From 64380a34f265a272e760a5dd5b8b787d199aabaa Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Tue, 27 Oct 2020 10:39:56 +0100 Subject: [PATCH] Warnings Improved --- LowFrequencyTrading/OrdersSimulations.js | 10 +++++----- LowFrequencyTrading/TradingOrders.js | 21 ++++++++------------- 2 files changed, 13 insertions(+), 18 deletions(-) diff --git a/LowFrequencyTrading/OrdersSimulations.js b/LowFrequencyTrading/OrdersSimulations.js index 435f4cd98..7359d1ed5 100644 --- a/LowFrequencyTrading/OrdersSimulations.js +++ b/LowFrequencyTrading/OrdersSimulations.js @@ -89,7 +89,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) { tradingSystem.warnings.push( [ - sessionParameters.slippage.id, + [sessionParameters.slippage.id, tradingEngineOrder.rate.id, tradingEngineOrder.orderStatistics.actualRate.id], 'slippage.config.positionRate Slippage Amount (' + slippageAmount + ') substracted from Order Rate (' + tradingEngineOrder.rate.value + ') to get the Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ')' ] ) @@ -101,7 +101,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) { tradingSystem.warnings.push( [ - sessionParameters.slippage.id, + [sessionParameters.slippage.id, tradingEngineOrder.rate.id, tradingEngineOrder.orderStatistics.actualRate.id], 'slippage.config.positionRate Slippage Amount (' + slippageAmount + ') added to Order Rate (' + tradingEngineOrder.rate.value + ') to get the Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ')' ] ) @@ -136,7 +136,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) { tradingSystem.warnings.push( [ tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula.id, - 'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') replaced by this Formula value (' + newValue + ')' + 'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') calculated with this Formula (' + newValue + ')' ] ) tradingEngineOrder.orderStatistics.actualRate.value = newValue @@ -163,7 +163,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) { if (tradingEngineOrder.orderStatistics.actualRate.value > tradingEngine.current.episode.candle.max.value) { tradingSystem.warnings.push( [ - tradingEngineOrder.orderStatistics.actualRate.id, + [tradingEngineOrder.orderStatistics.actualRate.id, tradingEngine.current.episode.candle.max.id], 'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') too high. Changed to candle.max (' + tradingEngine.current.episode.candle.max.value + ')' ] ) @@ -175,7 +175,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) { if (tradingEngineOrder.orderStatistics.actualRate.value < tradingEngine.current.episode.candle.min.value) { tradingSystem.warnings.push( [ - tradingEngineOrder.orderStatistics.actualRate.id, + [tradingEngineOrder.orderStatistics.actualRate.id, tradingEngine.current.episode.candle.min.id], 'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') too low. Changed to candle.min (' + tradingEngine.current.episode.candle.max.value + ')' ] ) diff --git a/LowFrequencyTrading/TradingOrders.js b/LowFrequencyTrading/TradingOrders.js index b553f665c..9435c36cb 100644 --- a/LowFrequencyTrading/TradingOrders.js +++ b/LowFrequencyTrading/TradingOrders.js @@ -262,7 +262,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM if (tradingEngineOrder.orderBaseAsset.size.value <= 0) { tradingSystem.warnings.push( [ - tradingEngineOrder.orderBaseAsset.size.id, + [tradingEngineOrder.orderBaseAsset.size.id, tradingSystemOrder.id], 'Could not open this order because its size is zero.' ] ) @@ -272,7 +272,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM if (tradingEngineOrder.orderQuotedAsset.size.value <= 0) { tradingSystem.warnings.push( [ - tradingEngineOrder.orderQuotedAsset.size.id, + [tradingEngineOrder.orderQuotedAsset.size.id, tradingSystemOrder.id ], 'Could not open this order because its size is zero.' ] ) @@ -284,13 +284,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM if (result !== true) { tradingSystem.warnings.push( [ - tradingSystemOrder.id, - 'Could not open this order because something failed placing the order at the Exchange.' - ] - ) - tradingSystem.warnings.push( - [ - tradingEngineOrder.id, + [tradingSystemOrder.id, tradingEngineOrder], 'Could not open this order because something failed placing the order at the Exchange.' ] ) @@ -396,7 +390,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM tradingSystem.warnings.push( [ - tradingEngineStage.stageBaseAsset.targetSize.id, + [tradingEngineStage.stageBaseAsset.targetSize.id, tradingEngineOrder.orderBaseAsset.size.id, tradingEngineStage.stageBaseAsset.sizePlaced.id], '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.' ] ) @@ -423,7 +417,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM tradingSystem.warnings.push( [ - tradingEngineStage.stageQuotedAsset.targetSize.id, + [tradingEngineStage.stageQuotedAsset.targetSize.id, tradingEngineOrder.orderQuotedAsset.size.id, tradingEngineStage.stageQuotedAsset.sizePlaced.id], '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.' ] ) @@ -529,7 +523,8 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM if (order === undefined) { tradingSystem.warnings.push( [ - tradingSystemOrder.id, 'Could not verify the status of this order at the exchange.' + [tradingSystemOrder.id, tradingEngineOrder.id], + 'Could not verify the status of this order at the exchange.' ] ) return false @@ -907,7 +902,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM if (order === undefined) { tradingSystem.warnings.push( [ - tradingSystemOrder.id, + [tradingSystemOrder.id, tradingEngineOrder.id], 'Could not verify the status of this order at the exchange, and syncronize the accounting.' ] )