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

Update OrdersSimulations.js

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2020-10-25 13:08:30 +01:00
1 parent 1f81975c95
commit 03d4314a0f
1 file changed
+18 -20
Download Patch File Download Diff File Expand all files Collapse all files
LowFrequencyTrading/OrdersSimulations.js
+18 -20
View File
@@ -66,28 +66,26 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
The default way to calculate the Actual Rate is to apply the Slippage defined
at the Session Parameters Definition.
*/
if (calculatedBasedOnTradingSystem === false) {
switch (tradingEngineOrder.type) {
case 'Market Order': {
/* Actual Rate is simulated based on the Session Paremeters */
let slippageAmount = tradingEngineOrder.rate.value * sessionParameters.slippage.config.positionRate / 100
switch (tradingSystemOrder.type) {
case 'Market Sell Order': {
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value - slippageAmount
break
}
case 'Market Buy Order': {
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value + slippageAmount
break
}
switch (tradingEngineOrder.type) {
case 'Market Order': {
/* Actual Rate is simulated based on the Session Paremeters */
let slippageAmount = tradingEngineOrder.rate.value * sessionParameters.slippage.config.positionRate / 100
switch (tradingSystemOrder.type) {
case 'Market Sell Order': {
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value - slippageAmount
break
}
case 'Market Buy Order': {
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value + slippageAmount
break
}
break
}
case 'Limit Order': {
/* In Limit Orders the actual rate is the rate of the order, there is no slippage */
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value
break
}
break
}
case 'Limit Order': {
/* In Limit Orders the actual rate is the rate of the order, there is no slippage */
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value
break
}
}
}