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This commit is contained in:
Luis Fernando Molina committed 2020-08-06 23:19:19 +02:00
1 parent 8199198637
commit 440ea1a88c
9 files changed
+77 -27
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AppSchema.json
+21 -3
View File
@@ -3549,6 +3549,24 @@
"icon": "tron",
"propertyNameAtParent": "positionStatistics",
"properties": [
{
"name": "profitLoss",
"type": "node",
"childType": "Profit Loss",
"autoAdd": true
},
{
"name": "ROI",
"type": "node",
"childType": "ROI",
"autoAdd": true
},
{
"name": "hitFail",
"type": "node",
"childType": "Hit Fail",
"autoAdd": true
},
{
"name": "days",
"type": "node",
@@ -4161,7 +4179,7 @@
"addLeftIcons": true,
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Episode Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->"
"compatibleTypes": "->Episode Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->"
},
"icon": "band",
"propertyNameAtParent": "profitLoss"
@@ -4399,7 +4417,7 @@
"addLeftIcons": true,
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Episode Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->"
"compatibleTypes": "->Episode Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->"
},
"icon": "volume",
"propertyNameAtParent": "ROI"
@@ -4467,7 +4485,7 @@
"addLeftIcons": true,
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Episode Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->"
"compatibleTypes": "->Episode Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->"
},
"icon": "super-scripts",
"propertyNameAtParent": "hitFail"
CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js
+2 -1
View File
@@ -68,7 +68,8 @@ function newSessionFunctions() {
'Take Profit->Take Profit Stage->Take Profit Phase->Take Profit Position->' +
'Position Counters->Periods->' +
'Position Statistics->Days->User Defined Statistic->' +
'Position Base Asset->Position Quoted Asset->Entry Target Size->Exit Target Size->Profit Loss->ROI->Hit Fail->' +
'Position Base Asset->Position Quoted Asset->Entry Target Size->Exit Target Size->' +
'Profit Loss->ROI->Hit Fail->' +
'Formula->' +
'Exchange Orders->Market Buy Orders->Market Sell Orders->Limit Buy Orders->Limit Sell Orders->' +
'Market Order->Limit Order->' +
CanvasApp/FloatingSpace/CircularMenuItem.js
+10 -10
View File
@@ -267,7 +267,7 @@ function newCircularMenuItem() {
function internalClick() {
if (thisObject.shorcutNumber !== undefined) {
let label = thisObject.payload.node.name + ' ' + labelToPrint
canvas.cockpitSpace.setStatus(label, 50, canvas.cockpitSpace.statusTypes.ALL_GOOD)
canvas.cockpitSpace.setStatus(label, 40, canvas.cockpitSpace.statusTypes.ALL_GOOD)
}
onMouseClick()
@@ -291,16 +291,16 @@ function newCircularMenuItem() {
/* The first click ask for confirmation. */
if (temporaryStatus === STATUS_NO_ACTION_TAKEN_YET) {
setStatus(thisObject.confirmationLabel, UI_COLOR.GOLDEN_ORANGE, 250, STATUS_WAITING_CONFIRMATION)
setStatus(thisObject.confirmationLabel, UI_COLOR.GOLDEN_ORANGE, 200, STATUS_WAITING_CONFIRMATION)
return
}
/* A Click during confirmation executes the pre-defined action. */
if (temporaryStatus === STATUS_WAITING_CONFIRMATION || temporaryStatus === STATUS_PRIMARY_WORK_DONE) {
executeAction()
if (thisObject.workDoneLabel !== undefined) {
setStatus(thisObject.workDoneLabel, UI_COLOR.PATINATED_TURQUOISE, 100, STATUS_SECONDARY_WORK_DONE)
setStatus(thisObject.workDoneLabel, UI_COLOR.PATINATED_TURQUOISE, 50, STATUS_SECONDARY_WORK_DONE)
} else {
setStatus('Done', UI_COLOR.PATINATED_TURQUOISE, 100, STATUS_SECONDARY_WORK_DONE)
setStatus('Done', UI_COLOR.PATINATED_TURQUOISE, 50, STATUS_SECONDARY_WORK_DONE)
}
return
}
@@ -334,7 +334,7 @@ function newCircularMenuItem() {
if (event !== undefined) {
if (event.type === 'Secondary Action Already Executed') {
setStatus(thisObject.secondaryWorkDoneLabel, UI_COLOR.PATINATED_TURQUOISE, 100, STATUS_SECONDARY_WORK_DONE)
setStatus(thisObject.secondaryWorkDoneLabel, UI_COLOR.PATINATED_TURQUOISE, 50, STATUS_SECONDARY_WORK_DONE)
return
}
}
@@ -343,11 +343,11 @@ function newCircularMenuItem() {
if (thisObject.secondaryAction === undefined) { // This means there are no more possible actions.
