Reseting new counters
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Luis Fernando Molina committed
1 parent
64349d4cfd
commit
63fb05feec
1 file changed
+23
-19
+23
-19
@@ -5,9 +5,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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const { orderMessage } = require("@superalgos/mqservice")
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const {
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MESSAGE_ENTITY, MESSAGE_TYPE, ORDER_CREATOR, ORDER_TYPE,
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ORDER_OWNER, ORDER_DIRECTION, ORDER_STATUS, ORDER_EXIT_OUTCOME,
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createMessage, getMessage, getExpandedMessage
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MESSAGE_ENTITY, MESSAGE_TYPE, ORDER_CREATOR, ORDER_TYPE,
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ORDER_OWNER, ORDER_DIRECTION, ORDER_STATUS, ORDER_EXIT_OUTCOME,
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createMessage, getMessage, getExpandedMessage
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} = orderMessage.newOrderMessage()
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const FULL_LOG = true;
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@@ -97,7 +97,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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if (tradingSystem.parameters !== undefined) {
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if (tradingSystem.parameters.baseAsset !== undefined) {
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if (tradingSystem.parameters.baseAsset.formula !== undefined) {
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let receivedParameters
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let receivedParameters
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try {
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receivedParameters = JSON.parse(tradingSystem.parameters.baseAsset.formula.code);
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@@ -164,7 +164,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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/* Strategy and Phases */
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let currentStrategyIndex = -1;
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let strategyStage = 'No Stage';
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let strategyStage = 'No Stage';
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/* Stop Loss Management */
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@@ -172,7 +172,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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const MAX_STOP_LOSS_VALUE = Number.MAX_SAFE_INTEGER
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let stopLoss = 0;
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let stopLossPhase = 0;
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let stopLossStage = 'No Stage';
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let stopLossStage = 'No Stage';
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/* Take Profit Management */
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@@ -181,7 +181,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let previousTakeProfit = 0;
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let takeProfit = 0;
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let takeProfitPhase = 0;
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let takeProfitStage = 'No Stage';
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let takeProfitStage = 'No Stage';
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/* Simulation Records */
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@@ -322,8 +322,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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yesterday.balanceAssetA = balanceAssetA;
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yesterday.balanceAssetB = balanceAssetB;
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}
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}
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lastTradeProfitLoss = interExecutionMemory.lastTradeProfitLoss;
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profit = interExecutionMemory.profit;
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lastTradeROI = interExecutionMemory.lastTradeROI;
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@@ -344,9 +344,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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yesterday.hitRatio = hitRatio;
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yesterday.ROI = ROI;
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yesterday.anualizedRateOfReturn = anualizedRateOfReturn;
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}
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/* Main Simulation Loop: We go thourgh all the candles at this time period. */
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> Main Simulation Loop -> candles.length = " + candles.length); }
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@@ -359,7 +359,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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loop()
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}
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function loop() {
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function loop() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Entering function."); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> i = " + i); }
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@@ -1292,7 +1292,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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/* Keeping Position Counters Up-to-date */
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if (
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(strategyStage === 'Open Stage' || strategyStage === 'Manage Stage')
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(strategyStage === 'Open Stage' || strategyStage === 'Manage Stage')
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) {
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if (takePositionNow === true) {
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@@ -1308,6 +1308,10 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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yesterday.positionPeriods++;
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}
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}
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} else {
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positionPeriods = 0
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yesterday.positionPeriods = 0
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positionDays = 0
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}
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/* Checking if Stop or Take Profit were hit */
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@@ -1501,7 +1505,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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if (interExecutionMemory.executionContext !== undefined) {
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if (interExecutionMemory.executionContext.periods !== undefined) {
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if (periods <= interExecutionMemory.executionContext.periods) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because it was already placed at a previous execution." ); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because it was already placed at a previous execution."); }
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takePositionAtSimulation()
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return;
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}
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@@ -1509,7 +1513,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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/* We are not going to place orders based on outdated information. The next filter prevents firing orders when backtesting. */
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let today = new Date(Math.trunc((new Date().valueOf()) / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS)
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let today = new Date(Math.trunc((new Date().valueOf()) / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS)
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let processDay = new Date(Math.trunc(currentDay.valueOf() / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS)
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if (today.valueOf() !== processDay.valueOf()) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because the current candle belongs to the previous day and that is considered simulation and not live trading."); }
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@@ -1527,7 +1531,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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if (baseAsset === 'BTC') {
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positionDirection = "sell"
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openPositionRate = tradePositionRate
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openPositionRate = tradePositionRate
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amountA = tradePositionSize * openPositionRate
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amountB = tradePositionSize
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@@ -1536,7 +1540,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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openPositionRate = tradePositionRate
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amountA = tradePositionSize
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amountA = tradePositionSize
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amountB = tradePositionSize / openPositionRate
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}
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@@ -1677,7 +1681,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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closePositionAtSimulation()
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return
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return
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function putClosingOrder() {
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@@ -2168,7 +2172,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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return
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return
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}
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}
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catch (err) {
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