Old bot names refactored
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Luis Fernando Molina committed
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@@ -0,0 +1,348 @@
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function newAAMastersPlottersTradingSimulationFinalResults() {
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const MODULE_NAME = "Final Results Plotter";
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const ERROR_LOG = true;
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const INTENSIVE_LOG = false;
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const logger = newWebDebugLog();
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logger.fileName = MODULE_NAME;
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let thisObject = {
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// Main functions and properties.
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initialize: initialize,
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finalize: finalize,
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container: undefined,
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getContainer: getContainer,
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setTimePeriod: setTimePeriod,
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setDatetime: setDatetime,
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draw: draw,
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recalculateScale: recalculateScale,
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currentRecord: undefined
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};
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/* this is part of the module template */
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let container = newContainer(); // Do not touch this 3 lines, they are just needed.
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container.initialize();
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thisObject.container = container;
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let timeLineCoordinateSystem = newTimeLineCoordinateSystem(); // Needed to be able to plot on the timeline, otherwise not.
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let timePeriod; // This will hold the current Time Period the user is at.
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let datetime; // This will hold the current Datetime the user is at.
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let dataFile; // This is the current Market File being plotted.
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let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
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let singleFile; // This object will provide the different Market Files at different Time Periods.
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/* these are module specific variables: */
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let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform.
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let imageStopLossPhase;
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let imageTakeProfitPhase;
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let imageRecord;
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let zoomChangedEventSubscriptionId
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let offsetChangedEventSubscriptionId
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let filesUpdatedEventSubscriptionId
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let dragFinishedEventSubscriptionId
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let dimmensionsChangedEventSubscriptionId
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return thisObject;
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function finalize() {
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try {
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/* Stop listening to the necesary events. */
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viewPort.eventHandler.stopListening(zoomChangedEventSubscriptionId);
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viewPort.eventHandler.stopListening(offsetChangedEventSubscriptionId);
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singleFile.eventHandler.stopListening(filesUpdatedEventSubscriptionId);
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canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
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thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
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/* icons */
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imageStopLossPhase = undefined;
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imageTakeProfitPhase = undefined;
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imageRecord = undefined;
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/* Destroy References */
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singleFile = undefined;
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datetime = undefined;
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timePeriod = undefined;
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dataFile = undefined;
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fileCursor = undefined;
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
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}
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}
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function initialize(pStorage, pExchange, pMarket, pDatetime, pTimePeriod, callBackFunction) {
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try {
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/* Store the information received. */
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singleFile = pStorage.singleFile;
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datetime = pDatetime;
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timePeriod = pTimePeriod;
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dataFile = singleFile.getFile(timePeriod);
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/* Listen to the necesary events. */
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zoomChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged);
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offsetChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged);
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filesUpdatedEventSubscriptionId = singleFile.eventHandler.listenToEvent("Files Updated", onFilesUpdated);
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dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
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/* Get ready for plotting. */
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recalculate();
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/* Ready for when dimmension changes. */
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dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
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recalculate();
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})
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callBackFunction();
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
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}
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}
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function getContainer(point) {
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let container;
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/* First we check if this point is inside this space. */
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if (this.container.frame.isThisPointHere(point) === true) {
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return this.container;
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} else {
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/* This point does not belong to this space. */
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return undefined;
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}
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}
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function onFilesUpdated() {
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try {
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dataFile = singleFile.getFile(timePeriod);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onFilesUpdated -> err = " + err.stack); }
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}
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}
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function setTimePeriod(pTimePeriod) {
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try {
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if (timePeriod !== pTimePeriod) {
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timePeriod = pTimePeriod;
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dataFile = singleFile.getFile(timePeriod);
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recalculate();
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err = " + err.stack); }
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}
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}
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function setDatetime(pDatetime) {
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datetime = pDatetime;
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}
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function draw() {
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try {
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// Nothing to draw for now
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); }
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}
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}
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function recalculate() {
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try {
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records = []
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if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
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recalculateUsingMarketFiles();
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} else {
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recalculateUsingDailyFiles();
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}
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thisObject.container.eventHandler.raiseEvent("Records Changed", records);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
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}
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}
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function recalculate() {
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try {
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if (dataFile === undefined) { return; } // Initialization not complete yet.
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records = [];
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for (let i = 0; i < dataFile.length; i++) {
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let record = {};
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record.begin = dataFile[i][0];
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record.end = dataFile[i][1];
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record.type = dataFile[i][2];
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record.rate = dataFile[i][3];
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record.amount = dataFile[i][4];
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record.balanceA = dataFile[i][5];
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record.balanceB = dataFile[i][6];
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record.profit = dataFile[i][7];
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record.lastTradeProfitLoss = dataFile[i][8];
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record.stopLoss = dataFile[i][9];
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record.roundtrips = dataFile[i][10];
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record.hits = dataFile[i][11];
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record.fails = dataFile[i][12];
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record.hitRatio = dataFile[i][13];
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record.ROI = dataFile[i][14];
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record.periods = dataFile[i][15];
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record.days = dataFile[i][16];
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record.anualizedRateOfReturn = dataFile[i][17];
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record.sellRate = dataFile[i][18];
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record.lastTradeROI = dataFile[i][19];
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record.strategy = dataFile[i][20];
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record.strategyPhase = dataFile[i][21];
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record.takeProfit = dataFile[i][22];
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record.stopLossPhase = dataFile[i][23];
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record.takeProfitPhase = dataFile[i][24];
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record.positionSize = dataFile[i][26]; // 25 is the message for the executor
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record.initialBalanceA = dataFile[i][27];
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record.minimunBalanceA = dataFile[i][28];
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record.maximunBalanceA = dataFile[i][29];
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record.initialBalanceB = dataFile[i][30];
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record.minimunBalanceB = dataFile[i][31];
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record.maximunBalanceB = dataFile[i][32];
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record.baseAsset = dataFile[i][33];
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record.positionPeriods = dataFile[i][34];
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record.positionDays = dataFile[i][35];
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thisObject.currentRecord = record;
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thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
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}
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}
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function recalculateScale() {
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try {
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// No scale needed
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err = " + err.stack); }
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}
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}
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function plotChart() {
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try {
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let userPosition = getUserPosition()
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let userPositionDate = userPosition.point.x
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let record;
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/* Now we calculate and plot the records */
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for (let i = 0; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1
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record = records[i];
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/* Send the current record to the panel */
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if (userPositionDate >= record.begin && userPositionDate <= record.end) {
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let eventRecords = {
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currentRecord: record,
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lastRecord: records[records.length - 1]
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};
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thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords);
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}
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
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}
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}
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function onZoomChanged(event) {
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try {
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recalculate();
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onZoomChanged -> err = " + err.stack); }
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}
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}
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function onOffsetChanged() {
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try {
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if (Math.random() * 100 > 95) {
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recalculate()
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};
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onOffsetChanged -> err = " + err.stack); }
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}
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}
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function onDragFinished() {
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try {
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recalculate();
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); }
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}
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}
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}
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@@ -0,0 +1,360 @@
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function newAAMastersPlottersTradingSimulationTradingSimulationFinalResultsPanel() {
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let thisObject = {
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fitFunction: undefined,
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onEventRaised: onEventRaised,
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container: undefined,
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draw: draw,
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getContainer: getContainer,
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initialize: initialize,
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finalize: finalize
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};
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let container = newContainer();
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container.initialize();
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thisObject.container = container;
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container.displacement.containerName = "Final Results";
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container.frame.containerName = "Final Results";
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let currentRecord;
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let lastRecord;
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let panelTabButton
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return thisObject;
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function initialize() {
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thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 2;
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thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * 2.5;
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thisObject.container.frame.position.x = viewPort.visibleArea.topLeft.x + thisObject.container.frame.width * 1;
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thisObject.container.frame.position.y = viewPort.visibleArea.topRight.y;
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panelTabButton = newPanelTabButton()
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panelTabButton.parentContainer = thisObject.container
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panelTabButton.container.frame.parentFrame = thisObject.container.frame
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panelTabButton.fitFunction = thisObject.fitFunction
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panelTabButton.initialize()
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}
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function finalize() {
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}
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function getContainer(point) {
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let container;
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container = panelTabButton.getContainer(point)
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if (container !== undefined) { return container }
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if (thisObject.container.frame.isThisPointHere(point, true) === true) {
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let checkPoint = {
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x: point.x,
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y: point.y
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}
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checkPoint = thisObject.fitFunction(checkPoint)
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if (point.x === checkPoint.x && point.y === checkPoint.y) {
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return thisObject.container;
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}
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}
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}
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function onEventRaised(records) {
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currentRecord = records.currentRecord;
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lastRecord = records.lastRecord
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}
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function draw() {
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thisObject.container.frame.draw(false, false, true, thisObject.fitFunction);
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plotCurrentRecordInfo();
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panelTabButton.draw()
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}
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function plotCurrentRecordInfo() {
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if (currentRecord === undefined) { return; }
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if (lastRecord === undefined) { return; }
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const frameBodyHeight = thisObject.container.frame.getBodyHeight();
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const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight;
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const X_AXIS = thisObject.container.frame.width / 2;
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const Y_AXIS = frameTitleHeight + frameBodyHeight / 2;
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/* put the labels with the records values */
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browserCanvasContext.beginPath();
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let y = 0;
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let increment = 0.024;
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y = y + increment;
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y = y + increment;
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printLabel('Current Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1', 14);
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y = y + increment;
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printLabel('Size', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
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y = y + increment;
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printLabel(currentRecord.positionSize, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
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y = y + increment;
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printLabel('Rate', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
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y = y + increment;
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printLabel(currentRecord.sellRate, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
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y = y + increment;
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printLabel('Stop', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
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y = y + increment;
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printLabel(currentRecord.stopLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
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y = y + increment;
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printLabel('Take Profit', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
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y = y + increment;
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printLabel(currentRecord.takeProfit, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
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y = y + increment;
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printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
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y = y + increment;
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printLabel((currentRecord.positionPeriods), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
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|
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y = y + increment;
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printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
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y = y + increment;
|
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printLabel((currentRecord.positionDays).toFixed(2), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
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y = y + increment;
|
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y = y + increment;
|
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printLabel('Latest Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1', 14);
|
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y = y + increment;
|
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printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
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y = y + increment;
|
||||
printLabel((currentRecord.lastTradeProfitLoss), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
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y = y + increment;
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printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
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y = y + increment;
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printLabel((currentRecord.lastTradeROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
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||||
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||||
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||||
let bifurcationLevel = y
|
||||
y = y + increment;
|
||||
y = y + increment;
|
||||
printLabel('Partial Results', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Profit / Loss', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.profit, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Trades', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.roundtrips, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Hits', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.hits, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Fails', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.fails, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Hit Ratio', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.hitRatio * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('ROI', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.ROI * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Periods', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.periods, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Days', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.days, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Anualized Rate of Return', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
|
||||
y = bifurcationLevel
|
||||
|
||||
y = y + increment;
|
||||
y = y + increment;
|
||||
printLabel('Final Results', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Profit / Loss', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(lastRecord.profit, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Trades', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(lastRecord.roundtrips, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Hits', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(lastRecord.hits, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Fails', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(lastRecord.fails, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Hit Ratio', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((lastRecord.hitRatio * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('ROI', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((lastRecord.ROI * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Periods', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(lastRecord.periods, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Days', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(lastRecord.days, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Anualized Rate of Return', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((lastRecord.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
|
||||
|
||||
function printLabel(labelToPrint, x, y, opacity, fontSize) {
|
||||
|
||||
let labelPoint;
|
||||
if (fontSize === undefined) { fontSize = 10 };
|
||||
|
||||
browserCanvasContext.font = fontSize + 'px ' + UI_FONT.PRIMARY;
|
||||
|
||||
let label = '' + labelToPrint;
|
||||
if (isNaN(label) === false) {
|
||||
label = Number(label).toLocaleString();
|
||||
if ((label === "-0" || label === "0") && (labelToPrint !== 0) && (labelToPrint !== "0.00")) {
|
||||
label = Number(labelToPrint).toFixed(6);
|
||||
}
|
||||
}
|
||||
let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO;
|
||||
|
||||
labelPoint = {
|
||||
x: x - xOffset,
|
||||
y: y
|
||||
};
|
||||
|
||||
labelPoint = thisObject.container.frame.frameThisPoint(labelPoint);
|
||||
labelPoint = thisObject.fitFunction(labelPoint)
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')';
|
||||
browserCanvasContext.fillText(label, labelPoint.x, labelPoint.y);
|
||||
|
||||
}
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
browserCanvasContext.fill();
|
||||
|
||||
/* Parameters */
|
||||
let params
|
||||
let paramsArray = []
|
||||
let positionTaken = false
|
||||
|
||||
if (currentRecord.positionSize > 0) {
|
||||
positionTaken = true
|
||||
}
|
||||
|
||||
params = {}
|
||||
params.VALUE = currentRecord.balanceA;
|
||||
params.INIT_VALUE = currentRecord.initialBalanceA
|
||||
params.MIN_VALUE = currentRecord.minimunBalanceA
|
||||
params.MAX_VALUE = currentRecord.maximunBalanceA
|
||||
params.ASSET_LABEL = 'Asset A'
|
||||
params.ASSET_NAME = DEFAULT_MARKET.assetB
|
||||
params.LEFT_OFFSET = 100
|
||||
params.POSITION_TAKEN = positionTaken
|
||||
params.BASE_ASSET = currentRecord.baseAsset
|
||||
params.DECIMALS = 4
|
||||
|
||||
paramsArray.push(params)
|
||||
|
||||
params = {}
|
||||
params.VALUE = currentRecord.balanceB;
|
||||
params.MIN_VALUE = currentRecord.minimunBalanceB
|
||||
params.INIT_VALUE = currentRecord.initialBalanceB
|
||||
params.MAX_VALUE = currentRecord.maximunBalanceB
|
||||
params.ASSET_LABEL = 'Asset B'
|
||||
params.ASSET_NAME = DEFAULT_MARKET.assetA
|
||||
params.LEFT_OFFSET = 220
|
||||
params.POSITION_TAKEN = positionTaken
|
||||
params.BASE_ASSET = currentRecord.baseAsset
|
||||
params.DECIMALS = 2
|
||||
|
||||
paramsArray.push(params)
|
||||
|
||||
canvas.cockpitSpace.assetBalances.setParamsArray(paramsArray)
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,799 @@
|
||||
function newMastersPlottersTradingSimulationSimulationExecution() {
|
||||
|
||||
const MODULE_NAME = "Simulation Execution Plotter";
|
||||
const INTENSIVE_LOG = false;
|
||||
const ERROR_LOG = true;
|
||||
const logger = newWebDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
|
||||
let thisObject = {
|
||||
|
||||
// Main functions and properties.
