From 71a484eae976a75b15a2f9e035484f9185fb9564 Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Mon, 26 Oct 2020 10:06:27 +0100 Subject: [PATCH] Warnings Improved --- LowFrequencyTrading/OrdersSimulations.js | 4 ++-- LowFrequencyTrading/TradingOrders.js | 10 +++++----- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/LowFrequencyTrading/OrdersSimulations.js b/LowFrequencyTrading/OrdersSimulations.js index 29934ee88..693ede008 100644 --- a/LowFrequencyTrading/OrdersSimulations.js +++ b/LowFrequencyTrading/OrdersSimulations.js @@ -126,7 +126,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) { tradingSystem.warnings.push( [ tradingSystemOrder.id, - 'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') was adjusted to what it might be at the order book. Resulting value = ' + tradingEngine.current.episode.candle.max.value + 'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') too hight. Changed to candle.max (' + tradingEngine.current.episode.candle.max.value + ')' ] ) tradingEngineOrder.orderStatistics.actualRate.value = tradingEngine.current.episode.candle.max.value @@ -138,7 +138,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) { tradingSystem.warnings.push( [ tradingSystemOrder.id, - 'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') was adjusted to what it might be at the order book. Resulting value = ' + tradingEngine.current.episode.candle.min.value + 'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') too low. Changed to candle.min (' + tradingEngine.current.episode.candle.max.value + ')' ] ) tradingEngineOrder.orderStatistics.actualRate.value = tradingEngine.current.episode.candle.min.value diff --git a/LowFrequencyTrading/TradingOrders.js b/LowFrequencyTrading/TradingOrders.js index 5b8798a61..62eb4f1ba 100644 --- a/LowFrequencyTrading/TradingOrders.js +++ b/LowFrequencyTrading/TradingOrders.js @@ -318,8 +318,8 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM let algorithmSizeInQuotedAsset requiredConfigurationValidation() - notNegativeBalanceValidation() notPassingTargetSizeValidation() + notNegativeBalanceValidation() function requiredConfigurationValidation() { /* Validate that this config exists */ @@ -399,10 +399,10 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM if ( tradingEngine.current.episode.episodeQuotedAsset.balance.value - tradingEngineOrder.orderQuotedAsset.size.value < 0 ) { + tradingSystem.warnings.push([tradingSystemOrder.id, 'Order Size Quoted Asset ('+ tradingEngineOrder.orderQuotedAsset.size.value +') changed to Balance Quoted Asset (' + tradingEngine.current.episode.episodeQuotedAsset.balance.value + ') so that the Balance does not drop below zero.']) + tradingEngineOrder.orderQuotedAsset.size.value = tradingEngine.current.episode.episodeQuotedAsset.balance.value tradingEngineOrder.orderBaseAsset.size.value = tradingEngineOrder.orderQuotedAsset.size.value / tradingEngineOrder.rate.value - - tradingSystem.warnings.push([tradingSystemOrder.id, 'Order size shrinked so that the Balance does not drop below zero.']) } break } @@ -410,10 +410,10 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM if ( tradingEngine.current.episode.episodeBaseAsset.balance.value - tradingEngineOrder.orderBaseAsset.size.value < 0 ) { + tradingSystem.warnings.push([tradingSystemOrder.id, 'Order Size Base Asset ('+ tradingEngineOrder.orderBaseAsset.size.value +') changed to Balance Base Asset (' + tradingEngine.current.episode.episodeBaseAsset.balance.value + ') so that the Balance does not drop below zero.']) + tradingEngineOrder.orderBaseAsset.size.value = tradingEngine.current.episode.episodeBaseAsset.balance.value tradingEngineOrder.orderQuotedAsset.size.value = tradingEngineOrder.orderBaseAsset.size.value * tradingEngineOrder.rate.value - - tradingSystem.warnings.push([tradingSystemOrder.id, 'Order size shrinked so that the Balance does not drop below zero.']) } break }