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Merge pull request #182 from Superalgos/develop

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bug fixed when drag started over charts
This commit is contained in:
Luis Fernando Molina authored and GitHub committed 2020-04-02 12:18:20 +02:00
2 parents 2492ca2349 55342ef967
commit 5d27dc9c1c
17 files changed
+176 -221
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AppSchema.json
+45 -18
View File
@@ -3570,14 +3570,6 @@
"relatedUiObject": "Strategy",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Add UI Object",
"disableIfPropertyIsDefined": true,
"propertyToCheckFor": "parameters",
"label": "Add Parameters",
"relatedUiObject": "Parameters",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
@@ -3605,12 +3597,6 @@
"type": "array",
"childType": "Strategy",
"autoAdd": true
},
{
"name": "parameters",
"type": "node",
"childType": "Parameters",
"autoAdd": true
}
],
"propertyNameAtParent": "tradingSystem"
@@ -3680,6 +3666,12 @@
"relatedUiObject": "Trigger Stage",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Add UI Object",
"label": "Add Announcement",
"relatedUiObject": "Announcement",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
@@ -3714,6 +3706,11 @@
"type": "node",
"childType": "Take Position Event",
"autoAdd": true
},
{
"name": "announcements",
"type": "array",
"childType": "Announcement"
}
],
"propertyNameAtParent": "triggerStage"
@@ -3879,6 +3876,12 @@
"relatedUiObject": "Open Execution",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Add UI Object",
"label": "Add Announcement",
"relatedUiObject": "Announcement",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
@@ -3907,6 +3910,11 @@
"type": "node",
"childType": "Open Execution",
"autoAdd": true
},
{
"name": "announcements",
"type": "array",
"childType": "Announcement"
}
],
"propertyNameAtParent": "openStage"
@@ -4325,6 +4333,12 @@
"relatedUiObject": "Manage Stage",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Add UI Object",
"label": "Add Announcement",
"relatedUiObject": "Announcement",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
@@ -4353,6 +4367,11 @@
"type": "node",
"childType": "Take Profit",
"autoAdd": true
},
{
"name": "announcements",
"type": "array",
"childType": "Announcement"
}
],
"propertyNameAtParent": "manageStage"
@@ -4369,6 +4388,12 @@
"relatedUiObject": "Close Execution",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Add UI Object",
"label": "Add Announcement",
"relatedUiObject": "Announcement",
"actionFunction": "payload.onMenuItemClick"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
@@ -4391,6 +4416,11 @@
"type": "node",
"childType": "Close Execution",
"autoAdd": true
},
{
"name": "announcements",
"type": "array",
"childType": "Announcement"
}
],
"propertyNameAtParent": "closeStage"
@@ -4523,11 +4553,8 @@
},
"addLeftIcons": true,
"level": 4,
"referenceAttachesTo": {
"compatibleTypes": "->Telegram Bot->"
},
"chainAttachesTo": {
"compatibleTypes": "->Trigger On Event->Trigger Off Event->Take Position Event->Next Phase Event->Phase->"
"compatibleTypes": "->Trigger On Event->Trigger Off Event->Take Position Event->Next Phase Event->Phase->Trigger Stage->Open Stage->Manage Stage->Close Stage->"
},
"properties": [
{
CanvasApp/ChartingSpace/CoordinateSystem.js
+14 -10
View File
@@ -19,6 +19,10 @@ function newCoordinateSystem () {
autoMaxXScale: true,
autoMinYScale: true,
autoMaxYScale: true,
HORIZONTAL_MARGIN_FACTOR: 0.80,
VERTICAL_MARGIN_FACTOR: 0.90,
HORIZONTAL_MARGIN_INVERSE_FACTOR: 0.20,
VERTICAL_MARGIN_INVERSE_FACTOR: 0.10,
physics: physics,
reportXValue: reportXValue,
reportYValue: reportYValue,
@@ -193,8 +197,8 @@ function newCoordinateSystem () {
}
function recalculateScale (event) {
thisObject.scale.x = thisObject.maxWidth / (thisObject.max.x - thisObject.min.x)
thisObject.scale.y = thisObject.maxHeight / (thisObject.max.y - thisObject.min.y)
thisObject.scale.x = thisObject.maxWidth * thisObject.HORIZONTAL_MARGIN_FACTOR / (thisObject.max.x - thisObject.min.x)
thisObject.scale.y = thisObject.maxHeight * thisObject.VERTICAL_MARGIN_FACTOR / (thisObject.max.y - thisObject.min.y)
thisObject.eventHandler.raiseEvent('Scale Changed', event)
}
@@ -230,8 +234,8 @@ function newCoordinateSystem () {
*/
point = {
x: (point.x - thisObject.min.x) * thisObject.scale.x,
y: thisObject.maxHeight - (point.y - thisObject.min.y) * thisObject.scale.y
