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more variable.

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Luis Fernando Molina committed 2020-05-19 15:05:25 +02:00
1 parent 86c85dabc0
commit 571b85bebe
2 files changed
+41 -68
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TradingBot.js
+4 -6
View File
@@ -183,10 +183,10 @@
record.amount + "," +
record.balanceA + "," +
record.balanceB + "," +
record.profit + "," +
record.accumulatedProfitLoss + "," +
record.lastTradeProfitLoss + "," +
record.stopLoss + "," +
record.roundtrips + "," +
record.tradesCount + "," +
record.hits + "," +
record.fails + "," +
record.hitRatio + "," +
@@ -197,7 +197,6 @@
record.positionRate + "," +
record.lastTradeROI + "," +
record.strategy + "," +
record.strategyStageNumber + "," +
record.takeProfit + "," +
record.stopLossPhase + "," +
record.takeProfitPhase + "," +
@@ -519,10 +518,10 @@
record.amount + "," +
record.balanceA + "," +
record.balanceB + "," +
record.profit + "," +
record.accumulatedProfitLoss + "," +
record.lastTradeProfitLoss + "," +
record.stopLoss + "," +
record.roundtrips + "," +
record.tradesCount + "," +
record.hits + "," +
record.fails + "," +
record.hitRatio + "," +
@@ -533,7 +532,6 @@
record.positionRate + "," +
record.lastTradeROI + "," +
record.strategy + "," +
record.strategyStageNumber + "," +
record.takeProfit + "," +
record.stopLossPhase + "," +
record.takeProfitPhase + "," +
TradingSimulation.js
+37 -62
View File
@@ -119,14 +119,15 @@
variable.balanceQuotedAsset = bot.VALUES_TO_USE.initialBalanceB
variable.lastTradeProfitLoss = 0
variable.lastTradeProfit = 0
variable.accumulatedProfitLoss = 0
variable.lastTradeROI = 0
variable.roundtrips = 0;
variable.fails = 0;
variable.hits = 0;
variable.periods = 0;
variable.positionPeriods = 0;
variable.tradesCount = 0
variable.fails = 0
variable.hits = 0
variable.periods = 0
variable.positionPeriods = 0
variable.days = 0
/* Usefull counters for conditions and formulas */
variable.distanceToLast = {
@@ -324,8 +325,8 @@
}
*/
periods++;
days = periods * timeFrame / ONE_DAY_IN_MILISECONDS;
variable.periods++;
variable.days = variable.periods * timeFrame / ONE_DAY_IN_MILISECONDS;
if (processingDailyFiles) {
@@ -338,7 +339,7 @@
controlLoop();
return
/* Note here that in the last candle of the first day or the second day it will use an incomplete candle and partially calculated indicators.
if we skip these two periods, then there will be a hole in the file since the last period will be missing. */
if we skip these two variable.periods, then there will be a hole in the file since the last period will be missing. */
}
}
@@ -1748,7 +1749,7 @@
variable.executionContext = {
status: "Taking Position",
periods: periods,
variable.periods: variable.periods,
}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Ready to create order."); }
@@ -1763,7 +1764,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> DEFAULT_OK_RESPONSE "); }
variable.executionContext = {
status: "In a Position",
periods: periods,
variable.periods: variable.periods,
amountA: amountA,
amountB: amountB,
orderId: order.id
@@ -1929,7 +1930,7 @@
variable.executionContext = {
status: "Closing Position",
periods: periods,
variable.periods: variable.periods,
}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> About to close position at the exchange."); }
@@ -1944,7 +1945,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> onOrderCreated -> DEFAULT_OK_RESPONSE "); }
variable.executionContext = {
status: "Position Closed",
periods: periods,
variable.periods: variable.periods,
amountA: amountA,
amountB: amountB,
orderId: order.id
@@ -1981,7 +1982,7 @@
function closePositionAtSimulation() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> closePositionAtSimulation -> Entering function."); }
roundtrips++;
variable.tradesCount++;
let feePaid = 0
@@ -2007,30 +2008,30 @@
variable.lastTradeProfitLoss = variable.balanceBaseAsset - variable.previousBalanceBaseAsset;
variable.lastTradeROI = variable.lastTradeProfitLoss * 100 / variable.tradePositionSize;
if (isNaN(lastTradeROI)) { variable.lastTradeROI = 0; }
variable.lastTradeProfit = variable.balanceBaseAsset - bot.VALUES_TO_USE.initialBalanceA;
