From 803322672169a0fd543e39f30f7fdf6d75a9c276 Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Thu, 19 Mar 2020 15:04:45 +0100 Subject: [PATCH] Trading Engines Data Mine --- AppSchema.json | 6 +- CanvasApp/CockpitSpace/Speedometer.js | 4 +- .../FunctionLibraries/UiObjectsFromNodes.js | 170 +-- .../FloatingSpace/UiObjectConstructor.js | 4 +- CanvasApp/Spaces/DesignSpace.js | 6 +- CanvasApp/Utilities.js | 12 +- CanvasApp/VideoRecorder.js | 31 +- Files-Component/src/MarketFiles.js | 10 +- .../Plotters-Trading-Simulation/Strategies.js | 40 +- .../Plotters-Trading-Simulation/Trades.js | 4 +- .../TradingSimulation.js | 2 +- .../TradingSimulationAssetBalancesPanel.js | 2 +- .../Plotters-Trading-Simulation/Conditions.js | 1040 +++++++++++++++++ .../FinalResults.js | 348 ++++++ .../FinalResultsPanel.js | 360 ++++++ .../SimulationExecution.js | 799 +++++++++++++ .../SimulationExecutionPanel.js | 465 ++++++++ .../Plotters-Trading-Simulation/Strategies.js | 700 +++++++++++ .../Plotters-Trading-Simulation/Trades.js | 683 +++++++++++ .../TradingSimulation.js | 869 ++++++++++++++ .../TradingSimulationAssetBalancesPanel.js | 188 +++ .../TradingSimulationCurrentPositionPanel.js | 178 +++ .../TradingSimulationPartialResultsPanel.js | 177 +++ .../this.plotter.config.json | 56 + TaskServer/FileStorage.js | 24 +- WebServer/Images/Icons/style-01/help.png | Bin 0 -> 16368 bytes WebServer/Images/Icons/style-01/key-a.png | Bin 0 -> 6443 bytes WebServer/Images/Icons/style-01/key-m.png | Bin 0 -> 6302 bytes WebServer/Images/Icons/style-01/key-r.png | Bin 0 -> 6054 bytes WebServer/Scripts/AppLoader.js | 18 +- Workspace.json | 2 +- 31 files changed, 6069 insertions(+), 129 deletions(-) create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Conditions.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/FinalResults.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/FinalResultsPanel.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecution.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecutionPanel.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationPartialResultsPanel.js create mode 100644 Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/this.plotter.config.json create mode 100644 WebServer/Images/Icons/style-01/help.png create mode 100644 WebServer/Images/Icons/style-01/key-a.png create mode 100644 WebServer/Images/Icons/style-01/key-m.png create mode 100644 WebServer/Images/Icons/style-01/key-r.png diff --git a/AppSchema.json b/AppSchema.json index 37ed11da5..37b2cd8ad 100644 --- a/AppSchema.json +++ b/AppSchema.json @@ -1279,7 +1279,7 @@ "addLeftIcons": true, "level": 1, "chainAttachesTo": { - "compatibleTypes": "->Exchange Tasks->" + "compatibleTypes": "->Exchange Tasks->Template Structure->" }, "icon": "task-manager", "properties": [ @@ -2505,6 +2505,9 @@ }, "level": 2, "icon": "data-mine", + "initialValues": { + "code": "{ \n\"codeName\": \"Write here a name with no spaces or dashes.\"\n}" + }, "properties": [ { "name": "sensorBots", @@ -3056,6 +3059,7 @@ "actionFunction": "payload.onMenuItemClick" } ], + "isTitleAllwaysVisible": true, "addLeftIcons": true, "level": 3, "referenceAttachesTo": { diff --git a/CanvasApp/CockpitSpace/Speedometer.js b/CanvasApp/CockpitSpace/Speedometer.js index a1c7c35aa..12f8cc14e 100644 --- a/CanvasApp/CockpitSpace/Speedometer.js +++ b/CanvasApp/CockpitSpace/Speedometer.js @@ -198,8 +198,8 @@ function newSpeedometer () { if (isNaN(label) === false) { label = Number(label) - label = Math.trunc(label * Math.pow(10, thisObject.params.DECIMALS)) / Math.pow(10, thisObject.params.DECIMALS) - if (label === 0) { label = label.toFixed(2) } else { label = label.toLocaleString() } + label = dynamicDecimals(label, 2) + if (label === 0) { label = label.toFixed(2) } } // label = label.substring(0, 6) diff --git a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/UiObjectsFromNodes.js b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/UiObjectsFromNodes.js index a951ce6e0..3b6d3192b 100644 --- a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/UiObjectsFromNodes.js +++ b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/UiObjectsFromNodes.js @@ -160,111 +160,91 @@ function newUiObjectsFromNodes () { let parentNodeDefinition = APP_SCHEMA_MAP.get(parentNode.type) if (parentNodeDefinition !== undefined) { + console.log('Cannot addUIOBject from parent of ' + type + ' because that type it is not defined at the APP_SCHEMA.') + } /* Resolve Initial Values */ - let nodeDefinition = APP_SCHEMA_MAP.get(object.type) + let nodeDefinition = APP_SCHEMA_MAP.get(object.type) - if (nodeDefinition.isHierarchyHead === true) { - parentNode.rootNodes.push(object) - createUiObject(true, object.type, object.name, object, parentNode, undefined) - return object + if (nodeDefinition === undefined) { + console.log('Cannot addUIOBject of ' + type + ' because that type it is not defined at the APP_SCHEMA.') + } + + if (nodeDefinition.initialValues !== undefined) { + if (nodeDefinition.initialValues.code !== undefined) { + object.code = nodeDefinition.initialValues.code } + } + + if (nodeDefinition.isHierarchyHead === true) { + parentNode.rootNodes.push(object) + createUiObject(true, object.type, object.name, object, parentNode, undefined) + return object + } /* For the cases where an node is not chained to its parent but to the one at the parent before it at its collection */ - let chainParent = parentNode - if (nodeDefinition.chainedToSameType === true) { - if (parentNodeDefinition.properties !== undefined) { - for (let i = 0; i < parentNodeDefinition.properties.length; i++) { - let property = parentNodeDefinition.properties[i] - if (property.childType === type) { - if (property.type === 'array') { - if (parentNode[property.name] !== undefined) { - if (parentNode[property.name].length > 0) { - let nodeChildren = parentNode[property.name] - chainParent = nodeChildren[nodeChildren.length - 1] - } - } - } - } - } - } - } - - /* Create Empty Arrays for properties of type Array */ - if (nodeDefinition.properties !== undefined) { - for (let i = 0; i < nodeDefinition.properties.length; i++) { - let property = nodeDefinition.properties[i] - if (property.type === 'array') { - object[property.name] = [] - } - } - } - - if (nodeDefinition !== undefined) { - if (nodeDefinition.initialValues !== undefined) { - if (nodeDefinition.initialValues.code !== undefined) { - object.code = nodeDefinition.initialValues.code - } - } - } - - /* Connect to Parent */ + let chainParent = parentNode + if (nodeDefinition.chainedToSameType === true) { if (parentNodeDefinition.properties !== undefined) { - let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. for (let i = 0; i < parentNodeDefinition.properties.length; i++) { let property = parentNodeDefinition.properties[i] if (property.childType === type) { - switch (property.type) { - case 'node': { - if (property.name !== previousPropertyName) { - parentNode[property.name] = object - previousPropertyName = property.name + if (property.type === 'array') { + if (parentNode[property.name] !== undefined) { + if (parentNode[property.name].length > 0) { + let nodeChildren = parentNode[property.name] + chainParent = nodeChildren[nodeChildren.length - 1] } } - break - case 'array': { - if (parentNode[property.name] === undefined) { - parentNode[property.name] = [] - } - if (property.maxItems !== undefined) { - if (parentNode[property.name].length < property.maxItems) { - parentNode[property.name].push(object) - } else { - return // Object can not be created. - } - } else { - parentNode[property.name].push(object) - } - } - break } } } } + } - createUiObject(true, object.type, object.name, object, parentNode, chainParent) + /* Create Empty Arrays for properties of type Array */ + if (nodeDefinition.properties !== undefined) { + for (let i = 0; i < nodeDefinition.properties.length; i++) { + let property = nodeDefinition.properties[i] + if (property.type === 'array') { + object[property.name] = [] + } + } + } - /* Auto Add more Children */ - if (nodeDefinition.properties !== undefined) { - let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. - for (let i = 0; i < nodeDefinition.properties.length; i++) { - let property = nodeDefinition.properties[i] + if (nodeDefinition !== undefined) { + if (nodeDefinition.initialValues !== undefined) { + if (nodeDefinition.initialValues.code !== undefined) { + object.code = nodeDefinition.initialValues.code + } + } + } + /* Connect to Parent */ + if (parentNodeDefinition.properties !== undefined) { + let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. + for (let i = 0; i < parentNodeDefinition.properties.length; i++) { + let property = parentNodeDefinition.properties[i] + if (property.childType === type) { switch (property.type) { case 'node': { if (property.name !== previousPropertyName) { - if (property.autoAdd === true) { - addUIObject(object, property.childType) - previousPropertyName = property.name - } + parentNode[property.name] = object + previousPropertyName = property.name } } break case 'array': { - if (property.autoAdd === true) { - if (object[property.name] === undefined) { - object[property.name] = [] + if (parentNode[property.name] === undefined) { + parentNode[property.name] = [] + } + if (property.maxItems !== undefined) { + if (parentNode[property.name].length < property.maxItems) { + parentNode[property.name].push(object) + } else { + return // Object can not be created. } - addUIObject(object, property.childType) + } else { + parentNode[property.name].push(object) } } break @@ -272,6 +252,38 @@ function newUiObjectsFromNodes () { } } } + + createUiObject(true, object.type, object.name, object, parentNode, chainParent) + + /* Auto Add more Children */ + if (nodeDefinition.properties !== undefined) { + let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. + for (let i = 0; i < nodeDefinition.properties.length; i++) { + let property = nodeDefinition.properties[i] + + switch (property.type) { + case 'node': { + if (property.name !== previousPropertyName) { + if (property.autoAdd === true) { + addUIObject(object, property.childType) + previousPropertyName = property.name + } + } + } + break + case 'array': { + if (property.autoAdd === true) { + if (object[property.name] === undefined) { + object[property.name] = [] + } + addUIObject(object, property.childType) + } + } + break + } + } + } + return object } diff --git a/CanvasApp/FloatingSpace/UiObjectConstructor.js b/CanvasApp/FloatingSpace/UiObjectConstructor.js index 275ae7afe..4fe03a6bd 100644 --- a/CanvasApp/FloatingSpace/UiObjectConstructor.js +++ b/CanvasApp/FloatingSpace/UiObjectConstructor.js @@ -281,8 +281,8 @@ function newUiObjectConstructor () { actionFunction: floatingObject.payload.onMenuItemClick, label: undefined, visible: true, - iconPathOn: 'quality', - iconPathOff: 'quality', + iconPathOn: 'help', + iconPathOff: 'help', rawRadius: 12, targetRadius: 0, currentRadius: 0, diff --git a/CanvasApp/Spaces/DesignSpace.js b/CanvasApp/Spaces/DesignSpace.js index cea2a4637..55b345426 100644 --- a/CanvasApp/Spaces/DesignSpace.js +++ b/CanvasApp/Spaces/DesignSpace.js @@ -274,7 +274,11 @@ function newDesignSpace () { 'template-structure', 'template-target', 'delink', - 'detach' + 'detach', + 'help', + 'key-a', + 'key-m', + 'key-r' ] for (let i = 0; i < iconsNames.length; i++) { diff --git a/CanvasApp/Utilities.js b/CanvasApp/Utilities.js index 7878498c3..48750b49b 100644 --- a/CanvasApp/Utilities.js +++ b/CanvasApp/Utilities.js @@ -22,7 +22,10 @@ function drawContainerBackground (container, color, opacity, fitFunction) { browserCanvasContext.fill() } -function dynamicDecimals (value) { +function dynamicDecimals (value, minDecimals) { + if (minDecimals === undefined) { + minDecimals = 0 + } let decimals = 2 if (value < 1) { decimals = 4 } if (Math.abs(Math.trunc(value * 100)) < 1) { decimals = 6 } @@ -30,7 +33,7 @@ function dynamicDecimals (value) { if (Math.abs(Math.trunc(value * 1000000)) < 1) { decimals = 10 } if (Math.abs(Math.trunc(value * 100000000)) < 1) { decimals = 12 } if (Math.abs(Math.trunc(value * 10000000000)) < 1) { value = 0; decimals = 0 } - if (Math.trunc(value) === value) { decimals = 0 } + if (Math.trunc(value) === value) { decimals = minDecimals } let returnValue = Number(value).toFixed(decimals) return returnValue } @@ -241,7 +244,7 @@ function removeTime (datetime) { return dateOnly } -function printLabel (labelToPrint, x, y, opacity, fontSize, color, center, container, fitFunction) { +function printLabel (labelToPrint, x, y, opacity, fontSize, color, center, container, fitFunction, noDecimals) { let labelPoint if (color === undefined) { color = UI_COLOR.DARK } if (fontSize === undefined) { fontSize = 10 }; @@ -251,6 +254,9 @@ function printLabel (labelToPrint, x, y, opacity, fontSize, color, center, conta if (isNaN(label) === false && label !== '') { label = dynamicDecimals(labelToPrint) label = label.toLocaleString() + if (noDecimals === true) { + label = Math.trunc(label) + } } let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO diff --git a/CanvasApp/VideoRecorder.js b/CanvasApp/VideoRecorder.js index f57152845..f222a8358 100644 --- a/CanvasApp/VideoRecorder.js +++ b/CanvasApp/VideoRecorder.js @@ -17,7 +17,6 @@ function newVideoRecorder () { function recordCanvas () { { - console.log(canvas.mouse.action, wheelAnimationCounter) const DISTANCE_BETWEEN_ICONS = 35 const ICON_SIZES = 50 @@ -61,7 +60,35 @@ function newVideoRecorder () { } else { pointerIcon = mousePointerIcon } - + let key = canvas.mouse.event.key + if (key === undefined) { break } + switch (key.toLowerCase()) { + case 'Escape': + { + pointerIcon = canvas.designSpace.iconCollection.get('key-m') + break + } + case 'm': + { + pointerIcon = canvas.designSpace.iconCollection.get('key-m') + break + } + case 'a': + { + pointerIcon = canvas.designSpace.iconCollection.get('key-a') + break + } + case 'r': + { + pointerIcon = canvas.designSpace.iconCollection.get('key-r') + break + } + case 'c': + { + pointerIcon = canvas.designSpace.iconCollection.get('key-r') + break + } + } break } case 'key up': { diff --git a/Files-Component/src/MarketFiles.js b/Files-Component/src/MarketFiles.js index d028c5417..c370e205b 100644 --- a/Files-Component/src/MarketFiles.js +++ b/Files-Component/src/MarketFiles.js @@ -36,13 +36,15 @@ function newMarketFiles () { let intervalHandle let finalized = false - let eventSubscriptionIdDatasetUpdated + let eventSubscriptionIdDatasetUpdated = [] return thisObject function finalize () { try { - systemEventHandler.stopListening('Dataset Updated', eventSubscriptionIdDatasetUpdated) + for (let i = 0; i < eventSubscriptionIdDatasetUpdated.length; i++) { + systemEventHandler.stopListening('Dataset Updated', eventSubscriptionIdDatasetUpdated[i]) + } thisObject.eventHandler.finalize() thisObject.eventHandler = undefined @@ -112,7 +114,7 @@ function newMarketFiles () { callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE, thisObject) function onResponse (message) { - eventSubscriptionIdDatasetUpdated = message.eventSubscriptionId + eventSubscriptionIdDatasetUpdated.push(message.eventSubscriptionId) } } } catch (err) { @@ -132,7 +134,7 @@ function newMarketFiles () { try { if (finalized === true) { return } let updatedFiles = 0 - + console.log('updateFiles ' + periodName) /* Now we will get the market files */ for (let i = 0; i < marketFilesPeriods.length; i++) { diff --git a/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/Strategies.js b/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/Strategies.js index d6f84e9e4..68ff6566d 100644 --- a/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/Strategies.js +++ b/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/Strategies.js @@ -542,26 +542,40 @@ let imageToDraw = strategyImages[record.number]; - /* Draw the line that represents the duration of closed strategy */ + /* Draw the line that represents the duration of closed strategy */ - browserCanvasContext.beginPath(); + browserCanvasContext.beginPath(); - browserCanvasContext.moveTo(recordPoint3.x + imageSize / 2, recordPoint3.y); - browserCanvasContext.lineTo(recordPoint4.x - imageSize / 2, recordPoint4.y); + browserCanvasContext.moveTo(recordPoint3.x + imageSize / 2, recordPoint3.y); + browserCanvasContext.lineTo(recordPoint4.x - imageSize / 2, recordPoint4.y); - browserCanvasContext.closePath(); + browserCanvasContext.closePath(); - browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)'; - browserCanvasContext.lineWidth = 1 + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)'; + browserCanvasContext.lineWidth = 1 - if (record.status === 1) { - browserCanvasContext.setLineDash([0, 0]) - } else { - browserCanvasContext.setLineDash([2, 4]) - } - browserCanvasContext.stroke() + if (record.status === 1) { + browserCanvasContext.setLineDash([0, 0]) + } else { + browserCanvasContext.setLineDash([2, 4]) + } + browserCanvasContext.stroke() + /* Draw the Area */ + /* + browserCanvasContext.beginPath(); + browserCanvasContext.moveTo(recordPoint1.x, recordPoint2.y); + browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y); + browserCanvasContext.lineTo(recordPoint4.x, recordPoint4.y); + browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.LIGHT_GREY + ', ' + 0.5 + ')'; + browserCanvasContext.fill(); + */ + /* Draw the Sticks */ drawStick(recordPoint1, recordPoint3); drawStick(recordPoint2, recordPoint4); diff --git a/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/Trades.js b/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/Trades.js index 0973949d8..9c5e16f88 100644 --- a/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/Trades.js +++ b/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/Trades.js @@ -522,11 +522,11 @@ if (record.status === 1) { switch (record.exitType) { case 1: { - line1 = 'Exit: STOP'; + line1 = 'Stop Loss'; break; } case 2: { - line1 = 'Exit: TP'; + line1 = 'Take Profit'; break; } } diff --git a/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/TradingSimulation.js b/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/TradingSimulation.js index 9f62fd06d..6222e1fae 100644 --- a/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/TradingSimulation.js +++ b/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/TradingSimulation.js @@ -689,7 +689,7 @@ browserCanvasContext.save(); browserCanvasContext.translate(recordPoint3.x + labelOffset.x, recordPoint3.y + labelOffset.y); browserCanvasContext.rotate(-Math.PI / 2); - printLabel(recordLabel, 0, 0, '1', 8); + printLabel(recordLabel, 0, 0, '1', 8, undefined, undefined, undefined, undefined, true); browserCanvasContext.restore(); } diff --git a/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js b/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js index 1ad34ee54..3ca0292ff 100644 --- a/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js +++ b/Legacy-Code/Masters/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js @@ -23,7 +23,7 @@ function newMastersPlottersTradingSimulationTradingSimulationTradingSimulationAs let lastRecord; let upDownButton - const HEIGHT_FACTOR = 1 + const HEIGHT_FACTOR = 1.25 return thisObject; diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Conditions.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Conditions.js new file mode 100644 index 000000000..9258a7b1e --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Conditions.js @@ -0,0 +1,1040 @@ +function newTradingEnginesPlottersTradingSimulationConditions() { + + const MODULE_NAME = "Conditions Plotter"; + const INFO_LOG = false; + const ERROR_LOG = true; + const INTENSIVE_LOG = false; + const logger = newWebDebugLog(); + logger.fileName = MODULE_NAME; + + let thisObject = { + + // Main functions and properties. + + initialize: initialize, + finalize: finalize, + container: undefined, + getContainer: getContainer, + setTimeFrame: setTimeFrame, + setDatetime: setDatetime, + draw: draw, + + /* Events declared outside the plotter. */ + + onDailyFileLoaded: onDailyFileLoaded, + + // Secondary functions and properties. + + currentRecord: undefined + }; + + /* this is part of the module template */ + + let container = newContainer(); // Do not touch this 3 lines, they are just needed. + container.initialize(); + thisObject.container = container; + + let coordinateSystem + + let timeFrame; // This will hold the current Time Frame the user is at. + let datetime; // This will hold the current Datetime the user is at. + + let marketFile; // This is the current Market File being plotted. + let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. + + let marketFiles; // This object will provide the different Market Files at different Time Frames. + let dailyFiles; // This object will provide the different File Cursors at different Time Frames. + + /* these are module specific variables: */ + + let conditions = []; + let headers; + + let noDefinitionOnFocusErrorDisplayed = false + + let onMouseOverEventSuscriptionId + let zoomChangedEventSubscriptionId + let offsetChangedEventSubscriptionId + let dragFinishedEventSubscriptionId + let dimmensionsChangedEventSubscriptionId + let marketFilesUpdatedEventSubscriptionId + let dailyFilesUpdatedEventSubscriptionId + let scaleChangedEventSubscriptionId + + let userPositionDate + return thisObject; + + function finalize() { + try { + + if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); } + + /* Stop listening to the necesary events. */ + + thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) + canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); + canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); + canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); + thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) + marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); + dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); + + /* Destroyd References */ + + marketFiles = undefined; + dailyFiles = undefined; + + datetime = undefined; + timeFrame = undefined; + + marketFile = undefined; + fileCursor = undefined; + + finalizeCoordinateSystem() + coordinateSystem = undefined + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } + } + } + + function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); } + + /* Store the information received. */ + + marketFiles = pStorage.marketFiles[0]; + dailyFiles = pStorage.dailyFiles[0]; + + datetime = pDatetime; + timeFrame = pTimeFrame; + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + + /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ + + marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. + + /* Now we set the right files according to current Period. */ + + marketFile = marketFiles.getFile(pTimeFrame); + fileCursor = dailyFiles.getFileCursor(pTimeFrame); + + /* Listen to the necesary events. */ + + zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); + offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); + dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); + marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); + dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); + onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) + + /* Get ready for plotting. */ + + recalculate(); + + /* Ready for when dimmension changes. */ + + dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { + recalculate(); + }) + + callBackFunction(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } + } + } + + function initializeCoordinateSystem() { + scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) + } + + function finalizeCoordinateSystem() { + coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) + } + + function onScaleChanged() { + recalculate(); + } + + function onMouseOver(event) { + let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) + userPositionDate = userPosition.valueOf() + } + + function getContainer(point) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); } + + let container; + + /* First we check if this point is inside this space. */ + + if (this.container.frame.isThisPointHere(point) === true) { + + return this.container; + + } else { + + /* This point does not belong to this space. */ + + return undefined; + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); } + } + } + + function onMarketFilesUpdated() { + try { + let newMarketFile = marketFiles.getFile(timeFrame); + if (newMarketFile !== undefined) { + marketFile = newMarketFile; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } + } + } + + function onDailyFilesUpdated() { + try { + let newFileCursor = dailyFiles.getFileCursor(timeFrame); + if (newFileCursor !== undefined) { + fileCursor = newFileCursor; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } + } + } + + function setTimeFrame(pTimeFrame) { + + try { + + if (timeFrame !