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Adding template fixes

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This commit is contained in:
Matias committed 2019-06-24 20:52:38 -03:00
1 parent 5193cf891b
commit 1b58955a17
5 files changed
+63 -65
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src/schema/queries/FileContent.js
+3
View File
@@ -22,6 +22,9 @@ const resolve = async (parent, { file }, context) => {
return fileContent
} catch (err) {
if(err.message === 'The specified key does not exist.')
logger.warn('getFileContent -> Error: %s', err.message)
else
logger.error('getFileContent -> Error: %s', err.message)
throw err
}
src/storage/templates/Simulator/Commons.js
+54 -57
View File
@@ -73,7 +73,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* Initial Default Values */
let initialDate = startDate;
let initialDate = startDate;
const DEFAULT_BASE_ASSET_BALANCE = 1
const DEFAULT_BASE_ASSET_MINIMUN_BALANCE = 0.5
@@ -92,7 +92,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (tradingSystem.parameters !== undefined) {
if (tradingSystem.parameters.baseAsset !== undefined) {
if (tradingSystem.parameters.baseAsset.formula !== undefined) {
let receivedParameters
let receivedParameters
try {
receivedParameters = JSON.parse(tradingSystem.parameters.baseAsset.formula.code);
@@ -159,7 +159,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* Strategy and Phases */
let currentStrategyIndex = -1;
let strategyStage = 'No Stage';
let strategyStage = 'No Stage';
/* Stop Loss Management */
@@ -167,7 +167,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
const MAX_STOP_LOSS_VALUE = Number.MAX_SAFE_INTEGER
let stopLoss = 0;
let stopLossPhase = 0;
let stopLossStage = 'No Stage';
let stopLossStage = 'No Stage';
/* Take Profit Management */
@@ -176,7 +176,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let previousTakeProfit = 0;
let takeProfit = 0;
let takeProfitPhase = 0;
let takeProfitStage = 'No Stage';
let takeProfitStage = 'No Stage';
/* Simulation Records */
@@ -309,8 +309,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
yesterday.balanceAssetA = balanceAssetA;
yesterday.balanceAssetB = balanceAssetB;
}
}
lastProfit = interExecutionMemory.lastProfit;
profit = interExecutionMemory.profit;
lastProfitPercent = interExecutionMemory.lastProfitPercent;
@@ -330,9 +330,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
yesterday.hitRatio = hitRatio;
yesterday.ROI = ROI;
yesterday.anualizedRateOfReturn = anualizedRateOfReturn;
}
/* Main Simulation Loop: We go thourgh all the candles at this time period. */
for (let i = 0; i < candles.length; i++) {
@@ -490,7 +490,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (phase.formula !== undefined) {
try {
formulaValue = eval(phase.formula.code);
formulaValue = eval(phase.formula.code);
if (formulaValue === Infinity) {
formulaError= "Formula evaluates to Infinity."
formulaValue = MAX_STOP_LOSS_VALUE
@@ -502,12 +502,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (formulaValue < MIN_STOP_LOSS_VALUE) {
formulaValue = MIN_STOP_LOSS_VALUE
}
}
formulasErrors.push('"' + formulaError + '"')
formulasValues.push( formulaValue)
let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + p;
formulas.set(key, formulaValue)
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + p;
formulas.set(key, formulaValue)
}
/* next phase event */
let nextPhaseEvent = phase.nextPhaseEvent;
@@ -555,12 +555,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (formulaValue < MIN_TAKE_PROFIT_VALUE) {
formulaValue = MIN_TAKE_PROFIT_VALUE
}
}
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + p;
formulas.set(key, formulaValue)
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + p;
formulas.set(key, formulaValue)
}
/* next phase event */
let nextPhaseEvent = phase.nextPhaseEvent;
@@ -614,12 +614,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (formulaValue < MIN_STOP_LOSS_VALUE) {
formulaValue = MIN_STOP_LOSS_VALUE
}
}
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + p;
formulas.set(key, formulaValue)
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + p;
formulas.set(key, formulaValue)
}
/* next phase event */
let nextPhaseEvent = phase.nextPhaseEvent;
@@ -667,12 +667,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (formulaValue < MIN_TAKE_PROFIT_VALUE) {
formulaValue = MIN_TAKE_PROFIT_VALUE
}
}
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + p;
formulas.set(key, formulaValue)
formulasErrors.push('"' + formulaError + '"')
formulasValues.push(formulaValue)
let key = j + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + p;
formulas.set(key, formulaValue)
}
/* next phase event */
let nextPhaseEvent = phase.nextPhaseEvent;
@@ -702,7 +702,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let condition;
let error = ''
let value
let value
try {
value = eval(node.code);
@@ -734,11 +734,11 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (
strategyStage === 'No Stage' &&
currentStrategyIndex === -1
currentStrategyIndex === -1
) {
let minimunBalance
let maximunBalance
let balance
let balance
if (baseAsset === 'BTC') {
balance = balanceAssetA
@@ -756,12 +756,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/*
Here we need to pick a strategy, or if there is not suitable strategy for the current
market conditions, we pass until the next period.
To pick a new strategy we will evaluate what we call the trigger on. Once we enter
into one strategy, we will ignore market conditions for others. However there is also
a strategy trigger off which can be hit before taking a position. If hit, we would
be outside a strategy again and looking for the condition to enter all over again.
