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no more parameters in trading system

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Luis Fernando Molina committed 2020-04-02 11:53:19 +02:00
1 parent b2a3659446
commit 42bb8281f1
1 file changed
-126
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Session.js
-126
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@@ -238,132 +238,6 @@
if (tradingSystem !== undefined) {
/* Applying Trading System Level Parameters */
if (tradingSystem.parameters !== undefined) {
/* Base Asset and Initial Balances. */
{
if (tradingSystem.parameters.baseAsset !== undefined) {
if (tradingSystem.parameters.baseAsset.referenceParent !== undefined) {
if (tradingSystem.parameters.baseAsset.referenceParent.referenceParent !== undefined) {
let code = tradingSystem.parameters.baseAsset.referenceParent.referenceParent.code
if (code.codeName !== undefined) {
bot.VALUES_TO_USE.baseAsset = code.codeName;
}
code = tradingSystem.parameters.baseAsset.code
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (code.initialBalance !== undefined) {
bot.VALUES_TO_USE.initialBalanceA = code.initialBalance;
bot.VALUES_TO_USE.initialBalanceB = 0
}
if (code.minimumBalance !== undefined) {
bot.VALUES_TO_USE.minimumBalanceA = code.minimumBalance;
bot.VALUES_TO_USE.minimumBalanceB = 0
}
if (code.maximumBalance !== undefined) {
bot.VALUES_TO_USE.maximumBalanceA = code.maximumBalance;
bot.VALUES_TO_USE.maximumBalanceB = 0
}
} else {
if (code.initialBalance !== undefined) {
bot.VALUES_TO_USE.initialBalanceB = code.initialBalance;
bot.VALUES_TO_USE.initialBalanceA = 0
}
if (code.minimumBalance !== undefined) {
bot.VALUES_TO_USE.minimumBalanceB = code.minimumBalance;
bot.VALUES_TO_USE.minimumBalanceA = 0
}
if (code.maximumBalance !== undefined) {
bot.VALUES_TO_USE.maximumBalanceB = code.maximumBalance;
bot.VALUES_TO_USE.maximumBalanceA = 0
}
}
}
}
}
}
/* Quoted Asset */
{
if (tradingSystem.parameters.quotedAsset !== undefined) {
if (tradingSystem.parameters.quotedAsset.referenceParent !== undefined) {
if (tradingSystem.parameters.quotedAsset.referenceParent.referenceParent !== undefined) {
let code = tradingSystem.parameters.quotedAsset.referenceParent.referenceParent.code
if (code.codeName !== undefined) {
bot.VALUES_TO_USE.quotedAsset = code.codeName;
}
}
}
}
}
/* Time Frame */
if (tradingSystem.parameters.timeFrame !== undefined) {
bot.VALUES_TO_USE.timeFrame = tradingSystem.parameters.timeFrame.code.value
}
/* Slippage */
if (tradingSystem.parameters.slippage !== undefined) {
if (tradingSystem.parameters.slippage.code !== undefined) {
let code = tradingSystem.parameters.slippage.code
if (code.positionRate !== undefined) {
bot.VALUES_TO_USE.slippage.positionRate = code.positionRate
}
if (code.stopLoss !== undefined) {
bot.VALUES_TO_USE.slippage.stopLoss = code.stopLoss
}
if (code.takeProfit !== undefined) {
bot.VALUES_TO_USE.slippage.takeProfit = code.takeProfit
}
}
}
/* Fee Structure */
if (tradingSystem.parameters.feeStructure !== undefined) {
if (tradingSystem.parameters.feeStructure.code !== undefined) {
let code = tradingSystem.parameters.feeStructure.code
if (code.maker !== undefined) {
bot.VALUES_TO_USE.feeStructure.maker = code.maker
}
if (code.taker !== undefined) {
bot.VALUES_TO_USE.feeStructure.taker = code.taker
}
}
}
/* Time Range */
if (tradingSystem.parameters.timeRange !== undefined) {
if (tradingSystem.parameters.timeRange.code !== undefined) {
let code = tradingSystem.parameters.timeRange.code
if (code.initialDatetime !== undefined) {
if (isNaN(Date.parse(code.initialDatetime)) === true) {
parentLogger.write(MODULE_NAME, "[WARN] initialize -> runSession -> setValuesToUse -> Cannot use initialDatatime provided at Trading System Parameters because it is not a valid Date.");
} else {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date(code.initialDatetime)
}
}
if (code.finalDatetime !== undefined) {
if (isNaN(Date.parse(code.finalDatetime)) === true) {
parentLogger.write(MODULE_NAME, "[WARN] initialize -> runSession -> setValuesToUse -> Cannot use finalDatetime provided at Trading System Parameters because it is not a valid Date.");
} else {
bot.VALUES_TO_USE.timeRange.finalDatetime = new Date(code.finalDatetime)
}
}
}
}
}
/* Applying Session Level Parameters */
if (bot.SESSION !== undefined) {
if (bot.SESSION.parameters !== undefined) {