Merge pull request #516 from Luis-Fernando-Molina/develop

Contribution: Improvement on Errors, Warnings and Infor Plotting over the charts, to be time-frame independent.
2021-01-31 11:51:35 +01:00
commit 5b7d7d2689
@@ -1 +1 @@
-{"type":"Trading Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Trading","config":"{\n    \"codeName\": \"Trading\",\n    \"sessionRunWaitTime\": 5000,\n    \"retryWaitTime\": 10000,\n    \"framework\": {\n      \"name\": \"Low-Frequency-Trading-Process\"\n    }\n  }","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","project":"Superalgos","id":"ec8d74ba-a4ad-417a-b479-6bae95b8a1fe","savedPayload":{"position":{"x":24910.97457254189,"y":18457.46644293786},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"3ed03a02-381d-43fe-9faa-761728c53bd8"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","project":"Superalgos","id":"22b0af33-8c2f-4194-839b-affd18f298d5","savedPayload":{"position":{"x":24834.601232363748,"y":18490.07023931273},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"15f5b150-f1cf-403c-8cb9-2c7c4e1db8e8"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","project":"Superalgos","id":"23ab91ae-2e78-4993-bb69-855f69cef1ce","savedPayload":{"position":{"x":24753.53736157276,"y":18508.085329665024},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode 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+{"type":"Trading Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Trading","config":"{\n    \"codeName\": \"Trading\",\n    \"sessionRunWaitTime\": 5000,\n    \"retryWaitTime\": 10000,\n    \"framework\": {\n      \"name\": \"Low-Frequency-Trading-Process\"\n    }\n  }","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","project":"Superalgos","id":"ec8d74ba-a4ad-417a-b479-6bae95b8a1fe","savedPayload":{"position":{"x":24910.97457254189,"y":18457.46644293786},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"3ed03a02-381d-43fe-9faa-761728c53bd8"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","project":"Superalgos","id":"22b0af33-8c2f-4194-839b-affd18f298d5","savedPayload":{"position":{"x":24834.601232363748,"y":18490.07023931273},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"15f5b150-f1cf-403c-8cb9-2c7c4e1db8e8"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","project":"Superalgos","id":"23ab91ae-2e78-4993-bb69-855f69cef1ce","savedPayload":{"position":{"x":24753.53736157276,"y":18508.085329665024},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","project":"Superalgos","id":"d0a4515a-279d-4c27-8de2-168108861242","savedPayload":{"position":{"x":24670.543493063306,"y":18510.89823169951},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Candle","project":"Superalgos","id":"7fc80977-5b37-413e-8107-0a89a16e08b0","savedPayload":{"position":{"x":24588.445883487308,"y":18498.413155411115},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Candle","project":"Superalgos","id":"a6888750-1043-420c-9253-633e1399c5e4","savedPayload":{"position":{"x":24510.040268473647,"y":18471.05526509864},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Balances","project":"Superalgos","id":"0ad114df-f076-4a86-8c62-4c4a146da73c","savedPayload":{"position":{"x":24437.996657204443,"y":18429.756200904503},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Balances","project":"Superalgos","id":"04b51302-957d-4365-ad55-9f89d60e261c","savedPayload":{"position":{"x":24374.76840845468,"y":18375.922352927064},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFroLine truncated
@@ -64,43 +64,42 @@ exports.newSuperalgosBotModulesTradingSystem = function (processIndex) {

        tradingSystem.addError = function (errorDataArray) {
            /*
-            This function adds to the array of error info a rate based on the amount of items
-            already at the errors array. This rate will later help plotting the error at the
+            This function adds to the array of error info a rate.
+            This rate will later help plotting the error at the
            charts.
            */
-            let baseRate = tradingEngine.current.episode.candle.close.value
-            let rate = baseRate - baseRate * ((tradingSystem.errors.length + 1) + 0) / 100
+            let rate = tradingEngine.current.episode.candle.close.value
            errorDataArray.push(rate)
            tradingSystem.errors.push(errorDataArray)
        }

        tradingSystem.addWarning = function (warningDataArray) {
            /*
-            This function adds to the array of warning info a rate based on the amount of items
-            already at the warning array. This rate will later help plotting the warning at the
+            This function adds to the array of warning info a rate. 
+            This rate will later help plotting the warning at the
            charts.
            */
-            let baseRate = tradingEngine.current.episode.candle.close.value
-            let rate = baseRate + baseRate * ((tradingSystem.warnings.length + 1) + 0) / 100
+            let rate = tradingEngine.current.episode.candle.close.value
            warningDataArray.push(rate)
            tradingSystem.warnings.push(warningDataArray)
        }

