fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Warnings Improved

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2020-10-26 12:40:49 +01:00
1 parent 31dd974a6d
commit 6a0bc7b6c2
5 files changed
+49 -27
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

TaskServer/LowFrequencyTrading/OrdersSimulations.js
+27 -2
View File
@@ -73,10 +73,26 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
switch (tradingSystemOrder.type) {
case 'Market Sell Order': {
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value - slippageAmount
tradingEngineOrder.orderStatistics.actualRate.value = global.PRECISE(tradingEngineOrder.orderStatistics.actualRate.value, 10)
tradingSystem.warnings.push(
[
sessionParameters.slippage.id,
'Slippage (' + slippageAmount + ') substracted from Order Rate (' + tradingEngineOrder.rate.value + ') to get the Actual Rate (' +tradingEngineOrder.orderStatistics.actualRate.value + ')'
]
)
break
}
case 'Market Buy Order': {
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value + slippageAmount
tradingEngineOrder.orderStatistics.actualRate.value = global.PRECISE(tradingEngineOrder.orderStatistics.actualRate.value, 10)
tradingSystem.warnings.push(
[
sessionParameters.slippage.id,
'Slippage (' + slippageAmount + ') added to Order Rate (' + tradingEngineOrder.rate.value + ') to get the Actual Rate (' +tradingEngineOrder.orderStatistics.actualRate.value + ')'
]
)
break
}
}
@@ -101,7 +117,16 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
if (tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula !== undefined) {
/* Calculate this only once for this order */
if (tradingEngineOrder.orderStatistics.actualRate.value === tradingEngineOrder.orderStatistics.actualRate.config.initialValue) {
tradingEngineOrder.orderStatistics.actualRate.value = tradingSystem.formulas.get(tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula.id)
let newValue = tradingSystem.formulas.get(tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula.id)
newValue = global.PRECISE(newValue, 10)
tradingSystem.warnings.push(
[
tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula.id,
'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') replaced by this Formula value (' + newValue + ')'
]
)
tradingEngineOrder.orderStatistics.actualRate.value = newValue
}
}
}
@@ -126,7 +151,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
tradingSystem.warnings.push(
[
tradingSystemOrder.id,
'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') too hight. Changed to candle.max (' + tradingEngine.current.episode.candle.max.value + ')'
'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') too high. Changed to candle.max (' + tradingEngine.current.episode.candle.max.value + ')'
]
)
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngine.current.episode.candle.max.value