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Update TradingEpisode.js

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Luis Fernando Molina committed 2020-08-14 14:06:48 +02:00
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commit 42cbff258e
1 file changed
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LowFrequencyTrading/TradingEpisode.js
+8 -8
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@@ -136,12 +136,12 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
tradingEngine.current.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
/* Updating Anualized Rate Of Return */
tradingEngine.current.episode.episodeStatistics.anualizedRateOfReturn.value =
/* Updating Annualized Rate Of Return */
tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =
tradingEngine.current.episode.episodeStatistics.ROI.value /
tradingEngine.current.episode.episodeStatistics.days.value * 365
tradingEngine.current.episode.episodeStatistics.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.anualizedRateOfReturn.value, 10)
tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value, 10)
/* Updating Hit or Fail */
if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
@@ -201,17 +201,17 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
tradingEngine.current.episode.episodeBaseAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.hitRatio.value, 10)
tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value, 10)
/* Updating Anualized Rate Of Return */
tradingEngine.current.episode.episodeBaseAsset.anualizedRateOfReturn.value =
/* Updating Annualized Rate Of Return */
tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =
tradingEngine.current.episode.episodeBaseAsset.ROI.value /
tradingEngine.current.episode.episodeStatistics.days.value * 365
tradingEngine.current.episode.episodeQuotedAsset.anualizedRateOfReturn.value =
tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =
tradingEngine.current.episode.episodeQuotedAsset.ROI.value /
tradingEngine.current.episode.episodeStatistics.days.value * 365
tradingEngine.current.episode.episodeBaseAsset.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.anualizedRateOfReturn.value, 10)
tradingEngine.current.episode.episodeQuotedAsset.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.anualizedRateOfReturn.value, 10)
tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value, 10)
tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value, 10)
/* Updating Hit or Fail */
if (tradingEngine.current.episode.episodeBaseAsset.profitLoss.value > 0) {