Initial and Final Values

2020-10-22 14:56:59 +02:00
1 parent e0f683aec3
commit 4848c577d9
@@ -51,7 +51,7 @@
    <div id="contributors" class="credits">
        <p>Superalgos is <span class="red">open-source</span> and <span class="red">free</span> thanks to the generosity of contributors:</p>
        <p>Luis Fernando Molina, Julian Molina, Andreja Cobeljic, Matías Benitez, Ira Miller, Eduardo Remis, 
-            Jeff Braun, rico4dev, Barry Low, Nikola Bjelogrlic, Hirajin Koizuko, Francisco J. Santillán, Viktoria B., 
+            Jeff Braun, rico4dev, Barry Low, Nikola Bjelogrlic, Hirajin Koizuko, Francisco J. Santillán, Viktoria B., Guillermo V., Daniel J., 
            Javier A., Gustavo J., Romina GS, Pedro P., Thais M., Loui M., Natalia M., Bashar A., Carlos V., Diego M., 
            Sebastian E., Bogdan P., Marko V., Igor S., Niksa K., Rodrigo M. and Nicanor M.</p>
        <p><span class="red">Help us keep Superalgos free for all. Become a contributor!</span></p>
@@ -92,8 +92,8 @@ function newSessionFunctions() {
            'Strategy Counters->' +
            'Position->' +
            'Entry Target Rate->Exit Target Rate->' +
-            'Stop Loss->Stop Loss Phase->Stop Loss Position->Begin->End->' +
-            'Take Profit->Take Profit Phase->Take Profit Position->Begin->End->' +
+            'Stop Loss->Stop Loss Phase->Stop Loss Position->Begin->End->Initial Value->Final Value->' +
+            'Take Profit->Take Profit Phase->Take Profit Position->Begin->End->Initial Value->Final Value->' +
            'Position Counters->' +
            'Position Statistics->Days->User Defined Statistic->' +
            'Position Base Asset->Position Quoted Asset->Entry Target Size->Exit Target Size->' +
@@ -1 +1 @@
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@@ -1 +1 @@
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@@ -3339,6 +3339,18 @@
                "type": "node",
                "childType": "Stop Loss Position",
                "autoAdd": true
+            },
+            {
+                "name": "initialValue",
+                "type": "node",
+                "childType": "Initial Value",
+                "autoAdd": true
+            },
+            {
+                "name": "finalValue",
+                "type": "node",
+                "childType": "Final Value",
+                "autoAdd": true
            }
        ]
    },
@@ -3411,9 +3423,101 @@
                "type": "node",
                "childType": "Take Profit Position",
                "autoAdd": true
+            },
+            {
+                "name": "initialValue",
+                "type": "node",
+                "childType": "Initial Value",
+                "autoAdd": true
+            },
+            {
+                "name": "finalValue",
+                "type": "node",
+                "childType": "Final Value",
+                "autoAdd": true
            }
        ]
    },
+    {
+        "type": "Initial Value",
+        "menuItems": [
+            {
+                "action": "Configure",
+                "label": "Configure",
+                "iconPathOn": "configuration",
+                "iconPathOff": "configuration",
+                "actionFunction": "uiObject.configEditor.activate"
+            },
+            {
+                "action": "Copy Node Path",
+                "label": "Copy Node Path",
+                "iconPathOn": "copy-path",
+                "iconPathOff": "copy-path",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete",
+                "iconPathOn": "delete",
+                "iconPathOff": "delete",
+                "actionFunction": "payload.executeAction"
+            }
+        ],
+        "editors": {
+            "config": true
+        },
+        "initialValues": {
+            "config": "{\n\"initialValue\": 0\n}"
+        },
+        "addLeftIcons": true,
+        "level": 3,
+        "chainAttachesTo": {
+            "compatibleTypes": "->Stop Loss->Take Profit->"
+        },
+        "propertyNameAtParent": "initialValue"
+    },
+    {
+        "type": "Final Value",
+        "menuItems": [
+            {
+                "action": "Configure",
+                "label": "Configure",
+                "iconPathOn": "configuration",
+                "iconPathOff": "configuration",
+                "actionFunction": "uiObject.configEditor.activate"
+            },
+            {
+                "action": "Copy Node Path",
+                "label": "Copy Node Path",
+                "iconPathOn": "copy-path",
+                "iconPathOff": "copy-path",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete",
+                "iconPathOn": "delete",
+                "iconPathOff": "delete",
+                "actionFunction": "payload.executeAction"
+            }
+        ],
+        "editors": {
+            "config": true
+        },
+        "initialValues": {
+            "config": "{\n\"initialValue\": 0\n}"
+        },
+        "addLeftIcons": true,
+        "level": 3,
+        "chainAttachesTo": {
+            "compatibleTypes": "->Stop Loss->Take Profit->"
+        },
+        "propertyNameAtParent": "finalValue"
+    },
    {
        "type": "Stop Loss Phase",
        "menuItems": [
@@ -123,15 +123,38 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
    }

    function applyStopLossFormula(formulas, formulaId) {
+        updateStopLossTakeProfitFinalValue(tradingEngine.current.position.stopLoss)
        tradingEngine.current.position.stopLoss.value = formulas.get(formulaId)
+        updateStopLossTakeProfitInitialValue(tradingEngine.current.position.stopLoss)
        updateStopLossTakeProfitBeginEnd(tradingEngine.current.position.stopLoss)
    }

    function applyTakeProfitFormula(formulas, formulaId) {
+        updateStopLossTakeProfitFinalValue(tradingEngine.current.position.takeProfit)
        tradingEngine.current.position.takeProfit.value = formulas.get(formulaId)
+        updateStopLossTakeProfitInitialValue(tradingEngine.current.position.takeProfit)
        updateStopLossTakeProfitBeginEnd(tradingEngine.current.position.takeProfit)
    }

+    function updateStopLossTakeProfitInitialValue(node) {
+        /*
+        We store the first Stop Loss or Take Profit value in a separate node.
+        To know if it is the first one we compare its current value to the initial value.
+        */
+        if (node.initialValue.value === node.initialValue.config.initialValue) {
+            node.initialValue.value = node.value
+        }
+    }
+
+    function updateStopLossTakeProfitFinalValue(node) {
+        /*
+        We set the final value just before calcualting the new value, since the new calculated
+        value is going to be discarded if the position is closed after it is calculated, but
+        during the same candle.
+        */
+        node.finalValue.value = node.value
+     }
+
    function updateStopLossTakeProfitBeginEnd(node) {
        /*
        Both the Stop Loss and the Take Profit have their own Begin and End.