x: (point.x - thisObject.min.x) * thisObject.scale.x + thisObject.maxWidth * thisObject.HORIZONTAL_MARGIN_INVERSE_FACTOR / 2,
y: thisObject.maxHeight - (point.y - thisObject.min.y) * thisObject.scale.y - thisObject.maxHeight * thisObject.VERTICAL_MARGIN_INVERSE_FACTOR / 2
}
return point
@@ -239,8 +243,8 @@ function newCoordinateSystem () {
function transformThisPoint2 (point) {
point = {
x: (point.x - thisObject.min.x) * thisObject.scale.x,
y: (thisObject.maxHeight - point.y - thisObject.min.y) * thisObject.scale.y
x: (point.x - thisObject.min.x) * thisObject.scale.x + thisObject.maxWidth * thisObject.HORIZONTAL_MARGIN_INVERSE_FACTOR / 2,
y: (thisObject.maxHeight - point.y - thisObject.min.y) * thisObject.scale.y - thisObject.maxHeight * thisObject.VERTICAL_MARGIN_INVERSE_FACTOR / 2
}
return point
@@ -248,8 +252,8 @@ function newCoordinateSystem () {
function unInverseTransform (point, inverseY) {
point = {
x: (point.x / thisObject.scale.x) + thisObject.min.x,
y: (inverseY - point.y) / thisObject.scale.y + thisObject.min.y
x: ((point.x - thisObject.maxWidth * thisObject.HORIZONTAL_MARGIN_INVERSE_FACTOR / 2) / thisObject.scale.x) + thisObject.min.x,
y: (inverseY * thisObject.VERTICAL_MARGIN_FACTOR - point.y + thisObject.maxHeight * thisObject.VERTICAL_MARGIN_INVERSE_FACTOR / 2) / thisObject.scale.y + thisObject.min.y
}
return point
@@ -257,8 +261,8 @@ function newCoordinateSystem () {
function inverseTransformUncappedY (point, inverseY) {
point = {
x: (point.x - thisObject.min.x) * thisObject.scale.x,
y: (inverseY - point.y) * thisObject.scale.y
x: (point.x - thisObject.min.x) * thisObject.scale.x + thisObject.maxWidth * thisObject.HORIZONTAL_MARGIN_INVERSE_FACTOR / 2,
y: (inverseY * thisObject.VERTICAL_MARGIN_FACTOR - point.y) * thisObject.scale.y - thisObject.maxHeight * thisObject.VERTICAL_MARGIN_INVERSE_FACTOR / 2
}
return point
CanvasApp/ChartingSpace/EdgeEditor.js
+7 -2
View File
@@ -186,24 +186,28 @@ function newEdgeEditor () {
const STEP = 10
if (event.shiftKey === false && event.ctrlKey === false && event.code === 'ArrowLeft') {
onDragStarted(event)
thisObject.container.frame.position.x = thisObject.container.frame.position.x + STEP
whatHappened = 'left or right arrow key pressed'
return
}
if (event.shiftKey === false && event.ctrlKey === false && event.code === 'ArrowRight') {
onDragStarted(event)
thisObject.container.frame.position.x = thisObject.container.frame.position.x - STEP
whatHappened = 'left or right arrow key pressed'
return
}
if (event.shiftKey === false && event.ctrlKey === false && event.code === 'ArrowUp') {
onDragStarted(event)
thisObject.container.frame.position.y = thisObject.container.frame.position.y + STEP
whatHappened = 'up or down arrow key pressed'
return
}
if (event.shiftKey === false && event.ctrlKey === false && event.code === 'ArrowDown') {
onDragStarted(event)
thisObject.container.frame.position.y = thisObject.container.frame.position.y - STEP
whatHappened = 'up or down arrow key pressed'
return
@@ -268,6 +272,7 @@ function newEdgeEditor () {
}
function draggingPhysics () {
if (coordinateSystemWhenDragStarted === undefined) { return }
if (thisObject.container.frame.position.x === 0 && thisObject.container.frame.position.y === 0) { return }
let mouseNoZoom = canvas.chartingSpace.viewport.unTransformThisPoint(mouse.position)
@@ -324,7 +329,7 @@ function newEdgeEditor () {
break
case 'left or right arrow key pressed': {
let point = {
x: -dragVector.x,
x: -dragVector.x + thisObject.container.frame.width * coordinateSystem.HORIZONTAL_MARGIN_INVERSE_FACTOR / 2,
y: 0
}
@@ -342,7 +347,7 @@ function newEdgeEditor () {
case 'up or down arrow key pressed': {
let point = {
x: 0,
y: -dragVector.y
y: -dragVector.y + thisObject.container.frame.height * coordinateSystem.VERTICAL_MARGIN_INVERSE_FACTOR / 2
}
let newMaxRate = getRateFromPointAtContainer(point, thisObject.container.parentContainer, coordinateSystem)
CanvasApp/Container.js
+1 -1
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@@ -1,7 +1,7 @@
function newContainer () {
let thisObject = {
id: Math.trunc(Math.random() * 10000000),
id: newUniqueId(),
type: 'Rectangle',
frame: undefined,
eventHandler: undefined,
CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js
+3 -3
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@@ -37,7 +37,7 @@ function newSessionFunctions () {
'Exchange Account Asset->Asset->' +
'Strategy->' +
'Trigger Stage->Trigger On Event->Trigger Off Event->Take Position Event->' +
