Timeline Charts Order Inverted
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Luis Fernando Molina committed
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commit
5c18a1a976
4 files changed
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@@ -89,7 +89,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
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tradingSystem.warnings.push(
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[
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sessionParameters.slippage.id,
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[sessionParameters.slippage.id, tradingEngineOrder.rate.id, tradingEngineOrder.orderStatistics.actualRate.id],
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'slippage.config.positionRate Slippage Amount (' + slippageAmount + ') substracted from Order Rate (' + tradingEngineOrder.rate.value + ') to get the Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ')'
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]
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)
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@@ -101,7 +101,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
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tradingSystem.warnings.push(
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[
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sessionParameters.slippage.id,
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[sessionParameters.slippage.id, tradingEngineOrder.rate.id, tradingEngineOrder.orderStatistics.actualRate.id],
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'slippage.config.positionRate Slippage Amount (' + slippageAmount + ') added to Order Rate (' + tradingEngineOrder.rate.value + ') to get the Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ')'
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]
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)
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@@ -136,7 +136,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
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tradingSystem.warnings.push(
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[
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tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula.id,
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'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') replaced by this Formula value (' + newValue + ')'
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'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') calculated with this Formula (' + newValue + ')'
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]
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)
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tradingEngineOrder.orderStatistics.actualRate.value = newValue
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@@ -163,7 +163,7 @@ 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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tradingEngineOrder.orderStatistics.actualRate.id,
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[tradingEngineOrder.orderStatistics.actualRate.id, tradingEngine.current.episode.candle.max.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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@@ -175,7 +175,7 @@ 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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tradingEngineOrder.orderStatistics.actualRate.id,
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[tradingEngineOrder.orderStatistics.actualRate.id, tradingEngine.current.episode.candle.min.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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@@ -262,7 +262,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
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if (tradingEngineOrder.orderBaseAsset.size.value <= 0) {
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tradingSystem.warnings.push(
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[
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tradingEngineOrder.orderBaseAsset.size.id,
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[tradingEngineOrder.orderBaseAsset.size.id, tradingSystemOrder.id],
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'Could not open this order because its size is zero.'
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]
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)
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@@ -272,7 +272,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
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if (tradingEngineOrder.orderQuotedAsset.size.value <= 0) {
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tradingSystem.warnings.push(
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[
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tradingEngineOrder.orderQuotedAsset.size.id,
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[tradingEngineOrder.orderQuotedAsset.size.id, tradingSystemOrder.id ],
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'Could not open this order because its size is zero.'
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]
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)
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@@ -284,13 +284,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
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if (result !== true) {
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tradingSystem.warnings.push(
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[
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tradingSystemOrder.id,
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'Could not open this order because something failed placing the order at the Exchange.'
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]
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)
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tradingSystem.warnings.push(
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[
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tradingEngineOrder.id,
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[tradingSystemOrder.id, tradingEngineOrder],
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'Could not open this order because something failed placing the order at the Exchange.'
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]
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)
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@@ -396,7 +390,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
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tradingSystem.warnings.push(
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[
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tradingEngineStage.stageBaseAsset.targetSize.id,
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[tradingEngineStage.stageBaseAsset.targetSize.id, tradingEngineOrder.orderBaseAsset.size.id, tradingEngineStage.stageBaseAsset.sizePlaced.id],
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'Order size (' + previousValue + ') shrinked (' + tradingEngineOrder.orderBaseAsset.size.value + ') so that the Size Placed (' + tradingEngineStage.stageBaseAsset.sizePlaced.value + ') does not exceed the Target Size (' + tradingEngineStage.stageBaseAsset.targetSize.value + ') for the stage.'
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]
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)
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@@ -423,7 +417,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
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tradingSystem.warnings.push(
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[
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tradingEngineStage.stageQuotedAsset.targetSize.id,
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[tradingEngineStage.stageQuotedAsset.targetSize.id, tradingEngineOrder.orderQuotedAsset.size.id, tradingEngineStage.stageQuotedAsset.sizePlaced.id],
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'Order size (' + previousValue + ') shrinked (' + tradingEngineOrder.orderQuotedAsset.size.value + ') so that the Size Placed (' + tradingEngineStage.stageQuotedAsset.sizePlaced.value + ') does not exceed the Target Size (' + tradingEngineStage.stageQuotedAsset.targetSize.value + ') for the stage.'
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]
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)
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@@ -529,7 +523,8 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
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if (order === undefined) {
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tradingSystem.warnings.push(
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[
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tradingSystemOrder.id, 'Could not verify the status of this order at the exchange.'
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[tradingSystemOrder.id, tradingEngineOrder.id],
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'Could not verify the status of this order at the exchange.'
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]
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)
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return false
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@@ -907,7 +902,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
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if (order === undefined) {
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tradingSystem.warnings.push(
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[
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tradingSystemOrder.id,
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[tradingSystemOrder.id, tradingEngineOrder.id],
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'Could not verify the status of this order at the exchange, and syncronize the accounting.'
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]
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)
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