|
||||
|
||||
initialize: initialize,
|
||||
finalize: finalize,
|
||||
container: undefined,
|
||||
fitFunction: undefined,
|
||||
getContainer: getContainer,
|
||||
setTimeFrame: setTimeFrame,
|
||||
setDatetime: setDatetime,
|
||||
setCoordinateSystem: setCoordinateSystem,
|
||||
draw: draw
|
||||
};
|
||||
|
||||
/* this is part of the module template */
|
||||
|
||||
let container = newContainer(); // Do not touch this 3 lines, they are just needed.
|
||||
container.initialize();
|
||||
thisObject.container = container;
|
||||
|
||||
let coordinateSystem
|
||||
|
||||
let timeFrame; // This will hold the current Time Frame the user is at.
|
||||
let datetime; // This will hold the current Datetime the user is at.
|
||||
|
||||
/* these are module specific variables: */
|
||||
|
||||
let fileSequence;
|
||||
let plotElements = []; // This is where the elements to be plotted are stored before plotting.
|
||||
let plotLines = []; // Here we store the lines of open positions.
|
||||
|
||||
let previousNotesSetKey;
|
||||
|
||||
let onMouseOverEventSuscriptionId
|
||||
let offsetChangedEventSubscriptionId
|
||||
let filesUpdatedEventSubscriptionId
|
||||
let dimmensionsChangedEventSubscriptionId
|
||||
let scaleChangedEventSubscriptionId
|
||||
|
||||
let userPositionDate
|
||||
return thisObject;
|
||||
|
||||
function finalize() {
|
||||
try {
|
||||
|
||||
/* Stop listening to the necesary events. */
|
||||
thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId)
|
||||
canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId);
|
||||
fileSequence.eventHandler.stopListening(filesUpdatedEventSubscriptionId);
|
||||
thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
|
||||
|
||||
/* Destroyd References */
|
||||
|
||||
datetime = undefined;
|
||||
timeFrame = undefined;
|
||||
|
||||
fileSequence = undefined;
|
||||
plotElements = undefined;
|
||||
plotLines = undefined;
|
||||
|
||||
thisObject.fitFunction = undefined
|
||||
|
||||
finalizeCoordinateSystem()
|
||||
coordinateSystem = undefined
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> finalize -> err = " + err.stack.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
datetime = pDatetime;
|
||||
timeFrame = pTimeFrame;
|
||||
coordinateSystem = pCoordinateSystem
|
||||
initializeCoordinateSystem()
|
||||
|
||||
fileSequence = pStorage.fileSequences[0];
|
||||
|
||||
recalculate();
|
||||
|
||||
filesUpdatedEventSubscriptionId = fileSequence.eventHandler.listenToEvent("Files Updated", onFilesUpdated); // Only the first sequence is supported right now.
|
||||
offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged);
|
||||
onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver)
|
||||
|
||||
/* Ready for when dimmension changes. */
|
||||
|
||||
dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
|
||||
recalculate();
|
||||
})
|
||||
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE);
|
||||
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); }
|
||||
callBackFunction(GLOBAL.CUSTOM_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function initializeCoordinateSystem() {
|
||||
scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged)
|
||||
}
|
||||
|
||||
function finalizeCoordinateSystem() {
|
||||
coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId)
|
||||
}
|
||||
|
||||
function onScaleChanged() {
|
||||
recalculate();
|
||||
}
|
||||
|
||||
function onMouseOver(event) {
|
||||
let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem)
|
||||
userPositionDate = userPosition.valueOf()
|
||||
}
|
||||
|
||||
function getContainer(point) {
|
||||
try {
|
||||
let container;
|
||||
/* First we check if this point is inside this space. */
|
||||
if (this.container.frame.isThisPointHere(point) === true) {
|
||||
return this.container;
|
||||
} else {
|
||||
/* This point does not belong to this space. */
|
||||
return undefined;
|
||||
}
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onFilesUpdated() {
|
||||
recalculate();
|
||||
}
|
||||
|
||||
function setTimeFrame(pTimeFrame) {
|
||||
timeFrame = pTimeFrame;
|
||||
recalculate();
|
||||
}
|
||||
|
||||
function setDatetime(pDatetime) {
|
||||
datetime = pDatetime;
|
||||
}
|
||||
|
||||
function setCoordinateSystem(pCoordinateSystem) {
|
||||
finalizeCoordinateSystem()
|
||||
coordinateSystem = pCoordinateSystem
|
||||
initializeCoordinateSystem()
|
||||
}
|
||||
|
||||
function onViewportPositionChanged() {
|
||||
if (Math.random() * 100 > 95) {
|
||||
recalculate()
|
||||
}
|
||||
}
|
||||
|
||||
function recalculate() {
|
||||
try {
|
||||
if (fileSequence === undefined) { return; }
|
||||
/*
|
||||
|
||||
We are going to filter the records depending on the Time Frame. We want that for a 1 min time peroid all the records appears on screen,
|
||||
but for higher periods, we will filter out some records, so that they do not overlap ever.
|
||||
|
||||
*/
|
||||
plotElements = [];
|
||||
plotLines = [];
|
||||
|
||||
let lastSellRate;
|
||||
let lastSellDate;
|
||||
let sellExecRate;
|
||||
|
||||
let lastBuyRate;
|
||||
let lastBuyDate;
|
||||
let buyExecRate;
|
||||
|
||||
let maxSequence = fileSequence.getFilesLoaded();
|
||||
|
||||
for (let j = 0; j < maxSequence; j++) {
|
||||
|
||||
let file = fileSequence.getFile(j);
|
||||
|
||||
let history = [];
|
||||
let lines = [];
|
||||
|
||||
/* First the small balls */
|
||||
|
||||
const ONE_MIN_IN_MILISECONDS = 60 * 1000;
|
||||
let step = timeFrame / ONE_MIN_IN_MILISECONDS;
|
||||
step = 1; // For now we dont discard records depending on the zoom level.
|
||||
|
||||
let i = 0;
|
||||
let lastRecordPushed = 0;
|
||||
|
||||
for (i = 0; i < file.length; i = i + step) {
|
||||
|
||||
let newHistoryRecord = {
|
||||
|
||||
date: Math.trunc(file[i][0] / 60000) * 60000 + 30000,
|
||||
buyAvgRate: file[i][1],
|
||||
sellAvgRate: file[i][2],
|
||||
|
||||
lastSellRate: file[i][3],
|
||||
sellExecRate: file[i][4],
|
||||
lastBuyRate: file[i][5],
|
||||
buyExecRate: file[i][6],
|
||||
|
||||
marketRate: file[i][7],
|
||||
newPositions: file[i][8],
|
||||
newTrades: file[i][9],
|
||||
movedPositions: file[i][10],
|
||||
profitsAssetA: file[i][11],
|
||||
profitsAssetB: file[i][12],
|
||||
combinedProfitsA: file[i][13],
|
||||
combinedProfitsB: file[i][14],
|
||||
datetime: file[i][0]
|
||||
};
|
||||
|
||||
/* Finally we add this History Record to the Array */
|
||||
|
||||
history.push(newHistoryRecord);
|
||||
lastRecordPushed = i;
|
||||
|
||||
/* Here we build the lines. */
|
||||
|
||||
//if (timeFrame <= 1 * 60 * 1000) {
|
||||
|
||||
if (newHistoryRecord.lastSellRate > 0) {
|
||||
lastSellRate = newHistoryRecord.lastSellRate;
|
||||
lastSellDate = newHistoryRecord.date;
|
||||
}
|
||||
|
||||
if (newHistoryRecord.sellExecRate > 0) {
|
||||
let newLine = {
|
||||
type: "sell",
|
||||
x1: lastSellDate,
|
||||
y1: lastSellRate,
|
||||
x2: newHistoryRecord.date,
|
||||
y2: newHistoryRecord.sellExecRate
|
||||
};
|
||||
lines.push(newLine);
|
||||
}
|
||||
|
||||
if (newHistoryRecord.lastBuyRate > 0) {
|
||||
lastBuyRate = newHistoryRecord.lastBuyRate;
|
||||
lastBuyDate = newHistoryRecord.date;
|
||||
}
|
||||
|
||||
if (newHistoryRecord.buyExecRate > 0) {
|
||||
let newLine = {
|
||||
type: "buy",
|
||||
x1: lastBuyDate,
|
||||
y1: lastBuyRate,
|
||||
x2: newHistoryRecord.date,
|
||||
y2: newHistoryRecord.buyExecRate
|
||||
};
|
||||
lines.push(newLine);
|
||||
}
|
||||
//}
|
||||
}
|
||||
|
||||
/* We allways want to put the last record of the file on the filterd dataset, so as to allways show the latest advance of the bot. */
|
||||
|
||||
i = file.length - 1;
|
||||
|
||||
if (lastRecordPushed !== i) {
|
||||
|
||||
let newHistoryRecord = {
|
||||
|
||||
date: Math.trunc(file[i][0] / 60000) * 60000 + 30000,
|
||||
buyAvgRate: file[i][1],
|
||||
sellAvgRate: file[i][2],
|
||||
|
||||
lastSellRate: file[i][3],
|
||||
sellExecRate: file[i][4],
|
||||
lastBuyRate: file[i][5],
|
||||
buyExecRate: file[i][6],
|
||||
|
||||
marketRate: file[i][7],
|
||||
newPositions: file[i][8],
|
||||
newTrades: file[i][9],
|
||||
movedPositions: file[i][10],
|
||||
profitsAssetA: file[i][11],
|
||||
profitsAssetB: file[i][12],
|
||||
combinedProfitsA: file[i][13],
|
||||
combinedProfitsB: file[i][14]
|
||||
};
|
||||
|
||||
history.push(newHistoryRecord);
|
||||
|
||||
}
|
||||
|
||||
|
||||
for (let i = 0; i < file.length; i++) {
|
||||
|
||||
let newHistoryRecord = {
|
||||
|
||||
date: Math.trunc(file[i][0] / 60000) * 60000 + 30000,
|
||||
buyAvgRate: file[i][1],
|
||||
sellAvgRate: file[i][2],
|
||||
|
||||
lastSellRate: file[i][3],
|
||||
sellExecRate: file[i][4],
|
||||
lastBuyRate: file[i][5],
|
||||
buyExecRate: file[i][6],
|
||||
|
||||
marketRate: file[i][7],
|
||||
newPositions: file[i][8],
|
||||
newTrades: file[i][9],
|
||||
movedPositions: file[i][10],
|
||||
profitsAssetA: file[i][11],
|
||||
profitsAssetB: file[i][12],
|
||||
combinedProfitsA: file[i][13],
|
||||
combinedProfitsB: file[i][14]
|
||||
};
|
||||
|
||||
}
|
||||
plotElements.push(history);
|
||||
plotLines.push(lines);
|
||||
}
|
||||
|
||||
thisObject.container.eventHandler.raiseEvent("History Changed", history);
|
||||
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> recalculate -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function draw() {
|
||||
plotChart();
|
||||
}
|
||||
|
||||
function plotChart() {
|
||||
try {
|
||||
|
||||
let currentRecord
|
||||
|
||||
let point = {
|
||||
x: 0,
|
||||
y: 0
|
||||
};
|
||||
|
||||
let history;
|
||||
|
||||
for (let j = 0; j < plotElements.length; j++) {
|
||||
|
||||
let history = plotElements[j];
|
||||
|
||||
for (let i = 0; i < history.length; i++) {
|
||||
|
||||
record = history[i];
|
||||
currentRecord = record
|
||||
|
||||
let timestamp = record.date // Math.trunc(record.date / timeFrame) * timeFrame + timeFrame / 2;
|
||||
|
||||
point = {
|
||||
x: timestamp,
|
||||
y: record.marketRate
|
||||
};
|
||||
|
||||
point = coordinateSystem.transformThisPoint(point);
|
||||
point = transformThisPoint(point, thisObject.container);
|
||||
|
||||
if (point.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { continue; }
|
||||
|
||||
point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point);
|
||||
point = thisObject.fitFunction(point);
|
||||
|
||||
let isCurrentRecord = false;
|
||||
|
||||
if (userPositionDate >= record.date - 30000 && userPositionDate <= record.date + 30000 - 1) {
|
||||
isCurrentRecord = true;
|
||||
}
|
||||
|
||||
let opacity = '1';
|
||||
let currentRadius = 10
|
||||
|
||||
/* Draw a red inverted triangle on exec sell */
|
||||
if (record.sellExecRate > 0) {
|
||||
|
||||
opacity = '1';
|
||||
|
||||
let normalSize = 5
|
||||
let extraSize = 0
|
||||
if (isCurrentRecord) { extraSize = 5 }
|
||||
|
||||
let point1 = {
|
||||
x: record.date,
|
||||
y: record.sellExecRate
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: record.date + timeFrame / 7 * (normalSize + extraSize),
|
||||
y: record.sellExecRate
|
||||
};
|
||||
|
||||
let point3 = {
|
||||
x: record.date - timeFrame / 7 * (normalSize + extraSize),
|
||||
y: record.sellExecRate
|
||||
};
|
||||
|
||||
point1 = coordinateSystem.transformThisPoint(point1);
|
||||
point1 = transformThisPoint(point1, thisObject.container);
|
||||
point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = coordinateSystem.transformThisPoint(point2);
|
||||
point2 = transformThisPoint(point2, thisObject.container);
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
point3 = coordinateSystem.transformThisPoint(point3);
|
||||
point3 = transformThisPoint(point3, thisObject.container);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
let diff = point2.x - point3.x;
|
||||
point2.y = point2.y - diff;
|
||||
point3.y = point3.y - diff;
|
||||
|
||||
currentRecord.timeFrame = diff
|
||||
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
browserCanvasContext.lineTo(point3.x, point3.y);
|
||||
browserCanvasContext.lineTo(point1.x, point1.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')';
|
||||
|
||||
if (isCurrentRecord === false) {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.lineWidth = 0.25;
|
||||
browserCanvasContext.stroke();
|
||||
|
||||
}
|
||||
|
||||
/* Draw a green triangle on exec buy */
|
||||
if (record.buyExecRate > 0) {
|
||||
|
||||
opacity = '1';
|
||||
|
||||
let normalSize = 5
|
||||
let extraSize = 0
|
||||
if (isCurrentRecord) { extraSize = 5 }
|
||||
|
||||
let point1 = {
|
||||
x: record.date,
|
||||
y: record.buyExecRate
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: record.date + timeFrame / 7 * (normalSize + extraSize),
|
||||
y: record.buyExecRate
|
||||
};
|
||||
|
||||
let point3 = {
|
||||
x: record.date - timeFrame / 7 * (normalSize + extraSize),
|
||||
y: record.buyExecRate
|
||||
};
|
||||
|
||||
point1 = coordinateSystem.transformThisPoint(point1);
|
||||
point1 = transformThisPoint(point1, thisObject.container);
|
||||
point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = coordinateSystem.transformThisPoint(point2);
|
||||
point2 = transformThisPoint(point2, thisObject.container);
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
point3 = coordinateSystem.transformThisPoint(point3);
|
||||
point3 = transformThisPoint(point3, thisObject.container);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
let diff = point2.x - point3.x;
|
||||
point2.y = point2.y + diff;
|
||||
point3.y = point3.y + diff;
|
||||
|
||||
currentRecord.timeFrame = diff
|
||||
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
browserCanvasContext.lineTo(point3.x, point3.y);
|
||||
browserCanvasContext.lineTo(point1.x, point1.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')';
|
||||
|
||||
if (isCurrentRecord === false) {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.lineWidth = 0.25;
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
/* Draw a red inverted triangle on sell */
|
||||
if (record.lastSellRate > 0) {
|
||||
opacity = '1';
|
||||
|
||||
let normalSize = 5
|
||||
let extraSize = 0
|
||||
if (isCurrentRecord) { extraSize = 5 }
|
||||
|
||||
let point1 = {
|
||||
x: record.date,
|
||||
y: record.lastSellRate
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: record.date + timeFrame / 7 * (normalSize + extraSize),
|
||||
y: record.lastSellRate
|
||||
};
|
||||
|
||||
let point3 = {
|
||||
x: record.date - timeFrame / 7 * (normalSize + extraSize),
|
||||
y: record.lastSellRate
|
||||
};
|
||||
|
||||
point1 = coordinateSystem.transformThisPoint(point1);
|
||||
point1 = transformThisPoint(point1, thisObject.container);
|
||||
point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = coordinateSystem.transformThisPoint(point2);
|
||||
point2 = transformThisPoint(point2, thisObject.container);
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
point3 = coordinateSystem.transformThisPoint(point3);
|
||||
point3 = transformThisPoint(point3, thisObject.container);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
let diff = point2.x - point3.x;
|
||||
point2.y = point2.y - diff;
|
||||
point3.y = point3.y - diff;
|
||||
|
||||
currentRecord.timeFrame = diff
|
||||
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
browserCanvasContext.lineTo(point3.x, point3.y);
|
||||
browserCanvasContext.lineTo(point1.x, point1.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (isCurrentRecord === false) {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')';
|
||||
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.lineWidth = 0.25;
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
/* Draw a green triangle on buy */
|
||||
if (record.lastBuyRate > 0) {
|
||||
|
||||
opacity = '1';
|
||||
|
||||
let normalSize = 5
|
||||
let extraSize = 0
|
||||
if (isCurrentRecord) { extraSize = 5 }
|
||||
|
||||
let point1 = {
|
||||
x: record.date,
|
||||
y: record.lastBuyRate
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: record.date + timeFrame / 7 * (normalSize + extraSize),
|
||||
y: record.lastBuyRate
|
||||
};
|
||||
|
||||
let point3 = {
|
||||
