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Trading engine - Episode

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Julian Molina committed 2021-01-06 10:42:54 +01:00
1 parent c62c960f9e
commit 1d4bac07ab
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+224 -449
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Projects/Superalgos/Schemas/Docs-Nodes/annualized-rate-of-return.json
+14 -178
View File
@@ -17,8 +17,9 @@
"text": "The formula:"
},
{
"style": "Text",
"text": "annualized rate of return = (((investment + profits) / investments) ^ (365 / days)) - 1"
"style": "Javascript",
"text": "annualized rate of return = \n(((investment + profits) / investments) ^ (365 / days)) - 1",
"updated": 1609925146643
},
{
"style": "Text",
@@ -29,112 +30,18 @@
"text": "The formulas:"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value ="
},
{
"style": "Text",
"text": "((( tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeBaseAsset.profitLoss.value ) /"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeBaseAsset.beginBalance.value) ^"
},
{
"style": "Text",
"text": "(365 / tradingEngine.current.episode.episodeStatistics.days.value)) - 1"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value ="
},
{
"style": "Text",
"text": "((( tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value ) /"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value) ^"
},
{
"style": "Text",
"text": "(365 / tradingEngine.current.episode.episodeStatistics.days.value)) - 1"
"style": "Javascript",
"text": "tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = \n((( tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +\ntradingEngine.current.episode.episodeBaseAsset.profitLoss.value ) / \ntradingEngine.current.episode.episodeBaseAsset.beginBalance.value) ^\n(365 / tradingEngine.current.episode.episodeStatistics.days.value)) - 1\n\ntradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = \n((( tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +\ntradingEngine.current.episode.episodeQuotedAsset.profitLoss.value ) / \ntradingEngine.current.episode.episodeQuotedAsset.beginBalance.value) ^\n(365 / tradingEngine.current.episode.episodeStatistics.days.value)) - 1",
"updated": 1609925166406
},
{
"style": "Text",
"text": "The JavaScript code:"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value ="
},
{
"style": "Text",
"text": "Math.pow("
},
{
"style": "Text",
"text": " ( tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.profitLoss.value ) /"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.beginBalance.value"
},
{
"style": "Text",
"text": " ,"
},
{
"style": "Text",
"text": " (365 / tradingEngine.current.episode.episodeStatistics.days.value)"
},
{
"style": "Text",
"text": " ) - 1"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value ="
},
{
"style": "Text",
"text": "Math.pow("
},
{
"style": "Text",
"text": " ( tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value ) /"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value"
},
{
"style": "Text",
"text": " ,"
},
{
"style": "Text",
"text": " (365 / tradingEngine.current.episode.episodeStatistics.days.value)"
},
{
"style": "Text",
"text": " ) - 1"
"style": "Javascript",
"text": "tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = \nMath.pow(\n ( tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +\n tradingEngine.current.episode.episodeBaseAsset.profitLoss.value ) / \n tradingEngine.current.episode.episodeBaseAsset.beginBalance.value\n , \n (365 / tradingEngine.current.episode.episodeStatistics.days.value)\n ) - 1\n\ntradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = \nMath.pow(\n ( tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +\n tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value ) / \n tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value\n , \n (365 / tradingEngine.current.episode.episodeStatistics.days.value)\n ) - 1",
"updated": 1609925205928
},
{
"style": "Text",
@@ -149,80 +56,9 @@
"text": "The JavaScript code:"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value ="
},
{
"style": "Text",
"text": "Math.pow("
},
{
"style": "Text",
"text": " ("
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.beginBalance.value *"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.beginRate.value +"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.profitLoss.value +"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value"
},
{
"style": "Text",
"text": " ) /"
},
{
"style": "Text",
"text": " ("
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.beginBalance.value *"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.beginRate.value +"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value"
},
{
"style": "Text",
"text": " )"
},
{
"style": "Text",
"text": " ,"
},
{
"style": "Text",
"text": " ("
},
{
"style": "Text",
"text": " 365 / tradingEngine.current.episode.episodeStatistics.days.value"
},
{
"style": "Text",
"text": " )"
},
{
"style": "Text",
"text": " ) - 1"
"style": "Javascript",
"text": "tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =\nMath.pow(\n (\n tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * \n tradingEngine.current.episode.beginRate.value +\n tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +\n tradingEngine.current.episode.episodeBaseAsset.profitLoss.value +\n tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value\n ) / \n (\n tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * \n tradingEngine.current.episode.beginRate.value +\n tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value \n ) \n , \n (\n 365 / tradingEngine.current.episode.episodeStatistics.days.value\n ) \n ) - 1",
"updated": 1609925262959
},
{
"style": "Block",
@@ -231,8 +67,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Annualized Rate Of Return Configuration",
"updated": 1609925322383
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/cancel-order.json
+23 -1
View File
@@ -3,5 +3,27 @@
"definition": {
"text": "Counts the periods since the last time an order was canceled."
