From 6ec5580cd44e946a3016ed02ba42e29ad152db01 Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Thu, 23 Jul 2020 14:35:23 +0200 Subject: [PATCH] Implementation Finished --- AppSchema.json | 943 +++++++------- BackendServers/WebServer/AppLoader.js | 33 +- .../FunctionLibraries/SessionFunctions.js | 8 +- .../FunctionLibraries/TaskFunctions.js | 2 +- CanvasApp/EventsServerClient.js | 2 +- CanvasApp/Plotting/Plotter.js | 11 +- CanvasApp/Plotting/RecordValues.js | 48 +- Data-Mines/Masters-Trading.json | 2 +- .../Plotters-Trading-Simulation/Conditions.js | 1128 ----------------- .../SimulationExecution.js | 799 ------------ .../SimulationExecutionPanel.js | 465 ------- .../Plotters-Trading-Simulation/Strategies.js | 718 ----------- .../Plotters-Trading-Simulation/Trades.js | 690 ---------- .../TradingSimulation.js | 864 ------------- .../TradingSimulationAssetBalancesPanel.js | 219 ---- .../TradingSimulationCurrentPositionPanel.js | 178 --- .../TradingSimulationEpisodePanel.js | 177 --- .../this.plotter.config.json | 56 - My-Workspaces/Beta 6.json | 2 +- TaskServer/ExchangeAPI.js | 152 --- TaskServer/LowFrequencyTrading/ExchangeAPI.js | 162 +++ TaskServer/LowFrequencyTrading/Snapshots.js | 2 +- .../LowFrequencyTrading/TradingEngine.js | 6 - .../LowFrequencyTrading/TradingExecution.js | 789 ++++++++---- .../LowFrequencyTrading/TradingPosition.js | 12 +- .../LowFrequencyTrading/TradingRecords.js | 9 +- .../LowFrequencyTrading/TradingSimulation.js | 10 +- .../LowFrequencyTrading/TradingStrategy.js | 1 + .../LowFrequencyTrading/TradingSystem.js | 415 +----- TaskServer/Root.js | 14 +- TaskServer/Session.js | 55 +- TaskServer/server.js | 2 + 32 files changed, 1335 insertions(+), 6639 deletions(-) delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Conditions.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecution.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecutionPanel.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationEpisodePanel.js delete mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/this.plotter.config.json delete mode 100644 TaskServer/ExchangeAPI.js create mode 100644 TaskServer/LowFrequencyTrading/ExchangeAPI.js diff --git a/AppSchema.json b/AppSchema.json index c9cadba31..a19144b3b 100644 --- a/AppSchema.json +++ b/AppSchema.json @@ -71,9 +71,9 @@ ], "menuItems": [ { - "action": "Configure Plotter Module", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Plotter Module", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -110,7 +110,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Plotter Module", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -138,7 +138,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Nodes Values", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -159,7 +159,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Nodes Highlights", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -180,7 +180,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Nodes Errors", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -201,7 +201,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Nodes Status", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -222,7 +222,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Nodes Progress", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -243,7 +243,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Nodes Running", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -285,7 +285,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Record Values", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -363,7 +363,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Shapes", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -400,9 +400,9 @@ ], "menuItems": [ { - "action": "Configure Plotter Panel", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Plotter Panel", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -425,7 +425,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Plotter Panel", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -457,9 +457,9 @@ ], "menuItems": [ { - "action": "Configure Panel Data", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Panel Data", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -476,7 +476,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Panel Data", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -511,7 +511,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Data Formula", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -546,7 +546,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Javascript Code", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -582,7 +582,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Chart Points", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -621,7 +621,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Point", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -656,7 +656,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Point Formula", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -706,7 +706,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Image", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -755,7 +755,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Image Condition", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -846,7 +846,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Text", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -895,9 +895,9 @@ }, "menuItems": [ { - "action": "Configure Text Style", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Text Style", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -906,7 +906,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Text Style", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -941,7 +941,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Text Condition", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -979,7 +979,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Text Position", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -1013,7 +1013,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Text Formula", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -1091,7 +1091,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Polygon", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -1175,7 +1175,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Polygon Body", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -1224,7 +1224,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Polygon Border", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -1275,7 +1275,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Style Condition", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -1299,9 +1299,9 @@ }, "menuItems": [ { - "action": "Configure Style", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Style", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -1310,7 +1310,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Style", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -1339,7 +1339,7 @@ "askConfirmation": true, "confirmationLabel": "Confirm to Delete", "actionFunction": "payload.onMenuItemClick", - "label": "Delete Polygon Edge", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete" } @@ -1365,7 +1365,7 @@ "ring": 1 }, { - "action": "Configure Workspace", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", "label": "Configure Workspace", "iconPathOn": "html", @@ -1432,7 +1432,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Situation", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1488,7 +1488,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Condition", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1518,9 +1518,9 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-super-scripts.html#super-scripts", "menuItems": [ { - "action": "Configure Super Scripts", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Super Scripts", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -1536,7 +1536,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Super Scripts", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1576,7 +1576,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Scripts Library", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1621,7 +1621,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Master Script", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1681,7 +1681,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Template Script", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1724,7 +1724,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Template Structure", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1769,7 +1769,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Template Target", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1806,7 +1806,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Super Action", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1839,7 +1839,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Network", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1863,8 +1863,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#network-node", "menuItems": [ { - "action": "Configure Network Node", - "label": "Configure Network Node", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -1906,7 +1906,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Network Node", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -1987,7 +1987,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Task Manager", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2068,7 +2068,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Task", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2105,8 +2105,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#trading-bot-instance", "menuItems": [ { - "action": "Configure Bot Instance", - "label": "Configure Bot Instance", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -2122,7 +2122,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Bot Instance", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2166,7 +2166,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Process Instance", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2212,7 +2212,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Process Instance", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2290,7 +2290,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Process Instance", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2377,8 +2377,8 @@ "actionFunction": "payload.onMenuItemClick" }, { - "action": "Configure Session", - "label": "Configure Session", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -2394,7 +2394,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Session", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2453,7 +2453,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Trading Engine", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2610,7 +2610,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Episode", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2657,7 +2657,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Counters", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2736,7 +2736,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Counters", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2785,7 +2785,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Counters", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2834,7 +2834,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Counters", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2866,8 +2866,8 @@ "type": "Positions", "menuItems": [ { - "action": "Configure Positions", - "label": "Configure Positions", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -2876,7 +2876,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Positions", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2900,8 +2900,8 @@ "type": "Strategies", "menuItems": [ { - "action": "Configure Strategies", - "label": "Configure Strategies", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -2910,7 +2910,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Strategies", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2934,8 +2934,8 @@ "type": "Orders", "menuItems": [ { - "action": "Configure Orders", - "label": "Configure Orders", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -2944,7 +2944,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Orders", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -2968,8 +2968,8 @@ "type": "Fails", "menuItems": [ { - "action": "Configure Fails", - "label": "Configure Fails", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -2978,7 +2978,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Fails", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3002,8 +3002,8 @@ "type": "Hits", "menuItems": [ { - "action": "Configure Hits", - "label": "Configure Hits", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -3012,7 +3012,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Hits", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3036,8 +3036,8 @@ "type": "Periods", "menuItems": [ { - "action": "Configure Periods", - "label": "Configure Periods", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -3046,7 +3046,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Periods", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3071,7 +3071,7 @@ "menuItems": [ { "action": "Configure This", - "label": "Configure Periods", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -3153,7 +3153,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Episode Statistics", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3514,7 +3514,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Position Statistics", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3579,7 +3579,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Order Statistics", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3593,12 +3593,24 @@ "icon": "brainstorming", "propertyNameAtParent": "orderStatistics", "properties": [ + { + "name": "sizeFilled", + "type": "node", + "childType": "Size Filled", + "autoAdd": true + }, { "name": "percentageFilled", "type": "node", "childType": "Percentage Filled", "autoAdd": true }, + { + "name": "amountReceived", + "type": "node", + "childType": "Amount Received", + "autoAdd": true + }, { "name": "actualRate", "type": "node", @@ -3679,8 +3691,8 @@ "type": "Profit Loss", "menuItems": [ { - "action": "Configure Profit Loss", - "label": "Configure Profit Loss", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -3689,7 +3701,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Profit Loss", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3713,8 +3725,8 @@ "type": "Hit Ratio", "menuItems": [ { - "action": "Configure Hit Ratio", - "label": "Configure Hit Ratio", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -3723,7 +3735,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Hit Ratio", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3747,8 +3759,8 @@ "type": "Days", "menuItems": [ { - "action": "Configure Days", - "label": "Configure Days", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -3757,7 +3769,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Days", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3777,6 +3789,40 @@ "icon": "oscillator", "propertyNameAtParent": "days" }, + { + "type": "Size Filled", + "menuItems": [ + { + "action": "Configure This", + "label": "Configure This", + "iconPathOn": "settings", + "iconPathOff": "settings", + "actionFunction": "uiObject.configEditor.activate" + }, + { + "action": "Delete UI Object", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete This", + "iconPathOn": "delete", + "iconPathOff": "delete", + "actionFunction": "payload.onMenuItemClick" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{\n\"initialValue\": 0\n}" + }, + "addLeftIcons": true, + "level": 3, + "chainAttachesTo": { + "compatibleTypes": "->Order Statistics->" + }, + "icon": "bot-trading", + "propertyNameAtParent": "sizeFilled" + }, { "type": "Percentage Filled", "menuItems": [ @@ -3811,6 +3857,40 @@ "icon": "menu-tensor-free-angles", "propertyNameAtParent": "percentageFilled" }, + { + "type": "Amount Received", + "menuItems": [ + { + "action": "Configure This", + "label": "Configure This", + "iconPathOn": "settings", + "iconPathOff": "settings", + "actionFunction": "uiObject.configEditor.activate" + }, + { + "action": "Delete UI Object", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete This", + "iconPathOn": "delete", + "iconPathOff": "delete", + "actionFunction": "payload.onMenuItemClick" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{\n\"initialValue\": 0\n}" + }, + "addLeftIcons": true, + "level": 3, + "chainAttachesTo": { + "compatibleTypes": "->Order Statistics->" + }, + "icon": "support", + "propertyNameAtParent": "amountReceived" + }, { "type": "Actual Rate", "menuItems": [ @@ -3883,8 +3963,8 @@ "type": "ROI", "menuItems": [ { - "action": "Configure ROI", - "label": "Configure ROI", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -3893,7 +3973,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete ROI", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -3951,8 +4031,8 @@ "type": "Hit Fail", "menuItems": [ { - "action": "Configure Hit Fail", - "label": "Configure Hit Fail", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -3961,7 +4041,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Hit Fail", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4028,7 +4108,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Current", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4097,7 +4177,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Balance", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4132,7 +4212,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Base Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4159,7 +4239,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Quoted Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4192,7 +4272,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Distance To Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4248,12 +4328,6 @@ "childType": "Create Order", "autoAdd": true }, - { - "name": "moveOrder", - "type": "node", - "childType": "Move Order", - "autoAdd": true - }, { "name": "cancelOrder", "type": "node", @@ -4415,10 +4489,10 @@ "actionFunction": "uiObject.configEditor.activate" }, { - "action": "Delete This", + "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Next Phase", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4506,40 +4580,6 @@ "icon": "bitmex", "propertyNameAtParent": "createOrder" }, - { - "type": "Move Order", - "menuItems": [ - { - "action": "Configure This", - "label": "Configure This", - "iconPathOn": "settings", - "iconPathOff": "settings", - "actionFunction": "uiObject.configEditor.activate" - }, - { - "action": "Delete UI Object", - "askConfirmation": true, - "confirmationLabel": "Confirm to Delete", - "label": "Delete This", - "iconPathOn": "delete", - "iconPathOff": "delete", - "actionFunction": "payload.onMenuItemClick" - } - ], - "editors": { - "config": true - }, - "initialValues": { - "config": "{\n\"initialValue\": 0\n}" - }, - "addLeftIcons": true, - "level": 3, - "chainAttachesTo": { - "compatibleTypes": "->Distance To Event->" - }, - "icon": "bitmex", - "propertyNameAtParent": "moveOrder" - }, { "type": "Cancel Order", "menuItems": [ @@ -4629,7 +4669,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Strategy", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4745,8 +4785,8 @@ "type": "Strategy Name", "menuItems": [ { - "action": "Configure Name", - "label": "Configure Name", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -4755,7 +4795,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Strategy Name", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4779,8 +4819,8 @@ "type": "Index", "menuItems": [ { - "action": "Configure Index", - "label": "Configure Index", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -4789,7 +4829,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Index", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -4949,8 +4989,8 @@ "type": "Status", "menuItems": [ { - "action": "Configure Status", - "label": "Configure Status", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -4959,7 +4999,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Status", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5119,8 +5159,8 @@ "type": "Identifier", "menuItems": [ { - "action": "Configure Identifier", - "label": "Configure Identifier", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -5129,7 +5169,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Identifier", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5150,11 +5190,11 @@ "propertyNameAtParent": "identifier" }, { - "type": "Begin", + "type": "Exchange Id", "menuItems": [ { - "action": "Configure Begin", - "label": "Configure Begin", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -5163,7 +5203,41 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Begin", + "label": "Delete This", + "iconPathOn": "delete", + "iconPathOff": "delete", + "actionFunction": "payload.onMenuItemClick" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{\n\"initialValue\": \"\"\n}" + }, + "addLeftIcons": true, + "level": 3, + "chainAttachesTo": { + "compatibleTypes": "->Market Order->Limit Order->" + }, + "icon": "layer-manager", + "propertyNameAtParent": "exchangeId" + }, + { + "type": "Begin", + "menuItems": [ + { + "action": "Configure This", + "label": "Configure This", + "iconPathOn": "settings", + "iconPathOff": "settings", + "actionFunction": "uiObject.configEditor.activate" + }, + { + "action": "Delete UI Object", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5187,8 +5261,8 @@ "type": "End", "menuItems": [ { - "action": "Configure End", - "label": "Configure End", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -5197,7 +5271,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete End", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5224,7 +5298,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Open", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5245,7 +5319,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Close", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5266,7 +5340,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Min", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5287,7 +5361,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Max", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5305,8 +5379,8 @@ "type": "Begin Rate", "menuItems": [ { - "action": "Configure Begin Rate", - "label": "Configure Begin Rate", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -5315,7 +5389,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Begin Rate", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5339,8 +5413,8 @@ "type": "End Rate", "menuItems": [ { - "action": "Configure End Rate", - "label": "Configure End Rate", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -5349,7 +5423,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete End Rate", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5398,7 +5472,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Position", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5532,8 +5606,8 @@ "type": "Rate", "menuItems": [ { - "action": "Configure Rate", - "label": "Configure Rate", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -5542,7 +5616,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Rate", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5566,8 +5640,8 @@ "type": "Size", "menuItems": [ { - "action": "Configure Size", - "label": "Configure Size", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -5576,7 +5650,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Size", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5736,8 +5810,8 @@ "type": "Exit Type", "menuItems": [ { - "action": "Configure Exit Type", - "label": "Configure Exit Type", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -5746,7 +5820,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Exit Type", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5781,7 +5855,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Last", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5822,7 +5896,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Last", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5903,7 +5977,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Previous", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -5970,7 +6044,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Exchange Orders", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6084,6 +6158,12 @@ "childType": "Identifier", "autoAdd": true }, + { + "name": "exchangeId", + "type": "node", + "childType": "Exchange Id", + "autoAdd": true + }, { "name": "begin", "type": "node", @@ -6296,6 +6376,12 @@ "childType": "Identifier", "autoAdd": true }, + { + "name": "exchangeId", + "type": "node", + "childType": "Exchange Id", + "autoAdd": true + }, { "name": "begin", "type": "node", @@ -6378,7 +6464,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Parameters", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6501,7 +6587,7 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#base-asset", "menuItems": [ { - "action": "Configure Session Base Asset", + "action": "Configure This", "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", @@ -6511,7 +6597,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Session Base Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6543,7 +6629,7 @@ "type": "Session Quoted Asset", "menuItems": [ { - "action": "Configure Session Quoted Asset", + "action": "Configure This", "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", @@ -6553,7 +6639,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Session Quoted Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6589,7 +6675,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Base Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6619,7 +6705,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Base Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6648,16 +6734,16 @@ { "action": "Add UI Object", "disableIfPropertyIsDefined": true, - "propertyToCheckFor": "keyInstance", - "label": "Add Key Instance", - "relatedUiObject": "Key Instance", + "propertyToCheckFor": "keyReference", + "label": "Add Key Reference", + "relatedUiObject": "Key Reference", "actionFunction": "payload.onMenuItemClick" }, { "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Base Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6678,9 +6764,9 @@ }, "properties": [ { - "name": "keyInstance", + "name": "keyReference", "type": "node", - "childType": "Key Instance" + "childType": "Key Reference" } ], "icon": "market", @@ -6691,8 +6777,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#time-range", "menuItems": [ { - "action": "Configure Time Range", - "label": "Configure Time Range", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -6701,7 +6787,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Time Range", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6726,8 +6812,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#time-frame", "menuItems": [ { - "action": "Configure Time Frame", - "label": "Configure Time Frame", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -6736,7 +6822,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Time Frame", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6761,8 +6847,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#slippage", "menuItems": [ { - "action": "Configure Slippage", - "label": "Configure Slippage", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -6771,7 +6857,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Slippage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6796,8 +6882,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#fee-structure", "menuItems": [ { - "action": "Configure Fee Structure", - "label": "Configure Fee Structure", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -6806,7 +6892,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Fee Structure", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6830,8 +6916,8 @@ "type": "Snapshots", "menuItems": [ { - "action": "Configure Snapshots", - "label": "Configure Snapshots", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "settings", "iconPathOff": "settings", "actionFunction": "uiObject.configEditor.activate" @@ -6840,7 +6926,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Snapshots", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -6931,8 +7017,8 @@ "actionFunction": "payload.onMenuItemClick" }, { - "action": "Configure Session", - "label": "Configure Session", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -6948,7 +7034,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Session", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7034,8 +7120,8 @@ "actionFunction": "payload.onMenuItemClick" }, { - "action": "Configure Session", - "label": "Configure Session", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7051,7 +7137,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Session", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7101,14 +7187,13 @@ "propertyNameAtParent": "session" }, { - "type": "Key Instance", - "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#key-instance", + "type": "Key Reference", "menuItems": [ { "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Key Instance", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7126,7 +7211,7 @@ "compatibleTypes": "->Exchange Account Key->" }, "icon": "login", - "propertyNameAtParent": "keyInstance" + "propertyNameAtParent": "keyReference" }, { "type": "Live Trading Session", @@ -7165,8 +7250,8 @@ "actionFunction": "payload.onMenuItemClick" }, { - "action": "Configure Session", - "label": "Configure Session", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7182,7 +7267,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Session", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7194,7 +7279,7 @@ "config": true }, "initialValues": { - "config": "{ \n\"folderName\": \"Type the name of the folder where you wish to store the logs of this process\"\n}" + "config": "{ \n\"folderName\": \"Your-Session-Folder-Name\"\n}" }, "level": 2, "referenceAttachesTo": { @@ -7236,8 +7321,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#sensor-bot-instance", "menuItems": [ { - "action": "Configure Bot Instance", - "label": "Configure Bot Instance", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7253,7 +7338,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Bot Instance", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7287,8 +7372,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-network.html#indicator-bot-instance", "menuItems": [ { - "action": "Configure Bot Instance", - "label": "Configure Bot Instance", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7304,7 +7389,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Bot Instance", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7338,8 +7423,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-data-mine.html#data-mine", "menuItems": [ { - "action": "Configure Data Mine", - "label": "Configure Data Mine", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7373,7 +7458,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Mine", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7417,8 +7502,8 @@ "type": "Sensor Bot", "menuItems": [ { - "action": "Configure Bot", - "label": "Configure Bot", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7440,7 +7525,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Sensor Bot", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7480,8 +7565,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-data-mine.html#process-definition", "menuItems": [ { - "action": "Configure Process", - "label": "Configure Process", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7497,7 +7582,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Process Definition", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7564,7 +7649,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Process Output", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7606,7 +7691,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Dependencies", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7639,8 +7724,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-data-mine.html#status-dependency", "menuItems": [ { - "action": "Configure Status Dependency", - "label": "Configure Status Dependency", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7650,7 +7735,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Status Dependency", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7686,7 +7771,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Status Report", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7708,7 +7793,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7738,7 +7823,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7757,8 +7842,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-data-mine.html#product-definition", "menuItems": [ { - "action": "Configure Product", - "label": "Configure Product", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7788,7 +7873,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Product Definition", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7841,8 +7926,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-data-mine.html#dataset-definition", "menuItems": [ { - "action": "Configure Definition", - "label": "Configure Definition", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7852,7 +7937,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Dataset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7878,8 +7963,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-data-mine.html#indicator-bot", "menuItems": [ { - "action": "Configure Bot", - "label": "Configure Bot", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -7901,7 +7986,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Indicator Bot", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7944,7 +8029,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Output Dataset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -7974,7 +8059,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Dependency", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8010,7 +8095,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Record Definition", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8037,8 +8122,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-data-mine.html#record-property", "menuItems": [ { - "action": "Configure Property", - "label": "Configure Property", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -8056,7 +8141,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Record