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