fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

VALUE TO USE erradicated

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2020-06-11 13:38:44 +02:00
1 parent fc8ae15736
commit 17a15c1501
5 files changed
+21 -17
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

LowFrequencyTrading/TradingEngine.js
+5 -5
View File
@@ -187,7 +187,7 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
tradingEngine.current.position.rate.value = getPositionRate()
/* We take what was calculated at the formula and apply the slippage. */
let slippageAmount = tradingEngine.current.position.rate.value * bot.VALUES_TO_USE.slippage.positionRate / 100
let slippageAmount = tradingEngine.current.position.rate.value * bot.SESSION.parameters.slippage.config.positionRate / 100
if (sessionParameters.sessionBaseAsset.name === bot.market.marketBaseAsset) {
tradingEngine.current.position.rate.value = tradingEngine.current.position.rate.value - slippageAmount
@@ -213,12 +213,12 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
let feePaid = 0
if (sessionParameters.sessionBaseAsset.name === bot.market.marketBaseAsset) {
feePaid = tradingEngine.current.position.size.value * tradingEngine.current.position.rate.value * bot.VALUES_TO_USE.feeStructure.taker / 100
feePaid = tradingEngine.current.position.size.value * tradingEngine.current.position.rate.value * bot.SESSION.parameters.feeStructure.config.taker / 100
tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value + tradingEngine.current.position.size.value * tradingEngine.current.position.rate.value - feePaid
tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value - tradingEngine.current.position.size.value
} else {
feePaid = tradingEngine.current.position.size.value / tradingEngine.current.position.rate.value * bot.VALUES_TO_USE.feeStructure.taker / 100
feePaid = tradingEngine.current.position.size.value / tradingEngine.current.position.rate.value * bot.SESSION.parameters.feeStructure.config.taker / 100
tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value + tradingEngine.current.position.size.value / tradingEngine.current.position.rate.value - feePaid
tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value - tradingEngine.current.position.size.value
@@ -240,13 +240,13 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
if (sessionParameters.sessionBaseAsset.name === bot.market.marketBaseAsset) {
feePaid = tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.position.endRate.value * bot.VALUES_TO_USE.feeStructure.taker / 100
feePaid = tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.position.endRate.value * bot.SESSION.parameters.feeStructure.config.taker / 100
tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value + tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.position.endRate.value - feePaid
tradingEngine.current.balance.quotedAsset.value = 0
} else {
feePaid = tradingEngine.current.balance.baseAsset.value * tradingEngine.current.position.endRate.value * bot.VALUES_TO_USE.feeStructure.taker / 100
feePaid = tradingEngine.current.balance.baseAsset.value * tradingEngine.current.position.endRate.value * bot.SESSION.parameters.feeStructure.config.taker / 100
tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value + tradingEngine.current.balance.baseAsset.value * tradingEngine.current.position.endRate.value - feePaid
tradingEngine.current.balance.baseAsset.value = 0
LowFrequencyTrading/TradingProcess.js
+7 -7
View File
@@ -90,7 +90,7 @@
let statusReport;
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = bot.VALUES_TO_USE.timeRange.initialDatetime
contextVariables.dateBeginOfMarket = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)
/*
Here we get the status report from the bot who knows which is the end of the market.
@@ -281,7 +281,7 @@
let dependencyIndex = 0;
dataFiles = new Map();
if (bot.VALUES_TO_USE.timeFrame === timeFrameLabel) {
if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.marketFilesPeriods[n][0];
currentTimeFrameLabel = global.marketFilesPeriods[n][1];
}
@@ -299,7 +299,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.VALUES_TO_USE.timeFrame === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
dependencyControlLoop();
return
}
@@ -374,7 +374,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> previousDay = " + previousDay); }
/* Validation that we are not going past the user defined end date. */
if (bot.tradingProcessDate.valueOf() >= bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf()) {
if (bot.tradingProcessDate.valueOf() >= bot.SESSION.parameters.timeRange.config.finalDatetime) {
const logText = "User Defined End Datetime reached @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> " + logText); }
@@ -442,7 +442,7 @@
}
}
if (bot.VALUES_TO_USE.timeFrame === timeFrameLabel) {
if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.dailyFilePeriods[n][0];
currentTimeFrameLabel = global.dailyFilePeriods[n][1];
}
@@ -464,7 +464,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.VALUES_TO_USE.timeFrame === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
dependencyControlLoop();
return
}
@@ -639,7 +639,7 @@
function onMarketStatusReport() {
/* This is where we check if we need reached the user defined end datetime. */
const now = new Date()
if (now.valueOf() >= bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf()) {
if (now.valueOf() >= bot.SESSION.parameters.timeRange.config.finalDatetime) {
const logText = "User Defined End Datetime reached @ " + now.getUTCFullYear() + "/" + (now.getUTCMonth() + 1) + "/" + now.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> buildCharts -> onOutputGenerated -> onMarketStatusReport -> " + logText); }
LowFrequencyTrading/TradingSystem.js
+2 -2
View File
@@ -704,7 +704,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
let slippedStopLoss = tradingEngine.current.position.stopLoss.value
/* Apply the Slippage */
let slippageAmount = slippedStopLoss * bot.VALUES_TO_USE.slippage.stopLoss / 100
let slippageAmount = slippedStopLoss * bot.SESSION.parameters.slippage.config.stopLoss / 100
if (sessionParameters.sessionBaseAsset.name === bot.market.marketBaseAsset) {
slippedStopLoss = slippedStopLoss + slippageAmount
@@ -752,7 +752,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
let slippedTakeProfit = tradingEngine.current.position.takeProfit.value
/* Apply the Slippage */
let slippageAmount = slippedTakeProfit * bot.VALUES_TO_USE.slippage.takeProfit / 100
let slippageAmount = slippedTakeProfit * bot.SESSION.parameters.slippage.config.takeProfit / 100
if (sessionParameters.sessionBaseAsset.name === bot.market.marketBaseAsset) {
slippedTakeProfit = slippedTakeProfit + slippageAmount
Session.js
+6 -2
View File
@@ -167,9 +167,13 @@
}
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) { // if the initialDatetime is missing we create a default one.
bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date()).valueOf()
} else {
bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
}
if (bot.SESSION.parameters.timeRange.config.finalDatetime === undefined) { // if the finalDatetime is missing we create a default one.
bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date()).valueOf()
} else {
bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
}
/* Session Type Forced Values */
switch (bot.SESSION.type) {
@@ -310,7 +314,7 @@
bot.resumeExecution = false;
bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
pProcessConfig.liveWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
pProcessConfig.liveWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
return true
}
@@ -343,7 +347,7 @@
bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
return true
}
TelegramBot.js
+1 -1
View File
@@ -30,7 +30,7 @@ exports.newTelegramBot = function newTelegramBot(bot, logger) {
thisObject.telegramAPI = new Telegram(botToken)
const messge = bot.SESSION.type + " '" + bot.SESSION.name + "' was started with an initial balance of " + " " + bot.VALUES_TO_USE.initialBalanceA + " " + bot.VALUES_TO_USE.baseAsset + "."
const messge = bot.SESSION.type + " '" + bot.SESSION.name + "' was started."
thisObject.telegramAPI.sendMessage(thisObject.chatId, messge).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initializeTelegramBot -> Telegram API error -> err = " + err))
} catch (err) {