Property", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8100,7 +8185,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Formula", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8144,7 +8229,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Procedure", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8188,7 +8273,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Initialization", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8226,7 +8311,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Procedure Loop", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8272,7 +8357,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Procedure", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8304,8 +8389,8 @@ "type": "Trading Bot", "menuItems": [ { - "action": "Configure Bot", - "label": "Configure Bot", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -8327,7 +8412,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Trading Bot", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8367,8 +8452,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-data-mine.html#plotter", "menuItems": [ { - "action": "Configure Plotter", - "label": "Configure Plotter", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -8384,7 +8469,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Plotter", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8418,9 +8503,9 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-trading-system.html#trading-system", "menuItems": [ { - "action": "Configure Trading System", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Trading System", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -8434,7 +8519,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Trading System", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8536,7 +8621,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Stage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8595,7 +8680,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8642,7 +8727,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8689,7 +8774,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8746,7 +8831,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Stage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8793,7 +8878,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Definition", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8847,7 +8932,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Item", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8883,7 +8968,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Item", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -8942,7 +9027,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Phase", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9000,7 +9085,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9047,7 +9132,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9091,7 +9176,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Item", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9127,7 +9212,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Item", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9166,7 +9251,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Position Size", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9204,7 +9289,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Position Rate", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9213,7 +9298,7 @@ "addLeftIcons": true, "level": 5, "chainAttachesTo": { - "compatibleTypes": "->Initial Definition->Limit Buy Order->Limit Sell Order->Move Order Event->" + "compatibleTypes": "->Initial Definition->Limit Buy Order->Limit Sell Order->" }, "icon": "stage-open-postion-rate", "properties": [ @@ -9240,7 +9325,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Open Execution", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9300,7 +9385,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Execution Algorithm", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9372,7 +9457,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Market Buy Order", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9439,7 +9524,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Market Sell Order", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9510,12 +9595,6 @@ "relatedUiObject": "Cancel Order Event", "actionFunction": "payload.onMenuItemClick" }, - { - "action": "Add UI Object", - "label": "Add Move Order Event", - "relatedUiObject": "Move Order Event", - "actionFunction": "payload.onMenuItemClick" - }, { "action": "Add UI Object", "disableIfPropertyIsDefined": true, @@ -9528,7 +9607,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Limit Buy Order", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9567,11 +9646,6 @@ "type": "node", "childType": "Cancel Order Event" }, - { - "name": "moveOrderEvents", - "type": "array", - "childType": "Move Order Event" - }, { "name": "simulatedExchangeEvents", "type": "node", @@ -9614,12 +9688,6 @@ "relatedUiObject": "Cancel Order Event", "actionFunction": "payload.onMenuItemClick" }, - { - "action": "Add UI Object", - "label": "Add Move Order Event", - "relatedUiObject": "Move Order Event", - "actionFunction": "payload.onMenuItemClick" - }, { "action": "Add UI Object", "disableIfPropertyIsDefined": true, @@ -9632,7 +9700,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Limit Sell Order", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9671,11 +9739,6 @@ "type": "node", "childType": "Cancel Order Event" }, - { - "name": "moveOrderEvents", - "type": "array", - "childType": "Move Order Event" - }, { "name": "simulatedExchangeEvents", "type": "node", @@ -9703,7 +9766,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -9730,66 +9793,6 @@ ], "propertyNameAtParent": "createOrderEvent" }, - { - "type": "Move Order Event", - "menuItems": [ - { - "action": "Add UI Object", - "disableIfPropertyIsDefined": true, - "propertyToCheckFor": "positionRate", - "label": "Add Position Rate", - "relatedUiObject": "Position Rate", - "actionFunction": "payload.onMenuItemClick" - }, - { - "action": "Add UI Object", - "label": "Add Situation", - "relatedUiObject": "Situation", - "actionFunction": "payload.onMenuItemClick" - }, - { - "action": "Add UI Object", - "label": "Add Announcement", - "relatedUiObject": "Announcement", - "actionFunction": "payload.onMenuItemClick" - }, - { - "action": "Delete UI Object", - "askConfirmation": true, - "confirmationLabel": "Confirm to Delete", - "label": "Delete This Event", - "iconPathOn": "delete", - "iconPathOff": "delete", - "actionFunction": "payload.onMenuItemClick" - } - ], - "addLeftIcons": true, - "level": 3, - "chainAttachesTo": { - "compatibleTypes": "->Market Buy Order->Market Sell Order->Limit Buy Order->Limit Sell Order->" - }, - "icon": "move-order", - "properties": [ - { - "name": "positionRate", - "type": "node", - "childType": "Position Rate", - "autoAdd": true - }, - { - "name": "situations", - "type": "array", - "childType": "Situation", - "autoAdd": true - }, - { - "name": "announcements", - "type": "array", - "childType": "Announcement" - } - ], - "propertyNameAtParent": "moveOrderEvents" - }, { "type": "Cancel Order Event", "menuItems": [ @@ -9809,7 +9812,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Event", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10026,7 +10029,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Stage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10081,7 +10084,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Stage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10156,7 +10159,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Social Bots", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10185,9 +10188,9 @@ }, "menuItems": [ { - "action": "Configure Telegram Bot", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Telegram Bot", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -10195,7 +10198,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Telegram Bot", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10220,9 +10223,9 @@ }, "menuItems": [ { - "action": "Configure Announcement", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Announcement", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -10246,7 +10249,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Announcement", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10372,7 +10375,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Super Actions", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10407,7 +10410,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Signals Providers", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10433,9 +10436,9 @@ "type": "Signals Provider", "menuItems": [ { - "action": "Configure Signals Provider", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Signals Provider", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -10453,7 +10456,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Signals Provider", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10497,7 +10500,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Crypto Exchanges", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10525,9 +10528,9 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-crypto-ecosystem.html#crypto-exchange", "menuItems": [ { - "action": "Configure Crypto Exchange", + "action": "Configure Thise", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Crypto Exchange", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -10559,7 +10562,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Crypto Exchange", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10647,9 +10650,9 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-crypto-ecosystem.html#exchange-assets", "menuItems": [ { - "action": "Configure Exchange Assets", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Exchange Assets", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -10672,7 +10675,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Exchange Assets", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10704,9 +10707,9 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-crypto-ecosystem.html#asset", "menuItems": [ { - "action": "Configure Asset", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Asset", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -10714,7 +10717,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10824,7 +10827,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Exchange Markets", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10850,9 +10853,9 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-crypto-ecosystem.html#market", "menuItems": [ { - "action": "Configure Market", + "action": "Configure This", "actionFunction": "uiObject.configEditor.activate", - "label": "Configure Market", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html" }, @@ -10882,7 +10885,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Market", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10936,7 +10939,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Exchange Accounts", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -10983,7 +10986,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Account", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11026,7 +11029,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete User Assets", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11062,7 +11065,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete User Keys", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11093,7 +11096,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Asset", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11121,8 +11124,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-crypto-ecosystem.html#exchange-account-key", "menuItems": [ { - "action": "Configure Key", - "label": "Configure Key", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -11132,7 +11135,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete This Key", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11204,7 +11207,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Dashboard", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11231,8 +11234,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-charting-space.html#time-machine", "menuItems": [ { - "action": "Configure Time Machine", - "label": "Configure Time Machine", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -11272,7 +11275,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Crypto Exchange", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11324,8 +11327,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-charting-space.html#viewport", "menuItems": [ { - "action": "Configure Viewport", - "label": "Configure Viewport", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -11351,8 +11354,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-charting-space.html#time-scale", "menuItems": [ { - "action": "Configure Time Scale", - "label": "Configure Time Scale", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -11362,7 +11365,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Time Scale", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11387,8 +11390,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-charting-space.html#rate-scale", "menuItems": [ { - "action": "Configure Rate Scale", - "label": "Configure Rate Scale", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -11398,7 +11401,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Rate Scale", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11423,8 +11426,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-charting-space.html#time-frame-scale", "menuItems": [ { - "action": "Configure Frame Scale", - "label": "Configure Frame Scale", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -11434,7 +11437,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Time Frame Scale", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11486,7 +11489,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Time Timeline Chart", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11527,8 +11530,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-charting-space.html#layers-manager", "menuItems": [ { - "action": "Configure Layers Manager", - "label": "Configure Layers Manager", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -11544,7 +11547,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Layers Manager", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11577,8 +11580,8 @@ "docURL": "https://docs.superalgos.org/suite-hierarchy-charting-space.html#layer", "menuItems": [ { - "action": "Configure Layer", - "label": "Configure Layer", + "action": "Configure This", + "label": "Configure This", "iconPathOn": "html", "iconPathOff": "html", "dontShowAtFullscreen": true, @@ -11596,7 +11599,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Layer", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11654,7 +11657,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Storage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11715,7 +11718,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Exchange Tasks", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11779,7 +11782,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Mining", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11835,7 +11838,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Environment", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11891,7 +11894,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Environment", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11926,7 +11929,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Storage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -11969,7 +11972,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Storage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -12003,7 +12006,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Exchange Sessions", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -12046,7 +12049,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Storage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -12083,7 +12086,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Storage", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -12128,7 +12131,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Single Market Data", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" @@ -12166,7 +12169,7 @@ "action": "Delete UI Object", "askConfirmation": true, "confirmationLabel": "Confirm to Delete", - "label": "Delete Data Product", + "label": "Delete This", "iconPathOn": "delete", "iconPathOff": "delete", "actionFunction": "payload.onMenuItemClick" diff --git a/BackendServers/WebServer/AppLoader.js b/BackendServers/WebServer/AppLoader.js index ad9f15f1f..8ef1b92ae 100644 --- a/BackendServers/WebServer/AppLoader.js +++ b/BackendServers/WebServer/AppLoader.js @@ -19,14 +19,14 @@ function newAppLoader() { let plotters let modulesArray = [] - + plotters = defaultPlotters() - + modulesArray = modulesArray.concat([ 'ChartingSpace/Viewport.js', - + 'Globals.js', - + 'AppSchema.js', 'Workspace.js', @@ -44,16 +44,16 @@ function newAppLoader() { 'DesignSpace/Workspace/FunctionLibraries/NodeDeleter.js', 'DesignSpace/Workspace/FunctionLibraries/ProtocolNode.js', 'DesignSpace/Workspace/FunctionLibraries/NodeCloning.js', - 'DesignSpace/Workspace/FunctionLibraries/NodeChildren.js', + 'DesignSpace/Workspace/FunctionLibraries/NodeChildren.js', 'DesignSpace/Workspace/FunctionLibraries/TaskFunctions.js', 'DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js', 'DesignSpace/Workspace/FunctionLibraries/ShortcutKeys.js', 'DesignSpace/Workspace/FunctionLibraries/OnFocus.js', 'DesignSpace/Workspace/FunctionLibraries/SuperScripts.js', 'DesignSpace/Workspace/FunctionLibraries/CCXTFunctions.js', - 'DesignSpace/Workspace/FunctionLibraries/WebhookFunctions.js', + 'DesignSpace/Workspace/FunctionLibraries/WebhookFunctions.js', 'DesignSpace/Workspace/FunctionLibraries/DependenciesFilter.js', - + 'Utilities/CoordinateTransformations.js', 'Utilities/DateRateTransformations.js', 'Utilities/Download.js', @@ -68,7 +68,7 @@ function newAppLoader() { 'Panels/Layer.js', 'Panels/PlotterPanel.js', 'Panels/PanelsVisibleButton.js', - + 'SideSpace/SidePanelTab.js', 'SideSpace/ListView.js', 'SideSpace/ListItem.js', @@ -98,7 +98,7 @@ function newAppLoader() { 'FloatingSpace/CircularMenuItem.js', 'FloatingSpace/CircularProgressBar.js', 'FloatingSpace/BusyProgressBar.js', - 'FloatingSpace/CodeEditor.js', + 'FloatingSpace/CodeEditor.js', 'FloatingSpace/ConfigEditor.js', 'FloatingSpace/ConditionEditor.js', 'FloatingSpace/FormulaEditor.js', @@ -109,7 +109,7 @@ function newAppLoader() { 'Scales/TimeFrameScale.js', 'Scales/Commons.js', 'Scales/AutoScaleButton.js', - + 'CockpitSpace/AssetBalances.js', 'CockpitSpace/Speedometer.js', 'CockpitSpace/FullScreen.js', @@ -187,23 +187,14 @@ function newAppLoader() { } function defaultPlotters() { - return [ + return [ 'Plotters/Masters/Plotters-Candles-Volumes/Candles.js', 'Plotters/Masters/Plotters-Candles-Volumes/CandlePanel.js', 'Plotters/Masters/Plotters-Candles-Volumes/Volumes.js', 'Plotters/Masters/Plotters-Candles-Volumes/VolumePanel.js', 'Plotters/Masters/Plotters-Bollinger-Bands/BollingerBands.js', 'Plotters/Masters/Plotters-Bollinger-Bands/BollingerBandsPanel.js', - 'Plotters/Masters/Plotters-Bollinger-Bands/PercentageBandwidth.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/TradingSimulation.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/TradingSimulationEpisodePanel.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/Conditions.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/Strategies.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/Trades.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/SimulationExecution.js', - 'Plotters/TradingEngines/Plotters-Trading-Simulation/SimulationExecutionPanel.js' + 'Plotters/Masters/Plotters-Bollinger-Bands/PercentageBandwidth.js' ] } diff --git a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js index 0536167ad..e552a7c53 100644 --- a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js +++ b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js @@ -37,7 +37,7 @@ function newSessionFunctions () { 'Close Stage->Close Execution->' + 'Announcement->Formula->' + 'Execution Algorithm->Market Buy Order->Market Sell Order->Limit Buy Order->Limit Sell Order->' + - 'Create Order Event->Move Order Event->Cancel Order Event->' + + 'Create Order Event->Cancel Order Event->' + 'Position Size->Position Rate->Formula->' + 'Situation->Condition->Javascript Code->' + 'Market Order->Limit Order->' + @@ -57,7 +57,7 @@ function newSessionFunctions () { 'Begin->End->Open->Close->Min->Max->Index->' + 'Balance->Base Asset->Quoted Asset->' + 'Distance To Event->' + - 'Trigger On->Trigger Off->Take Position->Close Position->Next Phase->Move To Phase->Create Order->Move Order->Cancel Order->Close Order->' + + 'Trigger On->Trigger Off->Take Position->Close Position->Next Phase->Move To Phase->Create Order->Cancel Order->Close Order->' + 'Strategy->' + 'Serial Number->Identifier->Begin->End->Strategy Name->Index->Trigger Stage Status->Open Stage Status->Manage Stage Status->Close Stage Status->Status->Begin Rate->End Rate->Situation Name->' + 'Strategy Counters->Periods->' + @@ -70,9 +70,9 @@ function newSessionFunctions () { 'Formula->' + 'Exchange Orders->Market Buy Orders->Market Sell Orders->Limit Buy Orders->Limit Sell Orders->' + 'Market Order->Limit Order->' + - 'Serial Number->Identifier->Begin->End->Rate->Size->Exit Type->Status->Order Name->Algorithm Name->Situation Name->' + + 'Serial Number->Identifier->Exchange Id->Begin->End->Rate->Size->Exit Type->Status->Order Name->Algorithm Name->Situation Name->' + 'Order Counters->Periods->' + - 'Order Statistics->Percentage Filled->Actual Rate->Fees Paid->Days->User Defined Statistic->' + 'Order Statistics->Size Filled->Percentage Filled->Amount Received->Actual Rate->Fees Paid->Days->User Defined Statistic->' let tradingEngine = functionLibraryProtocolNode.getProtocolNode(node.tradingEngineReference.payload.referenceParent, false, true, true, false, false, lightingPath) diff --git a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/TaskFunctions.js b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/TaskFunctions.js index e364f9303..bad8f5bc1 100644 --- a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/TaskFunctions.js +++ b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/TaskFunctions.js @@ -32,7 +32,7 @@ function newTaskFunctions () { 'Trading Bot Instance->' + 'Sensor Process Instance->Indicator Process Instance->Trading Process Instance->' + 'Market Reference->' + - 'Key Instance->Exchange Account Key->' + + 'Key Reference->Exchange Account Key->' + 'Market->Exchange Markets->Crypto Exchange->' + 'Market Base Asset->Market Quoted Asset->Asset->' + 'Backtesting Session->Live Trading Session->Paper Trading Session->Fordward Testing Session->' + diff --git a/CanvasApp/EventsServerClient.js b/CanvasApp/EventsServerClient.js index b56712a6c..4760a3c51 100644 --- a/CanvasApp/EventsServerClient.js +++ b/CanvasApp/EventsServerClient.js @@ -156,7 +156,7 @@ function newEventsServerClient (host, port, hostName) { } if (thisObject.isConnected() !== true) { - canvas.cockpitSpace.setStatus('Connecting to ' + hostName + ' Network Node. Please wait until the connection is established.', 100, canvas.cockpitSpace.statusTypes.WARNING) + canvas.cockpitSpace.setStatus('Connecting to Superalgos Backend at ' + hostName + ' Network Node. Please wait until the connection is established.', 100, canvas.cockpitSpace.statusTypes.WARNING) } else { retryCommandsPhysics() } diff --git a/CanvasApp/Plotting/Plotter.js b/CanvasApp/Plotting/Plotter.js index bb0aaf7ee..85f3e6873 100644 --- a/CanvasApp/Plotting/Plotter.js +++ b/CanvasApp/Plotting/Plotter.js @@ -305,6 +305,7 @@ function newPlotter () { jsonifiedArray.push(record) previous = record + if (record.begin === undefined || record.end === undefined) { console.log('Could not find the property begin or end which are needed for the plotter to work.') } if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { thisObject.currentRecord = record thisObject.container.eventHandler.raiseEvent('Current Record Changed', thisObject.currentRecord) @@ -550,16 +551,16 @@ function newPlotter () { let atMousePosition = false if (userPositionDate >= record.begin && userPositionDate <= record.end) { - if (record.rate === undefined) { - /* Current Record depends only on begin and end. */ - atMousePosition = true - thisObject.container.eventHandler.raiseEvent('Current Record Changed', record) - } else { + if (record.rate !== undefined && productDefinition.referenceParent.config.useRateAtMousePosition === true) { /* Current Record depends also on rate */ if (record.rate >= minUserPositionRate && record.rate <= maxUserPositionRate) { atMousePosition = true thisObject.container.eventHandler.raiseEvent('Current Record Changed', record) } + } else { + /* Current Record depends only on begin and end. */ + atMousePosition = true + thisObject.container.eventHandler.raiseEvent('Current Record Changed', record) } } diff --git a/CanvasApp/Plotting/RecordValues.js b/CanvasApp/Plotting/RecordValues.js index 2e66ad2da..8f84ba629 100644 --- a/CanvasApp/Plotting/RecordValues.js +++ b/CanvasApp/Plotting/RecordValues.js @@ -12,7 +12,6 @@ function newRecordValues () { let tradingSystem let tradingEngine let productDefinition - let productTargetNode let propertyTargetNodeMap = new Map() return thisObject @@ -20,7 +19,6 @@ function newRecordValues () { tradingSystem = undefined tradingEngine = undefined productDefinition = undefined - productTargetNode = undefined propertyTargetNodeMap = undefined } @@ -28,15 +26,45 @@ function newRecordValues () { tradingSystem = canvas.designSpace.workspace.getHierarchyHeadsById(pTradingSystem.id) tradingEngine = canvas.designSpace.workspace.getHierarchyHeadsById(pTradingEngine.id) productDefinition = pProductDefinition - productTargetNode = eval(productDefinition.config.nodePath) - for (let i = 0; i < productDefinition.record.properties.length; i++) { - let property = productDefinition.record.properties[i] - if (property.config.nodePath !== undefined) { - let propertyRoot = eval(property.config.nodePath) - propertyTargetNodeMap.set(property.id, propertyRoot) - } else { - propertyTargetNodeMap.set(property.id, productTargetNode) + /* + The product root can be a node or a node property of type array. + */ + let productRoot = eval(productDefinition.config.nodePath) + + if (productDefinition.config.nodePathType === 'array') { + /* + This means that the configured nodePath is not pointing to a node, but to a node property that is an array. + For that reason we will assume that each element of the array is a record to be outputed + */ + for (let index = 0; index < productRoot.length; index++) { + /* + The Product Root Node is the root of the node hiriarchy from where we are going to extract the record values. + */ + let productRootNode = productRoot[index] + scanProperties(productRootNode, index) + } + } else { + /* + This means that the configured nodePath points to a single node, which is the one whose children constitutes + the record to be saved at the output file. + */ + /* + The Product Root Node is the root of the node hiriarchy from where we are going to extract the record values. + */ + let productRootNode = productRoot + scanProperties(productRootNode) + } + + function scanProperties (productRootNode, index) { + for (let i = 0; i < productDefinition.record.properties.length; i++) { + let property = productDefinition.record.properties[i] + if (property.config.nodePath !== undefined) { + let propertyRoot = eval(property.config.nodePath) + propertyTargetNodeMap.set(property.id, propertyRoot) + } else { + propertyTargetNodeMap.set(property.id, productRootNode) + } } } } diff --git a/Data-Mines/Masters-Trading.json b/Data-Mines/Masters-Trading.json index be9a88fbf..958378e2d 100644 --- a/Data-Mines/Masters-Trading.json +++ b/Data-Mines/Masters-Trading.json @@ -1 +1 @@ -{"type":"Data Mine","name":"Masters-Trading","config":"{ \n\"codeName\": \"TradingEngines\"\n}","sensorBots":[],"indicatorBots":[],"tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","processes":[{"type":"Process Definition","name":"Trading","config":"{\n \"codeName\": \"Trading\",\n \"liveTradingWaitTime\": 0,\n 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\ No newline at end of file diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Conditions.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Conditions.js deleted file mode 100644 index 1d932cf6e..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Conditions.js +++ /dev/null @@ -1,1128 +0,0 @@ -function newTradingEnginesPlottersTradingSimulationConditions() { - - const MODULE_NAME = "Conditions Plotter"; - const INFO_LOG = false; - const ERROR_LOG = true; - const INTENSIVE_LOG = false; - const logger = newWebDebugLog(); - logger.fileName = MODULE_NAME; - - let thisObject = { - - // Main functions and properties. - - initialize: initialize, - finalize: finalize, - container: undefined, - getContainer: getContainer, - setTimeFrame: setTimeFrame, - setDatetime: setDatetime, - draw: draw, - - /* Events declared outside the plotter. */ - - onDailyFileLoaded: onDailyFileLoaded, - - // Secondary functions and properties. - - record: undefined - }; - - /* this is part of the module template */ - - let container = newContainer(); // Do not touch this 3 lines, they are just needed. - container.initialize(); - thisObject.container = container; - - let coordinateSystem - - let timeFrame; // This will hold the current Time Frame the user is at. - let datetime; // This will hold the current Datetime the user is at. - - let marketFile; // This is the current Market File being plotted. - let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. - - let marketFiles; // This object will provide the different Market Files at different Time Frames. - let dailyFiles; // This object will provide the different File Cursors at different Time Frames. - - /* these are module specific variables: */ - - let conditions = []; - let headers; - - let noDefinitionOnFocusErrorDisplayed = false - - let onMouseOverEventSuscriptionId - let zoomChangedEventSubscriptionId - let offsetChangedEventSubscriptionId - let dragFinishedEventSubscriptionId - let dimmensionsChangedEventSubscriptionId - let marketFilesUpdatedEventSubscriptionId - let dailyFilesUpdatedEventSubscriptionId - let scaleChangedEventSubscriptionId - - let userPositionDate - return thisObject; - - function finalize() { - try { - - if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); } - - /* Stop listening to the necesary events. */ - - thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) - canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); - canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); - canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); - thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) - marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); - dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); - - /* Destroyd References */ - - marketFiles = undefined; - dailyFiles = undefined; - - datetime = undefined; - timeFrame = undefined; - - marketFile = undefined; - fileCursor = undefined; - - finalizeCoordinateSystem() - coordinateSystem = undefined - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } - } - } - - function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); } - - /* Store the information received. */ - - marketFiles = pStorage.marketFiles[0]; - dailyFiles = pStorage.dailyFiles[0]; - - datetime = pDatetime; - timeFrame = pTimeFrame; - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - - /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ - - marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. - - /* Now we set the right files according to current Period. */ - - marketFile = marketFiles.getFile(pTimeFrame); - fileCursor = dailyFiles.getFileCursor(pTimeFrame); - - /* Listen to the necesary events. */ - - zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); - offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); - dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); - marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); - dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); - onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) - - /* Get ready for plotting. */ - - recalculate(); - - /* Ready for when dimmension changes. */ - - dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { - recalculate(); - }) - - callBackFunction(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } - } - } - - function initializeCoordinateSystem() { - scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) - } - - function finalizeCoordinateSystem() { - coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) - } - - function onScaleChanged() { - recalculate(); - } - - function onMouseOver(event) { - let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) - userPositionDate = userPosition.valueOf() - } - - function getContainer(point) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); } - - let container; - - /* First we check if this point is inside this space. */ - - if (this.container.frame.isThisPointHere(point) === true) { - - return this.container; - - } else { - - /* This point does not belong to this space. */ - - return undefined; - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); } - } - } - - function onMarketFilesUpdated() { - try { - let newMarketFile = marketFiles.getFile(timeFrame); - if (newMarketFile !== undefined) { - marketFile = newMarketFile; - recalculate(); - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } - } - } - - function onDailyFilesUpdated() { - try { - let newFileCursor = dailyFiles.getFileCursor(timeFrame); - if (newFileCursor !== undefined) { - fileCursor = newFileCursor; - recalculate(); - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } - } - } - - function setTimeFrame(pTimeFrame) { - - try { - - if (timeFrame !