Bug Fixes with currently running
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Luis Fernando Molina committed
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@@ -375,17 +375,20 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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let conditions = new Map; // Here we store the conditions values that will be use in the simulator for decision making.
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let formulas = new Map;
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let conditionsArrayRecord = []; // These are the records that will be saved in a file for the plotter to consume.
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let conditionsArrayValues = []; // Here we store the conditions values that will be written on file for the plotter.
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let formulasErrors = []; // Here we store the errors produced by all phase formulas.
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let formulasValues = []; // Here we store the values produced by all phase formulas.
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/* We define and evaluate all conditions to be used later during the simulation loop. */
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conditionsArrayRecord.push(candle.begin);
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conditionsArrayRecord.push(candle.end);
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evaluateConditions(tradingSystem, conditions);
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evaluateConditionsAndFormulas(tradingSystem, conditions);
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function evaluateConditions(tradingSystem, conditions) {
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function evaluateConditionsAndFormulas(tradingSystem, conditions) {
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for (let j = 0; j < tradingSystem.strategies.length; j++) {
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@@ -464,6 +467,32 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let phase = initialDefinition.stopLoss.phases[p];
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/* Evaluate Formula */
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let formulaValue
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let formulaError = ''
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if (phase.formula !== undefined) {
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try {
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formulaValue = eval(phase.formula.code);
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if (formulaValue === Infinity) {
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formulaError= "Formula evaluates to Infinity."
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formulaValue = MAX_STOP_LOSS_VALUE
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}
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} catch (err) {
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formulaError = err.message
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}
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if (isNaN(formulaValue)) { formulaValue = 0; }
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if (formulaValue < MIN_STOP_LOSS_VALUE) {
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formulaValue = MIN_STOP_LOSS_VALUE
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}
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}
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formulasErrors.push('"' + formulaError + '"')
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formulasValues.push( formulaValue)
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let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + p;
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formulas.set(key, formulaValue)
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/* next phase event */
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let nextPhaseEvent = phase.nextPhaseEvent;
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if (nextPhaseEvent !== undefined) {
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@@ -491,6 +520,32 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let phase = initialDefinition.takeProfit.phases[p];
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/* Evaluate Formula */
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let formulaValue
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let formulaError = ''
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if (phase.formula !== undefined) {
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try {
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formulaValue = eval(phase.formula.code);
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if (formulaValue === Infinity) {
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formulaError = "Formula evaluates to Infinity."
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formulaValue = MAX_TAKE_PROFIT_VALUE
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}
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} catch (err) {
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formulaError = err.message
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}
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if (isNaN(formulaValue)) { formulaValue = 0; }
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if (formulaValue < MIN_TAKE_PROFIT_VALUE) {
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formulaValue = MIN_TAKE_PROFIT_VALUE
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}
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}
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formulasErrors.push('"' + formulaError + '"')
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formulasValues.push(formulaValue)
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let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + p;
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formulas.set(key, formulaValue)
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/* next phase event */
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let nextPhaseEvent = phase.nextPhaseEvent;
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if (nextPhaseEvent !== undefined) {
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@@ -524,6 +579,32 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let phase = manageStage.stopLoss.phases[p];
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/* Evaluate Formula */
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let formulaValue
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let formulaError = ''
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if (phase.formula !== undefined) {
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try {
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formulaValue = eval(phase.formula.code);
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if (formulaValue === Infinity) {
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formulaError = "Formula evaluates to Infinity."
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formulaValue = MAX_STOP_LOSS_VALUE
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}
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} catch (err) {
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formulaError = err.message
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}
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if (isNaN(formulaValue)) { formulaValue = 0; }
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if (formulaValue < MIN_STOP_LOSS_VALUE) {
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formulaValue = MIN_STOP_LOSS_VALUE
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}
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}
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formulasErrors.push('"' + formulaError + '"')
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formulasValues.push(formulaValue)
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let key = j + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + p;
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formulas.set(key, formulaValue)
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/* next phase event */
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let nextPhaseEvent = phase.nextPhaseEvent;
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if (nextPhaseEvent !== undefined) {
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@@ -551,6 +632,32 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let phase = manageStage.takeProfit.phases[p];
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/* Evaluate Formula */
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let formulaValue
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let formulaError = ''
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if (phase.formula !== undefined) {
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try {
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formulaValue = eval(phase.formula.code);
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if (formulaValue === Infinity) {
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formulaError = "Formula evaluates to Infinity."
