Update OrdersSimulations.js

This commit is contained in:
Luis Fernando Molina committed 2020-10-26 17:53:49 +01:00
1 parent 5012cf35e8
commit 589c8ddee5
1 file changed
+7 -2
@@ -68,6 +68,11 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
*/
switch (tradingEngineOrder.type) {
case 'Market Order': {
/*
The default value for the Actual Rate is the rate of the order.
*/
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value
/* Actual Rate is simulated based on the Session Paremeters */
let slippageAmount = tradingEngineOrder.rate.value * sessionParameters.slippage.config.positionRate / 100
if (slippageAmount !== 0) {
@@ -152,7 +157,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
if (tradingEngineOrder.orderStatistics.actualRate.value > tradingEngine.current.episode.candle.max.value) {
tradingSystem.warnings.push(
[
tradingSystemOrder.id,
tradingEngineOrder.orderStatistics.actualRate.id,
'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') too high. Changed to candle.max (' + tradingEngine.current.episode.candle.max.value + ')'
]
)
@@ -164,7 +169,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
if (tradingEngineOrder.orderStatistics.actualRate.value < tradingEngine.current.episode.candle.min.value) {
tradingSystem.warnings.push(
[
tradingSystemOrder.id,
tradingEngineOrder.orderStatistics.actualRate.id,
'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') too low. Changed to candle.min (' + tradingEngine.current.episode.candle.max.value + ')'
]
)