== pTimeFrame) { - - timeFrame = pTimeFrame; - - if (timeFrame >= _1_HOUR_IN_MILISECONDS) { - - marketFile = marketFiles.getFile(pTimeFrame); - - recalculate(); - - } else { - - let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); - - fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. - recalculate(); - - } - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } - } - } - - function setDatetime(pDatetime) { - - if (INFO_LOG === true) { logger.write("[INFO] setDatetime -> Entering function."); } - - datetime = pDatetime; - - } - - function setCoordinateSystem(pCoordinateSystem) { - finalizeCoordinateSystem() - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - } - - function onDailyFileLoaded(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); } - - if (event.currentValue === event.totalValue) { - - /* This happens only when all of the files in the cursor have been loaded. */ - - recalculate(); - - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } - } - } - - function draw() { - - try { - - if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } - - this.container.frame.draw(); - - plotChart(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } - } - } - - function recalculate() { - - try { - - conditions = [] - - if (timeFrame >= _1_HOUR_IN_MILISECONDS) { - - recalculateUsingMarketFiles(); - - } else { - - recalculateUsingDailyFiles(); - - } - - thisObject.container.eventHandler.raiseEvent("Conditions Changed", conditions); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } - } - } - - function recalculateUsingDailyFiles() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } - - if (fileCursor === undefined) { - conditions = []; - return; - } // We need to wait - - if (fileCursor.files.size === 0) { - conditions = []; - return; - } // We need to wait until there are files in the cursor - - let daysOnSides = getSideDays(timeFrame); - - let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); - let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); - - let dateDiff = rightDate.valueOf() - leftDate.valueOf(); - - let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); - let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); - - let currentDate = new Date(farLeftDate.valueOf()); - - conditions = []; - - - - while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { - - let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); - - let dailyFile = fileCursor.files.get(stringDate); - - if (dailyFile !== undefined) { - - headers = dailyFile[0]; - - for (let i = 0; i < dailyFile[1].length; i++) { - - let record = { - begin: undefined, - end: undefined, - conditions: undefined - }; - - record.begin = dailyFile[1][i][0]; - record.end = dailyFile[1][i][1]; - record.strategyIndex = dailyFile[1][i][2]; - record.variable_current_position_stopLoss_phase = dailyFile[1][i][3]; - record.variable_current_position_takeProfit_phase = dailyFile[1][i][4]; - record.conditions = dailyFile[1][i][5]; - record.formulaErrors = dailyFile[1][i][6]; - record.formulaValues = dailyFile[1][i][7]; - - if ( - (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && - (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) - ) { - - conditions.push(record); - - if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { - - thisObject.record = record; - thisObject.container.eventHandler.raiseEvent("Current Condition Changed", thisObject.record); - - } - } - } - } - - currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); - } - - /* Lests check if all the visible screen is going to be covered by conditions. */ - - let lowerEnd = leftDate.valueOf(); - let upperEnd = rightDate.valueOf(); - - setTimeout(recalculate, 2000); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } - } - } - - function recalculateUsingMarketFiles() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } - - if (marketFile === undefined) { return; } // Initialization not complete yet. - - let daysOnSides = getSideDays(timeFrame); - - let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); - let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); - - let dateDiff = rightDate.valueOf() - leftDate.valueOf(); - - leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); - rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); - - conditions = []; - headers = marketFile[0]; - - for (let i = 0; i < marketFile[1].length; i++) { - - let record = { - begin: undefined, - end: undefined, - conditions: undefined - }; - - record.begin = marketFile[1][i][0]; - record.end = marketFile[1][i][1]; - record.strategyIndex = marketFile[1][i][2]; - record.variable_current_position_stopLoss_phase = marketFile[1][i][3]; - record.variable_current_position_takeProfit_phase = marketFile[1][i][4]; - record.conditions = marketFile[1][i][5]; - record.formulaErrors = marketFile[1][i][6]; - record.formulaValues = marketFile[1][i][7]; - - if ( - (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && - (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) - ) { - - conditions.push(record); - - if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { - - thisObject.record = record; - thisObject.container.eventHandler.raiseEvent("Current Condition Changed", thisObject.record); - - } - } - } - - //console.log("Olivia > recalculateUsingMarketFiles > total conditions generated : " + conditions.length); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } - } - } - - function plotChart() { - - try { - - thisObject.container.eventHandler.raiseEvent("Current Condition Record Changed", undefined); - - let conditionRecord; - - for (let i = 0; i < conditions.length; i++) { - - conditionRecord = conditions[i]; - - /* Send the current record to the panel */ - - if (userPositionDate >= conditionRecord.begin && userPositionDate <= conditionRecord.end) { - - let record = { - conditionsNames: headers, - strategyIndex: conditionRecord.strategyIndex, - variable_current_position_stopLoss_phase: conditionRecord.variable_current_position_stopLoss_phase, - variable_current_position_takeProfit_phase: conditionRecord.variable_current_position_takeProfit_phase, - conditionsValues: conditionRecord.conditions, - formulaErrors: conditionRecord.formulaErrors, - formulaValues: conditionRecord.formulaValues - }; - - sendRecordInfoToDesignerSpace(record) - } - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } - } - } - - function sendRecordInfoToDesignerSpace(record) { - - if (record === undefined) { return; } - if (record.conditionsNames === undefined) { return; } - if (canvas.designSpace.workspace === undefined) { return; } - - /* We will get now the designer trading system */ - let designerTradingSystem - let fileTradingSystem = record.conditionsNames; - - for (let i = 0; i < canvas.designSpace.workspace.workspaceNode.rootNodes.length; i++) { - let rootNode = canvas.designSpace.workspace.workspaceNode.rootNodes[i] - if (rootNode.type === 'Trading System') { - if (rootNode.id === fileTradingSystem.id) { - designerTradingSystem = rootNode - } - } - } - - if (designerTradingSystem === undefined) { return; } - - try { - - browserCanvasContext.beginPath(); - - - let conditionIndex = 0; - let formulaErrorsIndex = 0; - let formulaValuesIndex = 0; - - designerTradingSystem.payload.uiObject.setErrorMessage(fileTradingSystem.error) - - if (fileTradingSystem.parameters !== undefined) { - designerTradingSystem.parameters.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.error) - if (fileTradingSystem.parameters.baseAsset !== undefined) { - designerTradingSystem.parameters.baseAsset.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.baseAsset.error) - } - if (fileTradingSystem.parameters.timeRange !== undefined) { - designerTradingSystem.parameters.timeRange.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.timeRange.error) - } - if (fileTradingSystem.parameters.slippage !== undefined) { - designerTradingSystem.parameters.slippage.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.slippage.error) - } - if (fileTradingSystem.parameters.feeStructure !== undefined) { - designerTradingSystem.parameters.feeStructure.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.feeStructure.error) - } - } - - for (let j = 0; j < fileTradingSystem.strategies.length; j++) { - - let strategy = fileTradingSystem.strategies[j]; - designerTradingSystem.strategies[j].payload.uiObject.setErrorMessage(strategy.error) - - if (record.strategyIndex === j) { - designerTradingSystem.strategies[j].payload.uiObject.isExecuting = true - } else { - designerTradingSystem.strategies[j].payload.uiObject.isExecuting = false - } - - let triggerStage = strategy.triggerStage - - if (triggerStage !== undefined) { - designerTradingSystem.strategies[j].triggerStage.payload.uiObject.setErrorMessage(triggerStage.error) - - if (triggerStage.triggerOn !== undefined) { - designerTradingSystem.strategies[j].triggerStage.triggerOn.payload.uiObject.setErrorMessage(triggerStage.triggerOn.error) - - for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) { - - let situation = triggerStage.triggerOn.situations[k]; - designerTradingSystem.strategies[j].triggerStage.triggerOn.situations[k].payload.uiObject.setErrorMessage(triggerStage.triggerOn.situations[k].error) - processSituation(situation, designerTradingSystem.strategies[j].triggerStage.triggerOn.situations[k]); - } - - for (let k = 0; k < triggerStage.triggerOn.announcements.length; k++) { - - let announcement = triggerStage.triggerOn.announcements[k]; - designerTradingSystem.strategies[j].triggerStage.triggerOn.announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].triggerStage.triggerOn.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - - if (triggerStage.triggerOff !== undefined) { - - for (let k = 0; k < triggerStage.triggerOff.situations.length; k++) { - - let situation = triggerStage.triggerOff.situations[k]; - designerTradingSystem.strategies[j].triggerStage.triggerOff.situations[k].payload.uiObject.setErrorMessage(triggerStage.triggerOff.situations[k].error) - processSituation(situation, designerTradingSystem.strategies[j].triggerStage.triggerOff.situations[k]); - } - - for (let k = 0; k < triggerStage.triggerOff.announcements.length; k++) { - - let announcement = triggerStage.triggerOff.announcements[k]; - designerTradingSystem.strategies[j].triggerStage.triggerOff.announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].triggerStage.triggerOff.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - - if (triggerStage.takePosition !== undefined) { - - for (let k = 0; k < triggerStage.takePosition.situations.length; k++) { - - let situation = triggerStage.takePosition.situations[k]; - designerTradingSystem.strategies[j].triggerStage.takePosition.situations[k].payload.uiObject.setErrorMessage(triggerStage.takePosition.situations[k].error) - processSituation(situation, designerTradingSystem.strategies[j].triggerStage.takePosition.situations[k]); - } - - for (let k = 0; k < triggerStage.takePosition.announcements.length; k++) { - - let announcement = triggerStage.takePosition.announcements[k]; - designerTradingSystem.strategies[j].triggerStage.takePosition.announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].triggerStage.takePosition.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - } - - let openStage = strategy.openStage - - if (openStage !== undefined) { - designerTradingSystem.strategies[j].openStage.payload.uiObject.setErrorMessage(openStage.error) - - let initialDefinition = openStage.initialDefinition - - if (initialDefinition !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.payload.uiObject.setErrorMessage(openStage.initialDefinition.error) - - if (initialDefinition.stopLoss !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.error) - - for (let p = 0; p < initialDefinition.stopLoss.phases.length; p++) { - - if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase === p) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.isExecuting = true - } else { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.isExecuting = false - } - - let phase = initialDefinition.stopLoss.phases[p]; - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].error) - - if (phase.formula !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].formula.error) - - if (record.formulaErrors[formulaErrorsIndex] !== "") { - if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase === p) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(record.formulaErrors[formulaErrorsIndex]) - } - } - formulaErrorsIndex++ - - if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase === p) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setValue(record.formulaValues[formulaValuesIndex]) - } - formulaValuesIndex++ - } - - for (let k = 0; k < phase.announcements.length; k++) { - - let announcement = phase.announcements[k]; - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.error) - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - - processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.situations[k]); - } - - for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { - - let announcement = nextPhaseEvent.announcements[k]; - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - - for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { - let moveToPhaseEvent = phase.moveToPhaseEvents[n]; - if (moveToPhaseEvent !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].error) - - for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { - - let situation = moveToPhaseEvent.situations[k]; - - processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].situations[k]); - } - - for (let k = 0; k < moveToPhaseEvent.announcements.length; k++) { - - let announcement = moveToPhaseEvent.announcements[k]; - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - } - } - } - - if (initialDefinition.takeProfit !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.error) - - for (let p = 0; p < initialDefinition.takeProfit.phases.length; p++) { - - if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase === p) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.isExecuting = true - } else { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.isExecuting = false - } - - let phase = initialDefinition.takeProfit.phases[p]; - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].error) - - if (phase.formula !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].formula.error) - - if (record.formulaErrors[formulaErrorsIndex] !== "") { - if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase === p) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(record.formulaErrors[formulaErrorsIndex]) - } - } - formulaErrorsIndex++ - - if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase === p) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setValue(record.formulaValues[formulaValuesIndex]) - } - formulaValuesIndex++ - } - - for (let k = 0; k < phase.announcements.length; k++) { - - let announcement = phase.announcements[k]; - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.error) - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - - processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.situations[k]); - } - - for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { - - let announcement = nextPhaseEvent.announcements[k]; - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - - for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { - let moveToPhaseEvent = phase.moveToPhaseEvents[n]; - if (moveToPhaseEvent !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvents[n].payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvent[n].error) - - for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { - - let situation = moveToPhaseEvent.situations[k]; - - processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvents[n].situations[k]); - } - - for (let k = 0; k < moveToPhaseEvent.announcements.length; k++) { - - let announcement = moveToPhaseEvent.announcements[k]; - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvents[n].announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvents[n].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - } - } - } - } - - let openExecution = openStage.openExecution - - if (openExecution !== undefined) { - designerTradingSystem.strategies[j].openStage.openExecution.payload.uiObject.setErrorMessage(openStage.openExecution.error) - } - } - - let manageStage = strategy.manageStage - - if (manageStage !== undefined) { - designerTradingSystem.strategies[j].manageStage.payload.uiObject.setErrorMessage(manageStage.error) - - if (manageStage.stopLoss !== undefined) { - designerTradingSystem.strategies[j].manageStage.stopLoss.payload.uiObject.setErrorMessage(manageStage.stopLoss.error) - - for (let p = 0; p < manageStage.stopLoss.phases.length; p++) { - - if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase - 1 === p) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.isExecuting = true - } else { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.isExecuting = false - } - - let phase = manageStage.stopLoss.phases[p]; - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].error) - - if (phase.formula !== undefined) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].formula.error) - - if (record.formulaErrors[formulaErrorsIndex] !== "") { - if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase - 1 === p) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(record.formulaErrors[formulaErrorsIndex]) - } - } - formulaErrorsIndex++ - if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase - 1 === p) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setValue(record.formulaValues[formulaValuesIndex]) - } - formulaValuesIndex++ - } - - for (let k = 0; k < phase.announcements.length; k++) { - - let announcement = phase.announcements[k]; - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].nextPhaseEvent.error) - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - - processSituation(situation, designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.situations[k]); - } - - for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { - - let announcement = nextPhaseEvent.announcements[k]; - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - - for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { - let moveToPhaseEvent = phase.moveToPhaseEvents[n]; - if (moveToPhaseEvent !== undefined) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].moveToPhaseEvent[n].payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].moveToPhaseEvent[n].error) - - for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { - - let situation = moveToPhaseEvent.situations[k]; - - processSituation(situation, designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].moveToPhaseEvent[n].situations[k]); - } - - for (let k = 0; k < moveToPhaseEvent.announcements.length; k++) { - - let announcement = moveToPhaseEvent.announcements[k]; - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].moveToPhaseEvent[n].announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].moveToPhaseEvent[n].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - } - } - } - - if (manageStage.takeProfit !== undefined) { - designerTradingSystem.strategies[j].manageStage.takeProfit.payload.uiObject.setErrorMessage(manageStage.takeProfit.error) - - for (let p = 0; p < manageStage.takeProfit.phases.length; p++) { - - if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase - 1 === p) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.isExecuting = true - } else { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.isExecuting = false - } - - let phase = manageStage.takeProfit.phases[p]; - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].error) - - if (phase.formula !== undefined) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].formula.error) - - if (record.formulaErrors[formulaErrorsIndex] !== "") { - if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase - 1 === p) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(record.formulaErrors[formulaErrorsIndex]) - } - } - formulaErrorsIndex++ - - if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase - 1 === p) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setValue(record.formulaValues[formulaValuesIndex]) - } - formulaValuesIndex++ - } - - for (let k = 0; k < phase.announcements.length; k++) { - - let announcement = phase.announcements[k]; - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].nextPhaseEvent.error) - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - - processSituation(situation, designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.situations[k]); - } - - for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { - - let announcement = nextPhaseEvent.announcements[k]; - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { - let moveToPhaseEvent = phase.moveToPhaseEvents[n]; - if (moveToPhaseEvent !== undefined) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].moveToPhaseEvents[n].payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].moveToPhaseEvents[n].error) - - for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { - - let situation = moveToPhaseEvent.situations[k]; - - processSituation(situation, designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].moveToPhaseEvents[n].situations[k]); - } - - for (let k = 0; k < moveToPhaseEvent.announcements.length; k++) { - - let announcement = moveToPhaseEvent.announcements[k]; - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].moveToPhaseEvents[n].announcements[k].payload.uiObject.setErrorMessage(announcement.error) - if (announcement.formula !== undefined) { - designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].moveToPhaseEvents[n].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) - } - } - } - } - } - } - } - - - let closeStage = strategy.closeStage - - if (closeStage !== undefined) { - designerTradingSystem.strategies[j].closeStage.payload.uiObject.setErrorMessage(closeStage.error) - - let closeExecution = closeStage.closeExecution - - if (closeExecution !== undefined) { - designerTradingSystem.strategies[j].closeStage.closeExecution.payload.uiObject.setErrorMessage(closeStage.closeExecution.error) - } - } - } - - function processSituation(situation, node) { - - node.payload.uiObject.setErrorMessage(situation.error) - - let highlightSituation = true - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = node.conditions[m] - if (condition !== undefined) { - condition.payload.uiObject.setErrorMessage(situation.conditions[m].error) - - if (situation.conditions[m].javascriptCode !== undefined) { - if (condition.javascriptCode !== undefined) { - condition.javascriptCode.payload.uiObject.setErrorMessage(situation.conditions[m].javascriptCode.error) - } - } - - if (record.conditionsValues[conditionIndex] === 1) { - condition.payload.uiObject.highlight() - } else { - highlightSituation = false - } - conditionIndex++; - } - } - - if (highlightSituation === true) { - node.payload.uiObject.highlight() - } - } - - - browserCanvasContext.closePath(); - browserCanvasContext.fill(); - - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] sendRecordInfoToDesignerSpace -> err = " + err.stack); } - } - } - - - - function onViewportZoomChanged(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); } - - recalculate(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } - } - } - - function onViewportPositionChanged(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); } - - if (event !== undefined) { - if (event.recalculate === true) { - recalculate() - return - } - } - if (Math.random() * 100 > 95) { - recalculate() - }; - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } - } - } - - function onDragFinished() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); } - - recalculate(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } - } - } -} - - - - - - - - - - - - - - - - - - - - - - diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecution.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecution.js deleted file mode 100644 index cecae899f..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecution.js +++ /dev/null @@ -1,799 +0,0 @@ -function newTradingEnginesPlottersTradingSimulationSimulationExecution() { - - const MODULE_NAME = "Simulation Execution Plotter"; - const INTENSIVE_LOG = false; - const ERROR_LOG = true; - const logger = newWebDebugLog(); - logger.fileName = MODULE_NAME; - - let thisObject = { - - // Main functions and properties. - - initialize: initialize, - finalize: finalize, - container: undefined, - fitFunction: undefined, - getContainer: getContainer, - setTimeFrame: setTimeFrame, - setDatetime: setDatetime, - setCoordinateSystem: setCoordinateSystem, - draw: draw - }; - - /* this is part of the module template */ - - let container = newContainer(); // Do not touch this 3 lines, they are just needed. - container.initialize(); - thisObject.container = container; - - let coordinateSystem - - let timeFrame; // This will hold the current Time Frame the user is at. - let datetime; // This will hold the current Datetime the user is at. - - /* these are module specific variables: */ - - let fileSequence; - let plotElements = []; // This is where the elements to be plotted are stored before plotting. - let plotLines = []; // Here we store the lines of open positions. - - let previousNotesSetKey; - - let onMouseOverEventSuscriptionId - let offsetChangedEventSubscriptionId - let filesUpdatedEventSubscriptionId - let dimmensionsChangedEventSubscriptionId - let scaleChangedEventSubscriptionId - - let userPositionDate - return thisObject; - - function finalize() { - try { - - /* Stop listening to the necesary events. */ - thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) - canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); - fileSequence.eventHandler.stopListening(filesUpdatedEventSubscriptionId); - thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) - - /* Destroyd References */ - - datetime = undefined; - timeFrame = undefined; - - fileSequence = undefined; - plotElements = undefined; - plotLines = undefined; - - thisObject.fitFunction = undefined - - finalizeCoordinateSystem() - coordinateSystem = undefined - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> finalize -> err = " + err.stack.stack); } - } - } - - function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { - - try { - - datetime = pDatetime; - timeFrame = pTimeFrame; - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - - fileSequence = pStorage.fileSequences[0]; - - recalculate(); - - filesUpdatedEventSubscriptionId = fileSequence.eventHandler.listenToEvent("Files Updated", onFilesUpdated); // Only the first sequence is supported right now. - offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); - onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) - - /* Ready for when dimmension changes. */ - - dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { - recalculate(); - }) - callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE); - - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); } - callBackFunction(GLOBAL.CUSTOM_FAIL_RESPONSE); - } - } - - function initializeCoordinateSystem() { - scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) - } - - function finalizeCoordinateSystem() { - coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) - } - - function onScaleChanged() { - recalculate(); - } - - function onMouseOver(event) { - let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) - userPositionDate = userPosition.valueOf() - } - - function getContainer(point) { - try { - let container; - /* First we check if this point is inside this space. */ - if (this.container.frame.isThisPointHere(point) === true) { - return this.container; - } else { - /* This point does not belong to this space. */ - return undefined; - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); } - } - } - - function onFilesUpdated() { - recalculate(); - } - - function setTimeFrame(pTimeFrame) { - timeFrame = pTimeFrame; - recalculate(); - } - - function setDatetime(pDatetime) { - datetime = pDatetime; - } - - function setCoordinateSystem(pCoordinateSystem) { - finalizeCoordinateSystem() - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - } - - function onViewportPositionChanged() { - if (Math.random() * 100 > 95) { - recalculate() - } - } - - function recalculate() { - try { - if (fileSequence === undefined) { return; } - /* - - We are going to filter the records depending on the Time Frame. We want that for a 1 min time peroid all the records appears on screen, - but for higher periods, we will filter out some records, so that they do not overlap ever. - - */ - plotElements = []; - plotLines = []; - - let lastSellRate; - let lastSellDate; - let sellExecRate; - - let lastBuyRate; - let lastBuyDate; - let buyExecRate; - - let maxSequence = fileSequence.getFilesLoaded(); - - for (let j = 0; j < maxSequence; j++) { - - let file = fileSequence.getFile(j); - - let history = []; - let lines = []; - - /* First the small balls */ - - const ONE_MIN_IN_MILISECONDS = 60 * 1000; - let step = timeFrame / ONE_MIN_IN_MILISECONDS; - step = 1; // For now we dont discard records depending on the zoom level. - - let i = 0; - let lastRecordPushed = 0; - - for (i = 0; i < file.length; i = i + step) { - - let newHistoryRecord = { - - date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, - buyAvgRate: file[i][1], - sellAvgRate: file[i][2], - - lastSellRate: file[i][3], - sellExecRate: file[i][4], - lastBuyRate: file[i][5], - buyExecRate: file[i][6], - - marketRate: file[i][7], - newPositions: file[i][8], - newTrades: file[i][9], - movedPositions: file[i][10], - profitsAssetA: file[i][11], - profitsAssetB: file[i][12], - combinedProfitsA: file[i][13], - combinedProfitsB: file[i][14], - datetime: file[i][0] - }; - - /* Finally we add this History Record to the Array */ - - history.push(newHistoryRecord); - lastRecordPushed = i; - - /* Here we build the lines. */ - - //if (timeFrame <= 1 * 60 * 1000) { - - if (newHistoryRecord.lastSellRate > 0) { - lastSellRate = newHistoryRecord.lastSellRate; - lastSellDate = newHistoryRecord.date; - } - - if (newHistoryRecord.sellExecRate > 0) { - let newLine = { - type: "sell", - x1: lastSellDate, - y1: lastSellRate, - x2: newHistoryRecord.date, - y2: newHistoryRecord.sellExecRate - }; - lines.push(newLine); - } - - if (newHistoryRecord.lastBuyRate > 0) { - lastBuyRate = newHistoryRecord.lastBuyRate; - lastBuyDate = newHistoryRecord.date; - } - - if (newHistoryRecord.buyExecRate > 0) { - let newLine = { - type: "buy", - x1: lastBuyDate, - y1: lastBuyRate, - x2: newHistoryRecord.date, - y2: newHistoryRecord.buyExecRate - }; - lines.push(newLine); - } - //} - } - - /* We allways want to put the last record of the file on the filterd dataset, so as to allways show the latest advance of the bot. */ - - i = file.length - 1; - - if (lastRecordPushed !== i) { - - let newHistoryRecord = { - - date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, - buyAvgRate: file[i][1], - sellAvgRate: file[i][2], - - lastSellRate: file[i][3], - sellExecRate: file[i][4], - lastBuyRate: file[i][5], - buyExecRate: file[i][6], - - marketRate: file[i][7], - newPositions: file[i][8], - newTrades: file[i][9], - movedPositions: file[i][10], - profitsAssetA: file[i][11], - profitsAssetB: file[i][12], - combinedProfitsA: file[i][13], - combinedProfitsB: file[i][14] - }; - - history.push(newHistoryRecord); - - } - - - for (let i = 0; i < file.length; i++) { - - let newHistoryRecord = { - - date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, - buyAvgRate: file[i][1], - sellAvgRate: file[i][2], - - lastSellRate: file[i][3], - sellExecRate: file[i][4], - lastBuyRate: file[i][5], - buyExecRate: file[i][6], - - marketRate: file[i][7], - newPositions: file[i][8], - newTrades: file[i][9], - movedPositions: file[i][10], - profitsAssetA: file[i][11], - profitsAssetB: file[i][12], - combinedProfitsA: file[i][13], - combinedProfitsB: file[i][14] - }; - - } - plotElements.push(history); - plotLines.push(lines); - } - - thisObject.container.eventHandler.raiseEvent("History Changed", history); - - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> recalculate -> err = " + err.stack); } - } - } - - function draw() { - plotChart(); - } - - function plotChart() { - try { - - let record - - let point = { - x: 0, - y: 0 - }; - - let history; - - for (let j = 0; j < plotElements.length; j++) { - - let history = plotElements[j]; - - for (let i = 0; i < history.length; i++) { - - record = history[i]; - record = record - - let timestamp = record.date // Math.trunc(record.date / timeFrame) * timeFrame + timeFrame / 2; - - point = { - x: timestamp, - y: record.marketRate - }; - - point = coordinateSystem.transformThisPoint(point); - point = transformThisPoint(point, thisObject.container); - - if (point.