x: record.date - timeFrame / 7 * (normalSize + extraSize),
|
||||
y: record.lastBuyRate
|
||||
};
|
||||
|
||||
point1 = coordinateSystem.transformThisPoint(point1);
|
||||
point1 = transformThisPoint(point1, thisObject.container);
|
||||
point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = coordinateSystem.transformThisPoint(point2);
|
||||
point2 = transformThisPoint(point2, thisObject.container);
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
point3 = coordinateSystem.transformThisPoint(point3);
|
||||
point3 = transformThisPoint(point3, thisObject.container);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
let diff = point2.x - point3.x;
|
||||
point2.y = point2.y + diff;
|
||||
point3.y = point3.y + diff;
|
||||
|
||||
currentRecord.timeFrame = diff
|
||||
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
browserCanvasContext.lineTo(point3.x, point3.y);
|
||||
browserCanvasContext.lineTo(point1.x, point1.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (isCurrentRecord === false) {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')';
|
||||
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.lineWidth = 0.25;
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
/* Send the current record to the panel */
|
||||
|
||||
if (userPositionDate >= record.date - 30000 && userPositionDate < record.date + 30000) {
|
||||
thisObject.container.eventHandler.raiseEvent("Current Record Changed", currentRecord);
|
||||
}
|
||||
|
||||
/* Circles */
|
||||
|
||||
let radius = 2;
|
||||
currentRadius = 10
|
||||
|
||||
/* Outer Circle */
|
||||
|
||||
if (isCurrentRecord === true) {
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')';
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
|
||||
browserCanvasContext.arc(point.x, point.y, currentRadius, 0, Math.PI * 2, true);
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else {
|
||||
browserCanvasContext.fill();
|
||||
}
|
||||
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.lineWidth = 0.25;
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
/* Inner Circle */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')';
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GOLDEN_ORANGE + ', ' + opacity + ')';
|
||||
|
||||
browserCanvasContext.arc(point.x, point.y, radius, 0, Math.PI * 2, true);
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else {
|
||||
browserCanvasContext.fill();
|
||||
}
|
||||
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.lineWidth = 0.25;
|
||||
browserCanvasContext.stroke();
|
||||
|
||||
}
|
||||
|
||||
/* Draw the lines connecting plot elements. */
|
||||
let lines = plotLines[j];
|
||||
|
||||
for (let i = 0; i < lines.length; i++) {
|
||||
|
||||
let line = lines[i];
|
||||
|
||||
opacity = '1';
|
||||
|
||||
let point1 = {
|
||||
x: line.x1,
|
||||
y: line.y1
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: line.x2,
|
||||
y: line.y2
|
||||
};
|
||||
|
||||
point1 = coordinateSystem.transformThisPoint(point1);
|
||||
point1 = transformThisPoint(point1, thisObject.container);
|
||||
point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = coordinateSystem.transformThisPoint(point2);
|
||||
point2 = transformThisPoint(point2, thisObject.container);
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (line.type === "sell") {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')';
|
||||
}
|
||||
|
||||
browserCanvasContext.setLineDash([4, 1])
|
||||
browserCanvasContext.lineWidth = 0.25;
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> plotChart -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,465 @@
|
||||
|
||||
function newMastersPlottersTradingSimulationSimulationExecutionSimulationExecutionPanel() {
|
||||
|
||||
|
||||
let thisObject = {
|
||||
fitFunction: undefined,
|
||||
container: undefined,
|
||||
isVisible: true,
|
||||
onRecordChange: onRecordChange,
|
||||
draw: draw,
|
||||
getContainer: getContainer,
|
||||
initialize: initialize,
|
||||
finalize: finalize
|
||||
};
|
||||
|
||||
let container = newContainer();
|
||||
container.initialize();
|
||||
thisObject.container = container;
|
||||
|
||||
container.frame.containerName = "Trading Execution";
|
||||
|
||||
let currentRecord;
|
||||
let panelTabButton
|
||||
|
||||
return thisObject;
|
||||
|
||||
function finalize() {
|
||||
thisObject.container.finalize()
|
||||
thisObject.container = undefined
|
||||
thisObject.fitFunction = undefined
|
||||
thisObject.isVisible = undefined
|
||||
|
||||
currentRecord = undefined
|
||||
panelTabButton.finalize()
|
||||
panelTabButton = undefined
|
||||
}
|
||||
|
||||
function initialize() {
|
||||
|
||||
thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL;
|
||||
thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * 2.5;
|
||||
|
||||
thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topLeft.x + thisObject.container.frame.width * 4;
|
||||
thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y;
|
||||
|
||||
panelTabButton = newPanelTabButton()
|
||||
panelTabButton.parentContainer = thisObject.container
|
||||
panelTabButton.container.frame.parentFrame = thisObject.container.frame
|
||||
panelTabButton.fitFunction = thisObject.fitFunction
|
||||
panelTabButton.initialize()
|
||||
}
|
||||
|
||||
function getContainer(point) {
|
||||
if (thisObject.isVisible !== true) { return }
|
||||
let container;
|
||||
|
||||
container = panelTabButton.getContainer(point)
|
||||
if (container !== undefined) { return container }
|
||||
|
||||
if (thisObject.container.frame.isThisPointHere(point, true) === true) {
|
||||
|
||||
let checkPoint = {
|
||||
x: point.x,
|
||||
y: point.y
|
||||
}
|
||||
|
||||
checkPoint = thisObject.fitFunction(checkPoint)
|
||||
|
||||
if (point.x === checkPoint.x && point.y === checkPoint.y) {
|
||||
return thisObject.container;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function onRecordChange(lastCurrentCandle) {
|
||||
|
||||
currentRecord = lastCurrentCandle;
|
||||
|
||||
}
|
||||
|
||||
|
||||
function draw() {
|
||||
if (thisObject.isVisible !== true) { return }
|
||||
thisObject.container.frame.draw(false, false, true, thisObject.fitFunction);
|
||||
|
||||
plot();
|
||||
|
||||
panelTabButton.draw()
|
||||
|
||||
}
|
||||
|
||||
|
||||
function plot() {
|
||||
|
||||
if (currentRecord === undefined) { return; }
|
||||
|
||||
const frameBodyHeight = thisObject.container.frame.getBodyHeight();
|
||||
const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight;
|
||||
|
||||
const X_AXIS = thisObject.container.frame.width / 2;
|
||||
const Y_AXIS = frameTitleHeight + frameBodyHeight / 2;
|
||||
|
||||
record = currentRecord
|
||||
|
||||
point = {
|
||||
x: X_AXIS,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
point = thisObject.container.frame.frameThisPoint(point);
|
||||
point = thisObject.fitFunction(point);
|
||||
|
||||
let isCurrentRecord = true;
|
||||
|
||||
let radius = 2;
|
||||
let currentRadius = 10
|
||||
let opacity = '1';
|
||||
|
||||
/* Draw a red inverted triangle on exec sell */
|
||||
if (record.sellExecRate > 0) {
|
||||
|
||||
opacity = '1';
|
||||
|
||||
let point1 = {
|
||||
x: X_AXIS,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: X_AXIS + record.timeFrame / 4,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
let point3 = {
|
||||
x: X_AXIS - record.timeFrame / 4,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
point1 = thisObject.container.frame.frameThisPoint(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = thisObject.container.frame.frameThisPoint(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
point3 = thisObject.container.frame.frameThisPoint(point3);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
let diff = point2.x - point3.x;
|
||||
point2.y = point2.y - diff;
|
||||
point3.y = point3.y - diff;
|
||||
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
browserCanvasContext.lineTo(point3.x, point3.y);
|
||||
browserCanvasContext.lineTo(point1.x, point1.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')';
|
||||
|
||||
if (isCurrentRecord === false) {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.stroke();
|
||||
|
||||
}
|
||||
|
||||
/* Draw a green triangle on exec buy */
|
||||
if (record.buyExecRate > 0) {
|
||||
|
||||
opacity = '1';
|
||||
|
||||
let point1 = {
|
||||
x: X_AXIS,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: X_AXIS + record.timeFrame / 4,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
let point3 = {
|
||||
x: X_AXIS - record.timeFrame / 4,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
point1 = thisObject.container.frame.frameThisPoint(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = thisObject.container.frame.frameThisPoint(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
point3 = thisObject.container.frame.frameThisPoint(point3);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
let diff = point2.x - point3.x;
|
||||
point2.y = point2.y + diff;
|
||||
point3.y = point3.y + diff;
|
||||
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
browserCanvasContext.lineTo(point3.x, point3.y);
|
||||
browserCanvasContext.lineTo(point1.x, point1.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')';
|
||||
|
||||
if (isCurrentRecord === false) {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
/* Draw a red inverted triangle on sell */
|
||||
if (record.lastSellRate > 0) {
|
||||
opacity = '1';
|
||||
|
||||
let point1 = {
|
||||
x: X_AXIS,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: X_AXIS + record.timeFrame / 4,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
let point3 = {
|
||||
x: X_AXIS - record.timeFrame / 4,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
point1 = thisObject.container.frame.frameThisPoint(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = thisObject.container.frame.frameThisPoint(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
point3 = thisObject.container.frame.frameThisPoint(point3);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
let diff = point2.x - point3.x;
|
||||
point2.y = point2.y - diff;
|
||||
point3.y = point3.y - diff;
|
||||
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
browserCanvasContext.lineTo(point3.x, point3.y);
|
||||
browserCanvasContext.lineTo(point1.x, point1.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (isCurrentRecord === false) {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')';
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
/* Draw a green triangle on buy */
|
||||
if (record.lastBuyRate > 0) {
|
||||
|
||||
opacity = '1';
|
||||
|
||||
let point1 = {
|
||||
x: X_AXIS,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
let point2 = {
|
||||
x: X_AXIS + record.timeFrame / 4,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
let point3 = {
|
||||
x: X_AXIS - record.timeFrame / 4,
|
||||
y: Y_AXIS
|
||||
};
|
||||
|
||||
point1 = thisObject.container.frame.frameThisPoint(point1);
|
||||
point1 = thisObject.fitFunction(point1);
|
||||
|
||||
point2 = thisObject.container.frame.frameThisPoint(point2);
|
||||
point2 = thisObject.fitFunction(point2);
|
||||
|
||||
point3 = thisObject.container.frame.frameThisPoint(point3);
|
||||
point3 = thisObject.fitFunction(point3);
|
||||
|
||||
let diff = point2.x - point3.x;
|
||||
point2.y = point2.y + diff;
|
||||
point3.y = point3.y + diff;
|
||||
|
||||
point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2);
|
||||
point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3);
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
browserCanvasContext.lineTo(point3.x, point3.y);
|
||||
browserCanvasContext.lineTo(point1.x, point1.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (isCurrentRecord === false) {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')';
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
browserCanvasContext.lineWidth = 0.25;
|
||||
|
||||
/* Outer Circle */
|
||||
|
||||
if (isCurrentRecord === true) {
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')';
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */
|
||||
|
||||
browserCanvasContext.arc(point.x, point.y, currentRadius, 0, Math.PI * 2, true);
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else {
|
||||
browserCanvasContext.fill();
|
||||
}
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.stroke();
|
||||
}
|
||||
|
||||
/* Inner Circle */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')';
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GOLDEN_ORANGE + ', ' + opacity + ')';
|
||||
|
||||
browserCanvasContext.arc(point.x, point.y, radius, 0, Math.PI * 2, true);
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else {
|
||||
browserCanvasContext.fill();
|
||||
}
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.stroke();
|
||||
|
||||
/* put the labels */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
let y;
|
||||
let recordDate = new Date(currentRecord.datetime)
|
||||
|
||||
printLabel('Market Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.05 / 2, '1');
|
||||
printLabel(currentRecord.marketRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.10 / 2, '0.50');
|
||||
|
||||
printLabel('Sell Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.15 / 2, '1');
|
||||
printLabel(currentRecord.lastSellRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.20 / 2, '0.50');
|
||||
|
||||
printLabel('Sell Executed Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.25 / 2, '1');
|
||||
printLabel(currentRecord.sellExecRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.30 / 2, '0.50');
|
||||
|
||||
printLabel('Buy Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.35 / 2, '1');
|
||||
printLabel(currentRecord.lastBuyRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.40 / 2, '0.40');
|
||||
|
||||
printLabel('Buy Executed Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.45 / 2, '1');
|
||||
printLabel(currentRecord.buyExecRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.50 / 2, '0.50');
|
||||
|
||||
printLabel('ROI Asset A', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.25 / 2), '1');
|
||||
printLabel((currentRecord.combinedProfitsB).toFixed(2) + '%', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.30 / 2), '0.50');
|
||||
|
||||
printLabel('ROI Asset B', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.15 / 2), '1');
|
||||
printLabel((currentRecord.combinedProfitsA).toFixed(2) + '%', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.20 / 2), '0.50');
|
||||
|
||||
printLabel('Datetime', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.05 / 2), '1');
|
||||
printLabel(recordDate.toUTCString(), X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.1 / 2), '0.50');
|
||||
|
||||
|
||||
function printLabel(labelToPrint, x, y, opacity) {
|
||||
|
||||
let labelPoint;
|
||||
let fontSize = 10;
|
||||
|
||||
browserCanvasContext.font = fontSize + 'px ' + UI_FONT.SECONDARY + ' Saira';
|
||||
|
||||
let label = '' + labelToPrint;
|
||||
if (isNaN(label) === false) {
|
||||
label = Number(label).toLocaleString();
|
||||
}
|
||||
let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO;
|
||||
|
||||
labelPoint = {
|
||||
x: x - xOffset,
|
||||
y: y
|
||||
};
|
||||
|
||||
labelPoint = thisObject.container.frame.frameThisPoint(labelPoint);
|
||||
labelPoint = thisObject.fitFunction(labelPoint)
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')';
|
||||
browserCanvasContext.fillText(label, labelPoint.x, labelPoint.y);
|
||||
|
||||
}
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
browserCanvasContext.fill();
|
||||
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,686 @@
|
||||
function newMastersPlottersTradingSimulationStrategies() {
|
||||
|
||||
const MODULE_NAME = "Strategies Plotter";
|
||||
const INFO_LOG = false;
|
||||
const ERROR_LOG = true;
|
||||
const INTENSIVE_LOG = false;
|
||||
const logger = newWebDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
|
||||
let thisObject = {
|
||||
|
||||
// Main functions and properties.
