From 42cbff258e3252e3fdc8bb1e837e1a0d856204a2 Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Fri, 14 Aug 2020 14:06:48 +0200 Subject: [PATCH] Update TradingEpisode.js --- LowFrequencyTrading/TradingEpisode.js | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) 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) {