile[i][10];
record.hits = dailyFile[i][11];
record.fails = dailyFile[i][12];
record.hitRatio = dailyFile[i][13];
record.ROI = dailyFile[i][14];
record.periods = dailyFile[i][15];
record.days = dailyFile[i][16];
record.anualizedRateOfReturn = dailyFile[i][17];
record.sellRate = dailyFile[i][18];
record.lastTradeROI = dailyFile[i][19];
record.strategy = dailyFile[i][20];
record.strategyPhase = dailyFile[i][21];
record.takeProfit = dailyFile[i][22];
record.stopLossPhase = dailyFile[i][23];
record.takeProfitPhase = dailyFile[i][24];
record.positionSize = dailyFile[i][26]; // 25 is the message for the executor
record.initialBalanceA = dailyFile[i][27];
record.minimunBalanceA = dailyFile[i][28];
record.maximunBalanceA = dailyFile[i][29];
record.initialBalanceB = dailyFile[i][30];
record.minimunBalanceB = dailyFile[i][31];
record.maximunBalanceB = dailyFile[i][32];
record.baseAsset = dailyFile[i][33];
record.quotedAsset = dailyFile[i][34];
record.marketBaseAsset = dailyFile[i][35];
record.marketQuotedAsset = dailyFile[i][36];
record.positionPeriods = dailyFile[i][37];
record.positionDays = dailyFile[i][38];
record.amount = dailyFile[i][2];
record.balanceA = dailyFile[i][3];
record.balanceB = dailyFile[i][4];
record.accumulatedProfitLoss = dailyFile[i][5];
record.lastTradeProfitLoss = dailyFile[i][6];
record.stopLoss = dailyFile[i][7];
record.tradesCount = dailyFile[i][8];
record.hits = dailyFile[i][9];
record.fails = dailyFile[i][10];
record.hitRatio = dailyFile[i][11];
record.ROI = dailyFile[i][12];
record.periods = dailyFile[i][13];
record.days = dailyFile[i][14];
record.anualizedRateOfReturn = dailyFile[i][15];
record.sellRate = dailyFile[i][16];
record.lastTradeROI = dailyFile[i][17];
record.strategy = dailyFile[i][18];
record.takeProfit = dailyFile[i][19];
record.stopLossPhase = dailyFile[i][20];
record.takeProfitPhase = dailyFile[i][21];
record.positionSize = dailyFile[i][22]; // 25 is the message for the executor
record.initialBalanceA = dailyFile[i][23];
record.minimunBalanceA = dailyFile[i][24];
record.maximunBalanceA = dailyFile[i][25];
record.initialBalanceB = dailyFile[i][26];
record.minimunBalanceB = dailyFile[i][27];
record.maximunBalanceB = dailyFile[i][28];
record.baseAsset = dailyFile[i][29];
record.quotedAsset = dailyFile[i][30];
record.marketBaseAsset = dailyFile[i][31];
record.marketQuotedAsset = dailyFile[i][32];
record.positionPeriods = dailyFile[i][33];
record.positionDays = dailyFile[i][34];
if (
(record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) &&
@@ -447,42 +444,39 @@
record.begin = marketFile[i][0];
record.end = marketFile[i][1];
record.type = marketFile[i][2];
record.rate = marketFile[i][3];
record.amount = marketFile[i][4];
record.balanceA = marketFile[i][5];
record.balanceB = marketFile[i][6];
record.profit = marketFile[i][7];
record.lastTradeProfitLoss = marketFile[i][8];
record.stopLoss = marketFile[i][9];
record.roundtrips = marketFile[i][10];
record.hits = marketFile[i][11];
record.fails = marketFile[i][12];
record.hitRatio = marketFile[i][13];
record.ROI = marketFile[i][14];
record.periods = marketFile[i][15];
record.days = marketFile[i][16];
record.anualizedRateOfReturn = marketFile[i][17];
record.sellRate = marketFile[i][18];
record.lastTradeROI = marketFile[i][19];
record.strategy = marketFile[i][20];
record.strategyPhase = marketFile[i][21];
record.takeProfit = marketFile[i][22];
record.stopLossPhase = marketFile[i][23];
record.takeProfitPhase = marketFile[i][24];
record.positionSize = marketFile[i][26]; // 25 is the message for the executor
record.initialBalanceA = marketFile[i][27];
record.minimunBalanceA = marketFile[i][28];
record.maximunBalanceA = marketFile[i][29];
record.initialBalanceB = marketFile[i][30];
record.minimunBalanceB = marketFile[i][31];
record.maximunBalanceB = marketFile[i][32];
record.baseAsset = marketFile[i][33];
record.quotedAsset = marketFile[i][34];
record.marketBaseAsset = marketFile[i][35];
record.marketQuotedAsset = marketFile[i][36];
record.positionPeriods = marketFile[i][37];
record.positionDays = marketFile[i][38];
record.amount = marketFile[i][2];
record.balanceA = marketFile[i][3];
record.balanceB = marketFile[i][4];
record.accumulatedProfitLoss = marketFile[i][5];
record.lastTradeProfitLoss = marketFile[i][6];
record.stopLoss = marketFile[i][7];
record.tradesCount = marketFile[i][8];
record.hits = marketFile[i][9];
record.fails = marketFile[i][10];
record.hitRatio = marketFile[i][11];
record.ROI = marketFile[i][12];
record.periods = marketFile[i][13];
record.days = marketFile[i][14];
record.anualizedRateOfReturn = marketFile[i][15];
record.sellRate = marketFile[i][16];
record.lastTradeROI = marketFile[i][17];
record.strategy = marketFile[i][18];
record.takeProfit = marketFile[i][19];
record.stopLossPhase = marketFile[i][20];
record.takeProfitPhase = marketFile[i][21];
record.positionSize = marketFile[i][22];
record.initialBalanceA = marketFile[i][23];
record.minimunBalanceA = marketFile[i][24];
record.maximunBalanceA = marketFile[i][25];
record.initialBalanceB = marketFile[i][26];
record.minimunBalanceB = marketFile[i][27];
record.maximunBalanceB = marketFile[i][28];
record.baseAsset = marketFile[i][29];
record.quotedAsset = marketFile[i][30];
record.marketBaseAsset = marketFile[i][31];
record.marketQuotedAsset = marketFile[i][32];
record.positionPeriods = marketFile[i][33];
record.positionDays = marketFile[i][34];
if (
(record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) &&
@@ -728,7 +722,7 @@
imageSize = 20;
let imageToDraw;
/* Depending on what is on top, it is also the text and image of the take profit / stop loss */
/* Depending on what is on top, it is also the text and image of the take accumulatedProfitLoss / stop loss */
let yOffset = 0
if (record.takeProfit > record.stopLoss) { yOffset = imageSize * 2 }
+2 -2
View File
@@ -131,12 +131,12 @@ function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimul
y = y + increment;
printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel(currentRecord.profit, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(currentRecord.accumulatedProfitLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Trades', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel(currentRecord.roundtrips, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(currentRecord.tradesCount, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Hits', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);