Update TradingStages.js
This commit is contained in:
Luis Fernando Molina committed
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f4cb640837
commit
35b0c8be34
1 file changed
+37
-37
+37
-37
@@ -20,9 +20,9 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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finalize: finalize
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}
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let tradingStrategyModule = TS.projects.superalgos.botModules.tradingStrategy.newSuperalgosBotModulesTradingStrategy(processIndex, tradingEngineModuleObject)
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let tradingPositionModule = TS.projects.superalgos.botModules.tradingPosition.newSuperalgosBotModulesTradingPosition(processIndex, tradingEngineModuleObject)
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let tradingExecutionModule = TS.projects.superalgos.botModules.tradingExecution.newSuperalgosBotModulesTradingExecution(processIndex, tradingEngineModuleObject)
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let tradingStrategyModuleObject = TS.projects.superalgos.botModules.tradingStrategy.newSuperalgosBotModulesTradingStrategy(processIndex, tradingEngineModuleObject)
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let tradingPositionModuleObject = TS.projects.superalgos.botModules.tradingPosition.newSuperalgosBotModulesTradingPosition(processIndex, tradingEngineModuleObject)
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let tradingExecutionModuleObject = TS.projects.superalgos.botModules.tradingExecution.newSuperalgosBotModulesTradingExecution(processIndex, tradingEngineModuleObject)
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const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
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let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex)
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@@ -43,11 +43,11 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingEngine = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine
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sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
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tradingStrategyModule.initialize()
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tradingPositionModule.initialize()
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tradingStrategyModuleObject.initialize()
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tradingPositionModuleObject.initialize()
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announcementsModule.initialize()
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snapshotsModule.initialize()
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tradingExecutionModule.initialize()
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tradingExecutionModuleObject.initialize()
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tradingEpisodeModuleObject.initialize()
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}
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@@ -56,11 +56,11 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingSystem = undefined
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sessionParameters = undefined
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tradingStrategyModule.finalize()
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tradingStrategyModule = undefined
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tradingStrategyModuleObject.finalize()
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tradingStrategyModuleObject = undefined
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tradingPositionModule.finalize()
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tradingPositionModule = undefined
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tradingPositionModuleObject.finalize()
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tradingPositionModuleObject = undefined
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announcementsModule.finalize()
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announcementsModule = undefined
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@@ -68,8 +68,8 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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snapshotsModule.finalize()
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snapshotsModule = undefined
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tradingExecutionModule.finalize()
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tradingExecutionModule = undefined
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tradingExecutionModuleObject.finalize()
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tradingExecutionModuleObject = undefined
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tradingEpisodeModuleObject.finalize()
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tradingEpisodeModuleObject = undefined
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@@ -80,25 +80,25 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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}
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function mantain() {
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tradingPositionModule.mantain()
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tradingStrategyModule.mantain()
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tradingExecutionModule.mantain()
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tradingPositionModuleObject.mantain()
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tradingStrategyModuleObject.mantain()
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tradingExecutionModuleObject.mantain()
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updateCounters()
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updateEnds()
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}
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function reset() {
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tradingPositionModule.reset()
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tradingStrategyModule.reset()
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tradingExecutionModule.reset()
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tradingPositionModuleObject.reset()
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tradingStrategyModuleObject.reset()
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tradingExecutionModuleObject.reset()
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resetTradingEngineDataStructure()
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}
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function cycleBasedStatistics() {
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tradingEpisodeModuleObject.cycleBasedStatistics()
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tradingPositionModule.cycleBasedStatistics()
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tradingPositionModuleObject.cycleBasedStatistics()
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}
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function runTriggerStage() {
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@@ -146,7 +146,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingSystem.highlights.push(triggerStage.triggerOn.id)
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tradingSystem.highlights.push(triggerStage.id)
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tradingStrategyModule.openStrategy(j, situation.name, strategy.name)
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tradingStrategyModuleObject.openStrategy(j, situation.name, strategy.name)
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/* Initialize this */
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tradingEngine.current.episode.distanceToEvent.triggerOn.value = 1
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@@ -199,7 +199,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingEngine.current.episode.distanceToEvent.triggerOff.value = 1
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announcementsModule.makeAnnoucements(triggerStage.triggerOff)
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changeStageStatus('Trigger Stage', 'Closed')
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tradingStrategyModule.closeStrategy('Trigger Off')
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tradingStrategyModuleObject.closeStrategy('Trigger Off')
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}
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}
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}
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@@ -234,7 +234,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingSystem.highlights.push(triggerStage.takePosition.id)
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tradingSystem.highlights.push(triggerStage.id)
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tradingPositionModule.openPosition(situation.name)
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tradingPositionModuleObject.openPosition(situation.name)
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announcementsModule.makeAnnoucements(triggerStage.takePosition)
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announcementsModule.makeAnnoucements(strategy.openStage)
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@@ -290,7 +290,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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/* Entry Position size and rate */
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tradingSystem.evalFormulas(tradingSystemStage, 'Initial Targets')
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tradingPositionModule.initialTargets(tradingSystemStage, tradingEngineStage)
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tradingPositionModuleObject.initialTargets(tradingSystemStage, tradingEngineStage)
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initializeStageTargetSize()
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/* From here on, the stage is officialy Open */