|
||||
|
||||
initialize: initialize,
|
||||
finalize: finalize,
|
||||
container: undefined,
|
||||
fitFunction: undefined,
|
||||
getContainer: getContainer,
|
||||
setTimeFrame: setTimeFrame,
|
||||
setDatetime: setDatetime,
|
||||
setCoordinateSystem: setCoordinateSystem,
|
||||
draw: draw,
|
||||
|
||||
/* Events declared outside the plotter. */
|
||||
|
||||
onDailyFileLoaded: onDailyFileLoaded,
|
||||
|
||||
// Secondary functions and properties.
|
||||
|
||||
currentRecord: undefined
|
||||
};
|
||||
|
||||
/* this is part of the module template */
|
||||
|
||||
let container = newContainer(); // Do not touch this 3 lines, they are just needed.
|
||||
container.initialize();
|
||||
thisObject.container = container;
|
||||
|
||||
let coordinateSystem
|
||||
|
||||
let timeFrame; // This will hold the current Time Frame the user is at.
|
||||
let datetime; // This will hold the current Datetime the user is at.
|
||||
|
||||
let marketFile; // This is the current Market File being plotted.
|
||||
let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
|
||||
|
||||
let marketFiles; // This object will provide the different Market Files at different Time Frames.
|
||||
let dailyFiles; // This object will provide the different File Cursors at different Time Frames.
|
||||
|
||||
/* these are module specific variables: */
|
||||
|
||||
let strategies = [];
|
||||
let strategyImages = [];
|
||||
|
||||
let onMouseOverEventSuscriptionId
|
||||
let zoomChangedEventSubscriptionId
|
||||
let offsetChangedEventSubscriptionId
|
||||
let dragFinishedEventSubscriptionId
|
||||
let dimmensionsChangedEventSubscriptionId
|
||||
let marketFilesUpdatedEventSubscriptionId
|
||||
let dailyFilesUpdatedEventSubscriptionId
|
||||
let scaleChangedEventSubscriptionId
|
||||
|
||||
let userPositionDate
|
||||
return thisObject;
|
||||
|
||||
function finalize() {
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); }
|
||||
|
||||
/* Stop listening to the necesary events. */
|
||||
thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId)
|
||||
canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId);
|
||||
canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId);
|
||||
canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
|
||||
thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
|
||||
marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId);
|
||||
dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId);
|
||||
|
||||
/* Destroyd References */
|
||||
|
||||
marketFiles = undefined;
|
||||
dailyFiles = undefined;
|
||||
|
||||
datetime = undefined;
|
||||
timeFrame = undefined;
|
||||
|
||||
marketFile = undefined;
|
||||
fileCursor = undefined;
|
||||
|
||||
strategyImages = undefined;
|
||||
|
||||
thisObject.fitFunction = undefined
|
||||
|
||||
finalizeCoordinateSystem()
|
||||
coordinateSystem = undefined
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
|
||||
|
||||
/* Store the information received. */
|
||||
|
||||
marketFiles = pStorage.marketFiles[0];
|
||||
dailyFiles = pStorage.dailyFiles[0];
|
||||
|
||||
datetime = pDatetime;
|
||||
timeFrame = pTimeFrame;
|
||||
coordinateSystem = pCoordinateSystem
|
||||
initializeCoordinateSystem()
|
||||
|
||||
/* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */
|
||||
|
||||
marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster.
|
||||
|
||||
/* Now we set the right files according to current Period. */
|
||||
|
||||
marketFile = marketFiles.getFile(pTimeFrame);
|
||||
fileCursor = dailyFiles.getFileCursor(pTimeFrame);
|
||||
|
||||
/* Listen to the necesary events. */
|
||||
|
||||
zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged);
|
||||
offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged);
|
||||
dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
|
||||
marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated);
|
||||
dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated);
|
||||
onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver)
|
||||
|
||||
/* Get ready for plotting. */
|
||||
|
||||
recalculate();
|
||||
|
||||
/* Ready for when dimmension changes. */
|
||||
|
||||
dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
|
||||
recalculate();
|
||||
})
|
||||
|
||||
for (let i = 1; i < 15; i++) {
|
||||
let strategyImage = canvas.designSpace.iconByUiObjectType.get('Strategy');
|
||||
strategyImages.push(strategyImage);
|
||||
}
|
||||
|
||||
callBackFunction();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function initializeCoordinateSystem() {
|
||||
scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged)
|
||||
}
|
||||
|
||||
function finalizeCoordinateSystem() {
|
||||
coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId)
|
||||
}
|
||||
|
||||
function onScaleChanged() {
|
||||
recalculate();
|
||||
}
|
||||
|
||||
function onMouseOver(event) {
|
||||
let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem)
|
||||
userPositionDate = userPosition.valueOf()
|
||||
}
|
||||
|
||||
function getContainer(point) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); }
|
||||
|
||||
let container;
|
||||
|
||||
/* First we check if this point is inside this space. */
|
||||
|
||||
if (this.container.frame.isThisPointHere(point) === true) {
|
||||
|
||||
return this.container;
|
||||
|
||||
} else {
|
||||
|
||||
/* This point does not belong to this space. */
|
||||
|
||||
return undefined;
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onMarketFilesUpdated() {
|
||||
try {
|
||||
let newMarketFile = marketFiles.getFile(timeFrame);
|
||||
if (newMarketFile !== undefined) {
|
||||
marketFile = newMarketFile;
|
||||
recalculate();
|
||||
}
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onDailyFilesUpdated() {
|
||||
try {
|
||||
let newFileCursor = dailyFiles.getFileCursor(timeFrame);
|
||||
if (newFileCursor !== undefined) {
|
||||
fileCursor = newFileCursor;
|
||||
recalculate();
|
||||
}
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function setTimeFrame(pTimeFrame) {
|
||||
|
||||
try {
|
||||
|
||||
if (timeFrame !== pTimeFrame) {
|
||||
|
||||
timeFrame = pTimeFrame;
|
||||
|
||||
if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
|
||||
|
||||
marketFile = marketFiles.getFile(pTimeFrame);
|
||||
|
||||
recalculate();
|
||||
|
||||
} else {
|
||||
|
||||
let newFileCursor = dailyFiles.getFileCursor(pTimeFrame);
|
||||
|
||||
fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing.
|
||||
recalculate();
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function setDatetime(pDatetime) {
|
||||
datetime = pDatetime;
|
||||
}
|
||||
|
||||
function setCoordinateSystem(pCoordinateSystem) {
|
||||
finalizeCoordinateSystem()
|
||||
coordinateSystem = pCoordinateSystem
|
||||
initializeCoordinateSystem()
|
||||
}
|
||||
|
||||
function onDailyFileLoaded(event) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); }
|
||||
|
||||
if (event.currentValue === event.totalValue) {
|
||||
|
||||
/* This happens only when all of the files in the cursor have been loaded. */
|
||||
|
||||
recalculate();
|
||||
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function draw() {
|
||||
|
||||
try {
|
||||
|
||||
if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); }
|
||||
|
||||
this.container.frame.draw();
|
||||
|
||||
plotChart();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculate() {
|
||||
|
||||
try {
|
||||
|
||||
strategies = []
|
||||
|
||||
if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
|
||||
|
||||
recalculateUsingMarketFiles();
|
||||
|
||||
} else {
|
||||
|
||||
recalculateUsingDailyFiles();
|
||||
|
||||
}
|
||||
|
||||
thisObject.container.eventHandler.raiseEvent("Strategies Changed", strategies);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculateUsingDailyFiles() {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); }
|
||||
|
||||
if (fileCursor === undefined) {
|
||||
strategies = [];
|
||||
return;
|
||||
} // We need to wait
|
||||
|
||||
if (fileCursor.files.size === 0) {
|
||||
strategies = [];
|
||||
return;
|
||||
} // We need to wait until there are files in the cursor
|
||||
|
||||
let daysOnSides = getSideDays(timeFrame);
|
||||
|
||||
let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
|
||||
let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
|
||||
|
||||
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
|
||||
|
||||
let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
|
||||
let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
|
||||
|
||||
let currentDate = new Date(farLeftDate.valueOf());
|
||||
|
||||
strategies = [];
|
||||
|
||||
|
||||
|
||||
while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) {
|
||||
|
||||
let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2);
|
||||
|
||||
let dailyFile = fileCursor.files.get(stringDate);
|
||||
|
||||
if (dailyFile !== undefined) {
|
||||
|
||||
for (let i = 0; i < dailyFile.length; i++) {
|
||||
|
||||
let record = {
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
status: undefined,
|
||||
number: undefined,
|
||||
beginRate: undefined,
|
||||
endRate: undefined
|
||||
};
|
||||
|
||||
record.begin = dailyFile[i][0];
|
||||
record.end = dailyFile[i][1];
|
||||
record.status = dailyFile[i][2];
|
||||
record.number = dailyFile[i][3];
|
||||
record.beginRate = dailyFile[i][4];
|
||||
record.endRate = dailyFile[i][5];
|
||||
|
||||
if (
|
||||
(record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) &&
|
||||
(record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x)
|
||||
) {
|
||||
|
||||
strategies.push(record);
|
||||
|
||||
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
|
||||
|
||||
thisObject.currentRecord = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.currentRecord);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS);
|
||||
}
|
||||
|
||||
/* Lests check if all the visible screen is going to be covered by strategies. */
|
||||
|
||||
let lowerEnd = leftDate.valueOf();
|
||||
let upperEnd = rightDate.valueOf();
|
||||
|
||||
setTimeout(recalculate, 2000);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculateUsingMarketFiles() {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); }
|
||||
|
||||
if (marketFile === undefined) { return; } // Initialization not complete yet.