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { continue; } - - point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point); - point = thisObject.fitFunction(point); - - let isCurrentRecord = false; - - if (userPositionDate >= record.date - 30000 && userPositionDate <= record.date + 30000 - 1) { - isCurrentRecord = true; - } - - let opacity = '1'; - let currentRadius = 10 - - /* Draw a red inverted triangle on exec sell */ - if (record.sellExecRate > 0) { - - opacity = '1'; - - let normalSize = 5 - let extraSize = 0 - if (isCurrentRecord) { extraSize = 5 } - - let point1 = { - x: record.date, - y: record.sellExecRate - }; - - let point2 = { - x: record.date + timeFrame / 7 * (normalSize + extraSize), - y: record.sellExecRate - }; - - let point3 = { - x: record.date - timeFrame / 7 * (normalSize + extraSize), - y: record.sellExecRate - }; - - point1 = coordinateSystem.transformThisPoint(point1); - point1 = transformThisPoint(point1, thisObject.container); - point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); - point1 = thisObject.fitFunction(point1); - - point2 = coordinateSystem.transformThisPoint(point2); - point2 = transformThisPoint(point2, thisObject.container); - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point2 = thisObject.fitFunction(point2); - - point3 = coordinateSystem.transformThisPoint(point3); - point3 = transformThisPoint(point3, thisObject.container); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - point3 = thisObject.fitFunction(point3); - - let diff = point2.x - point3.x; - point2.y = point2.y - diff; - point3.y = point3.y - diff; - - record.timeFrame = diff - - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - point2 = thisObject.fitFunction(point2); - point3 = thisObject.fitFunction(point3); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - browserCanvasContext.lineTo(point3.x, point3.y); - browserCanvasContext.lineTo(point1.x, point1.y); - - browserCanvasContext.closePath(); - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; - - if (isCurrentRecord === false) { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; - } else { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - } - - browserCanvasContext.fill(); - - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.lineWidth = 0.25; - browserCanvasContext.stroke(); - - } - - /* Draw a green triangle on exec buy */ - if (record.buyExecRate > 0) { - - opacity = '1'; - - let normalSize = 5 - let extraSize = 0 - if (isCurrentRecord) { extraSize = 5 } - - let point1 = { - x: record.date, - y: record.buyExecRate - }; - - let point2 = { - x: record.date + timeFrame / 7 * (normalSize + extraSize), - y: record.buyExecRate - }; - - let point3 = { - x: record.date - timeFrame / 7 * (normalSize + extraSize), - y: record.buyExecRate - }; - - point1 = coordinateSystem.transformThisPoint(point1); - point1 = transformThisPoint(point1, thisObject.container); - point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); - point1 = thisObject.fitFunction(point1); - - point2 = coordinateSystem.transformThisPoint(point2); - point2 = transformThisPoint(point2, thisObject.container); - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point2 = thisObject.fitFunction(point2); - - point3 = coordinateSystem.transformThisPoint(point3); - point3 = transformThisPoint(point3, thisObject.container); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - point3 = thisObject.fitFunction(point3); - - let diff = point2.x - point3.x; - point2.y = point2.y + diff; - point3.y = point3.y + diff; - - record.timeFrame = diff - - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - point2 = thisObject.fitFunction(point2); - point3 = thisObject.fitFunction(point3); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - browserCanvasContext.lineTo(point3.x, point3.y); - browserCanvasContext.lineTo(point1.x, point1.y); - - browserCanvasContext.closePath(); - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')'; - - if (isCurrentRecord === false) { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; - } else { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - } - - browserCanvasContext.fill(); - - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.lineWidth = 0.25; - browserCanvasContext.stroke(); - } - - /* Draw a red inverted triangle on sell */ - if (record.lastSellRate > 0) { - opacity = '1'; - - let normalSize = 5 - let extraSize = 0 - if (isCurrentRecord) { extraSize = 5 } - - let point1 = { - x: record.date, - y: record.lastSellRate - }; - - let point2 = { - x: record.date + timeFrame / 7 * (normalSize + extraSize), - y: record.lastSellRate - }; - - let point3 = { - x: record.date - timeFrame / 7 * (normalSize + extraSize), - y: record.lastSellRate - }; - - point1 = coordinateSystem.transformThisPoint(point1); - point1 = transformThisPoint(point1, thisObject.container); - point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); - point1 = thisObject.fitFunction(point1); - - point2 = coordinateSystem.transformThisPoint(point2); - point2 = transformThisPoint(point2, thisObject.container); - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point2 = thisObject.fitFunction(point2); - - point3 = coordinateSystem.transformThisPoint(point3); - point3 = transformThisPoint(point3, thisObject.container); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - point3 = thisObject.fitFunction(point3); - - let diff = point2.x - point3.x; - point2.y = point2.y - diff; - point3.y = point3.y - diff; - - record.timeFrame = diff - - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - point2 = thisObject.fitFunction(point2); - point3 = thisObject.fitFunction(point3); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - browserCanvasContext.lineTo(point3.x, point3.y); - browserCanvasContext.lineTo(point1.x, point1.y); - - browserCanvasContext.closePath(); - - if (isCurrentRecord === false) { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; - } else { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - } - - browserCanvasContext.fill(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; - - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.lineWidth = 0.25; - browserCanvasContext.stroke(); - } - - /* Draw a green triangle on buy */ - if (record.lastBuyRate > 0) { - - opacity = '1'; - - let normalSize = 5 - let extraSize = 0 - if (isCurrentRecord) { extraSize = 5 } - - let point1 = { - x: record.date, - y: record.lastBuyRate - }; - - let point2 = { - x: record.date + timeFrame / 7 * (normalSize + extraSize), - y: record.lastBuyRate - }; - - let point3 = { - x: record.date - timeFrame / 7 * (normalSize + extraSize), - y: record.lastBuyRate - }; - - point1 = coordinateSystem.transformThisPoint(point1); - point1 = transformThisPoint(point1, thisObject.container); - point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); - point1 = thisObject.fitFunction(point1); - - point2 = coordinateSystem.transformThisPoint(point2); - point2 = transformThisPoint(point2, thisObject.container); - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point2 = thisObject.fitFunction(point2); - - point3 = coordinateSystem.transformThisPoint(point3); - point3 = transformThisPoint(point3, thisObject.container); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - point3 = thisObject.fitFunction(point3); - - let diff = point2.x - point3.x; - point2.y = point2.y + diff; - point3.y = point3.y + diff; - - record.timeFrame = diff - - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - point2 = thisObject.fitFunction(point2); - point3 = thisObject.fitFunction(point3); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - browserCanvasContext.lineTo(point3.x, point3.y); - browserCanvasContext.lineTo(point1.x, point1.y); - - browserCanvasContext.closePath(); - - if (isCurrentRecord === false) { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; - } else { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - } - - browserCanvasContext.fill(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; - - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.lineWidth = 0.25; - browserCanvasContext.stroke(); - } - - /* Send the current record to the panel */ - - if (userPositionDate >= record.date - 30000 && userPositionDate < record.date + 30000) { - thisObject.container.eventHandler.raiseEvent("Current Record Changed", record); - } - - /* Circles */ - - let radius = 2; - currentRadius = 10 - - /* Outer Circle */ - - if (isCurrentRecord === true) { - - browserCanvasContext.beginPath(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - - browserCanvasContext.arc(point.x, point.y, currentRadius, 0, Math.PI * 2, true); - browserCanvasContext.closePath(); - - if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { - browserCanvasContext.fill(); - } - - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.lineWidth = 0.25; - browserCanvasContext.stroke(); - } - - /* Inner Circle */ - - browserCanvasContext.beginPath(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GOLDEN_ORANGE + ', ' + opacity + ')'; - - browserCanvasContext.arc(point.x, point.y, radius, 0, Math.PI * 2, true); - browserCanvasContext.closePath(); - - if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { - browserCanvasContext.fill(); - } - - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.lineWidth = 0.25; - browserCanvasContext.stroke(); - - } - - /* Draw the lines connecting plot elements. */ - let lines = plotLines[j]; - - for (let i = 0; i < lines.length; i++) { - - let line = lines[i]; - - opacity = '1'; - - let point1 = { - x: line.x1, - y: line.y1 - }; - - let point2 = { - x: line.x2, - y: line.y2 - }; - - point1 = coordinateSystem.transformThisPoint(point1); - point1 = transformThisPoint(point1, thisObject.container); - point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); - point1 = thisObject.fitFunction(point1); - - point2 = coordinateSystem.transformThisPoint(point2); - point2 = transformThisPoint(point2, thisObject.container); - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point2 = thisObject.fitFunction(point2); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - - browserCanvasContext.closePath(); - - if (line.type === "sell") { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; - } else { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; - } - - browserCanvasContext.setLineDash([4, 1]) - browserCanvasContext.lineWidth = 0.25; - browserCanvasContext.stroke(); - } - - - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> plotChart -> err = " + err.stack); } - } - } -} - - - - - - - - - diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecutionPanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecutionPanel.js deleted file mode 100644 index ad1e51b7b..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecutionPanel.js +++ /dev/null @@ -1,465 +0,0 @@ - -function newTradingEnginesPlottersTradingSimulationSimulationExecutionSimulationExecutionPanel() { - - - let thisObject = { - fitFunction: undefined, - container: undefined, - isVisible: true, - onRecordChange: onRecordChange, - draw: draw, - getContainer: getContainer, - initialize: initialize, - finalize: finalize - }; - - let container = newContainer(); - container.initialize(); - thisObject.container = container; - - container.frame.containerName = "Trading Execution"; - - let record; - let upDownButton - - return thisObject; - - function finalize() { - thisObject.container.finalize() - thisObject.container = undefined - thisObject.fitFunction = undefined - thisObject.isVisible = undefined - - record = undefined - upDownButton.finalize() - upDownButton = undefined - } - - function initialize() { - - thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL; - thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * 2.5; - - thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topLeft.x + thisObject.container.frame.width * 4; - thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y; - - upDownButton = newUpDownButton() - upDownButton.parentContainer = thisObject.container - upDownButton.container.frame.parentFrame = thisObject.container.frame - upDownButton.fitFunction = thisObject.fitFunction - upDownButton.initialize() - } - - function getContainer(point) { - if (thisObject.isVisible !== true) { return } - let container; - - container = upDownButton.getContainer(point) - if (container !== undefined) { return container } - - if (thisObject.container.frame.isThisPointHere(point, true) === true) { - - let checkPoint = { - x: point.x, - y: point.y - } - - checkPoint = thisObject.fitFunction(checkPoint) - - if (point.x === checkPoint.x && point.y === checkPoint.y) { - return thisObject.container; - } - } - } - - - function onRecordChange(lastCurrentCandle) { - - record = lastCurrentCandle; - - } - - - function draw() { - if (thisObject.isVisible !== true) { return } - thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); - - plot(); - - upDownButton.draw() - - } - - - function plot() { - - if (record === undefined) { return; } - - const frameBodyHeight = thisObject.container.frame.getBodyHeight(); - const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; - - const X_AXIS = thisObject.container.frame.width / 2; - const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; - - record = record - - point = { - x: X_AXIS, - y: Y_AXIS - }; - - point = thisObject.container.frame.frameThisPoint(point); - point = thisObject.fitFunction(point); - - let isCurrentRecord = true; - - let radius = 2; - let currentRadius = 10 - let opacity = '1'; - - /* Draw a red inverted triangle on exec sell */ - if (record.sellExecRate > 0) { - - opacity = '1'; - - let point1 = { - x: X_AXIS, - y: Y_AXIS - }; - - let point2 = { - x: X_AXIS + record.timeFrame / 4, - y: Y_AXIS - }; - - let point3 = { - x: X_AXIS - record.timeFrame / 4, - y: Y_AXIS - }; - - point1 = thisObject.container.frame.frameThisPoint(point1); - point1 = thisObject.fitFunction(point1); - - point2 = thisObject.container.frame.frameThisPoint(point2); - point2 = thisObject.fitFunction(point2); - - point3 = thisObject.container.frame.frameThisPoint(point3); - point3 = thisObject.fitFunction(point3); - - let diff = point2.x - point3.x; - point2.y = point2.y - diff; - point3.y = point3.y - diff; - - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - browserCanvasContext.lineTo(point3.x, point3.y); - browserCanvasContext.lineTo(point1.x, point1.y); - - browserCanvasContext.closePath(); - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; - - if (isCurrentRecord === false) { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; - } else { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - } - - browserCanvasContext.fill(); - - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.stroke(); - - } - - /* Draw a green triangle on exec buy */ - if (record.buyExecRate > 0) { - - opacity = '1'; - - let point1 = { - x: X_AXIS, - y: Y_AXIS - }; - - let point2 = { - x: X_AXIS + record.timeFrame / 4, - y: Y_AXIS - }; - - let point3 = { - x: X_AXIS - record.timeFrame / 4, - y: Y_AXIS - }; - - point1 = thisObject.container.frame.frameThisPoint(point1); - point1 = thisObject.fitFunction(point1); - - point2 = thisObject.container.frame.frameThisPoint(point2); - point2 = thisObject.fitFunction(point2); - - point3 = thisObject.container.frame.frameThisPoint(point3); - point3 = thisObject.fitFunction(point3); - - let diff = point2.x - point3.x; - point2.y = point2.y + diff; - point3.y = point3.y + diff; - - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - browserCanvasContext.lineTo(point3.x, point3.y); - browserCanvasContext.lineTo(point1.x, point1.y); - - browserCanvasContext.closePath(); - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')'; - - if (isCurrentRecord === false) { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; - } else { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - } - - browserCanvasContext.fill(); - - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.stroke(); - } - - /* Draw a red inverted triangle on sell */ - if (record.lastSellRate > 0) { - opacity = '1'; - - let point1 = { - x: X_AXIS, - y: Y_AXIS - }; - - let point2 = { - x: X_AXIS + record.timeFrame / 4, - y: Y_AXIS - }; - - let point3 = { - x: X_AXIS - record.timeFrame / 4, - y: Y_AXIS - }; - - point1 = thisObject.container.frame.frameThisPoint(point1); - point1 = thisObject.fitFunction(point1); - - point2 = thisObject.container.frame.frameThisPoint(point2); - point2 = thisObject.fitFunction(point2); - - point3 = thisObject.container.frame.frameThisPoint(point3); - point3 = thisObject.fitFunction(point3); - - let diff = point2.x - point3.x; - point2.y = point2.y - diff; - point3.y = point3.y - diff; - - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - browserCanvasContext.lineTo(point3.x, point3.y); - browserCanvasContext.lineTo(point1.x, point1.y); - - browserCanvasContext.closePath(); - - if (isCurrentRecord === false) { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; - } else { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - } - - browserCanvasContext.fill(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.stroke(); - } - - /* Draw a green triangle on buy */ - if (record.lastBuyRate > 0) { - - opacity = '1'; - - let point1 = { - x: X_AXIS, - y: Y_AXIS - }; - - let point2 = { - x: X_AXIS + record.timeFrame / 4, - y: Y_AXIS - }; - - let point3 = { - x: X_AXIS - record.timeFrame / 4, - y: Y_AXIS - }; - - point1 = thisObject.container.frame.frameThisPoint(point1); - point1 = thisObject.fitFunction(point1); - - point2 = thisObject.container.frame.frameThisPoint(point2); - point2 = thisObject.fitFunction(point2); - - point3 = thisObject.container.frame.frameThisPoint(point3); - point3 = thisObject.fitFunction(point3); - - let diff = point2.x - point3.x; - point2.y = point2.y + diff; - point3.y = point3.y + diff; - - point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); - point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - browserCanvasContext.lineTo(point3.x, point3.y); - browserCanvasContext.lineTo(point1.x, point1.y); - - browserCanvasContext.closePath(); - - if (isCurrentRecord === false) { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; - } else { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - } - - browserCanvasContext.fill(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.stroke(); - } - - browserCanvasContext.lineWidth = 0.25; - - /* Outer Circle */ - - if (isCurrentRecord === true) { - - browserCanvasContext.beginPath(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ - - browserCanvasContext.arc(point.x, point.y, currentRadius, 0, Math.PI * 2, true); - browserCanvasContext.closePath(); - - if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { - browserCanvasContext.fill(); - } - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.stroke(); - } - - /* Inner Circle */ - - browserCanvasContext.beginPath(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GOLDEN_ORANGE + ', ' + opacity + ')'; - - browserCanvasContext.arc(point.x, point.y, radius, 0, Math.PI * 2, true); - browserCanvasContext.closePath(); - - if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { - browserCanvasContext.fill(); - } - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.stroke(); - - /* put the labels */ - - browserCanvasContext.beginPath(); - - let y; - let recordDate = new Date(record.datetime) - - printLabel('Market Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.05 / 2, '1'); - printLabel(record.marketRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.10 / 2, '0.50'); - - printLabel('Sell Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.15 / 2, '1'); - printLabel(record.lastSellRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.20 / 2, '0.50'); - - printLabel('Sell Executed Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.25 / 2, '1'); - printLabel(record.sellExecRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.30 / 2, '0.50'); - - printLabel('Buy Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.35 / 2, '1'); - printLabel(record.lastBuyRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.40 / 2, '0.40'); - - printLabel('Buy Executed Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.45 / 2, '1'); - printLabel(record.buyExecRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.50 / 2, '0.50'); - - printLabel('ROI Asset A', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.25 / 2), '1'); - printLabel((record.combinedProfitsB).toFixed(2) + '%', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.30 / 2), '0.50'); - - printLabel('ROI Asset B', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.15 / 2), '1'); - printLabel((record.combinedProfitsA).toFixed(2) + '%', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.20 / 2), '0.50'); - - printLabel('Datetime', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.05 / 2), '1'); - printLabel(recordDate.toUTCString(), X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.1 / 2), '0.50'); - - - function printLabel(labelToPrint, x, y, opacity) { - - let labelPoint; - let fontSize = 10; - - browserCanvasContext.font = fontSize + 'px ' + UI_FONT.SECONDARY + ' Saira'; - - let label = '' + labelToPrint; - if (isNaN(label) === false) { - label = Number(label).toLocaleString(); - } - let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO; - - labelPoint = { - x: x - xOffset, - y: y - }; - - labelPoint = thisObject.container.frame.frameThisPoint(labelPoint); - labelPoint = thisObject.fitFunction(labelPoint) - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')'; - browserCanvasContext.fillText(label, labelPoint.x, labelPoint.y); - - } - - browserCanvasContext.closePath(); - browserCanvasContext.fill(); - - } - - -} - - - - - - - - diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js deleted file mode 100644 index 34b0c28ea..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js +++ /dev/null @@ -1,718 +0,0 @@ -function newTradingEnginesPlottersTradingSimulationStrategies() { - - const MODULE_NAME = "Strategies Plotter"; - const INFO_LOG = false; - const ERROR_LOG = true; - const INTENSIVE_LOG = false; - const logger = newWebDebugLog(); - logger.fileName = MODULE_NAME; - - let thisObject = { - - // Main functions and properties. - - initialize: initialize, - finalize: finalize, - container: undefined, - fitFunction: undefined, - getContainer: getContainer, - setTimeFrame: setTimeFrame, - setDatetime: setDatetime, - setCoordinateSystem: setCoordinateSystem, - draw: draw, - - /* Events declared outside the plotter. */ - - onDailyFileLoaded: onDailyFileLoaded, - - // Secondary functions and properties. - - record: undefined - }; - - /* this is part of the module template */ - - let container = newContainer(); // Do not touch this 3 lines, they are just needed. - container.initialize(); - thisObject.container = container; - - let coordinateSystem - - let timeFrame; // This will hold the current Time Frame the user is at. - let datetime; // This will hold the current Datetime the user is at. - - let marketFile; // This is the current Market File being plotted. - let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. - - let marketFiles; // This object will provide the different Market Files at different Time Frames. - let dailyFiles; // This object will provide the different File Cursors at different Time Frames. - - /* these are module specific variables: */ - - let strategies = []; - let strategyImages = []; - - let onMouseOverEventSuscriptionId - let zoomChangedEventSubscriptionId - let offsetChangedEventSubscriptionId - let dragFinishedEventSubscriptionId - let dimmensionsChangedEventSubscriptionId - let marketFilesUpdatedEventSubscriptionId - let dailyFilesUpdatedEventSubscriptionId - let scaleChangedEventSubscriptionId - - let userPositionDate - return thisObject; - - function finalize() { - try { - - if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); } - - /* Stop listening to the necesary events. */ - thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) - canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); - canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); - canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); - thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) - marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); - dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); - - /* Destroyd References */ - - marketFiles = undefined; - dailyFiles = undefined; - - datetime = undefined; - timeFrame = undefined; - - marketFile = undefined; - fileCursor = undefined; - - strategyImages = undefined; - - thisObject.fitFunction = undefined - - finalizeCoordinateSystem() - coordinateSystem = undefined - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } - } - } - - function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); } - - /* Store the information received. */ - - marketFiles = pStorage.marketFiles[0]; - dailyFiles = pStorage.dailyFiles[0]; - - datetime = pDatetime; - timeFrame = pTimeFrame; - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - - /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ - - marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. - - /* Now we set the right files according to current Period. */ - - marketFile = marketFiles.getFile(pTimeFrame); - fileCursor = dailyFiles.getFileCursor(pTimeFrame); - - /* Listen to the necesary events. */ - - zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); - offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); - dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); - marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); - dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); - onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) - - /* Get ready for plotting. */ - - recalculate(); - - /* Ready for when dimmension changes. */ - - dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { - recalculate(); - }) - - for (let i = 1; i < 15; i++) { - let strategyImage = canvas.designSpace.iconByUiObjectType.get('Strategy'); - strategyImages.push(strategyImage); - } - - callBackFunction(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } - } - } - - function initializeCoordinateSystem() { - scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) - } - - function finalizeCoordinateSystem() { - coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) - } - - function onScaleChanged() { - recalculate(); - } - - function onMouseOver(event) { - let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) - userPositionDate = userPosition.valueOf() - } - - function getContainer(point) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); } - - let container; - - /* First we check if this point is inside this space. */ - - if (this.container.frame.isThisPointHere(point) === true) { - - return this.container; - - } else { - - /* This point does not belong to this space. */ - - return undefined; - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); } - } - } - - function onMarketFilesUpdated() { - try { - let newMarketFile = marketFiles.getFile(timeFrame); - if (newMarketFile !== undefined) { - marketFile = newMarketFile; - recalculate(); - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } - } - } - - function onDailyFilesUpdated() { - try { - let newFileCursor = dailyFiles.getFileCursor(timeFrame); - if (newFileCursor !== undefined) { - fileCursor = newFileCursor; - recalculate(); - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } - } - } - - function setTimeFrame(pTimeFrame) { - - try { - - if (timeFrame !== pTimeFrame) { - - timeFrame = pTimeFrame; - - if (timeFrame >= _1_HOUR_IN_MILISECONDS) { - - marketFile = marketFiles.getFile(pTimeFrame); - - recalculate(); - - } else { - - let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); - - fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. - recalculate(); - - } - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } - } - } - - function setDatetime(pDatetime) { - datetime = pDatetime; - } - - function setCoordinateSystem(pCoordinateSystem) { - finalizeCoordinateSystem() - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - } - - function onDailyFileLoaded(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); } - - if (event.currentValue === event.totalValue) { - - /* This happens only when all of the files in the cursor have been loaded. */ - - recalculate(); - - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } - } - } - - function draw() { - - try { - - if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } - - this.container.frame.draw(); - - plotChart(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } - } - } - - function recalculate() { - - try { - - strategies = [] - - if (timeFrame >= _1_HOUR_IN_MILISECONDS) { - - recalculateUsingMarketFiles(); - - } else { - - recalculateUsingDailyFiles(); - - } - - thisObject.container.eventHandler.raiseEvent("Strategies Changed", strategies); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } - } - } - - function recalculateUsingDailyFiles() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } - - if (fileCursor === undefined) { - strategies = []; - return; - } // We need to wait - - if (fileCursor.files.size === 0) { - strategies = []; - return; - } // We need to wait until there are files in the cursor - - let daysOnSides = getSideDays(timeFrame); - - let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); - let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); - - let dateDiff = rightDate.valueOf() - leftDate.valueOf(); - - let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); - let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); - - let currentDate = new Date(farLeftDate.valueOf()); - - strategies = []; - - - - while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { - - let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); - - let dailyFile = fileCursor.files.get(stringDate); - - if (dailyFile !== undefined) { - - for (let i = 0; i < dailyFile.length; i++) { - - let record = { - begin: undefined, - end: undefined, - status: undefined, - number: undefined, - beginRate: undefined, - endRate: undefined - }; - - record.begin = dailyFile[i][0]; - record.end = dailyFile[i][1]; - record.status = dailyFile[i][2]; - record.number = dailyFile[i][3]; - record.beginRate = dailyFile[i][4]; - record.endRate = dailyFile[i][5]; - record.situationName = dailyFile[i][6]; - record.name = dailyFile[i][7]; - - if ( - (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && - (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) - ) { - - strategies.push(record); - - if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { - - thisObject.record = record; - thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.record); - - } - } - } - } - - currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); - } - - /* Lests check if all the visible screen is going to be covered by strategies. */ - - let lowerEnd = leftDate.valueOf(); - let upperEnd = rightDate.valueOf(); - - setTimeout(recalculate, 2000); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } - } - } - - function recalculateUsingMarketFiles() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } - - if (marketFile === undefined) { return; } // Initialization not complete yet. - - let daysOnSides = getSideDays(timeFrame); - - let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); - let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); - - let dateDiff = rightDate.valueOf() - leftDate.valueOf(); - - leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); - rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); - - strategies = []; - - for (let i = 0; i < marketFile.length; i++) { - - let record = { - begin: undefined, - end: undefined, - status: undefined, - number: undefined, - beginRate: undefined, - endRate: undefined - }; - - record.begin = marketFile[i][0]; - record.end = marketFile[i][1]; - record.status = marketFile[i][2]; - record.number = marketFile[i][3]; - record.beginRate = marketFile[i][4]; - record.endRate = marketFile[i][5]; - record.situationName = marketFile[i][6]; - record.name = marketFile[i][7]; - - if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) { - - strategies.push(record); - - if ( - (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && - (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) - ) { - - thisObject.record = record; - thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.record); - - } - } - } - - //console.log("Olivia > recalculateUsingMarketFiles > total strategies generated : " + strategies.length); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } - } - } - - function plotChart() { - - try { - - thisObject.container.eventHandler.raiseEvent("Current Strategy Record Changed", undefined); - - let record; - - for (let i = 0; i < strategies.length; i++) { - - record = strategies[i]; - - let recordPoint1 = { - x: record.begin, - y: record.beginRate - }; - - let recordPoint2 = { - x: record.end, - y: record.endRate - }; - - let recordPoint3 = { - x: record.begin, - y: record.beginRate - }; - - let recordPoint4 = { - x: record.end, - y: record.endRate - }; - - recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1); - recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2); - recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3); - recordPoint4 = coordinateSystem.transformThisPoint(recordPoint4); - - recordPoint1 = transformThisPoint(recordPoint1, thisObject.container); - recordPoint2 = transformThisPoint(recordPoint2, thisObject.container); - recordPoint3 = transformThisPoint(recordPoint3, thisObject.container); - recordPoint4 = transformThisPoint(recordPoint4, thisObject.container); - - if (recordPoint2.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint1.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { - continue; - } - - recordPoint3.y = recordPoint1.y + 2000; - recordPoint4.y = recordPoint1.y + 2000; - - recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1); - recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2); - recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3); - recordPoint4 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint4); - - recordPoint1 = thisObject.fitFunction(recordPoint1, undefined, 30); - recordPoint2 = thisObject.fitFunction(recordPoint2, undefined, 30); - recordPoint3 = thisObject.fitFunction(recordPoint3, undefined, 30); - recordPoint4 = thisObject.fitFunction(recordPoint4, undefined, 30); - - let imageSize = 20; - let imageToDraw = strategyImages[record.number]; - - - /* Draw the line that represents the duration of closed strategy */ - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(recordPoint3.x + imageSize / 2, recordPoint3.y); - browserCanvasContext.lineTo(recordPoint4.x - imageSize / 2, recordPoint4.y); - - browserCanvasContext.closePath(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)'; - browserCanvasContext.lineWidth = 1 - - if (record.status === 1) { - browserCanvasContext.setLineDash([0, 0]) - } else { - browserCanvasContext.setLineDash([2, 4]) - } - browserCanvasContext.stroke() - - /* Draw the Area */ - /* - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(recordPoint1.x, recordPoint2.y); - browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y); - browserCanvasContext.lineTo(recordPoint4.x, recordPoint4.y); - browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y); - - browserCanvasContext.closePath(); - - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.LIGHT_GREY + ', ' + 0.5 + ')'; - browserCanvasContext.fill(); - */ - - /* Situation Name */ - let digit = record.begin.toFixed(0).substring(7,8) - let positionY = recordPoint3.y - (recordPoint3.y - recordPoint1.y) / 2 + (Number(digit) * 10 - 50) - - if (canvas.chartingSpace.viewport.zoomLevel >= ZOOM_OUT_THRESHOLD_FOR_HIDDING_CHARTS_LABELS) { - if (record.name !== "New Strategy") { - printLabel(record.name, recordPoint1.x + 5, positionY - 15, '1', 12); - } - if (record.situationName !== "New Situation") { - printLabel(record.situationName, recordPoint1.x + 5, positionY, '1', 12); - } - } - - /* Draw the Sticks */ - - drawStick(recordPoint1, recordPoint3); - drawStick(recordPoint2, recordPoint4); - - if (imageToDraw.canDrawIcon === true) { - browserCanvasContext.drawImage(imageToDraw, recordPoint3.x - imageSize / 2, recordPoint3.y - imageSize / 2, imageSize, imageSize); - if (record.status === 1) { - browserCanvasContext.drawImage(imageToDraw, recordPoint4.x - imageSize / 2, recordPoint4.y - imageSize / 2, imageSize, imageSize); - } - } - - /* Send the current record to the panel */ - - if (userPositionDate >= record.begin && userPositionDate <= record.end) { - - let record = { - }; - thisObject.container.eventHandler.raiseEvent("Current Strategy Record Changed", record); - } - - function drawStick(point1, point2) { - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(point1.x, point1.y); - browserCanvasContext.lineTo(point2.x, point2.y); - - browserCanvasContext.closePath(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 0.25)'; - - if (userPositionDate >= record.begin && userPositionDate <= record.end) { - - /* highlight the current record */ - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time - } - - browserCanvasContext.setLineDash([4, 3]) - browserCanvasContext.lineWidth = 0.5 - browserCanvasContext.stroke() - browserCanvasContext.setLineDash([0, 0]) - - } - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } - } - } - - - function onViewportZoomChanged(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); } - - recalculate(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } - } - } - - function onViewportPositionChanged(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); } - - if (event !