Merge pull request #628 from Luis-Fernando-Molina/develop
Contribution: ROUNDING_ERROR_CORRECTION_FACTOR now configurable
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@@ -1 +1 @@
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||||
@@ -13075,6 +13075,13 @@
|
||||
{
|
||||
"type": "Open Stage",
|
||||
"menuItems": [
|
||||
{
|
||||
"action": "Configure",
|
||||
"actionFunction": "uiObject.configEditor.activate",
|
||||
"label": "Configure",
|
||||
"iconPathOn": "configuration",
|
||||
"iconPathOff": "configuration"
|
||||
},
|
||||
{
|
||||
"action": "Add Missing Children",
|
||||
"label": "Add Missing Items",
|
||||
@@ -13097,6 +13104,12 @@
|
||||
"actionFunction": "payload.executeAction"
|
||||
}
|
||||
],
|
||||
"initialValues": {
|
||||
"config": "{\n\"roundingErrorCorrectionFactor\": 1.01 \n}"
|
||||
},
|
||||
"editors": {
|
||||
"config": true
|
||||
},
|
||||
"addLeftIcons": true,
|
||||
"level": 1,
|
||||
"attachingRules": {
|
||||
@@ -14337,6 +14350,13 @@
|
||||
{
|
||||
"type": "Close Stage",
|
||||
"menuItems": [
|
||||
{
|
||||
"action": "Configure",
|
||||
"actionFunction": "uiObject.configEditor.activate",
|
||||
"label": "Configure",
|
||||
"iconPathOn": "configuration",
|
||||
"iconPathOff": "configuration"
|
||||
},
|
||||
{
|
||||
"action": "Add Missing Children",
|
||||
"label": "Add Missing Items",
|
||||
@@ -14359,6 +14379,12 @@
|
||||
"actionFunction": "payload.executeAction"
|
||||
}
|
||||
],
|
||||
"initialValues": {
|
||||
"config": "{\n\"roundingErrorCorrectionFactor\": 1.01 \n}"
|
||||
},
|
||||
"editors": {
|
||||
"config": true
|
||||
},
|
||||
"addLeftIcons": true,
|
||||
"level": 2,
|
||||
"attachingRules": {
|
||||
|
||||
@@ -19,6 +19,22 @@
|
||||
{
|
||||
"style": "Text",
|
||||
"text": "For example, in the open stage, you probably defined the target size as a function of the capital allocated to the trading system. In the close stage, you will likely want to define the target size as a function of the size filled, that is, the amount of the orders placed that was filled during the open stage."
|
||||
},
|
||||
{
|
||||
"style": "Subtitle",
|
||||
"text": "The Stage Does Not Close"
|
||||
},
|
||||
{
|
||||
"style": "Text",
|
||||
"text": "One common issue users have while dealing with stages is that they do not get closed after their orders get filled. This usually happens because there are several adjustments on rate that happens during trading, specially if trading live. The reason a Stage does not get closed automatically is because the total filled for the whole stage is not close enough to the Stage Target Size defined by users. In order to avoid this situation there is a configurable factor that can be applied to the stage filled at runtime in order to force it to reach the Stage Target Size. The default value for this factor is:"
|
||||
},
|
||||
{
|
||||
"style": "Json",
|
||||
"text": " const ROUNDING_ERROR_CORRECTION_FACTOR = 1.001"
|
||||
},
|
||||
{
|
||||
"style": "Text",
|
||||
"text": "This value is overwritted by whatever users config at the Stage node under the roundingErrorCorrectionFactor property."
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -35,6 +35,25 @@
|
||||
{
|
||||
"style": "List",
|
||||
"text": "the take profit or stop loss targets are hit."
|
||||
},
|
||||
{
|
||||
"style": "Subtitle",
|
||||
"text": "The Stage Does Not Close"
|
||||
},
|
||||
{
|
||||
"style": "Text",
|
||||
"text": "One common issue users have while dealing with stages is that they do not get closed after their orders get filled. This usually happens because there are several adjustments on rate that happens during trading, specially if trading live. The reason a Stage does not get closed automatically is because the total filled for the whole stage is not close enough to the Stage Target Size defined by users. In order to avoid this situation there is a configurable factor that can be applied to the stage filled at runtime in order to force it to reach the Stage Target Size. The default value for this factor is:",
|
||||
"updated": 1615031649791
|
||||
},
|
||||
{
|
||||
"style": "Json",
|
||||
"text": "const ROUNDING_ERROR_CORRECTION_FACTOR = 1.001",
|
||||
"updated": 1615031657820
|
||||
},
|
||||
{
|
||||
"style": "Text",
|
||||
"text": "This value is overwritted by whatever users config at the Stage node under the roundingErrorCorrectionFactor property.",
|
||||
"updated": 1615031668876
|
||||
}
|
||||
]
|
||||
}
|
||||
+7
-1
@@ -955,7 +955,13 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
|
||||
reach the target size, so we introduce a rounding factor so that when it is close
|
||||
enough we will consider the target to have been reached.
|
||||
*/
|
||||
const ROUNDING_ERROR_CORRECTION_FACTOR = 1.001
|
||||
let ROUNDING_ERROR_CORRECTION_FACTOR = 1.001
|
||||
/*
|
||||
Overwrite the default with the config at the Stage node, if exists.
|
||||
*/
|
||||
if (tradingSystemStage.config.roundingErrorCorrectionFactor !== undefined) {
|
||||
ROUNDING_ERROR_CORRECTION_FACTOR = tradingSystemStage.config.roundingErrorCorrectionFactor
|
||||
}
|
||||
|
||||
switch (tradingEngineStage.stageDefinedIn.value) {
|
||||
case 'Base Asset': {
|
||||
|
||||
Reference in new issue
Block a user