|
||||
|
||||
let daysOnSides = getSideDays(timeFrame);
|
||||
|
||||
let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
|
||||
let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
|
||||
|
||||
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
|
||||
|
||||
leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
|
||||
rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
|
||||
|
||||
strategies = [];
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let record = {
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
status: undefined,
|
||||
number: undefined,
|
||||
beginRate: undefined,
|
||||
endRate: undefined
|
||||
};
|
||||
|
||||
record.begin = marketFile[i][0];
|
||||
record.end = marketFile[i][1];
|
||||
record.status = marketFile[i][2];
|
||||
record.number = marketFile[i][3];
|
||||
record.beginRate = marketFile[i][4];
|
||||
record.endRate = marketFile[i][5];
|
||||
|
||||
if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) {
|
||||
|
||||
strategies.push(record);
|
||||
|
||||
if (
|
||||
(record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) &&
|
||||
(record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x)
|
||||
) {
|
||||
|
||||
thisObject.currentRecord = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.currentRecord);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//console.log("Olivia > recalculateUsingMarketFiles > total strategies generated : " + strategies.length);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function plotChart() {
|
||||
|
||||
try {
|
||||
|
||||
thisObject.container.eventHandler.raiseEvent("Current Strategy Record Changed", undefined);
|
||||
|
||||
let record;
|
||||
|
||||
for (let i = 0; i < strategies.length; i++) {
|
||||
|
||||
record = strategies[i];
|
||||
|
||||
let recordPoint1 = {
|
||||
x: record.begin,
|
||||
y: record.beginRate
|
||||
};
|
||||
|
||||
let recordPoint2 = {
|
||||
x: record.end,
|
||||
y: record.endRate
|
||||
};
|
||||
|
||||
let recordPoint3 = {
|
||||
x: record.begin,
|
||||
y: record.beginRate
|
||||
};
|
||||
|
||||
let recordPoint4 = {
|
||||
x: record.end,
|
||||
y: record.endRate
|
||||
};
|
||||
|
||||
recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1);
|
||||
recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2);
|
||||
recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3);
|
||||
recordPoint4 = coordinateSystem.transformThisPoint(recordPoint4);
|
||||
|
||||
recordPoint1 = transformThisPoint(recordPoint1, thisObject.container);
|
||||
recordPoint2 = transformThisPoint(recordPoint2, thisObject.container);
|
||||
recordPoint3 = transformThisPoint(recordPoint3, thisObject.container);
|
||||
recordPoint4 = transformThisPoint(recordPoint4, thisObject.container);
|
||||
|
||||
if (recordPoint2.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint1.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) {
|
||||
continue;
|
||||
}
|
||||
|
||||
recordPoint3.y = recordPoint1.y + 2000;
|
||||
recordPoint4.y = recordPoint1.y + 2000;
|
||||
|
||||
recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1);
|
||||
recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2);
|
||||
recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3);
|
||||
recordPoint4 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint4);
|
||||
|
||||
recordPoint1 = thisObject.fitFunction(recordPoint1, undefined, 30);
|
||||
recordPoint2 = thisObject.fitFunction(recordPoint2, undefined, 30);
|
||||
recordPoint3 = thisObject.fitFunction(recordPoint3, undefined, 30);
|
||||
recordPoint4 = thisObject.fitFunction(recordPoint4, undefined, 30);
|
||||
|
||||
let imageSize = 20;
|
||||
let imageToDraw = strategyImages[record.number];
|
||||
|
||||
|
||||
/* Draw the line that represents the duration of closed strategy */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(recordPoint3.x + imageSize / 2, recordPoint3.y);
|
||||
browserCanvasContext.lineTo(recordPoint4.x - imageSize / 2, recordPoint4.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)';
|
||||
browserCanvasContext.lineWidth = 1
|
||||
|
||||
if (record.status === 1) {
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
} else {
|
||||
browserCanvasContext.setLineDash([2, 4])
|
||||
}
|
||||
browserCanvasContext.stroke()
|
||||
|
||||
|
||||
|
||||
drawStick(recordPoint1, recordPoint3);
|
||||
drawStick(recordPoint2, recordPoint4);
|
||||
|
||||
if (imageToDraw.canDrawIcon === true) {
|
||||
browserCanvasContext.drawImage(imageToDraw, recordPoint3.x - imageSize / 2, recordPoint3.y - imageSize / 2, imageSize, imageSize);
|
||||
if (record.status === 1) {
|
||||
browserCanvasContext.drawImage(imageToDraw, recordPoint4.x - imageSize / 2, recordPoint4.y - imageSize / 2, imageSize, imageSize);
|
||||
}
|
||||
}
|
||||
|
||||
/* Send the current record to the panel */
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
|
||||
let currentRecord = {
|
||||
};
|
||||
thisObject.container.eventHandler.raiseEvent("Current Strategy Record Changed", currentRecord);
|
||||
}
|
||||
|
||||
function drawStick(point1, point2) {
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(point1.x, point1.y);
|
||||
browserCanvasContext.lineTo(point2.x, point2.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 0.25)';
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
|
||||
/* highlight the current record */
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
|
||||
}
|
||||
|
||||
browserCanvasContext.setLineDash([4, 3])
|
||||
browserCanvasContext.lineWidth = 0.5
|
||||
browserCanvasContext.stroke()
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function onViewportZoomChanged(event) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); }
|
||||
|
||||
recalculate();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onViewportPositionChanged(event) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); }
|
||||
|
||||
if (event !== undefined) {
|
||||
if (event.recalculate === true) {
|
||||
recalculate()
|
||||
return
|
||||
}
|
||||
}
|
||||
if (Math.random() * 100 > 95) {
|
||||
recalculate()
|
||||
};
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onDragFinished() {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); }
|
||||
|
||||
recalculate();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,683 @@
|
||||
function newMastersPlottersTradingSimulationTrades() {
|
||||
|
||||
const MODULE_NAME = "Trades Plotter";
|
||||
const INFO_LOG = false;
|
||||
const ERROR_LOG = true;
|
||||
const INTENSIVE_LOG = false;
|
||||
const logger = newWebDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
|
||||
let thisObject = {
|
||||
|
||||
// Main functions and properties.
|
||||
|
||||
initialize: initialize,
|
||||
finalize: finalize,
|
||||
container: undefined,
|
||||
fitFunction: undefined,
|
||||
getContainer: getContainer,
|
||||
setTimeFrame: setTimeFrame,
|
||||
setDatetime: setDatetime,
|
||||
setCoordinateSystem: setCoordinateSystem,
|
||||
draw: draw,
|
||||
|
||||
/* Events declared outside the plotter. */
|
||||
|
||||
onDailyFileLoaded: onDailyFileLoaded,
|
||||
|
||||
// Secondary functions and properties.
|
||||
|
||||
currentRecord: undefined
|
||||
};
|
||||
|
||||
/* this is part of the module template */
|
||||
|
||||
let container = newContainer(); // Do not touch this 3 lines, they are just needed.
|
||||
container.initialize();
|
||||
thisObject.container = container;
|
||||
|
||||
let coordinateSystem
|
||||
|
||||
let timeFrame; // This will hold the current Time Frame the user is at.
|
||||
let datetime; // This will hold the current Datetime the user is at.
|
||||
|
||||
let marketFile; // This is the current Market File being plotted.
|
||||
let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
|
||||
|
||||
let marketFiles; // This object will provide the different Market Files at different Time Frames.
|
||||
let dailyFiles; // This object will provide the different File Cursors at different Time Frames.
|
||||
|
||||
/* these are module specific variables: */
|
||||
|
||||
let trades = [];
|
||||
let headers;
|
||||
|
||||
let onMouseOverEventSuscriptionId
|
||||
let zoomChangedEventSubscriptionId
|
||||
let offsetChangedEventSubscriptionId
|
||||
let dragFinishedEventSubscriptionId
|
||||
let dimmensionsChangedEventSubscriptionId
|
||||
let marketFilesUpdatedEventSubscriptionId
|
||||
let dailyFilesUpdatedEventSubscriptionId
|
||||
let scaleChangedEventSubscriptionId
|
||||
|
||||
let userPositionDate
|
||||
return thisObject;
|
||||
|
||||
function finalize() {
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); }
|
||||
|
||||
/* Stop listening to the necesary events. */
|
||||
thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId)
|
||||
canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId);
|
||||
canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId);
|
||||
canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
|
||||
thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
|
||||
marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId);
|
||||
dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId);
|
||||
|
||||
/* Destroyd References */
|
||||
|
||||
marketFiles = undefined;
|
||||
dailyFiles = undefined;
|
||||
|
||||
datetime = undefined;
|
||||
timeFrame = undefined;
|
||||
|
||||
marketFile = undefined;
|
||||
fileCursor = undefined;
|
||||
|
||||
thisObject.fitFunction = undefined
|
||||
|
||||
finalizeCoordinateSystem()
|
||||
coordinateSystem = undefined
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
|
||||
|
||||
/* Store the information received. */
|
||||
|
||||
marketFiles = pStorage.marketFiles[0];
|
||||
dailyFiles = pStorage.dailyFiles[0];
|
||||
|
||||
datetime = pDatetime;
|
||||
timeFrame = pTimeFrame;
|
||||
coordinateSystem = pCoordinateSystem
|
||||
initializeCoordinateSystem()
|
||||
|
||||
/* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */
|
||||
|
||||
marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster.
|
||||
|
||||
/* Now we set the right files according to current Period. */
|
||||
|
||||
marketFile = marketFiles.getFile(pTimeFrame);
|
||||
fileCursor = dailyFiles.getFileCursor(pTimeFrame);
|
||||
|
||||
/* Listen to the necesary events. */
|
||||
|
||||
zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged);
|
||||
offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged);
|
||||
dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
|
||||
marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated);
|
||||
dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated);
|
||||
onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver)
|
||||
|
||||
/* Get ready for plotting. */
|
||||
|
||||
recalculate();
|
||||
|
||||
/* Ready for when dimmension changes. */
|
||||
|
||||
dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
|
||||
recalculate();
|
||||
})
|
||||
|
||||
callBackFunction();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function initializeCoordinateSystem() {
|
||||
scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged)
|
||||
}
|
||||
|
||||
function finalizeCoordinateSystem() {
|
||||
coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId)
|
||||
}
|
||||
|
||||
function onScaleChanged() {
|
||||
recalculate();
|
||||
}
|
||||
|
||||
function onMouseOver(event) {
|
||||
let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem)
|
||||
userPositionDate = userPosition.valueOf()
|
||||
}
|
||||
|
||||
function getContainer(point) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); }
|
||||
|
||||
let container;
|
||||
|
||||
/* First we check if this point is inside this space. */
|
||||
|
||||
if (this.container.frame.isThisPointHere(point) === true) {
|
||||
|
||||
return this.container;
|
||||
|
||||
} else {
|
||||
|
||||
/* This point does not belong to this space. */
|
||||
|
||||
return undefined;
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onMarketFilesUpdated() {
|
||||
try {
|
||||
let newMarketFile = marketFiles.getFile(timeFrame);
|
||||
if (newMarketFile !== undefined) {
|
||||
marketFile = newMarketFile;
|
||||
recalculate();
|
||||
}
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onDailyFilesUpdated() {
|
||||
try {
|
||||
let newFileCursor = dailyFiles.getFileCursor(timeFrame);
|
||||
if (newFileCursor !== undefined) {
|
||||
fileCursor = newFileCursor;
|
||||
recalculate();
|
||||
}
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function setTimeFrame(pTimeFrame) {
|
||||
|
||||
try {
|
||||
|
||||
if (timeFrame !== pTimeFrame) {
|
||||
|
||||
timeFrame = pTimeFrame;
|
||||
|
||||
if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
|
||||
|
||||
marketFile = marketFiles.getFile(pTimeFrame);
|
||||
|
||||
recalculate();
|
||||
|
||||
} else {
|
||||
|
||||
let newFileCursor = dailyFiles.getFileCursor(pTimeFrame);
|
||||
|
||||
fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing.
|
||||
recalculate();
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function setDatetime(pDatetime) {
|
||||
datetime = pDatetime;
|
||||
}
|
||||
|
||||
function setCoordinateSystem(pCoordinateSystem) {
|
||||
finalizeCoordinateSystem()
|
||||
coordinateSystem = pCoordinateSystem
|
||||
initializeCoordinateSystem()
|
||||
}
|
||||
|
||||
function onDailyFileLoaded(event) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); }
|
||||
|
||||
if (event.currentValue === event.totalValue) {
|
||||
|
||||
/* This happens only when all of the files in the cursor have been loaded. */
|
||||
|
||||
recalculate();
|
||||
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function draw() {
|
||||
|
||||
try {
|
||||
|
||||
if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); }
|
||||
|
||||
this.container.frame.draw();
|
||||
|
||||
plotChart();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculate() {
|
||||
|
||||
try {
|
||||
|
||||
trades = []
|
||||
|
||||
if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
|
||||
|
||||
recalculateUsingMarketFiles();
|
||||
|
||||
} else {
|
||||
|
||||
recalculateUsingDailyFiles();
|
||||
|
||||
}
|
||||
|
||||
thisObject.container.eventHandler.raiseEvent("Trades Changed", trades);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculateUsingDailyFiles() {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); }
|
||||
|
||||
if (fileCursor === undefined) {
|
||||
trades = [];
|
||||
return;
|
||||
} // We need to wait
|
||||
|
||||
if (fileCursor.files.size === 0) {
|
||||
trades = [];
|
||||
return;
|
||||
} // We need to wait until there are files in the cursor
|
||||
|
||||
let daysOnSides = getSideDays(timeFrame);
|
||||
|
||||
let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
|
||||
let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
|
||||
|
||||
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
|
||||
|
||||
let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
|
||||
let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
|
||||
|
||||
let currentDate = new Date(farLeftDate.valueOf());
|
||||
|
||||
trades = [];
|
||||
|
||||
|
||||
|
||||
while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) {
|
||||
|
||||
let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2);
|
||||
|
||||
let dailyFile = fileCursor.files.get(stringDate);
|
||||
|
||||
if (dailyFile !== undefined) {
|
||||
|
||||
for (let i = 0; i < dailyFile.length; i++) {
|
||||
|
||||
let record = {};
|
||||
|
||||
record.begin = dailyFile[i][0];
|
||||
record.end = dailyFile[i][1];
|
||||
record.status = dailyFile[i][2];
|
||||
record.lastTradeROI = dailyFile[i][3];
|
||||
record.beginRate = dailyFile[i][4];
|
||||
record.endRate = dailyFile[i][5];
|
||||
record.exitType = dailyFile[i][6];
|
||||
|
||||
if (
|
||||
(record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) &&
|
||||
(record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x)
|
||||
) {
|
||||
|
||||
trades.push(record);
|
||||
|
||||
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
|
||||
|
||||
thisObject.currentRecord = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.currentRecord);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS);
|
||||
}
|
||||
|
||||
/* Lests check if all the visible screen is going to be covered by trades. */
|
||||
|
||||
let lowerEnd = leftDate.valueOf();
|
||||
let upperEnd = rightDate.valueOf();
|
||||
|
||||
setTimeout(recalculate, 2000);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculateUsingMarketFiles() {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); }
|
||||
|
||||
if (marketFile === undefined) { return; } // Initialization not complete yet.
