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Refactoring 50 percent

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This commit is contained in:
Luis Fernando Molina committed 2020-05-21 08:55:56 +02:00
1 parent 593b0f2191
commit 0d2b27b322
5 files changed
+63 -63
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Trades.js
+6 -6
View File
@@ -366,7 +366,7 @@
record.begin = dailyFile[i][0];
record.end = dailyFile[i][1];
record.status = dailyFile[i][2];
record.lastTradeROI = dailyFile[i][3];
record.record.variable_last_position_ROI = dailyFile[i][3];
record.beginRate = dailyFile[i][4];
record.endRate = dailyFile[i][5];
record.exitType = dailyFile[i][6];
@@ -432,7 +432,7 @@
record.begin = marketFile[i][0];
record.end = marketFile[i][1];
record.status = marketFile[i][2];
record.lastTradeROI = marketFile[i][3];
record.record.variable_last_position_ROI = marketFile[i][3];
record.beginRate = marketFile[i][4];
record.endRate = marketFile[i][5];
record.exitType = marketFile[i][6];
@@ -541,10 +541,10 @@
line1 = 'Open Position';
}
if (record.lastTradeROI < 0) {
line2 = 'ROI:' + (record.lastTradeROI).toFixed(2) + ' %';
if (record.record.variable_last_position_ROI < 0) {
line2 = 'ROI:' + (record.record.variable_last_position_ROI).toFixed(2) + ' %';
} else {
line2 = 'ROI:' + (record.lastTradeROI).toFixed(2) + ' %';
line2 = 'ROI:' + (record.record.variable_last_position_ROI).toFixed(2) + ' %';
}
/* Draw the triangle that represents the trade. */
@@ -559,7 +559,7 @@
let opacity = '0.25';
if (record.lastTradeROI > 0) {
if (record.record.variable_last_position_ROI > 0) {
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')';
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')';
} else {
TradingSimulation.js
+40 -40
View File
@@ -353,21 +353,21 @@
record.begin = dailyFile[i][0];
record.end = dailyFile[i][1];
record.balanceBaseAsset = dailyFile[i][2];
record.balanceQuotedAsset = dailyFile[i][3];
record.accumulatedProfitLoss = dailyFile[i][4];
record.lastTradeProfitLoss = dailyFile[i][5];
record.stopLoss = dailyFile[i][6];
record.tradesCount = dailyFile[i][7];
record.hits = dailyFile[i][8];
record.fails = dailyFile[i][9];
record.hitRatio = dailyFile[i][10];
record.ROI = dailyFile[i][11];
record.periods = dailyFile[i][12];
record.days = dailyFile[i][13];
record.anualizedRateOfReturn = dailyFile[i][14];
record.sellRate = dailyFile[i][15];
record.lastTradeROI = dailyFile[i][16];
record.variable_current_balance_baseAsset = dailyFile[i][2];
record.variable_current_balance_quotedAsset = dailyFile[i][3];
record.variable_episode_stat_profitLoss = dailyFile[i][4];
record.variable_last_position_profitLoss = dailyFile[i][5];
record.variable_current_position_stopLoss_value = dailyFile[i][6];
record.variable_episode_count_positions = dailyFile[i][7];
record.variable_episode_count_hits = dailyFile[i][8];
record.variable_episode_count_fails = dailyFile[i][9];
record.variable_episode_stat_hitRatio = dailyFile[i][10];
record.variable_episode_stat_ROI = dailyFile[i][11];
record.variable_episode_count_periods = dailyFile[i][12];
record.variable_episode_stat_days = dailyFile[i][13];
record.variable_episode_stat_anualizedRateOfReturn = dailyFile[i][14];
record.record.variable_current_position_rate = dailyFile[i][15];
record.record.variable_last_position_ROI = dailyFile[i][16];
record.strategy = dailyFile[i][17];
record.takeProfit = dailyFile[i][18];
record.stopLossPhase = dailyFile[i][19];
@@ -443,21 +443,21 @@
record.begin = marketFile[i][0];
record.end = marketFile[i][1];
record.balanceBaseAsset = marketFile[i][2];
record.balanceQuotedAsset = marketFile[i][3];
record.accumulatedProfitLoss = marketFile[i][4];
record.lastTradeProfitLoss = marketFile[i][5];
record.stopLoss = marketFile[i][6];
record.tradesCount = marketFile[i][7];
record.hits = marketFile[i][8];
record.fails = marketFile[i][9];
record.hitRatio = marketFile[i][10];
record.ROI = marketFile[i][11];
record.periods = marketFile[i][12];
record.days = marketFile[i][13];
record.anualizedRateOfReturn = marketFile[i][14];
record.sellRate = marketFile[i][15];
record.lastTradeROI = marketFile[i][16];
record.variable_current_balance_baseAsset = marketFile[i][2];
record.variable_current_balance_quotedAsset = marketFile[i][3];
record.variable_episode_stat_profitLoss = marketFile[i][4];
record.variable_last_position_profitLoss = marketFile[i][5];
record.variable_current_position_stopLoss_value = marketFile[i][6];
record.variable_episode_count_positions = marketFile[i][7];
record.variable_episode_count_hits = marketFile[i][8];
record.variable_episode_count_fails = marketFile[i][9];
record.variable_episode_stat_hitRatio = marketFile[i][10];
record.variable_episode_stat_ROI = marketFile[i][11];
record.variable_episode_count_periods = marketFile[i][12];
record.variable_episode_stat_days = marketFile[i][13];
record.variable_episode_stat_anualizedRateOfReturn = marketFile[i][14];
record.record.variable_current_position_rate = marketFile[i][15];
record.record.variable_last_position_ROI = marketFile[i][16];
record.strategy = marketFile[i][17];
record.takeProfit = marketFile[i][18];
record.stopLossPhase = marketFile[i][19];
@@ -513,8 +513,8 @@
record = records[i];
/* Contributing to Auto-Scale*/
if (record.stopLoss !== 0) {
coordinateSystem.reportYValue(record.stopLoss)
if (record.variable_current_position_stopLoss_value !== 0) {
coordinateSystem.reportYValue(record.variable_current_position_stopLoss_value)
}
if (record.takeProfit !== 0) {
coordinateSystem.reportYValue(record.takeProfit)
@@ -565,15 +565,15 @@
let recordPoint5 = {
x: record.begin,
y: record.stopLoss
y: record.variable_current_position_stopLoss_value
};
let recordPoint6 = {
x: record.end,
y: record.stopLoss
y: record.variable_current_position_stopLoss_value
};
if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero.