'Announcement->Telegram Bot->' +
'Announcement->Formula->' +
'Open Stage->Initial Definition->Open Execution->' +
'Position Size->Position Rate->Formula->' +
'Initial Stop->Initial Take Profit->' +
@@ -45,8 +45,8 @@ function newSessionFunctions () {
'Stop->Take Profit->' +
'Phase->Formula->Next Phase Event->' +
'Situation->Condition->Javascript Code->' +
'Announcement->Telegram Bot->Formula->' +
'Close Stage->Close Execution->'
'Close Stage->Close Execution->' +
'Announcement->Formula->'
let tradingSystem = functionLibraryProtocolNode.getProtocolNode(node.payload.referenceParent, false, true, true, false, false, lightingPath)
CanvasApp/EventHandler.js
+1 -1
View File
@@ -17,7 +17,7 @@ function newEventHandler () {
}
function listenToEvent (eventType, handler, extraData) {
let eventSubscriptionId = Math.trunc(Math.random() * 1000000)
let eventSubscriptionId = newUniqueId()
eventHandlers.push([eventType, handler, extraData, eventSubscriptionId])
return eventSubscriptionId
}
CanvasApp/FloatingSpace/UiObjectTitle.js
+16 -2
View File
@@ -12,6 +12,7 @@ function newUiObjectTitle () {
editMode: undefined,
container: undefined,
payload: undefined,
isDefault: undefined,
enterEditMode: enterEditMode,
exitEditMode: exitEditMode,
physics: physics,
@@ -81,6 +82,19 @@ function newUiObjectTitle () {
}
function physics () {
inheritancePhysics()
defaultPhysics()
}
function defaultPhysics () {
if (thisObject.payload.title !== 'New ' + thisObject.payload.node.type && thisObject.payload.title !== 'My ' + thisObject.payload.node.type) {
thisObject.isDefault = false
} else {
thisObject.isDefault = true
}
}
function inheritancePhysics () {
if (thisObject.payload.title === undefined) { return }
/* It is possible to override the default title by setting the APP SCHEMA property 'title' */
@@ -255,7 +269,7 @@ function newUiObjectTitle () {
}
function draw () {
if (thisObject.isOnFocus === true || thisObject.allwaysVisible === true) {
if (thisObject.isOnFocus === true || thisObject.allwaysVisible === true || thisObject.isDefault === false) {
if (thisObject.payload.uiObject.codeEditor !== undefined) {
if (thisObject.payload.uiObject.codeEditor.visible !== true) {
drawTitleBackground()
@@ -291,7 +305,7 @@ function newUiObjectTitle () {
let fontSize = thisObject.payload.floatingObject.currentFontSize
let label
if (radius > 6 && (thisObject.isOnFocus === true || thisObject.allwaysVisible === true)) {
if (radius > 6 && (thisObject.isOnFocus === true || thisObject.allwaysVisible === true || thisObject.isDefault === false)) {
browserCanvasContext.strokeStyle = thisObject.payload.floatingObject.labelStrokeStyle
browserCanvasContext.font = fontSize + 'px ' + UI_FONT.PRIMARY
CanvasApp/Scales/AutoScaleButton.js
+17 -5
View File
@@ -85,10 +85,10 @@ function newAutoScaleButton () {
currentStatus = 2
}
if (thisObject.autoMinScale === false && thisObject.autoMaxScale === true) {
currentStatus = 3
currentStatus = 4
}
if (thisObject.autoMinScale === true && thisObject.autoMaxScale === true) {
currentStatus = 4
currentStatus = 6
}
}
function onMouseWheel (event) {
@@ -100,8 +100,8 @@ function newAutoScaleButton () {
delta = 1
}
currentStatus = currentStatus + delta
if (currentStatus === 5) { currentStatus = 1 }
if (currentStatus === 0) { currentStatus = 4 }
if (currentStatus === 7) { currentStatus = 1 }
if (currentStatus === 0) { currentStatus = 6 }
switch (currentStatus) {
case 1: {
@@ -118,11 +118,23 @@ function newAutoScaleButton () {
}
case 3: {
thisObject.autoMinScale = false
thisObject.autoMaxScale = true
thisObject.autoMaxScale = false
update()
return
}
case 4: {
thisObject.autoMinScale = false
thisObject.autoMaxScale = true
update()
return
}
case 5: {
thisObject.autoMinScale = false
thisObject.autoMaxScale = false
update()
return
}
case 6: {
thisObject.autoMinScale = true
thisObject.autoMaxScale = true
update()
CanvasApp/Spaces/PanelsSpace.js
+1 -1
View File
@@ -71,7 +71,7 @@ function newPanelsSpace () {
panel.owner = pOwner
thisObject.panels.push(panel)
panel.handle = Math.floor((Math.random() * 10000000) + 1)
panel.handle = newUniqueId()
return panel.handle
}
Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js
+1 -1
View File
@@ -582,7 +582,7 @@
let digit = record.begin.toFixed(0).substring(7,8)
let positionY = recordPoint3.y - (recordPoint3.y - recordPoint1.y) / 2 + (Number(digit) * 10 - 50)
if (canvas.chartingSpace.viewport.zoomLevel >= ZOOM_OUT_THRESHOLD_FOR_HIDDING_CHARTS_LABELS) {