|
||||
|
||||
let daysOnSides = getSideDays(timeFrame);
|
||||
|
||||
let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
|
||||
let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
|
||||
|
||||
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
|
||||
|
||||
leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
|
||||
rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
|
||||
|
||||
trades = [];
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let record = {};
|
||||
|
||||
record.begin = marketFile[i][0];
|
||||
record.end = marketFile[i][1];
|
||||
record.status = marketFile[i][2];
|
||||
record.lastTradeROI = marketFile[i][3];
|
||||
record.beginRate = marketFile[i][4];
|
||||
record.endRate = marketFile[i][5];
|
||||
record.exitType = marketFile[i][6];
|
||||
|
||||
if (
|
||||
(record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) &&
|
||||
(record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x)
|
||||
) {
|
||||
|
||||
trades.push(record);
|
||||
|
||||
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
|
||||
|
||||
thisObject.currentRecord = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.currentRecord);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//console.log("Olivia > recalculateUsingMarketFiles > total trades generated : " + trades.length);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function plotChart() {
|
||||
|
||||
try {
|
||||
|
||||
thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", undefined);
|
||||
|
||||
let record;
|
||||
|
||||
for (let i = 0; i < trades.length; i++) {
|
||||
|
||||
record = trades[i];
|
||||
|
||||
/* Send the current record to the panel */
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
|
||||
let currentRecord = {
|
||||
};
|
||||
thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", currentRecord);
|
||||
}
|
||||
|
||||
let recordPoint1 = {
|
||||
x: record.begin,
|
||||
y: record.beginRate
|
||||
};
|
||||
|
||||
let recordPoint2 = {
|
||||
x: record.end,
|
||||
y: record.beginRate
|
||||
};
|
||||
|
||||
let recordPoint3 = {
|
||||
x: record.end,
|
||||
y: record.endRate
|
||||
};
|
||||
|
||||
recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1);
|
||||
recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2);
|
||||
recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3);
|
||||
|
||||
recordPoint1 = transformThisPoint(recordPoint1, thisObject.container);
|
||||
recordPoint2 = transformThisPoint(recordPoint2, thisObject.container);
|
||||
recordPoint3 = transformThisPoint(recordPoint3, thisObject.container);
|
||||
|
||||
if (recordPoint2.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint1.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) {
|
||||
continue;
|
||||
}
|
||||
|
||||
recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1);
|
||||
recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2);
|
||||
recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3);
|
||||
|
||||
recordPoint1 = thisObject.fitFunction(recordPoint1);
|
||||
recordPoint2 = thisObject.fitFunction(recordPoint2);
|
||||
recordPoint3 = thisObject.fitFunction(recordPoint3);
|
||||
|
||||
let line1 = '';
|
||||
let line2 = '';
|
||||
|
||||
if (record.status === 1) {
|
||||
switch (record.exitType) {
|
||||
case 1: {
|
||||
line1 = 'Exit: STOP';
|
||||
break;
|
||||
}
|
||||
case 2: {
|
||||
line1 = 'Exit: TP';
|
||||
break;
|
||||
}
|
||||
}
|
||||
} else {
|
||||
line1 = 'Open Position';
|
||||
}
|
||||
|
||||
if (record.lastTradeROI < 0) {
|
||||
line2 = 'ROI:' + (record.lastTradeROI).toFixed(2) + ' %';
|
||||
} else {
|
||||
line2 = 'ROI:' + (record.lastTradeROI).toFixed(2) + ' %';
|
||||
}
|
||||
|
||||
/* Draw the triangle that represents the trade. */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(recordPoint1.x, recordPoint1.y);
|
||||
browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y);
|
||||
browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
let opacity = '0.25';
|
||||
|
||||
if (record.lastTradeROI > 0) {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')';
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')';
|
||||
} else {
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')';
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')';
|
||||
}
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')';
|
||||
}
|
||||
|
||||
browserCanvasContext.fill();
|
||||
|
||||
browserCanvasContext.lineWidth = 1;
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
browserCanvasContext.stroke();
|
||||
|
||||
let point = {}
|
||||
|
||||
if (record.beginRate > record.endRate) {
|
||||
point.x = recordPoint3.x
|
||||
point.y = recordPoint3.y + 100
|
||||
} else {
|
||||
point.x = recordPoint3.x
|
||||
point.y = recordPoint3.y - 100
|
||||
}
|
||||
|
||||
point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point);
|
||||
point = thisObject.fitFunction(point, undefined, 50);
|
||||
|
||||
if (
|
||||
recordPoint3.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 250
|
||||
||
|
||||
recordPoint3.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 250
|
||||
||
|
||||
recordPoint3.y > canvas.chartingSpace.viewport.visibleArea.bottomRight.y - 150
|
||||
||
|
||||
recordPoint3.y < canvas.chartingSpace.viewport.visibleArea.topLeft.y + 150
|
||||
) {
|
||||
// we do not write any text
|
||||
} else {
|
||||
|
||||
|
||||
printLabel(line1, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line1.length * FONT_ASPECT_RATIO, point.y, '1', 12);
|
||||
printLabel(line2, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line2.length * FONT_ASPECT_RATIO, point.y + 15, '1', 12);
|
||||
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function onViewportZoomChanged(event) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); }
|
||||
|
||||
recalculate();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onViewportPositionChanged(event) {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); }
|
||||
|
||||
if (event !== undefined) {
|
||||
if (event.recalculate === true) {
|
||||
recalculate()
|
||||
return
|
||||
}
|
||||
}
|
||||
if (Math.random() * 100 > 95) {
|
||||
recalculate()
|
||||
};
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onDragFinished() {
|
||||
|
||||
try {
|
||||
|
||||
if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); }
|
||||
|
||||
recalculate();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,859 @@
|
||||
function newMastersPlottersTradingSimulationTradingSimulation() {
|
||||
|
||||
const MODULE_NAME = "Simulation Plotter";
|
||||
const ERROR_LOG = true;
|
||||
const INTENSIVE_LOG = false;
|
||||
const logger = newWebDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
|
||||
let thisObject = {
|
||||
|
||||
// Main functions and properties.
|
||||
|
||||
initialize: initialize,
|
||||
finalize: finalize,
|
||||
container: undefined,
|
||||
fitFunction: undefined,
|
||||
getContainer: getContainer,
|
||||
setTimeFrame: setTimeFrame,
|
||||
setDatetime: setDatetime,
|
||||
setCoordinateSystem: setCoordinateSystem,
|
||||
draw: draw,
|
||||
|
||||
/* Events declared outside the plotter. */
|
||||
|
||||
onDailyFileLoaded: onDailyFileLoaded,
|
||||
|
||||
// Secondary functions and properties.
|
||||
|
||||
currentRecord: undefined
|
||||
};
|
||||
|
||||
/* this is part of the module template */
|
||||
|
||||
let container = newContainer(); // Do not touch this 3 lines, they are just needed.
|
||||
container.initialize();
|
||||
thisObject.container = container;
|
||||
|
||||
let coordinateSystem
|
||||
|
||||
let timeFrame; // This will hold the current Time Frame the user is at.
|
||||
let datetime; // This will hold the current Datetime the user is at.
|
||||
|
||||
let marketFile; // This is the current Market File being plotted.
|
||||
let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
|
||||
|
||||
let marketFiles; // This object will provide the different Market Files at different Time Frames.
|
||||
let dailyFiles; // This object will provide the different File Cursors at different Time Frames.
|
||||
|
||||
/* these are module specific variables: */
|
||||
|
||||
let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform.
|
||||
|
||||
let imageStopLossPhase;
|
||||
let imageTakeProfitPhase;
|
||||
let imageRecord;
|
||||
|
||||
let onMouseOverEventSuscriptionId
|
||||
let zoomChangedEventSubscriptionId
|
||||
let offsetChangedEventSubscriptionId
|
||||
let dragFinishedEventSubscriptionId
|
||||
let dimmensionsChangedEventSubscriptionId
|
||||
let marketFilesUpdatedEventSubscriptionId
|
||||
let dailyFilesUpdatedEventSubscriptionId
|
||||
let scaleChangedEventSubscriptionId
|
||||
|
||||
let userPositionDate
|
||||
return thisObject;
|
||||
|
||||
function finalize() {
|
||||
try {
|
||||
|
||||
/* Stop listening to the necesary events. */
|
||||
thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId)
|
||||
canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId);
|
||||
canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId);
|
||||
canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
|
||||
thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
|
||||
marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId);
|
||||
dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId);
|
||||
|
||||
/* icons */
|
||||
|
||||
imageStopLossPhase = undefined;
|
||||
imageTakeProfitPhase = undefined;
|
||||
imageRecord = undefined;
|
||||
|
||||
/* Destroy References */
|
||||
|
||||
marketFiles = undefined;
|
||||
dailyFiles = undefined;
|
||||
|
||||
datetime = undefined;
|
||||
timeFrame = undefined;
|
||||
|
||||
marketFile = undefined;
|
||||
fileCursor = undefined;
|
||||
|
||||
thisObject.fitFunction = undefined
|
||||
|
||||
finalizeCoordinateSystem()
|
||||
coordinateSystem = undefined
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
/* Store the information received. */
|
||||
|
||||
marketFiles = pStorage.marketFiles[0];
|
||||
dailyFiles = pStorage.dailyFiles[0];
|
||||
|
||||
datetime = pDatetime;
|
||||
timeFrame = pTimeFrame;
|
||||
coordinateSystem = pCoordinateSystem
|
||||
initializeCoordinateSystem()
|
||||
|
||||
/* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */
|
||||
|
||||
marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster.
|
||||
|
||||
/* Now we set the right files according to current Period. */
|
||||
|
||||
marketFile = marketFiles.getFile(pTimeFrame);
|
||||
fileCursor = dailyFiles.getFileCursor(pTimeFrame);
|
||||
|
||||
/* Listen to the necesary events. */
|
||||
|
||||
zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged);
|
||||
offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged);
|
||||
dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
|
||||
marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated);
|
||||
dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated);
|
||||
onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver)
|
||||
|
||||
/* Get ready for plotting. */
|
||||
|
||||
recalculate();
|
||||
|
||||
/* Ready for when dimmension changes. */
|
||||
|
||||
dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
|
||||
recalculate();
|
||||
})
|
||||
|
||||
/* Loading a few icons */
|
||||
|
||||
imageStopLossPhase = canvas.designSpace.iconByUiObjectType.get('Stop');
|
||||
imageTakeProfitPhase = canvas.designSpace.iconByUiObjectType.get('Phase');
|
||||
imageRecord = canvas.designSpace.iconByUiObjectType.get('Trading System');
|
||||
|
||||
callBackFunction();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function initializeCoordinateSystem() {
|
||||
scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged)
|
||||
}
|
||||
|
||||
function finalizeCoordinateSystem() {
|
||||
coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId)
|
||||
}
|
||||
|
||||
function onScaleChanged() {
|
||||
recalculate();
|
||||
}
|
||||
|
||||
function onMouseOver(event) {
|
||||
let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem)
|
||||
userPositionDate = userPosition.valueOf()
|
||||
}
|
||||
|
||||
function getContainer(point) {
|
||||
let container;
|
||||
/* First we check if this point is inside this space. */
|
||||
if (this.container.frame.isThisPointHere(point) === true) {
|
||||
return this.container;
|
||||
} else {
|
||||
/* This point does not belong to this space. */
|
||||
return undefined;
|
||||
}
|
||||
}
|
||||
|
||||
function onMarketFilesUpdated() {
|
||||
try {
|
||||
let newMarketFile = marketFiles.getFile(timeFrame);
|
||||
if (newMarketFile !== undefined) {
|
||||
marketFile = newMarketFile;
|
||||
recalculate();
|
||||
}
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onDailyFilesUpdated() {
|
||||
try {
|
||||
let newFileCursor = dailyFiles.getFileCursor(timeFrame);
|
||||
if (newFileCursor !== undefined) {
|
||||
fileCursor = newFileCursor;
|
||||
recalculate();
|
||||
}
|
||||
} catch (err) {
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function setTimeFrame(pTimeFrame) {
|
||||
|
||||
try {
|
||||
|
||||
if (timeFrame !== pTimeFrame) {
|
||||
|
||||
timeFrame = pTimeFrame;
|
||||
|
||||
if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
|
||||
|
||||
marketFile = marketFiles.getFile(pTimeFrame);
|
||||
|
||||
recalculate();
|
||||
|
||||
} else {
|
||||
|
||||
let newFileCursor = dailyFiles.getFileCursor(pTimeFrame);
|
||||
|
||||
fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing.