if (record.variable_current_position_stopLoss_value === 0) { // Put these points out of range if stopLoss is zero.
recordPoint5.x = 0;
recordPoint6.x = 0;
@@ -581,15 +581,15 @@
let recordPoint7 = {
x: record.begin,
y: record.sellRate
y: record.record.variable_current_position_rate
};
let recordPoint8 = {
x: record.end,
y: record.sellRate
y: record.record.variable_current_position_rate
};
if (record.sellRate === 0) { // Put these points out of range if sellRate is zero.
if (record.record.variable_current_position_rate === 0) { // Put these points out of range if sellRate is zero.
recordPoint7.x = 0;
recordPoint8.x = 0;
@@ -662,7 +662,7 @@
y: -30
}
let imageSize = (recordPoint2.x - recordPoint1.x) / 2;
let recordLabel = record.periods.toLocaleString()
let recordLabel = record.variable_episode_count_periods.toLocaleString()
if (imageSize < 8) {
if (recordLabel[recordLabel.length - 1] !== '0' || imageSize < 4)
recordLabel = ''
@@ -723,7 +723,7 @@
/* 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 }
if (record.takeProfit > record.variable_current_position_stopLoss_value) { yOffset = imageSize * 2 }
/* Next we are drawing the stopLoss floor / ceilling */
TradingSimulationAssetBalancesPanel.js
+4 -4
View File
@@ -156,7 +156,7 @@ function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimul
if (record.baseAsset === record.marketBaseAsset) {
params = {}
params.VALUE = record.balanceBaseAsset;
params.VALUE = record.variable_current_balance_baseAsset;
params.INIT_VALUE = record.initialBalanceA
params.MIN_VALUE = record.minimunBalanceA
params.MAX_VALUE = record.maximunBalanceA
@@ -170,7 +170,7 @@ function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimul
paramsArray.push(params)
params = {}
params.VALUE = record.balanceQuotedAsset;
params.VALUE = record.variable_current_balance_quotedAsset;
params.MIN_VALUE = record.minimunBalanceB
params.INIT_VALUE = record.initialBalanceB
params.MAX_VALUE = record.maximunBalanceB
@@ -184,7 +184,7 @@ function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimul
paramsArray.push(params)
} else {
params = {}
params.VALUE = record.balanceQuotedAsset;
params.VALUE = record.variable_current_balance_quotedAsset;
params.INIT_VALUE = record.initialBalanceB
params.MIN_VALUE = record.minimunBalanceB
params.MAX_VALUE = record.maximunBalanceB
@@ -198,7 +198,7 @@ function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimul
paramsArray.push(params)
params = {}
params.VALUE = record.balanceBaseAsset;
params.VALUE = record.variable_current_balance_baseAsset;
params.MIN_VALUE = record.minimunBalanceA
params.INIT_VALUE = record.initialBalanceA
params.MAX_VALUE = record.maximunBalanceA
TradingSimulationCurrentPositionPanel.js
+4 -4
View File
@@ -138,12 +138,12 @@ function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimul
y = y + increment;
printLabel('Rate', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel(record.sellRate, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(record.record.variable_current_position_rate, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Stop', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel(record.stopLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(record.variable_current_position_stopLoss_value, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Take Profit', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
@@ -167,12 +167,12 @@ 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((record.lastTradeProfitLoss), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel((record.variable_last_position_profitLoss), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel((record.lastTradeROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel((record.record.variable_last_position_ROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
}
}
TradingSimulationPartialResultsPanel.js
+9 -9
View File
@@ -131,47 +131,47 @@ 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(record.accumulatedProfitLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(record.variable_episode_stat_profitLoss, 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(record.tradesCount, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(record.variable_episode_count_positions, 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);
y = y + increment;
printLabel(record.hits, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(record.variable_episode_count_hits, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Fails', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel(record.fails, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(record.variable_episode_count_fails, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Hit Ratio', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel((record.hitRatio * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel((record.variable_episode_stat_hitRatio * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel((record.ROI * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel((record.variable_episode_stat_ROI * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel(record.periods, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(record.variable_episode_count_periods, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel(record.days, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel(record.variable_episode_stat_days, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel('Anualized Rate of Return', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction);
y = y + increment;
printLabel((record.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
printLabel((record.variable_episode_stat_anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
}
}