== undefined) { - if (event.recalculate === true) { - recalculate() - return - } - } - if (Math.random() * 100 > 95) { - recalculate() - }; - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } - } - } - - function onDragFinished() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); } - - recalculate(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } - } - } -} - - - - - - - - - - - - - - - - - - - - diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js deleted file mode 100644 index cad27fe7c..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js +++ /dev/null @@ -1,690 +0,0 @@ -function newTradingEnginesPlottersTradingSimulationTrades() { - - const MODULE_NAME = "Trades Plotter"; - const INFO_LOG = false; - const ERROR_LOG = true; - const INTENSIVE_LOG = false; - const logger = newWebDebugLog(); - logger.fileName = MODULE_NAME; - - let thisObject = { - - // Main functions and properties. - - initialize: initialize, - finalize: finalize, - container: undefined, - fitFunction: undefined, - getContainer: getContainer, - setTimeFrame: setTimeFrame, - setDatetime: setDatetime, - setCoordinateSystem: setCoordinateSystem, - draw: draw, - - /* Events declared outside the plotter. */ - - onDailyFileLoaded: onDailyFileLoaded, - - // Secondary functions and properties. - - record: undefined - }; - - /* this is part of the module template */ - - let container = newContainer(); // Do not touch this 3 lines, they are just needed. - container.initialize(); - thisObject.container = container; - - let coordinateSystem - - let timeFrame; // This will hold the current Time Frame the user is at. - let datetime; // This will hold the current Datetime the user is at. - - let marketFile; // This is the current Market File being plotted. - let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. - - let marketFiles; // This object will provide the different Market Files at different Time Frames. - let dailyFiles; // This object will provide the different File Cursors at different Time Frames. - - /* these are module specific variables: */ - - let trades = []; - let headers; - - let onMouseOverEventSuscriptionId - let zoomChangedEventSubscriptionId - let offsetChangedEventSubscriptionId - let dragFinishedEventSubscriptionId - let dimmensionsChangedEventSubscriptionId - let marketFilesUpdatedEventSubscriptionId - let dailyFilesUpdatedEventSubscriptionId - let scaleChangedEventSubscriptionId - - let userPositionDate - return thisObject; - - function finalize() { - try { - - if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); } - - /* Stop listening to the necesary events. */ - thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) - canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); - canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); - canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); - thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) - marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); - dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); - - /* Destroyd References */ - - marketFiles = undefined; - dailyFiles = undefined; - - datetime = undefined; - timeFrame = undefined; - - marketFile = undefined; - fileCursor = undefined; - - thisObject.fitFunction = undefined - - finalizeCoordinateSystem() - coordinateSystem = undefined - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } - } - } - - function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); } - - /* Store the information received. */ - - marketFiles = pStorage.marketFiles[0]; - dailyFiles = pStorage.dailyFiles[0]; - - datetime = pDatetime; - timeFrame = pTimeFrame; - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - - /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ - - marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. - - /* Now we set the right files according to current Period. */ - - marketFile = marketFiles.getFile(pTimeFrame); - fileCursor = dailyFiles.getFileCursor(pTimeFrame); - - /* Listen to the necesary events. */ - - zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); - offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); - dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); - marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); - dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); - onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) - - /* Get ready for plotting. */ - - recalculate(); - - /* Ready for when dimmension changes. */ - - dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { - recalculate(); - }) - - callBackFunction(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } - } - } - - function initializeCoordinateSystem() { - scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) - } - - function finalizeCoordinateSystem() { - coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) - } - - function onScaleChanged() { - recalculate(); - } - - function onMouseOver(event) { - let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) - userPositionDate = userPosition.valueOf() - } - - function getContainer(point) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); } - - let container; - - /* First we check if this point is inside this space. */ - - if (this.container.frame.isThisPointHere(point) === true) { - - return this.container; - - } else { - - /* This point does not belong to this space. */ - - return undefined; - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); } - } - } - - function onMarketFilesUpdated() { - try { - let newMarketFile = marketFiles.getFile(timeFrame); - if (newMarketFile !== undefined) { - marketFile = newMarketFile; - recalculate(); - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } - } - } - - function onDailyFilesUpdated() { - try { - let newFileCursor = dailyFiles.getFileCursor(timeFrame); - if (newFileCursor !== undefined) { - fileCursor = newFileCursor; - recalculate(); - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } - } - } - - function setTimeFrame(pTimeFrame) { - - try { - - if (timeFrame !== pTimeFrame) { - - timeFrame = pTimeFrame; - - if (timeFrame >= _1_HOUR_IN_MILISECONDS) { - - marketFile = marketFiles.getFile(pTimeFrame); - - recalculate(); - - } else { - - let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); - - fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. - recalculate(); - - } - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } - } - } - - function setDatetime(pDatetime) { - datetime = pDatetime; - } - - function setCoordinateSystem(pCoordinateSystem) { - finalizeCoordinateSystem() - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - } - - function onDailyFileLoaded(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); } - - if (event.currentValue === event.totalValue) { - - /* This happens only when all of the files in the cursor have been loaded. */ - - recalculate(); - - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } - } - } - - function draw() { - - try { - - if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } - - this.container.frame.draw(); - - plotChart(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } - } - } - - function recalculate() { - - try { - - trades = [] - - if (timeFrame >= _1_HOUR_IN_MILISECONDS) { - - recalculateUsingMarketFiles(); - - } else { - - recalculateUsingDailyFiles(); - - } - - thisObject.container.eventHandler.raiseEvent("Trades Changed", trades); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } - } - } - - function recalculateUsingDailyFiles() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } - - if (fileCursor === undefined) { - trades = []; - return; - } // We need to wait - - if (fileCursor.files.size === 0) { - trades = []; - return; - } // We need to wait until there are files in the cursor - - let daysOnSides = getSideDays(timeFrame); - - let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); - let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); - - let dateDiff = rightDate.valueOf() - leftDate.valueOf(); - - let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); - let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); - - let currentDate = new Date(farLeftDate.valueOf()); - - trades = []; - - - - while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { - - let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); - - let dailyFile = fileCursor.files.get(stringDate); - - if (dailyFile !== undefined) { - - for (let i = 0; i < dailyFile.length; i++) { - - let record = {}; - - record.begin = dailyFile[i][0]; - record.end = dailyFile[i][1]; - record.status = dailyFile[i][2]; - record.variable_last_position_ROI = dailyFile[i][3]; - record.beginRate = dailyFile[i][4]; - record.endRate = dailyFile[i][5]; - record.exitType = dailyFile[i][6]; - record.situationName = dailyFile[i][7]; - - if ( - (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && - (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) - ) { - - trades.push(record); - - if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { - - thisObject.record = record; - thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.record); - - } - } - } - } - - currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); - } - - /* Lests check if all the visible screen is going to be covered by trades. */ - - let lowerEnd = leftDate.valueOf(); - let upperEnd = rightDate.valueOf(); - - setTimeout(recalculate, 2000); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } - } - } - - function recalculateUsingMarketFiles() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } - - if (marketFile === undefined) { return; } // Initialization not complete yet. - - let daysOnSides = getSideDays(timeFrame); - - let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); - let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); - - let dateDiff = rightDate.valueOf() - leftDate.valueOf(); - - leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); - rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); - - trades = []; - - for (let i = 0; i < marketFile.length; i++) { - - let record = {}; - - record.begin = marketFile[i][0]; - record.end = marketFile[i][1]; - record.status = marketFile[i][2]; - record.variable_last_position_ROI = marketFile[i][3]; - record.beginRate = marketFile[i][4]; - record.endRate = marketFile[i][5]; - record.exitType = marketFile[i][6]; - record.situationName = marketFile[i][7]; - - if ( - (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && - (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) - ) { - - trades.push(record); - - if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { - - thisObject.record = record; - thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.record); - - } - } - } - - //console.log("Olivia > recalculateUsingMarketFiles > total trades generated : " + trades.length); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } - } - } - - function plotChart() { - - try { - - thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", undefined); - - let record; - - for (let i = 0; i < trades.length; i++) { - - record = trades[i]; - - /* Send the current record to the panel */ - - if (userPositionDate >= record.begin && userPositionDate <= record.end) { - - let record = { - }; - thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", record); - } - - let recordPoint1 = { - x: record.begin, - y: record.beginRate - }; - - let recordPoint2 = { - x: record.end, - y: record.beginRate - }; - - let recordPoint3 = { - x: record.end, - y: record.endRate - }; - - recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1); - recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2); - recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3); - - recordPoint1 = transformThisPoint(recordPoint1, thisObject.container); - recordPoint2 = transformThisPoint(recordPoint2, thisObject.container); - recordPoint3 = transformThisPoint(recordPoint3, thisObject.container); - - if (recordPoint2.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint1.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { - continue; - } - - recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1); - recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2); - recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3); - - recordPoint1 = thisObject.fitFunction(recordPoint1); - recordPoint2 = thisObject.fitFunction(recordPoint2); - recordPoint3 = thisObject.fitFunction(recordPoint3); - - let line0 = record.situationName - let line1 = ''; - let line2 = ''; - - if (line0 === 'New Situation') { - line0 = '' - } - - if (record.status === 1) { - switch (record.exitType) { - case 1: { - line1 = 'Stop Loss'; - break; - } - case 2: { - line1 = 'Take Profit'; - break; - } - } - } else { - line1 = 'Open Position'; - } - - if (record.variable_last_position_ROI < 0) { - line2 = 'ROI:' + (record.variable_last_position_ROI).toFixed(2) + ' %'; - } else { - line2 = 'ROI:' + (record.variable_last_position_ROI).toFixed(2) + ' %'; - } - - /* Draw the triangle that represents the trade. */ - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(recordPoint1.x, recordPoint1.y); - browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y); - browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y); - - browserCanvasContext.closePath(); - - let opacity = '0.25'; - - if (record.variable_last_position_ROI > 0) { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')'; - } else { - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; - } - - if (userPositionDate >= record.begin && userPositionDate <= record.end) { - browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; - } - - browserCanvasContext.fill(); - - browserCanvasContext.lineWidth = 1; - browserCanvasContext.setLineDash([0, 0]) - browserCanvasContext.stroke(); - - let point = {} - - if (record.beginRate > record.endRate) { - point.x = recordPoint3.x - point.y = recordPoint3.y + 100 - } else { - point.x = recordPoint3.x - point.y = recordPoint3.y - 100 - } - - point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point); - point = thisObject.fitFunction(point, undefined, 50); - - if ( - recordPoint3.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 250 - || - recordPoint3.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 250 - || - recordPoint3.y > canvas.chartingSpace.viewport.visibleArea.bottomRight.y - 150 - || - recordPoint3.y < canvas.chartingSpace.viewport.visibleArea.topLeft.y + 150 - ) { - // we do not write any text - } else { - - if (canvas.chartingSpace.viewport.zoomLevel >= ZOOM_OUT_THRESHOLD_FOR_HIDDING_CHARTS_LABELS) { - printLabel(line0, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line1.length * FONT_ASPECT_RATIO, point.y - 15, '1', 12); - printLabel(line1, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line1.length * FONT_ASPECT_RATIO, point.y, '1', 12); - printLabel(line2, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line2.length * FONT_ASPECT_RATIO, point.y + 15, '1', 12); - } - } - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } - } - } - - - function onViewportZoomChanged(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); } - - recalculate(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } - } - } - - function onViewportPositionChanged(event) { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); } - - if (event !== undefined) { - if (event.recalculate === true) { - recalculate() - return - } - } - if (Math.random() * 100 > 95) { - recalculate() - }; - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } - } - } - - function onDragFinished() { - - try { - - if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); } - - recalculate(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } - } - } -} - - - - - - - - - - - - - - - - - - - - - diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js deleted file mode 100644 index 52b8d4704..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js +++ /dev/null @@ -1,864 +0,0 @@ -function newTradingEnginesPlottersTradingSimulationTradingSimulation() { - - const MODULE_NAME = "Simulation Plotter"; - const ERROR_LOG = true; - const INTENSIVE_LOG = false; - const logger = newWebDebugLog(); - logger.fileName = MODULE_NAME; - - let thisObject = { - - // Main functions and properties. - - initialize: initialize, - finalize: finalize, - container: undefined, - fitFunction: undefined, - getContainer: getContainer, - setTimeFrame: setTimeFrame, - setDatetime: setDatetime, - setCoordinateSystem: setCoordinateSystem, - draw: draw, - - /* Events declared outside the plotter. */ - - onDailyFileLoaded: onDailyFileLoaded, - - // Secondary functions and properties. - - record: undefined - }; - - /* this is part of the module template */ - - let container = newContainer(); // Do not touch this 3 lines, they are just needed. - container.initialize(); - thisObject.container = container; - - let coordinateSystem - - let timeFrame; // This will hold the current Time Frame the user is at. - let datetime; // This will hold the current Datetime the user is at. - - let marketFile; // This is the current Market File being plotted. - let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. - - let marketFiles; // This object will provide the different Market Files at different Time Frames. - let dailyFiles; // This object will provide the different File Cursors at different Time Frames. - - /* these are module specific variables: */ - - let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform. - - let imageStopLossPhase; - let imageTakeProfitPhase; - let imageRecord; - - let onMouseOverEventSuscriptionId - let zoomChangedEventSubscriptionId - let offsetChangedEventSubscriptionId - let dragFinishedEventSubscriptionId - let dimmensionsChangedEventSubscriptionId - let marketFilesUpdatedEventSubscriptionId - let dailyFilesUpdatedEventSubscriptionId - let scaleChangedEventSubscriptionId - - let userPositionDate - return thisObject; - - function finalize() { - try { - - /* Stop listening to the necesary events. */ - thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) - canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); - canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); - canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); - thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) - marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); - dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); - - /* icons */ - - imageStopLossPhase = undefined; - imageTakeProfitPhase = undefined; - imageRecord = undefined; - - /* Destroy References */ - - marketFiles = undefined; - dailyFiles = undefined; - - datetime = undefined; - timeFrame = undefined; - - marketFile = undefined; - fileCursor = undefined; - - thisObject.fitFunction = undefined - - finalizeCoordinateSystem() - coordinateSystem = undefined - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } - } - } - - function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { - - try { - - /* Store the information received. */ - - marketFiles = pStorage.marketFiles[0]; - dailyFiles = pStorage.dailyFiles[0]; - - datetime = pDatetime; - timeFrame = pTimeFrame; - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - - /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ - - marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. - - /* Now we set the right files according to current Period. */ - - marketFile = marketFiles.getFile(pTimeFrame); - fileCursor = dailyFiles.getFileCursor(pTimeFrame); - - /* Listen to the necesary events. */ - - zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); - offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); - dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); - marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); - dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); - onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) - - /* Get ready for plotting. */ - - recalculate(); - - /* Ready for when dimmension changes. */ - - dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { - recalculate(); - }) - - /* Loading a few icons */ - - imageStopLossPhase = canvas.designSpace.iconByUiObjectType.get('Managed Stop Loss'); - imageTakeProfitPhase = canvas.designSpace.iconByUiObjectType.get('Phase'); - imageRecord = canvas.designSpace.iconByUiObjectType.get('Trading System'); - - callBackFunction(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } - } - } - - function initializeCoordinateSystem() { - scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) - } - - function finalizeCoordinateSystem() { - coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) - } - - function onScaleChanged() { - recalculate(); - } - - function onMouseOver(event) { - let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) - userPositionDate = userPosition.valueOf() - } - - function getContainer(point) { - let container; - /* First we check if this point is inside this space. */ - if (this.container.frame.isThisPointHere(point) === true) { - return this.container; - } else { - /* This point does not belong to this space. */ - return undefined; - } - } - - function onMarketFilesUpdated() { - try { - let newMarketFile = marketFiles.getFile(timeFrame); - if (newMarketFile !== undefined) { - marketFile = newMarketFile; - recalculate(); - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } - } - } - - function onDailyFilesUpdated() { - try { - let newFileCursor = dailyFiles.getFileCursor(timeFrame); - if (newFileCursor !== undefined) { - fileCursor = newFileCursor; - recalculate(); - } - } catch (err) { - if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } - } - } - - function setTimeFrame(pTimeFrame) { - - try { - - if (timeFrame !== pTimeFrame) { - - timeFrame = pTimeFrame; - - if (timeFrame >= _1_HOUR_IN_MILISECONDS) { - - marketFile = marketFiles.getFile(pTimeFrame); - - recalculate(); - - } else { - - let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); - - fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. - recalculate(); - - } - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } - } - } - - function setDatetime(pDatetime) { - datetime = pDatetime; - } - - function setCoordinateSystem(pCoordinateSystem) { - finalizeCoordinateSystem() - coordinateSystem = pCoordinateSystem - initializeCoordinateSystem() - } - - function onDailyFileLoaded(event) { - - try { - - if (event.currentValue === event.totalValue) { - - /* This happens only when all of the files in the cursor have been loaded. */ - - recalculate(); - - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } - } - } - - function draw() { - - try { - - if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } - - this.container.frame.draw(); - - plotChart(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } - } - } - - function recalculate() { - - try { - - records = [] - - if (timeFrame >= _1_HOUR_IN_MILISECONDS) { - - recalculateUsingMarketFiles(); - - } else { - - recalculateUsingDailyFiles(); - - } - - thisObject.container.eventHandler.raiseEvent("Records Changed", records); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } - } - } - - function recalculateUsingDailyFiles() { - - try { - - if (fileCursor === undefined) { - records = []; - return; - } // We need to wait - - if (fileCursor.files.size === 0) { - records = []; - return; - } // We need to wait until there are files in the cursor - - let daysOnSides = getSideDays(timeFrame); - - let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); - let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); - - let dateDiff = rightDate.valueOf() - leftDate.valueOf(); - - let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); - let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); - - let currentDate = new Date(farLeftDate.valueOf()); - - records = []; - - while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { - - let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); - - let dailyFile = fileCursor.files.get(stringDate); - - if (dailyFile !== undefined) { - - for (let i = 0; i < dailyFile.length; i++) { - - let record = {}; - - record.begin = dailyFile[i][0]; - record.end = dailyFile[i][1]; - record.variable_current_balance_baseAsset = dailyFile[i][2]; - record.variable_current_balance_quotedAsset = dailyFile[i][3]; - record.variable_episode_stat_profitLoss = dailyFile[i][4]; - record.variable_last_position_profitLoss = dailyFile[i][5]; - record.variable_current_position_stopLoss_value = dailyFile[i][6]; - record.variable_episode_count_positions = dailyFile[i][7]; - record.variable_episode_count_hits = dailyFile[i][8]; - record.variable_episode_count_fails = dailyFile[i][9]; - record.variable_episode_stat_hitRatio = dailyFile[i][10]; - record.variable_episode_stat_ROI = dailyFile[i][11]; - record.variable_episode_count_periods = dailyFile[i][12]; - record.variable_episode_stat_days = dailyFile[i][13]; - record.variable_episode_stat_anualizedRateOfReturn = dailyFile[i][14]; - record.variable_current_position_rate = dailyFile[i][15]; - record.variable_last_position_ROI = dailyFile[i][16]; - record.strategy = dailyFile[i][17]; - record.variable_current_position_takeProfit_value = dailyFile[i][18]; - record.variable_current_position_stopLoss_phase = dailyFile[i][19]; - record.variable_current_position_takeProfit_phase = dailyFile[i][20]; - record.variable_current_position_size = dailyFile[i][21]; // 25 is the message for the executor - record.variable_episode_parameters_initial_balance_baseAsset = dailyFile[i][22]; - record.variable_episode_parameters_minimum_balance_baseAsset = dailyFile[i][23]; - record.variable_episode_parameters_maximum_balance_baseAsset = dailyFile[i][24]; - record.variable_episode_parameters_initial_balance_quotedAsset = dailyFile[i][25]; - record.variable_episode_parameters_minimum_balance_quotedAsset = dailyFile[i][26]; - record.variable_episode_parameters_maximum_balance_quotedAsset = dailyFile[i][27]; - record.variable_episode_parameters_baseAsset = dailyFile[i][28]; - record.variable_episode_parameters_quotedAsset = dailyFile[i][29]; - record.variable_episode_parameters_marketBaseAsset = dailyFile[i][30]; - record.variable_episode_parameters_marketQuotedAsset = dailyFile[i][31]; - record.variable_current_position_count_periods = dailyFile[i][32]; - record.variable_current_position_stat_days = dailyFile[i][33]; - - if ( - (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && - (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) - ) { - - records.push(record); - - if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { - - thisObject.record = record; - thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.record); - - } - } - } - } - - currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); - } - - /* Lests check if all the visible screen is going to be covered by records. */ - - let lowerEnd = leftDate.valueOf(); - let upperEnd = rightDate.valueOf(); - - setTimeout(recalculate, 2000); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } - } - } - - function recalculateUsingMarketFiles() { - - try { - - if (marketFile === undefined) { return; } // Initialization not complete yet. - - let daysOnSides = getSideDays(timeFrame); - - let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); - let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); - - let dateDiff = rightDate.valueOf() - leftDate.valueOf(); - - leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); - rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); - - records = []; - - for (let i = 0; i < marketFile.length; i++) { - - let record = {}; - - record.begin = marketFile[i][0]; - record.end = marketFile[i][1]; - record.variable_current_balance_baseAsset = marketFile[i][2]; - record.variable_current_balance_quotedAsset = marketFile[i][3]; - record.variable_episode_stat_profitLoss = marketFile[i][4]; - record.variable_last_position_profitLoss = marketFile[i][5]; - record.variable_current_position_stopLoss_value = marketFile[i][6]; - record.variable_episode_count_positions = marketFile[i][7]; - record.variable_episode_count_hits = marketFile[i][8]; - record.variable_episode_count_fails = marketFile[i][9]; - record.variable_episode_stat_hitRatio = marketFile[i][10]; - record.variable_episode_stat_ROI = marketFile[i][11]; - record.variable_episode_count_periods = marketFile[i][12]; - record.variable_episode_stat_days = marketFile[i][13]; - record.variable_episode_stat_anualizedRateOfReturn = marketFile[i][14]; - record.variable_current_position_rate = marketFile[i][15]; - record.variable_last_position_ROI = marketFile[i][16]; - record.variable_current_position_takeProfit_value = marketFile[i][17]; - record.variable_current_position_stopLoss_phase = marketFile[i][18]; - record.variable_current_position_takeProfit_phase = marketFile[i][19]; - record.variable_current_position_size = marketFile[i][20]; - record.variable_episode_parameters_initial_balance_baseAsset = marketFile[i][21]; - record.variable_episode_parameters_minimum_balance_baseAsset = marketFile[i][22]; - record.variable_episode_parameters_maximum_balance_baseAsset = marketFile[i][23]; - record.variable_episode_parameters_initial_balance_quotedAsset = marketFile[i][24]; - record.variable_episode_parameters_minimum_balance_quotedAsset = marketFile[i][25]; - record.variable_episode_parameters_maximum_balance_quotedAsset = marketFile[i][26]; - record.variable_episode_parameters_baseAsset = marketFile[i][27]; - record.variable_episode_parameters_quotedAsset = marketFile[i][28]; - record.variable_episode_parameters_marketBaseAsset = marketFile[i][29]; - record.variable_episode_parameters_marketQuotedAsset = marketFile[i][30]; - record.variable_current_position_count_periods = marketFile[i][31]; - record.variable_current_position_stat_days = marketFile[i][32]; - - if ( - (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && - (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) - ) { - - records.push(record); - - if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { - - thisObject.record = record; - thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.record); - - } - } - } - - //console.log("Olivia > recalculateUsingMarketFiles > total records generated : " + records.length); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } - } - } - - function plotChart() { - - try { - - let record; - - /* Now we calculate and plot the records */ - - for (let i = 0; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1 - - record = records[i]; - - /* Contributing to Auto-Scale*/ - if (record.variable_current_position_stopLoss_value !== 0) { - coordinateSystem.reportYValue(record.variable_current_position_stopLoss_value) - } - if (record.variable_current_position_takeProfit_value !== 0) { - coordinateSystem.reportYValue(record.variable_current_position_takeProfit_value) - } - - /* Send the current record to the panel */ - - if (userPositionDate >= record.begin && userPositionDate <= record.end) { - - let eventRecords = { - record: record - }; - thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords); - } - - let stopLossPhase = -1; - let takeProfitPhase = -1; - - if (i > 0) { - if (record.variable_current_position_stopLoss_phase !== records[i - 1].variable_current_position_stopLoss_phase) { - stopLossPhase = record.variable_current_position_stopLoss_phase; - } - - if (record.variable_current_position_takeProfit_phase !== records[i - 1].variable_current_position_takeProfit_phase) { - takeProfitPhase = record.variable_current_position_takeProfit_phase; - } - } - - let recordPoint1 = { - x: record.begin + timeFrame / 7 * 1.5, - y: thisObject.container.frame.height - }; - - let recordPoint2 = { - x: record.end + timeFrame / 7 * 5.5, - y: thisObject.container.frame.height - }; - - let recordPoint3 = { - x: recordPoint1.x + (recordPoint2.x - recordPoint1.x) / 2, - y: 0 - }; - - let recordPoint4 = { - x: record.begin + timeFrame / 7 * 1.5, - y: thisObject.container.frame.height * 100 - }; - - let recordPoint5 = { - x: record.begin, - y: record.variable_current_position_stopLoss_value - }; - - let recordPoint6 = { - x: record.end, - y: record.variable_current_position_stopLoss_value - }; - - if (record.variable_current_position_stopLoss_value === 0) { // Put these points out of range if stopLoss is zero. - - recordPoint5.x = 0; - recordPoint6.x = 0; - } - - let recordPoint7 = { - x: record.begin, - y: record.variable_current_position_rate - }; - - let recordPoint8 = { - x: record.end, - y: record.variable_current_position_rate - }; - - if (record.variable_current_position_rate === 0) { // Put these points out of range if sellRate is zero. - - recordPoint7.x = 0; - recordPoint8.x = 0; - } - - let recordPoint9 = { - x: record.begin, - y: record.variable_current_position_takeProfit_value - }; - - let recordPoint10 = { - x: record.end, - y: record.variable_current_position_takeProfit_value - }; - - if (record.variable_current_position_takeProfit_value === 0) { // Put these points out of range if takeProfit is zero. - - recordPoint9.x = 0; - recordPoint10.x = 0; - } - - recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1); - recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2); - recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3); - recordPoint4 = coordinateSystem.transformThisPoint(recordPoint4); - recordPoint5 = coordinateSystem.transformThisPoint(recordPoint5); - recordPoint6 = coordinateSystem.transformThisPoint(recordPoint6); - recordPoint7 = coordinateSystem.transformThisPoint(recordPoint7); - recordPoint8 = coordinateSystem.transformThisPoint(recordPoint8); - recordPoint9 = coordinateSystem.transformThisPoint(recordPoint9); - recordPoint10 = coordinateSystem.transformThisPoint(recordPoint10); - - recordPoint1 = transformThisPoint(recordPoint1, thisObject.container); - recordPoint2 = transformThisPoint(recordPoint2, thisObject.container); - recordPoint3 = transformThisPoint(recordPoint3, thisObject.container); - recordPoint4 = transformThisPoint(recordPoint4, thisObject.container); - recordPoint5 = transformThisPoint(recordPoint5, thisObject.container); - recordPoint6 = transformThisPoint(recordPoint6, thisObject.container); - recordPoint7 = transformThisPoint(recordPoint7, thisObject.container); - recordPoint8 = transformThisPoint(recordPoint8, thisObject.container); - recordPoint9 = transformThisPoint(recordPoint9, thisObject.container); - recordPoint10 = transformThisPoint(recordPoint10, thisObject.container); - - recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1); - recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2); - recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3); - recordPoint4 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint4); - recordPoint5 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint5); - recordPoint6 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint6); - recordPoint7 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint7); - recordPoint8 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint8); - recordPoint9 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint9); - recordPoint10 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint10); - - recordPoint1 = thisObject.fitFunction(recordPoint1); - recordPoint2 = thisObject.fitFunction(recordPoint2); - recordPoint3 = thisObject.fitFunction(recordPoint3); - recordPoint4 = thisObject.fitFunction(recordPoint4); - recordPoint5 = thisObject.fitFunction(recordPoint5); - recordPoint6 = thisObject.fitFunction(recordPoint6); - recordPoint7 = thisObject.fitFunction(recordPoint7); - recordPoint8 = thisObject.fitFunction(recordPoint8); - recordPoint9 = thisObject.fitFunction(recordPoint9); - recordPoint10 = thisObject.fitFunction(recordPoint10); - - /* Image representing a Record */ - - let imageOffset = { - x: 0, - y: -30 - } - let imageSize = (recordPoint2.x - recordPoint1.x) / 2; - let recordLabel = record.variable_episode_count_periods.toLocaleString() - if (imageSize < 8) { - if (recordLabel[recordLabel.length - 1] !