if (record.triggerOnSituation !== "My Situation") {
if (record.triggerOnSituation !== "New Situation") {
printLabel(record.triggerOnSituation, recordPoint1.x + 5, positionY, '1', 12);
}
}
Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js
+1 -1
View File
@@ -522,7 +522,7 @@
let line1 = '';
let line2 = '';
if (line0 === 'My Situation') {
if (line0 === 'New Situation') {
line0 = ''
}
Super-Scripts/Superalgos.json
+1 -1
View File
@@ -1 +1 @@
{"type":"Super Scripts","name":"Superalgos","code":"{ \n\"codeName\": \"Superalgos\"\n}","scriptsLibrary":{"type":"Scripts Library","name":"New Scripts Library","masterScripts":[{"type":"Master Script","name":"Setup Market","templateScripts":[{"type":"Template Script","name":"Install Single Market Data","templateStructure":{"type":"Template Structure","name":"New Template Structure","singleMarketData":{"type":"Single Market Data","name":"","dataProducts":[{"type":"Data Product","name":"Candles","id":"24c5f795-acf3-43c3-99ee-ddb521b082f4","savedPayload":{"position":{"x":39921.72808500414,"y":29011.239540561746},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles","id":"fe6065ec-4d2d-47a0-bae0-8647f0e195d7"}}},{"type":"Data Product","name":"Volumes","id":"204ec959-0861-486a-aa2a-276dbf48f775","savedPayload":{"position":{"x":39899.18996162789,"y":28906.437038861084},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Volumes","id":"1a366aef-efef-470e-88e0-2a6fbe4dd91f"}}},{"type":"Data Product","name":"Candle-Stairs","id":"90ee9733-ab7e-41a0-ac78-4a7661a27017","savedPayload":{"position":{"x":39894.34302782561,"y":28800.15900804723},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candle-Stairs","id":"642474e9-da61-4168-97dc-7f7869bebc02"}}},{"type":"Data Product","name":"Volume-Stairs","id":"9ade8e93-9071-422b-8cce-7a50d6dad739","savedPayload":{"position":{"x":39907.122112782716,"y":28694.36575210638},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Volume-Stairs","id":"846e9572-c4d6-4c7e-942e-c82402c5ecea"}}},{"type":"Data Product","name":"Bollinger Bands","id":"b5ef2cf7-3d35-45ec-848c-31970b59c04e","savedPayload":{"position":{"x":39937.14551746402,"y":28592.151020182675},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Bands","id":"29088877-8d63-4217-8d34-8742afc262f4"}}},{"type":"Data Product","name":"Percentage Bandwidth","id":"1c3881ca-24b3-4cc9-b16b-9db7aa2b4c24","savedPayload":{"position":{"x":39983.58525246108,"y":28496.28744561276},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Percentage Bandwidth","id":"3b7885a0-cd72-4a3f-a38b-3dc8c47bd068"}}},{"type":"Data Product","name":"Bollinger Channels Objects","id":"92eec33b-86be-4b73-899f-e9550f7b0df3","savedPayload":{"position":{"x":40045.170879966965,"y":28409.383052281606},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Channels Objects","id":"1f111f72-624f-4166-9f99-ab8d785d5267"}}},{"type":"Data Product","name":"Bollinger Sub-Channels Objects","id":"4b69df71-9091-4d22-9b0d-571304297033","savedPayload":{"position":{"x":40120.220836442306,"y":28333.805138252766},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Sub-Channels Objects","id":"080c87fc-4546-4482-ab11-180a33f6d9ab"}}},{"type":"Data Product","name":"Popular SMAs","id":"8a5f7e27-9ca5-4d6e-b6b9-2d6cbdda8040","savedPayload":{"position":{"x":40206.68717504581,"y":28271.61367628522},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Popular SMAs","id":"4029d5bf-a8ad-4d80-b874-2af506e0ab34"}}},{"type":"Data Product","name":"Base7 SMAs","id":"ccd9c3fd-3382-4fea-8798-a29b04efc09e","savedPaLine truncated
{"type":"Super Scripts","name":"Superalgos","code":"{ \n\"codeName\": \"Superalgos\"\n}","scriptsLibrary":{"type":"Scripts Library","name":"New Scripts Library","masterScripts":[{"type":"Master Script","name":"Setup Market","templateScripts":[{"type":"Template Script","name":"Install Single Market Data","templateStructure":{"type":"Template Structure","name":"New Template Structure","singleMarketData":{"type":"Single Market Data","name":"","dataProducts":[{"type":"Data Product","name":"Candles","id":"24c5f795-acf3-43c3-99ee-ddb521b082f4","savedPayload":{"position":{"x":39921.72808500414,"y":29011.239540561746},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles","id":"fe6065ec-4d2d-47a0-bae0-8647f0e195d7"}}},{"type":"Data