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formulaValue = MAX_TAKE_PROFIT_VALUE
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}
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} catch (err) {
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formulaError = err.message
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}
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if (isNaN(formulaValue)) { formulaValue = 0; }
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if (formulaValue < MIN_TAKE_PROFIT_VALUE) {
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formulaValue = MIN_TAKE_PROFIT_VALUE
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}
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}
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formulasErrors.push('"' + formulaError + '"')
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formulasValues.push(formulaValue)
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let key = j + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + p;
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formulas.set(key, formulaValue)
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/* next phase event */
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let nextPhaseEvent = phase.nextPhaseEvent;
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if (nextPhaseEvent !== undefined) {
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@@ -930,11 +1037,13 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let openStage = strategy.openStage
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let manageStage = strategy.manageStage
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let phase
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let key
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if (stopLossStage === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.stopLoss !== undefined) {
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phase = openStage.initialDefinition.stopLoss.phases[stopLossPhase - 1];
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key = currentStrategyIndex + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + (stopLossPhase - 1);
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}
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}
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}
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@@ -942,23 +1051,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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if (stopLossStage === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.stopLoss !== undefined) {
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phase = manageStage.stopLoss.phases[stopLossPhase - 2];
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key = currentStrategyIndex + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + (stopLossPhase - 2);
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}
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}
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if (phase.formula !== undefined) {
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try {
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stopLoss = eval(phase.formula.code); // Here is where we apply the formula given for the stop loss.
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if (stopLoss === Infinity) {
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phase.formula.error = "Formula evaluates to Infinity."
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stopLoss = MAX_STOP_LOSS_VALUE
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}
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} catch (err) {
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phase.formula.error = err.message
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}
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if (isNaN(stopLoss)) { stopLoss = 0; }
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if (stopLoss < MIN_STOP_LOSS_VALUE) {
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stopLoss = MIN_STOP_LOSS_VALUE
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}
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stopLoss = formulas.get(key)
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}
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}
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@@ -1042,11 +1140,13 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let openStage = strategy.openStage
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let manageStage = strategy.manageStage
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let phase
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let key
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if (takeProfitStage === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.takeProfit !== undefined) {
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phase = openStage.initialDefinition.takeProfit.phases[takeProfitPhase - 1];
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key = currentStrategyIndex + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + (stopLossPhase - 1);
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}
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}
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}
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@@ -1054,6 +1154,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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if (takeProfitStage === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.takeProfit !== undefined) {
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phase = manageStage.takeProfit.phases[takeProfitPhase - 2];
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key = currentStrategyIndex + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + (stopLossPhase - 2);
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}
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}
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@@ -1377,6 +1478,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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conditionsArrayRecord.push(stopLossPhase);
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conditionsArrayRecord.push(takeProfitPhase);
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conditionsArrayRecord.push(conditionsArrayValues);
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conditionsArrayRecord.push(formulasErrors);
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conditionsArrayRecord.push(formulasValues);
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conditionsArray.push(conditionsArrayRecord);
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@@ -248,12 +248,14 @@
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if (record.begin < currentDay.valueOf()) { continue; }
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for (let j = 0; j < record.length - 1; j++) {
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for (let j = 0; j < record.length - 3; j++) {
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conditions = conditions + conditionsSeparator + record[j];
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if (conditionsSeparator === "") { conditionsSeparator = ","; }
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}
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of condition values.
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
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fileContent = fileContent + separator + '[' + conditions + ']';
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@@ -238,12 +238,14 @@
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let conditions = "";
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let conditionsSeparator = "";
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for (let j = 0; j < record.length - 1; j++) {
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for (let j = 0; j < record.length - 3; j++) {
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conditions = conditions + conditionsSeparator + record[j];
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if (conditionsSeparator === "") { conditionsSeparator = ","; }
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}
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of condition values.
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
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fileContent = fileContent + separator + '[' + conditions + ']';
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