},
"paragraphs": []
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring"
},
{
"style": "Title",
"text": "Cancel Order Configuration",
"updated": 1609925777606
},
{
"style": "Subtitle",
"text": "Properties"
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/candle.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/close-order.json
+2 -2
View File
@@ -19,8 +19,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Close Order Configuration",
"updated": 1609925804187
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/close-position.json
+23 -1
View File
@@ -3,5 +3,27 @@
"definition": {
"text": "Counts the periods since the last time a position was closed."
},
"paragraphs": []
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring"
},
{
"style": "Title",
"text": "Close Position Configuration",
"updated": 1609925688167
},
{
"style": "Subtitle",
"text": "Properties"
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/close.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/create-order.json
+23 -1
View File
@@ -3,5 +3,27 @@
"definition": {
"text": "Counts the periods since the last time an order was created."
},
"paragraphs": []
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring"
},
{
"style": "Title",
"text": "Create Order Configuration",
"updated": 1609925746618
},
{
"style": "Subtitle",
"text": "Properties"
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/cycle.json
-32
View File
@@ -19,38 +19,6 @@
{
"style": "Text",
"text": "The two possible values for the cycle node are First and Second."
},
{
"style": "Block",
"text": "Configuring"
},
{
"style": "Title",
"text": "Configuring Cycle"
},
{
"style": "Text",
"text": "Select Configure on the menu to access the configuration."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/days.json
+2 -2
View File
@@ -23,8 +23,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Days Configuration",
"updated": 1609925075455
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/distance-to-event.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Text",
"text": "The information may be used from within strategies, for example, to leave a cool-down period in-between positions, to separate orders in specific intervals, or to achieve any particular logic that may require counting how much time has passed since the last time a specific event was triggered."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode-base-asset.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Note",
"text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode-counters.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode-quoted-asset.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Note",
"text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode-statistics.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode.json
-20
View File
@@ -35,26 +35,6 @@
{
"style": "List",
"text": "rates describing each candle in the episode, such as the open, close, min and max rates;"
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/index.json
+2 -2
View File
@@ -23,8 +23,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Index Configuration",
"updated": 1609925929056
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/max.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/min.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/next-phase.json
+2 -2
View File
@@ -19,8 +19,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Next Phase Configuration",
"updated": 1609925715635
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/open.json
-20
View File
@@ -11,26 +11,6 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/orders.json
+2 -2
View File
@@ -19,8 +19,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Orders Configuration",
"updated": 1609924970845
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/periods.json
+2 -2
View File
@@ -19,8 +19,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Periods Configuration",
"updated": 1609924882493
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/positions.json
+2 -2
View File
@@ -19,8 +19,8 @@
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
"text": "Positions Configuration",
"updated": 1609924961700
},
{
"style": "Subtitle",
Projects/Superalgos/Schemas/Docs-Nodes/strategies.json
+26 -1
View File
@@ -3,5 +3,30 @@
"definition": {
"text": "Strategies counts the number of times strategies have been triggered-on, in the context of the parent node."
},
"paragraphs": []
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609924900877
},
{
"style": "Title",
"text": "Strategies Configuration",
"updated": 1609924917986
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609924925185
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609924939749
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/take-position.json
+17
View File
@@ -7,6 +7,23 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring"
},
{
"style": "Title",
"text": "Take Position Configuration",
"updated": 1609925662076
},
{
"style": "Subtitle",
"text": "Properties"
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/trigger-off.json
+18
View File
@@ -7,6 +7,24 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609925614727
},
{
"style": "Title",
"text": "Trigger Off Configuration",
"updated": 1609925629701
},
{
"style": "Subtitle",
"text": "Properties"
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/trigger-on.json
+20
View File
@@ -7,6 +7,26 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609925546386
},
{
"style": "Title",
"text": "Trigger On Configuration",
"updated": 1609925538974
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609925526797
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609925522330
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/user-defined-counter.json
+26 -1
View File
@@ -3,5 +3,30 @@
"definition": {
"text": ""
},
"paragraphs": []
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609924999992
},
{
"style": "Title",
"text": "User Defined Counter Configuration",
"updated": 1609925012227
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609925019080
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609925024058
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/user-defined-statistic.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "The current contexts in which custom statistics may be defined are episodes, positions, and orders."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609925352528
},
{
"style": "Title",
"text": "User Defined Statistic Configuration",
"updated": 1609925377015
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609925382331
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609925358740
}
]
}