|
||||
recalculate();
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function setDatetime(pDatetime) {
|
||||
datetime = pDatetime;
|
||||
}
|
||||
|
||||
function setCoordinateSystem(pCoordinateSystem) {
|
||||
finalizeCoordinateSystem()
|
||||
coordinateSystem = pCoordinateSystem
|
||||
initializeCoordinateSystem()
|
||||
}
|
||||
|
||||
function onDailyFileLoaded(event) {
|
||||
|
||||
try {
|
||||
|
||||
if (event.currentValue === event.totalValue) {
|
||||
|
||||
/* This happens only when all of the files in the cursor have been loaded. */
|
||||
|
||||
recalculate();
|
||||
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function draw() {
|
||||
|
||||
try {
|
||||
|
||||
if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); }
|
||||
|
||||
this.container.frame.draw();
|
||||
|
||||
plotChart();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculate() {
|
||||
|
||||
try {
|
||||
|
||||
records = []
|
||||
|
||||
if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
|
||||
|
||||
recalculateUsingMarketFiles();
|
||||
|
||||
} else {
|
||||
|
||||
recalculateUsingDailyFiles();
|
||||
|
||||
}
|
||||
|
||||
thisObject.container.eventHandler.raiseEvent("Records Changed", records);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculateUsingDailyFiles() {
|
||||
|
||||
try {
|
||||
|
||||
if (fileCursor === undefined) {
|
||||
records = [];
|
||||
return;
|
||||
} // We need to wait
|
||||
|
||||
if (fileCursor.files.size === 0) {
|
||||
records = [];
|
||||
return;
|
||||
} // We need to wait until there are files in the cursor
|
||||
|
||||
let daysOnSides = getSideDays(timeFrame);
|
||||
|
||||
let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
|
||||
let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
|
||||
|
||||
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
|
||||
|
||||
let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
|
||||
let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
|
||||
|
||||
let currentDate = new Date(farLeftDate.valueOf());
|
||||
|
||||
records = [];
|
||||
|
||||
while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) {
|
||||
|
||||
let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2);
|
||||
|
||||
let dailyFile = fileCursor.files.get(stringDate);
|
||||
|
||||
if (dailyFile !== undefined) {
|
||||
|
||||
for (let i = 0; i < dailyFile.length; i++) {
|
||||
|
||||
let record = {};
|
||||
|
||||
record.begin = dailyFile[i][0];
|
||||
record.end = dailyFile[i][1];
|
||||
record.type = dailyFile[i][2];
|
||||
record.rate = dailyFile[i][3];
|
||||
record.amount = dailyFile[i][4];
|
||||
record.balanceA = dailyFile[i][5];
|
||||
record.balanceB = dailyFile[i][6];
|
||||
record.profit = dailyFile[i][7];
|
||||
record.lastTradeProfitLoss = dailyFile[i][8];
|
||||
record.stopLoss = dailyFile[i][9];
|
||||
record.roundtrips = dailyFile[i][10];
|
||||
record.hits = dailyFile[i][11];
|
||||
record.fails = dailyFile[i][12];
|
||||
record.hitRatio = dailyFile[i][13];
|
||||
record.ROI = dailyFile[i][14];
|
||||
record.periods = dailyFile[i][15];
|
||||
record.days = dailyFile[i][16];
|
||||
record.anualizedRateOfReturn = dailyFile[i][17];
|
||||
record.sellRate = dailyFile[i][18];
|
||||
record.lastTradeROI = dailyFile[i][19];
|
||||
record.strategy = dailyFile[i][20];
|
||||
record.strategyPhase = dailyFile[i][21];
|
||||
record.takeProfit = dailyFile[i][22];
|
||||
record.stopLossPhase = dailyFile[i][23];
|
||||
record.takeProfitPhase = dailyFile[i][24];
|
||||
record.positionSize = dailyFile[i][26]; // 25 is the message for the executor
|
||||
record.initialBalanceA = dailyFile[i][27];
|
||||
record.minimunBalanceA = dailyFile[i][28];
|
||||
record.maximunBalanceA = dailyFile[i][29];
|
||||
record.initialBalanceB = dailyFile[i][30];
|
||||
record.minimunBalanceB = dailyFile[i][31];
|
||||
record.maximunBalanceB = dailyFile[i][32];
|
||||
record.baseAsset = dailyFile[i][33];
|
||||
record.positionPeriods = dailyFile[i][34];
|
||||
record.positionDays = dailyFile[i][35];
|
||||
|
||||
if (
|
||||
(record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) &&
|
||||
(record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x)
|
||||
) {
|
||||
|
||||
records.push(record);
|
||||
|
||||
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
|
||||
|
||||
thisObject.currentRecord = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS);
|
||||
}
|
||||
|
||||
/* Lests check if all the visible screen is going to be covered by records. */
|
||||
|
||||
let lowerEnd = leftDate.valueOf();
|
||||
let upperEnd = rightDate.valueOf();
|
||||
|
||||
setTimeout(recalculate, 2000);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function recalculateUsingMarketFiles() {
|
||||
|
||||
try {
|
||||
|
||||
if (marketFile === undefined) { return; } // Initialization not complete yet.
|
||||
|
||||
let daysOnSides = getSideDays(timeFrame);
|
||||
|
||||
let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
|
||||
let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
|
||||
|
||||
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
|
||||
|
||||
leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
|
||||
rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
|
||||
|
||||
records = [];
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let record = {};
|
||||
|
||||
record.begin = marketFile[i][0];
|
||||
record.end = marketFile[i][1];
|
||||
record.type = marketFile[i][2];
|
||||
record.rate = marketFile[i][3];
|
||||
record.amount = marketFile[i][4];
|
||||
record.balanceA = marketFile[i][5];
|
||||
record.balanceB = marketFile[i][6];
|
||||
record.profit = marketFile[i][7];
|
||||
record.lastTradeProfitLoss = marketFile[i][8];
|
||||
record.stopLoss = marketFile[i][9];
|
||||
record.roundtrips = marketFile[i][10];
|
||||
record.hits = marketFile[i][11];
|
||||
record.fails = marketFile[i][12];
|
||||
record.hitRatio = marketFile[i][13];
|
||||
record.ROI = marketFile[i][14];
|
||||
record.periods = marketFile[i][15];
|
||||
record.days = marketFile[i][16];
|
||||
record.anualizedRateOfReturn = marketFile[i][17];
|
||||
record.sellRate = marketFile[i][18];
|
||||
record.lastTradeROI = marketFile[i][19];
|
||||
record.strategy = marketFile[i][20];
|
||||
record.strategyPhase = marketFile[i][21];
|
||||
record.takeProfit = marketFile[i][22];
|
||||
record.stopLossPhase = marketFile[i][23];
|
||||
record.takeProfitPhase = marketFile[i][24];
|
||||
record.positionSize = marketFile[i][26]; // 25 is the message for the executor
|
||||
record.initialBalanceA = marketFile[i][27];
|
||||
record.minimunBalanceA = marketFile[i][28];
|
||||
record.maximunBalanceA = marketFile[i][29];
|
||||
record.initialBalanceB = marketFile[i][30];
|
||||
record.minimunBalanceB = marketFile[i][31];
|
||||
record.maximunBalanceB = marketFile[i][32];
|
||||
record.baseAsset = marketFile[i][33];
|
||||
record.positionPeriods = marketFile[i][34];
|
||||
record.positionDays = marketFile[i][35];
|
||||
|
||||
if (
|
||||
(record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) &&
|
||||
(record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x)
|
||||
) {
|
||||
|
||||
records.push(record);
|
||||
|
||||
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
|
||||
|
||||
thisObject.currentRecord = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//console.log("Olivia > recalculateUsingMarketFiles > total records generated : " + records.length);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function plotChart() {
|
||||
|
||||
try {
|
||||
|
||||
let record;
|
||||
|
||||
/* Now we calculate and plot the records */
|
||||
|
||||
for (let i = 0; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1
|
||||
|
||||
record = records[i];
|
||||
|
||||
/* Send the current record to the panel */
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
|
||||
let eventRecords = {
|
||||
currentRecord: record
|
||||
};
|
||||
thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords);
|
||||
}
|
||||
|
||||
let stopLossPhase = -1;
|
||||
let takeProfitPhase = -1;
|
||||
|
||||
if (i > 0) {
|
||||
if (record.stopLossPhase !== records[i - 1].stopLossPhase) {
|
||||
stopLossPhase = record.stopLossPhase;
|
||||
}
|
||||
|
||||
if (record.takeProfitPhase !== records[i - 1].takeProfitPhase) {
|
||||
takeProfitPhase = record.takeProfitPhase;
|
||||
}
|
||||
}
|
||||
|
||||
let recordPoint1 = {
|
||||
x: record.begin + timeFrame / 7 * 1.5,
|
||||
y: thisObject.container.frame.height
|
||||
};
|
||||
|
||||
let recordPoint2 = {
|
||||
x: record.end + timeFrame / 7 * 5.5,
|
||||
y: thisObject.container.frame.height
|
||||
};
|
||||
|
||||
let recordPoint3 = {
|
||||
x: recordPoint1.x + (recordPoint2.x - recordPoint1.x) / 2,
|
||||
y: 0
|
||||
};
|
||||
|
||||
let recordPoint4 = {
|
||||
x: record.begin + timeFrame / 7 * 1.5,
|
||||
y: thisObject.container.frame.height * 100
|
||||
};
|
||||
|
||||
let recordPoint5 = {
|
||||
x: record.begin,
|
||||
y: record.stopLoss
|
||||
};
|
||||
|
||||
let recordPoint6 = {
|
||||
x: record.end,
|
||||
y: record.stopLoss
|
||||
};
|
||||
|
||||
if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero.
|
||||
|
||||
recordPoint5.x = 0;
|
||||
recordPoint6.x = 0;
|
||||
}
|
||||
|
||||
let recordPoint7 = {
|
||||
x: record.begin,
|
||||
y: record.sellRate
|
||||
};
|
||||
|
||||
let recordPoint8 = {
|
||||
x: record.end,
|
||||
y: record.sellRate
|
||||
};
|
||||
|
||||
if (record.sellRate === 0) { // Put these points out of range if sellRate is zero.
|
||||
|
||||
recordPoint7.x = 0;
|
||||
recordPoint8.x = 0;
|
||||
}
|
||||
|
||||
let recordPoint9 = {
|
||||
x: record.begin,
|
||||
y: record.takeProfit
|
||||
};
|
||||
|
||||
let recordPoint10 = {
|
||||
x: record.end,
|
||||
y: record.takeProfit
|
||||
};
|
||||
|
||||
if (record.takeProfit === 0) { // Put these points out of range if takeProfit is zero.
|
||||
|
||||
recordPoint9.x = 0;
|
||||
recordPoint10.x = 0;
|
||||
}
|
||||
|
||||
recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1);
|
||||
recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2);
|
||||
recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3);
|
||||
recordPoint4 = coordinateSystem.transformThisPoint(recordPoint4);
|
||||
recordPoint5 = coordinateSystem.transformThisPoint(recordPoint5);
|
||||
recordPoint6 = coordinateSystem.transformThisPoint(recordPoint6);
|
||||
recordPoint7 = coordinateSystem.transformThisPoint(recordPoint7);
|
||||
recordPoint8 = coordinateSystem.transformThisPoint(recordPoint8);
|
||||
recordPoint9 = coordinateSystem.transformThisPoint(recordPoint9);
|
||||
recordPoint10 = coordinateSystem.transformThisPoint(recordPoint10);
|
||||
|
||||
recordPoint1 = transformThisPoint(recordPoint1, thisObject.container);
|
||||
recordPoint2 = transformThisPoint(recordPoint2, thisObject.container);
|
||||
recordPoint3 = transformThisPoint(recordPoint3, thisObject.container);
|
||||
recordPoint4 = transformThisPoint(recordPoint4, thisObject.container);
|
||||
recordPoint5 = transformThisPoint(recordPoint5, thisObject.container);
|
||||
recordPoint6 = transformThisPoint(recordPoint6, thisObject.container);
|
||||
recordPoint7 = transformThisPoint(recordPoint7, thisObject.container);
|
||||
recordPoint8 = transformThisPoint(recordPoint8, thisObject.container);
|
||||
recordPoint9 = transformThisPoint(recordPoint9, thisObject.container);
|
||||
recordPoint10 = transformThisPoint(recordPoint10, thisObject.container);
|
||||
|
||||
recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1);
|
||||
recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2);
|
||||
recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3);
|
||||
recordPoint4 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint4);
|
||||
recordPoint5 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint5);
|
||||
recordPoint6 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint6);
|
||||
recordPoint7 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint7);
|
||||
recordPoint8 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint8);
|
||||
recordPoint9 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint9);
|
||||
recordPoint10 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint10);
|
||||
|
||||
recordPoint1 = thisObject.fitFunction(recordPoint1);
|
||||
recordPoint2 = thisObject.fitFunction(recordPoint2);
|
||||
recordPoint3 = thisObject.fitFunction(recordPoint3);
|
||||
recordPoint4 = thisObject.fitFunction(recordPoint4);
|
||||
recordPoint5 = thisObject.fitFunction(recordPoint5);
|
||||
recordPoint6 = thisObject.fitFunction(recordPoint6);
|
||||
recordPoint7 = thisObject.fitFunction(recordPoint7);
|
||||
recordPoint8 = thisObject.fitFunction(recordPoint8);
|
||||
recordPoint9 = thisObject.fitFunction(recordPoint9);
|
||||
recordPoint10 = thisObject.fitFunction(recordPoint10);
|
||||
|
||||
/* Image representing a Record */
|
||||
|
||||
let imageOffset = {
|
||||
x: 0,
|
||||
y: -30
|
||||
}
|
||||
let imageSize = (recordPoint2.x - recordPoint1.x) / 2;
|
||||
let recordLabel = record.periods.toLocaleString()
|
||||
if (imageSize < 8) {
|
||||
if (recordLabel[recordLabel.length - 1] !== '0' || imageSize < 4)
|
||||
recordLabel = ''
|
||||
}
|
||||
let labelOffset = {
|
||||
x: 0 - imageSize / 2 + 3 + imageOffset.x,
|
||||
y: -2 - imageOffset.y
|
||||
}
|
||||
|
||||
let imagePosition = {
|
||||
x: recordPoint4.x + imageOffset.x,
|
||||
y: 0
|
||||
}
|
||||
|
||||
imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition)
|
||||
imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize)
|
||||
|
||||
if (imageRecord.canDrawIcon === true) {
|
||||
browserCanvasContext.drawImage(imageRecord, imagePosition.x, imagePosition.y, imageSize, imageSize);
|
||||
browserCanvasContext.save();
|
||||
browserCanvasContext.translate(recordPoint3.x + labelOffset.x, recordPoint3.y + labelOffset.y);
|
||||
browserCanvasContext.rotate(-Math.PI / 2);
|
||||
printLabel(recordLabel, 0, 0, '1', 8);
|
||||
browserCanvasContext.restore();
|
||||
}
|
||||
|
||||
if (recordPoint5.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint5.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) {
|
||||
continue;
|
||||
}
|
||||
|
||||
/* Next we are drawing the position Rate */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(recordPoint7.x, recordPoint7.y);
|
||||
browserCanvasContext.lineTo(recordPoint8.x, recordPoint8.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)';
|
||||
browserCanvasContext.lineWidth = 1
|
||||
browserCanvasContext.setLineDash([1, 4])