== pTimeFrame) { + + timeFrame = pTimeFrame; + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + marketFile = marketFiles.getFile(pTimeFrame); + + recalculate(); + + } else { + + let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); + + fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. + recalculate(); + + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } + } + } + + function setDatetime(pDatetime) { + + if (INFO_LOG === true) { logger.write("[INFO] setDatetime -> Entering function."); } + + datetime = pDatetime; + + } + + function setCoordinateSystem(pCoordinateSystem) { + finalizeCoordinateSystem() + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + } + + function onDailyFileLoaded(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); } + + if (event.currentValue === event.totalValue) { + + /* This happens only when all of the files in the cursor have been loaded. */ + + recalculate(); + + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } + } + } + + function draw() { + + try { + + if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } + + this.container.frame.draw(); + + plotChart(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } + } + } + + function recalculate() { + + try { + + conditions = [] + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + recalculateUsingMarketFiles(); + + } else { + + recalculateUsingDailyFiles(); + + } + + thisObject.container.eventHandler.raiseEvent("Conditions Changed", conditions); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } + } + } + + function recalculateUsingDailyFiles() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } + + if (fileCursor === undefined) { + conditions = []; + return; + } // We need to wait + + if (fileCursor.files.size === 0) { + conditions = []; + return; + } // We need to wait until there are files in the cursor + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + let currentDate = new Date(farLeftDate.valueOf()); + + conditions = []; + + + + while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { + + let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); + + let dailyFile = fileCursor.files.get(stringDate); + + if (dailyFile !== undefined) { + + headers = dailyFile[0]; + + for (let i = 0; i < dailyFile[1].length; i++) { + + let record = { + begin: undefined, + end: undefined, + conditions: undefined + }; + + record.begin = dailyFile[1][i][0]; + record.end = dailyFile[1][i][1]; + record.strategyNumber = dailyFile[1][i][2]; + record.strategyPhase = dailyFile[1][i][3]; + record.stopLossPhase = dailyFile[1][i][4]; + record.takeProfitPhase = dailyFile[1][i][5]; + record.conditions = dailyFile[1][i][6]; + record.formulaErrors = dailyFile[1][i][7]; + record.formulaValues = dailyFile[1][i][8]; + + if ( + (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + conditions.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Condition Changed", thisObject.currentRecord); + + } + } + } + } + + currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); + } + + /* Lests check if all the visible screen is going to be covered by conditions. */ + + let lowerEnd = leftDate.valueOf(); + let upperEnd = rightDate.valueOf(); + + setTimeout(recalculate, 2000); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } + } + } + + function recalculateUsingMarketFiles() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } + + if (marketFile === undefined) { return; } // Initialization not complete yet. + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + conditions = []; + headers = marketFile[0]; + + for (let i = 0; i < marketFile[1].length; i++) { + + let record = { + begin: undefined, + end: undefined, + conditions: undefined + }; + + record.begin = marketFile[1][i][0]; + record.end = marketFile[1][i][1]; + record.strategyNumber = marketFile[1][i][2]; + record.strategyPhase = marketFile[1][i][3]; + record.stopLossPhase = marketFile[1][i][4]; + record.takeProfitPhase = marketFile[1][i][5]; + record.conditions = marketFile[1][i][6]; + record.formulaErrors = marketFile[1][i][7]; + record.formulaValues = marketFile[1][i][8]; + + if ( + (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + conditions.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Condition Changed", thisObject.currentRecord); + + } + } + } + + //console.log("Olivia > recalculateUsingMarketFiles > total conditions generated : " + conditions.length); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } + } + } + + function plotChart() { + + try { + + thisObject.container.eventHandler.raiseEvent("Current Condition Record Changed", undefined); + + let conditionRecord; + + for (let i = 0; i < conditions.length; i++) { + + conditionRecord = conditions[i]; + + /* Send the current record to the panel */ + + if (userPositionDate >= conditionRecord.begin && userPositionDate <= conditionRecord.end) { + + let currentRecord = { + conditionsNames: headers, + strategyNumber: conditionRecord.strategyNumber, + strategyPhase: conditionRecord.strategyPhase, + stopLossPhase: conditionRecord.stopLossPhase, + takeProfitPhase: conditionRecord.takeProfitPhase, + conditionsValues: conditionRecord.conditions, + formulaErrors: conditionRecord.formulaErrors, + formulaValues: conditionRecord.formulaValues + }; + + sendRecordInfoToDesignerSpace(currentRecord) + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } + } + } + + function sendRecordInfoToDesignerSpace(currentRecord) { + + if (currentRecord === undefined) { return; } + if (currentRecord.conditionsNames === undefined) { return; } + if (canvas.designSpace.workspace === undefined) { return; } + + /* We will get now the designer trading system */ + let designerTradingSystem + let fileTradingSystem = currentRecord.conditionsNames; + + for (let i = 0; i < canvas.designSpace.workspace.workspaceNode.rootNodes.length; i++) { + let rootNode = canvas.designSpace.workspace.workspaceNode.rootNodes[i] + if (rootNode.type === 'Trading System') { + if (rootNode.id === fileTradingSystem.id) { + designerTradingSystem = rootNode + } + } + } + + if (designerTradingSystem === undefined) { return; } + + try { + + browserCanvasContext.beginPath(); + + + let conditionIndex = 0; + let formulaErrorsIndex = 0; + let formulaValuesIndex = 0; + + designerTradingSystem.payload.uiObject.setErrorMessage(fileTradingSystem.error) + + if (fileTradingSystem.parameters !== undefined) { + designerTradingSystem.parameters.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.error) + if (fileTradingSystem.parameters.baseAsset !== undefined) { + designerTradingSystem.parameters.baseAsset.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.baseAsset.error) + } + if (fileTradingSystem.parameters.timeRange !== undefined) { + designerTradingSystem.parameters.timeRange.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.timeRange.error) + } + if (fileTradingSystem.parameters.slippage !== undefined) { + designerTradingSystem.parameters.slippage.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.slippage.error) + } + if (fileTradingSystem.parameters.feeStructure !== undefined) { + designerTradingSystem.parameters.feeStructure.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.feeStructure.error) + } + } + + for (let j = 0; j < fileTradingSystem.strategies.length; j++) { + + let strategy = fileTradingSystem.strategies[j]; + designerTradingSystem.strategies[j].payload.uiObject.setErrorMessage(strategy.error) + + if (currentRecord.strategyNumber === j) { + designerTradingSystem.strategies[j].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].payload.uiObject.isExecuting = false + } + + let triggerStage = strategy.triggerStage + + if (triggerStage !== undefined) { + designerTradingSystem.strategies[j].triggerStage.payload.uiObject.setErrorMessage(triggerStage.error) + + if (triggerStage.triggerOn !== undefined) { + designerTradingSystem.strategies[j].triggerStage.triggerOn.payload.uiObject.setErrorMessage(triggerStage.triggerOn.error) + + for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) { + + let situation = triggerStage.triggerOn.situations[k]; + designerTradingSystem.strategies[j].triggerStage.triggerOn.situations[k].payload.uiObject.setErrorMessage(triggerStage.triggerOn.situations[k].error) + processSituation(situation, designerTradingSystem.strategies[j].triggerStage.triggerOn.situations[k]); + } + + for (let k = 0; k < triggerStage.triggerOn.announcements.length; k++) { + + let announcement = triggerStage.triggerOn.announcements[k]; + designerTradingSystem.strategies[j].triggerStage.triggerOn.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].triggerStage.triggerOn.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + + if (triggerStage.triggerOff !== undefined) { + + for (let k = 0; k < triggerStage.triggerOff.situations.length; k++) { + + let situation = triggerStage.triggerOff.situations[k]; + designerTradingSystem.strategies[j].triggerStage.triggerOff.situations[k].payload.uiObject.setErrorMessage(triggerStage.triggerOff.situations[k].error) + processSituation(situation, designerTradingSystem.strategies[j].triggerStage.triggerOff.situations[k]); + } + + for (let k = 0; k < triggerStage.triggerOff.announcements.length; k++) { + + let announcement = triggerStage.triggerOff.announcements[k]; + designerTradingSystem.strategies[j].triggerStage.triggerOff.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].triggerStage.triggerOff.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + + if (triggerStage.takePosition !== undefined) { + + for (let k = 0; k < triggerStage.takePosition.situations.length; k++) { + + let situation = triggerStage.takePosition.situations[k]; + designerTradingSystem.strategies[j].triggerStage.takePosition.situations[k].payload.uiObject.setErrorMessage(triggerStage.takePosition.situations[k].error) + processSituation(situation, designerTradingSystem.strategies[j].triggerStage.takePosition.situations[k]); + } + + for (let k = 0; k < triggerStage.takePosition.announcements.length; k++) { + + let announcement = triggerStage.takePosition.announcements[k]; + designerTradingSystem.strategies[j].triggerStage.takePosition.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].triggerStage.takePosition.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + + let openStage = strategy.openStage + + if (openStage !== undefined) { + designerTradingSystem.strategies[j].openStage.payload.uiObject.setErrorMessage(openStage.error) + + let initialDefinition = openStage.initialDefinition + + if (initialDefinition !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.payload.uiObject.setErrorMessage(openStage.initialDefinition.error) + + if (initialDefinition.stopLoss !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.error) + + for (let p = 0; p < initialDefinition.stopLoss.phases.length; p++) { + + if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.isExecuting = false + } + + let phase = initialDefinition.stopLoss.phases[p]; + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].error) + + if (phase.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].formula.error) + + if (currentRecord.formulaErrors[formulaErrorsIndex] !== "") { + if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(currentRecord.formulaErrors[formulaErrorsIndex]) + } + } + formulaErrorsIndex++ + + if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setValue(currentRecord.formulaValues[formulaValuesIndex]) + } + formulaValuesIndex++ + } + + for (let k = 0; k < phase.announcements.length; k++) { + + let announcement = phase.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + + let nextPhaseEvent = phase.nextPhaseEvent; + if (nextPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.error) + + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + + let situation = nextPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.situations[k]); + } + + for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { + + let announcement = nextPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + } + + if (initialDefinition.takeProfit !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.error) + + for (let p = 0; p < initialDefinition.takeProfit.phases.length; p++) { + + if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.isExecuting = false + } + + let phase = initialDefinition.takeProfit.phases[p]; + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].error) + + if (phase.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].formula.error) + + if (currentRecord.formulaErrors[formulaErrorsIndex] !== "") { + if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(currentRecord.formulaErrors[formulaErrorsIndex]) + } + } + formulaErrorsIndex++ + + if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setValue(currentRecord.formulaValues[formulaValuesIndex]) + } + formulaValuesIndex++ + } + + for (let k = 0; k < phase.announcements.length; k++) { + + let announcement = phase.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + + let nextPhaseEvent = phase.nextPhaseEvent; + if (nextPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.error) + + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + + let situation = nextPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.situations[k]); + } + + for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { + + let announcement = nextPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + } + } + + let openExecution = openStage.openExecution + + if (openExecution !== undefined) { + designerTradingSystem.strategies[j].openStage.openExecution.payload.uiObject.setErrorMessage(openStage.openExecution.error) + } + } + + let manageStage = strategy.manageStage + + if (manageStage !== undefined) { + designerTradingSystem.strategies[j].manageStage.payload.uiObject.setErrorMessage(manageStage.error) + + if (manageStage.stopLoss !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.payload.uiObject.setErrorMessage(manageStage.stopLoss.error) + + for (let p = 0; p < manageStage.stopLoss.phases.length; p++) { + + if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.isExecuting = false + } + + let phase = manageStage.stopLoss.phases[p]; + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].error) + + if (phase.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].formula.error) + + if (currentRecord.formulaErrors[formulaErrorsIndex] !== "") { + if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(currentRecord.formulaErrors[formulaErrorsIndex]) + } + } + formulaErrorsIndex++ + if (currentRecord.strategyNumber === j && currentRecord.stopLossPhase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setValue(currentRecord.formulaValues[formulaValuesIndex]) + } + formulaValuesIndex++ + } + + for (let k = 0; k < phase.announcements.length; k++) { + + let announcement = phase.announcements[k]; + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + + let nextPhaseEvent = phase.nextPhaseEvent; + if (nextPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].nextPhaseEvent.error) + + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + + let situation = nextPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.situations[k]); + } + + for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { + + let announcement = nextPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + } + + if (manageStage.takeProfit !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.payload.uiObject.setErrorMessage(manageStage.takeProfit.error) + + for (let p = 0; p < manageStage.takeProfit.phases.length; p++) { + + if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.isExecuting = false + } + + let phase = manageStage.takeProfit.phases[p]; + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].error) + + if (phase.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].formula.error) + + if (currentRecord.formulaErrors[formulaErrorsIndex] !== "") { + if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(currentRecord.formulaErrors[formulaErrorsIndex]) + } + } + formulaErrorsIndex++ + + if (currentRecord.strategyNumber === j && currentRecord.takeProfitPhase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setValue(currentRecord.formulaValues[formulaValuesIndex]) + } + formulaValuesIndex++ + } + + for (let k = 0; k < phase.announcements.length; k++) { + + let announcement = phase.announcements[k]; + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + + let nextPhaseEvent = phase.nextPhaseEvent; + if (nextPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].nextPhaseEvent.error) + + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + + let situation = nextPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.situations[k]); + } + + for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { + + let announcement = nextPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + } + } + + + let closeStage = strategy.closeStage + + if (closeStage !== undefined) { + designerTradingSystem.strategies[j].closeStage.payload.uiObject.setErrorMessage(closeStage.error) + + let closeExecution = closeStage.closeExecution + + if (closeExecution !== undefined) { + designerTradingSystem.strategies[j].closeStage.closeExecution.payload.uiObject.setErrorMessage(closeStage.closeExecution.error) + } + } + } + + function processSituation(situation, node) { + + node.payload.uiObject.setErrorMessage(situation.error) + + let highlightSituation = true + + for (let m = 0; m < situation.conditions.length; m++) { + + let condition = node.conditions[m] + if (condition !== undefined) { + condition.payload.uiObject.setErrorMessage(situation.conditions[m].error) + + if (situation.conditions[m].code !== undefined) { + if (condition.code !== undefined) { + condition.code.payload.uiObject.setErrorMessage(situation.conditions[m].code.error) + } + } + + if (currentRecord.conditionsValues[conditionIndex] === 1) { + condition.payload.uiObject.highlight() + } else { + highlightSituation = false + } + conditionIndex++; + } + } + + if (highlightSituation === true) { + node.payload.uiObject.highlight() + } + } + + + browserCanvasContext.closePath(); + browserCanvasContext.fill(); + + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] sendRecordInfoToDesignerSpace -> err = " + err.stack); } + } + } + + + + function onViewportZoomChanged(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); } + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } + } + } + + function onViewportPositionChanged(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); } + + if (event !== undefined) { + if (event.recalculate === true) { + recalculate() + return + } + } + if (Math.random() * 100 > 95) { + recalculate() + }; + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } + } + } + + function onDragFinished() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); } + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } + } + } +} + + + + + + + + + + + + + + + + + + + + + + diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/FinalResults.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/FinalResults.js new file mode 100644 index 000000000..dcc9ce8d2 --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/FinalResults.js @@ -0,0 +1,348 @@ +function newAAMastersPlottersTradingSimulationFinalResults() { + + const MODULE_NAME = "Final Results Plotter"; + const ERROR_LOG = true; + const INTENSIVE_LOG = false; + const logger = newWebDebugLog(); + logger.fileName = MODULE_NAME; + + let thisObject = { + + // Main functions and properties. + + initialize: initialize, + finalize: finalize, + container: undefined, + getContainer: getContainer, + setTimePeriod: setTimePeriod, + setDatetime: setDatetime, + draw: draw, + recalculateScale: recalculateScale, + currentRecord: undefined + }; + + /* this is part of the module template */ + + let container = newContainer(); // Do not touch this 3 lines, they are just needed. + container.initialize(); + thisObject.container = container; + + let timeLineCoordinateSystem = newTimeLineCoordinateSystem(); // Needed to be able to plot on the timeline, otherwise not. + + let timePeriod; // This will hold the current Time Period the user is at. + let datetime; // This will hold the current Datetime the user is at. + + let dataFile; // This is the current Market File being plotted. + let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. + + let singleFile; // This object will provide the different Market Files at different Time Periods. + + /* these are module specific variables: */ + + let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform. + + let imageStopLossPhase; + let imageTakeProfitPhase; + let imageRecord; + + let zoomChangedEventSubscriptionId + let offsetChangedEventSubscriptionId + let filesUpdatedEventSubscriptionId + let dragFinishedEventSubscriptionId + let dimmensionsChangedEventSubscriptionId + + return thisObject; + + function finalize() { + try { + + /* Stop listening to the necesary events. */ + + viewPort.eventHandler.stopListening(zoomChangedEventSubscriptionId); + viewPort.eventHandler.stopListening(offsetChangedEventSubscriptionId); + singleFile.eventHandler.stopListening(filesUpdatedEventSubscriptionId); + canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); + thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) + + /* icons */ + + imageStopLossPhase = undefined; + imageTakeProfitPhase = undefined; + imageRecord = undefined; + + /* Destroy References */ + + singleFile = undefined; + + datetime = undefined; + timePeriod = undefined; + + dataFile = undefined; + fileCursor = undefined; + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } + } + } + + function initialize(pStorage, pExchange, pMarket, pDatetime, pTimePeriod, callBackFunction) { + + try { + + /* Store the information received. */ + + singleFile = pStorage.singleFile; + + datetime = pDatetime; + timePeriod = pTimePeriod; + + dataFile = singleFile.getFile(timePeriod); + + /* Listen to the necesary events. */ + + zoomChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged); + offsetChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged); + filesUpdatedEventSubscriptionId = singleFile.eventHandler.listenToEvent("Files Updated", onFilesUpdated); + dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); + + /* Get ready for plotting. */ + + recalculate(); + + /* Ready for when dimmension changes. */ + + dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { + recalculate(); + }) + + callBackFunction(); + + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } + } + } + + function getContainer(point) { + let container; + /* First we check if this point is inside this space. */ + if (this.container.frame.isThisPointHere(point) === true) { + return this.container; + } else { + /* This point does not belong to this space. */ + return undefined; + } + } + + function onFilesUpdated() { + try { + dataFile = singleFile.getFile(timePeriod); + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onFilesUpdated -> err = " + err.stack); } + } + } + + function setTimePeriod(pTimePeriod) { + try { + if (timePeriod !