Product","name":"Volumes","id":"204ec959-0861-486a-aa2a-276dbf48f775","savedPayload":{"position":{"x":39899.18996162789,"y":28906.437038861084},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Volumes","id":"1a366aef-efef-470e-88e0-2a6fbe4dd91f"}}},{"type":"Data Product","name":"Candle-Stairs","id":"90ee9733-ab7e-41a0-ac78-4a7661a27017","savedPayload":{"position":{"x":39894.34302782561,"y":28800.15900804723},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candle-Stairs","id":"642474e9-da61-4168-97dc-7f7869bebc02"}}},{"type":"Data Product","name":"Volume-Stairs","id":"9ade8e93-9071-422b-8cce-7a50d6dad739","savedPayload":{"position":{"x":39907.122112782716,"y":28694.36575210638},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Volume-Stairs","id":"846e9572-c4d6-4c7e-942e-c82402c5ecea"}}},{"type":"Data Product","name":"Bollinger Bands","id":"b5ef2cf7-3d35-45ec-848c-31970b59c04e","savedPayload":{"position":{"x":39937.14551746402,"y":28592.151020182675},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Bands","id":"29088877-8d63-4217-8d34-8742afc262f4"}}},{"type":"Data Product","name":"Percentage Bandwidth","id":"1c3881ca-24b3-4cc9-b16b-9db7aa2b4c24","savedPayload":{"position":{"x":39983.58525246108,"y":28496.28744561276},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Percentage Bandwidth","id":"3b7885a0-cd72-4a3f-a38b-3dc8c47bd068"}}},{"type":"Data Product","name":"Bollinger Channels Objects","id":"92eec33b-86be-4b73-899f-e9550f7b0df3","savedPayload":{"position":{"x":40045.170879966965,"y":28409.383052281606},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Channels Objects","id":"1f111f72-624f-4166-9f99-ab8d785d5267"}}},{"type":"Data Product","name":"Bollinger Sub-Channels Objects","id":"4b69df71-9091-4d22-9b0d-571304297033","savedPayload":{"position":{"x":40120.220836442306,"y":28333.805138252766},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Sub-Channels Objects","id":"080c87fc-4546-4482-ab11-180a33f6d9ab"}}},{"type":"Data Product","name":"Popular SMAs","id":"8a5f7e27-9ca5-4d6e-b6b9-2d6cbdda8040","savedPayload":{"position":{"x":40206.68717504581,"y":28271.61367628522},"targetPosition":{"x":40538.570141254444,"y":28824.318034921434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Popular SMAs","id":"4029d5bf-a8ad-4d80-b874-2af506e0ab34"}}},{"type":"Data Product","name":"Base7 SMAs","id":"ccd9c3fd-3382-4fea-8798-a29b04efc09e","savedPaLine truncated
TaskServer/Session.js
+7 -133
View File
@@ -238,132 +238,6 @@
if (tradingSystem !== undefined) {
/* Applying Trading System Level Parameters */
if (tradingSystem.parameters !== undefined) {
/* Base Asset and Initial Balances. */
{
if (tradingSystem.parameters.baseAsset !== undefined) {
if (tradingSystem.parameters.baseAsset.referenceParent !== undefined) {
if (tradingSystem.parameters.baseAsset.referenceParent.referenceParent !== undefined) {
let code = tradingSystem.parameters.baseAsset.referenceParent.referenceParent.code
if (code.codeName !== undefined) {
bot.VALUES_TO_USE.baseAsset = code.codeName;
}
code = tradingSystem.parameters.baseAsset.code
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (code.initialBalance !== undefined) {
bot.VALUES_TO_USE.initialBalanceA = code.initialBalance;
bot.VALUES_TO_USE.initialBalanceB = 0
}
if (code.minimumBalance !== undefined) {
bot.VALUES_TO_USE.minimumBalanceA = code.minimumBalance;
bot.VALUES_TO_USE.minimumBalanceB = 0
}
if (code.maximumBalance !== undefined) {
bot.VALUES_TO_USE.maximumBalanceA = code.maximumBalance;
bot.VALUES_TO_USE.maximumBalanceB = 0
}
} else {
if (code.initialBalance !== undefined) {
bot.VALUES_TO_USE.initialBalanceB = code.initialBalance;
bot.VALUES_TO_USE.initialBalanceA = 0
}
if (code.minimumBalance !== undefined) {
bot.VALUES_TO_USE.minimumBalanceB = code.minimumBalance;
bot.VALUES_TO_USE.minimumBalanceA = 0
}
if (code.maximumBalance !== undefined) {
bot.VALUES_TO_USE.maximumBalanceB = code.maximumBalance;
bot.VALUES_TO_USE.maximumBalanceA = 0
}
}
}
}
}
}
/* Quoted Asset */
{
if (tradingSystem.parameters.quotedAsset !== undefined) {
if (tradingSystem.parameters.quotedAsset.referenceParent !== undefined) {
if (tradingSystem.parameters.quotedAsset.referenceParent.referenceParent !== undefined) {
let code = tradingSystem.parameters.quotedAsset.referenceParent.referenceParent.code
if (code.codeName !== undefined) {
bot.VALUES_TO_USE.quotedAsset = code.codeName;
}
}
}
}
}
/* Time Frame */
if (tradingSystem.parameters.timeFrame !== undefined) {
bot.VALUES_TO_USE.timeFrame = tradingSystem.parameters.timeFrame.code.value
