fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

More fixes

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2020-08-14 10:25:11 +02:00
1 parent c35c715d65
commit 01f36099ce
3 files changed
+9 -24
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

LowFrequencyTrading/TradingEngine.js
+3 -3
View File
@@ -74,18 +74,18 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
tradingEngine.current.episode.cycle.end.value =
tradingEngine.current.episode.candle.begin.value +
sessionParameters.timeFrame.config.value +
sessionParameters.timeFrame.config.value / 4 - 1
sessionParameters.timeFrame.config.value / 2 - 1
break
}
case 'Second': {
tradingEngine.current.episode.cycle.begin.value =
tradingEngine.current.episode.candle.begin.value +
sessionParameters.timeFrame.config.value +
sessionParameters.timeFrame.config.value / 4
sessionParameters.timeFrame.config.value / 2
tradingEngine.current.episode.cycle.end.value =
tradingEngine.current.episode.candle.begin.value +
sessionParameters.timeFrame.config.value +
sessionParameters.timeFrame.config.value * 2 / 4 - 1
sessionParameters.timeFrame.config.value * 4 / 4 - 1
break
}
}
LowFrequencyTrading/TradingSimulation.js
-1
View File
@@ -197,7 +197,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
if (tradingEngine.current.episode.candle.index.value + 1 < candles.length) {
console.log('Processing Candle: ' + tradingEngine.current.episode.candle.index.value)
/* Add new records to the process output */
tradingRecordsModule.appendRecords('Second')
LowFrequencyTrading/TradingStages.js
+6 -20
View File
@@ -876,16 +876,9 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
switch (tradingEngineStage.stageDefinedIn.value) {
case 'Base Asset': {
if (
(
tradingEngineStage.stageBaseAsset.sizePlaced >=
tradingEngineStage.stageBaseAsset.targetSize
)
&&
(
tradingEngineStage.stageBaseAsset.sizeFilled.value +
tradingEngineStage.stageBaseAsset.feesPaid.value >=
tradingEngineStage.stageBaseAsset.sizePlaced.value
)
tradingEngineStage.stageBaseAsset.sizeFilled.value +
tradingEngineStage.stageBaseAsset.feesPaid.value >=
tradingEngineStage.stageBaseAsset.targetSize
) {
positionFilled()
} else {
@@ -895,16 +888,9 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
}
case 'Quoted Asset': {
if (
(
tradingEngineStage.stageQuotedAsset.sizePlaced >=
tradingEngineStage.stageQuotedAsset.targetSize
)
&&
(
tradingEngineStage.stageQuotedAsset.sizeFilled.value +
tradingEngineStage.stageQuotedAsset.feesPaid.value >=
tradingEngineStage.stageQuotedAsset.sizePlaced.value
)
tradingEngineStage.stageQuotedAsset.sizeFilled.value +
tradingEngineStage.stageQuotedAsset.feesPaid.value >=
tradingEngineStage.stageQuotedAsset.targetSize
) {
positionFilled()
} else {