== pTimePeriod) { + timePeriod = pTimePeriod; + dataFile = singleFile.getFile(timePeriod); + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err = " + err.stack); } + } + } + + function setDatetime(pDatetime) { + datetime = pDatetime; + } + + function draw() { + try { + // Nothing to draw for now + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } + } + } + + function recalculate() { + + try { + + records = [] + + if (timePeriod >= _1_HOUR_IN_MILISECONDS) { + + recalculateUsingMarketFiles(); + + } else { + + recalculateUsingDailyFiles(); + + } + + thisObject.container.eventHandler.raiseEvent("Records Changed", records); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } + } + } + + function recalculate() { + + try { + + if (dataFile === undefined) { return; } // Initialization not complete yet. + + records = []; + + for (let i = 0; i < dataFile.length; i++) { + + let record = {}; + + record.begin = dataFile[i][0]; + record.end = dataFile[i][1]; + record.type = dataFile[i][2]; + record.rate = dataFile[i][3]; + record.amount = dataFile[i][4]; + record.balanceA = dataFile[i][5]; + record.balanceB = dataFile[i][6]; + record.profit = dataFile[i][7]; + record.lastTradeProfitLoss = dataFile[i][8]; + record.stopLoss = dataFile[i][9]; + record.roundtrips = dataFile[i][10]; + record.hits = dataFile[i][11]; + record.fails = dataFile[i][12]; + record.hitRatio = dataFile[i][13]; + record.ROI = dataFile[i][14]; + record.periods = dataFile[i][15]; + record.days = dataFile[i][16]; + record.anualizedRateOfReturn = dataFile[i][17]; + record.sellRate = dataFile[i][18]; + record.lastTradeROI = dataFile[i][19]; + record.strategy = dataFile[i][20]; + record.strategyPhase = dataFile[i][21]; + record.takeProfit = dataFile[i][22]; + record.stopLossPhase = dataFile[i][23]; + record.takeProfitPhase = dataFile[i][24]; + record.positionSize = dataFile[i][26]; // 25 is the message for the executor + record.initialBalanceA = dataFile[i][27]; + record.minimunBalanceA = dataFile[i][28]; + record.maximunBalanceA = dataFile[i][29]; + record.initialBalanceB = dataFile[i][30]; + record.minimunBalanceB = dataFile[i][31]; + record.maximunBalanceB = dataFile[i][32]; + record.baseAsset = dataFile[i][33]; + record.positionPeriods = dataFile[i][34]; + record.positionDays = dataFile[i][35]; + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord); + } + + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } + } + } + + function recalculateScale() { + try { + // No scale needed + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err = " + err.stack); } + } + } + + function plotChart() { + try { + let userPosition = getUserPosition() + let userPositionDate = userPosition.point.x + + let record; + + /* Now we calculate and plot the records */ + for (let i = 0; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1 + + record = records[i]; + + /* Send the current record to the panel */ + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + + let eventRecords = { + currentRecord: record, + lastRecord: records[records.length - 1] + }; + thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords); + } + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } + } + } + + function onZoomChanged(event) { + try { + recalculate(); + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onZoomChanged -> err = " + err.stack); } + } + } + + function onOffsetChanged() { + try { + if (Math.random() * 100 > 95) { + recalculate() + }; + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onOffsetChanged -> err = " + err.stack); } + } + } + + function onDragFinished() { + try { + recalculate(); + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } + } + } +} + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/FinalResultsPanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/FinalResultsPanel.js new file mode 100644 index 000000000..0907ae991 --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/FinalResultsPanel.js @@ -0,0 +1,360 @@ + +function newAAMastersPlottersTradingSimulationTradingSimulationFinalResultsPanel() { + + let thisObject = { + fitFunction: undefined, + onEventRaised: onEventRaised, + container: undefined, + draw: draw, + getContainer: getContainer, + initialize: initialize, + finalize: finalize + }; + + let container = newContainer(); + container.initialize(); + thisObject.container = container; + + container.displacement.containerName = "Final Results"; + container.frame.containerName = "Final Results"; + + let currentRecord; + let lastRecord; + let panelTabButton + + + return thisObject; + + function initialize() { + + thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 2; + thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * 2.5; + + thisObject.container.frame.position.x = viewPort.visibleArea.topLeft.x + thisObject.container.frame.width * 1; + thisObject.container.frame.position.y = viewPort.visibleArea.topRight.y; + + panelTabButton = newPanelTabButton() + panelTabButton.parentContainer = thisObject.container + panelTabButton.container.frame.parentFrame = thisObject.container.frame + panelTabButton.fitFunction = thisObject.fitFunction + panelTabButton.initialize() + + } + + function finalize() { + + } + + function getContainer(point) { + + let container; + + container = panelTabButton.getContainer(point) + if (container !== undefined) { return container } + + if (thisObject.container.frame.isThisPointHere(point, true) === true) { + + let checkPoint = { + x: point.x, + y: point.y + } + + checkPoint = thisObject.fitFunction(checkPoint) + + if (point.x === checkPoint.x && point.y === checkPoint.y) { + return thisObject.container; + } + } + } + + + function onEventRaised(records) { + + currentRecord = records.currentRecord; + lastRecord = records.lastRecord + + } + + + function draw() { + + thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); + + plotCurrentRecordInfo(); + + panelTabButton.draw() + } + + + function plotCurrentRecordInfo() { + + if (currentRecord === undefined) { return; } + if (lastRecord === undefined) { return; } + + const frameBodyHeight = thisObject.container.frame.getBodyHeight(); + const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; + + const X_AXIS = thisObject.container.frame.width / 2; + const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; + + + /* put the labels with the records values */ + + browserCanvasContext.beginPath(); + + let y = 0; + let increment = 0.024; + + y = y + increment; + y = y + increment; + printLabel('Current Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1', 14); + + y = y + increment; + printLabel('Size', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.positionSize, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Rate', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.sellRate, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Stop', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.stopLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Take Profit', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.takeProfit, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((currentRecord.positionPeriods), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((currentRecord.positionDays).toFixed(2), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + y = y + increment; + printLabel('Latest Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1', 14); + + y = y + increment; + printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((currentRecord.lastTradeProfitLoss), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((currentRecord.lastTradeROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + + + let bifurcationLevel = y + y = y + increment; + y = y + increment; + printLabel('Partial Results', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1', 14); + + y = y + increment; + printLabel('Profit / Loss', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.profit, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Trades', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.roundtrips, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Hits', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.hits, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Fails', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.fails, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Hit Ratio', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((currentRecord.hitRatio * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('ROI', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((currentRecord.ROI * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Periods', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.periods, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Days', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(currentRecord.days, X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Anualized Rate of Return', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((currentRecord.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS - thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + + y = bifurcationLevel + + y = y + increment; + y = y + increment; + printLabel('Final Results', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1', 14); + + y = y + increment; + printLabel('Profit / Loss', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(lastRecord.profit, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Trades', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(lastRecord.roundtrips, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Hits', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(lastRecord.hits, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Fails', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(lastRecord.fails, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Hit Ratio', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((lastRecord.hitRatio * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('ROI', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((lastRecord.ROI * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Periods', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(lastRecord.periods, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Days', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel(lastRecord.days, X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + y = y + increment; + printLabel('Anualized Rate of Return', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '0.60'); + y = y + increment; + printLabel((lastRecord.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS + thisObject.container.frame.width / 4, frameTitleHeight + frameBodyHeight * y, '1.00', 14); + + + + function printLabel(labelToPrint, x, y, opacity, fontSize) { + + let labelPoint; + if (fontSize === undefined) { fontSize = 10 }; + + browserCanvasContext.font = fontSize + 'px ' + UI_FONT.PRIMARY; + + let label = '' + labelToPrint; + if (isNaN(label) === false) { + label = Number(label).toLocaleString(); + if ((label === "-0" || label === "0") && (labelToPrint !== 0) && (labelToPrint !== "0.00")) { + label = Number(labelToPrint).toFixed(6); + } + } + let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO; + + labelPoint = { + x: x - xOffset, + y: y + }; + + labelPoint = thisObject.container.frame.frameThisPoint(labelPoint); + labelPoint = thisObject.fitFunction(labelPoint) + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')'; + browserCanvasContext.fillText(label, labelPoint.x, labelPoint.y); + + } + + browserCanvasContext.closePath(); + browserCanvasContext.fill(); + + /* Parameters */ + let params + let paramsArray = [] + let positionTaken = false + + if (currentRecord.positionSize > 0) { + positionTaken = true + } + + params = {} + params.VALUE = currentRecord.balanceA; + params.INIT_VALUE = currentRecord.initialBalanceA + params.MIN_VALUE = currentRecord.minimunBalanceA + params.MAX_VALUE = currentRecord.maximunBalanceA + params.ASSET_LABEL = 'Asset A' + params.ASSET_NAME = DEFAULT_MARKET.assetB + params.LEFT_OFFSET = 100 + params.POSITION_TAKEN = positionTaken + params.BASE_ASSET = currentRecord.baseAsset + params.DECIMALS = 4 + + paramsArray.push(params) + + params = {} + params.VALUE = currentRecord.balanceB; + params.MIN_VALUE = currentRecord.minimunBalanceB + params.INIT_VALUE = currentRecord.initialBalanceB + params.MAX_VALUE = currentRecord.maximunBalanceB + params.ASSET_LABEL = 'Asset B' + params.ASSET_NAME = DEFAULT_MARKET.assetA + params.LEFT_OFFSET = 220 + params.POSITION_TAKEN = positionTaken + params.BASE_ASSET = currentRecord.baseAsset + params.DECIMALS = 2 + + paramsArray.push(params) + + canvas.cockpitSpace.assetBalances.setParamsArray(paramsArray) + } +} + + + + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecution.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecution.js new file mode 100644 index 000000000..9db58a633 --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecution.js @@ -0,0 +1,799 @@ +function newTradingEnginesPlottersTradingSimulationSimulationExecution() { + + const MODULE_NAME = "Simulation Execution Plotter"; + const INTENSIVE_LOG = false; + const ERROR_LOG = true; + const logger = newWebDebugLog(); + logger.fileName = MODULE_NAME; + + let thisObject = { + + // Main functions and properties. + + initialize: initialize, + finalize: finalize, + container: undefined, + fitFunction: undefined, + getContainer: getContainer, + setTimeFrame: setTimeFrame, + setDatetime: setDatetime, + setCoordinateSystem: setCoordinateSystem, + draw: draw + }; + + /* this is part of the module template */ + + let container = newContainer(); // Do not touch this 3 lines, they are just needed. + container.initialize(); + thisObject.container = container; + + let coordinateSystem + + let timeFrame; // This will hold the current Time Frame the user is at. + let datetime; // This will hold the current Datetime the user is at. + + /* these are module specific variables: */ + + let fileSequence; + let plotElements = []; // This is where the elements to be plotted are stored before plotting. + let plotLines = []; // Here we store the lines of open positions. + + let previousNotesSetKey; + + let onMouseOverEventSuscriptionId + let offsetChangedEventSubscriptionId + let filesUpdatedEventSubscriptionId + let dimmensionsChangedEventSubscriptionId + let scaleChangedEventSubscriptionId + + let userPositionDate + return thisObject; + + function finalize() { + try { + + /* Stop listening to the necesary events. */ + thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) + canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); + fileSequence.eventHandler.stopListening(filesUpdatedEventSubscriptionId); + thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) + + /* Destroyd References */ + + datetime = undefined; + timeFrame = undefined; + + fileSequence = undefined; + plotElements = undefined; + plotLines = undefined; + + thisObject.fitFunction = undefined + + finalizeCoordinateSystem() + coordinateSystem = undefined + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> finalize -> err = " + err.stack.stack); } + } + } + + function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { + + try { + + datetime = pDatetime; + timeFrame = pTimeFrame; + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + + fileSequence = pStorage.fileSequences[0]; + + recalculate(); + + filesUpdatedEventSubscriptionId = fileSequence.eventHandler.listenToEvent("Files Updated", onFilesUpdated); // Only the first sequence is supported right now. + offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); + onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) + + /* Ready for when dimmension changes. */ + + dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { + recalculate(); + }) + callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE); + + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); } + callBackFunction(GLOBAL.CUSTOM_FAIL_RESPONSE); + } + } + + function initializeCoordinateSystem() { + scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) + } + + function finalizeCoordinateSystem() { + coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) + } + + function onScaleChanged() { + recalculate(); + } + + function onMouseOver(event) { + let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) + userPositionDate = userPosition.valueOf() + } + + function getContainer(point) { + try { + let container; + /* First we check if this point is inside this space. */ + if (this.container.frame.isThisPointHere(point) === true) { + return this.container; + } else { + /* This point does not belong to this space. */ + return undefined; + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); } + } + } + + function onFilesUpdated() { + recalculate(); + } + + function setTimeFrame(pTimeFrame) { + timeFrame = pTimeFrame; + recalculate(); + } + + function setDatetime(pDatetime) { + datetime = pDatetime; + } + + function setCoordinateSystem(pCoordinateSystem) { + finalizeCoordinateSystem() + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + } + + function onViewportPositionChanged() { + if (Math.random() * 100 > 95) { + recalculate() + } + } + + function recalculate() { + try { + if (fileSequence === undefined) { return; } + /* + + We are going to filter the records depending on the Time Frame. We want that for a 1 min time peroid all the records appears on screen, + but for higher periods, we will filter out some records, so that they do not overlap ever. + + */ + plotElements = []; + plotLines = []; + + let lastSellRate; + let lastSellDate; + let sellExecRate; + + let lastBuyRate; + let lastBuyDate; + let buyExecRate; + + let maxSequence = fileSequence.getFilesLoaded(); + + for (let j = 0; j < maxSequence; j++) { + + let file = fileSequence.getFile(j); + + let history = []; + let lines = []; + + /* First the small balls */ + + const ONE_MIN_IN_MILISECONDS = 60 * 1000; + let step = timeFrame / ONE_MIN_IN_MILISECONDS; + step = 1; // For now we dont discard records depending on the zoom level. + + let i = 0; + let lastRecordPushed = 0; + + for (i = 0; i < file.length; i = i + step) { + + let newHistoryRecord = { + + date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, + buyAvgRate: file[i][1], + sellAvgRate: file[i][2], + + lastSellRate: file[i][3], + sellExecRate: file[i][4], + lastBuyRate: file[i][5], + buyExecRate: file[i][6], + + marketRate: file[i][7], + newPositions: file[i][8], + newTrades: file[i][9], + movedPositions: file[i][10], + profitsAssetA: file[i][11], + profitsAssetB: file[i][12], + combinedProfitsA: file[i][13], + combinedProfitsB: file[i][14], + datetime: file[i][0] + }; + + /* Finally we add this History Record to the Array */ + + history.push(newHistoryRecord); + lastRecordPushed = i; + + /* Here we build the lines. */ + + //if (timeFrame <= 1 * 60 * 1000) { + + if (newHistoryRecord.lastSellRate > 0) { + lastSellRate = newHistoryRecord.lastSellRate; + lastSellDate = newHistoryRecord.date; + } + + if (newHistoryRecord.sellExecRate > 0) { + let newLine = { + type: "sell", + x1: lastSellDate, + y1: lastSellRate, + x2: newHistoryRecord.date, + y2: newHistoryRecord.sellExecRate + }; + lines.push(newLine); + } + + if (newHistoryRecord.lastBuyRate > 0) { + lastBuyRate = newHistoryRecord.lastBuyRate; + lastBuyDate = newHistoryRecord.date; + } + + if (newHistoryRecord.buyExecRate > 0) { + let newLine = { + type: "buy", + x1: lastBuyDate, + y1: lastBuyRate, + x2: newHistoryRecord.date, + y2: newHistoryRecord.buyExecRate + }; + lines.push(newLine); + } + //} + } + + /* We allways want to put the last record of the file on the filterd dataset, so as to allways show the latest advance of the bot. */ + + i = file.length - 1; + + if (lastRecordPushed !== i) { + + let newHistoryRecord = { + + date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, + buyAvgRate: file[i][1], + sellAvgRate: file[i][2], + + lastSellRate: file[i][3], + sellExecRate: file[i][4], + lastBuyRate: file[i][5], + buyExecRate: file[i][6], + + marketRate: file[i][7], + newPositions: file[i][8], + newTrades: file[i][9], + movedPositions: file[i][10], + profitsAssetA: file[i][11], + profitsAssetB: file[i][12], + combinedProfitsA: file[i][13], + combinedProfitsB: file[i][14] + }; + + history.push(newHistoryRecord); + + } + + + for (let i = 0; i < file.length; i++) { + + let newHistoryRecord = { + + date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, + buyAvgRate: file[i][1], + sellAvgRate: file[i][2], + + lastSellRate: file[i][3], + sellExecRate: file[i][4], + lastBuyRate: file[i][5], + buyExecRate: file[i][6], + + marketRate: file[i][7], + newPositions: file[i][8], + newTrades: file[i][9], + movedPositions: file[i][10], + profitsAssetA: file[i][11], + profitsAssetB: file[i][12], + combinedProfitsA: file[i][13], + combinedProfitsB: file[i][14] + }; + + } + plotElements.push(history); + plotLines.push(lines); + } + + thisObject.container.eventHandler.raiseEvent("History Changed", history); + + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> recalculate -> err = " + err.stack); } + } + } + + function draw() { + plotChart(); + } + + function plotChart() { + try { + + let currentRecord + + let point = { + x: 0, + y: 0 + }; + + let history; + + for (let j = 0; j < plotElements.length; j++) { + + let history = plotElements[j]; + + for (let i = 0; i < history.length; i++) { + + record = history[i]; + currentRecord = record + + let timestamp = record.date // Math.trunc(record.date / timeFrame) * timeFrame + timeFrame / 2; + + point = { + x: timestamp, + y: record.marketRate + }; + + point = coordinateSystem.transformThisPoint(point); + point = transformThisPoint(point, thisObject.container); + + if (point.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { continue; } + + point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point); + point = thisObject.fitFunction(point); + + let isCurrentRecord = false; + + if (userPositionDate >= record.date - 30000 && userPositionDate <= record.date + 30000 - 1) { + isCurrentRecord = true; + } + + let opacity = '1'; + let currentRadius = 10 + + /* Draw a red inverted triangle on exec sell */ + if (record.sellExecRate > 0) { + + opacity = '1'; + + let normalSize = 5 + let extraSize = 0 + if (isCurrentRecord) { extraSize = 5 } + + let point1 = { + x: record.date, + y: record.sellExecRate + }; + + let point2 = { + x: record.date + timeFrame / 7 * (normalSize + extraSize), + y: record.sellExecRate + }; + + let point3 = { + x: record.date - timeFrame / 7 * (normalSize + extraSize), + y: record.sellExecRate + }; + + point1 = coordinateSystem.transformThisPoint(point1); + point1 = transformThisPoint(point1, thisObject.container); + point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); + point1 = thisObject.fitFunction(point1); + + point2 = coordinateSystem.transformThisPoint(point2); + point2 = transformThisPoint(point2, thisObject.container); + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point2 = thisObject.fitFunction(point2); + + point3 = coordinateSystem.transformThisPoint(point3); + point3 = transformThisPoint(point3, thisObject.container); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + point3 = thisObject.fitFunction(point3); + + let diff = point2.x - point3.x; + point2.y = point2.y - diff; + point3.y = point3.y - diff; + + currentRecord.timeFrame = diff + + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + point2 = thisObject.fitFunction(point2); + point3 = thisObject.fitFunction(point3); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + browserCanvasContext.lineTo(point3.x, point3.y); + browserCanvasContext.lineTo(point1.x, point1.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; + + if (isCurrentRecord === false) { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; + } else { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + } + + browserCanvasContext.fill(); + + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.lineWidth = 0.25; + browserCanvasContext.stroke(); + + } + + /* Draw a green triangle on exec buy */ + if (record.buyExecRate > 0) { + + opacity = '1'; + + let normalSize = 5 + let extraSize = 0 + if (isCurrentRecord) { extraSize = 5 } + + let point1 = { + x: record.date, + y: record.buyExecRate + }; + + let point2 = { + x: record.date + timeFrame / 7 * (normalSize + extraSize), + y: record.buyExecRate + }; + + let point3 = { + x: record.date - timeFrame / 7 * (normalSize + extraSize), + y: record.buyExecRate + }; + + point1 = coordinateSystem.transformThisPoint(point1); + point1 = transformThisPoint(point1, thisObject.container); + point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); + point1 = thisObject.fitFunction(point1); + + point2 = coordinateSystem.transformThisPoint(point2); + point2 = transformThisPoint(point2, thisObject.container); + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point2 = thisObject.fitFunction(point2); + + point3 = coordinateSystem.transformThisPoint(point3); + point3 = transformThisPoint(point3, thisObject.container); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + point3 = thisObject.fitFunction(point3); + + let diff = point2.x - point3.x; + point2.y = point2.y + diff; + point3.y = point3.y + diff; + + currentRecord.timeFrame = diff + + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + point2 = thisObject.fitFunction(point2); + point3 = thisObject.fitFunction(point3); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + browserCanvasContext.lineTo(point3.x, point3.y); + browserCanvasContext.lineTo(point1.x, point1.