variable.accumulatedProfitLoss = variable.balanceBaseAsset - bot.VALUES_TO_USE.initialBalanceA;
} else {
variable.lastTradeProfitLoss = variable.balanceQuotedAsset - variable.previousBalanceQuotedAsset;
variable.lastTradeROI = variable.lastTradeProfitLoss * 100 / variable.tradePositionSize;
if (isNaN(lastTradeROI)) { variable.lastTradeROI = 0; }
variable.lastTradeProfit = variable.balanceQuotedAsset - bot.VALUES_TO_USE.initialBalanceB;
variable.accumulatedProfitLoss = variable.balanceQuotedAsset - bot.VALUES_TO_USE.initialBalanceB;
}
variable.currentTrade.lastTradeROI = variable.lastTradeROI;
if (lastTradeProfitLoss > 0) {
hits++;
variable.hits++;
} else {
fails++;
variable.fails++;
}
if (baseAsset === bot.market.baseAsset) {
ROI = (bot.VALUES_TO_USE.initialBalanceA + variable.lastTradeProfit) / bot.VALUES_TO_USE.initialBalanceA - 1;
hitRatio = hits / roundtrips;
anualizedRateOfReturn = ROI / days * 365;
variable.ROI = (bot.VALUES_TO_USE.initialBalanceA + variable.accumulatedProfitLoss) / bot.VALUES_TO_USE.initialBalanceA - 1;
variable.hitRatio = variable.hits / variable.tradesCount;
variable.anualizedRateOfReturn = variable.ROI / variable.days * 365;
} else {
ROI = (bot.VALUES_TO_USE.initialBalanceB + variable.lastTradeProfit) / bot.VALUES_TO_USE.initialBalanceB - 1;
hitRatio = hits / roundtrips;
anualizedRateOfReturn = ROI / days * 365;
variable.ROI = (bot.VALUES_TO_USE.initialBalanceB + variable.accumulatedProfitLoss) / bot.VALUES_TO_USE.initialBalanceB - 1;
variable.hitRatio = variable.hits / variable.tradesCount;
variable.anualizedRateOfReturn = variable.ROI / variable.days * 365;
}
addRecord();
@@ -2089,30 +2090,6 @@
let message;
let simulationRecord;
let strategyStageNumber
switch (strategyStage) {
case 'No Stage': {
strategyStageNumber = 0
break
}
case 'Trigger Stage': {
strategyStageNumber = 1
break
}
case 'Open Stage': {
strategyStageNumber = 2
break
}
case 'Manage Stage': {
strategyStageNumber = 3
break
}
case 'Close Stage': {
strategyStageNumber = 4
break
}
}
if (balanceBaseAsset === Infinity) {
variable.balanceBaseAsset = Number.MAX_SAFE_INTEGER
}
@@ -2130,21 +2107,20 @@
amount: 1,
balanceA: variable.balanceBaseAsset,
balanceB: variable.balanceQuotedAsset,
profit: variable.lastTradeProfit,
accumulatedProfitLoss: variable.accumulatedProfitLoss,
lastTradeProfitLoss: variable.lastTradeProfitLoss,
stopLoss: variable.stopLoss,
roundtrips: roundtrips,
hits: hits,
fails: fails,
hitRatio: hitRatio,
ROI: ROI,
periods: periods,
days: days,
anualizedRateOfReturn: anualizedRateOfReturn,
tradesCount: variable.tradesCount,
hits: variable.hits,
fails: variable.fails,
hitRatio: variable.hitRatio,
ROI: variable.ROI,
periods: variable.periods,
days: variable.days,
anualizedRateOfReturn: variable.anualizedRateOfReturn,
positionRate: variable.tradePositionRate,
lastTradeROI: variable.lastTradeROI,
strategy: variable.strategyIndex,
strategyStageNumber: strategyStageNumber,
takeProfit: variable.takeProfit,
stopLossPhase: variable.stopLossPhase,
takeProfitPhase: variable.takeProfitPhase,
@@ -2172,7 +2148,6 @@
/* Prepare the information for the Conditions File */
conditionsArrayRecord.push(strategyIndex);
conditionsArrayRecord.push(strategyStageNumber);
conditionsArrayRecord.push(stopLossPhase);
conditionsArrayRecord.push(takeProfitPhase);
conditionsArrayRecord.push(conditionsArrayValues);
@@ -2215,7 +2190,7 @@
variable.currentTrade.end = candle.end
variable.currentTrade.endRate = candle.close
/* Here we will calculate the ongoing ROI */
/* Here we will calculate the ongoing variable.ROI */
if (baseAsset === bot.market.baseAsset) {
variable.currentTrade.lastTradeROI = (tradePositionRate - candle.close) / variable.tradePositionRate * 100
} else {
@@ -2297,12 +2272,12 @@
/* Next, we will remmeber this announcement was already done, so that it is not announced again in further processing of the same day. */
if (newAnnouncementRecord.periods !== undefined) {
newAnnouncementRecord.periods = periods
newAnnouncementRecord.periods = variable.periods
newAnnouncementRecord.value = value
} else {
newAnnouncementRecord = {
key: key,
periods: periods,
variable.periods: variable.periods,
value: value
}
variable.announcements.push(newAnnouncementRecord)