Strategy Objects working well

LowFrequencyTrading/TradingStrategy.js

@@ -0,0 +1,70 @@
+exports.newTradingStrategy = function newTradingStrategy(bot, logger) {
+    /*
+    This module packages all functions related to Strategies.
+    */
+    const MODULE_NAME = 'Trading Strategy'
+    let thisObject = {
+        openStrategy: openStrategy,
+        closeStrategy: closeStrategy,
+        updateStageType: updateStageType,
+        resetStrategy: resetStrategy,
+        updateStatus: updateStatus,
+        updateCounters: updateCounters,
+        initialize: initialize,
+        finalize: finalize
+    }
+
+    let tradingEngine
+
+    return thisObject
+
+    function initialize() {
+        tradingEngine = bot.simulationState.tradingEngine
+    }
+
+    function finalize() {
+        tradingEngine = undefined
+    }
+
+    function openStrategy(stageType, index, situationName, strategyName) {
+        tradingEngine.current.strategy.status.value = 'Open'
+        tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value
+        tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value       // TODO: overrride with the node Formula
+        tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value
+        tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value   // TODO: overrride with the node Formula
+
+        tradingEngine.current.strategy.stageType.value = stageType
+        tradingEngine.current.strategy.index.value = index
+        tradingEngine.current.strategy.situationName.value = situationName
+        tradingEngine.current.strategy.strategyName.value = strategyName
+    }
+
+    function closeStrategy() {
+        tradingEngine.current.strategy.status.value = 'Closed'
+        tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
+        tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
+    }
+
+    function resetStrategy() {
+        tradingEngine.current.strategy.status.value = tradingEngine.current.strategy.status.config.initialValue
+        tradingEngine.current.strategy.stageType.value = tradingEngine.current.strategy.stageType.config.initialValue
+        tradingEngine.current.strategy.index.value = tradingEngine.current.strategy.index.config.initialValue
+        tradingEngine.current.strategy.strategyCounters.periods.value = tradingEngine.current.strategy.strategyCounters.periods.config.initialValue
+    }
+
+    function updateStageType(stageType) {
+        tradingEngine.current.strategy.stageType.value = stageType
+    }
+
+    function updateStatus() {
+        if (tradingEngine.current.strategy.status.value === 'Closed') {
+            resetStrategy()
+        }
+    }
+
+    function updateCounters() {
+        if (tradingEngine.current.strategy.status.value === 'Open') {
+            tradingEngine.current.strategy.strategyCounters.periods.value++
+        }
+    }
+}

LowFrequencyTrading/TradingSystem.js

@@ -38,15 +38,23 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
     let conditions = new Map()
     let formulas = new Map()
 
+    const TRADING_STRATEGY_MODULE = require('./TradingStrategy.js')
+    let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(bot, logger)
+
     return thisObject
 
     function initialize() {
         tradingSystem = bot.simulationState.tradingSystem
         tradingEngine = bot.simulationState.tradingEngine
         sessionParameters = bot.SESSION.parameters
+
+        tradingStrategyModule.initialize()
     }
 
     function finalize() {
+        tradingStrategyModule.finalize()
+        tradingStrategyModule = undefined
+
         chart = undefined
 
         conditions = undefined
@@ -75,9 +83,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
     }
 
     function mantainStrategies() {
-        if (tradingEngine.current.strategy.status.value === 'Closed') {
-            resetStrategy()
-        }
+        tradingStrategyModule.updateStatus()
+        tradingStrategyModule.updateCounters()
     }
 
     function mantainPositions() {
@@ -275,11 +282,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                                 tradingSystem.highlights.push(triggerStage.triggerOn.id)
                                 tradingSystem.highlights.push(triggerStage.id)
 
-                                tradingEngine.current.strategy.stageType.value = 'Trigger Stage'
-                                openStrategy()
-                                tradingEngine.current.strategy.index.value = j
-                                tradingEngine.current.strategy.situationName.value = situation.name
-                                tradingEngine.current.strategy.strategyName.value = strategy.name
+                                tradingStrategyModule.openStrategy('Trigger Stage', j, situation.name, strategy.name)
 
                                 tradingEngine.current.distanceToEvent.triggerOn.value = 1
 
@@ -329,9 +332,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingSystem.highlights.push(triggerStage.triggerOff.id)
                             tradingSystem.highlights.push(triggerStage.id)
 
-                            closeTrateggy()
-                            tradingEngine.current.strategy.stageType.value = 'No Stage'
-                            tradingEngine.current.strategy.index.value = tradingEngine.current.strategy.index.config.initialValue
+                            tradingStrategyModule.closeStrategy()
 
