Update SessionFunctions.js
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591ebd376b
commit
7292f6ed28
1 file changed
+41
-4
@@ -37,7 +37,28 @@ function newSessionFunctions () {
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'Close Stage->Close Execution->' +
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'Announcement->Formula->'
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let tradingSystem = functionLibraryProtocolNode.getProtocolNode(node.payload.referenceParent, false, true, true, false, false, lightingPath)
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let tradingSystem = functionLibraryProtocolNode.getProtocolNode(node.tradingSystemReference.payload.referenceParent, false, true, true, false, false, lightingPath)
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lightingPath = '' +
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'Trading Engine->' +
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'Episode->Current->Last->Previous->' +
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'Episode Counters->Episode Statistics->' +
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'Periods->Positions->Hits->Fails->' +
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'Profit Loss->Hit Ratio->Days->ROI->Anualized Rate Of Return->User Defined Statistic->' +
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'Formula->' +
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'Balance->Base Asset->Quoted Asset->' +
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'Distance To Event->' +
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'Trigger On->Trigger Off->Take Position->Close Position->Next Phase->Move To Phase->' +
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'Strategy->' +
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'Begin->End->Strategy Name->Index->Stage Type->Status->Begin Rate->End Rate->Situation Name->' +
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'Strategy Counters->Periods->' +
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'Position->' +
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'Begin->End->Rate->Size->Exit Type->Status->Begin Rate->End Rate->Situation Name->' +
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'Position Counters->Periods->' +
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'Position Statistics->Days->ROI->User Defined Statistic->' +
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'Formula'
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let tradingEngine = functionLibraryProtocolNode.getProtocolNode(node.tradingEngineReference.payload.referenceParent, false, true, true, false, false, lightingPath)
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lightingPath = '' +
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'Backtesting Session->Paper Trading Session->Fordward Testing Session->Live Trading Session->' +
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@@ -48,12 +69,13 @@ function newSessionFunctions () {
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let session = functionLibraryProtocolNode.getProtocolNode(node, false, true, true, false, false, lightingPath)
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let dependencyFilter = functionLibraryDependenciesFilter.createFilter(node.payload.referenceParent)
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let dependencyFilter = functionLibraryDependenciesFilter.createFilter(node.tradingSystemReference.payload.referenceParent)
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/* Raise event to run the session */
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let event = {
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session: JSON.stringify(session),
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tradingSystem: JSON.stringify(tradingSystem),
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tradingEngine: JSON.stringify(tradingEngine),
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dependencyFilter: JSON.stringify(dependencyFilter),
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resume: resume
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}
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@@ -122,8 +144,23 @@ function newSessionFunctions () {
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return
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}
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if (node.payload.referenceParent === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to reference a Trading System.')
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if (node.tradingSystemReference === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs a child Trading System Reference.')
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return
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}
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if (node.tradingEngineReference === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs a child Trading Engine Reference.')
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return
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}
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if (node.tradingSystemReference.payload.referenceParent === undefined) {
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node.payload.uiObject.setErrorMessage('Trading System Reference needs to reference a Trading System.')
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return
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}
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if (node.tradingEngineReference.payload.referenceParent === undefined) {
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node.payload.uiObject.setErrorMessage('Trading Engine Reference needs to reference a Trading Engine.')
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return
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}
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return true
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