}
/* Slippage */
if (tradingSystem.parameters.slippage !== undefined) {
if (tradingSystem.parameters.slippage.code !== undefined) {
let code = tradingSystem.parameters.slippage.code
if (code.positionRate !== undefined) {
bot.VALUES_TO_USE.slippage.positionRate = code.positionRate
}
if (code.stopLoss !== undefined) {
bot.VALUES_TO_USE.slippage.stopLoss = code.stopLoss
}
if (code.takeProfit !== undefined) {
bot.VALUES_TO_USE.slippage.takeProfit = code.takeProfit
}
}
}
/* Fee Structure */
if (tradingSystem.parameters.feeStructure !== undefined) {
if (tradingSystem.parameters.feeStructure.code !== undefined) {
let code = tradingSystem.parameters.feeStructure.code
if (code.maker !== undefined) {
bot.VALUES_TO_USE.feeStructure.maker = code.maker
}
if (code.taker !== undefined) {
bot.VALUES_TO_USE.feeStructure.taker = code.taker
}
}
}
/* Time Range */
if (tradingSystem.parameters.timeRange !== undefined) {
if (tradingSystem.parameters.timeRange.code !== undefined) {
let code = tradingSystem.parameters.timeRange.code
if (code.initialDatetime !== undefined) {
if (isNaN(Date.parse(code.initialDatetime)) === true) {
parentLogger.write(MODULE_NAME, "[WARN] initialize -> runSession -> setValuesToUse -> Cannot use initialDatatime provided at Trading System Parameters because it is not a valid Date.");
} else {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date(code.initialDatetime)
}
}
if (code.finalDatetime !== undefined) {
if (isNaN(Date.parse(code.finalDatetime)) === true) {
parentLogger.write(MODULE_NAME, "[WARN] initialize -> runSession -> setValuesToUse -> Cannot use finalDatetime provided at Trading System Parameters because it is not a valid Date.");
} else {
bot.VALUES_TO_USE.timeRange.finalDatetime = new Date(code.finalDatetime)
}
}
}
}
}
/* Applying Session Level Parameters */
if (bot.SESSION !== undefined) {
if (bot.SESSION.parameters !== undefined) {
@@ -513,15 +387,15 @@
let socialBot = bot.SESSION.socialBots.bots[i]
try {
let code = announcement.code
if (socialBot.id === announcement.referenceParent.id) {
if (socialBot.type === "Telegram Bot") {
if (announcement.formulaValue !== undefined) {
socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, announcement.formulaValue).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> Telegram API error -> err = " + err))
} else {
socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, code.text).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> Telegram API error -> err = " + err))
}
if (socialBot.type === "Telegram Bot") {
if (announcement.formulaValue !== undefined) {
socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, announcement.formulaValue).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> Telegram API error -> err = " + err))
} else {
socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, code.text).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> Telegram API error -> err = " + err))
}
}
} catch (err) {
parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> err = " + err.stack);
}
TaskServer/TradingSimulation.js
+58 -39
View File
@@ -173,6 +173,10 @@
let orderId = 0;
let messageId = 0;
/* Allowing these to be accesible at formulas */
baseAsset = bot.VALUES_TO_USE.baseAsset
quotedAsset = bot.VALUES_TO_USE.quotedAsset
let yesterday = {};
/* Initialization */
@@ -714,7 +718,7 @@
if (openStage !== undefined) {
/* Default Values*/
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
positionSize = balanceBaseAsset;
positionRate = candle.close;
} else {
@@ -737,13 +741,13 @@
initialDefinition.positionSize.formula.error = err.message
}
if (isNaN(positionSize)) {
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
positionSize = balanceBaseAsset;
} else {
positionSize = balanceQuotedAsset;
}
} else {
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
if (positionSize > balanceBaseAsset) { positionSize = balanceBaseAsset }
} else {
if (positionSize > balanceQuotedAsset) { positionSize = balanceQuotedAsset }
@@ -764,7 +768,7 @@
initialDefinition.positionRate.formula.error = err.message
}
if (isNaN(positionRate)) {
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
positionRate = candle.close;
} else {
positionRate = candle.close;
@@ -1101,7 +1105,7 @@
let maximumBalance
let balance
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
balance = balanceBaseAsset
minimumBalance = bot.VALUES_TO_USE.minimumBalanceA