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')'; + + if (isCurrentRecord === false) { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; + } else { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + } + + browserCanvasContext.fill(); + + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.lineWidth = 0.25; + browserCanvasContext.stroke(); + } + + /* Draw a red inverted triangle on sell */ + if (record.lastSellRate > 0) { + opacity = '1'; + + let normalSize = 5 + let extraSize = 0 + if (isCurrentRecord) { extraSize = 5 } + + let point1 = { + x: record.date, + y: record.lastSellRate + }; + + let point2 = { + x: record.date + timeFrame / 7 * (normalSize + extraSize), + y: record.lastSellRate + }; + + let point3 = { + x: record.date - timeFrame / 7 * (normalSize + extraSize), + y: record.lastSellRate + }; + + point1 = coordinateSystem.transformThisPoint(point1); + point1 = transformThisPoint(point1, thisObject.container); + point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); + point1 = thisObject.fitFunction(point1); + + point2 = coordinateSystem.transformThisPoint(point2); + point2 = transformThisPoint(point2, thisObject.container); + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point2 = thisObject.fitFunction(point2); + + point3 = coordinateSystem.transformThisPoint(point3); + point3 = transformThisPoint(point3, thisObject.container); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + point3 = thisObject.fitFunction(point3); + + let diff = point2.x - point3.x; + point2.y = point2.y - diff; + point3.y = point3.y - diff; + + currentRecord.timeFrame = diff + + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + point2 = thisObject.fitFunction(point2); + point3 = thisObject.fitFunction(point3); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + browserCanvasContext.lineTo(point3.x, point3.y); + browserCanvasContext.lineTo(point1.x, point1.y); + + browserCanvasContext.closePath(); + + if (isCurrentRecord === false) { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; + } else { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + } + + browserCanvasContext.fill(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; + + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.lineWidth = 0.25; + browserCanvasContext.stroke(); + } + + /* Draw a green triangle on buy */ + if (record.lastBuyRate > 0) { + + opacity = '1'; + + let normalSize = 5 + let extraSize = 0 + if (isCurrentRecord) { extraSize = 5 } + + let point1 = { + x: record.date, + y: record.lastBuyRate + }; + + let point2 = { + x: record.date + timeFrame / 7 * (normalSize + extraSize), + y: record.lastBuyRate + }; + + let point3 = { + x: record.date - timeFrame / 7 * (normalSize + extraSize), + y: record.lastBuyRate + }; + + point1 = coordinateSystem.transformThisPoint(point1); + point1 = transformThisPoint(point1, thisObject.container); + point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); + point1 = thisObject.fitFunction(point1); + + point2 = coordinateSystem.transformThisPoint(point2); + point2 = transformThisPoint(point2, thisObject.container); + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point2 = thisObject.fitFunction(point2); + + point3 = coordinateSystem.transformThisPoint(point3); + point3 = transformThisPoint(point3, thisObject.container); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + point3 = thisObject.fitFunction(point3); + + let diff = point2.x - point3.x; + point2.y = point2.y + diff; + point3.y = point3.y + diff; + + currentRecord.timeFrame = diff + + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + point2 = thisObject.fitFunction(point2); + point3 = thisObject.fitFunction(point3); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + browserCanvasContext.lineTo(point3.x, point3.y); + browserCanvasContext.lineTo(point1.x, point1.y); + + browserCanvasContext.closePath(); + + if (isCurrentRecord === false) { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; + } else { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + } + + browserCanvasContext.fill(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; + + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.lineWidth = 0.25; + browserCanvasContext.stroke(); + } + + /* Send the current record to the panel */ + + if (userPositionDate >= record.date - 30000 && userPositionDate < record.date + 30000) { + thisObject.container.eventHandler.raiseEvent("Current Record Changed", currentRecord); + } + + /* Circles */ + + let radius = 2; + currentRadius = 10 + + /* Outer Circle */ + + if (isCurrentRecord === true) { + + browserCanvasContext.beginPath(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + + browserCanvasContext.arc(point.x, point.y, currentRadius, 0, Math.PI * 2, true); + browserCanvasContext.closePath(); + + if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { + browserCanvasContext.fill(); + } + + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.lineWidth = 0.25; + browserCanvasContext.stroke(); + } + + /* Inner Circle */ + + browserCanvasContext.beginPath(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GOLDEN_ORANGE + ', ' + opacity + ')'; + + browserCanvasContext.arc(point.x, point.y, radius, 0, Math.PI * 2, true); + browserCanvasContext.closePath(); + + if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { + browserCanvasContext.fill(); + } + + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.lineWidth = 0.25; + browserCanvasContext.stroke(); + + } + + /* Draw the lines connecting plot elements. */ + let lines = plotLines[j]; + + for (let i = 0; i < lines.length; i++) { + + let line = lines[i]; + + opacity = '1'; + + let point1 = { + x: line.x1, + y: line.y1 + }; + + let point2 = { + x: line.x2, + y: line.y2 + }; + + point1 = coordinateSystem.transformThisPoint(point1); + point1 = transformThisPoint(point1, thisObject.container); + point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); + point1 = thisObject.fitFunction(point1); + + point2 = coordinateSystem.transformThisPoint(point2); + point2 = transformThisPoint(point2, thisObject.container); + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point2 = thisObject.fitFunction(point2); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + + browserCanvasContext.closePath(); + + if (line.type === "sell") { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; + } else { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; + } + + browserCanvasContext.setLineDash([4, 1]) + browserCanvasContext.lineWidth = 0.25; + browserCanvasContext.stroke(); + } + + + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> plotChart -> err = " + err.stack); } + } + } +} + + + + + + + + + diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecutionPanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecutionPanel.js new file mode 100644 index 000000000..48410e698 --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/SimulationExecutionPanel.js @@ -0,0 +1,465 @@ + +function newTradingEnginesPlottersTradingSimulationSimulationExecutionSimulationExecutionPanel() { + + + let thisObject = { + fitFunction: undefined, + container: undefined, + isVisible: true, + onRecordChange: onRecordChange, + draw: draw, + getContainer: getContainer, + initialize: initialize, + finalize: finalize + }; + + let container = newContainer(); + container.initialize(); + thisObject.container = container; + + container.frame.containerName = "Trading Execution"; + + let currentRecord; + let upDownButton + + return thisObject; + + function finalize() { + thisObject.container.finalize() + thisObject.container = undefined + thisObject.fitFunction = undefined + thisObject.isVisible = undefined + + currentRecord = undefined + upDownButton.finalize() + upDownButton = undefined + } + + function initialize() { + + thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL; + thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * 2.5; + + thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topLeft.x + thisObject.container.frame.width * 4; + thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y; + + upDownButton = newUpDownButton() + upDownButton.parentContainer = thisObject.container + upDownButton.container.frame.parentFrame = thisObject.container.frame + upDownButton.fitFunction = thisObject.fitFunction + upDownButton.initialize() + } + + function getContainer(point) { + if (thisObject.isVisible !== true) { return } + let container; + + container = upDownButton.getContainer(point) + if (container !== undefined) { return container } + + if (thisObject.container.frame.isThisPointHere(point, true) === true) { + + let checkPoint = { + x: point.x, + y: point.y + } + + checkPoint = thisObject.fitFunction(checkPoint) + + if (point.x === checkPoint.x && point.y === checkPoint.y) { + return thisObject.container; + } + } + } + + + function onRecordChange(lastCurrentCandle) { + + currentRecord = lastCurrentCandle; + + } + + + function draw() { + if (thisObject.isVisible !== true) { return } + thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); + + plot(); + + upDownButton.draw() + + } + + + function plot() { + + if (currentRecord === undefined) { return; } + + const frameBodyHeight = thisObject.container.frame.getBodyHeight(); + const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; + + const X_AXIS = thisObject.container.frame.width / 2; + const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; + + record = currentRecord + + point = { + x: X_AXIS, + y: Y_AXIS + }; + + point = thisObject.container.frame.frameThisPoint(point); + point = thisObject.fitFunction(point); + + let isCurrentRecord = true; + + let radius = 2; + let currentRadius = 10 + let opacity = '1'; + + /* Draw a red inverted triangle on exec sell */ + if (record.sellExecRate > 0) { + + opacity = '1'; + + let point1 = { + x: X_AXIS, + y: Y_AXIS + }; + + let point2 = { + x: X_AXIS + record.timeFrame / 4, + y: Y_AXIS + }; + + let point3 = { + x: X_AXIS - record.timeFrame / 4, + y: Y_AXIS + }; + + point1 = thisObject.container.frame.frameThisPoint(point1); + point1 = thisObject.fitFunction(point1); + + point2 = thisObject.container.frame.frameThisPoint(point2); + point2 = thisObject.fitFunction(point2); + + point3 = thisObject.container.frame.frameThisPoint(point3); + point3 = thisObject.fitFunction(point3); + + let diff = point2.x - point3.x; + point2.y = point2.y - diff; + point3.y = point3.y - diff; + + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + browserCanvasContext.lineTo(point3.x, point3.y); + browserCanvasContext.lineTo(point1.x, point1.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; + + if (isCurrentRecord === false) { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; + } else { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + } + + browserCanvasContext.fill(); + + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.stroke(); + + } + + /* Draw a green triangle on exec buy */ + if (record.buyExecRate > 0) { + + opacity = '1'; + + let point1 = { + x: X_AXIS, + y: Y_AXIS + }; + + let point2 = { + x: X_AXIS + record.timeFrame / 4, + y: Y_AXIS + }; + + let point3 = { + x: X_AXIS - record.timeFrame / 4, + y: Y_AXIS + }; + + point1 = thisObject.container.frame.frameThisPoint(point1); + point1 = thisObject.fitFunction(point1); + + point2 = thisObject.container.frame.frameThisPoint(point2); + point2 = thisObject.fitFunction(point2); + + point3 = thisObject.container.frame.frameThisPoint(point3); + point3 = thisObject.fitFunction(point3); + + let diff = point2.x - point3.x; + point2.y = point2.y + diff; + point3.y = point3.y + diff; + + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + browserCanvasContext.lineTo(point3.x, point3.y); + browserCanvasContext.lineTo(point1.x, point1.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')'; + + if (isCurrentRecord === false) { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; + } else { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + } + + browserCanvasContext.fill(); + + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.stroke(); + } + + /* Draw a red inverted triangle on sell */ + if (record.lastSellRate > 0) { + opacity = '1'; + + let point1 = { + x: X_AXIS, + y: Y_AXIS + }; + + let point2 = { + x: X_AXIS + record.timeFrame / 4, + y: Y_AXIS + }; + + let point3 = { + x: X_AXIS - record.timeFrame / 4, + y: Y_AXIS + }; + + point1 = thisObject.container.frame.frameThisPoint(point1); + point1 = thisObject.fitFunction(point1); + + point2 = thisObject.container.frame.frameThisPoint(point2); + point2 = thisObject.fitFunction(point2); + + point3 = thisObject.container.frame.frameThisPoint(point3); + point3 = thisObject.fitFunction(point3); + + let diff = point2.x - point3.x; + point2.y = point2.y - diff; + point3.y = point3.y - diff; + + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + browserCanvasContext.lineTo(point3.x, point3.y); + browserCanvasContext.lineTo(point1.x, point1.y); + + browserCanvasContext.closePath(); + + if (isCurrentRecord === false) { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; + } else { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + } + + browserCanvasContext.fill(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.stroke(); + } + + /* Draw a green triangle on buy */ + if (record.lastBuyRate > 0) { + + opacity = '1'; + + let point1 = { + x: X_AXIS, + y: Y_AXIS + }; + + let point2 = { + x: X_AXIS + record.timeFrame / 4, + y: Y_AXIS + }; + + let point3 = { + x: X_AXIS - record.timeFrame / 4, + y: Y_AXIS + }; + + point1 = thisObject.container.frame.frameThisPoint(point1); + point1 = thisObject.fitFunction(point1); + + point2 = thisObject.container.frame.frameThisPoint(point2); + point2 = thisObject.fitFunction(point2); + + point3 = thisObject.container.frame.frameThisPoint(point3); + point3 = thisObject.fitFunction(point3); + + let diff = point2.x - point3.x; + point2.y = point2.y + diff; + point3.y = point3.y + diff; + + point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); + point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + browserCanvasContext.lineTo(point3.x, point3.y); + browserCanvasContext.lineTo(point1.x, point1.y); + + browserCanvasContext.closePath(); + + if (isCurrentRecord === false) { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; + } else { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + } + + browserCanvasContext.fill(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.stroke(); + } + + browserCanvasContext.lineWidth = 0.25; + + /* Outer Circle */ + + if (isCurrentRecord === true) { + + browserCanvasContext.beginPath(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ + + browserCanvasContext.arc(point.x, point.y, currentRadius, 0, Math.PI * 2, true); + browserCanvasContext.closePath(); + + if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { + browserCanvasContext.fill(); + } + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.stroke(); + } + + /* Inner Circle */ + + browserCanvasContext.beginPath(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GOLDEN_ORANGE + ', ' + opacity + ')'; + + browserCanvasContext.arc(point.x, point.y, radius, 0, Math.PI * 2, true); + browserCanvasContext.closePath(); + + if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { + browserCanvasContext.fill(); + } + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.stroke(); + + /* put the labels */ + + browserCanvasContext.beginPath(); + + let y; + let recordDate = new Date(currentRecord.datetime) + + printLabel('Market Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.05 / 2, '1'); + printLabel(currentRecord.marketRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.10 / 2, '0.50'); + + printLabel('Sell Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.15 / 2, '1'); + printLabel(currentRecord.lastSellRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.20 / 2, '0.50'); + + printLabel('Sell Executed Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.25 / 2, '1'); + printLabel(currentRecord.sellExecRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.30 / 2, '0.50'); + + printLabel('Buy Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.35 / 2, '1'); + printLabel(currentRecord.lastBuyRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.40 / 2, '0.40'); + + printLabel('Buy Executed Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.45 / 2, '1'); + printLabel(currentRecord.buyExecRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.50 / 2, '0.50'); + + printLabel('ROI Asset A', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.25 / 2), '1'); + printLabel((currentRecord.combinedProfitsB).toFixed(2) + '%', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.30 / 2), '0.50'); + + printLabel('ROI Asset B', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.15 / 2), '1'); + printLabel((currentRecord.combinedProfitsA).toFixed(2) + '%', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.20 / 2), '0.50'); + + printLabel('Datetime', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.05 / 2), '1'); + printLabel(recordDate.toUTCString(), X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.1 / 2), '0.50'); + + + function printLabel(labelToPrint, x, y, opacity) { + + let labelPoint; + let fontSize = 10; + + browserCanvasContext.font = fontSize + 'px ' + UI_FONT.SECONDARY + ' Saira'; + + let label = '' + labelToPrint; + if (isNaN(label) === false) { + label = Number(label).toLocaleString(); + } + let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO; + + labelPoint = { + x: x - xOffset, + y: y + }; + + labelPoint = thisObject.container.frame.frameThisPoint(labelPoint); + labelPoint = thisObject.fitFunction(labelPoint) + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')'; + browserCanvasContext.fillText(label, labelPoint.x, labelPoint.y); + + } + + browserCanvasContext.closePath(); + browserCanvasContext.fill(); + + } + + +} + + + + + + + + diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js new file mode 100644 index 000000000..3ca511d39 --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Strategies.js @@ -0,0 +1,700 @@ +function newTradingEnginesPlottersTradingSimulationStrategies() { + + const MODULE_NAME = "Strategies Plotter"; + const INFO_LOG = false; + const ERROR_LOG = true; + const INTENSIVE_LOG = false; + const logger = newWebDebugLog(); + logger.fileName = MODULE_NAME; + + let thisObject = { + + // Main functions and properties. + + initialize: initialize, + finalize: finalize, + container: undefined, + fitFunction: undefined, + getContainer: getContainer, + setTimeFrame: setTimeFrame, + setDatetime: setDatetime, + setCoordinateSystem: setCoordinateSystem, + draw: draw, + + /* Events declared outside the plotter. */ + + onDailyFileLoaded: onDailyFileLoaded, + + // Secondary functions and properties. + + currentRecord: undefined + }; + + /* this is part of the module template */ + + let container = newContainer(); // Do not touch this 3 lines, they are just needed. + container.initialize(); + thisObject.container = container; + + let coordinateSystem + + let timeFrame; // This will hold the current Time Frame the user is at. + let datetime; // This will hold the current Datetime the user is at. + + let marketFile; // This is the current Market File being plotted. + let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. + + let marketFiles; // This object will provide the different Market Files at different Time Frames. + let dailyFiles; // This object will provide the different File Cursors at different Time Frames. + + /* these are module specific variables: */ + + let strategies = []; + let strategyImages = []; + + let onMouseOverEventSuscriptionId + let zoomChangedEventSubscriptionId + let offsetChangedEventSubscriptionId + let dragFinishedEventSubscriptionId + let dimmensionsChangedEventSubscriptionId + let marketFilesUpdatedEventSubscriptionId + let dailyFilesUpdatedEventSubscriptionId + let scaleChangedEventSubscriptionId + + let userPositionDate + return thisObject; + + function finalize() { + try { + + if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); } + + /* Stop listening to the necesary events. */ + thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) + canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); + canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); + canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); + thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) + marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); + dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); + + /* Destroyd References */ + + marketFiles = undefined; + dailyFiles = undefined; + + datetime = undefined; + timeFrame = undefined; + + marketFile = undefined; + fileCursor = undefined; + + strategyImages = undefined; + + thisObject.fitFunction = undefined + + finalizeCoordinateSystem() + coordinateSystem = undefined + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } + } + } + + function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); } + + /* Store the information received. */ + + marketFiles = pStorage.marketFiles[0]; + dailyFiles = pStorage.dailyFiles[0]; + + datetime = pDatetime; + timeFrame = pTimeFrame; + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + + /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ + + marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. + + /* Now we set the right files according to current Period. */ + + marketFile = marketFiles.getFile(pTimeFrame); + fileCursor = dailyFiles.getFileCursor(pTimeFrame); + + /* Listen to the necesary events. */ + + zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); + offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); + dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); + marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); + dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); + onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) + + /* Get ready for plotting. */ + + recalculate(); + + /* Ready for when dimmension changes. */ + + dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { + recalculate(); + }) + + for (let i = 1; i < 15; i++) { + let strategyImage = canvas.designSpace.iconByUiObjectType.get('Strategy'); + strategyImages.push(strategyImage); + } + + callBackFunction(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } + } + } + + function initializeCoordinateSystem() { + scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) + } + + function finalizeCoordinateSystem() { + coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) + } + + function onScaleChanged() { + recalculate(); + } + + function onMouseOver(event) { + let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) + userPositionDate = userPosition.valueOf() + } + + function getContainer(point) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); } + + let container; + + /* First we check if this point is inside this space. */ + + if (this.container.frame.isThisPointHere(point) === true) { + + return this.container; + + } else { + + /* This point does not belong to this space. */ + + return undefined; + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); } + } + } + + function onMarketFilesUpdated() { + try { + let newMarketFile = marketFiles.getFile(timeFrame); + if (newMarketFile !== undefined) { + marketFile = newMarketFile; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } + } + } + + function onDailyFilesUpdated() { + try { + let newFileCursor = dailyFiles.getFileCursor(timeFrame); + if (newFileCursor !== undefined) { + fileCursor = newFileCursor; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } + } + } + + function setTimeFrame(pTimeFrame) { + + try { + + if (timeFrame !== pTimeFrame) { + + timeFrame = pTimeFrame; + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + marketFile = marketFiles.getFile(pTimeFrame); + + recalculate(); + + } else { + + let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); + + fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. + recalculate(); + + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } + } + } + + function setDatetime(pDatetime) { + datetime = pDatetime; + } + + function setCoordinateSystem(pCoordinateSystem) { + finalizeCoordinateSystem() + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + } + + function onDailyFileLoaded(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); } + + if (event.currentValue === event.totalValue) { + + /* This happens only when all of the files in the cursor have been loaded. */ + + recalculate(); + + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } + } + } + + function draw() { + + try { + + if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } + + this.container.frame.draw(); + + plotChart(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } + } + } + + function recalculate() { + + try { + + strategies = [] + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + recalculateUsingMarketFiles(); + + } else { + + recalculateUsingDailyFiles(); + + } + + thisObject.container.eventHandler.raiseEvent("Strategies Changed", strategies); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } + } + } + + function recalculateUsingDailyFiles() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } + + if (fileCursor === undefined) { + strategies = []; + return; + } // We need to wait + + if (fileCursor.files.size === 0) { + strategies = []; + return; + } // We need to wait until there are files in the cursor + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + let currentDate = new Date(farLeftDate.valueOf()); + + strategies = []; + + + + while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { + + let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); + + let dailyFile = fileCursor.files.get(stringDate); + + if (dailyFile !== undefined) { + + for (let i = 0; i < dailyFile.length; i++) { + + let record = { + begin: undefined, + end: undefined, + status: undefined, + number: undefined, + beginRate: undefined, + endRate: undefined + }; + + record.begin = dailyFile[i][0]; + record.end = dailyFile[i][1]; + record.status = dailyFile[i][2]; + record.number = dailyFile[i][3]; + record.beginRate = dailyFile[i][4]; + record.endRate = dailyFile[i][5]; + + if ( + (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + strategies.