*/
for (let j = 0; j < tradingSystem.strategies.length; j++) {
@@ -869,7 +869,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
} else {
balanceAssetB = balanceAssetB + balanceAssetA * stopLoss;
balanceAssetA = 0;
}
}
if (currentDay !== undefined) {
if (positionInstant < currentDay.valueOf()) {
@@ -904,7 +904,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
} else {
balanceAssetB = balanceAssetB + balanceAssetA * takeProfit;
balanceAssetA = 0;
}
}
if (currentDay !== undefined) {
if (positionInstant < currentDay.valueOf()) {
@@ -920,7 +920,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
stopLossStage = 'No Stage';
takeProfitStage = 'No Stage';
currentTrade.end = candle.end;
currentTrade.status = 1;
currentTrade.status = 1;
currentTrade.exitType = 2;
currentTrade.endRate = takeProfit;
@@ -995,7 +995,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let openStage = strategy.openStage
let manageStage = strategy.manageStage
let parentNode
let parentNode
let j = currentStrategyIndex
let stageKey
let initialDefinitionKey = ''
@@ -1008,7 +1008,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
initialDefinitionKey = '-' + 'initialDefinition'
stageKey = 'openStage'
p = stopLossPhase - 1
}
}
}
}
@@ -1017,7 +1017,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
parentNode = manageStage
stageKey = 'manageStage'
p = stopLossPhase - 2
}
}
}
let phase = parentNode.stopLoss.phases[p];
@@ -1056,7 +1056,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let strategy = tradingSystem.strategies[currentStrategyIndex];
let openStage = strategy.openStage
let manageStage = strategy.manageStage
let phase
let phase
let key
if (stopLossStage === 'Open Stage' && openStage !== undefined) {
@@ -1192,11 +1192,11 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* positionSize default is the whole balance if no size was defined by the user */
if (baseAsset === 'BTC') {
positionSize = balanceAssetA;
positionSize = balanceAssetA;
} else {
positionSize = balanceAssetB;
}
positionSize = balanceAssetB;
}
/* Check if the user defined a position size */
let strategy = tradingSystem.strategies[currentStrategyIndex];
let triggerStage = strategy.triggerStage
@@ -1205,7 +1205,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (triggerStage.positionSize !== undefined) {
if (triggerStage.positionSize.formula !== undefined) {
try {
positionSize = eval(triggerStage.positionSize.formula.code);
positionSize = eval(triggerStage.positionSize.formula.code);
} catch (err) {
triggerStage.positionSize.formula.error = err.message
}
@@ -1214,7 +1214,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
positionSize = balanceAssetA;
} else {
positionSize = balanceAssetB;
}
}
}
}
}
@@ -1238,7 +1238,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
} else {
balanceAssetA = balanceAssetA + positionSize / marketRate;
balanceAssetB = balanceAssetB - positionSize;
}
}
positionInstant = candle.end;
@@ -1265,7 +1265,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (currentDay !== undefined) {
if (positionInstant < currentDay.valueOf()) {
yesterday.Roundtrips++;
}
}
}
if (baseAsset === 'BTC') {
@@ -1278,7 +1278,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
lastProfitPercent = lastProfit / previousBalanceAssetB * 100;
if (isNaN(lastProfitPercent)) { lastProfitPercent = 0; }
profit = balanceAssetB - initialBalanceB;
}
}
if (currentDay !== undefined) {
if (positionInstant < currentDay.valueOf()) {
@@ -1290,7 +1290,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
currentTrade.lastProfitPercent = lastProfitPercent;
currentTrade.stopRate = stopLoss;
if (lastProfit > 0) {
hits++;
@@ -1318,7 +1318,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
ROI = (initialBalanceB + profit) / initialBalanceB - 1;
hitRatio = hits / roundtrips;
anualizedRateOfReturn = ROI / days * 365;
}
}
if (currentDay !== undefined) {
if (positionInstant < currentDay.valueOf()) {
@@ -1421,7 +1421,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
"")
}
let strategyStageNumber
let strategyStageNumber
switch (strategyStage) {
case 'No Stage': {
strategyStageNumber = 0
@@ -1837,6 +1837,3 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
};
src/storage/templates/Simulator/User.Bot.Daily.js
+1
View File
@@ -401,6 +401,7 @@
at the current date. */
if (record.end < currentDay.valueOf()) { continue; }
if (record.stopRate === undefined) { record.stopRate = 0}
fileContent = fileContent + separator + '[' +
record.begin + "," +
src/storage/templates/Simulator/User.Bot.Market.js
+1
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@@ -374,6 +374,7 @@
for (let i = 0; i < tradesArray.length; i++) {
let record = tradesArray[i];
if (record.stopRate === undefined) { record.stopRate = 0 }
fileContent = fileContent + separator + '[' +
record.begin + "," +
src/storage/templates/Simulator/this.bot.config.json
+4 -8
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@@ -264,8 +264,7 @@
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "TradingSimulation"
},
"relatedToTradingEngine": true
}
},
{
"codeName": "Simulation-Conditions",
@@ -304,8 +303,7 @@
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "Conditions"
},
"relatedToTradingEngine": true
}
},
{
"codeName": "Simulation-Strategies",
@@ -344,8 +342,7 @@
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "Strategies"
},
"relatedToTradingEngine": true
}
},
{
"codeName": "Simulation-Trades",
@@ -384,8 +381,7 @@
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "Trades"
},
"relatedToTradingEngine": true
}
}
]
}