mantain standarized

This commit is contained in:
Luis Fernando Molina committed 2020-08-08 11:00:24 +02:00
1 parent 6f7727164c
commit 61a26c7158
5 files changed
+25 -16

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+5 -1
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@@ -5,10 +5,10 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
*/
const MODULE_NAME = 'Trading Engine'
let thisObject = {
mantain: mantain,
getNodeById: getNodeById,
cloneValues: cloneValues,
setCurrentCandle: setCurrentCandle,
updateDistanceToEventsCounters: updateDistanceToEventsCounters,
initialize: initialize,
finalize: finalize
}
@@ -39,6 +39,10 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
nodesMap = undefined
}
function mantain() {
updateDistanceToEventsCounters()
}
function getNodeById(NodeId) {
return nodesMap.get(NodeId)
}
+8 -4
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@@ -4,13 +4,10 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger) {
*/
const MODULE_NAME = 'Trading Episode'
let thisObject = {
mantain: mantain,
openEpisode: openEpisode,
updateExitType: updateExitType,
closeEpisode: closeEpisode,
updateEnds: updateEnds,
resetTradingEngineDataStructure: resetTradingEngineDataStructure,
updateCounters: updateCounters,
updateStatistics: updateStatistics,
calculateResults: calculateResults,
calculateStatistics: calculateStatistics,
initialize: initialize,
@@ -35,6 +32,13 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger) {
sessionParameters = undefined
}
function mantain() {
resetTradingEngineDataStructure()
updateCounters()
updateStatistics()
updateEnds()
}
function openEpisode() {
/*
This function is called each time the simulation starts. That does not mean the Episode
+7
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@@ -4,6 +4,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
*/
const MODULE_NAME = 'Trading Position'
let thisObject = {
mantain: mantain,
openPosition: openPosition,
closingPosition: closingPosition,
closePosition: closePosition,
@@ -37,6 +38,12 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
sessionParameters = undefined
}
function mantain() {
resetTradingEngineDataStructure()
updateCounters()
updateEnds()
}
function openPosition(situationName) {
/* Recording the opening at the Trading Engine Data Structure */
+4 -4
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@@ -140,11 +140,11 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
/* Do the stuff needed previous to the run */
tradingSystemModule.mantain()
/* Episode Counters and Statistics */
tradingEpisodeModule.updateCounters()
tradingEpisodeModule.updateStatistics()
/* Episode Counters and Statistics update */
tradingEpisodeModule.mantain()
tradingEngineModule.updateDistanceToEventsCounters()
/* Run your maintaince procedure */
tradingEngineModule.mantain()
/* Run one cycle of the Trading System*/
await tradingSystemModule.run()
+1 -7
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@@ -84,7 +84,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
}
function mantain() {
mantainPositions()
tradingPositionModule.mantain()
tradingStrategyModule.mantain()
mantainStages()
mantainOrders()
@@ -95,12 +95,6 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
updateEnds()
}
function mantainPositions() {
tradingPositionModule.resetTradingEngineDataStructure()
tradingPositionModule.updateCounters()
tradingPositionModule.updateEnds()
}
function mantainOrders() {
/* Reset All Exchange Orders that are on Closed status, to their initial value */
if (tradingEngine.current.strategy.index.value === tradingEngine.current.strategy.index.config.initialValue) { return }