== '0' || imageSize < 4) - recordLabel = '' - } - let labelOffset = { - x: 0 - imageSize / 2 + 3 + imageOffset.x, - y: -2 - imageOffset.y - } - - let imagePosition = { - x: recordPoint4.x + imageOffset.x, - y: 0 - } - - imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition) - imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize) - - if (imageRecord.canDrawIcon === true) { - browserCanvasContext.drawImage(imageRecord, imagePosition.x, imagePosition.y, imageSize, imageSize); - browserCanvasContext.save(); - browserCanvasContext.translate(recordPoint3.x + labelOffset.x, recordPoint3.y + labelOffset.y); - browserCanvasContext.rotate(-Math.PI / 2); - printLabel(recordLabel, 0, 0, '1', 8, undefined, undefined, undefined, undefined, true); - browserCanvasContext.restore(); - } - - if (recordPoint5.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint5.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { - continue; - } - - /* Next we are drawing the position Rate */ - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(recordPoint7.x, recordPoint7.y); - browserCanvasContext.lineTo(recordPoint8.x, recordPoint8.y); - - browserCanvasContext.closePath(); - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)'; - browserCanvasContext.lineWidth = 1 - browserCanvasContext.setLineDash([1, 4]) - - if (userPositionDate >= record.begin && userPositionDate <= record.end) { - browserCanvasContext.lineWidth = 5 - browserCanvasContext.setLineDash([3, 4]) - - /* highlight the current record */ - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time - } - - browserCanvasContext.stroke() - browserCanvasContext.setLineDash([0, 0]) - - imageSize = 20; - let imageToDraw; - - /* Depending on what is on top, it is also the text and image of the take accumulatedProfitLoss / stop loss */ - - let yOffset = 0 - if (record.variable_current_position_takeProfit_value > record.variable_current_position_stopLoss_value) { yOffset = imageSize * 2 } - - /* Next we are drawing the stopLoss floor / ceilling */ - - browserCanvasContext.beginPath(); - - - browserCanvasContext.moveTo(recordPoint5.x, recordPoint5.y); - browserCanvasContext.lineTo(recordPoint6.x, recordPoint6.y); - - - browserCanvasContext.closePath(); - - let opacity = 1 - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ''; - - if (userPositionDate >= record.begin && userPositionDate <= record.end) { - - /* highlight the current record */ - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time - } - - browserCanvasContext.lineWidth = 1 - browserCanvasContext.stroke() - - imagePosition = { - x: recordPoint6.x - imageSize, - y: recordPoint6.y - imageSize * 1.25 + yOffset - } - - imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition) - imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize) - - let labelPosition = { - x: recordPoint6.x - imageSize / 2 - 3, - y: recordPoint6.y - imageSize * 1.5 + yOffset * 2 - } - labelPosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(labelPosition) - labelPosition = thisObject.fitFunction(labelPosition, undefined, 30) - - if (imageStopLossPhase.canDrawIcon === true && stopLossPhase > -1) { - browserCanvasContext.drawImage(imageStopLossPhase, imagePosition.x, imagePosition.y, imageSize, imageSize); - printLabel(stopLossPhase, labelPosition.x, labelPosition.y, '1', 9); - } - - /* Next we are drawing the Take Profit */ - - browserCanvasContext.beginPath(); - - browserCanvasContext.moveTo(recordPoint9.x, recordPoint9.y); - browserCanvasContext.lineTo(recordPoint10.x, recordPoint10.y); - - browserCanvasContext.closePath(); - - opacity = 1 - - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ''; - - if (userPositionDate >= record.begin && userPositionDate <= record.end) { - - /* highlight the current record */ - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time - } - - browserCanvasContext.lineWidth = 1 - browserCanvasContext.stroke() - - imagePosition = { - x: recordPoint10.x - imageSize * 2 / 3, - y: recordPoint10.y + imageSize / 4 - yOffset - } - imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition) - imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize) - - labelPosition = { - x: recordPoint10.x - imageSize * 1 / 3, - y: recordPoint10.y + imageSize * 1.9 - yOffset * 2 - } - labelPosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(labelPosition) - labelPosition = thisObject.fitFunction(labelPosition, undefined, 30) - - if (imageTakeProfitPhase.canDrawIcon === true && takeProfitPhase > -1) { - browserCanvasContext.drawImage(imageTakeProfitPhase, imagePosition.x, imagePosition.y, imageSize, imageSize); - printLabel(takeProfitPhase, labelPosition.x, labelPosition.y, '1', 9); - } - } - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } - } - } - - - function onViewportZoomChanged(event) { - - try { - - recalculate(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } - } - } - - function onViewportPositionChanged(event) { - - try { - - if (event !== undefined) { - if (event.recalculate === true) { - recalculate() - return - } - } - if (Math.random() * 100 > 95) { - recalculate() - }; - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } - } - } - - function onDragFinished() { - - try { - - recalculate(); - - } catch (err) { - - if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } - } - } -} - diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js deleted file mode 100644 index 6ff7fc997..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js +++ /dev/null @@ -1,219 +0,0 @@ - -function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimulationAssetBalancesPanel() { - - let thisObject = { - fitFunction: undefined, - onRecordChange: onRecordChange, - container: undefined, - session: undefined, - isVisible: true, - draw: draw, - getContainer: getContainer, - initialize: initialize, - finalize: finalize - }; - - let container = newContainer(); - container.initialize(); - thisObject.container = container; - - container.frame.containerName = "Simulation Asset Balances Panel"; - - let record; - let lastRecord; - let upDownButton - - const HEIGHT_FACTOR = 1.25 - - return thisObject; - - function initialize() { - - thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 1; - thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * HEIGHT_FACTOR; - - thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topRight.x - thisObject.container.frame.width * 1; - thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y; - - upDownButton = newUpDownButton() - upDownButton.parentContainer = thisObject.container - upDownButton.container.frame.parentFrame = thisObject.container.frame - upDownButton.fitFunction = thisObject.fitFunction - upDownButton.initialize() - - thisObject.assetBalances = newAssetalances() - thisObject.assetBalances.container.connectToParent(thisObject.container, true, true) - thisObject.assetBalances.initialize() - - } - - function finalize() { - thisObject.session = undefined - - thisObject.container.finalize() - thisObject.container = undefined - thisObject.fitFunction = undefined - thisObject.onRecordChange = undefined - thisObject.isVisible = undefined - - record = undefined - lastRecord = undefined - upDownButton = undefined - - thisObject.assetBalances.finalize() - thisObject.assetBalances = undefined - } - - function getContainer(point) { - if (thisObject.isVisible !== true) { return } - let container; - - container = upDownButton.getContainer(point) - if (container !== undefined) { return container } - - if (thisObject.container.frame.isThisPointHere(point, true) === true) { - - let checkPoint = { - x: point.x, - y: point.y - } - - checkPoint = thisObject.fitFunction(checkPoint) - - if (point.x === checkPoint.x && point.y === checkPoint.y) { - return thisObject.container; - } - } - } - - - function onRecordChange(records) { - - record = records.record; - lastRecord = records.lastRecord - - } - - - function draw() { - if (thisObject.isVisible !== true) { return } - thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); - - plotCurrentRecordInfo(); - - upDownButton.draw() - - /* Define panel name */ - if (thisObject.session !== undefined) { - const MAX_LABEL_LENGTH = 25 - if (thisObject.session.name.length > MAX_LABEL_LENGTH) { - container.frame.containerName = thisObject.session.name.substring(0, MAX_LABEL_LENGTH) + '...' - } else { - container.frame.containerName = thisObject.session.name - } - } - } - - - function plotCurrentRecordInfo() { - - if (record === undefined) { return; } - - const frameBodyHeight = thisObject.container.frame.getBodyHeight(); - const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; - - const X_AXIS = thisObject.container.frame.width / 2; - const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; - - /* put the labels with the records values */ - - let y = 0; - let increment = 0.024 / HEIGHT_FACTOR * 2.5; - - y = y + increment; - y = y + increment; - printLabel('Asset Balances', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - /* Parameters */ - let params - let paramsArray = [] - let positionTaken = false - - if (record.variable_current_position_size > 0) { - positionTaken = true - } - - let testPoint = { - x: 0, - y: thisObject.container.frame.height - } - - testPoint = thisObject.container.frame.frameThisPoint(testPoint) - let fitPoint = thisObject.fitFunction(testPoint) - if (fitPoint.y !== testPoint.y) { - return - } - - if (record.variable_episode_parameters_baseAsset === record.variable_episode_parameters_marketBaseAsset) { - params = {} - params.VALUE = record.variable_current_balance_baseAsset; - params.INIT_VALUE = record.variable_episode_parameters_initial_balance_baseAsset - params.MIN_VALUE = record.variable_episode_parameters_minimum_balance_baseAsset - params.MAX_VALUE = record.variable_episode_parameters_maximum_balance_baseAsset - params.ASSET_LABEL = 'Base' - params.ASSET_NAME = record.variable_episode_parameters_baseAsset - params.LEFT_OFFSET = X_AXIS - params.POSITION_TAKEN = positionTaken - params.BASE_ASSET = record.variable_episode_parameters_baseAsset - params.DECIMALS = 4 - - paramsArray.push(params) - - params = {} - params.VALUE = record.variable_current_balance_quotedAsset; - params.MIN_VALUE = record.variable_episode_parameters_minimum_balance_quotedAsset - params.INIT_VALUE = record.variable_episode_parameters_initial_balance_quotedAsset - params.MAX_VALUE = record.variable_episode_parameters_maximum_balance_quotedAsset - params.ASSET_LABEL = 'Quoted' - params.ASSET_NAME = record.variable_episode_parameters_quotedAsset - params.LEFT_OFFSET = X_AXIS - params.POSITION_TAKEN = positionTaken - params.BASE_ASSET = record.variable_episode_parameters_baseAsset - params.DECIMALS = 2 - - paramsArray.push(params) - } else { - params = {} - params.VALUE = record.variable_current_balance_quotedAsset; - params.INIT_VALUE = record.variable_episode_parameters_initial_balance_quotedAsset - params.MIN_VALUE = record.variable_episode_parameters_minimum_balance_quotedAsset - params.MAX_VALUE = record.variable_episode_parameters_maximum_balance_quotedAsset - params.ASSET_LABEL = 'Base' - params.ASSET_NAME = record.variable_episode_parameters_baseAsset - params.LEFT_OFFSET = X_AXIS - params.POSITION_TAKEN = positionTaken - params.BASE_ASSET = record.variable_episode_parameters_baseAsset - params.DECIMALS = 4 - - paramsArray.push(params) - - params = {} - params.VALUE = record.variable_current_balance_baseAsset; - params.MIN_VALUE = record.variable_episode_parameters_minimum_balance_baseAsset - params.INIT_VALUE = record.variable_episode_parameters_initial_balance_baseAsset - params.MAX_VALUE = record.variable_episode_parameters_maximum_balance_baseAsset - params.ASSET_LABEL = 'Quoted' - params.ASSET_NAME = record.variable_episode_parameters_quotedAsset - params.LEFT_OFFSET = X_AXIS - params.POSITION_TAKEN = positionTaken - params.BASE_ASSET = record.variable_episode_parameters_baseAsset - params.DECIMALS = 2 - - paramsArray.push(params) - } - - - thisObject.assetBalances.setParamsArray(paramsArray) - thisObject.assetBalances.draw() - } -} diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js deleted file mode 100644 index d3f7c9fbc..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js +++ /dev/null @@ -1,178 +0,0 @@ - - - -function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimulationCurrentPositionPanel() { - - let thisObject = { - fitFunction: undefined, - onRecordChange: onRecordChange, - container: undefined, - session: undefined, - isVisible: true, - draw: draw, - getContainer: getContainer, - initialize: initialize, - finalize: finalize - }; - - let container = newContainer(); - container.initialize(); - thisObject.container = container; - - container.frame.containerName = "Simulation Current Position Panel"; - - let record; - let lastRecord; - let upDownButton - - const HEIGHT_FACTOR = 1.25 - - return thisObject; - - function initialize() { - - thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 1; - thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * HEIGHT_FACTOR; - - thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topRight.x - thisObject.container.frame.width * 1; - thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y; - - upDownButton = newUpDownButton() - upDownButton.parentContainer = thisObject.container - upDownButton.container.frame.parentFrame = thisObject.container.frame - upDownButton.fitFunction = thisObject.fitFunction - upDownButton.initialize() - - } - - function finalize() { - thisObject.session = undefined - - thisObject.container.finalize() - thisObject.container = undefined - thisObject.fitFunction = undefined - thisObject.onRecordChange = undefined - thisObject.isVisible = undefined - - record = undefined - lastRecord = undefined - upDownButton = undefined - } - - function getContainer(point) { - if (thisObject.isVisible !== true) { return } - let container; - - container = upDownButton.getContainer(point) - if (container !== undefined) { return container } - - if (thisObject.container.frame.isThisPointHere(point, true) === true) { - - let checkPoint = { - x: point.x, - y: point.y - } - - checkPoint = thisObject.fitFunction(checkPoint) - - if (point.x === checkPoint.x && point.y === checkPoint.y) { - return thisObject.container; - } - } - } - - - function onRecordChange(records) { - - record = records.record; - lastRecord = records.lastRecord - - } - - - function draw() { - if (thisObject.isVisible !== true) { return } - thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); - - plotCurrentRecordInfo(); - - upDownButton.draw() - - /* Define panel name */ - if (thisObject.session !== undefined) { - const MAX_LABEL_LENGTH = 25 - if (thisObject.session.name.length > MAX_LABEL_LENGTH) { - container.frame.containerName = thisObject.session.name.substring(0, MAX_LABEL_LENGTH) + '...' - } else { - container.frame.containerName = thisObject.session.name - } - } - } - - - function plotCurrentRecordInfo() { - - if (record === undefined) { return; } - - const frameBodyHeight = thisObject.container.frame.getBodyHeight(); - const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; - - const X_AXIS = thisObject.container.frame.width / 2; - const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; - - - /* put the labels with the records values */ - - let y = 0; - let increment = 0.024 / HEIGHT_FACTOR * 2.5; - - y = y + increment; - y = y + increment; - printLabel('Current Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Size', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_current_position_size, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Rate', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_current_position_rate, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Stop', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_current_position_stopLoss_value, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Take Profit', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_current_position_takeProfit_value, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel((record.variable_current_position_count_periods), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel((record.variable_current_position_stat_days).toFixed(2), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - y = y + increment; - printLabel('Latest Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel((record.variable_last_position_profitLoss), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel((record.variable_last_position_ROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - } -} diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationEpisodePanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationEpisodePanel.js deleted file mode 100644 index e1530d7cf..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationEpisodePanel.js +++ /dev/null @@ -1,177 +0,0 @@ - -function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimulationEpisodePanel() { - - let thisObject = { - fitFunction: undefined, - onRecordChange: onRecordChange, - container: undefined, - session: undefined, - isVisible: true, - draw: draw, - getContainer: getContainer, - initialize: initialize, - finalize: finalize - }; - - let container = newContainer(); - container.initialize(); - thisObject.container = container; - - container.frame.containerName = "Simulation Episode Panel"; - - let record; - let lastRecord; - let upDownButton - - const HEIGHT_FACTOR = 1.25 - - return thisObject; - - function initialize() { - - thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 1; - thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * HEIGHT_FACTOR; - - thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topRight.x - thisObject.container.frame.width * 1; - thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y; - - upDownButton = newUpDownButton() - upDownButton.parentContainer = thisObject.container - upDownButton.container.frame.parentFrame = thisObject.container.frame - upDownButton.fitFunction = thisObject.fitFunction - upDownButton.initialize() - - } - - function finalize() { - thisObject.session = undefined - - thisObject.container.finalize() - thisObject.container = undefined - thisObject.fitFunction = undefined - thisObject.onRecordChange = undefined - thisObject.isVisible = undefined - - record = undefined - lastRecord = undefined - upDownButton = undefined - } - - function getContainer(point) { - if (thisObject.isVisible !== true) { return } - let container; - - container = upDownButton.getContainer(point) - if (container !== undefined) { return container } - - if (thisObject.container.frame.isThisPointHere(point, true) === true) { - - let checkPoint = { - x: point.x, - y: point.y - } - - checkPoint = thisObject.fitFunction(checkPoint) - - if (point.x === checkPoint.x && point.y === checkPoint.y) { - return thisObject.container; - } - } - } - - - function onRecordChange(records) { - - record = records.record; - lastRecord = records.lastRecord - - } - - - function draw() { - if (thisObject.isVisible !== true) { return } - thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); - - plotCurrentRecordInfo(); - - upDownButton.draw() - - /* Define panel name */ - if (thisObject.session !== undefined) { - const MAX_LABEL_LENGTH = 25 - if (thisObject.session.name.length > MAX_LABEL_LENGTH) { - container.frame.containerName = thisObject.session.name.substring(0, MAX_LABEL_LENGTH) + '...' - } else { - container.frame.containerName = thisObject.session.name - } - } - } - - - function plotCurrentRecordInfo() { - - if (record === undefined) { return; } - - const frameBodyHeight = thisObject.container.frame.getBodyHeight(); - const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; - - const X_AXIS = thisObject.container.frame.width / 2; - const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; - - - /* put the labels with the records values */ - - let y = 0; - let increment = 0.024 / HEIGHT_FACTOR * 2.5; - - y = y + increment; - y = y + increment; - printLabel('Episode', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_episode_stat_profitLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Trades', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_episode_count_positions, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Hits', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_episode_count_hits, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Fails', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_episode_count_fails, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Hit Ratio', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel((record.variable_episode_stat_hitRatio * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel((record.variable_episode_stat_ROI * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_episode_count_periods, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel(record.variable_episode_stat_days, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - y = y + increment; - printLabel('Anualized Rate of Return', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); - y = y + increment; - printLabel((record.variable_episode_stat_anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); - - } -} diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/this.plotter.config.json b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/this.plotter.config.json deleted file mode 100644 index d5ff7028d..000000000 --- a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/this.plotter.config.json +++ /dev/null @@ -1,56 +0,0 @@ -{ - "displayName": "Plotters Trading Simulation", - "codeName": "PlottersTradingSimulation", - "dataMine": "Masters", - "modules": [ - { - "codeName": "TradingSimulation", - "moduleName": "TradingSimulation", - "description": "Plots Bollinger Records.", - "profilePicture": "TradingSimulation.png", - "panels": [ - { - "codeName": "TradingSimulationPanel", - "moduleName": "TradingSimulationPanel", - "event": "Current Record Changed" - } - ] - }, - { - "codeName": "Conditions", - "moduleName": "Conditions", - "description": "Plots Simulation Conditions.", - "profilePicture": "Conditions.png", - "panels": [] - }, - { - "codeName": "Strategies", - "moduleName": "Strategies", - "description": "Plots Strategies.", - "profilePicture": "Strategies.png", - "panels": [ - ] - }, - { - "codeName": "Trades", - "moduleName": "Trades", - "description": "Plots Trades.", - "profilePicture": "Trades.png", - "panels": [ - ] - }, - { - "codeName": "SimulationExecution", - "moduleName": "SimulationExecution", - "description": 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undefined } - - const exchangeClass = ccxt[exchangeId] - const exchangeConstructorParams = { - 'apiKey': key, - 'secret': secret, - 'timeout': 30000, - 'enableRateLimit': true, - verbose: false, - options: options - } - exchange = new exchangeClass(exchangeConstructorParams) - } - - function getMaxDecimalPositions() { - return 8 - } - - async function getTicker(market, callBackFunction) { - try { - logInfo("getTicker -> Entering function."); - const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset - let ticker - - if (exchange.has['fetchTicker']) { - ticker = await (exchange.fetchTicker(symbol)) - callBackFunction(global.DEFAULT_OK_RESPONSE, ticker) - } else { - logError("getTicker -> Exchange does not support fetchTicker command."); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - - } catch (err) { - logError("getTicker -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - async function getOpenOrders(market, callBackFunction) { - try { - logInfo("getOpenOrders -> Entering function. market = " + JSON.stringify(market)); - - const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset - let openOrders - - if (exchange.has['fetchOpenOrders']) { - openOrders = await (exchange.fetchOpenOrders(symbol)) - callBackFunction(global.DEFAULT_OK_RESPONSE, openOrders) - } else { - logError("getOpenOrders -> Exchange does not support fetchOpenOrders command."); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - - } catch (err) { - logError("getOpenOrders -> Error = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - async function getOrder(orderId, market, callBackFunction) { - try { - logInfo("getOrder -> Entering function. orderId = " + orderId); - - const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset - let order - - if (exchange.has['fetchOrder']) { - order = await (exchange.fetchOrder(orderId, symbol)) - callBackFunction(global.DEFAULT_OK_RESPONSE, order) - } else { - logError("getOrder -> Exchange does not support fetchOrder command."); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } catch (err) { - logError("getOrder -> Error = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - async function createOrder(market, side, price, cost, amount, callBackFunction) { - try { - logInfo("createOrder -> Entering function."); - - const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset - - logInfo("createOrder -> market = " + market.assetA + "_" + market.assetB); - logInfo("createOrder -> side = " + side); - logInfo("createOrder -> cost = " + cost); - logInfo("createOrder -> amount = " + amount); - logInfo("createOrder -> price = " + price); - - if (side !== "buy" && side !== "sell") { - logError("createOrder -> side must be either 'buy' or 'sell'."); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - - let type = 'market' - let order - - if (exchange.has['createOrder']) { - order = await (exchange.createOrder(symbol, type, side, amount)) - callBackFunction(global.DEFAULT_OK_RESPONSE, order) - } else { - logError("createOrder -> Exchange does not support createOrder command."); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - - } catch (err) { - logError("createOrder -> err = " + JSON.stringify(err.stack) || err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function logInfo(message) { - if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] ' + message) } - } - - function logError(message) { - logger.write(MODULE_NAME, '[ERROR] ' + message) - } -}; diff --git a/TaskServer/LowFrequencyTrading/ExchangeAPI.js b/TaskServer/LowFrequencyTrading/ExchangeAPI.js new file mode 100644 index 000000000..633f9a59c --- /dev/null +++ b/TaskServer/LowFrequencyTrading/ExchangeAPI.js @@ -0,0 +1,162 @@ +exports.newExchangeAPI = function newExchangeAPI(bot, logger) { + + let MODULE_NAME = "Exchange API"; + + let thisObject = { + getOrder: getOrder, + createOrder: createOrder, + cancelOrder: cancelOrder, + initialize: initialize, + finalize: finalize + }; + + let tradingSystem + + let exchangeId + let options = {} + let exchange + + const ccxt = require('ccxt') + + return thisObject; + + function initialize() { + tradingSystem = bot.simulationState.tradingSystem + + exchangeId = bot.exchange.toLowerCase() + + let key = bot.KEY + let secret = bot.SECRET + + const exchangeClass = ccxt[exchangeId] + const exchangeConstructorParams = { + 'apiKey': key, + 'secret': secret, + 'timeout': 30000, + 'enableRateLimit': true, + verbose: false, + options: options + } + exchange = new exchangeClass(exchangeConstructorParams) + } + + function finalize() { + tradingSystem = undefined + exchangeId = undefined + options = undefined + exchange = undefined + } + + async function getOrder(tradingSystemOrder, tradingEngineOrder) { + + let orderId = tradingEngineOrder.exchangeId.value + + /* Basic Logging */ + logInfo("getOrder -> Entering function. orderId = " + orderId); + + const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset + + /* Basic Validations */ + if (exchange.has['fetchOrder'] === false) { + logError("getOrder -> Exchange does not support fetchOrder command."); + return + } + + try { + let order = await exchange.fetchOrder(orderId, symbol) + return order + } catch (err) { + tradingSystem.errors.push([tradingSystemOrder.id, err.message]) + logError("getOrder -> Error = " + err.message); + } + } + + async function createOrder(tradingSystemOrder, tradingEngineOrder) { + + let price = tradingEngineOrder.rate.value // CCXT: how much quote currency you are willing to pay for a trade lot of base currency (for limit orders only) + let amount = tradingEngineOrder.size.value // CCXT: how much of currency you want to trade + let type // CCXT: a string literal type of order, ccxt currently unifies market and limit orders only + let side // CCXT: a string literal for the direction of your order, buy or sell + let symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset // CCXT: a string literal symbol of the market you wish to trade on, like BTC/USD, ZEC/ETH, DOGE/DASH, etc + + switch (tradingSystemOrder.type) { + case 'Market Buy Order': { + type = 'market' + side = 'buy' + break + } + case 'Market Sell Order': { + type = 'market' + side = 'sell' + break + } + case 'Limit Buy Order': { + type = 'limit' + side = 'buy' + break + } + case 'Limit Sell Order': { + type = 'limit' + side = 'sell' + break + } + } + + /* Basic Logging */ + logInfo("createOrder -> symbol = " + symbol); + logInfo("createOrder -> side = " + side); + logInfo("createOrder -> type = " + type); + logInfo("createOrder -> amount = " + amount); + logInfo("createOrder -> price = " + price); + + /* Basic Validations */ + if (side !== "buy" && side !== "sell") { + logError("createOrder -> side must be either 'buy' or 'sell'."); + return + } + if (exchange.has['createOrder'] === false) { + logError("createOrder -> Exchange does not support createOrder command."); + return + } + + try { + let order = await (exchange.createOrder(symbol, type, side, amount, price)) + return order.id + } catch (err) { + tradingSystem.errors.push([tradingSystemOrder.id, err.message]) + logError("getOrder -> Error = " + err.message); + } + } + + async function cancelOrder(tradingSystemOrder, tradingEngineOrder) { + + let orderId = tradingEngineOrder.exchangeId.value + + /* Basic Logging */ + logInfo("getOrder -> Entering function. orderId = " + orderId); + + const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset + + /* Basic Validations */ + if (exchange.has['fetchOrder'] === false) { + logError("getOrder -> Exchange does not support fetchOrder command."); + return + } + + try { + let order = await exchange.cancelOrder(orderId, symbol) + return true + } catch (err) { + tradingSystem.errors.push([tradingSystemOrder.id, err.message]) + logError("getOrder -> Error = " + err.message); + } + } + + function logInfo(message) { + logger.write(MODULE_NAME, '[INFO] ' + message) + } + + function logError(message) { + logger.write(MODULE_NAME, '[ERROR] ' + message) + } +}; diff --git a/TaskServer/LowFrequencyTrading/Snapshots.js b/TaskServer/LowFrequencyTrading/Snapshots.js index d36073854..89c10767b 100644 --- a/TaskServer/LowFrequencyTrading/Snapshots.js +++ b/TaskServer/LowFrequencyTrading/Snapshots.js @@ -244,7 +244,7 @@ exports.newSnapshots = function newSnapshots(bot, logger) { } } } catch (err) { - tradingSystem.errors.push(nodeWithCode.id, err.message) + tradingSystem.errors.push([nodeWithCode.id, err.message]) logger.write(MODULE_NAME, '[ERROR] runSimulation -> addCodeToSnapshot -> nodeWithCode.code = ' + nodeWithCode.code) logger.write(MODULE_NAME, '[ERROR] runSimulation -> addCodeToSnapshot -> err = ' + err.stack) } diff --git a/TaskServer/LowFrequencyTrading/TradingEngine.js b/TaskServer/LowFrequencyTrading/TradingEngine.js index c8e7e4fdd..e10bfe927 100644 --- a/TaskServer/LowFrequencyTrading/TradingEngine.js +++ b/TaskServer/LowFrequencyTrading/TradingEngine.js @@ -190,12 +190,6 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) { tradingEngine.current.distanceToEvent.createOrder.value++ } - if ( - tradingEngine.current.distanceToEvent.moveOrder.value > 0 - ) { - tradingEngine.current.distanceToEvent.moveOrder.value++ - } - if ( tradingEngine.current.distanceToEvent.cancelOrder.value > 0 ) { diff --git a/TaskServer/LowFrequencyTrading/TradingExecution.js b/TaskServer/LowFrequencyTrading/TradingExecution.js index abdb8351b..b588689b7 100644 --- a/TaskServer/LowFrequencyTrading/TradingExecution.js +++ b/TaskServer/LowFrequencyTrading/TradingExecution.js @@ -1,317 +1,584 @@ -exports.newTradingExecution = function newTradingExecution(bot, logger) { +exports.newTradingExecution = function newTradingExecution(bot, logger, tradingEngineModule) { /* The Trading Execution modules manages the execution of orders against the exchanges. */ const MODULE_NAME = 'Trading Execution' let thisObject = { - takePosition: takePosition, - closePosition: closePosition, + checkExecution: checkExecution, initialize: initialize, finalize: finalize } let tradingEngine + let tradingSystem + let sessionParameters + + const EXCHANGE_API_MODULE = require('./ExchangeAPI.js') + let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(bot, logger) + + const ANNOUNCEMENTS_MODULE = require('./Announcements.js') + let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(bot, logger) return thisObject function initialize() { - + tradingSystem = bot.simulationState.tradingSystem tradingEngine = bot.simulationState.tradingEngine + sessionParameters = bot.SESSION.parameters + exchangeAPIModule.initialize() + announcementsModule.initialize() } function finalize() { + tradingSystem = undefined tradingEngine = undefined + sessionParameters = undefined + + exchangeAPIModule.finalize() + exchangeAPIModule = undefined + + announcementsModule.finalize() + announcementsModule = undefined } - function takePosition() { - /* Check that we are in LIVE or FORWARD MODE */ - if (bot.SESSION.type === 'Live Trading Session' || bot.SESSION.type === 'Fordward Testion Session') { - logger.write(MODULE_NAME, '[PERSIST] runSimulation -> loop -> takePositionNow -> Taking a Position in ' + bot.SESSION.type) - logger.write(MODULE_NAME, '[PERSIST] runSimulation -> loop -> takePositionNow -> tradingEngine.current.position.size.value = ' + tradingEngine.current.position.size.value) - logger.write(MODULE_NAME, '[PERSIST] runSimulation -> loop -> takePositionNow -> tradingEngine.current.position.rate.value = ' + tradingEngine.current.position.rate.value) - logger.write(MODULE_NAME, '[PERSIST] runSimulation -> loop -> takePositionNow -> slippageAmount = ' + slippageAmount) - logger.write(MODULE_NAME, '[PERSIST] runSimulation -> loop -> takePositionNow -> tradingEngine.current.position.rate.value = ' + tradingEngine.current.position.rate.value) + async function checkExecution(executionNode, stageIsOpening, stageIsClosing, stageSizeLimit, stageOrdersSize, stageFilledSize) { - /* We see if we need to put the actual order at the exchange. */ - if (variable.executionContext !