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
browserCanvasContext.lineWidth = 5
|
||||
browserCanvasContext.setLineDash([3, 4])
|
||||
|
||||
/* highlight the current record */
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
|
||||
}
|
||||
|
||||
browserCanvasContext.stroke()
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
|
||||
imageSize = 20;
|
||||
let imageToDraw;
|
||||
|
||||
/* Depending on what is on top, it is also the text and image of the take profit / stop loss */
|
||||
|
||||
let yOffset = 0
|
||||
if (record.takeProfit > record.stopLoss) { yOffset = imageSize * 2 }
|
||||
|
||||
/* Next we are drawing the stopLoss floor / ceilling */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
|
||||
browserCanvasContext.moveTo(recordPoint5.x, recordPoint5.y);
|
||||
browserCanvasContext.lineTo(recordPoint6.x, recordPoint6.y);
|
||||
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
let opacity = 1
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + '';
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
|
||||
/* highlight the current record */
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
|
||||
}
|
||||
|
||||
browserCanvasContext.lineWidth = 1
|
||||
browserCanvasContext.stroke()
|
||||
|
||||
imagePosition = {
|
||||
x: recordPoint6.x - imageSize,
|
||||
y: recordPoint6.y - imageSize * 1.25 + yOffset
|
||||
}
|
||||
|
||||
imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition)
|
||||
imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize)
|
||||
|
||||
let labelPosition = {
|
||||
x: recordPoint6.x - imageSize / 2 - 3,
|
||||
y: recordPoint6.y - imageSize * 1.5 + yOffset * 2
|
||||
}
|
||||
labelPosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(labelPosition)
|
||||
labelPosition = thisObject.fitFunction(labelPosition, undefined, 30)
|
||||
|
||||
if (imageStopLossPhase.canDrawIcon === true && stopLossPhase > -1) {
|
||||
browserCanvasContext.drawImage(imageStopLossPhase, imagePosition.x, imagePosition.y, imageSize, imageSize);
|
||||
printLabel(stopLossPhase, labelPosition.x, labelPosition.y, '1', 9);
|
||||
}
|
||||
|
||||
/* Next we are drawing the Take Profit */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
browserCanvasContext.moveTo(recordPoint9.x, recordPoint9.y);
|
||||
browserCanvasContext.lineTo(recordPoint10.x, recordPoint10.y);
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
|
||||
opacity = 1
|
||||
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + '';
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
|
||||
/* highlight the current record */
|
||||
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
|
||||
}
|
||||
|
||||
browserCanvasContext.lineWidth = 1
|
||||
browserCanvasContext.stroke()
|
||||
|
||||
imagePosition = {
|
||||
x: recordPoint10.x - imageSize * 2 / 3,
|
||||
y: recordPoint10.y + imageSize / 4 - yOffset
|
||||
}
|
||||
imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition)
|
||||
imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize)
|
||||
|
||||
labelPosition = {
|
||||
x: recordPoint10.x - imageSize * 1 / 3,
|
||||
y: recordPoint10.y + imageSize * 1.9 - yOffset * 2
|
||||
}
|
||||
labelPosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(labelPosition)
|
||||
labelPosition = thisObject.fitFunction(labelPosition, undefined, 30)
|
||||
|
||||
if (imageTakeProfitPhase.canDrawIcon === true && takeProfitPhase > -1) {
|
||||
browserCanvasContext.drawImage(imageTakeProfitPhase, imagePosition.x, imagePosition.y, imageSize, imageSize);
|
||||
printLabel(takeProfitPhase, labelPosition.x, labelPosition.y, '1', 9);
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function onViewportZoomChanged(event) {
|
||||
|
||||
try {
|
||||
|
||||
recalculate();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onViewportPositionChanged(event) {
|
||||
|
||||
try {
|
||||
|
||||
if (event !== undefined) {
|
||||
if (event.recalculate === true) {
|
||||
recalculate()
|
||||
return
|
||||
}
|
||||
}
|
||||
if (Math.random() * 100 > 95) {
|
||||
recalculate()
|
||||
};
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
|
||||
function onDragFinished() {
|
||||
|
||||
try {
|
||||
|
||||
recalculate();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,324 @@
|
||||
|
||||
function newMastersPlottersTradingSimulationTradingSimulationTradingSimulationPanel() {
|
||||
|
||||
let thisObject = {
|
||||
fitFunction: undefined,
|
||||
onRecordChange: onRecordChange,
|
||||
container: undefined,
|
||||
session: undefined,
|
||||
isVisible: true,
|
||||
draw: draw,
|
||||
getContainer: getContainer,
|
||||
initialize: initialize,
|
||||
finalize: finalize
|
||||
};
|
||||
|
||||
let container = newContainer();
|
||||
container.initialize();
|
||||
thisObject.container = container;
|
||||
|
||||
container.frame.containerName = "Simulation";
|
||||
|
||||
let currentRecord;
|
||||
let lastRecord;
|
||||
let panelTabButton
|
||||
|
||||
|
||||
return thisObject;
|
||||
|
||||
function initialize() {
|
||||
|
||||
thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 1;
|
||||
thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * 2.5;
|
||||
|
||||
thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topRight.x - thisObject.container.frame.width * 1;
|
||||
thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y;
|
||||
|
||||
panelTabButton = newPanelTabButton()
|
||||
panelTabButton.parentContainer = thisObject.container
|
||||
panelTabButton.container.frame.parentFrame = thisObject.container.frame
|
||||
panelTabButton.fitFunction = thisObject.fitFunction
|
||||
panelTabButton.initialize()
|
||||
|
||||
}
|
||||
|
||||
function finalize() {
|
||||
thisObject.session = undefined
|
||||
|
||||
thisObject.container.finalize()
|
||||
thisObject.container = undefined
|
||||
thisObject.fitFunction = undefined
|
||||
thisObject.onRecordChange = undefined
|
||||
thisObject.isVisible = undefined
|
||||
|
||||
currentRecord = undefined
|
||||
lastRecord = undefined
|
||||
panelTabButton = undefined
|
||||
}
|
||||
|
||||
function getContainer(point) {
|
||||
if (thisObject.isVisible !== true) { return }
|
||||
let container;
|
||||
|
||||
container = panelTabButton.getContainer(point)
|
||||
if (container !== undefined) { return container }
|
||||
|
||||
if (thisObject.container.frame.isThisPointHere(point, true) === true) {
|
||||
|
||||
let checkPoint = {
|
||||
x: point.x,
|
||||
y: point.y
|
||||
}
|
||||
|
||||
checkPoint = thisObject.fitFunction(checkPoint)
|
||||
|
||||
if (point.x === checkPoint.x && point.y === checkPoint.y) {
|
||||
return thisObject.container;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function onRecordChange(records) {
|
||||
|
||||
currentRecord = records.currentRecord;
|
||||
lastRecord = records.lastRecord
|
||||
|
||||
}
|
||||
|
||||
|
||||
function draw() {
|
||||
if (thisObject.isVisible !== true) { return }
|
||||
thisObject.container.frame.draw(false, false, true, thisObject.fitFunction);
|
||||
|
||||
plotCurrentRecordInfo();
|
||||
|
||||
panelTabButton.draw()
|
||||
|
||||
/* Define panel name */
|
||||
if (thisObject.session !== undefined) {
|
||||
const MAX_LABEL_LENGTH = 25
|
||||
if (thisObject.session.name.length > MAX_LABEL_LENGTH) {
|
||||
container.frame.containerName = thisObject.session.name.substring(0, MAX_LABEL_LENGTH) + '...'
|
||||
} else {
|
||||
container.frame.containerName = thisObject.session.name
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function plotCurrentRecordInfo() {
|
||||
|
||||
if (currentRecord === undefined) { return; }
|
||||
|
||||
const frameBodyHeight = thisObject.container.frame.getBodyHeight();
|
||||
const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight;
|
||||
|
||||
const X_AXIS = thisObject.container.frame.width / 2;
|
||||
const Y_AXIS = frameTitleHeight + frameBodyHeight / 2;
|
||||
|
||||
|
||||
/* put the labels with the records values */
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
let y = 0;
|
||||
let increment = 0.024;
|
||||
|
||||
y = y + increment;
|
||||
y = y + increment;
|
||||
printLabel('Current Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Size', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.positionSize, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Rate', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.sellRate, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Stop', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.stopLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Take Profit', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.takeProfit, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.positionPeriods), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.positionDays).toFixed(2), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
y = y + increment;
|
||||
printLabel('Latest Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.lastTradeProfitLoss), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.lastTradeROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
y = y + increment;
|
||||
printLabel('Partial Results', X_AXIS , frameTitleHeight + frameBodyHeight * y, '1', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Profit / Loss', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.profit, X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Trades', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.roundtrips, X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Hits', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.hits, X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Fails', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.fails, X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Hit Ratio', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.hitRatio * 100).toFixed(2) + ' %', X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('ROI', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.ROI * 100).toFixed(2) + ' %', X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Periods', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.periods, X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Days', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel(currentRecord.days, X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
y = y + increment;
|
||||
printLabel('Anualized Rate of Return', X_AXIS , frameTitleHeight + frameBodyHeight * y, '0.60');
|
||||
y = y + increment;
|
||||
printLabel((currentRecord.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS , frameTitleHeight + frameBodyHeight * y, '1.00', 14);
|
||||
|
||||
|
||||
function printLabel(labelToPrint, x, y, opacity, fontSize) {
|
||||
|
||||
let labelPoint;
|
||||
if (fontSize === undefined) { fontSize = 10 };
|
||||
|
||||
browserCanvasContext.font = fontSize + 'px ' + UI_FONT.PRIMARY;
|
||||
|
||||
let label = '' + labelToPrint;
|
||||
if (isNaN(label) === false) {
|
||||
label = Number(label).toLocaleString();
|
||||
if ((label === "-0" || label === "0") && (labelToPrint !== 0) && (labelToPrint !== "0.00")) {
|
||||
label = Number(labelToPrint).toFixed(6);
|
||||
}
|
||||
}
|
||||
let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO;
|
||||
|
||||
labelPoint = {
|
||||
x: x - xOffset,
|
||||
y: y
|
||||
};
|
||||
|
||||
labelPoint = thisObject.container.frame.frameThisPoint(labelPoint);
|
||||
labelPoint = thisObject.fitFunction(labelPoint)
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')';
|
||||
browserCanvasContext.fillText(label, labelPoint.x, labelPoint.y);
|
||||
|
||||
}
|
||||
|
||||
browserCanvasContext.closePath();
|
||||
browserCanvasContext.fill();
|
||||
|
||||
/* Parameters */
|
||||
let params
|
||||
let paramsArray = []
|
||||
let positionTaken = false
|
||||
|
||||
if (currentRecord.positionSize > 0) {
|
||||
positionTaken = true
|
||||
}
|
||||
|
||||
params = {}
|
||||
params.VALUE = currentRecord.balanceA;
|
||||
params.INIT_VALUE = currentRecord.initialBalanceA
|
||||
params.MIN_VALUE = currentRecord.minimunBalanceA
|
||||
params.MAX_VALUE = currentRecord.maximunBalanceA
|
||||
params.ASSET_LABEL = 'Asset A'
|
||||
params.ASSET_NAME = DEFAULT_MARKET.assetB
|
||||
params.LEFT_OFFSET = 100
|
||||
params.POSITION_TAKEN = positionTaken
|
||||
params.BASE_ASSET = currentRecord.baseAsset
|
||||
params.DECIMALS = 4
|
||||
|
||||
paramsArray.push(params)
|
||||
|
||||
params = {}
|
||||
params.VALUE = currentRecord.balanceB;
|
||||
params.MIN_VALUE = currentRecord.minimunBalanceB
|
||||
params.INIT_VALUE = currentRecord.initialBalanceB
|
||||
params.MAX_VALUE = currentRecord.maximunBalanceB
|
||||
params.ASSET_LABEL = 'Asset B'
|
||||
params.ASSET_NAME = DEFAULT_MARKET.assetA
|
||||
params.LEFT_OFFSET = 220
|
||||
params.POSITION_TAKEN = positionTaken
|
||||
params.BASE_ASSET = currentRecord.baseAsset
|
||||
params.DECIMALS = 2
|
||||
|
||||
paramsArray.push(params)
|
||||
|
||||
canvas.cockpitSpace.assetBalances.setParamsArray(paramsArray)
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,56 @@
|
||||
{
|
||||
"displayName": "Plotters Trading Simulation",
|
||||
"codeName": "PlottersTradingSimulation",
|
||||
"dataMine": "Masters",
|
||||
"modules": [
|
||||
{
|
||||
"codeName": "TradingSimulation",
|
||||
"moduleName": "TradingSimulation",
|
||||
"description": "Plots Bollinger Records.",
|
||||
"profilePicture": "TradingSimulation.png",
|
||||
"panels": [
|
||||
{
|
||||
"codeName": "TradingSimulationPanel",
|
||||
"moduleName": "TradingSimulationPanel",
|
||||
"event": "Current Record Changed"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"codeName": "Conditions",
|
||||
"moduleName": "Conditions",
|
||||
"description": "Plots Simulation Conditions.",
|
||||
"profilePicture": "Conditions.png",
|
||||
"panels": []
|
||||
},
|
||||
{
|
||||
"codeName": "Strategies",
|
||||
"moduleName": "Strategies",
|
||||
"description": "Plots Strategies.",
|
||||
"profilePicture": "Strategies.png",
|
||||
"panels": [
|
||||
]
|
||||
},
|
||||
{
|
||||
"codeName": "Trades",
|
||||
"moduleName": "Trades",
|
||||
"description": "Plots Trades.",
|
||||
"profilePicture": "Trades.png",
|
||||
"panels": [
|
||||
]
|
||||
},
|
||||
{
|
||||
"codeName": "SimulationExecution",
|
||||
"moduleName": "SimulationExecution",
|
||||
"description": "Plots Simulation Execution.",
|
||||
"profilePicture": "SimulationExecution.png",
|
||||
"panels": [
|
||||
{
|
||||
"codeName": "SimulationExecutionPanel",
|
||||
"moduleName": "SimulationExecutionPanel",
|
||||
"event": "Current Record Changed"
|
||||
}
|
||||
]
|
||||
}
|
||||
]
|
||||
}
|
||||
Reference in new issue
Block a user