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@@ -313,7 +313,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingSystem.evalConditions(executionNode, 'Open Execution')
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tradingSystem.evalFormulas(executionNode, 'Open Execution')
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await tradingExecutionModule.runExecution(
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await tradingExecutionModuleObject.runExecution(
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executionNode,
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tradingEngineStage
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)
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@@ -338,7 +338,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingSystem.evalConditions(tradingSystemStage, 'Open Execution')
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tradingSystem.evalFormulas(tradingSystemStage, 'Open Execution')
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await tradingExecutionModule.runExecution(
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await tradingExecutionModuleObject.runExecution(
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executionNode,
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tradingEngine.current.strategyOpenStage
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)
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@@ -439,7 +439,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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if (phase !== undefined) {
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if (phase.formula !== undefined) {
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let previousValue = tradingEngine.current.position.stopLoss.value
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tradingPositionModule.applyStopLossFormula(tradingSystem.formulas, phase.formula.id)
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tradingPositionModuleObject.applyStopLossFormula(tradingSystem.formulas, phase.formula.id)
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if (tradingEngine.current.position.stopLoss.value !== previousValue) {
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announcementsModule.makeAnnoucements(phase)
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@@ -462,7 +462,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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if (phase !== undefined) {
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if (phase.formula !== undefined) {
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let previousValue = tradingEngine.current.position.takeProfit.value
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tradingPositionModule.applyTakeProfitFormula(tradingSystem.formulas, phase.formula.id)
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tradingPositionModuleObject.applyTakeProfitFormula(tradingSystem.formulas, phase.formula.id)
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if (tradingEngine.current.position.takeProfit.value !== previousValue) {
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announcementsModule.makeAnnoucements(phase)
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@@ -544,7 +544,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingSystem.highlights.push(parentNode.id)
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tradingSystem.highlights.push(manageStage.id)
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tradingPositionModule.updateStopLoss(tradingEngine.current.position.stopLoss.stopLossPhase.value + 1)
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tradingPositionModuleObject.updateStopLoss(tradingEngine.current.position.stopLoss.stopLossPhase.value + 1)
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announcementsModule.makeAnnoucements(nextPhaseEvent)
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@@ -581,7 +581,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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if (moveToPhase !== undefined) {
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for (let q = 0; q < stopLoss.phases.length; q++) {
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if (stopLoss.phases[q].id === moveToPhase.id) {
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tradingPositionModule.updateStopLoss(q + 1)
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tradingPositionModuleObject.updateStopLoss(q + 1)
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}
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}
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} else {
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@@ -643,7 +643,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingSystem.highlights.push(parentNode.id)
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tradingSystem.highlights.push(manageStage.id)
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tradingPositionModule.updateTakeProfit(tradingEngine.current.position.takeProfit.takeProfitPhase.value + 1)
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tradingPositionModuleObject.updateTakeProfit(tradingEngine.current.position.takeProfit.takeProfitPhase.value + 1)
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announcementsModule.makeAnnoucements(nextPhaseEvent)
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@@ -680,7 +680,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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if (moveToPhase !== undefined) {
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for (let q = 0; q < takeProfit.phases.length; q++) {
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if (takeProfit.phases[q].id === moveToPhase.id) {
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tradingPositionModule.updateTakeProfit(q + 1)
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tradingPositionModuleObject.updateTakeProfit(q + 1)
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}
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}
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} else {
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@@ -721,7 +721,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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) {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Stop Loss was hit.')
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tradingPositionModule.closingPosition('Stop Loss')
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tradingPositionModuleObject.closingPosition('Stop Loss')
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changeStageStatus('Close Stage', 'Opening')
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changeStageStatus('Manage Stage', 'Closed')
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announcementsModule.makeAnnoucements(strategy.closeStage)
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@@ -741,7 +741,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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) {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Take Profit was hit.')
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tradingPositionModule.closingPosition('Take Profit')
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tradingPositionModuleObject.closingPosition('Take Profit')
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changeStageStatus('Close Stage', 'Opening')
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changeStageStatus('Manage Stage', 'Closed')
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announcementsModule.makeAnnoucements(strategy.closeStage)
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@@ -768,7 +768,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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/* Exit Position size and rate */
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tradingSystem.evalFormulas(tradingSystemStage, 'Initial Targets')
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tradingPositionModule.initialTargets(tradingSystemStage, tradingEngine.current.strategyCloseStage)
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tradingPositionModuleObject.initialTargets(tradingSystemStage, tradingEngine.current.strategyCloseStage)
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initializeStageTargetSize()
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changeStageStatus('Close Stage', 'Open')
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@@ -798,7 +798,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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tradingSystem.evalConditions(tradingSystemStage, 'Close Execution')
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tradingSystem.evalFormulas(tradingSystemStage, 'Close Execution')
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await tradingExecutionModule.runExecution(
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await tradingExecutionModuleObject.runExecution(
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executionNode,
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tradingEngine.current.strategyCloseStage
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)
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@@ -868,10 +868,10 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
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}
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/* Close the Position */
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tradingPositionModule.closePosition()
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tradingPositionModuleObject.closePosition()
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/* Close the Strategy */
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tradingStrategyModule.closeStrategy('Position Closed')
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tradingStrategyModuleObject.closeStrategy('Position Closed')
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/* Distance to Events Updates */
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tradingEngine.current.episode.distanceToEvent.closePosition.value = 1
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