                             tradingEngine.current.distanceToEvent.triggerOff.value = 1
 
@@ -380,7 +381,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingSystem.highlights.push(triggerStage.takePosition.id)
                             tradingSystem.highlights.push(triggerStage.id)
 
-                            tradingEngine.current.strategy.stageType.value = 'Open Stage'
+                            tradingStrategyModule.updateStageType('Open Stage')
+
                             tradingEngine.current.position.stopLoss.stopLossStage.value = 'Open Stage'
                             tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Open Stage'
                             tradingEngine.current.position.stopLoss.stopLossPhase.value = 0
@@ -470,7 +472,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingEngine.current.position.stopLoss.stopLossPhase.value++
                             tradingEngine.current.position.stopLoss.stopLossStage.value = 'Manage Stage'
                             if (tradingEngine.current.position.takeProfit.takeProfitPhase.value > 0) {
-                                tradingEngine.current.strategy.stageType.value = 'Manage Stage'
+                                tradingStrategyModule.updateStageType('Manage Stage')
                                 /* TODO ANNOUNCEMENT
                                 checkAnnouncements(manageStage, 'Take Profit')
                                 */
@@ -528,7 +530,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
 
                                 tradingEngine.current.position.stopLoss.stopLossStage.value = 'Manage Stage'
                                 if (tradingEngine.current.position.takeProfit.takeProfitPhase.value > 0) {
-                                    tradingEngine.current.strategy.stageType.value = 'Manage Stage'
+                                    tradingStrategyModule.updateStageType('Manage Stage')
                                     /* TODO ANNOUNCEMENT
                                     checkAnnouncements(manageStage, 'Take Profit')
                                     */
@@ -648,7 +650,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingEngine.current.position.takeProfit.takeProfitPhase.value++
                             tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Manage Stage'
                             if (tradingEngine.current.position.stopLoss.stopLossPhase.value > 0) {
-                                tradingEngine.current.strategy.stageType.value = 'Manage Stage'
+                                tradingStrategyModule.updateStageType('Manage Stage')
                                 /* TODO ANNOUNCEMENT
                                 checkAnnouncements(manageStage, 'Stop')
                                 */
@@ -705,7 +707,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
 
                                 tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Manage Stage'
                                 if (tradingEngine.current.position.stopLoss.stopLossPhase.value > 0) {
-                                    tradingEngine.current.strategy.stageType.value = 'Manage Stage'
+                                    tradingStrategyModule.updateStageType('Manage Stage')
                                     /* TODO ANNOUNCEMENT
                                     checkAnnouncements(manageStage, 'Stop')
                                     */
@@ -802,7 +804,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
 
                     tradingEngine.current.position.endRate.value = slippedStopLoss
 
-                    tradingEngine.current.strategy.stageType.value = 'Close Stage'
+                    tradingStrategyModule.updateStageType('Close Stage')
                     /* TODO ANNOUNCEMENT
                     checkAnnouncements(strategy.closeStage, 'Stop')
                     */
@@ -849,7 +851,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
 
                     tradingEngine.current.position.endRate.value = slippedTakeProfit
 
-                    tradingEngine.current.strategy.stageType.value = 'Close Stage'
+                    tradingStrategyModule.updateStageType('Close Stage')
                     /* TODO ANNOUNCEMENT
                     checkAnnouncements(strategy.closeStage, 'Take Profit')
                     */
@@ -987,11 +989,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
 
     function exitStrategyAfterPosition() {
         if (tradingEngine.current.strategy.stageType.value === 'Close Stage') {
-
-            closeTrateggy()
-            tradingEngine.current.strategy.index.value = tradingEngine.current.strategy.index.config.initialValue
-            tradingEngine.current.strategy.stageType.value = 'No Stage'
-
+            tradingStrategyModule.closeStrategy()
             tradingEngine.current.distanceToEvent.triggerOff.value = 1
         }
     }
@@ -1041,23 +1039,5 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
             return false
         }
     }
-
-    function closeTrateggy() {
-        tradingEngine.current.strategy.status.value = 'Closed'
-        tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
-        tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
-    }
-
-    function openStrategy() {
-        tradingEngine.current.strategy.status.value = 'Open'
-        tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value
-        tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value       // TODO: overrride with the node Formula
-        tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value
-        tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value   // TODO: overrride with the node Formula
-    }
-
-    function resetStrategy() {
-        tradingEngine.current.strategy.status.value = tradingEngine.current.strategy.status.config.initialValue
-    }
 }