== undefined) { - switch (variable.executionContext.status) { - case 'Without a Position': { // We need to put the order because It was not put yet. - if (strategy.openStage !== undefined) { - if (strategy.openStage.openExecution !== undefined) { - putOpeningOrder() - return + /* Enforcing Precision Limit */ + stageSizeLimit.value = global.PRECISE(stageSizeLimit.value, 10) + stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) + + await checkExecutionAlgorithms(executionNode) + + async function checkExecutionAlgorithms(executionNode) { + for (let i = 0; i < executionNode.executionAlgorithms.length; i++) { + let executionAlgorithm = executionNode.executionAlgorithms[i] + await checkOrders(executionAlgorithm.marketBuyOrders, executionAlgorithm, executionNode) + await checkOrders(executionAlgorithm.marketSellOrders, executionAlgorithm, executionNode) + await checkOrders(executionAlgorithm.limitBuyOrders, executionAlgorithm, executionNode) + await checkOrders(executionAlgorithm.limitSellOrders, executionAlgorithm, executionNode) + } + } + + async function checkOrders(orders, executionAlgorithm, executionNode) { + for (let i = 0; i < orders.length; i++) { + + let tradingSystemOrder = orders[i] + + /* Trading System Validations */ + if (tradingSystemOrder.config.positionSizePercentage === undefined) { continue } + if (tradingSystemOrder.referenceParent === undefined) { continue } + + let tradingEngineOrder = tradingEngineModule.getNodeById(tradingSystemOrder.referenceParent.id) + + /* Trading Engine Validations */ + if (tradingEngineOrder.serialNumber === undefined) { continue } + if (tradingEngineOrder.identifier === undefined) { continue } + if (tradingEngineOrder.exchangeId === undefined) { continue } + if (tradingEngineOrder.begin === undefined) { continue } + if (tradingEngineOrder.end === undefined) { continue } + if (tradingEngineOrder.rate === undefined) { continue } + if (tradingEngineOrder.size === undefined) { continue } + if (tradingEngineOrder.status === undefined) { continue } + if (tradingEngineOrder.algorithmName === undefined) { continue } + if (tradingEngineOrder.orderCounters === undefined) { continue } + if (tradingEngineOrder.orderCounters.periods === undefined) { continue } + if (tradingEngineOrder.orderStatistics.days === undefined) { continue } + if (tradingEngineOrder.orderStatistics.percentageFilled === undefined) { continue } + if (tradingEngineOrder.orderStatistics.actualRate === undefined) { continue } + if (tradingEngineOrder.orderStatistics.feesPaid === undefined) { continue } + + switch (tradingEngineOrder.status.value) { + case 'Not Open': { + { + /* Check if we need to Create this Order */ + if (stageIsClosing === true) { continue } + let situationName = checkOrderEvent(tradingSystemOrder.createOrderEvent, tradingSystemOrder, executionAlgorithm, executionNode) + if (situationName !== undefined) { + + /* Open a new order */ + await openOrder(executionAlgorithm, tradingSystemOrder, tradingEngineOrder, situationName) } } break } - case 'Position Closed': { // Waiting for a confirmation that the position was closed. - if (strategy.openStage !== undefined) { - if (strategy.openStage.openExecution !== undefined) { - putOpeningOrder() - return + case 'Open': { + tradingEngineOrder.end.value = tradingEngine.current.candle.end.value + tradingEngineOrder.orderCounters.periods.value++ + tradingEngineOrder.orderStatistics.days.value = tradingEngineOrder.orderCounters.periods.value * sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS + + /* Simulate Events that happens at the Exchange, if needed. */ + simulateExchangeEvents(tradingSystemOrder, tradingEngineOrder) + + /* Check Events that happens at the Exchange, if needed. */ + await checkExchangeEvents(tradingSystemOrder, tradingEngineOrder) + + /* If the stage is closing or the order is not still Open, we wont be cancelling orders based on defined events */ + if (stageIsClosing !== true && tradingEngineOrder.status.value === 'Open') { + + /* Check if we need to Cancel this Order */ + let situationName = checkOrderEvent(tradingSystemOrder.cancelOrderEvent, tradingSystemOrder, executionAlgorithm, executionNode) + if (situationName !== undefined) { + simulateCancelOrder(tradingSystemOrder, tradingEngineOrder, 'Cancel Event') + await exchangeCancelOrder(tradingSystemOrder, tradingEngineOrder, 'Cancel Event') } } - break - } - case 'Taking Position': { // Waiting for a confirmation that the position was taken. - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> takePositionNow -> Exiting code block because status is Taking Position.') - break - } - case 'In a Position': { // This should mean that we already put the order at the exchange. - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> takePositionNow -> Exiting code block because status is In a Position.') - break - } - } - } else { // The context does not exist so it means we are not in a position. - if (strategy.openStage !== undefined) { - if (strategy.openStage.openExecution !== undefined) { - putOpeningOrder() - return } } } - } else { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> takePositionNow -> Not trading live.') } - } + async function openOrder(executionAlgorithm, tradingSystemOrder, tradingEngineOrder, situationName) { + /* Order Size Calculation */ + tradingEngineOrder.size.value = tradingSystem.formulas.get(executionAlgorithm.positionSize.formula.id) * tradingSystemOrder.config.positionSizePercentage / 100 + if (stageOrdersSize.value + tradingEngineOrder.size.value > stageSizeLimit.value) { + /* We reduce the size to the remaining size of the position. */ + tradingEngineOrder.size.value = stageSizeLimit.value - stageOrdersSize.value + tradingEngineOrder.size.value = global.PRECISE(tradingEngineOrder.size.value, 10) + } - function putOpeningOrder() { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> Entering function.') + /* Check Order Size */ + if (tradingEngineOrder.size.value <= 0) { return } - /* We wont take a position unless we are withing the sessionParameters.timeRange.config.initialDatetime and the sessionParameters.timeRange.config.finalDatetime range */ - if (sessionParameters.timeRange.config.initialDatetime !== undefined) { - if (candle.end < sessionParameters.timeRange.config.initialDatetime) { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because current candle ends before the start date. -> sessionParameters.timeRange.config.initialDatetime = ' + sessionParameters.timeRange.config.initialDatetime) - takePositionAtSimulation() - return + /* Order Rate Calculation */ + tradingEngineOrder.rate.value = tradingEngine.current.position.rate.value // By default this is the order rate. + if (tradingSystemOrder.positionRate !== undefined) { + if (tradingSystemOrder.positionRate.formula !== undefined) { + tradingEngineOrder.rate.value = tradingSystem.formulas.get(tradingSystemOrder.positionRate.formula.id) + tradingEngineOrder.rate.value = global.PRECISE(tradingEngineOrder.rate.value, 10) + } + } + + /* Place Order at the Exchange */ + let result = await createOrderAtExchange(tradingSystemOrder, tradingEngineOrder) + if (result !== true) { return } + + /* Updating Episode Counters */ + tradingEngine.episode.episodeCounters.orders.value++ + + /* Initialize this */ + tradingEngine.current.distanceToEvent.createOrder.value = 1 + + /* Create Order Procedure */ + tradingEngineOrder.status.value = 'Open' + tradingEngineOrder.identifier.value = global.UNIQUE_ID() + tradingEngineOrder.begin.value = tradingEngine.current.candle.begin.value + tradingEngineOrder.end.value = tradingEngine.current.candle.end.value + tradingEngineOrder.serialNumber.value = tradingEngine.episode.episodeCounters.orders.value + tradingEngineOrder.orderName.value = tradingSystemOrder.name + tradingEngineOrder.algorithmName.value = executionAlgorithm.name + tradingEngineOrder.situationName.value = situationName + + /* Update Stage Orders Size */ + stageOrdersSize.value = stageOrdersSize.value + tradingEngineOrder.size.value + stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) + } + + async function createOrderAtExchange(tradingSystemOrder, tradingEngineOrder) { + + /* Filter by Session Type */ + switch (bot.SESSION.type) { + case 'Backtesting Session': { + return true + } + case 'Live Trading Session': { + break + } + case 'Fordward Testing Session': { + break + } + case 'Paper Trading Session': { + return true + } + } + + let orderId = await exchangeAPIModule.createOrder(tradingSystemOrder, tradingEngineOrder) + + if (orderId !== undefined) { + tradingEngineOrder.exchangeId.value = orderId + return true } } - /* We wont take a position if we are past the final datetime */ - if (sessionParameters.timeRange.config.finalDatetime !== undefined) { - if (candle.begin > sessionParameters.timeRange.config.finalDatetime) { - logger.write(MODULE_NAME, '[INFO] runSimulation -> putOpeningOrder -> Not placing the trade at the exchange because current candle begins after the end date. -> sessionParameters.timeRange.config.finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime) - takePositionAtSimulation() - return + function simulateExchangeEvents(tradingSystemOrder, tradingEngineOrder) { + + /* Filter by Session Type */ + switch (bot.SESSION.type) { + case 'Backtesting Session': { + break + } + case 'Live Trading Session': { + return + } + case 'Fordward Testing Session': { + return + } + case 'Paper Trading Session': { + break + } + } + + /* Filter by what is defined at the Strategy */ + if (tradingSystemOrder.simulatedExchangeEvents === undefined) { return } + + let previousSizeFilled = tradingEngineOrder.orderStatistics.sizeFilled.value + let previousPercentageFilled = tradingEngineOrder.orderStatistics.percentageFilled.value + let previousAmountReceived = tradingEngineOrder.orderStatistics.amountReceived.value + let previousFeesPaid = tradingEngineOrder.orderStatistics.feesPaid.value + + actualRateSimulation() + feesPaidSimulation() + orderFillingSimulation() + sizeFilledSimulation() + amountReceivedSimulation() + + doTheAccounting(tradingSystemOrder, tradingEngineOrder, previousSizeFilled, previousPercentageFilled, previousAmountReceived, previousFeesPaid) + + /* If the Stage is Closing and this order is still open, we need to cancel it now */ + if (stageIsClosing === true && tradingEngineOrder.status.value !== 'Closed') { + simulateCancelOrder(tradingSystemOrder, tradingEngineOrder, 'Closing Stage') + } + + function actualRateSimulation() { + /* Actual Rate Simulation */ + if (tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate !== undefined) { + 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) + } + } + } else { + switch (tradingEngineOrder.type) { + case 'Market Order': { + /* Actual Rate is simulated based on the Session Paremeters */ + let slippageAmount = tradingEngineOrder.rate.value * bot.SESSION.parameters.slippage.config.positionRate / 100 + switch (tradingSystemOrder.type) { + case 'Market Sell Order': { + tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value - slippageAmount + break + } + case 'Market Buy Order': { + tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value + slippageAmount + break + } + } + break + } + case 'Limit Order': { + /* In Limit Orders the actual rate is the rate of the order, there is no slippage */ + tradingEngineOrder.orderStatistics.actualRate.value = tradingEngineOrder.rate.value + break + } + } + } + tradingEngineOrder.orderStatistics.actualRate.value = global.PRECISE(tradingEngineOrder.orderStatistics.actualRate.value, 10) + } + + function feesPaidSimulation() { + /* Fees Paid Simulation */ + if (tradingSystemOrder.simulatedExchangeEvents.simulatedFeesPaid !== undefined) { + if (tradingSystemOrder.simulatedExchangeEvents.simulatedFeesPaid.config.percentage !== undefined) { + if (tradingEngineOrder.orderStatistics.feesPaid.value === tradingEngineOrder.orderStatistics.feesPaid.config.initialValue) { + tradingEngineOrder.orderStatistics.feesPaid.value = tradingEngineOrder.size.value * tradingSystemOrder.simulatedExchangeEvents.simulatedFeesPaid.config.percentage / 100 + } + } + } else { + /* Fees are simulated based on the Session Paremeters */ + switch (tradingEngineOrder.type) { + case 'Market Order': { + tradingEngineOrder.orderStatistics.feesPaid.value = tradingEngineOrder.size.value * bot.SESSION.parameters.feeStructure.config.taker / 100 + break + } + case 'Limit Order': { + tradingEngineOrder.orderStatistics.feesPaid.value = tradingEngineOrder.size.value * bot.SESSION.parameters.feeStructure.config.maker / 100 + break + } + } + } + tradingEngineOrder.orderStatistics.feesPaid.value = global.PRECISE(tradingEngineOrder.orderStatistics.feesPaid.value, 10) + } + + function orderFillingSimulation() { + /* Order Filling Simulation */ + if (tradingSystemOrder.simulatedExchangeEvents.simulatedPartialFill !== undefined) { + if (tradingSystemOrder.simulatedExchangeEvents.simulatedPartialFill.config.fillProbability !== undefined) { + + /* Percentage Filled */ + let percentageFilled = tradingSystemOrder.simulatedExchangeEvents.simulatedPartialFill.config.fillProbability * 100 + if (tradingEngineOrder.orderStatistics.percentageFilled.value + percentageFilled > 100) { + percentageFilled = 100 - tradingEngineOrder.orderStatistics.percentageFilled.value + } + tradingEngineOrder.orderStatistics.percentageFilled.value = tradingEngineOrder.orderStatistics.percentageFilled.value + percentageFilled + tradingEngineOrder.orderStatistics.percentageFilled.value = global.PRECISE(tradingEngineOrder.orderStatistics.percentageFilled.value, 10) + + /* Check if we need to close */ + if (tradingEngineOrder.orderStatistics.percentageFilled.value === 100) { + + /* Close this Order */ + tradingEngineOrder.status.value = 'Closed' + tradingEngineOrder.exitType.value = 'Filled' + + /* Initialize this */ + tradingEngine.current.distanceToEvent.closeOrder.value = 1 + } + } + } + } + + function sizeFilledSimulation() { + /* Size Filled */ + tradingEngineOrder.orderStatistics.sizeFilled.value = tradingEngineOrder.size.value * tradingEngineOrder.orderStatistics.percentageFilled.value / 100 + tradingEngineOrder.orderStatistics.sizeFilled.value = global.PRECISE(tradingEngineOrder.orderStatistics.sizeFilled.value, 10) + } + + function amountReceivedSimulation() { + /* Amount Received */ + tradingEngineOrder.orderStatistics.amountReceived.value = tradingEngineOrder.orderStatistics.sizeFilled.value * tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate + tradingEngineOrder.orderStatistics.amountReceived.value = global.PRECISE(tradingEngineOrder.orderStatistics.amountReceived.value, 10) } } - /* Mechanism to avoid putting the same order over and over again at different executions of the simulation engine. */ - if (variable.executionContext !== undefined) { - if (variable.executionContext.periods !== undefined) { - if (tradingEngine.episode.episodeCounters.periods.value <= variable.executionContext.periods) { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because it was already placed at a previous execution.') - takePositionAtSimulation() + async function checkExchangeEvents(tradingSystemOrder, tradingEngineOrder) { + + /* Filter by Session Type */ + switch (bot.SESSION.type) { + case 'Backtesting Session': { + return true + } + case 'Live Trading Session': { + break + } + case 'Fordward Testing Session': { + break + } + case 'Paper Trading Session': { + return true + } + } + + let order = await exchangeAPIModule.getOrder(tradingSystemOrder, tradingEngineOrder) + + if (order === undefined) { return } + + const AT_EXCHANGE_STATUS = { + OPEN: 'open', + CLOSED: 'closed', + CANCELLED: 'canceled' + } + + /* Status Checks */ + if (order.remaining === 0 && order.status === AT_EXCHANGE_STATUS.CLOSED) { + + /* Close this Order */ + tradingEngineOrder.status.value = 'Closed' + tradingEngineOrder.exitType.value = 'Filled' + + /* Initialize this */ + tradingEngine.current.distanceToEvent.closeOrder.value = 1 + } + if (order.remaining > 0 && order.status === AT_EXCHANGE_STATUS.CLOSED) { + + /* Close this Order */ + tradingEngineOrder.status.value = 'Closed' + tradingEngineOrder.exitType.value = 'Closed at the Exchange' + + /* Initialize this */ + tradingEngine.current.distanceToEvent.closeOrder.value = 1 + } + if (order.status === AT_EXCHANGE_STATUS.CANCELLED) { + + /* Close this Order */ + tradingEngineOrder.status.value = 'Closed' + tradingEngineOrder.exitType.value = 'Cancelled at the Exchange' + + /* Initialize this */ + tradingEngine.current.distanceToEvent.closeOrder.value = 1 + } + + syncWithExchange(tradingSystemOrder, tradingEngineOrder, order) + + /* Forced Cancellation Check */ + if (stageIsClosing === true && tradingEngineOrder.status.value !== 'Closed') { + await exchangeCancelOrder(tradingSystemOrder, tradingEngineOrder, 'Closing Stage') + } + } + + function syncWithExchange(tradingSystemOrder, tradingEngineOrder, order) { + + let previousSizeFilled = tradingEngineOrder.orderStatistics.sizeFilled.value + let previousPercentageFilled = tradingEngineOrder.orderStatistics.percentageFilled.value + let previousAmountReceived = tradingEngineOrder.orderStatistics.amountReceived.value + let previousFeesPaid = tradingEngineOrder.orderStatistics.feesPaid.value + + /* Fees Paid */ + tradingEngineOrder.orderStatistics.feesPaid.value = tradingEngineOrder.size.value - order.amount + tradingEngineOrder.orderStatistics.feesPaid.value = global.PRECISE(tradingEngineOrder.orderStatistics.feesPaid.value, 10) + + /* Percentage Filled */ + tradingEngineOrder.orderStatistics.percentageFilled.value = order.filled * 100 / (order.filled + order.remaining) + tradingEngineOrder.orderStatistics.percentageFilled.value = global.PRECISE(tradingEngineOrder.orderStatistics.percentageFilled.value, 10) + + /* Size Filled */ + tradingEngineOrder.orderStatistics.sizeFilled.value = order.filled + tradingEngineOrder.orderStatistics.sizeFilled.value = global.PRECISE(tradingEngineOrder.orderStatistics.sizeFilled.value, 10) + + /* Amount Received */ + tradingEngineOrder.orderStatistics.amountReceived.value = order.cost + tradingEngineOrder.orderStatistics.amountReceived.value = global.PRECISE(tradingEngineOrder.orderStatistics.amountReceived.value, 10) + + /* Actual Rate */ + tradingEngineOrder.orderStatistics.actualRate.value = order.price + tradingEngineOrder.orderStatistics.actualRate.value = global.PRECISE(tradingEngineOrder.orderStatistics.actualRate.value, 10) + + doTheAccounting(tradingSystemOrder, tradingEngineOrder, previousSizeFilled, previousPercentageFilled, previousAmountReceived, previousFeesPaid) + } + + function doTheAccounting(tradingSystemOrder, tradingEngineOrder, previousSizeFilled, previousPercentageFilled, previousAmountReceived, previousFeesPaid) { + + /* Unaccount for the previous Stage Filled Size */ + stageFilledSize.value = stageFilledSize.value - tradingEngineOrder.size.value * previousPercentageFilled / 100 + /* Account for the current Stage Filled Size */ + stageFilledSize.value = stageFilledSize.value + tradingEngineOrder.size.value * tradingEngineOrder.orderStatistics.percentageFilled.value / 100 + stageFilledSize.value = global.PRECISE(stageFilledSize.value, 10) + + + /* Balances Update */ + switch (true) { + case tradingSystemOrder.type === 'Market Buy Order' || tradingSystemOrder.type === 'Limit Buy Order': { + + /* Undo the previous accounting */ + tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value - previousFeesPaid - previousSizeFilled + /* Account the current filling and fees */ + tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value + tradingEngineOrder.orderStatistics.sizeFilled.value + tradingEngineOrder.orderStatistics.feesPaid.value + + /* Undo the previous accounting */ + tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.baseAsset.value + previousAmountReceived + /* Account the current filling and fees */ + tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.baseAsset.value - tradingEngineOrder.orderStatistics.amountReceived.value + + break + } + case tradingSystemOrder.type === 'Market Sell Order' || tradingSystemOrder.type === 'Limit Sell Order': { + + /* Undo the previous accounting */ + tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value + previousFeesPaid + previousSizeFilled + /* Account the current filling and fees */ + tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value - tradingEngineOrder.orderStatistics.sizeFilled.value - tradingEngineOrder.orderStatistics.feesPaid.value + + /* Undo the previous accounting */ + tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.baseAsset.value - previousAmountReceived + /* Account the current filling and fees */ + tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.baseAsset.value + tradingEngineOrder.orderStatistics.amountReceived.value + + break + } + } + } + + function simulateCancelOrder(tradingSystemOrder, tradingEngineOrder, exitType) { + + /* Filter by Session Type */ + switch (bot.SESSION.type) { + case 'Backtesting Session': { + break + } + case 'Live Trading Session': { + return + } + case 'Fordward Testing Session': { + return + } + case 'Paper Trading Session': { + break + } + } + + /* Close this Order */ + tradingEngineOrder.status.value = 'Closed' + tradingEngineOrder.exitType.value = exitType + + /* Initialize this */ + tradingEngine.current.distanceToEvent.closeOrder.value = 1 + + /* Since the order was cancelled, we remove the unfilled amount of the order from here */ + let unfilledPercentage = 100 - tradingEngineOrder.orderStatistics.percentageFilled.value + let unfilledSize = tradingEngineOrder.size.value * unfilledPercentage / 100 + stageOrdersSize.value = stageOrdersSize.value - unfilledSize + stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) + } + + async function exchangeCancelOrder(tradingSystemOrder, tradingEngineOrder, exitType) { + + /* Filter by Session Type */ + switch (bot.SESSION.type) { + case 'Backtesting Session': { + return + } + case 'Live Trading Session': { + break + } + case 'Fordward Testing Session': { + break + } + case 'Paper Trading Session': { return } } - } - /* We are not going to place orders based on outdated information. The next filter prevents firing orders when backtesting. */ - if (currentDay) { - let today = new Date(Math.trunc((new Date().valueOf()) / global.ONE_DAY_IN_MILISECONDS) * global.ONE_DAY_IN_MILISECONDS) - let processDay = new Date(Math.trunc(currentDay.valueOf() / global.ONE_DAY_IN_MILISECONDS) * global.ONE_DAY_IN_MILISECONDS) - if (today.valueOf() !== processDay.valueOf()) { - 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.') - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> today = ' + today) - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> processDay = ' + processDay) - takePositionAtSimulation() - return + /* Check if we can cancel the order at the Exchange. */ + let result = await exchangeAPIModule.cancelOrder(tradingSystemOrder, tradingEngineOrder) + if (result === true) { + /* Close this Order */ + tradingEngineOrder.status.value = 'Closed' + tradingEngineOrder.exitType.value = exitType + + /* Initialize this */ + tradingEngine.current.distanceToEvent.closeOrder.value = 1 + + /* Since the order was cancelled, we remove the unfilled amount of the order from here */ + let unfilledPercentage = 100 - tradingEngineOrder.orderStatistics.percentageFilled.value + let unfilledSize = tradingEngineOrder.size.value * unfilledPercentage / 100 + stageOrdersSize.value = stageOrdersSize.value - unfilledSize + stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) + + /* + Perhaps the order was filled a bit more between the last time we checked and when it was cancelled. + To sync our accounting, we need to check the order one last time and if it changed, fix it. + */ + + let order = await exchangeAPIModule.getOrder(tradingSystemOrder, tradingEngineOrder) + + if (order === undefined) { return } + + syncWithExchange(tradingSystemOrder, tradingEngineOrder, order) } } - let orderPrice - let amountA - let amountB - let orderSide - - if (bot.sessionAndMarketBaseAssetsAreEqual) { - orderSide = 'sell' - - orderPrice = tradingEngine.current.position.rate.value - - amountA = tradingEngine.current.position.size.value * orderPrice - amountB = tradingEngine.current.position.size.value - } else { - orderSide = 'buy' - - orderPrice = tradingEngine.current.position.rate.value - - amountA = tradingEngine.current.position.size.value - amountB = tradingEngine.current.position.size.value / orderPrice - } - - variable.executionContext = { - status: 'Taking Position', - periods: tradingEngine.episode.episodeCounters.periods.value - } - - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> Ready to create order.') - exchangeAPI.createOrder(bot.market, orderSide, orderPrice, amountA, amountB, onOrderCreated) - - function onOrderCreated(err, order) { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> Entering function.') - - try { - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> DEFAULT_OK_RESPONSE ') - variable.executionContext = { - status: 'In a Position', - periods: tradingEngine.episode.episodeCounters.periods.value, - amountA: amountA, - amountB: amountB, - orderId: order.id - } - takePositionAtSimulation() - return + function checkOrderEvent(event, order, executionAlgorithm, executionNode) { + if (event !== undefined) { + for (let k = 0; k < event.situations.length; k++) { + let situation = event.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true } - case global.DEFAULT_FAIL_RESPONSE.result: { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> DEFAULT_FAIL_RESPONSE ') - logger.write(MODULE_NAME, '[ERROR] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> Message = ' + err.message) - strategy.openStage.openExecution.error = err.message - afterLoop() - return - } - case global.DEFAULT_RETRY_RESPONSE.result: { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> DEFAULT_RETRY_RESPONSE ') - logger.write(MODULE_NAME, '[ERROR] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> Message = ' + err.message) - strategy.openStage.openExecution.error = err.message - afterLoop() - return + + passed = tradingSystem.checkConditions(situation, passed) + + tradingSystem.values.push([situation.id, passed]) + if (passed) { + tradingSystem.highlights.push(situation.id) + tradingSystem.highlights.push(event.id) + tradingSystem.highlights.push(order.id) + tradingSystem.highlights.push(executionAlgorithm.id) + tradingSystem.highlights.push(executionNode.id) + + announcementsModule.makeAnnoucements(event) + return situation.name // if the event is triggered, we return the name of the situation that passed } } - logger.write(MODULE_NAME, '[ERROR] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> Unexpected Response -> Message = ' + err.message) - callBackFunction(global.DEFAULT_FAIL_RESPONSE) - return - } catch (err) { - logger.write(MODULE_NAME, '[ERROR] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> err = ' + err.stack) - callBackFunction(global.DEFAULT_FAIL_RESPONSE) - return - } - } - } - - function closePosition() { - /* Check that we are in LIVE MODE */ - if (bot.SESSION.type === 'Live Trading Session' || bot.SESSION.type === 'Fordward Testion Session') { - /* We see if we need to put the actual order at the exchange. */ - if (variable.executionContext !== undefined) { - switch (variable.executionContext.status) { - case 'Without a Position': { // No way to close anything at the exchange. - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Closing a Position -> Exiting code block because status is Without a Position.') - break - } - case 'In a Position': { // This should mean that we already put the order at the exchange. - if (strategy.closeStage !== undefined) { - if (strategy.closeStage.closeExecution !== undefined) { - putClosingOrder() - return - } - } - break - } - case 'Closing Position': { // Waiting for a confirmation that the position was taken. - if (strategy.closeStage !== undefined) { - if (strategy.closeStage.closeExecution !== undefined) { - putClosingOrder() - return - } - } - break - } - - case 'Position Closed': { // - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Closing a Position -> Exiting code block because status is Position Closed.') - break - } - } - } - } - } - - function putClosingOrder() { - /* Mechanism to avoid putting the same order over and over again at different executions of the simulation engine. */ - if (variable.executionContext !== undefined) { - if (variable.executionContext.periods !== undefined) { - if (tradingEngine.episode.episodeCounters.periods.value <= variable.executionContext.periods) { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putClosingOrder -> Exiting function because this closing was already submited at a previous execution.') - closePositionAtSimulation() - return - } - } - } - - let orderPrice - let amountA - let amountB - let orderSide - - if (bot.sessionAndMarketBaseAssetsAreEqual) { - orderSide = 'buy' - - orderPrice = ticker.last + 100 // This is provisional and totally arbitrary, until we have a formula on the designer that defines this stuff. - - amountA = tradingEngine.current.balance.quotedAsset.value - amountB = tradingEngine.current.balance.quotedAsset.value / orderPrice - } else { - orderSide = 'sell' - - orderPrice = ticker.last - 100 // This is provisional and totally arbitrary, until we have a formula on the designer that defines this stuff. - - amountA = tradingEngine.current.balance.baseAsset.value * orderPrice - amountB = tradingEngine.current.balance.baseAsset.value - } - - variable.executionContext = { - status: 'Closing Position', - periods: tradingEngine.episode.episodeCounters.periods.value - } - - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putClosingOrder -> About to close position at the exchange.') - exchangeAPI.createOrder(bot.market, orderSide, orderPrice, amountA, amountB, onOrderCreated) - - function onOrderCreated(err, order) { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putClosingOrder -> onOrderCreated -> Entering function.') - - try { - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putClosingOrder -> onOrderCreated -> DEFAULT_OK_RESPONSE ') - variable.executionContext = { - status: 'Position Closed', - periods: tradingEngine.episode.episodeCounters.periods.value, - amountA: amountA, - amountB: amountB, - orderId: order.id - } - closePositionAtSimulation() - return - } - case global.DEFAULT_FAIL_RESPONSE.result: { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putClosingOrder -> onOrderCreated -> DEFAULT_FAIL_RESPONSE ') - /* We will assume that the problem is temporary, and expect that it will work at the next execution. */ - strategy.closeStage.closeExecution.error = err.message - afterLoop() - return - } - case global.DEFAULT_RETRY_RESPONSE.result: { - logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderCreated -> DEFAULT_RETRY_RESPONSE ') - strategy.closeStage.closeExecution.error = err.message - afterLoop() - return - } - } - logger.write(MODULE_NAME, '[ERROR] runSimulation -> loop -> putClosingOrder -> onOrderCreated -> Unexpected Response -> Message = ' + err.message) - callBackFunction(global.DEFAULT_FAIL_RESPONSE) - return - } catch (err) { - logger.write(MODULE_NAME, '[ERROR] runSimulation -> loop -> putClosingOrder -> onOrderCreated -> err = ' + err.stack) - callBackFunction(global.DEFAULT_FAIL_RESPONSE) - return } } } diff --git a/TaskServer/LowFrequencyTrading/TradingPosition.js b/TaskServer/LowFrequencyTrading/TradingPosition.js index 33e8917f3..8e38d100d 100644 --- a/TaskServer/LowFrequencyTrading/TradingPosition.js +++ b/TaskServer/LowFrequencyTrading/TradingPosition.js @@ -16,7 +16,6 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng updateStopLoss: updateStopLoss, updateTakeProfit: updateTakeProfit, updateSizeAndRate: updateSizeAndRate, - applySlippageToRate: applySlippageToRate, updateEnds: updateEnds, updateStatus: updateStatus, updateCounters: updateCounters, @@ -44,6 +43,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng function openPosition(situationName) { tradingEngine.current.position.status.value = 'Open' tradingEngine.current.position.serialNumber.value = tradingEngine.episode.episodeCounters.positions.value + tradingEngine.current.position.identifier.value = global.UNIQUE_ID() tradingEngine.current.position.begin.value = tradingEngine.current.candle.begin.value tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value @@ -94,16 +94,8 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng function updateSizeAndRate(size, rate) { tradingEngine.current.position.size.value = global.PRECISE(size, 10) tradingEngine.current.position.rate.value = global.PRECISE(rate, 10) - } - function applySlippageToRate() { - let slippageAmount = tradingEngine.current.position.rate.value * bot.SESSION.parameters.slippage.config.positionRate / 100 - - if (bot.sessionAndMarketBaseAssetsAreEqual) { - tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value - slippageAmount - } else { - tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value + slippageAmount - } + tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value } function preventStopLossDistortion() { diff --git a/TaskServer/LowFrequencyTrading/TradingRecords.js b/TaskServer/LowFrequencyTrading/TradingRecords.js index d79347f2d..789d67feb 100644 --- a/TaskServer/LowFrequencyTrading/TradingRecords.js +++ b/TaskServer/LowFrequencyTrading/TradingRecords.js @@ -119,7 +119,14 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) { the Root Node specifically for this property only. */ if (recordProperty.config.nodePath !