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Refactoring simulationLogic

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Luis Fernando Molina committed 2019-06-04 16:55:14 +02:00
1 parent 648885d3b0
commit 23c70934ab
3 files changed
+18 -18
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Commons.js
+12 -12
View File
@@ -59,7 +59,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
strategiesArray,
tradesArray,
lastObjectsArray,
simulationLogic,
tradingSystem,
timePeriod,
currentDay,
startDate,
@@ -256,7 +256,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
simulationLogic.strategies = await getStrategies();
tradingSystem.strategies = await getStrategies();
/* Main Simulation Loop: We go thourgh all the candles at this time period. */
@@ -325,9 +325,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
conditionsArrayRecord.push(candle.begin);
conditionsArrayRecord.push(candle.end);
for (let j = 0; j < simulationLogic.strategies.length; j++) {
for (let j = 0; j < tradingSystem.strategies.length; j++) {
let strategy = simulationLogic.strategies[j];
let strategy = tradingSystem.strategies[j];
for (let k = 0; k < strategy.entryPoint.situations.length; k++) {
@@ -455,9 +455,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkEntryPoints() {
for (let j = 0; j < simulationLogic.strategies.length; j++) {
for (let j = 0; j < tradingSystem.strategies.length; j++) {
let strategy = simulationLogic.strategies[j];
let strategy = tradingSystem.strategies[j];
for (let k = 0; k < strategy.entryPoint.situations.length; k++) {
@@ -496,7 +496,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkExitPoints() {
let strategy = simulationLogic.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[strategyNumber - 1];
for (let k = 0; k < strategy.exitPoint.situations.length; k++) {
@@ -601,7 +601,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkSellPoints() {
let strategy = simulationLogic.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[strategyNumber - 1];
for (let k = 0; k < strategy.sellPoint.situations.length; k++) {
@@ -644,7 +644,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkStopPhases() {
let strategy = simulationLogic.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[strategyNumber - 1];
let phase = strategy.stopLoss.phases[stopLossPhase - 1];
for (let k = 0; k < phase.situations.length; k++) {
@@ -673,7 +673,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkStopLoss() {
let strategy = simulationLogic.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[strategyNumber - 1];
let phase = strategy.stopLoss.phases[stopLossPhase - 1];
try {
@@ -707,7 +707,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkBuyOrderPhases() {
let strategy = simulationLogic.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[strategyNumber - 1];
let phase = strategy.buyOrder.phases[buyOrderPhase - 1];
for (let k = 0; k < phase.situations.length; k++) {
@@ -736,7 +736,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkBuyOrder() {
let strategy = simulationLogic.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[strategyNumber - 1];
let phase = strategy.buyOrder.phases[buyOrderPhase - 1];
try {
Multi-Period-Daily/User.Bot.js
+3 -3
View File
@@ -68,7 +68,7 @@
let strategiesArray = [];
let tradesArray = [];
let simulationLogic = {};
let tradingSystem = {};
let lastObjectsArray = [];
commons.initializeData();
@@ -113,7 +113,7 @@
strategiesArray,
tradesArray,
lastObjectsArray,
simulationLogic,
tradingSystem,
timePeriod,
currentDay,
startDate,
@@ -260,7 +260,7 @@
}
fileContent = "[" + fileContent + "]";
fileContent = "[" + JSON.stringify(simulationLogic) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
fileContent = "[" + JSON.stringify(tradingSystem) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
Multi-Period-Market/User.Bot.js
+3 -3
View File
@@ -69,7 +69,7 @@
let tradesArray = [];
let lastObjectsArray = [];
let simulationLogic = {};
let tradingSystem = {};
let interExecutionMemory = {};
let currentDay = bot.processDatetime;
@@ -115,7 +115,7 @@
strategiesArray,
tradesArray,
lastObjectsArray,
simulationLogic,
tradingSystem,
timePeriod,
currentDay,
startDate,
@@ -250,7 +250,7 @@
}
fileContent = "[" + fileContent + "]";
fileContent = "[" + JSON.stringify(simulationLogic) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
fileContent = "[" + JSON.stringify(tradingSystem) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;