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.currentRecord); + + } + } + } + } + + currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); + } + + /* Lests check if all the visible screen is going to be covered by strategies. */ + + let lowerEnd = leftDate.valueOf(); + let upperEnd = rightDate.valueOf(); + + setTimeout(recalculate, 2000); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } + } + } + + function recalculateUsingMarketFiles() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } + + if (marketFile === undefined) { return; } // Initialization not complete yet. + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + strategies = []; + + for (let i = 0; i < marketFile.length; i++) { + + let record = { + begin: undefined, + end: undefined, + status: undefined, + number: undefined, + beginRate: undefined, + endRate: undefined + }; + + record.begin = marketFile[i][0]; + record.end = marketFile[i][1]; + record.status = marketFile[i][2]; + record.number = marketFile[i][3]; + record.beginRate = marketFile[i][4]; + record.endRate = marketFile[i][5]; + + if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) { + + strategies.push(record); + + if ( + (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.currentRecord); + + } + } + } + + //console.log("Olivia > recalculateUsingMarketFiles > total strategies generated : " + strategies.length); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } + } + } + + function plotChart() { + + try { + + thisObject.container.eventHandler.raiseEvent("Current Strategy Record Changed", undefined); + + let record; + + for (let i = 0; i < strategies.length; i++) { + + record = strategies[i]; + + let recordPoint1 = { + x: record.begin, + y: record.beginRate + }; + + let recordPoint2 = { + x: record.end, + y: record.endRate + }; + + let recordPoint3 = { + x: record.begin, + y: record.beginRate + }; + + let recordPoint4 = { + x: record.end, + y: record.endRate + }; + + recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1); + recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2); + recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3); + recordPoint4 = coordinateSystem.transformThisPoint(recordPoint4); + + recordPoint1 = transformThisPoint(recordPoint1, thisObject.container); + recordPoint2 = transformThisPoint(recordPoint2, thisObject.container); + recordPoint3 = transformThisPoint(recordPoint3, thisObject.container); + recordPoint4 = transformThisPoint(recordPoint4, thisObject.container); + + if (recordPoint2.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint1.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { + continue; + } + + recordPoint3.y = recordPoint1.y + 2000; + recordPoint4.y = recordPoint1.y + 2000; + + recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1); + recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2); + recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3); + recordPoint4 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint4); + + recordPoint1 = thisObject.fitFunction(recordPoint1, undefined, 30); + recordPoint2 = thisObject.fitFunction(recordPoint2, undefined, 30); + recordPoint3 = thisObject.fitFunction(recordPoint3, undefined, 30); + recordPoint4 = thisObject.fitFunction(recordPoint4, undefined, 30); + + let imageSize = 20; + let imageToDraw = strategyImages[record.number]; + + + /* Draw the line that represents the duration of closed strategy */ + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(recordPoint3.x + imageSize / 2, recordPoint3.y); + browserCanvasContext.lineTo(recordPoint4.x - imageSize / 2, recordPoint4.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)'; + browserCanvasContext.lineWidth = 1 + + if (record.status === 1) { + browserCanvasContext.setLineDash([0, 0]) + } else { + browserCanvasContext.setLineDash([2, 4]) + } + browserCanvasContext.stroke() + + /* Draw the Area */ + /* + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(recordPoint1.x, recordPoint2.y); + browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y); + browserCanvasContext.lineTo(recordPoint4.x, recordPoint4.y); + browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.LIGHT_GREY + ', ' + 0.5 + ')'; + browserCanvasContext.fill(); + */ + /* Draw the Sticks */ + + drawStick(recordPoint1, recordPoint3); + drawStick(recordPoint2, recordPoint4); + + if (imageToDraw.canDrawIcon === true) { + browserCanvasContext.drawImage(imageToDraw, recordPoint3.x - imageSize / 2, recordPoint3.y - imageSize / 2, imageSize, imageSize); + if (record.status === 1) { + browserCanvasContext.drawImage(imageToDraw, recordPoint4.x - imageSize / 2, recordPoint4.y - imageSize / 2, imageSize, imageSize); + } + } + + /* Send the current record to the panel */ + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + + let currentRecord = { + }; + thisObject.container.eventHandler.raiseEvent("Current Strategy Record Changed", currentRecord); + } + + function drawStick(point1, point2) { + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(point1.x, point1.y); + browserCanvasContext.lineTo(point2.x, point2.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 0.25)'; + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + + /* highlight the current record */ + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time + } + + browserCanvasContext.setLineDash([4, 3]) + browserCanvasContext.lineWidth = 0.5 + browserCanvasContext.stroke() + browserCanvasContext.setLineDash([0, 0]) + + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } + } + } + + + function onViewportZoomChanged(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); } + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } + } + } + + function onViewportPositionChanged(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); } + + if (event !== undefined) { + if (event.recalculate === true) { + recalculate() + return + } + } + if (Math.random() * 100 > 95) { + recalculate() + }; + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } + } + } + + function onDragFinished() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); } + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } + } + } +} + + + + + + + + + + + + + + + + + + + + diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js new file mode 100644 index 000000000..24e64c7cd --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/Trades.js @@ -0,0 +1,683 @@ +function newTradingEnginesPlottersTradingSimulationTrades() { + + const MODULE_NAME = "Trades Plotter"; + const INFO_LOG = false; + const ERROR_LOG = true; + const INTENSIVE_LOG = false; + const logger = newWebDebugLog(); + logger.fileName = MODULE_NAME; + + let thisObject = { + + // Main functions and properties. + + initialize: initialize, + finalize: finalize, + container: undefined, + fitFunction: undefined, + getContainer: getContainer, + setTimeFrame: setTimeFrame, + setDatetime: setDatetime, + setCoordinateSystem: setCoordinateSystem, + draw: draw, + + /* Events declared outside the plotter. */ + + onDailyFileLoaded: onDailyFileLoaded, + + // Secondary functions and properties. + + currentRecord: undefined + }; + + /* this is part of the module template */ + + let container = newContainer(); // Do not touch this 3 lines, they are just needed. + container.initialize(); + thisObject.container = container; + + let coordinateSystem + + let timeFrame; // This will hold the current Time Frame the user is at. + let datetime; // This will hold the current Datetime the user is at. + + let marketFile; // This is the current Market File being plotted. + let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. + + let marketFiles; // This object will provide the different Market Files at different Time Frames. + let dailyFiles; // This object will provide the different File Cursors at different Time Frames. + + /* these are module specific variables: */ + + let trades = []; + let headers; + + let onMouseOverEventSuscriptionId + let zoomChangedEventSubscriptionId + let offsetChangedEventSubscriptionId + let dragFinishedEventSubscriptionId + let dimmensionsChangedEventSubscriptionId + let marketFilesUpdatedEventSubscriptionId + let dailyFilesUpdatedEventSubscriptionId + let scaleChangedEventSubscriptionId + + let userPositionDate + return thisObject; + + function finalize() { + try { + + if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); } + + /* Stop listening to the necesary events. */ + thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) + canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); + canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); + canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); + thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) + marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); + dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); + + /* Destroyd References */ + + marketFiles = undefined; + dailyFiles = undefined; + + datetime = undefined; + timeFrame = undefined; + + marketFile = undefined; + fileCursor = undefined; + + thisObject.fitFunction = undefined + + finalizeCoordinateSystem() + coordinateSystem = undefined + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } + } + } + + function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); } + + /* Store the information received. */ + + marketFiles = pStorage.marketFiles[0]; + dailyFiles = pStorage.dailyFiles[0]; + + datetime = pDatetime; + timeFrame = pTimeFrame; + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + + /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ + + marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. + + /* Now we set the right files according to current Period. */ + + marketFile = marketFiles.getFile(pTimeFrame); + fileCursor = dailyFiles.getFileCursor(pTimeFrame); + + /* Listen to the necesary events. */ + + zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); + offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); + dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); + marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); + dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); + onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) + + /* Get ready for plotting. */ + + recalculate(); + + /* Ready for when dimmension changes. */ + + dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { + recalculate(); + }) + + callBackFunction(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } + } + } + + function initializeCoordinateSystem() { + scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) + } + + function finalizeCoordinateSystem() { + coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) + } + + function onScaleChanged() { + recalculate(); + } + + function onMouseOver(event) { + let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) + userPositionDate = userPosition.valueOf() + } + + function getContainer(point) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); } + + let container; + + /* First we check if this point is inside this space. */ + + if (this.container.frame.isThisPointHere(point) === true) { + + return this.container; + + } else { + + /* This point does not belong to this space. */ + + return undefined; + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); } + } + } + + function onMarketFilesUpdated() { + try { + let newMarketFile = marketFiles.getFile(timeFrame); + if (newMarketFile !== undefined) { + marketFile = newMarketFile; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } + } + } + + function onDailyFilesUpdated() { + try { + let newFileCursor = dailyFiles.getFileCursor(timeFrame); + if (newFileCursor !== undefined) { + fileCursor = newFileCursor; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } + } + } + + function setTimeFrame(pTimeFrame) { + + try { + + if (timeFrame !== pTimeFrame) { + + timeFrame = pTimeFrame; + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + marketFile = marketFiles.getFile(pTimeFrame); + + recalculate(); + + } else { + + let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); + + fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. + recalculate(); + + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } + } + } + + function setDatetime(pDatetime) { + datetime = pDatetime; + } + + function setCoordinateSystem(pCoordinateSystem) { + finalizeCoordinateSystem() + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + } + + function onDailyFileLoaded(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); } + + if (event.currentValue === event.totalValue) { + + /* This happens only when all of the files in the cursor have been loaded. */ + + recalculate(); + + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } + } + } + + function draw() { + + try { + + if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } + + this.container.frame.draw(); + + plotChart(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } + } + } + + function recalculate() { + + try { + + trades = [] + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + recalculateUsingMarketFiles(); + + } else { + + recalculateUsingDailyFiles(); + + } + + thisObject.container.eventHandler.raiseEvent("Trades Changed", trades); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } + } + } + + function recalculateUsingDailyFiles() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } + + if (fileCursor === undefined) { + trades = []; + return; + } // We need to wait + + if (fileCursor.files.size === 0) { + trades = []; + return; + } // We need to wait until there are files in the cursor + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + let currentDate = new Date(farLeftDate.valueOf()); + + trades = []; + + + + while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { + + let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); + + let dailyFile = fileCursor.files.get(stringDate); + + if (dailyFile !== undefined) { + + for (let i = 0; i < dailyFile.length; i++) { + + let record = {}; + + record.begin = dailyFile[i][0]; + record.end = dailyFile[i][1]; + record.status = dailyFile[i][2]; + record.lastTradeROI = dailyFile[i][3]; + record.beginRate = dailyFile[i][4]; + record.endRate = dailyFile[i][5]; + record.exitType = dailyFile[i][6]; + + if ( + (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + trades.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.currentRecord); + + } + } + } + } + + currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); + } + + /* Lests check if all the visible screen is going to be covered by trades. */ + + let lowerEnd = leftDate.valueOf(); + let upperEnd = rightDate.valueOf(); + + setTimeout(recalculate, 2000); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } + } + } + + function recalculateUsingMarketFiles() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } + + if (marketFile === undefined) { return; } // Initialization not complete yet. + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + trades = []; + + for (let i = 0; i < marketFile.length; i++) { + + let record = {}; + + record.begin = marketFile[i][0]; + record.end = marketFile[i][1]; + record.status = marketFile[i][2]; + record.lastTradeROI = marketFile[i][3]; + record.beginRate = marketFile[i][4]; + record.endRate = marketFile[i][5]; + record.exitType = marketFile[i][6]; + + if ( + (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + trades.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.currentRecord); + + } + } + } + + //console.log("Olivia > recalculateUsingMarketFiles > total trades generated : " + trades.length); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } + } + } + + function plotChart() { + + try { + + thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", undefined); + + let record; + + for (let i = 0; i < trades.length; i++) { + + record = trades[i]; + + /* Send the current record to the panel */ + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + + let currentRecord = { + }; + thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", currentRecord); + } + + let recordPoint1 = { + x: record.begin, + y: record.beginRate + }; + + let recordPoint2 = { + x: record.end, + y: record.beginRate + }; + + let recordPoint3 = { + x: record.end, + y: record.endRate + }; + + recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1); + recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2); + recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3); + + recordPoint1 = transformThisPoint(recordPoint1, thisObject.container); + recordPoint2 = transformThisPoint(recordPoint2, thisObject.container); + recordPoint3 = transformThisPoint(recordPoint3, thisObject.container); + + if (recordPoint2.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint1.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { + continue; + } + + recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1); + recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2); + recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3); + + recordPoint1 = thisObject.fitFunction(recordPoint1); + recordPoint2 = thisObject.fitFunction(recordPoint2); + recordPoint3 = thisObject.fitFunction(recordPoint3); + + let line1 = ''; + let line2 = ''; + + if (record.status === 1) { + switch (record.exitType) { + case 1: { + line1 = 'Stop Loss'; + break; + } + case 2: { + line1 = 'Take Profit'; + break; + } + } + } else { + line1 = 'Open Position'; + } + + if (record.lastTradeROI < 0) { + line2 = 'ROI:' + (record.lastTradeROI).toFixed(2) + ' %'; + } else { + line2 = 'ROI:' + (record.lastTradeROI).toFixed(2) + ' %'; + } + + /* Draw the triangle that represents the trade. */ + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(recordPoint1.x, recordPoint1.y); + browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y); + browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y); + + browserCanvasContext.closePath(); + + let opacity = '0.25'; + + if (record.lastTradeROI > 0) { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')'; + } else { + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; + } + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; + } + + browserCanvasContext.fill(); + + browserCanvasContext.lineWidth = 1; + browserCanvasContext.setLineDash([0, 0]) + browserCanvasContext.stroke(); + + let point = {} + + if (record.beginRate > record.endRate) { + point.x = recordPoint3.x + point.y = recordPoint3.y + 100 + } else { + point.x = recordPoint3.x + point.y = recordPoint3.y - 100 + } + + point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point); + point = thisObject.fitFunction(point, undefined, 50); + + if ( + recordPoint3.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 250 + || + recordPoint3.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 250 + || + recordPoint3.y > canvas.chartingSpace.viewport.visibleArea.bottomRight.y - 150 + || + recordPoint3.y < canvas.chartingSpace.viewport.visibleArea.topLeft.y + 150 + ) { + // we do not write any text + } else { + + + printLabel(line1, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line1.length * FONT_ASPECT_RATIO, point.y, '1', 12); + printLabel(line2, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line2.length * FONT_ASPECT_RATIO, point.y + 15, '1', 12); + + + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } + } + } + + + function onViewportZoomChanged(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); } + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } + } + } + + function onViewportPositionChanged(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); } + + if (event !== undefined) { + if (event.recalculate === true) { + recalculate() + return + } + } + if (Math.random() * 100 > 95) { + recalculate() + }; + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } + } + } + + function onDragFinished() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); } + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } + } + } +} + + + + + + + + + + + + + + + + + + + + + diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js new file mode 100644 index 000000000..624c489c2 --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js @@ -0,0 +1,869 @@ +function newTradingEnginesPlottersTradingSimulationTradingSimulation() { + + const MODULE_NAME = "Simulation Plotter"; + const ERROR_LOG = true; + const INTENSIVE_LOG = false; + const logger = newWebDebugLog(); + logger.fileName = MODULE_NAME; + + let thisObject = { + + // Main functions and properties. + + initialize: initialize, + finalize: finalize, + container: undefined, + fitFunction: undefined, + getContainer: getContainer, + setTimeFrame: setTimeFrame, + setDatetime: setDatetime, + setCoordinateSystem: setCoordinateSystem, + draw: draw, + + /* Events declared outside the plotter. */ + + onDailyFileLoaded: onDailyFileLoaded, + + // Secondary functions and properties. + + currentRecord: undefined + }; + + /* this is part of the module template */ + + let container = newContainer(); // Do not touch this 3 lines, they are just needed. + container.initialize(); + thisObject.container = container; + + let coordinateSystem + + let timeFrame; // This will hold the current Time Frame the user is at. + let datetime; // This will hold the current Datetime the user is at. + + let marketFile; // This is the current Market File being plotted. + let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. + + let marketFiles; // This object will provide the different Market Files at different Time Frames. + let dailyFiles; // This object will provide the different File Cursors at different Time Frames. + + /* these are module specific variables: */ + + let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform. + + let imageStopLossPhase; + let imageTakeProfitPhase; + let imageRecord; + + let onMouseOverEventSuscriptionId + let zoomChangedEventSubscriptionId + let offsetChangedEventSubscriptionId + let dragFinishedEventSubscriptionId + let dimmensionsChangedEventSubscriptionId + let marketFilesUpdatedEventSubscriptionId + let dailyFilesUpdatedEventSubscriptionId + let scaleChangedEventSubscriptionId + + let userPositionDate + return thisObject; + + function finalize() { + try { + + /* Stop listening to the necesary events. */ + thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) + canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); + canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); + canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); + thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) + marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); + dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); + + /* icons */ + + imageStopLossPhase = undefined; + imageTakeProfitPhase = undefined; + imageRecord = undefined; + + /* Destroy References */ + + marketFiles = undefined; + dailyFiles = undefined; + + datetime = undefined; + timeFrame = undefined; + + marketFile = undefined; + fileCursor = undefined; + + thisObject.fitFunction = undefined + + finalizeCoordinateSystem() + coordinateSystem = undefined + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } + } + } + + function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { + + try { + + /* Store the information received. */ + + marketFiles = pStorage.marketFiles[0]; + dailyFiles = pStorage.dailyFiles[0]; + + datetime = pDatetime; + timeFrame = pTimeFrame; + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + + /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ + + marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. + + /* Now we set the right files according to current Period. */ + + marketFile = marketFiles.getFile(pTimeFrame); + fileCursor = dailyFiles.getFileCursor(pTimeFrame); + + /* Listen to the necesary events. */ + + zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); + offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); + dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); + marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); + dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); + onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) + + /* Get ready for plotting. */ + + recalculate(); + + /* Ready for when dimmension changes. */ + + dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { + recalculate(); + }) + + /* Loading a few icons */ + + imageStopLossPhase = canvas.designSpace.iconByUiObjectType.get('Stop'); + imageTakeProfitPhase = canvas.designSpace.iconByUiObjectType.get('Phase'); + imageRecord = canvas.designSpace.iconByUiObjectType.get('Trading System'); + + callBackFunction(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } + } + } + + function initializeCoordinateSystem() { + scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) + } + + function finalizeCoordinateSystem() { + coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) + } + + function onScaleChanged() { + recalculate(); + } + + function onMouseOver(event) { + let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) + userPositionDate = userPosition.valueOf() + } + + function getContainer(point) { + let container; + /* First we check if this point is inside this space. */ + if (this.container.frame.isThisPointHere(point) === true) { + return this.container; + } else { + /* This point does not belong to this space. */ + return undefined; + } + } + + function onMarketFilesUpdated() { + try { + let newMarketFile = marketFiles.getFile(timeFrame); + if (newMarketFile !