if (err.result === GLOBAL.DEFAULT_OK_RESPONSE.result) {
if (thisObject.workDoneLabel !== undefined) {
setStatus(thisObject.workDoneLabel, UI_COLOR.PATINATED_TURQUOISE, 100, STATUS_PRIMARY_WORK_DONE)
setStatus(thisObject.workDoneLabel, UI_COLOR.PATINATED_TURQUOISE, 50, STATUS_PRIMARY_WORK_DONE)
}
} else {
if (thisObject.workFailedLabel != undefined) {
setStatus(thisObject.workFailedLabel, UI_COLOR.TITANIUM_YELLOW, 100, STATUS_PRIMARY_WORK_FAILED)
setStatus(thisObject.workFailedLabel, UI_COLOR.TITANIUM_YELLOW, 50, STATUS_PRIMARY_WORK_FAILED)
}
}
} else {
@@ -358,7 +358,7 @@ function newCircularMenuItem() {
}
} else {
if (thisObject.workFailedLabel != undefined) {
setStatus(thisObject.workFailedLabel, UI_COLOR.TITANIUM_YELLOW, 100, STATUS_PRIMARY_WORK_FAILED)
setStatus(thisObject.workFailedLabel, UI_COLOR.TITANIUM_YELLOW, 50, STATUS_PRIMARY_WORK_FAILED)
}
}
}
@@ -366,11 +366,11 @@ function newCircularMenuItem() {
function onSecondaryCallBack(err) {
if (err.result === GLOBAL.DEFAULT_OK_RESPONSE.result) {
if (thisObject.secondaryWorkDoneLabel !== undefined) {
setStatus(thisObject.secondaryWorkDoneLabel, UI_COLOR.PATINATED_TURQUOISE, 100, STATUS_SECONDARY_WORK_DONE)
setStatus(thisObject.secondaryWorkDoneLabel, UI_COLOR.PATINATED_TURQUOISE, 50, STATUS_SECONDARY_WORK_DONE)
}
} else {
if (thisObject.secondaryWorkFailedLabel != undefined) {
setStatus(thisObject.secondaryWorkFailedLabel, UI_COLOR.TITANIUM_YELLOW, 100, STATUS_SECONDARY_WORK_FAILED)
setStatus(thisObject.secondaryWorkFailedLabel, UI_COLOR.TITANIUM_YELLOW, 50, STATUS_SECONDARY_WORK_FAILED)
}
}
}
Data-Mines/Masters-Trading.json
+1 -1
View File
@@ -1 +1 @@
{"type":"Data Mine","name":"Masters-Trading","config":"{ \n\"codeName\": \"Masters-Trading\"\n}","sensorBots":[],"indicatorBots":[],"tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","processes":[{"type":"Process Definition","name":"Trading","config":"{\n \"codeName\": \"Trading\",\n \"liveTradingWaitTime\": 0,\n \"paperTradingWaitTime\": 0,\n \"fordwardTestingWaitTime\": 0,\n \"backtestingWaitTime\": 0,\n \"sessionRunWaitTime\": 5000,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Low-Frequency-Trading-Process\"\n }\n }","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","id":"6fc3054e-5034-4fc7-bddf-02360e0a6acf","savedPayload":{"position":{"x":15723.286067012163,"y":14691.452358358745},"targetPosition":{"x":19339.49171426391,"y":13174.630201482603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"db063d7b-db05-4bf6-941f-999e1ccb38fc"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","id":"c3c2240f-514b-40de-825f-674037117d0b","savedPayload":{"position":{"x":15661.068828320313,"y":14534.623356920203},"targetPosition":{"x":19339.49171426391,"y":13174.630201482603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"0764aaaf-d970-4f23-9df8-55fe5b7dd273"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","id":"1dfdfc0d-842f-4e63-a591-256ac8a06b0f","savedPayload":{"position":{"x":15605.684950713085,"y":14375.417211070198},"targetPosition":{"x":19339.49171426391,"y":13174.630201482603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","id":"39360c55-5ba8-413b-b0bd-cac3789ebf5f","savedPayload":{"position":{"x":15557.234264268895,"y":14214.013724663686},"targetPosition":{"x":19339.49171426391,"y":13174.630201482603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Current Candle","id":"ba614415-6e4f-4979-97a5-34c72a59e67c","savedPayload":{"position":{"x":15515.806073587833,"y":14050.694613167838},"targetPosition":{"x":19339.49171426391,"y":13174.630201482603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Current Candle","id":"1a2e3461-33e6-45b1-bcc1-c56a8c5d275c","savedPayload":{"position":{"x":15481.476972643579,"y":13885.757353327504},"targetPosition":{"x":19339.49171426391,"y":13174.630201482603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Current Balance","id":"567e4dc9-4deb-41e4-9ac9-dde943fb91ba","savedPayload":{"position":{"x":15454.310482593217,"y":13719.505427234359},"targetPosition":{"x":19339.49171426391,"y":13174.630201482603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Current Balance","id":"e94b9bb3-9f0c-4550-94e1-09de444780a8","savedPayload":{"position":{"x":15434.356886328966,"y":13552.245779307135},"targetPosition":{"x":19339.49171426391,"y":13174.630201482603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"213b8fe8-f772-41ea-a3f5-97867be555f7"}}},{"type":"Output Dataset","name":"Multi-Period-Market Distance To Event","id":"a30e7306-7be9-41b6-Line truncated
