Open order Implemented
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Luis Fernando Molina committed
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6fb5bdb627
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@@ -484,12 +484,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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tradingSystem.highlights.push(triggerStage.takePosition.id)
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tradingSystem.highlights.push(triggerStage.id)
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/* Updating Episode Counters */
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tradingEngine.episode.episodeCounters.positions.value++
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/* Inicializing this counter */
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tradingEngine.current.distanceToEvent.takePosition.value = 1
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tradingPositionModule.openPosition(situation.name)
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announcementsModule.makeAnnoucements(triggerStage.takePosition)
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@@ -538,16 +532,14 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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evalConditions(stageNode, 'Initial Definition')
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evalFormulas(stageNode, 'Initial Definition')
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getReadyToTakePosition()
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calculateTakeProfit()
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calculateStopLoss()
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/* Remember the balance we had before taking the position to later calculate profit or loss */
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tradingEngine.previous.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value
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tradingEngine.previous.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value
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/* Check Execution in opening stage node */
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/* Position size and rate */
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tradingPositionModule.initializeSizeAndRate()
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/* Check Execution at open stage node */
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evalConditions(stageNode, 'Open Execution')
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evalFormulas(stageNode, 'Open Execution')
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@@ -555,12 +547,12 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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executionNode,
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true,
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false,
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tradingEngine.current.position.size,
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tradingEngine.current.position.openStageOrdersSize,
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tradingEngine.current.position.openStageFilledSize
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tradingEngine.current.position.positionBaseAsset.size, // Stage Size Limit
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tradingEngine.current.position.positionQuotedAsset.size, // Stage Size Limit
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tradingEngine.current.position.strategyOpenStage
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)
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/* From here on, the state is officially Open */
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/* From here on, the state is officialy Open */
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tradingStrategyModule.updateStageStatus('Open Stage', 'Open')
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return
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}
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@@ -582,9 +574,9 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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executionNode,
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false,
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false,
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tradingEngine.current.position.size,
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tradingEngine.current.position.openStageOrdersSize,
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tradingEngine.current.position.openStageFilledSize
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tradingEngine.current.position.positionBaseAsset.size, // Stage Size Limit
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tradingEngine.current.position.positionQuotedAsset.size, // Stage Size Limit
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tradingEngine.current.position.strategyOpenStage
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)
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/*
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The Open is finished when the fillSize reaches the Position Size.
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@@ -622,9 +614,9 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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executionNode,
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false,
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true,
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tradingEngine.current.position.size,
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tradingEngine.current.position.openStageOrdersSize,
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tradingEngine.current.position.openStageFilledSize
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tradingEngine.current.position.positionBaseAsset.size, // Stage Size Limit
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tradingEngine.current.position.positionQuotedAsset.size, // Stage Size Limit
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tradingEngine.current.position.strategyOpenStage
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)
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}
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@@ -644,46 +636,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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}
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}
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}
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function getReadyToTakePosition() {
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/* Position size and rate */
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tradingPositionModule.updateSizeAndRate(getPositionSize(), getPositionRate())
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function getPositionSize() {
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let balance
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if (bot.sessionAndMarketBaseAssetsAreEqual) {
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balance = tradingEngine.current.balance.baseAsset.value
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} else {
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balance = tradingEngine.current.balance.quotedAsset.value
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}
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const DEFAULT_VALUE = balance
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let strategy = tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value]
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if (strategy.openStage === undefined) return DEFAULT_VALUE
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if (strategy.openStage.initialDefinition === undefined) return DEFAULT_VALUE
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if (strategy.openStage.initialDefinition.positionSize === undefined) return DEFAULT_VALUE
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if (strategy.openStage.initialDefinition.positionSize.formula === undefined) return DEFAULT_VALUE
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let value = tradingSystem.formulas.get(strategy.openStage.initialDefinition.positionSize.formula.id)
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if (value === undefined) return DEFAULT_VALUE
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return value
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}
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function getPositionRate() {
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const DEFAULT_VALUE = tradingEngine.current.candle.close.value
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let strategy = tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value]
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if (strategy.openStage === undefined) return DEFAULT_VALUE
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if (strategy.openStage.initialDefinition === undefined) return DEFAULT_VALUE
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if (strategy.openStage.initialDefinition.positionRate === undefined) return DEFAULT_VALUE
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if (strategy.openStage.initialDefinition.positionRate.formula === undefined) return DEFAULT_VALUE
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let value = tradingSystem.formulas.get(strategy.openStage.initialDefinition.positionRate.formula.id)
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if (value === undefined) return DEFAULT_VALUE
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return value
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}
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}
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}
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function manageStage() {
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@@ -1003,14 +955,13 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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evalConditions(stageNode, 'Close Execution')
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evalFormulas(stageNode, 'Close Execution')
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let stageLimitSize = tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.candle.close.value
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await tradingExecutionModule.checkExecution(
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executionNode,
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false,
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false,
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stageLimitSize,
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tradingEngine.current.position.closeStageOrdersSize,
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tradingEngine.current.position.closeStageFilledSize
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tradingEngine.current.strategyOpenStage.stageBaseAsset.sizeFilled, // Stage Size Limit
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tradingEngine.current.strategyOpenStage.stageQuotedAsset.sizeFilled, // Stage Size Limit
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tradingEngine.current.position.strategyCloseStage
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)
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/* Check the Close Stage Event */
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