maximumBalance = bot.VALUES_TO_USE.maximumBalanceA
@@ -1163,6 +1167,8 @@
if (passed) {
strategyStage = 'Trigger Stage';
checkAnnouncements(triggerStage)
currentStrategyIndex = j;
currentStrategy.begin = candle.begin;
currentStrategy.beginRate = candle.min;
@@ -1309,6 +1315,8 @@
type = '"Take Position"';
strategyStage = 'Open Stage';
checkAnnouncements(strategy.openStage)
stopLossStage = 'Open Stage';
takeProfitStage = 'Open Stage';
stopLossPhase = 0;
@@ -1326,7 +1334,7 @@
takePositionNow = true
currentTrade.takePositionSituation = situation.name
checkAnnouncements(triggerStage.takePosition)
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Conditions at the Take Position Event were met."); }
@@ -1407,7 +1415,10 @@
stopLossPhase++;
stopLossStage = 'Manage Stage'
if (takeProfitPhase > 0) { strategyStage = 'Manage Stage' }
if (takeProfitPhase > 0) {
strategyStage = 'Manage Stage'
checkAnnouncements(manageStage, 'Take Profit')
}
if (processingDailyFiles) {
if (positionedAtYesterday) {
@@ -1539,7 +1550,10 @@
takeProfitPhase++;
takeProfitStage = 'Manage Stage'
if (stopLossPhase > 0) { strategyStage = 'Manage Stage' }
if (stopLossPhase > 0) {
strategyStage = 'Manage Stage'
checkAnnouncements(manageStage, 'Stop')
}
if (processingDailyFiles) {
if (positionedAtYesterday) {
@@ -1695,7 +1709,7 @@
/* Stop Loss condition: Here we verify if the Stop Loss was hitted or not. */
if ((bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset && candle.max >= stopLoss) || (bot.VALUES_TO_USE.baseAsset !== bot.market.baseAsset && candle.min <= stopLoss)) {
if ((baseAsset === bot.market.baseAsset && candle.max >= stopLoss) || (baseAsset !== bot.market.baseAsset && candle.min <= stopLoss)) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Stop Loss was hit."); }
/*
@@ -1705,7 +1719,7 @@
If we take the stop loss value at those situation would be a huge distortion of facts.
*/
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
if (stopLoss < candle.min) {
stopLoss = candle.min
if (processingDailyFiles) {
@@ -1730,7 +1744,7 @@
/* Apply the Slippage */
let slippageAmount = slippedStopLoss * bot.VALUES_TO_USE.slippage.stopLoss / 100
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
slippedStopLoss = slippedStopLoss + slippageAmount
} else {
slippedStopLoss = slippedStopLoss - slippageAmount
@@ -1741,6 +1755,8 @@
marketRate = closeRate;
type = '"Close@StopLoss"';
strategyStage = 'Close Stage';
checkAnnouncements(strategy.closeStage, 'Stop')
stopLossStage = 'No Stage';
takeProfitStage = 'No Stage';
currentTrade.end = candle.end;
@@ -1765,7 +1781,7 @@
/* Take Profit condition: Here we verify if the Take Profit was hit or not. */
if ((bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset && candle.min <= takeProfit) || (bot.VALUES_TO_USE.baseAsset !== bot.market.baseAsset && candle.max >= takeProfit)) {
if ((baseAsset === bot.market.baseAsset && candle.min <= takeProfit) || (baseAsset !== bot.market.baseAsset && candle.max >= takeProfit)) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Take Profit was hit."); }
/*
@@ -1775,7 +1791,7 @@
If we take the stop loss value at those situation would be a huge distortion of facts.
*/
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
if (takeProfit > candle.max) {
takeProfit = candle.max
if (processingDailyFiles) {
@@ -1799,7 +1815,7 @@
/* Apply the Slippage */
let slippageAmount = slippedTakeProfit * bot.VALUES_TO_USE.slippage.takeProfit / 100
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
slippedTakeProfit = slippedTakeProfit + slippageAmount
} else {
slippedTakeProfit = slippedTakeProfit - slippageAmount
@@ -1810,6 +1826,8 @@
marketRate = closeRate;
type = '"Close@TakeProfit"';
strategyStage = 'Close Stage';
checkAnnouncements(strategy.closeStage, 'Take Profit')
stopLossStage = 'No Stage';
takeProfitStage = 'No Stage';
@@ -1860,7 +1878,7 @@
/* We take what was calculated at the formula and apply the slippage. */
let slippageAmount = tradePositionRate * bot.VALUES_TO_USE.slippage.positionRate / 100
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
tradePositionRate = tradePositionRate - slippageAmount
} else {
tradePositionRate = tradePositionRate + slippageAmount
@@ -1988,7 +2006,7 @@
let orderSide
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
orderSide = "sell"
orderPrice = tradePositionRate - 100 // This is going to be ingnored at the Exchange API for now since we only put market orders.