{"type":"Data Mine","name":"Masters-Trading","config":"{ \n\"codeName\": \"Masters-Trading\"\n}","sensorBots":[],"indicatorBots":[],"tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","processes":[{"type":"Process Definition","name":"Trading","config":"{\n \"codeName\": \"Trading\",\n \"liveTradingWaitTime\": 0,\n \"paperTradingWaitTime\": 0,\n \"fordwardTestingWaitTime\": 0,\n \"backtestingWaitTime\": 0,\n \"sessionRunWaitTime\": 5000,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Low-Frequency-Trading-Process\"\n }\n }","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","id":"6fc3054e-5034-4fc7-bddf-02360e0a6acf","savedPayload":{"position":{"x":15722.103042763,"y":14737.697338661546},"targetPosition":{"x":19317.35290333643,"y":13205.269127720278},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"db063d7b-db05-4bf6-941f-999e1ccb38fc"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","id":"c3c2240f-514b-40de-825f-674037117d0b","savedPayload":{"position":{"x":15662.185708393645,"y":14589.508598093085},"targetPosition":{"x":19317.35290333643,"y":13205.269127720278},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"0764aaaf-d970-4f23-9df8-55fe5b7dd273"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","id":"1dfdfc0d-842f-4e63-a591-256ac8a06b0f","savedPayload":{"position":{"x":15608.372365497693,"y":14439.83547822848},"targetPosition":{"x":19317.35290333643,"y":13205.269127720278},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","id":"39360c55-5ba8-413b-b0bd-cac3789ebf5f","savedPayload":{"position":{"x":15560.749647103872,"y":14288.15482161774},"targetPosition":{"x":19317.35290333643,"y":13205.269127720278},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Current Candle","id":"ba614415-6e4f-4979-97a5-34c72a59e67c","savedPayload":{"position":{"x":15519.396314277476,"y":14134.686060311844},"targetPosition":{"x":19317.35290333643,"y":13205.269127720278},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Current Candle","id":"1a2e3461-33e6-45b1-bcc1-c56a8c5d275c","savedPayload":{"position":{"x":15484.381056855787,"y":13979.676632775509},"targetPosition":{"x":19317.35290333643,"y":13205.269127720278},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Current Balance","id":"567e4dc9-4deb-41e4-9ac9-dde943fb91ba","savedPayload":{"position":{"x":15455.76210052576,"y":13823.381471773888},"targetPosition":{"x":19317.35290333643,"y":13205.269127720278},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Current Balance","id":"e94b9bb3-9f0c-4550-94e1-09de444780a8","savedPayload":{"position":{"x":15433.587053565145,"y":13666.059297749987},"targetPosition":{"x":19317.35290333643,"y":13205.269127720278},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"213b8fe8-f772-41ea-a3f5-97867be555f7"}}},{"type":"Output Dataset","name":"Multi-Period-Market Distance To Event","id":"a30e7306-7be9-41b6-a465-5Line truncated
My-Workspaces/Beta 6 - Testing WHB.json
+1 -1
View File
@@ -1 +1 @@
{"type":"Workspace","name":"Beta 6 - Testing WHB","rootNodes":[{"type":"Network","name":"Superalgos","networkNodes":[{"type":"Network Node","name":"My Computer","config":"{ \n\"host\": \"localhost\", \n\"webPort\": \"34248\", \n\"webSocketsPort\": \"8081\"\n}","dataStorage":{"type":"Data Storage","name":"New Data Storage","sessionIndependentData":{"type":"Session Independent Data","name":"New Session Independent Data","exchangeDataProducts":[{"type":"Exchange Data Products","name":"Binance","singleMarketData":[{"type":"Single Market Data","name":"Binance BTC/USDT","dataProducts":[{"type":"Data Product","name":"Candles","id":"dd7c8795-bb24-4438-9d77-b37a9000ad7f","savedPayload":{"position":{"x":23357.055360727853,"y":29739.13668562185},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles","id":"fe6065ec-4d2d-47a0-bae0-8647f0e195d7"}}},{"type":"Data