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Manage and Close Stages now Optional

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Luis Fernando Molina committed 2020-12-04 10:43:55 +01:00
1 parent 2fa93eab03
commit 5280777a6c
2 files changed
+57 -31
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Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js
+54 -31
View File
@@ -12,6 +12,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
runOpenStage: runOpenStage,
runManageStage: runManageStage,
runCloseStage: runCloseStage,
exitPositionValidation: exitPositionValidation,
updateEnds: updateEnds,
resetTradingEngineDataStructure: resetTradingEngineDataStructure,
updateCounters: updateCounters,
@@ -388,6 +389,16 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
runWhenStatusIsOpen()
function runWhenStatusIsOpening() {
/*
The system allows the user not to define a Manage Stage, because the Manage Stage is optional.
Here we are goint to see if that is the case and if it is, we will inmidiatelly consider
the Manage Stage as closed.
*/
if (tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value].manageStage === undefined) {
changeStageStatus('Manage Stage', 'Closed', 'Manage Stage Undefined')
changeStageStatus('Close Stage', 'Opening')
return
}
/* Opening Status Procedure */
if (tradingEngine.current.strategyManageStage.status.value === 'Opening') {
@@ -754,6 +765,15 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
await runWhenStatusIsOpen()
function runWhenStatusIsOpening() {
/*
The system allows the user not to define a close stage, because the close stage is optional.
Here we are goint to see if that is the case and if it is, we will inmidiatelly consider
the close stage as closed.
*/
if (tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value].closeStage === undefined) {
changeStageStatus('Close Stage', 'Closed', 'Close Stage Undefined')
return
}
/* Opening Status Procedure */
if (tradingEngine.current.strategyCloseStage.status.value === 'Opening') {
/*
@@ -780,7 +800,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingEngine.current.strategyCloseStage.status.value === 'Open' &&
(
tradingEngine.current.strategyOpenStage.status.value === 'Closed' ||
tradingEngine.current.strategyOpenStage.status.value == tradingEngine.current.strategyOpenStage.status.config.initialValue
tradingEngine.current.strategyOpenStage.status.value === tradingEngine.current.strategyOpenStage.status.config.initialValue
)
) {
/*
@@ -800,36 +820,6 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
checkIfStageNeedsToBeClosed(tradingEngineStage, tradingSystemStage, 'Close Stage')
}
/*
Exit Position Validation: we need al the previous stages to be either closed
or at their initial default value. The last is becasue after Closed objects are
initialized to their defualts.
*/
if (
(
tradingEngine.current.strategyTriggerStage.status.value === 'Closed' ||
tradingEngine.current.strategyTriggerStage.status.value === tradingEngine.current.strategyTriggerStage.status.config.initialValue
)
&&
(
tradingEngine.current.strategyOpenStage.status.value === 'Closed' ||
tradingEngine.current.strategyOpenStage.status.value === tradingEngine.current.strategyOpenStage.status.config.initialValue
)
&&
(
tradingEngine.current.strategyManageStage.status.value === 'Closed' ||
tradingEngine.current.strategyManageStage.status.value === tradingEngine.current.strategyManageStage.status.config.initialValue
)
&&
(
tradingEngine.current.strategyCloseStage.status.value === 'Closed'
)
) {
/* Closing Everything now. */
closePositionAndStrategy()
}
}
function initializeStageTargetSize() {
@@ -875,6 +865,39 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
}
}
function exitPositionValidation() {
/*
Exit Position Validation: we need al the previous stages to be either closed
or at their initial default value. The last is becasue after Closed objects are
initialized to their defualts.
*/
if (tradingEngine.current.position.status.value !== 'Open') { return }
if (
(
tradingEngine.current.strategyTriggerStage.status.value === 'Closed' ||
tradingEngine.current.strategyTriggerStage.status.value === tradingEngine.current.strategyTriggerStage.status.config.initialValue
)
&&
(
tradingEngine.current.strategyOpenStage.status.value === 'Closed' ||
tradingEngine.current.strategyOpenStage.status.value === tradingEngine.current.strategyOpenStage.status.config.initialValue
)
&&
(
tradingEngine.current.strategyManageStage.status.value === 'Closed' ||
tradingEngine.current.strategyManageStage.status.value === tradingEngine.current.strategyManageStage.status.config.initialValue
)
&&
(
tradingEngine.current.strategyCloseStage.status.value === 'Closed'
)
) {
/* Closing Everything now. */
closePositionAndStrategy()
}
}
function checkIfStageNeedsToBeClosed(tradingEngineStage, tradingSystemStage, stageName) {
/*
The Stage is closed when the fillSize + feesPaid reaches the targetSize.
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js
+3
View File
@@ -153,6 +153,9 @@ exports.newSuperalgosBotModulesTradingSystem = function (processIndex, tradingEn
/* Run the Close Stage */
await tradingStagesModuleObject.runCloseStage()
/* Validation if we need to exit the position */
tradingStagesModuleObject.exitPositionValidation()
tradingStagesModuleObject.cycleBasedStatistics()
} catch (err) {