Strategies Objects being saved

LowFrequencyTrading/TradingRecords.js

@@ -41,6 +41,10 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
             let product = dataset.parentNode
             let outputDatasetArray = outputDatasetsMap.get(product.config.codeName)
 
+            if (product.config.codeName === 'Strategy-Objects') {
+                let a = 1
+            }
+
             if (bot.processingDailyFiles === true && dataset.config.type === 'Daily Files') {
                 persistRecord()
             }
@@ -53,28 +57,36 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
                 let record = scanRecordDefinition(product)
 
                 if (product.config.saveAsObjects === true) {
-                    /* 
-                    We check that the existing file does not contain at the end a record that
-                    does not signal that the object is closed.  
-                    If it does, we replace it with the new one until at some point it will signal
-                    does the object is closed. 
-                    */
-                    let lastRecord = outputDatasetArray[outputDatasetArray.length - 1]
-                    if (lastRecord !== undefined) {
-                        for (let j = 0; j < product.record.properties.length; j++) {
-                            let recordProperty = product.record.properties[j]
-                            if (recordProperty.config.codeName === product.config.propertyNameThatDefinesObject) {
-                                let propertyValue = record[j]
-                                if (propertyValue !== product.config.propertyValueThatClosesObject) {
+                    for (let j = 0; j < product.record.properties.length; j++) {
+                        let recordProperty = product.record.properties[j]
+                        if (recordProperty.config.codeName === product.config.propertyNameThatDefinesObject) {
+                            let propertyValue = record[j]
+                            /* 
+                            We check that the existing file does not contain at the end a record that
+                            does not signal that the object is closed.  
+                            If it does, we replace it with the new one until at some point it will signal
+                            does the object is closed. 
+                            */
+                            let lastRecord = outputDatasetArray[outputDatasetArray.length - 1]
+                            if (lastRecord !== undefined) {
+                                let lastRecordValue = lastRecord[j]
+                                if (lastRecordValue !== product.config.propertyValueThatClosesObject) {
                                     outputDatasetArray.splice(outputDatasetArray.length - 1, 1)
-
                                 }
                             }
+                            /*
+                            We will add a record everytime that proeprty value does not match this
+                            */
+                            if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) {
+                                outputDatasetArray.push(record)
+                            }
+                            break
                         }
                     }
+                } else {
+                    /* We add every record to the existing file. */
+                    outputDatasetArray.push(record)
                 }
-                /* We add every record to the existing file. */
-                outputDatasetArray.push(record)
             }
         }
 
@@ -151,7 +163,7 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
                         value = targetNode
                     }
                 }
-                if (recordProperty.config.isString !== true) {
+                if (recordProperty.config.isString !== true && Array.isArray(value) !== true) {
                     value = safeNumericValue(value)
                 }
                 record.push(value)

LowFrequencyTrading/TradingSimulation.js

@@ -158,6 +158,8 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
                 heartBeat()
                 positionChartAtCurrentCandle()
                 tradingSystemModule.reset(chart)
+                tradingSystemModule.mantainStrategies()
+                tradingSystemModule.mantainPositions()
 
                 tradingEngineModule.updateEpisodeCountersAndStatistics()
                 /*

LowFrequencyTrading/TradingSystem.js

@@ -6,6 +6,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
     const MODULE_NAME = 'Trading System'
     let thisObject = {
         reset: reset,
+        mantainStrategies: mantainStrategies,
+        mantainPositions: mantainPositions,
         evalConditions: evalConditions,
         evalFormulas: evalFormulas,
         checkTriggerOn: checkTriggerOn,
@@ -72,6 +74,16 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
         tradingSystem.running = []
     }
 
+    function mantainStrategies() {
+        if (tradingEngine.current.strategy.status.value === 'Closed') {
+            resetStrategy()
+        }
+    }
+
+    function mantainPositions() {
+
+    }
+
     function evalConditions() {
         evalNode(bot.simulationState.tradingSystem, 'Conditions')
     }
@@ -264,12 +276,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                                 tradingSystem.highlights.push(triggerStage.id)
 
                                 tradingEngine.current.strategy.stageType.value = 'Trigger Stage'
-                                tradingEngine.current.strategy.status.value = 'Open'
+                                openStrategy()
                                 tradingEngine.current.strategy.index.value = j
-                                tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value
-                                tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value       // TODO: overrride with the node Formula
-                                tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value
-                                tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value   // TODO: overrride with the node Formula
                                 tradingEngine.current.strategy.situationName.value = situation.name
                                 tradingEngine.current.strategy.strategyName.value = strategy.name
 
@@ -321,9 +329,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingSystem.highlights.push(triggerStage.triggerOff.id)
                             tradingSystem.highlights.push(triggerStage.id)
 
-                            tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
-                            tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
-                            tradingEngine.current.strategy.status.value = 'Closed'
+                            closeTrateggy()
                             tradingEngine.current.strategy.stageType.value = 'No Stage'
                             tradingEngine.current.strategy.index.value = tradingEngine.current.strategy.index.config.initialValue
 
@@ -982,10 +988,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
     function exitStrategyAfterPosition() {
         if (tradingEngine.current.strategy.stageType.value === 'Close Stage') {
 
-            tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
-            tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
-            tradingEngine.current.strategy.status.value = 'Closed'
-
+            closeTrateggy()
             tradingEngine.current.strategy.index.value = tradingEngine.current.strategy.index.config.initialValue
             tradingEngine.current.strategy.stageType.value = 'No Stage'
 
@@ -1039,5 +1042,22 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
         }
     }
 
+    function closeTrateggy() {
+        tradingEngine.current.strategy.status.value = 'Closed'
+        tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
+        tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
+    }
+
+    function openStrategy() {
+        tradingEngine.current.strategy.status.value = 'Open'
+        tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value
+        tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value       // TODO: overrride with the node Formula
+        tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value
+        tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value   // TODO: overrride with the node Formula
+    }
+
+    function resetStrategy() {
+        tradingEngine.current.strategy.status.value = tradingEngine.current.strategy.status.config.initialValue
+    }
 }