Product","name":"Volumes","id":"98e6c917-f4b7-4b71-9215-de3ccaf3dc0c","savedPayload":{"position":{"x":23291.030236843966,"y":29662.131374764274},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Volumes","id":"1a366aef-efef-470e-88e0-2a6fbe4dd91f"}}},{"type":"Data 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Objects","id":"ba5dbb67-2030-42a0-9ff8-1ee80874f047"}}},{"type":"Data Product","name":"Bollinger Bands","id":"6929ebe7-6486-4299-add5-ed0282500d91","savedPayload":{"position":{"x":23135.872351370694,"y":29400.352192197388},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Bands","id":"29088877-8d63-4217-8d34-8742afc262f4"}}},{"type":"Data Product","name":"Percentage Bandwidth","id":"4a3ed8eb-a73e-4fb4-835a-681cf47d7373","savedPayload":{"position":{"x":23099.965969252025,"y":29305.112951112584},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product 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Objects","id":"48f7953c-f62d-4292-b042-d1ac05f8f80f","savedPayload":{"position":{"x":23053.683458829226,"y":29106.890611883788},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Sub-Channels Objects","id":"080c87fc-4546-4482-ab11-180a33f6d9ab"}}},{"type":"Data Product","name":"Popular SMAs","id":"3b9a3c93-6d41-440e-89a2-2fd1b2dde603","savedPayload":{"position":{"x":23043.701100505998,"y":29005.50001492274},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen"Line truncated
{"type":"Workspace","name":"Beta 6 - Testing WHB","rootNodes":[{"type":"Network","name":"Superalgos","networkNodes":[{"type":"Network Node","name":"My Computer","config":"{ \n\"host\": \"localhost\", \n\"webPort\": \"34248\", \n\"webSocketsPort\": \"8081\"\n}","dataStorage":{"type":"Data Storage","name":"New Data Storage","sessionIndependentData":{"type":"Session Independent Data","name":"New Session Independent Data","exchangeDataProducts":[{"type":"Exchange Data Products","name":"Binance","singleMarketData":[{"type":"Single Market Data","name":"Binance BTC/USDT","dataProducts":[{"type":"Data 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TaskServer/FileStorage.js
+1 -1
View File
@@ -163,7 +163,7 @@ exports.newFileStorage = function newFileStorage(logger, host, port) {
}
function retry() {
//console.log(new Date(), ' Retry #: ' + currentRetryGetTextFile, fileLocation )
console.log(new Date(), ' Retry #: ' + currentRetryGetTextFile, fileLocation)
if (currentRetryGetTextFile < MAX_RETRY) {
currentRetryGetTextFile++
logger.write(MODULE_NAME, '[WARN] FileStorage -> getTextFile -> retry -> Will try to read the file again -> Retry #: ' + currentRetryGetTextFile)
TaskServer/LowFrequencyTrading/TradingPosition.js
+38 -2
View File
@@ -15,8 +15,6 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
updateEnds: updateEnds,
updateStatus: updateStatus,
updateCounters: updateCounters,
updateStatistics: updateStatistics,
updateResults: updateResults,
resetPosition: resetPosition,
initialize: initialize,
finalize: finalize
@@ -47,6 +45,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
tradingEngine.current.position.serialNumber.value = tradingEngine.episode.episodeCounters.positions.value
tradingEngine.current.position.identifier.value = global.UNIQUE_ID()
tradingEngine.current.position.begin.value = tradingEngine.current.candle.begin.value
tradingEngine.current.position.beginRate.value = tradingEngine.current.candle.close.value
tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
tradingEngine.current.position.situationName.value = situationName
@@ -72,6 +71,10 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
tradingEngine.current.position.status.value = 'Closed'
tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
tradingEngine.current.position.endRate.value = tradingEngine.current.candle.close.value
/* Position Statistics & Results */
updateStatistics()
updateResults()
/*
Now that the position is closed, it is the right time to move this position from current to last at the Trading Engine data structure.