        tradingSystem.addInfo = function (infoDataArray) {
            /*
-            This function adds to the array of warning info a rate based on the amount of items
-            already at the warning array. This rate will later help plotting the warning at the
+            This function adds to the array of warning info a rate. 
+            This rate will later help plotting the warning at the
            charts.
            */
-            let baseRate = tradingEngine.current.episode.candle.close.value
-            let rate = baseRate + baseRate * ((tradingSystem.infos.length + 1) + 0.5) / 100
+            let rate = tradingEngine.current.episode.candle.close.value
            infoDataArray.push(rate)
            tradingSystem.infos.push(infoDataArray)
        }

        function isItInside(elementWithTimestamp, elementWithBeginEnd) {
            /* 
-            The function is to allow in Conditions and Formulas to easily know when an element with timestamp (like the ones of single files) are inside the time range
+            The function is to allow in Conditions and Formulas to easily 
+            know when an element with timestamp (like the ones of 
+            single files) are inside the time range
            of an element with a time range, like a candle.
            */
            if (elementWithTimestamp.timestamp >= elementWithBeginEnd.begin && elementWithTimestamp.timestamp <= elementWithBeginEnd.end) {
@@ -151,16 +151,20 @@ function newPlotter() {
    function onMouseOver(event) {
        let userPosition = UI.projects.superalgos.utilities.dateRateTransformations.getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem)
        userPositionDate = userPosition.valueOf()
+        let rateRange = 10
+        if (productDefinition.referenceParent.config.rateRange !== undefined) {
+            rateRange = productDefinition.referenceParent.config.rateRange
+        }

        let minPositionPoint = {
            x: event.x,
-            y: event.y + 10
+            y: event.y + rateRange
        }
        minUserPositionRate = UI.projects.superalgos.utilities.dateRateTransformations.getRateFromPointAtBrowserCanvas(minPositionPoint, thisObject.container, coordinateSystem)

        let maxPositionPoint = {
            x: event.x,
-            y: event.y - 10
+            y: event.y - rateRange
        }
        maxUserPositionRate = UI.projects.superalgos.utilities.dateRateTransformations.getRateFromPointAtBrowserCanvas(maxPositionPoint, thisObject.container, coordinateSystem)
    }
@@ -530,9 +534,26 @@ function newPlotter() {
                                    position determined by rateInArrayIndex
                                    */
                                    let rateArray = record[ratePropertyName]
+                                    let rateInRange = false
                                    for (let i = 0; i < rateArray.length; i++) {
                                        let rateArrayItem = rateArray[i]
+                                        /* 
+                                        Here we will take the rate for this array item and we will apply the offset
+                                        rules defined at the Plotter Module Config for this kind of sitiations.
+                                        */
                                        let rate = rateArrayItem[productDefinition.referenceParent.config.rateInArrayAtIndex]
+                                        let point = {
+                                            x: 0,
+                                            y: rate
+                                        }
+                                        point = coordinateSystem.transformThisPoint(point)
+                                        point = UI.projects.superalgos.utilities.coordinateTransformations.transformThisPoint(point, container)
+                                        point.y =
+                                            point.y -
+                                            productDefinition.referenceParent.config.rateOffsetBasedOnArrayIndex * i -
+                                            productDefinition.referenceParent.config.rateOffset
+                                        rate = UI.projects.superalgos.utilities.dateRateTransformations.getRateFromPointAtBrowserCanvas(point, thisObject.container, coordinateSystem)
+
                                        /*
                                        We will try to find at which record is the mouse pointer close enough.
                                        */
@@ -541,17 +562,21 @@ function newPlotter() {
                                            We store the index found here so as to enable whoever receives this 
                                            record to know which record the user is pointing at.
                                            */
+                                            DEBUG.variable1 = 'i: ' + i
                                            record.rateIndex = i
                                            currentRecordChanged()
+                                            rateInRange = true
                                            break
                                        }
                                    }
-                                    /*
-                                    If the User is not pointing to a rate in particular we are still going
-                                    to raise the event but without a rateindex property
-                                    */
-                                    record.rateIndex = undefined
-                                    currentRecordChanged()
+                                    if (rateInRange === false) {
+                                        /*
+                                        If the User is not pointing to a rate in particular we are still going
+                                        to raise the event but without a rateindex property
+                                        */
+                                        record.rateIndex = undefined
+                                        currentRecordChanged()
+                                    }
                                } else {
                                    /* 
                                    Current Record depends that the mouse pointer is within a range close enought to the rate 
@@ -306,8 +306,6 @@ function newFloatingLayer() {
                /* This function makes all the calculations to apply phisycs on all visible floatingObjects in this layer. */

                try {
-                    DEBUG.variable1 = 'Invisible Floating Objets: ' + invisibleFloatingObjects.length
-                    DEBUG.variable2 = 'Visible Floating Objets: ' + visibleFloatingObjects.length

                    if (UI.projects.superalgos.spaces.floatingSpace.settings.physics !== true) {return}