bug fixes

LowFrequencyTrading/TradingOrders.js

@@ -243,20 +243,27 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
         tradingEngineOrder.situationName.value = situationName
 
         function calculateOrderRate() {
-            /* By default this is the order rate and it is the rate that applies to Market Orders */
-            tradingEngineOrder.rate.value = tradingEngine.current.episode.candle.close.value
 
             /* Optional Rate Definition */
-            if (tradingSystemOrder.orderRate !== undefined) {
-                if (tradingSystemOrder.orderRate.formula !== undefined) {
-                    tradingEngineOrder.rate.value = tradingSystem.formulas.get(tradingSystemOrder.orderRate.formula.id)
+            if (tradingSystemOrder.type === 'Limit Buy Order' || tradingSystemOrder.type === 'Limit Sell Order') {
+                if (tradingSystemOrder.orderRate === undefined) { badDefinitionUnhandledException(undefined, 'tradingSystemOrder.orderRate === undefined', tradingSystemOrder) }
+                if (tradingSystemOrder.orderRate.formula === undefined) { badDefinitionUnhandledException(undefined, 'tradingSystemOrder.orderRate.formula === undefined', tradingSystemOrder) }
+                
+                /* Extract the rate value from the user-defined formula */
+                tradingEngineOrder.rate.value = tradingSystem.formulas.get(tradingSystemOrder.orderRate.formula.id)
 
-                    if (tradingEngineOrder.rate.value === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.rate.value === undefined', tradingEngineOrder) }
-                    if (isNaN(tradingEngineOrder.rate.value) === true) { badDefinitionUnhandledException(undefined, 'isNaN(tradingEngineOrder.rate.value) === true', tradingEngineOrder) }
-                    if (tradingEngineOrder.rate.value <= 0) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.rate.value <= 0', tradingEngineOrder) }
+                /* Final rate validations */
+                if (tradingEngineOrder.rate.value === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.rate.value === undefined', tradingSystemOrder) }
+                if (isNaN(tradingEngineOrder.rate.value) === true) { badDefinitionUnhandledException(undefined, 'isNaN(tradingEngineOrder.rate.value) === true', tradingSystemOrder) }
+                if (tradingEngineOrder.rate.value <= 0) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.rate.value <= 0', tradingSystemOrder) }
 
-                    tradingEngineOrder.rate.value = global.PRECISE(tradingEngineOrder.rate.value, 10)
-                }
+                tradingEngineOrder.rate.value = global.PRECISE(tradingEngineOrder.rate.value, 10)               
+            } else {
+                /* 
+                For Market Orders, the rate is irrelevant, since it is not sent to the Exchange.
+                We store at this field the last know price as a reference.
+                */
+                tradingEngineOrder.rate.value = tradingEngine.current.episode.candle.close.value
             }
         }
 

LowFrequencyTrading/TradingProcess.js

@@ -82,6 +82,11 @@
             await processSingleFiles()
             await processMarketFiles()
 
+            /*
+            This is the Data Structure used at the Simulation with all indicator data.
+            We start creating it right here.
+            */
+            let chart = {} 
             /*
                 Here we check if we need to get Daily Files or not. As an optimization, when 
                 we are running on a Time Frame of 1hs or above, we are not going to load 
@@ -89,11 +94,9 @@
                 we alreaady set a value to currentTimeFrame. We are also not going to loop
                 through days if we are processing market files.
             */
-
             if (currentTimeFrame) {
                 /* We are processing Market Files */
 
-                let chart = {} 
                 buildCharts(chart)
 
                 await generateOutput(chart)
@@ -115,7 +118,6 @@
     
                     await processDailyFiles()
     
-                    let chart = {} 
                     buildCharts(chart)
     
                     await generateOutput(chart)
@@ -407,6 +409,10 @@
 
                     dataFiles = new Map();
 
+                    /*
+                    We will iterate through all dependencies, in order to load the
+                    files that later will end up at the chart data structure.
+                    */
                     for (let dependencyIndex = 0; dependencyIndex < dataDependenciesModule.nodeArray.length; dependencyIndex++) {
                         let dependency = dataDependenciesModule.nodeArray[dependencyIndex];
                         let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex];
@@ -462,13 +468,6 @@
                     let mapKey = global.dailyFilePeriods[n][1];
                     multiPeriodDataFiles.set(mapKey, dataFiles)
                 }
-
-                if (currentTimeFrame !== undefined) {
-                    buildCharts(advanceTime);
-                } else {
-                    logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> Time Frame not Recognized. Can not continue.");
-                    callBackFunction(global.DEFAULT_FAIL_RESPONSE);
-                }
             }
 
             function advanceTime() {