*/
@@ -239,6 +242,37 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
function updateStatistics() {
/* Profit Loss Calculation */
tradingEngine.current.position.positionStatistics.profitLoss.value =
(
tradingEngine.current.balance.baseAsset.value * tradingEngine.current.position.endRate.value +
tradingEngine.current.balance.quotedAsset.value
) -
(
tradingEngine.previous.balance.baseAsset.value * tradingEngine.current.position.beginRate.value +
tradingEngine.previous.balance.quotedAsset.value
)
tradingEngine.current.position.positionStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionStatistics.profitLoss.value, 10)
/* ROI Calculation */
tradingEngine.current.position.positionStatistics.ROI.value =
(
tradingEngine.current.position.positionStatistics.profitLoss.value
)
* 100 /
(
tradingEngine.previous.balance.baseAsset.value * tradingEngine.current.position.beginRate.value +
tradingEngine.previous.balance.quotedAsset.value
)
tradingEngine.current.position.positionStatistics.ROI.value = global.PRECISE(tradingEngine.current.position.positionStatistics.ROI.value, 10)
/* Hit Fail Calculation */
if (tradingEngine.current.position.positionStatistics.ROI.value > 0) {
tradingEngine.current.position.positionStatistics.hitFail.value = 'HIT'
} else {
tradingEngine.current.position.positionStatistics.hitFail.value = 'FAIL'
}
/* Days Calculation */
tradingEngine.current.position.positionStatistics.days.value =
tradingEngine.current.position.positionCounters.periods.value *
@@ -258,6 +292,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
tradingEngine.previous.balance.quotedAsset.value
tradingEngine.current.position.positionBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.profitLoss.value, 10)
tradingEngine.current.position.positionQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.profitLoss.value, 10)
/* ROI Calculation */
tradingEngine.current.position.positionBaseAsset.ROI.value =
@@ -269,6 +304,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
tradingEngine.current.position.positionQuotedAsset.entryTargetSize.value
tradingEngine.current.position.positionBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.ROI.value, 10)
tradingEngine.current.position.positionQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.ROI.value, 10)
/* Hit Fail Calculation */
if (tradingEngine.current.position.positionBaseAsset.ROI.value > 0) {
TaskServer/LowFrequencyTrading/TradingStages.js
+3 -7
View File
@@ -992,13 +992,6 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
function exitPositionAndStrategy() {
/* Position Statistics & Results */
tradingPositionModule.updateStatistics()
tradingPositionModule.updateResults()
updatingEpisodeAssets()
updatingEpisodeStatistics()
/* Taking Position Snapshot */
if (bot.SESSION.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
@@ -1020,6 +1013,9 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
/* Close the Position */
tradingPositionModule.closePosition()
updatingEpisodeAssets()
updatingEpisodeStatistics()
/* Close the Strategy */
tradingStrategyModule.closeStrategy('Position Closed')
TaskServer/server.js
-1
View File
@@ -1,5 +1,4 @@
/* Callbacks default responses. */
global.DEFAULT_OK_RESPONSE = {
result: "Ok",
message: "Operation Succeeded"