diff --git a/LowFrequencyTrading/TradingEpisode.js b/LowFrequencyTrading/TradingEpisode.js index a654de03a..b5112fb56 100644 --- a/LowFrequencyTrading/TradingEpisode.js +++ b/LowFrequencyTrading/TradingEpisode.js @@ -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) {