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Running without crashing

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Luis Fernando Molina committed 2020-05-20 16:56:01 +02:00
1 parent 9f07108201
commit 395bd4230c
1 file changed
+18 -9
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TradingSimulation.js
+18 -9
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@@ -174,6 +174,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
variable.current.position.size = 0
variable.current.position.status = 0
variable.current.position.profit = 0
variable.current.position.ROI = 0
variable.current.position.exitType = 0
variable.current.position.beginRate = 0
variable.current.position.endRate = 0
@@ -2005,7 +2006,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
variable.episode.stat.profitLoss = variable.current.balance.quotedAsset - variable.episode.parameters.initial.balance.quotedAsset
}
variable.current.position.lastTradeROI = variable.last.position.ROI
variable.current.position.ROI = variable.last.position.ROI
if (variable.last.position.profitLoss > 0) {
variable.episode.count.hits++
@@ -2171,11 +2172,11 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
variable.current.position.end = candle.end
variable.current.position.endRate = candle.close
/* Here we will calculate the ongoing variable.episode.stat.ROI */
/* Here we will calculate the ongoing ROI */
if (variable.episode.parameters.baseAsset === variable.episode.parameters.marketBaseAsset) {
variable.current.position.lastTradeROI = (variable.current.position.rate - candle.close) / variable.current.position.rate * 100
variable.current.position.ROI = (variable.current.position.rate - candle.close) / variable.current.position.rate * 100
} else {
variable.current.position.lastTradeROI = (candle.close - variable.current.position.rate) / variable.current.position.rate * 100
variable.current.position.ROI = (candle.close - variable.current.position.rate) / variable.current.position.rate * 100
}
}
@@ -2195,17 +2196,25 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
variable.episode.count.positions, // Position Number
(new Date(candle.begin)).toISOString(), // Datetime
tradingSystem.strategies[variable.current.strategy.index].name, // Strategy Name
currentStrategy.triggerOnSituation, // Trigger On Situation
currentTrade.takePositionSituation, // Take Position Situation
variable.current.strategy.situationName, // Trigger On Situation
variable.current.position.situationName, // Take Position Situation
hitOrFial(), // Result
lastTradeROI, // ROI
simulationRecord.type.replace(/"/g, '') // Exit Type
variable.last.position.ROI, // ROI
exitType() // Exit Type
]
function hitOrFial() {
if (variable.last.position.ROI > 0) { return 'HIT' } else { return 'FAIL' }
}
function exitType() {
switch (variable.current.position.exitType) {
case 1: return 'Stop'
case 2: return 'Take Profit'
}
}
if (positionedAtYesterday === false) {
snapshots.triggerOn.push(closeValues.concat(snapshots.lastTriggerOn))
snapshots.takePosition.push(closeValues.concat(snapshots.lastTakePosition))
@@ -2226,7 +2235,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
begin: variable.current.position.begin,
end: variable.current.position.end,
status: variable.current.position.status,
lastTradeROI: variable.current.position.lastTradeROI,
lastTradeROI: variable.current.position.ROI,
exitType: variable.current.position.exitType,
beginRate: variable.current.position.beginRate,
endRate: variable.current.position.endRate,