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Merge pull request #1776 from Ferrox85/develop

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Update Snapshots.js
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Luis Fernando Molina authored and GitHub committed 2021-09-16 11:23:54 -04:00
2 parents 862e9995cc 40566f6059
commit 734dcfd45b
1 file changed
+15 -3
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Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Snapshots.js
+15 -3
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@@ -303,7 +303,13 @@ exports.newFoundationsBotModulesSnapshots = function(processIndex) {
function getResults(openDatetime, closeDatetime) {
let closeHeaders = ['Trade Number', 'Open Datetime', 'Close Datetime', 'Strategy Name', 'Trigger On Situation', 'Take Position Situation', 'Result In Base Asset', 'Result In Quoted Asset', 'ROI in Base Asset', 'ROI in Quoted Asset', 'Exit Type']
let baseOpen = tradingEngine.tradingCurrent.strategyCloseStage.stageBaseAsset.sizeFilled.value - tradingEngine.tradingCurrent.strategyCloseStage.stageBaseAsset.feesPaid.value
let baseClose = tradingEngine.tradingCurrent.strategyOpenStage.stageBaseAsset.sizeFilled.value - tradingEngine.tradingCurrent.strategyOpenStage.stageBaseAsset.feesPaid.value
let quoteOpen = tradingEngine.tradingCurrent.strategyOpenStage.stageQuotedAsset.sizeFilled.value - tradingEngine.tradingCurrent.strategyOpenStage.stageQuotedAsset.feesPaid.value
let quoteClose = tradingEngine.tradingCurrent.strategyCloseStage.stageQuotedAsset.sizeFilled.value - tradingEngine.tradingCurrent.strategyCloseStage.stageQuotedAsset.feesPaid.value
let closeHeaders = ['Trade Number', 'Open Datetime', 'Close Datetime', 'Strategy Name', 'Trigger On Situation', 'Take Position Situation', 'Open Position in Base Asset', 'Close Position in Base Asset', 'Open Position in Quoted Asset', 'Close Position in Quoted Asset', 'Result In Base Asset', 'Result In Quoted Asset', 'ROI in Base Asset', '% Profit / Loss in Base Asset', 'ROI in Quoted Asset', '% Profit / Loss in Quoted Asset', 'Exit Type']
closeValues = [
tradingEngine.tradingCurrent.tradingEpisode.tradingEpisodeCounters.positions.value, // Position Number
(new Date(openDatetime)).toISOString(), // Open Datetime
@@ -311,10 +317,16 @@ exports.newFoundationsBotModulesSnapshots = function(processIndex) {
tradingEngine.tradingCurrent.strategy.strategyName.value, // Strategy Name
tradingEngine.tradingCurrent.strategy.situationName.value, // Trigger On Situation
tradingEngine.tradingCurrent.position.situationName.value, // Take Position Situation
baseOpen, // open position in base asset
baseClose, // close position in base asset
quoteOpen, //open quote in base asset
quoteClose, // close quote in base asset
tradingEngine.tradingCurrent.position.positionBaseAsset.hitFail.value, // Result in Base Asset
tradingEngine.tradingCurrent.position.positionQuotedAsset.hitFail.value, // Result in Base Asset
tradingEngine.tradingCurrent.position.positionBaseAsset.ROI.value, // ROI in Base Asseet
tradingEngine.tradingCurrent.position.positionQuotedAsset.ROI.value, // ROI in Quoted Asset
tradingEngine.tradingCurrent.position.positionBaseAsset.ROI.value, // ROI in Base Asset <- not sure this works as intended
((baseClose / baseOpen * 100) - 100) + '%', // % profit / loss in base Asset
tradingEngine.tradingCurrent.position.positionQuotedAsset.ROI.value, // ROI in Quoted Asset <- not sure this works as intended
((quoteClose / quoteOpen * 100) - 100) + '%', // % profit loss in quoted Asset
tradingEngine.tradingCurrent.position.exitType.value // Exit Type
]