@@ -2082,7 +2100,7 @@
let feePaid = 0
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
feePaid = tradePositionSize * tradePositionRate * bot.VALUES_TO_USE.feeStructure.taker / 100
@@ -2194,7 +2212,7 @@
let amountB
let orderSide
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
orderSide = "buy"
orderPrice = ticker.last + 100; // This is provisional and totally arbitrary, until we have a formula on the designer that defines this stuff.
@@ -2276,7 +2294,7 @@
let feePaid = 0
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
strategy.positionSize = balanceQuotedAsset / closeRate;
strategy.positionRate = closeRate;
@@ -2302,7 +2320,7 @@
}
}
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
lastTradeProfitLoss = balanceBaseAsset - previousBalanceBaseAsset;
lastTradeROI = lastTradeProfitLoss * 100 / tradePositionSize;
if (isNaN(lastTradeROI)) { lastTradeROI = 0; }
@@ -2349,7 +2367,7 @@
}
}
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
ROI = (bot.VALUES_TO_USE.initialBalanceA + profit) / bot.VALUES_TO_USE.initialBalanceA - 1;
hitRatio = hits / roundtrips;
anualizedRateOfReturn = ROI / days * 365;
@@ -2507,8 +2525,8 @@
balanceQuotedAsset = Number.MAX_SAFE_INTEGER
}
let quotedBaseAsset = '"' + bot.VALUES_TO_USE.baseAsset + '"'
let quotedQuotedAsset = '"' + bot.VALUES_TO_USE.quotedAsset + '"'
let quotedBaseAsset = '"' + baseAsset + '"'
let quotedQuotedAsset = '"' + quotedAsset + '"'
simulationRecord = {
begin: candle.begin,
@@ -2619,7 +2637,7 @@
currentTrade.endRate = candle.close
/* Here we will calculate the ongoing ROI */
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (baseAsset === bot.market.baseAsset) {
currentTrade.lastTradeROI = (tradePositionRate - candle.close) / tradePositionRate * 100
} else {
currentTrade.lastTradeROI = (candle.close - tradePositionRate) / tradePositionRate * 100
@@ -2665,7 +2683,7 @@
function checkAnnouncements(node, value) {
/*
Value is an optional parameter that represents the value that the announcement is monitoring for change.
Value is an optional parameter that represents the value that the announcement is monitoring for change (for numeric values only).
If we do receive this value, we will only make the annoucement if the variance is grater than the user pre-defined value
for this variance.
*/
@@ -2689,21 +2707,20 @@
if (periods > lastPeriodAnnounced) {
/* The Value Variation is what tells us how much the value already announced must change in order to annouce it again. */
let valueVariation
try {
let code = JSON.parse(announcement.code)
valueVariation = code.valueVariation
} catch (err) {
announcement.error = err.message
}
if (isNaN(value) === false) {
/* The Value Variation is what tells us how much the value already announced must change in order to annouce it again. */
let valueVariation
if (newAnnouncementRecord.value !== undefined && valueVariation !== undefined) {
let upperLimit = newAnnouncementRecord.value + newAnnouncementRecord.value * valueVariation / 100
let lowerLimit = newAnnouncementRecord.value - newAnnouncementRecord.value * valueVariation / 100
if (value > lowerLimit && value < upperLimit) {
/* There is not enough variation to announce this again. */
return
let code = announcement.code
valueVariation = code.valueVariation
if (newAnnouncementRecord.value !== undefined && valueVariation !== undefined) {
let upperLimit = newAnnouncementRecord.value + newAnnouncementRecord.value * valueVariation / 100
let lowerLimit = newAnnouncementRecord.value - newAnnouncementRecord.value * valueVariation / 100
if (value > lowerLimit && value < upperLimit) {
/* There is not enough variation to announce this again. */
return
}
}
}
@@ -2711,6 +2728,7 @@
We store the announcement temporarily at an Array to differ its execution, becasue we need to evaulate its formula
and at this point in time the potential variables used at the formula are still not set.
*/
announcement.value = value
announcementsToBeMade.push(announcement)
/* Next, we will remmeber this announcement was already done, so that it is not announced again in further processing of the same day. */
@@ -2738,6 +2756,7 @@
let formulaValue
if (announcement.formula !== undefined) {
try {
let value = announcement.value
formulaValue = eval(announcement.formula.code);
} catch (err) {
announcement.formula.error = err.message
Trading-Systems/BRR-BTC-USDT.json
+1 -1
View File
@@ -1 +1 @@
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