== undefined) { + marketFile = newMarketFile; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } + } + } + + function onDailyFilesUpdated() { + try { + let newFileCursor = dailyFiles.getFileCursor(timeFrame); + if (newFileCursor !== undefined) { + fileCursor = newFileCursor; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } + } + } + + function setTimeFrame(pTimeFrame) { + + try { + + if (timeFrame !== pTimeFrame) { + + timeFrame = pTimeFrame; + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + marketFile = marketFiles.getFile(pTimeFrame); + + recalculate(); + + } else { + + let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); + + fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. + recalculate(); + + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } + } + } + + function setDatetime(pDatetime) { + datetime = pDatetime; + } + + function setCoordinateSystem(pCoordinateSystem) { + finalizeCoordinateSystem() + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + } + + function onDailyFileLoaded(event) { + + try { + + if (event.currentValue === event.totalValue) { + + /* This happens only when all of the files in the cursor have been loaded. */ + + recalculate(); + + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } + } + } + + function draw() { + + try { + + if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } + + this.container.frame.draw(); + + plotChart(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } + } + } + + function recalculate() { + + try { + + records = [] + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + recalculateUsingMarketFiles(); + + } else { + + recalculateUsingDailyFiles(); + + } + + thisObject.container.eventHandler.raiseEvent("Records Changed", records); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } + } + } + + function recalculateUsingDailyFiles() { + + try { + + if (fileCursor === undefined) { + records = []; + return; + } // We need to wait + + if (fileCursor.files.size === 0) { + records = []; + return; + } // We need to wait until there are files in the cursor + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + let currentDate = new Date(farLeftDate.valueOf()); + + records = []; + + while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { + + let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); + + let dailyFile = fileCursor.files.get(stringDate); + + if (dailyFile !== undefined) { + + for (let i = 0; i < dailyFile.length; i++) { + + let record = {}; + + record.begin = dailyFile[i][0]; + record.end = dailyFile[i][1]; + record.type = dailyFile[i][2]; + record.rate = dailyFile[i][3]; + record.amount = dailyFile[i][4]; + record.balanceA = dailyFile[i][5]; + record.balanceB = dailyFile[i][6]; + record.profit = dailyFile[i][7]; + record.lastTradeProfitLoss = dailyFile[i][8]; + record.stopLoss = dailyFile[i][9]; + record.roundtrips = dailyFile[i][10]; + record.hits = dailyFile[i][11]; + record.fails = dailyFile[i][12]; + record.hitRatio = dailyFile[i][13]; + record.ROI = dailyFile[i][14]; + record.periods = dailyFile[i][15]; + record.days = dailyFile[i][16]; + record.anualizedRateOfReturn = dailyFile[i][17]; + record.sellRate = dailyFile[i][18]; + record.lastTradeROI = dailyFile[i][19]; + record.strategy = dailyFile[i][20]; + record.strategyPhase = dailyFile[i][21]; + record.takeProfit = dailyFile[i][22]; + record.stopLossPhase = dailyFile[i][23]; + record.takeProfitPhase = dailyFile[i][24]; + record.positionSize = dailyFile[i][26]; // 25 is the message for the executor + record.initialBalanceA = dailyFile[i][27]; + record.minimunBalanceA = dailyFile[i][28]; + record.maximunBalanceA = dailyFile[i][29]; + record.initialBalanceB = dailyFile[i][30]; + record.minimunBalanceB = dailyFile[i][31]; + record.maximunBalanceB = dailyFile[i][32]; + record.baseAsset = dailyFile[i][33]; + record.quotedAsset = dailyFile[i][34]; + record.positionPeriods = dailyFile[i][35]; + record.positionDays = dailyFile[i][36]; + + if ( + (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + records.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord); + + } + } + } + } + + currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); + } + + /* Lests check if all the visible screen is going to be covered by records. */ + + let lowerEnd = leftDate.valueOf(); + let upperEnd = rightDate.valueOf(); + + setTimeout(recalculate, 2000); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } + } + } + + function recalculateUsingMarketFiles() { + + try { + + if (marketFile === undefined) { return; } // Initialization not complete yet. + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + records = []; + + for (let i = 0; i < marketFile.length; i++) { + + let record = {}; + + record.begin = marketFile[i][0]; + record.end = marketFile[i][1]; + record.type = marketFile[i][2]; + record.rate = marketFile[i][3]; + record.amount = marketFile[i][4]; + record.balanceA = marketFile[i][5]; + record.balanceB = marketFile[i][6]; + record.profit = marketFile[i][7]; + record.lastTradeProfitLoss = marketFile[i][8]; + record.stopLoss = marketFile[i][9]; + record.roundtrips = marketFile[i][10]; + record.hits = marketFile[i][11]; + record.fails = marketFile[i][12]; + record.hitRatio = marketFile[i][13]; + record.ROI = marketFile[i][14]; + record.periods = marketFile[i][15]; + record.days = marketFile[i][16]; + record.anualizedRateOfReturn = marketFile[i][17]; + record.sellRate = marketFile[i][18]; + record.lastTradeROI = marketFile[i][19]; + record.strategy = marketFile[i][20]; + record.strategyPhase = marketFile[i][21]; + record.takeProfit = marketFile[i][22]; + record.stopLossPhase = marketFile[i][23]; + record.takeProfitPhase = marketFile[i][24]; + record.positionSize = marketFile[i][26]; // 25 is the message for the executor + record.initialBalanceA = marketFile[i][27]; + record.minimunBalanceA = marketFile[i][28]; + record.maximunBalanceA = marketFile[i][29]; + record.initialBalanceB = marketFile[i][30]; + record.minimunBalanceB = marketFile[i][31]; + record.maximunBalanceB = marketFile[i][32]; + record.baseAsset = marketFile[i][33]; + record.quotedAsset = marketFile[i][34]; + record.positionPeriods = marketFile[i][35]; + record.positionDays = marketFile[i][36]; + + if ( + (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + records.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.currentRecord = record; + thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord); + + } + } + } + + //console.log("Olivia > recalculateUsingMarketFiles > total records generated : " + records.length); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } + } + } + + function plotChart() { + + try { + + let record; + + /* Now we calculate and plot the records */ + + for (let i = 0; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1 + + record = records[i]; + + /* Contributing to Auto-Scale*/ + if (record.stopLoss !== 0) { + coordinateSystem.reportYValue(record.stopLoss) + } + if (record.takeProfit !== 0) { + coordinateSystem.reportYValue(record.takeProfit) + } + + /* Send the current record to the panel */ + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + + let eventRecords = { + currentRecord: record + }; + thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords); + } + + let stopLossPhase = -1; + let takeProfitPhase = -1; + + if (i > 0) { + if (record.stopLossPhase !== records[i - 1].stopLossPhase) { + stopLossPhase = record.stopLossPhase; + } + + if (record.takeProfitPhase !== records[i - 1].takeProfitPhase) { + takeProfitPhase = record.takeProfitPhase; + } + } + + let recordPoint1 = { + x: record.begin + timeFrame / 7 * 1.5, + y: thisObject.container.frame.height + }; + + let recordPoint2 = { + x: record.end + timeFrame / 7 * 5.5, + y: thisObject.container.frame.height + }; + + let recordPoint3 = { + x: recordPoint1.x + (recordPoint2.x - recordPoint1.x) / 2, + y: 0 + }; + + let recordPoint4 = { + x: record.begin + timeFrame / 7 * 1.5, + y: thisObject.container.frame.height * 100 + }; + + let recordPoint5 = { + x: record.begin, + y: record.stopLoss + }; + + let recordPoint6 = { + x: record.end, + y: record.stopLoss + }; + + if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero. + + recordPoint5.x = 0; + recordPoint6.x = 0; + } + + let recordPoint7 = { + x: record.begin, + y: record.sellRate + }; + + let recordPoint8 = { + x: record.end, + y: record.sellRate + }; + + if (record.sellRate === 0) { // Put these points out of range if sellRate is zero. + + recordPoint7.x = 0; + recordPoint8.x = 0; + } + + let recordPoint9 = { + x: record.begin, + y: record.takeProfit + }; + + let recordPoint10 = { + x: record.end, + y: record.takeProfit + }; + + if (record.takeProfit === 0) { // Put these points out of range if takeProfit is zero. + + recordPoint9.x = 0; + recordPoint10.x = 0; + } + + recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1); + recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2); + recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3); + recordPoint4 = coordinateSystem.transformThisPoint(recordPoint4); + recordPoint5 = coordinateSystem.transformThisPoint(recordPoint5); + recordPoint6 = coordinateSystem.transformThisPoint(recordPoint6); + recordPoint7 = coordinateSystem.transformThisPoint(recordPoint7); + recordPoint8 = coordinateSystem.transformThisPoint(recordPoint8); + recordPoint9 = coordinateSystem.transformThisPoint(recordPoint9); + recordPoint10 = coordinateSystem.transformThisPoint(recordPoint10); + + recordPoint1 = transformThisPoint(recordPoint1, thisObject.container); + recordPoint2 = transformThisPoint(recordPoint2, thisObject.container); + recordPoint3 = transformThisPoint(recordPoint3, thisObject.container); + recordPoint4 = transformThisPoint(recordPoint4, thisObject.container); + recordPoint5 = transformThisPoint(recordPoint5, thisObject.container); + recordPoint6 = transformThisPoint(recordPoint6, thisObject.container); + recordPoint7 = transformThisPoint(recordPoint7, thisObject.container); + recordPoint8 = transformThisPoint(recordPoint8, thisObject.container); + recordPoint9 = transformThisPoint(recordPoint9, thisObject.container); + recordPoint10 = transformThisPoint(recordPoint10, thisObject.container); + + recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1); + recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2); + recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3); + recordPoint4 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint4); + recordPoint5 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint5); + recordPoint6 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint6); + recordPoint7 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint7); + recordPoint8 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint8); + recordPoint9 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint9); + recordPoint10 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint10); + + recordPoint1 = thisObject.fitFunction(recordPoint1); + recordPoint2 = thisObject.fitFunction(recordPoint2); + recordPoint3 = thisObject.fitFunction(recordPoint3); + recordPoint4 = thisObject.fitFunction(recordPoint4); + recordPoint5 = thisObject.fitFunction(recordPoint5); + recordPoint6 = thisObject.fitFunction(recordPoint6); + recordPoint7 = thisObject.fitFunction(recordPoint7); + recordPoint8 = thisObject.fitFunction(recordPoint8); + recordPoint9 = thisObject.fitFunction(recordPoint9); + recordPoint10 = thisObject.fitFunction(recordPoint10); + + /* Image representing a Record */ + + let imageOffset = { + x: 0, + y: -30 + } + let imageSize = (recordPoint2.x - recordPoint1.x) / 2; + let recordLabel = record.periods.toLocaleString() + if (imageSize < 8) { + if (recordLabel[recordLabel.length - 1] !== '0' || imageSize < 4) + recordLabel = '' + } + let labelOffset = { + x: 0 - imageSize / 2 + 3 + imageOffset.x, + y: -2 - imageOffset.y + } + + let imagePosition = { + x: recordPoint4.x + imageOffset.x, + y: 0 + } + + imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition) + imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize) + + if (imageRecord.canDrawIcon === true) { + browserCanvasContext.drawImage(imageRecord, imagePosition.x, imagePosition.y, imageSize, imageSize); + browserCanvasContext.save(); + browserCanvasContext.translate(recordPoint3.x + labelOffset.x, recordPoint3.y + labelOffset.y); + browserCanvasContext.rotate(-Math.PI / 2); + printLabel(recordLabel, 0, 0, '1', 8, undefined, undefined, undefined, undefined, true); + browserCanvasContext.restore(); + } + + if (recordPoint5.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint5.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { + continue; + } + + /* Next we are drawing the position Rate */ + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(recordPoint7.x, recordPoint7.y); + browserCanvasContext.lineTo(recordPoint8.x, recordPoint8.y); + + browserCanvasContext.closePath(); + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)'; + browserCanvasContext.lineWidth = 1 + browserCanvasContext.setLineDash([1, 4]) + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + browserCanvasContext.lineWidth = 5 + browserCanvasContext.setLineDash([3, 4]) + + /* highlight the current record */ + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time + } + + browserCanvasContext.stroke() + browserCanvasContext.setLineDash([0, 0]) + + imageSize = 20; + let imageToDraw; + + /* Depending on what is on top, it is also the text and image of the take profit / stop loss */ + + let yOffset = 0 + if (record.takeProfit > record.stopLoss) { yOffset = imageSize * 2 } + + /* Next we are drawing the stopLoss floor / ceilling */ + + browserCanvasContext.beginPath(); + + + browserCanvasContext.moveTo(recordPoint5.x, recordPoint5.y); + browserCanvasContext.lineTo(recordPoint6.x, recordPoint6.y); + + + browserCanvasContext.closePath(); + + let opacity = 1 + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ''; + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + + /* highlight the current record */ + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time + } + + browserCanvasContext.lineWidth = 1 + browserCanvasContext.stroke() + + imagePosition = { + x: recordPoint6.x - imageSize, + y: recordPoint6.y - imageSize * 1.25 + yOffset + } + + imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition) + imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize) + + let labelPosition = { + x: recordPoint6.x - imageSize / 2 - 3, + y: recordPoint6.y - imageSize * 1.5 + yOffset * 2 + } + labelPosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(labelPosition) + labelPosition = thisObject.fitFunction(labelPosition, undefined, 30) + + if (imageStopLossPhase.canDrawIcon === true && stopLossPhase > -1) { + browserCanvasContext.drawImage(imageStopLossPhase, imagePosition.x, imagePosition.y, imageSize, imageSize); + printLabel(stopLossPhase, labelPosition.x, labelPosition.y, '1', 9); + } + + /* Next we are drawing the Take Profit */ + + browserCanvasContext.beginPath(); + + browserCanvasContext.moveTo(recordPoint9.x, recordPoint9.y); + browserCanvasContext.lineTo(recordPoint10.x, recordPoint10.y); + + browserCanvasContext.closePath(); + + opacity = 1 + + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ''; + + if (userPositionDate >= record.begin && userPositionDate <= record.end) { + + /* highlight the current record */ + browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time + } + + browserCanvasContext.lineWidth = 1 + browserCanvasContext.stroke() + + imagePosition = { + x: recordPoint10.x - imageSize * 2 / 3, + y: recordPoint10.y + imageSize / 4 - yOffset + } + imagePosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(imagePosition) + imagePosition = thisObject.fitFunction(imagePosition, undefined, 0, 0, imageSize) + + labelPosition = { + x: recordPoint10.x - imageSize * 1 / 3, + y: recordPoint10.y + imageSize * 1.9 - yOffset * 2 + } + labelPosition = canvas.chartingSpace.viewport.fitIntoVisibleArea(labelPosition) + labelPosition = thisObject.fitFunction(labelPosition, undefined, 30) + + if (imageTakeProfitPhase.canDrawIcon === true && takeProfitPhase > -1) { + browserCanvasContext.drawImage(imageTakeProfitPhase, imagePosition.x, imagePosition.y, imageSize, imageSize); + printLabel(takeProfitPhase, labelPosition.x, labelPosition.y, '1', 9); + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } + } + } + + + function onViewportZoomChanged(event) { + + try { + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } + } + } + + function onViewportPositionChanged(event) { + + try { + + if (event !== undefined) { + if (event.recalculate === true) { + recalculate() + return + } + } + if (Math.random() * 100 > 95) { + recalculate() + }; + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } + } + } + + function onDragFinished() { + + try { + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } + } + } +} + diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js new file mode 100644 index 000000000..3cc23fa0e --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationAssetBalancesPanel.js @@ -0,0 +1,188 @@ + +function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimulationAssetBalancesPanel() { + + let thisObject = { + fitFunction: undefined, + onRecordChange: onRecordChange, + container: undefined, + session: undefined, + isVisible: true, + draw: draw, + getContainer: getContainer, + initialize: initialize, + finalize: finalize + }; + + let container = newContainer(); + container.initialize(); + thisObject.container = container; + + container.frame.containerName = "Simulation Asset Balances Panel"; + + let currentRecord; + let lastRecord; + let upDownButton + + const HEIGHT_FACTOR = 1.25 + + return thisObject; + + function initialize() { + + thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 1; + thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * HEIGHT_FACTOR; + + thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topRight.x - thisObject.container.frame.width * 1; + thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y; + + upDownButton = newUpDownButton() + upDownButton.parentContainer = thisObject.container + upDownButton.container.frame.parentFrame = thisObject.container.frame + upDownButton.fitFunction = thisObject.fitFunction + upDownButton.initialize() + + thisObject.assetBalances = newAssetalances() + thisObject.assetBalances.container.connectToParent(thisObject.container, true, true) + thisObject.assetBalances.initialize() + + } + + function finalize() { + thisObject.session = undefined + + thisObject.container.finalize() + thisObject.container = undefined + thisObject.fitFunction = undefined + thisObject.onRecordChange = undefined + thisObject.isVisible = undefined + + currentRecord = undefined + lastRecord = undefined + upDownButton = undefined + + thisObject.assetBalances.finalize() + thisObject.assetBalances = undefined + } + + function getContainer(point) { + if (thisObject.isVisible !== true) { return } + let container; + + container = upDownButton.getContainer(point) + if (container !== undefined) { return container } + + if (thisObject.container.frame.isThisPointHere(point, true) === true) { + + let checkPoint = { + x: point.x, + y: point.y + } + + checkPoint = thisObject.fitFunction(checkPoint) + + if (point.x === checkPoint.x && point.y === checkPoint.y) { + return thisObject.container; + } + } + } + + + function onRecordChange(records) { + + currentRecord = records.currentRecord; + lastRecord = records.lastRecord + + } + + + function draw() { + if (thisObject.isVisible !== true) { return } + thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); + + plotCurrentRecordInfo(); + + upDownButton.draw() + + /* Define panel name */ + if (thisObject.session !== undefined) { + const MAX_LABEL_LENGTH = 25 + if (thisObject.session.name.length > MAX_LABEL_LENGTH) { + container.frame.containerName = thisObject.session.name.substring(0, MAX_LABEL_LENGTH) + '...' + } else { + container.frame.containerName = thisObject.session.name + } + } + } + + + function plotCurrentRecordInfo() { + + if (currentRecord === undefined) { return; } + + const frameBodyHeight = thisObject.container.frame.getBodyHeight(); + const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; + + const X_AXIS = thisObject.container.frame.width / 2; + const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; + + /* put the labels with the records values */ + + let y = 0; + let increment = 0.024 / HEIGHT_FACTOR * 2.5; + + y = y + increment; + y = y + increment; + printLabel('Asset Balances', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + /* Parameters */ + let params + let paramsArray = [] + let positionTaken = false + + if (currentRecord.positionSize > 0) { + positionTaken = true + } + + let testPoint = { + x: 0, + y: thisObject.container.frame.height + } + + testPoint = thisObject.container.frame.frameThisPoint(testPoint) + let fitPoint = thisObject.fitFunction(testPoint) + if (fitPoint.y !== testPoint.y) { + return + } + + params = {} + params.VALUE = currentRecord.balanceA; + params.INIT_VALUE = currentRecord.initialBalanceA + params.MIN_VALUE = currentRecord.minimunBalanceA + params.MAX_VALUE = currentRecord.maximunBalanceA + params.ASSET_LABEL = 'Asset A' + params.ASSET_NAME = currentRecord.baseAsset + params.LEFT_OFFSET = X_AXIS + params.POSITION_TAKEN = positionTaken + params.BASE_ASSET = currentRecord.baseAsset + params.DECIMALS = 4 + + paramsArray.push(params) + + params = {} + params.VALUE = currentRecord.balanceB; + params.MIN_VALUE = currentRecord.minimunBalanceB + params.INIT_VALUE = currentRecord.initialBalanceB + params.MAX_VALUE = currentRecord.maximunBalanceB + params.ASSET_LABEL = 'Asset B' + params.ASSET_NAME = currentRecord.quotedAsset + params.LEFT_OFFSET = X_AXIS + params.POSITION_TAKEN = positionTaken + params.BASE_ASSET = currentRecord.baseAsset + params.DECIMALS = 2 + + paramsArray.push(params) + + thisObject.assetBalances.setParamsArray(paramsArray) + thisObject.assetBalances.draw() + } +} diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js new file mode 100644 index 000000000..6fc1ab6f5 --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationCurrentPositionPanel.js @@ -0,0 +1,178 @@ + + + +function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimulationCurrentPositionPanel() { + + let thisObject = { + fitFunction: undefined, + onRecordChange: onRecordChange, + container: undefined, + session: undefined, + isVisible: true, + draw: draw, + getContainer: getContainer, + initialize: initialize, + finalize: finalize + }; + + let container = newContainer(); + container.initialize(); + thisObject.container = container; + + container.frame.containerName = "Simulation Current Position Panel"; + + let currentRecord; + let lastRecord; + let upDownButton + + const HEIGHT_FACTOR = 1.25 + + return thisObject; + + function initialize() { + + thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 1; + thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * HEIGHT_FACTOR; + + thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topRight.x - thisObject.container.frame.width * 1; + thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y; + + upDownButton = newUpDownButton() + upDownButton.parentContainer = thisObject.container + upDownButton.container.frame.parentFrame = thisObject.container.frame + upDownButton.fitFunction = thisObject.fitFunction + upDownButton.initialize() + + } + + function finalize() { + thisObject.session = undefined + + thisObject.container.finalize() + thisObject.container = undefined + thisObject.fitFunction = undefined + thisObject.onRecordChange = undefined + thisObject.isVisible = undefined + + currentRecord = undefined + lastRecord = undefined + upDownButton = undefined + } + + function getContainer(point) { + if (thisObject.isVisible !== true) { return } + let container; + + container = upDownButton.getContainer(point) + if (container !== undefined) { return container } + + if (thisObject.container.frame.isThisPointHere(point, true) === true) { + + let checkPoint = { + x: point.x, + y: point.y + } + + checkPoint = thisObject.fitFunction(checkPoint) + + if (point.x === checkPoint.x && point.y === checkPoint.y) { + return thisObject.container; + } + } + } + + + function onRecordChange(records) { + + currentRecord = records.currentRecord; + lastRecord = records.lastRecord + + } + + + function draw() { + if (thisObject.isVisible !== true) { return } + thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); + + plotCurrentRecordInfo(); + + upDownButton.draw() + + /* Define panel name */ + if (thisObject.session !