function evaluateConditions reimplemented
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Luis Fernando Molina committed
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-107
+170
-107
@@ -318,114 +318,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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conditionsArrayRecord.push(candle.begin);
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conditionsArrayRecord.push(candle.end);
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for (let j = 0; j < tradingSystem.strategies.length; j++) {
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evaluateConditions(tradingSystem, conditions);
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let strategy = tradingSystem.strategies[j];
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for (let k = 0; k < strategy.triggerOn.situations.length; k++) {
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let situation = strategy.triggerOn.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = strategy.name + '-' + situation.name + '-' + condition.name;
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newCondition(key, condition.code);
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}
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}
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for (let k = 0; k < strategy.triggerOff.situations.length; k++) {
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let situation = strategy.triggerOff.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = strategy.name + '-' + situation.name + '-' + condition.name;
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newCondition(key, condition.code);
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}
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}
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for (let k = 0; k < strategy.takePosition.situations.length; k++) {
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let situation = strategy.takePosition.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = strategy.name + '-' + situation.name + '-' + condition.name;
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newCondition(key, condition.code);
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}
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}
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for (let p = 0; p < strategy.stopLoss.phases.length; p++) {
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let phase = strategy.stopLoss.phases[p];
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for (let k = 0; k < phase.situations.length; k++) {
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let situation = phase.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = strategy.name + '-' + phase.name + '-' + situation.name + '-' + condition.name;
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newCondition(key, condition.code);
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}
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}
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}
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for (let p = 0; p < strategy.takeProfit.phases.length; p++) {
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let phase = strategy.takeProfit.phases[p];
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for (let k = 0; k < phase.situations.length; k++) {
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let situation = phase.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = strategy.name + '-' + phase.name + '-' + situation.name + '-' + condition.name;
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newCondition(key, condition.code);
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}
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}
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}
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}
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function newCondition(key, code) {
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let condition;
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let value = false;
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try {
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value = eval(code);
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} catch (err) {
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/*
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One possible error is that the conditions references a .previous that is undefined. For this
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reason and others, we will simply set the value to false.
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*/
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value = false
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}
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condition = {
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key: key,
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value: value
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};
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conditions.set(condition.key, condition);
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if (condition.value) {
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conditionsArrayValues.push(1);
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} else {
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conditionsArrayValues.push(0);
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}
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}
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/* Strategy Enter Condition */
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@@ -1076,6 +970,175 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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function evaluateConditions(tradingSystem, conditions) {
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for (let j = 0; j < tradingSystem.strategies.length; j++) {
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let strategy = tradingSystem.strategies[j];
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let triggerStage = strategy.triggerStage
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if (triggerStage !== undefined) {
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for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) {
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let situation = triggerStage.triggerOn.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = j + '-' + 'triggerStage' + '-' + 'triggerOn' + '-' + k + '-' + m;
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newCondition(key, condition.code);
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}
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}
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for (let k = 0; k < triggerStage.triggerOff.situations.length; k++) {
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let situation = triggerStage.triggerOff.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = j + '-' + 'triggerStage' + '-' + 'triggerOff' + '-' + k + '-' + m;
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newCondition(key, condition.code);
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}
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}
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for (let k = 0; k < triggerStage.takePosition.situations.length; k++) {
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let situation = triggerStage.takePosition.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = j + '-' + 'triggerStage' + '-' + 'takePosition' + '-' + k + '-' + m;
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newCondition(key, condition.code);
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}
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}
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}
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let openStage = strategy.openStage
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if (openStage !== undefined) {
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let initialDefinition = openStage.initialDefinition
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if (initialDefinition !== undefined) {
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for (let p = 0; p < initialDefinition.stopLoss.phases.length; p++) {
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let phase = initialDefinition.stopLoss.phases[p];
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for (let k = 0; k < phase.situations.length; k++) {
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let situation = phase.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m;
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newCondition(key, condition.code);
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}
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}
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}
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for (let p = 0; p < initialDefinition.takeProfit.phases.length; p++) {
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let phase = initialDefinition.takeProfit.phases[p];
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for (let k = 0; k < phase.situations.length; k++) {
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let situation = phase.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + p + '-' + k + '-' + m;
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newCondition(key, condition.code);
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}
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}
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}
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}
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}
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let manageStage = strategy.manageStage
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if (manageStage !== undefined) {
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for (let p = 0; p < manageStage.stopLoss.phases.length; p++) {
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let phase = manageStage.stopLoss.phases[p];
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for (let k = 0; k < phase.situations.length; k++) {
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let situation = phase.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = j + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m;
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newCondition(key, condition.code);
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}
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}
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}
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for (let p = 0; p < manageStage.takeProfit.phases.length; p++) {
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let phase = manageStage.takeProfit.phases[p];
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for (let k = 0; k < phase.situations.length; k++) {
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let situation = phase.situations[k];
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = j + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + p + '-' + k + '-' + m;
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newCondition(key, condition.code);
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}
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}
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}
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}
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}
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function newCondition(key, code) {
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let condition;
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let value = false;
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try {
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value = eval(code);
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} catch (err) {
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/*
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One possible error is that the conditions references a .previous that is undefined. For this
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reason and others, we will simply set the value to false.
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*/
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value = false
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}
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condition = {
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key: key,
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value: value
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};
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conditions.set(condition.key, condition);
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if (condition.value) {
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conditionsArrayValues.push(1);
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} else {
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conditionsArrayValues.push(0);
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}
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}
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}
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function buildLRC(dataFile, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildLRC -> Entering function."); }
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