== undefined) { - propertyRootNode = eval(recordProperty.config.nodePath) + try { + propertyRootNode = eval(recordProperty.config.nodePath) + } catch (err) { + logger.write(MODULE_NAME, "[ERROR] appendRecords -> scanRecordDefinition -> Error at Record Property Definition -> recordProperty.name = " + recordProperty.name); + logger.write(MODULE_NAME, "[ERROR] appendRecords -> scanRecordDefinition -> Error at Record Property Definition -> recordProperty.config.nodePath = " + recordProperty.config.nodePath); + logger.write(MODULE_NAME, "[ERROR] appendRecords -> scanRecordDefinition -> Error at Record Property Definition -> err.stack = " + err.stack); + throw 'Can not continue with a Definition Error like this.' + } } /* The Target Node is the node from where we are going to exctract the value. diff --git a/TaskServer/LowFrequencyTrading/TradingSimulation.js b/TaskServer/LowFrequencyTrading/TradingSimulation.js index 98014e6fc..58470f756 100644 --- a/TaskServer/LowFrequencyTrading/TradingSimulation.js +++ b/TaskServer/LowFrequencyTrading/TradingSimulation.js @@ -42,10 +42,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT const MAX_TAKE_PROFIT_VALUE = Number.MAX_SAFE_INTEGER /* These are the Modules we will need to run the Simulation */ - const EXCHANGE_API = require('../ExchangeAPI'); - exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, bot); - exchangeAPI.initialize(); - const TRADING_ENGINE_MODULE = require('./TradingEngine.js') let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger) tradingEngineModule.initialize() @@ -112,7 +108,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT loop() } - function loop() { + async function loop() { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Processing candle # ' + tradingEngine.current.candle.index.value) } let candle = candles[tradingEngine.current.candle.index.value] // This is the current candle the Simulation is working at. @@ -150,13 +146,13 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT tradingSystemModule.triggerStage() /* Run the Open Stage */ - tradingSystemModule.openStage() + await tradingSystemModule.openStage() /* Run the Manage Stage */ tradingSystemModule.manageStage() /* Run the Close Stage */ - tradingSystemModule.closeStage() + await tradingSystemModule.closeStage() /* Add new records to the process output */ tradingRecordsModule.appendRecords() diff --git a/TaskServer/LowFrequencyTrading/TradingStrategy.js b/TaskServer/LowFrequencyTrading/TradingStrategy.js index 422a7a82c..adcf0ca71 100644 --- a/TaskServer/LowFrequencyTrading/TradingStrategy.js +++ b/TaskServer/LowFrequencyTrading/TradingStrategy.js @@ -30,6 +30,7 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng function openStrategy(index, situationName, strategyName) { tradingEngine.current.strategy.status.value = 'Open' tradingEngine.current.strategy.serialNumber.value = tradingEngine.episode.episodeCounters.strategies.value + tradingEngine.current.strategy.identifier.value = global.UNIQUE_ID() tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value diff --git a/TaskServer/LowFrequencyTrading/TradingSystem.js b/TaskServer/LowFrequencyTrading/TradingSystem.js index f85cc686e..7aafa99d0 100644 --- a/TaskServer/LowFrequencyTrading/TradingSystem.js +++ b/TaskServer/LowFrequencyTrading/TradingSystem.js @@ -18,29 +18,25 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM } let chart - let tradingSystem let tradingEngine let sessionParameters - let conditions = new Map() - let formulas = new Map() - const TRADING_STRATEGY_MODULE = require('./TradingStrategy.js') let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(bot, logger, tradingEngineModule) const TRADING_POSITION_MODULE = require('./TradingPosition.js') let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(bot, logger, tradingEngineModule) + const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js') + let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(bot, logger, tradingEngineModule) + const ANNOUNCEMENTS_MODULE = require('./Announcements.js') let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(bot, logger) const SNAPSHOTS_MODULE = require('./Snapshots.js') let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(bot, logger) - const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js') - let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(bot, logger) - return thisObject function initialize() { @@ -48,11 +44,35 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM tradingEngine = bot.simulationState.tradingEngine sessionParameters = bot.SESSION.parameters + tradingSystem.conditions = new Map() + tradingSystem.formulas = new Map() + tradingStrategyModule.initialize() tradingPositionModule.initialize() announcementsModule.initialize() snapshotsModule.initialize() tradingExecutionModule.initialize() + + /* Adding Functions used elsewhere to Trading System Definition */ + tradingSystem.checkConditions = function (situation, passed) { + /* Given a Situation, we check if all children conditions are true or not */ + for (let m = 0; m < situation.conditions.length; m++) { + + let condition = situation.conditions[m] + let value = false + if (tradingSystem.conditions.get(condition.id) !== undefined) { + value = tradingSystem.conditions.get(condition.id) + } + if (value === true) { + tradingSystem.highlights.push(condition.id) + } + else { + passed = false + } + tradingSystem.values.push([condition.id, value]) + } + return passed + } } function finalize() { @@ -73,8 +93,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM chart = undefined - conditions = undefined - formulas = undefined + tradingSystem.conditions = undefined + tradingSystem.formulas = undefined tradingSystem.highlights = undefined tradingSystem.errors = undefined @@ -263,7 +283,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM } } - conditions.set(node.id, value) + tradingSystem.conditions.set(node.id, value) if (value === true) { tradingSystem.highlights.push(node.id) @@ -304,7 +324,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM } } - formulas.set(node.id, value) + tradingSystem.formulas.set(node.id, value) if (error !== undefined) { tradingSystem.errors.push([node.id, error]) @@ -354,7 +374,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM passed = true } - passed = checkConditions(situation, passed) + passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) if (passed) { @@ -407,7 +427,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM passed = true } - passed = checkConditions(situation, passed) + passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) if (passed) { @@ -445,7 +465,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM passed = true } - passed = checkConditions(situation, passed) + passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) if (passed) { @@ -483,7 +503,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM } } - function openStage() { + async function openStage() { /* Abort Open Stage Check */ if (tradingEngine.current.strategy.openStageStatus.value === 'Open' && tradingEngine.current.strategy.closeStageStatus.value === 'Open') { /* @@ -496,13 +516,14 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM /* Opening Status Procedure */ if (tradingEngine.current.strategy.openStageStatus.value === 'Opening') { - /* Reset the Exchange Orders data structure to its initial value */ - tradingEngine.exchangeOrders.initialize(tradingEngine.exchangeOrders) /* This procedure is intended to run only once */ let stageNode = tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value].openStage let executionNode = stageNode.openExecution + /* Reset the Exchange Orders data structure to its initial value */ + tradingEngine.exchangeOrders.initialize(tradingEngine.exchangeOrders) + evalConditions(stageNode, 'Initial Definition') evalFormulas(stageNode, 'Initial Definition') @@ -511,13 +532,15 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM calculateTakeProfit() calculateStopLoss() - takePosition() + /* Remember the balance we had before taking the position to later calculate profit or loss */ + tradingEngine.previous.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value + tradingEngine.previous.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value - /* Check Execution in opening stage mode */ + /* Check Execution in opening stage node */ evalConditions(stageNode, 'Open Execution') evalFormulas(stageNode, 'Open Execution') - checkExecution(executionNode, true, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) + await tradingExecutionModule.checkExecution(executionNode, true, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) /* From here on, the state is officially Open */ tradingStrategyModule.updateStageStatus('Open Stage', 'Open') @@ -537,7 +560,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM evalConditions(stageNode, 'Open Execution') evalFormulas(stageNode, 'Open Execution') - checkExecution(executionNode, false, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) + await tradingExecutionModule.checkExecution(executionNode, false, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) /* The Open is finished when the fillSize reaches the Position Size. @@ -552,7 +575,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM /* Closing Status Procedure */ if (tradingEngine.current.strategy.openStageStatus.value === 'Closing') { /* - During the closing status, we do not place new orders, just check + During the closing stage status, we do not place new orders, just check if the ones placed were filled, and cancel the ones not filled. */ let stageNode = tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value].openStage @@ -565,7 +588,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM evalConditions(stageNode, 'Open Execution') evalFormulas(stageNode, 'Open Execution') - checkExecution(executionNode, false, true, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) + await tradingExecutionModule.checkExecution(executionNode, false, true, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) } /* @@ -584,9 +607,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM /* Position size and rate */ tradingPositionModule.updateSizeAndRate(getPositionSize(), getPositionRate()) - /* We take what was calculated at the formula of position rate and apply the slippage. */ - tradingPositionModule.applySlippageToRate() - function getPositionSize() { let balance if (bot.sessionAndMarketBaseAssetsAreEqual) { @@ -602,7 +622,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM if (strategy.openStage.initialDefinition.positionSize === undefined) return DEFAULT_VALUE if (strategy.openStage.initialDefinition.positionSize.formula === undefined) return DEFAULT_VALUE - let value = formulas.get(strategy.openStage.initialDefinition.positionSize.formula.id) + let value = tradingSystem.formulas.get(strategy.openStage.initialDefinition.positionSize.formula.id) if (value === undefined) return DEFAULT_VALUE return value } @@ -616,30 +636,11 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM if (strategy.openStage.initialDefinition.positionRate === undefined) return DEFAULT_VALUE if (strategy.openStage.initialDefinition.positionRate.formula === undefined) return DEFAULT_VALUE - let value = formulas.get(strategy.openStage.initialDefinition.positionRate.formula.id) + let value = tradingSystem.formulas.get(strategy.openStage.initialDefinition.positionRate.formula.id) if (value === undefined) return DEFAULT_VALUE return value } } - - function takePosition() { - tradingEngine.previous.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value - tradingEngine.previous.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value - - let feePaid = 0 - - if (bot.sessionAndMarketBaseAssetsAreEqual) { - feePaid = tradingEngine.current.position.size.value * tradingEngine.current.position.rate.value * bot.SESSION.parameters.feeStructure.config.taker / 100 - - tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value + tradingEngine.current.position.size.value * tradingEngine.current.position.rate.value - feePaid - tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value - tradingEngine.current.position.size.value - } else { - feePaid = tradingEngine.current.position.size.value / tradingEngine.current.position.rate.value * bot.SESSION.parameters.feeStructure.config.taker / 100 - - tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value + tradingEngine.current.position.size.value / tradingEngine.current.position.rate.value - feePaid - tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value - tradingEngine.current.position.size.value - } - } } function manageStage() { @@ -714,7 +715,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM passed = true } - passed = checkConditions(situation, passed) + passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) if (passed) { @@ -744,7 +745,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM passed = true } - passed = checkConditions(situation, passed) + passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) if (passed) { @@ -821,7 +822,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM passed = true } - passed = checkConditions(situation, passed) + passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) if (passed) { @@ -851,7 +852,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM passed = true } - passed = checkConditions(situation, passed) + passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) if (passed) { @@ -927,7 +928,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM } } - function closeStage() { + async function closeStage() { /* Opening Status Procedure */ if (tradingEngine.current.strategy.closeStageStatus.value === 'Opening') { /* @@ -951,7 +952,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM evalConditions(stageNode, 'Close Execution') evalFormulas(stageNode, 'Close Execution') - checkExecution(executionNode, false, false, tradingEngine.current.position.openStageFilledSize, tradingEngine.current.position.closeStageOrdersSize, tradingEngine.current.position.closeStageFilledSize) + await tradingExecutionModule.checkExecution(executionNode, false, false, tradingEngine.current.position.openStageFilledSize, tradingEngine.current.position.closeStageOrdersSize, tradingEngine.current.position.closeStageFilledSize) /* Close the Stage Validation */ if (tradingEngine.current.position.closeStageFilledSize.value === tradingEngine.current.position.openStageFilledSize.value) { @@ -976,18 +977,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM function exitPositionAndStrategy() { - /* New Balances Calculation */ - let feePaid = 0 - if (bot.sessionAndMarketBaseAssetsAreEqual) { - feePaid = tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.position.endRate.value * bot.SESSION.parameters.feeStructure.config.taker / 100 - tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value + tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.position.endRate.value - feePaid - tradingEngine.current.balance.quotedAsset.value = 0 - } else { - feePaid = tradingEngine.current.balance.baseAsset.value * tradingEngine.current.position.endRate.value * bot.SESSION.parameters.feeStructure.config.taker / 100 - tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value + tradingEngine.current.balance.baseAsset.value * tradingEngine.current.position.endRate.value - feePaid - tradingEngine.current.balance.baseAsset.value = 0 - } - /* Needed for Episode Statistics */ tradingPositionModule.updateStatistics() @@ -1064,7 +1053,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM if (phase !== undefined) { if (phase.formula !== undefined) { let previousValue = tradingEngine.current.position.stopLoss.value - tradingPositionModule.applyStopLossFormula(formulas, phase.formula.id) + tradingPositionModule.applyStopLossFormula(tradingSystem.formulas, phase.formula.id) if (tradingEngine.current.position.stopLoss.value !== previousValue) { announcementsModule.makeAnnoucements(phase) @@ -1096,7 +1085,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM if (phase !== undefined) { if (phase.formula !== undefined) { let previousValue = tradingEngine.current.position.takeProfit.value - tradingPositionModule.applyTakeProfitFormula(formulas, phase.formula.id) + tradingPositionModule.applyTakeProfitFormula(tradingSystem.formulas, phase.formula.id) if (tradingEngine.current.position.takeProfit.value !== previousValue) { announcementsModule.makeAnnoucements(phase) @@ -1105,278 +1094,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM } } - function checkExecution(executionNode, stageIsOpening, stageIsClosing, stageSizeLimit, stageOrdersSize, stageFilledSize) { - - /* Enforcing Precision Limit */ - stageSizeLimit.value = global.PRECISE(stageSizeLimit.value, 10) - stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) - stageFilledSize.value = global.PRECISE(stageFilledSize.value, 10) - - checkExecutionAlgorithms(executionNode) - - function checkExecutionAlgorithms(executionNode) { - for (let i = 0; i < executionNode.executionAlgorithms.length; i++) { - let executionAlgorithm = executionNode.executionAlgorithms[i] - checkOrders(executionAlgorithm.marketBuyOrders, executionAlgorithm, executionNode) - checkOrders(executionAlgorithm.marketSellOrders, executionAlgorithm, executionNode) - checkOrders(executionAlgorithm.limitBuyOrders, executionAlgorithm, executionNode) - checkOrders(executionAlgorithm.limitSellOrders, executionAlgorithm, executionNode) - } - } - - function checkOrders(orders, executionAlgorithm, executionNode) { - for (let i = 0; i < orders.length; i++) { - let tradingSystemOrder = orders[i] - - /* Basic Validations */ - if (tradingSystemOrder.config.positionSizePercentage === undefined) { continue } - if (tradingSystemOrder.referenceParent === undefined) { continue } - - let tradingEngineOrder = tradingEngineModule.getNodeById(tradingSystemOrder.referenceParent.id) - - if (tradingEngineOrder.identifier === undefined) { continue } - if (tradingEngineOrder.begin === undefined) { continue } - if (tradingEngineOrder.end === undefined) { continue } - if (tradingEngineOrder.rate === undefined) { continue } - if (tradingEngineOrder.size === undefined) { continue } - if (tradingEngineOrder.status === undefined) { continue } - if (tradingEngineOrder.algorithmName === undefined) { continue } - if (tradingEngineOrder.orderCounters === undefined) { continue } - if (tradingEngineOrder.orderCounters.periods === undefined) { continue } - if (tradingEngineOrder.orderStatistics.days === undefined) { continue } - if (tradingEngineOrder.orderStatistics.percentageFilled === undefined) { continue } - if (tradingEngineOrder.orderStatistics.actualRate === undefined) { continue } - if (tradingEngineOrder.orderStatistics.feesPaid === undefined) { continue } - - switch (tradingEngineOrder.status.value) { - case 'Not Open': { - { - /* Check if we need to Create this Order */ - if (stageIsClosing === true) { continue } - let situationName = checkOrderEvent(tradingSystemOrder.createOrderEvent, tradingSystemOrder, executionAlgorithm, executionNode) - if (situationName !== undefined) { - - /* Order Size Calculation */ - tradingEngineOrder.size.value = formulas.get(executionAlgorithm.positionSize.formula.id) * tradingSystemOrder.config.positionSizePercentage / 100 - if (stageOrdersSize.value + tradingEngineOrder.size.value > stageSizeLimit.value) { - /* We reduce the size to the remaining size of the position. */ - tradingEngineOrder.size.value = stageSizeLimit.value - stageOrdersSize.value - tradingEngineOrder.size.value = global.PRECISE(tradingEngineOrder.size.value, 10) - } - - if (tradingEngineOrder.size.value <= 0) { continue } - - /* Updating Episode Counters */ - tradingEngine.episode.episodeCounters.orders.value++ - - /* Initialize this */ - tradingEngine.current.distanceToEvent.createOrder.value = 1 - - /* Create Order Procedure */ - tradingEngineOrder.status.value = 'Open' - tradingEngineOrder.identifier.value = global.UNIQUE_ID() - tradingEngineOrder.begin.value = tradingEngine.current.candle.begin.value - tradingEngineOrder.end.value = tradingEngine.current.candle.end.value - tradingEngineOrder.serialNumber.value = tradingEngine.episode.episodeCounters.orders.value - tradingEngineOrder.orderName.value = tradingSystemOrder.name - tradingEngineOrder.algorithmName.value = executionAlgorithm.name - tradingEngineOrder.situationName.value = situationName - - /* Order Rate Calculation */ - tradingEngineOrder.rate.value = tradingEngine.current.position.rate.value // By default this is the order rate. - if (tradingSystemOrder.positionRate !== undefined) { - if (tradingSystemOrder.positionRate.formula !== undefined) { - tradingEngineOrder.rate.value = formulas.get(tradingSystemOrder.positionRate.formula.id) - tradingEngineOrder.rate.value = global.PRECISE(tradingEngineOrder.rate.value, 10) - } - } - - /* Update State Orders Size */ - stageOrdersSize.value = stageOrdersSize.value + tradingEngineOrder.size.value - stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) - } - } - break - } - case 'Open': { - tradingEngineOrder.end.value = tradingEngine.current.candle.end.value - tradingEngineOrder.orderCounters.periods.value++ - tradingEngineOrder.orderStatistics.days.value = tradingEngineOrder.orderCounters.periods.value * sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS - - /* If the stage is closing we wont be moving or cancelling orders based on defined events */ - if (stageIsClosing !== true) { - - /* Check if we need to Cancel this Order */ - let situationName = checkOrderEvent(tradingSystemOrder.cancelOrderEvent, tradingSystemOrder, executionAlgorithm, executionNode) - if (situationName !== undefined) { - - /* Since the order was cancelled, we remove the unfilled amount of the order from here */ - let unfilledPercentage = 100 - tradingEngineOrder.orderStatistics.percentageFilled.value - let unfilledSize = tradingEngineOrder.size.value * unfilledPercentage / 100 - stageOrdersSize.value = stageOrdersSize.value - unfilledSize - stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) - - /* Cancel the Order */ - tradingEngineOrder.status.value = 'Closed' - tradingEngineOrder.exitType.value = 'Cancelled by Event' - - /* Initialize this */ - tradingEngine.current.distanceToEvent.cancelOrder.value = 1 - break - } - - /* Check if we need to Move this Order */ - if (tradingSystemOrder.moveOrderEvents !== undefined) { - for (let j = 0; j < tradingSystemOrder.moveOrderEvents.length; j++) { - let moveOrderEvent = tradingSystemOrder.moveOrderEvents[j] - let situationName = checkOrderEvent(moveOrderEvent, tradingSystemOrder, executionAlgorithm, executionNode) - if (situationName !== undefined) { - if (moveOrderEvent.positionRate !== undefined) { - if (moveOrderEvent.positionRate.formula !== undefined) { - - /* Move Order to a different Rate */ - tradingEngineOrder.rate.value = formulas.get(moveOrderEvent.positionRate.formula.id) - tradingEngineOrder.rate.value = global.PRECISE(tradingEngineOrder.rate.value, 10) - - /* Initialize this */ - tradingEngine.current.distanceToEvent.moveOrder.value = 1 - break - } - } - } - } - } - } - - /* Simulate Events that happens at the Exchange, if needed. */ - if (stageIsOpening === false) { - simulateExchangeEvents(tradingSystemOrder, tradingEngineOrder) - } - } - } - } - } - - function simulateExchangeEvents(tradingSystemOrder, tradingEngineOrder) { - - /* Filter by Session Type */ - switch (bot.SESSION.type) { - case 'Backtesting Session': { - break - } - case 'Live Trading Session': { - return - } - case 'Fordward Testing Session': { - return - } - case 'Paper Trading Session': { - break - } - } - - /* Filter by what is defined at the Strategy */ - if (tradingSystemOrder.simulatedExchangeEvents === undefined) { return } - - /* Partial Fill Simulation */ - if (tradingSystemOrder.simulatedExchangeEvents.simulatedPartialFill !== undefined) { - if (tradingSystemOrder.simulatedExchangeEvents.simulatedPartialFill.config.fillProbability !== undefined) { - - /* Percentage Filled Calculation */ - let percentageFilled = tradingSystemOrder.simulatedExchangeEvents.simulatedPartialFill.config.fillProbability * 100 - if (tradingEngineOrder.orderStatistics.percentageFilled.value + percentageFilled > 100) { - percentageFilled = 100 - tradingEngineOrder.orderStatistics.percentageFilled.value - } - tradingEngineOrder.orderStatistics.percentageFilled.value = tradingEngineOrder.orderStatistics.percentageFilled.value + percentageFilled - if (tradingEngineOrder.orderStatistics.percentageFilled.value === 100) { - - /* Close this Order */ - tradingEngineOrder.status.value = 'Closed' - tradingEngineOrder.exitType.value = 'Filled' - - /* Initialize this */ - tradingEngine.current.distanceToEvent.closeOrder.value = 1 - } - - /* Filled Size Calculation */ - stageFilledSize.value = stageFilledSize.value + tradingEngineOrder.size.value * percentageFilled / 100 - stageFilledSize.value = global.PRECISE(stageFilledSize.value, 10) - - if (stageIsClosing === true && tradingEngineOrder.status.value !== 'Closed') { - if (tradingEngineOrder.orderStatistics.percentageFilled.value === 0) { - - /* Close this Order */ - tradingEngineOrder.status.value = 'Closed' - tradingEngineOrder.exitType.value = 'Cancelled by Closing Stage' - - /* Initialize this */ - tradingEngine.current.distanceToEvent.closeOrder.value = 1 - } - if (tradingEngineOrder.orderStatistics.percentageFilled.value > 0 && tradingEngineOrder.orderStatistics.percentageFilled.value < 100) { - - /* Close this Order */ - tradingEngineOrder.status.value = 'Closed' - tradingEngineOrder.exitType.value = 'Partially Filled' - - /* Initialize this */ - tradingEngine.current.distanceToEvent.closeOrder.value = 1 - } - - /* Since the order was cancelled, we remove the unfilled amount of the order from here */ - let unfilledPercentage = 100 - tradingEngineOrder.orderStatistics.percentageFilled.value - let unfilledSize = tradingEngineOrder.size.value * unfilledPercentage / 100 - stageOrdersSize.value = stageOrdersSize.value - unfilledSize - stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) - } - } - } - - /* Actual Rate Simulation */ - if (tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate !== undefined) { - if (tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula !== undefined) { - if (tradingEngineOrder.orderStatistics.actualRate.value === tradingEngineOrder.orderStatistics.actualRate.config.initialValue) { - tradingEngineOrder.orderStatistics.actualRate.value = formulas.get(tradingSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula.id) - } - } - } - - /* Fees Paid Simulation */ - if (tradingSystemOrder.simulatedExchangeEvents.simulatedFeesPaid !== undefined) { - if (tradingSystemOrder.simulatedExchangeEvents.simulatedFeesPaid.config.percentage !== undefined) { - if (tradingEngineOrder.orderStatistics.feesPaid.value === tradingEngineOrder.orderStatistics.feesPaid.config.initialValue) { - tradingEngineOrder.orderStatistics.feesPaid.value = tradingEngineOrder.size.value * tradingSystemOrder.simulatedExchangeEvents.simulatedFeesPaid.config.percentage / 100 - } - } - } - } - - function checkOrderEvent(event, order, executionAlgorithm, executionNode) { - if (event !== undefined) { - for (let k = 0; k < event.situations.length; k++) { - let situation = event.situations[k] - let passed - if (situation.conditions.length > 0) { - passed = true - } - - passed = checkConditions(situation, passed) - - tradingSystem.values.push([situation.id, passed]) - if (passed) { - tradingSystem.highlights.push(situation.id) - tradingSystem.highlights.push(event.id) - tradingSystem.highlights.push(order.id) - tradingSystem.highlights.push(executionAlgorithm.id) - tradingSystem.highlights.push(executionNode.id) - - announcementsModule.makeAnnoucements(event) - return situation.name // if the event is triggered, we return the name of the situation that passed - } - } - } - } - } - function isItInside(elementWithTimestamp, elementWithBeginEnd) { /* The function is to allow in Conditions and Formulas to easily know when an element with timestamp (like the ones of single files) are inside the time range @@ -1388,25 +1105,5 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM return false } } - - function checkConditions(situation, passed) { - /* Given a Situation, we check if all children conditions are true or not */ - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m] - let value = false - if (conditions.get(condition.id) !== undefined) { - value = conditions.get(condition.id) - } - if (value === true) { - tradingSystem.highlights.push(condition.id) - } - else { - passed = false - } - tradingSystem.values.push([condition.id, value]) - } - return passed - } } diff --git a/TaskServer/Root.js b/TaskServer/Root.js index cecc40636..5349465ce 100644 --- a/TaskServer/Root.js +++ b/TaskServer/Root.js @@ -225,18 +225,14 @@ /* Bot Type */ botConfig.type = global.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.type - /* Setting the Key to use */ - process.env.KEY = undefined - process.env.SECRET = undefined - if (botConfig.processNode) { if (botConfig.processNode.marketReference) { - if (botConfig.processNode.marketReference.keyInstance !== undefined) { - if (botConfig.processNode.marketReference.keyInstance.referenceParent !== undefined) { - let key = botConfig.processNode.marketReference.keyInstance.referenceParent + if (botConfig.processNode.marketReference.keyReference !== undefined) { + if (botConfig.processNode.marketReference.keyReference.referenceParent !== undefined) { + let key = botConfig.processNode.marketReference.keyReference.referenceParent - process.env.KEY = key.config.codeName - process.env.SECRET = key.config.secret + botConfig.KEY = key.config.codeName + botConfig.SECRET = key.config.secret } } } diff --git a/TaskServer/Session.js b/TaskServer/Session.js index beedc4463..056d01a56 100644 --- a/TaskServer/Session.js +++ b/TaskServer/Session.js @@ -161,41 +161,46 @@ } } } - if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) { // if the initialDatetime is missing we create a default one. - bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date()).valueOf() - } else { - bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf() - } - if (bot.SESSION.parameters.timeRange.config.finalDatetime === undefined) { // if the finalDatetime is missing we create a default one. - bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date()).valueOf() - } else { - bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf() - } + /* Session Type Forced Values */ + let today = new Date((new Date()).valueOf()) + let aYearAgo = today - global.ONE_YEAR_IN_MILISECONDS + let aYearFromNow = today + global.ONE_YEAR_IN_MILISECONDS switch (bot.SESSION.type) { - case 'Live Trading Session': { - if (bot.SESSION.parameters.timeRange.config.finalDatetime.valueOf() > (new Date()).valueOf()) { - bot.SESSION.parameters.timeRange.config.finalDatetime = new Date() - } + case 'Backtesting Session': { + useDefaultDatetimes(aYearAgo, today) break } case 'Live Trading Session': { - bot.SESSION.parameters.timeRange.config.initialDatetime = new Date() - bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + global.ONE_YEAR_IN_MILISECONDS) + useDefaultDatetimes(today, aYearFromNow) break } case 'Fordward Testing Session': { - bot.SESSION.parameters.timeRange.config.initialDatetime = new Date() - bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + global.ONE_YEAR_IN_MILISECONDS) + useDefaultDatetimes(today, aYearFromNow) break } case 'Paper Trading Session': { - bot.SESSION.parameters.timeRange.config.initialDatetime = new Date() - bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + global.ONE_YEAR_IN_MILISECONDS) + useDefaultDatetimes(today, aYearFromNow) break } } + function useDefaultDatetimes(initialDefault, finalDefault) { + /* Initial Datetime */ + if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) { + bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault + } else { + bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf() + } + + /* Final Datetime */ + if (bot.SESSION.parameters.timeRange.config.finalDatetime === undefined) { + bot.SESSION.parameters.timeRange.config.finalDatetime = finalDefault + } else { + bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf() + } + } + /* Time Frame */ if (bot.SESSION.parameters.timeFrame === undefined) { let errorMessage = "Session Parameters Node with no Time Frame." @@ -300,18 +305,18 @@ } function startLiveTrading(message) { - if (process.env.KEY === undefined || process.env.SECRET === undefined) { // TODO Remove this from Process .env + if (bot.KEY === undefined || bot.SECRET === undefined) { if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> startLiveTrading -> Key 'codeName' or 'secret' not provided. Plese check that and try again."); } return false } bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) - pProcessConfig.liveWaitTime = sessionParameters.timeFrame.config.value + pProcessConfig.liveWaitTime = bot.SESSION.parameters.timeFrame.config.value return true } function startFordwardTesting(message) { - if (process.env.KEY === undefined || process.env.SECRET === undefined) { + if (bot.KEY === undefined || bot.SECRET === undefined) { if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startFordwardTesting -> Key name or Secret not provided, not possible to run the process in Forward Testing mode."); } console.log("Key 'codeName' or 'secret' not provided. Plese check that and try again.") return false @@ -335,14 +340,14 @@ bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100 bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100 - pProcessConfig.normalWaitTime = sessionParameters.timeFrame.config.value + pProcessConfig.normalWaitTime = bot.SESSION.parameters.timeFrame.config.value return true } function startPaperTrading(message) { bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) - pProcessConfig.normalWaitTime = sessionParameters.timeFrame.config.value + pProcessConfig.normalWaitTime = bot.SESSION.parameters.timeFrame.config.value return true } diff --git a/TaskServer/server.js b/TaskServer/server.js index f2910b112..b9e30080f 100644 --- a/TaskServer/server.js +++ b/TaskServer/server.js @@ -47,12 +47,14 @@ global.PRECISE = function (floatNumber, precision) { process.on('uncaughtException', function (err) { console.log('[ERROR] Task Server -> server -> uncaughtException -> err.message = ' + err.message) console.log('[ERROR] Task Server -> server -> uncaughtException -> err.stack = ' + err.stack) + console.log(err.stack) global.EXIT_NODE_PROCESS() }) process.on('unhandledRejection', (reason, p) => { console.log('[ERROR] Task Server -> server -> unhandledRejection -> reason = ' + JSON.stringify(reason)) console.log('[ERROR] Task Server -> server -> unhandledRejection -> p = ' + JSON.stringify(p)) + console.log(reason.stack) global.EXIT_NODE_PROCESS() })