== undefined) { + const MAX_LABEL_LENGTH = 25 + if (thisObject.session.name.length > MAX_LABEL_LENGTH) { + container.frame.containerName = thisObject.session.name.substring(0, MAX_LABEL_LENGTH) + '...' + } else { + container.frame.containerName = thisObject.session.name + } + } + } + + + function plotCurrentRecordInfo() { + + if (currentRecord === undefined) { return; } + + const frameBodyHeight = thisObject.container.frame.getBodyHeight(); + const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; + + const X_AXIS = thisObject.container.frame.width / 2; + const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; + + + /* put the labels with the records values */ + + let y = 0; + let increment = 0.024 / HEIGHT_FACTOR * 2.5; + + y = y + increment; + y = y + increment; + printLabel('Current Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Size', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.positionSize, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Rate', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.sellRate, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Stop', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.stopLoss, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Take Profit', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.takeProfit, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel((currentRecord.positionPeriods), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel((currentRecord.positionDays).toFixed(2), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + y = y + increment; + printLabel('Latest Position', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel((currentRecord.lastTradeProfitLoss), X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel((currentRecord.lastTradeROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + } +} diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationPartialResultsPanel.js b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationPartialResultsPanel.js new file mode 100644 index 000000000..bd07abf7d --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulationPartialResultsPanel.js @@ -0,0 +1,177 @@ + +function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimulationPartialResultsPanel() { + + let thisObject = { + fitFunction: undefined, + onRecordChange: onRecordChange, + container: undefined, + session: undefined, + isVisible: true, + draw: draw, + getContainer: getContainer, + initialize: initialize, + finalize: finalize + }; + + let container = newContainer(); + container.initialize(); + thisObject.container = container; + + container.frame.containerName = "Simulation Partial Results Panel"; + + let currentRecord; + let lastRecord; + let upDownButton + + const HEIGHT_FACTOR = 1.25 + + return thisObject; + + function initialize() { + + thisObject.container.frame.width = UI_PANEL.WIDTH.NORMAL * 1; + thisObject.container.frame.height = UI_PANEL.HEIGHT.NORMAL * HEIGHT_FACTOR; + + thisObject.container.frame.position.x = canvas.chartingSpace.viewport.visibleArea.topRight.x - thisObject.container.frame.width * 1; + thisObject.container.frame.position.y = canvas.chartingSpace.viewport.visibleArea.topRight.y; + + upDownButton = newUpDownButton() + upDownButton.parentContainer = thisObject.container + upDownButton.container.frame.parentFrame = thisObject.container.frame + upDownButton.fitFunction = thisObject.fitFunction + upDownButton.initialize() + + } + + function finalize() { + thisObject.session = undefined + + thisObject.container.finalize() + thisObject.container = undefined + thisObject.fitFunction = undefined + thisObject.onRecordChange = undefined + thisObject.isVisible = undefined + + currentRecord = undefined + lastRecord = undefined + upDownButton = undefined + } + + function getContainer(point) { + if (thisObject.isVisible !== true) { return } + let container; + + container = upDownButton.getContainer(point) + if (container !== undefined) { return container } + + if (thisObject.container.frame.isThisPointHere(point, true) === true) { + + let checkPoint = { + x: point.x, + y: point.y + } + + checkPoint = thisObject.fitFunction(checkPoint) + + if (point.x === checkPoint.x && point.y === checkPoint.y) { + return thisObject.container; + } + } + } + + + function onRecordChange(records) { + + currentRecord = records.currentRecord; + lastRecord = records.lastRecord + + } + + + function draw() { + if (thisObject.isVisible !== true) { return } + thisObject.container.frame.draw(false, false, true, thisObject.fitFunction); + + plotCurrentRecordInfo(); + + upDownButton.draw() + + /* Define panel name */ + if (thisObject.session !== undefined) { + const MAX_LABEL_LENGTH = 25 + if (thisObject.session.name.length > MAX_LABEL_LENGTH) { + container.frame.containerName = thisObject.session.name.substring(0, MAX_LABEL_LENGTH) + '...' + } else { + container.frame.containerName = thisObject.session.name + } + } + } + + + function plotCurrentRecordInfo() { + + if (currentRecord === undefined) { return; } + + const frameBodyHeight = thisObject.container.frame.getBodyHeight(); + const frameTitleHeight = thisObject.container.frame.height - frameBodyHeight; + + const X_AXIS = thisObject.container.frame.width / 2; + const Y_AXIS = frameTitleHeight + frameBodyHeight / 2; + + + /* put the labels with the records values */ + + let y = 0; + let increment = 0.024 / HEIGHT_FACTOR * 2.5; + + y = y + increment; + y = y + increment; + printLabel('Partial Results', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Profit / Loss', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.profit, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Trades', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.roundtrips, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Hits', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.hits, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Fails', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.fails, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Hit Ratio', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel((currentRecord.hitRatio * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('ROI', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel((currentRecord.ROI * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Periods', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.periods, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Days', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel(currentRecord.days, X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + y = y + increment; + printLabel('Anualized Rate of Return', X_AXIS, frameTitleHeight + frameBodyHeight * y, '0.60', undefined, undefined, true, thisObject.container, thisObject.fitFunction); + y = y + increment; + printLabel((currentRecord.anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction); + + } +} diff --git a/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/this.plotter.config.json b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/this.plotter.config.json new file mode 100644 index 000000000..d5ff7028d --- /dev/null +++ b/Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/this.plotter.config.json @@ -0,0 +1,56 @@ +{ + "displayName": "Plotters Trading Simulation", + "codeName": "PlottersTradingSimulation", + "dataMine": "Masters", + "modules": [ + { + "codeName": "TradingSimulation", + "moduleName": "TradingSimulation", + "description": "Plots Bollinger Records.", + "profilePicture": "TradingSimulation.png", + "panels": [ + { + "codeName": "TradingSimulationPanel", + "moduleName": "TradingSimulationPanel", + "event": "Current Record Changed" + } + ] + }, + { + "codeName": "Conditions", + "moduleName": "Conditions", + "description": "Plots Simulation Conditions.", + "profilePicture": "Conditions.png", + "panels": [] + }, + { + "codeName": "Strategies", + "moduleName": "Strategies", + "description": "Plots Strategies.", + "profilePicture": "Strategies.png", + "panels": [ + ] + }, + { + "codeName": "Trades", + "moduleName": "Trades", + "description": "Plots Trades.", + "profilePicture": "Trades.png", + "panels": [ + ] + }, + { + "codeName": "SimulationExecution", + "moduleName": "SimulationExecution", + "description": "Plots Simulation Execution.", + "profilePicture": "SimulationExecution.png", + "panels": [ + { + "codeName": "SimulationExecutionPanel", + "moduleName": "SimulationExecutionPanel", + "event": "Current Record Changed" + } + ] + } + ] +} \ No newline at end of file diff --git a/TaskServer/FileStorage.js b/TaskServer/FileStorage.js index 43a9933d0..374ab653a 100644 --- a/TaskServer/FileStorage.js +++ b/TaskServer/FileStorage.js @@ -5,7 +5,8 @@ exports.newFileStorage = function newFileStorage(logger) { const MODULE_NAME = 'FileStorage' const MAX_RETRY = 30 - const RETRY_TIME_IN_MILISECONDS = 250 + const FAST_RETRY_TIME_IN_MILISECONDS = 500 + const SLOW_RETRY_TIME_IN_MILISECONDS = 5000 let currentRetryGetTextFile = 0 let currentRetryWriteTextFile = 0 let currentRetryDeleteTextFile = 0 @@ -49,7 +50,10 @@ exports.newFileStorage = function newFileStorage(logger) { fs.readFile(fileLocation, onFileRead) function onFileRead(err, text) { - + let retryTimeToUse = FAST_RETRY_TIME_IN_MILISECONDS + if (currentRetryGetTextFile < MAX_RETRY - 3) { + retryTimeToUse = SLOW_RETRY_TIME_IN_MILISECONDS + } if (err) { if (err.code === 'ENOENT') { // since files are deleted before being replaced, it can happen that it does not exist and after a retry it does. @@ -64,7 +68,7 @@ exports.newFileStorage = function newFileStorage(logger) { } else { fileDoesNotExist = true logger.write(MODULE_NAME, '[WARN] FileStorage -> getTextFile -> onFileRead -> File does not exist. Retrying. ') - setTimeout(retry, RETRY_TIME_IN_MILISECONDS) + setTimeout(retry, retryTimeToUse) return } } @@ -72,13 +76,13 @@ exports.newFileStorage = function newFileStorage(logger) { logger.write(MODULE_NAME, '[WARN] FileStorage -> getTextFile -> onFileRead -> Error reading file -> err = ' + err.stack) logger.write(MODULE_NAME, '[WARN] FileStorage -> getTextFile -> onFileRead -> Error reading file -> filePath = ' + filePath) logger.write(MODULE_NAME, '[WARN] FileStorage -> getTextFile -> onFileRead -> Error reading file -> err = ' + err.stack) - setTimeout(retry, RETRY_TIME_IN_MILISECONDS) + setTimeout(retry, retryTimeToUse) return } if (text.toString() === "") { logger.write(MODULE_NAME, '[WARN] FileStorage -> getTextFile -> onFileRead -> Read and Empty File -> filePath = ' + filePath) - setTimeout(retry, RETRY_TIME_IN_MILISECONDS) + setTimeout(retry, retryTimeToUse) return } @@ -145,10 +149,14 @@ exports.newFileStorage = function newFileStorage(logger) { fs.writeFile(fileLocation + '.tmp', fileContent, onFileWritenn) function onFileWritenn(err) { + let retryTimeToUse = FAST_RETRY_TIME_IN_MILISECONDS + if (currentRetryWriteTextFile < MAX_RETRY - 3) { + retryTimeToUse = SLOW_RETRY_TIME_IN_MILISECONDS + } if (err) { logger.write(MODULE_NAME, '[WARN] FileStorage -> createTextFile -> onFileWriten -> Error writing file -> file = ' + fileLocation) logger.write(MODULE_NAME, '[WARN] FileStorage -> createTextFile -> onFileWriten -> Error writing file -> err = ' + err.stack) - setTimeout(retry, RETRY_TIME_IN_MILISECONDS) + setTimeout(retry, retryTimeToUse) } else { const fs = require('fs') @@ -162,7 +170,7 @@ exports.newFileStorage = function newFileStorage(logger) { if (code !== '' && code !== 'ENOENT') { logger.write(MODULE_NAME, '[WARN] FileStorage -> createTextFile -> onFileWriten -> onUnlinked -> Error renaming file -> file = ' + fileLocation) logger.write(MODULE_NAME, '[WARN] FileStorage -> createTextFile -> onFileWriten -> onUnlinked -> Error renaming file -> err = ' + err.stack) - setTimeout(retry, RETRY_TIME_IN_MILISECONDS) + setTimeout(retry, retryTimeToUse) } else { const fs = require('fs') @@ -172,7 +180,7 @@ exports.newFileStorage = function newFileStorage(logger) { if (err) { logger.write(MODULE_NAME, '[WARN] FileStorage -> createTextFile -> onFileWriten -> onUnlinked -> onRenamed -> Error renaming file -> file = ' + fileLocation + '.tmp') logger.write(MODULE_NAME, '[WARN] FileStorage -> createTextFile -> onFileWriten -> onUnlinked -> onRenamed -> Error renaming file -> err = ' + err.stack) - 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variable.previousEMA120)\nvariable.previousEMA120 = variable.ema120\n\nvariable.ema180 = calculateEMA(180, candle.close, variable.previousEMA180)\nvariable.previousEMA180 = variable.ema180\n\nvariable.ema240 = calculateEMA(240, candle.close, variable.previousEMA240)\nvariable.previousEMA240 = variable.ema240\n\nvariable.ema300 = calculateEMA(300, candle.close, variable.previousEMA300)\nvariable.previousEMA300 = variable.ema300\n\nvariable.ema600 = calculateEMA(600, candle.close, variable.previousEMA600)\nvariable.previousEMA600 = variable.ema600\n\nvariable.ema1200 = calculateEMA(1200, candle.close, variable.previousEMA1200)\nvariable.previousEMA1200 = variable.ema1200\n\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * 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Building Procedure","name":"New Data Building Procedure","loop":{"type":"Procedure Loop","name":"New Procedure Loop","javascriptCode":{"type":"Javascript Code","code":"/* Loop Code */\n\nvariable.ema30 = calculateEMA(30, candle.close, variable.previousEMA30)\nvariable.previousEMA30 = variable.ema30\n\nvariable.ema60 = calculateEMA(60, candle.close, variable.previousEMA60)\nvariable.previousEMA60 = variable.ema60\n\nvariable.ema90 = calculateEMA(90, candle.close, variable.previousEMA90)\nvariable.previousEMA90 = variable.ema90\n\nvariable.ema120 = calculateEMA(120, candle.close, variable.previousEMA120)\nvariable.previousEMA120 = variable.ema120\n\nvariable.ema150 = calculateEMA(150, candle.close, variable.previousEMA150)\nvariable.previousEMA150 = variable.ema150\n\nvariable.ema300 = calculateEMA(300, candle.close, variable.previousEMA300)\nvariable.previousEMA300 = variable.ema300\n\nvariable.ema600 = calculateEMA(600, candle.close, variable.previousEMA600)\nvariable.previousEMA600 = variable.ema600\n\nvariable.ema900 = calculateEMA(900, candle.close, variable.previousEMA900)\nvariable.previousEMA900 = variable.ema900\n\nvariable.ema1200 = calculateEMA(1200, candle.close, variable.previousEMA1200)\nvariable.previousEMA1200 = variable.ema1200\n\nvariable.ema1500 = calculateEMA(1500, candle.close, variable.previousEMA1500)\nvariable.previousEMA1500 = variable.ema1500\n\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * 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Exchange.')\n return\n }\n if (superAction.payload.parentNode.payload.parentNode.payload.parentNode.exchangeAccounts === undefined) {\n superAction.payload.uiObject.setErrorMessage('Exchange needs have a child Exchange Accounts.')\n return\n }\n\n for (let i = 0; i < masterScript.templateScripts.length; i++) {\n let templateScript = masterScript.templateScripts[i]\n\n if (templateScript.javascriptCode === undefined) {\n superAction.payload.uiObject.setErrorMessage('Template Script must have a child Javascript Code.')\n return\n }\n if (templateScript.templateStructure === undefined) {\n superAction.payload.uiObject.setErrorMessage('Template Script must have a child Template Structure.')\n return\n }\n if (templateScript.templateTarget === undefined) {\n superAction.payload.uiObject.setErrorMessage('Template Script must have a child Template Target.')\n return\n }\n if (templateScript.templateTarget.payload.referenceParent === undefined) {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent.')\n return\n }\n try {\n let templateScriptConstructor\n\n eval(templateScript.javascriptCode.code)\n\n let executionResult = true\n let templateScriptInstance = templateScriptConstructor()\n\n if (executionResult === true) {\n executionResult = templateScriptInstance.runValidations(superAction)\n }\n\n if (executionResult !== true) { return false }\n } catch (err) {\n console.log(err.stack)\n superAction.payload.uiObject.setErrorMessage(err.message)\n return false\n }\n }\n\n return true\n }\n\n function runScript(superAction, masterScript) {\n let market = superAction.payload.parentNode\n let exchange = superAction.payload.parentNode.payload.parentNode.payload.parentNode\n let singleMarketData\n let backSessionReference\n let paperSessionReference\n let liveSessionReference\n let fordwardSessionReference\n let dataMiningTaskManagers = []\n let testingEnvironmentTaskManager\n let productionEnvironmentTaskManager\n let timeMachine\n\n for (let i = 0; i < masterScript.templateScripts.length; i++) {\n let templateScript = masterScript.templateScripts[i]\n\n try {\n let templateScriptConstructor\n\n eval(templateScript.javascriptCode.code)\n\n let executionResult = true\n let templateClone\n let templateScriptInstance = templateScriptConstructor()\n\n if (executionResult === true) {\n templateClone = templateScriptInstance.runScript(superAction, templateScript)\n }\n\n if (executionResult !== true) { return false }\n\n switch (templateClone.payload.parentNode.payload.parentNode.type) {\n case 'Session Independent Data': {\n singleMarketData = templateClone\n break\n }\n case 'Session Based Data': {\n switch (templateClone.templateType) {\n case 'Backtesting Session': {\n backSessionReference = templateClone\n break\n }\n case 'Paper Trading Session': {\n paperSessionReference = templateClone\n break\n }\n case 'Live Trading Session': {\n liveSessionReference = templateClone\n break\n }\n case 'Fordward Testing Session': {\n fordwardSessionReference = templateClone\n break\n }\n }\n break\n }\n case 'Data Mining': {\n dataMiningTaskManagers.push(templateClone)\n break\n }\n case 'Testing Environment': {\n testingEnvironmentTaskManager = templateClone\n break\n }\n case 'Production Environment': {\n productionEnvironmentTaskManager = templateClone\n break\n }\n case 'Charting Space': {\n timeMachine = templateClone\n break\n }\n }\n\n if (executionResult !== true) { return false }\n } catch (err) {\n console.log(err.stack)\n superAction.payload.uiObject.setErrorMessage(err.message)\n return false\n }\n }\n\n /* Here we will find the sessions within the tasks in order to put them as a reference of the Session Reference nodes we already have */\n let session\n session = findSession('Backtesting Session', testingEnvironmentTaskManager)\n backSessionReference.payload.referenceParent = session\n session = findSession('Paper Trading Session', testingEnvironmentTaskManager)\n paperSessionReference.payload.referenceParent = session\n session = findSession('Live Trading Session', productionEnvironmentTaskManager)\n liveSessionReference.payload.referenceParent = session\n session = findSession('Fordward Testing Session', productionEnvironmentTaskManager)\n fordwardSessionReference.payload.referenceParent = session\n\n function findSession(sessionType, taskManager) {\n for (let i = 0; i < taskManager.tasks.length; i++) {\n let task = taskManager.tasks[i]\n if (task.bot !== undefined) {\n if (task.bot.processes !== undefined) {\n for (let j = 0; j < task.bot.processes.length; j++) {\n let process = task.bot.processes[j]\n if (process.session !== undefined) {\n if (process.session.type === sessionType) {\n return process.session\n }\n }\n }\n }\n }\n }\n }\n\n /* Here, we are going to connect the layers of the charts at the Time Machine */\n for (let i = 0; i < timeMachine.timelineCharts.length; i++) {\n let timelineChart = timeMachine.timelineCharts[i]\n switch (timelineChart.name) {\n case 'Indicators': {\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n switch (j) {\n case 0: {\n let dataProduct = findDataProduct(singleMarketData, 'Candles')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 1: {\n let dataProduct = findDataProduct(singleMarketData, 'Bollinger Bands')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 2: {\n let dataProduct = findDataProduct(singleMarketData, 'Bollinger Channels Objects')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 3: {\n let dataProduct = findDataProduct(singleMarketData, 'Bollinger Sub-Channels Objects')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 4: {\n let dataProduct = findDataProduct(singleMarketData, 'Candle-Stairs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 5: {\n let dataProduct = findDataProduct(singleMarketData, 'Popular SMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 6: {\n let dataProduct = findDataProduct(singleMarketData, 'Base7 SMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 7: {\n let dataProduct = findDataProduct(singleMarketData, 'Base11 SMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 8: {\n let dataProduct = findDataProduct(singleMarketData, 'Popular EMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 9: {\n let dataProduct = findDataProduct(singleMarketData, 'Base7 EMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 10: {\n let dataProduct = findDataProduct(singleMarketData, 'Base11 EMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n }\n layer.payload.uiObject.physics()\n }\n break\n }\n case 'Volumes': {\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n switch (j) {\n case 0: {\n let dataProduct = findDataProduct(singleMarketData, 'Volumes')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 1: {\n let dataProduct = findDataProduct(singleMarketData, 'Volume-Stairs')\n layer.payload.referenceParent = dataProduct\n break\n }\n }\n layer.payload.uiObject.physics()\n }\n break\n }\n case 'Oscilators': {\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n switch (j) {\n case 0: {\n let dataProduct = findDataProduct(singleMarketData, 'Percentage Bandwidth')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 1: {\n let dataProduct = findDataProduct(singleMarketData, 'RSI14')\n layer.payload.referenceParent = dataProduct\n break\n }\n }\n layer.payload.uiObject.physics()\n }\n break\n }\n case 'Backtesting': {\n setupSessionReference(timelineChart, backSessionReference)\n break\n }\n case 'Paper Trading': {\n setupSessionReference(timelineChart, paperSessionReference)\n break\n }\n case 'Live Trading': {\n setupSessionReference(timelineChart, liveSessionReference)\n break\n }\n case 'Fordward Testing': {\n setupSessionReference(timelineChart, fordwardSessionReference)\n break\n }\n }\n }\n\n function findDataProduct(singleMarketData, name) {\n for (let i = 0; i < singleMarketData.dataProducts.length; i++) {\n let dataProduct = singleMarketData.dataProducts[i]\n if (dataProduct.name === name) {\n return dataProduct\n }\n }\n }\n function setupSessionReference(timelineChart, sessionReference) {\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n switch (j) {\n case 0: {\n let dataProduct = findDataProduct(sessionReference.singleMarketData, 'Simulation')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 1: {\n let dataProduct = findDataProduct(sessionReference.singleMarketData, 'Conditions')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 2: {\n let dataProduct = findDataProduct(sessionReference.singleMarketData, 'Trades')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 3: {\n let dataProduct = findDataProduct(sessionReference.singleMarketData, 'Strategies')\n layer.payload.referenceParent = dataProduct\n break\n }\n }\n layer.payload.uiObject.physics()\n }\n }\n\n let exchangeAndMarket = superAction.payload.parentNode.payload.parentNode.payload.parentNode.name + ' ' + market.name\n timeMachine.name = exchangeAndMarket\n\n for (let i = 0; i < dataMiningTaskManagers.length; i++) {\n let dataMiningTaskManager = dataMiningTaskManagers[i]\n dataMiningTaskManager.name = dataMiningTaskManager.name + ' ' + exchangeAndMarket\n }\n\n testingEnvironmentTaskManager.name = testingEnvironmentTaskManager.name + ' ' + exchangeAndMarket\n productionEnvironmentTaskManager.name = productionEnvironmentTaskManager.name + ' ' + exchangeAndMarket\n return true\n }\n}\n/*\nEnd Manster Script\n*/","id":"d234c201-4b50-48c6-be9d-f3b141c8cc16","savedPayload":{"position":{"x":41548.38341510248,"y":30912.552514666975},"targetPosition":{"x":41244.79541902573,"y":30608.730173950044},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},"id":"95b24e48-3b10-47cb-b149-8667571f4a83","savedPayload":{"position":{"x":41244.79541902573,"y":30608.730173950044},"targetPosition":{"x":40500.785430914875,"y":31038.241941751345},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3},"uiObject":{"isRunning":false,"shortcutKey":"o"}}},{"type":"Master Script","name":"Delete Market Dependencies ","templateScripts":[{"type":"Template Script","name":"Delete Testing Environment Task Managers","templateTarget":{"type":"Template Target","name":"New Template Target","id":"a97aa286-3199-4362-900a-65b604bf5b9a","savedPayload":{"position":{"x":41733.74764069586,"y":31048.56951888977},"targetPosition":{"x":41584.844872187714,"y":31205.477496729574},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Testing Environment","name":"New Testing Environment","id":"2ae685a1-25c6-4bd5-b559-d83e373e8d45"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Testing Environment') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Data Mining.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let e = 0; e < target.exchangeTasks.length; e++) {\n let exchangeTasks = target.exchangeTasks[e]\n if (exchangeTasks.payload.referenceParent !