From 07e099ae679d3a290bb9cac8cfbedc3271b15fdd Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Sun, 19 Jul 2020 14:44:03 +0200 Subject: [PATCH] Serial Number --- LowFrequencyTrading/TradingPosition.js | 1 + LowFrequencyTrading/TradingStrategy.js | 1 + LowFrequencyTrading/TradingSystem.js | 26 +++++++++++++++----------- 3 files changed, 17 insertions(+), 11 deletions(-) diff --git a/LowFrequencyTrading/TradingPosition.js b/LowFrequencyTrading/TradingPosition.js index d2104312a..c1ef42052 100644 --- a/LowFrequencyTrading/TradingPosition.js +++ b/LowFrequencyTrading/TradingPosition.js @@ -43,6 +43,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng function openPosition(situationName) { tradingEngine.current.position.status.value = 'Open' + tradingEngine.current.position.serialNumber.value = tradingEngine.episode.episodeCounters.positions.value tradingEngine.current.position.begin.value = tradingEngine.current.candle.begin.value tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value diff --git a/LowFrequencyTrading/TradingStrategy.js b/LowFrequencyTrading/TradingStrategy.js index 4eeb26a55..422a7a82c 100644 --- a/LowFrequencyTrading/TradingStrategy.js +++ b/LowFrequencyTrading/TradingStrategy.js @@ -29,6 +29,7 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng function openStrategy(index, situationName, strategyName) { tradingEngine.current.strategy.status.value = 'Open' + tradingEngine.current.strategy.serialNumber.value = tradingEngine.episode.episodeCounters.strategies.value tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value diff --git a/LowFrequencyTrading/TradingSystem.js b/LowFrequencyTrading/TradingSystem.js index 8a943b666..b4a4273c2 100644 --- a/LowFrequencyTrading/TradingSystem.js +++ b/LowFrequencyTrading/TradingSystem.js @@ -366,6 +366,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM /* Updating Episode Counters */ tradingEngine.episode.episodeCounters.strategies.value++ + /* Initialize this */ tradingEngine.current.distanceToEvent.triggerOn.value = 1 @@ -452,6 +453,12 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM tradingSystem.highlights.push(triggerStage.takePosition.id) tradingSystem.highlights.push(triggerStage.id) + /* Updating Episode Counters */ + tradingEngine.episode.episodeCounters.positions.value++ + + /* Inicializing this counter */ + tradingEngine.current.distanceToEvent.takePosition.value = 1 + tradingPositionModule.openPosition(situation.name) announcementsModule.makeAnnoucements(triggerStage.takePosition) @@ -573,11 +580,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM } function getReadyToTakePosition() { - /* Updating Episode Counters */ - tradingEngine.episode.episodeCounters.positions.value++ - - /* Inicializing this counter */ - tradingEngine.current.distanceToEvent.takePosition.value = 1 /* Position size and rate */ tradingPositionModule.updateSizeAndRate(getPositionSize(), getPositionRate()) @@ -1158,11 +1160,18 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM if (tradingEngineOrder.size.value <= 0) { continue } + /* Updating Episode Counters */ + tradingEngine.episode.episodeCounters.orders.value++ + + /* Initialize this */ + tradingEngine.current.distanceToEvent.createOrder.value = 1 + /* Create Order Procedure */ + tradingEngineOrder.status.value = 'Open' tradingEngineOrder.identifier.value = global.UNIQUE_ID() tradingEngineOrder.begin.value = tradingEngine.current.candle.begin.value tradingEngineOrder.end.value = tradingEngine.current.candle.end.value - tradingEngineOrder.status.value = 'Open' + tradingEngineOrder.serialNumber.value = tradingEngine.episode.episodeCounters.orders.value tradingEngineOrder.orderName.value = tradingSystemOrder.name tradingEngineOrder.algorithmName.value = executionAlgorithm.name tradingEngineOrder.situationName.value = situationName @@ -1179,11 +1188,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM /* Update State Orders Size */ stageOrdersSize.value = stageOrdersSize.value + tradingEngineOrder.size.value stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) - - /* Updating Episode Counters */ - tradingEngine.episode.episodeCounters.orders.value++ - /* Initialize this */ - tradingEngine.current.distanceToEvent.createOrder.value = 1 } } break