Ready First Half of Beta 6

LowFrequencyTrading/TradingEngine.js

@@ -5,6 +5,7 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
     */
     const MODULE_NAME = 'Trading Engine'
     let thisObject = {
+        cloneValues: cloneValues,
         setCurrentCandle: setCurrentCandle,
         updateEpisodeCountersAndStatistics: updateEpisodeCountersAndStatistics,
         updateDistanceToEventsCounters: updateDistanceToEventsCounters,

LowFrequencyTrading/TradingPosition.js

@@ -57,6 +57,13 @@ exports.newTradingPosition = function newTradingPosition(bot, logger) {
         tradingEngine.current.position.status.value = 'Closed'
         tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
         tradingEngine.current.position.exitType.value = exitType
+        /*
+        Now that the position is closed, it is the right time to move this position from current to last at the Trading Engine data structure.
+        */
+        const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
+        let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger)
+
+        tradingEngineModule.cloneValues(tradingEngine.current.position, tradingEngine.last.position)
     }
 
     function resetPosition() {

LowFrequencyTrading/TradingStrategy.js

@@ -45,6 +45,13 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger) {
         tradingEngine.current.strategy.exitType.value = exitType
         tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
         tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
+        /*
+        Now that the strategy is closed, it is the right time to move this strategy from current to last at the Trading Engine data structure.
+        */
+        const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
+        let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger)
+
+        tradingEngineModule.cloneValues(tradingEngine.current.strategy, tradingEngine.last.strategy)
     }
 
     function resetStrategy() {

LowFrequencyTrading/TradingSystem.js

@@ -832,9 +832,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
         tradingEngine.previous.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value
         tradingEngine.previous.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value
 
-        tradingEngine.last.position.positionStatistics.profitLoss.value = 0
-        tradingEngine.last.position.positionStatistics.ROI.value = 0
-
         let feePaid = 0
 
         if (bot.sessionAndMarketBaseAssetsAreEqual) {
@@ -874,7 +871,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
         tradingPositionModule.updateStatistics()
 
         /* Recalculating Episode Counters */
-        if (tradingEngine.last.position.positionStatistics.profitLoss.value > 0) {
+        if (tradingEngine.current.position.positionStatistics.profitLoss.value > 0) {
             tradingEngine.episode.episodeCounters.hits.value++
         } else {
             tradingEngine.episode.episodeCounters.fails.value++