== undefined) {\n if (exchangeTasks.payload.referenceParent.id === exchange.id) {\n for (let k = 0; k < exchangeTasks.taskManagers.length; k++) {\n let taskManager = exchangeTasks.taskManagers[k]\n checkReferenceToMarket()\n function checkReferenceToMarket() {\n for (let i = 0; i < taskManager.tasks.length; i++) {\n let task = taskManager.tasks[i]\n if (task.bot !== undefined) {\n if (task.bot.processes !== undefined) {\n for (let j = 0; j < task.bot.processes.length; j++) {\n let process = task.bot.processes[j]\n if (process.marketReference !== undefined) {\n if (process.marketReference.payload !== undefined) {\n if (process.marketReference.payload.referenceParent !== undefined) {\n if (process.marketReference.payload.referenceParent.id === market.id) {\n nodesToDelete.push(taskManager)\n return\n }\n }\n }\n }\n }\n }\n }\n }\n }\n }\n if (exchangeTasks.taskManagers.length === nodesToDelete.length) {\n nodesToDelete.push(exchangeTasks)\n }\n }\n }\n }\n\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"9d020e32-68e5-4123-b0ad-cb443d778905","savedPayload":{"position":{"x":41786.690812351786,"y":31127.451603161848},"targetPosition":{"x":41584.844872187714,"y":31205.477496729574},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"12eb790b-7f24-48bf-a4f0-34159f3d1863","savedPayload":{"position":{"x":41584.844872187714,"y":31205.477496729574},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Production Environment Task Managers","templateTarget":{"type":"Template Target","name":"New Template Target","id":"2ef5ba0f-10f7-4af0-81c1-2e89b9aea583","savedPayload":{"position":{"x":41857.14486333724,"y":31268.385209101416},"targetPosition":{"x":41659.33073522124,"y":31356.175522174155},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Production Environment","name":"New Production Environment","id":"32656457-f603-416a-b805-546642094dc4"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Production Environment') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Data Mining.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let e = 0; e < target.exchangeTasks.length; e++) {\n let exchangeTasks = target.exchangeTasks[e]\n if (exchangeTasks.payload.referenceParent !== undefined) {\n if (exchangeTasks.payload.referenceParent.id === exchange.id) {\n for (let k = 0; k < exchangeTasks.taskManagers.length; k++) {\n let taskManager = exchangeTasks.taskManagers[k]\n checkReferenceToMarket()\n function checkReferenceToMarket() {\n for (let i = 0; i < taskManager.tasks.length; i++) {\n let task = taskManager.tasks[i]\n if (task.bot !== undefined) {\n if (task.bot.processes !== undefined) {\n for (let j = 0; j < task.bot.processes.length; j++) {\n let process = task.bot.processes[j]\n if (process.marketReference !== undefined) {\n if (process.marketReference.payload !== undefined) {\n if (process.marketReference.payload.referenceParent !== undefined) {\n if (process.marketReference.payload.referenceParent.id === market.id) {\n nodesToDelete.push(taskManager)\n return\n }\n }\n }\n }\n }\n }\n }\n }\n }\n }\n if (exchangeTasks.taskManagers.length === nodesToDelete.length) {\n nodesToDelete.push(exchangeTasks)\n }\n }\n }\n }\n\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"9f9515a8-2e47-4a6f-acc3-6e4e01a610b2","savedPayload":{"position":{"x":41875.83418023396,"y":31361.530700988485},"targetPosition":{"x":41659.33073522124,"y":31356.175522174155},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"29b330a4-d4f6-45ac-8b41-090740dc418f","savedPayload":{"position":{"x":41659.33073522124,"y":31356.175522174155},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Data Mining Task Managers","templateTarget":{"type":"Template Target","name":"New Template Target","id":"c3417c9a-68b3-4d49-9514-0d2d30cea254","savedPayload":{"position":{"x":41886.80546274287,"y":31517.9842228287},"targetPosition":{"x":41670.37892255565,"y":31523.445973803402},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Data Mining","name":"New Data Mining","id":"7449a608-32ca-4285-94d1-c96791e2817f"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Data Mining') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Data Mining.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let e = 0; e < target.exchangeTasks.length; e++) {\n let exchangeTasks = target.exchangeTasks[e]\n if (exchangeTasks.payload.referenceParent !== undefined) {\n if (exchangeTasks.payload.referenceParent.id === exchange.id) {\n for (let k = 0; k < exchangeTasks.taskManagers.length; k++) {\n let taskManager = exchangeTasks.taskManagers[k]\n checkReferenceToMarket()\n function checkReferenceToMarket() {\n for (let i = 0; i < taskManager.tasks.length; i++) {\n let task = taskManager.tasks[i]\n if (task.bot !== undefined) {\n if (task.bot.processes !== undefined) {\n for (let j = 0; j < task.bot.processes.length; j++) {\n let process = task.bot.processes[j]\n if (process.marketReference !== undefined) {\n if (process.marketReference.payload !== undefined) {\n if (process.marketReference.payload.referenceParent !== undefined) {\n if (process.marketReference.payload.referenceParent.id === market.id) {\n nodesToDelete.push(taskManager)\n return\n }\n }\n }\n }\n }\n }\n }\n }\n }\n }\n if (exchangeTasks.taskManagers.length === nodesToDelete.length) {\n nodesToDelete.push(exchangeTasks)\n }\n }\n }\n }\n\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"2d8e00e3-836a-426d-9f78-db3262bd7454","savedPayload":{"position":{"x":41868.39155545606,"y":31611.182558959707},"targetPosition":{"x":41670.37892255565,"y":31523.445973803402},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"e8e96f57-041e-4c0d-a2bf-5a8e444636b1","savedPayload":{"position":{"x":41670.37892255565,"y":31523.445973803402},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Dashboard Time Machines","templateTarget":{"type":"Template Target","name":"New Template Target","id":"1cbc9a0e-d00e-4506-9a33-5fbcb3ed8900","savedPayload":{"position":{"x":41818.410188185124,"y":31760.20751513395},"targetPosition":{"x":41616.42649783022,"y":31682.390968934295},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Dashboard","name":"Super Action Generated","id":"64fa2a31-21ea-4b56-a625-dc4082876a89"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Dashboard') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Dashboard.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let k = 0; k < target.timeMachines.length; k++) {\n let timeMachine = target.timeMachines[k]\n for (let i = 0; i < timeMachine.timelineCharts.length; i++) {\n let timelineChart = timeMachine.timelineCharts[i]\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n if (layer.payload.referenceParent !== undefined) {\n if (layer.payload.referenceParent.payload !== undefined) {\n if (layer.payload.referenceParent.payload.parentNode !== undefined) {\n if (layer.payload.referenceParent.payload.parentNode.payload !== undefined) {\n if (layer.payload.referenceParent.payload.parentNode.payload.referenceParent !== undefined) {\n if (layer.payload.referenceParent.payload.parentNode.payload.referenceParent.id === market.id) {\n\n nodesToDelete.push(timeMachine)\n\n }\n }\n }\n }\n }\n }\n }\n }\n }\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"cf8f6b69-70f8-4035-801d-276c1e2d6b5d","savedPayload":{"position":{"x":41765.72446108792,"y":31839.2611862205},"targetPosition":{"x":41616.42649783022,"y":31682.390968934295},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"c78e76fc-311b-4ac7-942f-af9629ea8b76","savedPayload":{"position":{"x":41616.42649783022,"y":31682.390968934295},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Single Market Data","templateTarget":{"type":"Template Target","name":"New Template 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fordwardSessionReference = templateClone\n break\n }\n }\n break\n }\n case 'Data Mining': {\n dataMiningTaskManagers.push(templateClone)\n break\n }\n case 'Testing Environment': {\n testingEnvironmentTaskManager = templateClone\n break\n }\n case 'Production Environment': {\n productionEnvironmentTaskManager = templateClone\n break\n }\n case 'Charting Space': {\n timeMachine = templateClone\n break\n }\n }\n\n if (executionResult !== true) { return false }\n } catch (err) {\n console.log(err.stack)\n superAction.payload.uiObject.setErrorMessage(err.message)\n return false\n }\n }\n\n /* Here we will find the sessions within the tasks in order to put them as a reference of the Session Reference nodes we already have */\n let session\n session = findSession('Backtesting Session', testingEnvironmentTaskManager)\n backSessionReference.payload.referenceParent = session\n session = findSession('Paper Trading Session', testingEnvironmentTaskManager)\n paperSessionReference.payload.referenceParent = session\n session = findSession('Live Trading Session', productionEnvironmentTaskManager)\n liveSessionReference.payload.referenceParent = session\n session = findSession('Fordward Testing Session', productionEnvironmentTaskManager)\n fordwardSessionReference.payload.referenceParent = session\n\n function findSession(sessionType, taskManager) {\n for (let i = 0; i < taskManager.tasks.length; i++) {\n let task = taskManager.tasks[i]\n if (task.bot !== undefined) {\n if (task.bot.processes !== undefined) {\n for (let j = 0; j < task.bot.processes.length; j++) {\n let process = task.bot.processes[j]\n if (process.session !== undefined) {\n if (process.session.type === sessionType) {\n return process.session\n }\n }\n }\n }\n }\n }\n }\n\n /* Here, we are going to connect the layers of the charts at the Time Machine */\n for (let i = 0; i < timeMachine.timelineCharts.length; i++) {\n let timelineChart = timeMachine.timelineCharts[i]\n switch (timelineChart.name) {\n case 'Indicators': {\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n switch (j) {\n case 0: {\n let dataProduct = findDataProduct(singleMarketData, 'Candles')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 1: {\n let dataProduct = findDataProduct(singleMarketData, 'Bollinger Bands')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 2: {\n let dataProduct = findDataProduct(singleMarketData, 'Bollinger Channels Objects')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 3: {\n let dataProduct = findDataProduct(singleMarketData, 'Bollinger Sub-Channels Objects')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 4: {\n let dataProduct = findDataProduct(singleMarketData, 'Candle-Stairs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 5: {\n let dataProduct = findDataProduct(singleMarketData, 'Popular SMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 6: {\n let dataProduct = findDataProduct(singleMarketData, 'Base7 SMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 7: {\n let dataProduct = findDataProduct(singleMarketData, 'Base11 SMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 8: {\n let dataProduct = findDataProduct(singleMarketData, 'Popular EMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 9: {\n let dataProduct = findDataProduct(singleMarketData, 'Base7 EMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 10: {\n let dataProduct = findDataProduct(singleMarketData, 'Base11 EMAs')\n layer.payload.referenceParent = dataProduct\n break\n }\n }\n layer.payload.uiObject.physics()\n }\n break\n }\n case 'Volumes': {\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n switch (j) {\n case 0: {\n let dataProduct = findDataProduct(singleMarketData, 'Volumes')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 1: {\n let dataProduct = findDataProduct(singleMarketData, 'Volume-Stairs')\n layer.payload.referenceParent = dataProduct\n break\n }\n }\n layer.payload.uiObject.physics()\n }\n break\n }\n case 'Oscilators': {\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n switch (j) {\n case 0: {\n let dataProduct = findDataProduct(singleMarketData, 'Percentage Bandwidth')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 1: {\n let dataProduct = findDataProduct(singleMarketData, 'RSI14')\n layer.payload.referenceParent = dataProduct\n break\n }\n }\n layer.payload.uiObject.physics()\n }\n break\n }\n case 'Backtesting': {\n setupSessionReference(timelineChart, backSessionReference)\n break\n }\n case 'Paper Trading': {\n setupSessionReference(timelineChart, paperSessionReference)\n break\n }\n case 'Live Trading': {\n setupSessionReference(timelineChart, liveSessionReference)\n break\n }\n case 'Fordward Testing': {\n setupSessionReference(timelineChart, fordwardSessionReference)\n break\n }\n }\n }\n\n function findDataProduct(singleMarketData, name) {\n for (let i = 0; i < singleMarketData.dataProducts.length; i++) {\n let dataProduct = singleMarketData.dataProducts[i]\n if (dataProduct.name === name) {\n return dataProduct\n }\n }\n }\n function setupSessionReference(timelineChart, sessionReference) {\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n switch (j) {\n case 0: {\n let dataProduct = findDataProduct(sessionReference.singleMarketData, 'Simulation')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 1: {\n let dataProduct = findDataProduct(sessionReference.singleMarketData, 'Conditions')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 2: {\n let dataProduct = findDataProduct(sessionReference.singleMarketData, 'Trades')\n layer.payload.referenceParent = dataProduct\n break\n }\n case 3: {\n let dataProduct = findDataProduct(sessionReference.singleMarketData, 'Strategies')\n layer.payload.referenceParent = dataProduct\n break\n }\n }\n layer.payload.uiObject.physics()\n }\n }\n\n let exchangeAndMarket = superAction.payload.parentNode.payload.parentNode.payload.parentNode.name + ' ' + market.name\n timeMachine.name = exchangeAndMarket\n\n for (let i = 0; i < dataMiningTaskManagers.length; i++) {\n let dataMiningTaskManager = dataMiningTaskManagers[i]\n dataMiningTaskManager.name = dataMiningTaskManager.name + ' ' + exchangeAndMarket\n }\n\n testingEnvironmentTaskManager.name = testingEnvironmentTaskManager.name + ' ' + exchangeAndMarket\n productionEnvironmentTaskManager.name = productionEnvironmentTaskManager.name + ' ' + exchangeAndMarket\n return true\n }\n}\n/*\nEnd Manster Script\n*/","id":"d234c201-4b50-48c6-be9d-f3b141c8cc16","savedPayload":{"position":{"x":41548.23493080181,"y":30912.542747453666},"targetPosition":{"x":41244.68344293723,"y":30608.727084340593},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},"id":"95b24e48-3b10-47cb-b149-8667571f4a83","savedPayload":{"position":{"x":41244.68344293723,"y":30608.727084340593},"targetPosition":{"x":40500.785430914875,"y":31038.241941751345},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3},"uiObject":{"shortcutKey":"o"}}},{"type":"Master Script","name":"Delete Market Dependencies ","templateScripts":[{"type":"Template Script","name":"Delete Testing Environment Task Managers","templateTarget":{"type":"Template Target","name":"New Template Target","id":"a97aa286-3199-4362-900a-65b604bf5b9a","savedPayload":{"position":{"x":41733.74764069586,"y":31048.56951888977},"targetPosition":{"x":41584.844872187714,"y":31205.477496729574},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Testing Environment","name":"New Testing Environment","id":"2ae685a1-25c6-4bd5-b559-d83e373e8d45"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Testing Environment') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Data Mining.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let e = 0; e < target.exchangeTasks.length; e++) {\n let exchangeTasks = target.exchangeTasks[e]\n if (exchangeTasks.payload.referenceParent !== undefined) {\n if (exchangeTasks.payload.referenceParent.id === exchange.id) {\n for (let k = 0; k < exchangeTasks.taskManagers.length; k++) {\n let taskManager = exchangeTasks.taskManagers[k]\n checkReferenceToMarket()\n function checkReferenceToMarket() {\n for (let i = 0; i < taskManager.tasks.length; i++) {\n let task = taskManager.tasks[i]\n if (task.bot !== undefined) {\n if (task.bot.processes !== undefined) {\n for (let j = 0; j < task.bot.processes.length; j++) {\n let process = task.bot.processes[j]\n if (process.marketReference !== undefined) {\n if (process.marketReference.payload !== undefined) {\n if (process.marketReference.payload.referenceParent !== undefined) {\n if (process.marketReference.payload.referenceParent.id === market.id) {\n nodesToDelete.push(taskManager)\n return\n }\n }\n }\n }\n }\n }\n }\n }\n }\n }\n if (exchangeTasks.taskManagers.length === nodesToDelete.length) {\n nodesToDelete.push(exchangeTasks)\n }\n }\n }\n }\n\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"9d020e32-68e5-4123-b0ad-cb443d778905","savedPayload":{"position":{"x":41786.690812351786,"y":31127.451603161848},"targetPosition":{"x":41584.844872187714,"y":31205.477496729574},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"12eb790b-7f24-48bf-a4f0-34159f3d1863","savedPayload":{"position":{"x":41584.844872187714,"y":31205.477496729574},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Production Environment Task Managers","templateTarget":{"type":"Template Target","name":"New Template Target","id":"2ef5ba0f-10f7-4af0-81c1-2e89b9aea583","savedPayload":{"position":{"x":41857.14486333724,"y":31268.385209101416},"targetPosition":{"x":41659.33073522124,"y":31356.175522174155},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Production Environment","name":"New Production Environment","id":"32656457-f603-416a-b805-546642094dc4"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Production Environment') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Data Mining.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let e = 0; e < target.exchangeTasks.length; e++) {\n let exchangeTasks = target.exchangeTasks[e]\n if (exchangeTasks.payload.referenceParent !== undefined) {\n if (exchangeTasks.payload.referenceParent.id === exchange.id) {\n for (let k = 0; k < exchangeTasks.taskManagers.length; k++) {\n let taskManager = exchangeTasks.taskManagers[k]\n checkReferenceToMarket()\n function checkReferenceToMarket() {\n for (let i = 0; i < taskManager.tasks.length; i++) {\n let task = taskManager.tasks[i]\n if (task.bot !== undefined) {\n if (task.bot.processes !== undefined) {\n for (let j = 0; j < task.bot.processes.length; j++) {\n let process = task.bot.processes[j]\n if (process.marketReference !== undefined) {\n if (process.marketReference.payload !== undefined) {\n if (process.marketReference.payload.referenceParent !== undefined) {\n if (process.marketReference.payload.referenceParent.id === market.id) {\n nodesToDelete.push(taskManager)\n return\n }\n }\n }\n }\n }\n }\n }\n }\n }\n }\n if (exchangeTasks.taskManagers.length === nodesToDelete.length) {\n nodesToDelete.push(exchangeTasks)\n }\n }\n }\n }\n\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"9f9515a8-2e47-4a6f-acc3-6e4e01a610b2","savedPayload":{"position":{"x":41875.83418023396,"y":31361.530700988485},"targetPosition":{"x":41659.33073522124,"y":31356.175522174155},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"29b330a4-d4f6-45ac-8b41-090740dc418f","savedPayload":{"position":{"x":41659.33073522124,"y":31356.175522174155},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Data Mining Task Managers","templateTarget":{"type":"Template Target","name":"New Template Target","id":"c3417c9a-68b3-4d49-9514-0d2d30cea254","savedPayload":{"position":{"x":41886.80546274287,"y":31517.9842228287},"targetPosition":{"x":41670.37892255565,"y":31523.445973803402},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Data Mining","name":"New Data Mining","id":"7449a608-32ca-4285-94d1-c96791e2817f"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Data Mining') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Data Mining.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let e = 0; e < target.exchangeTasks.length; e++) {\n let exchangeTasks = target.exchangeTasks[e]\n if (exchangeTasks.payload.referenceParent !== undefined) {\n if (exchangeTasks.payload.referenceParent.id === exchange.id) {\n for (let k = 0; k < exchangeTasks.taskManagers.length; k++) {\n let taskManager = exchangeTasks.taskManagers[k]\n checkReferenceToMarket()\n function checkReferenceToMarket() {\n for (let i = 0; i < taskManager.tasks.length; i++) {\n let task = taskManager.tasks[i]\n if (task.bot !== undefined) {\n if (task.bot.processes !== undefined) {\n for (let j = 0; j < task.bot.processes.length; j++) {\n let process = task.bot.processes[j]\n if (process.marketReference !== undefined) {\n if (process.marketReference.payload !== undefined) {\n if (process.marketReference.payload.referenceParent !== undefined) {\n if (process.marketReference.payload.referenceParent.id === market.id) {\n nodesToDelete.push(taskManager)\n return\n }\n }\n }\n }\n }\n }\n }\n }\n }\n }\n if (exchangeTasks.taskManagers.length === nodesToDelete.length) {\n nodesToDelete.push(exchangeTasks)\n }\n }\n }\n }\n\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"2d8e00e3-836a-426d-9f78-db3262bd7454","savedPayload":{"position":{"x":41868.39155545606,"y":31611.182558959707},"targetPosition":{"x":41670.37892255565,"y":31523.445973803402},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"e8e96f57-041e-4c0d-a2bf-5a8e444636b1","savedPayload":{"position":{"x":41670.37892255565,"y":31523.445973803402},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Dashboard Time Machines","templateTarget":{"type":"Template Target","name":"New Template Target","id":"1cbc9a0e-d00e-4506-9a33-5fbcb3ed8900","savedPayload":{"position":{"x":41818.410188185124,"y":31760.20751513395},"targetPosition":{"x":41616.42649783022,"y":31682.390968934295},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Dashboard","name":"Super Action Generated","id":"64fa2a31-21ea-4b56-a625-dc4082876a89"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Dashboard') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Dashboard.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let k = 0; k < target.timeMachines.length; k++) {\n let timeMachine = target.timeMachines[k]\n for (let i = 0; i < timeMachine.timelineCharts.length; i++) {\n let timelineChart = timeMachine.timelineCharts[i]\n for (let j = 0; j < timelineChart.layersManager.layers.length; j++) {\n let layer = timelineChart.layersManager.layers[j]\n if (layer.payload.referenceParent !== undefined) {\n if (layer.payload.referenceParent.payload !== undefined) {\n if (layer.payload.referenceParent.payload.parentNode !== undefined) {\n if (layer.payload.referenceParent.payload.parentNode.payload !== undefined) {\n if (layer.payload.referenceParent.payload.parentNode.payload.referenceParent !== undefined) {\n if (layer.payload.referenceParent.payload.parentNode.payload.referenceParent.id === market.id) {\n\n nodesToDelete.push(timeMachine)\n\n }\n }\n }\n }\n }\n }\n }\n }\n }\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"cf8f6b69-70f8-4035-801d-276c1e2d6b5d","savedPayload":{"position":{"x":41765.72446108792,"y":31839.2611862205},"targetPosition":{"x":41616.42649783022,"y":31682.390968934295},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"c78e76fc-311b-4ac7-942f-af9629ea8b76","savedPayload":{"position":{"x":41616.42649783022,"y":31682.390968934295},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Single Market Data","templateTarget":{"type":"Template Target","name":"New Template Target","id":"2d36e591-3314-4a0c-b04d-6372e961959d","savedPayload":{"position":{"x":41662.39970145276,"y":31957.823492834767},"targetPosition":{"x":41505.69047535707,"y":31808.570501389975},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":4,"distanceToParent":2},"uiObject":{},"referenceParent":{"type":"Session Independent Data","name":"New Session Independent Data","id":"bf04ccea-266d-4115-b50e-fefdf29b873a"}}},"javascriptCode":{"type":"Javascript Code","name":"New Javascript Code","code":"templateScriptConstructor = function () {\n let thisObject = {\n runValidations: runValidations,\n runScript: runScript\n }\n return thisObject\n\n function runValidations(superAction) {\n /* Validations */\n\n if (templateScript.templateTarget.payload.referenceParent.type !== 'Session Independent Data') {\n superAction.payload.uiObject.setErrorMessage('Template Target must have a Reference Parent of type Session Independent Data.')\n return\n }\n return true\n }\n\n function runScript(superAction, templateScript) {\n let target = templateScript.templateTarget.payload.referenceParent\n\n let nodesToDelete = []\n for (let e = 0; e < target.exchangeDataProducts.length; e++) {\n let exchangeDataProducts = target.exchangeDataProducts[e]\n if (exchangeDataProducts.payload.referenceParent !== undefined) {\n if (exchangeDataProducts.payload.referenceParent.id === exchange.id) {\n for (let i = 0; i < exchangeDataProducts.singleMarketData.length; i++) {\n let singleMarketData = exchangeDataProducts.singleMarketData[i]\n if (singleMarketData.payload !== undefined) {\n if (singleMarketData.payload.referenceParent !== undefined) {\n if (singleMarketData.payload.referenceParent.id === market.id) {\n nodesToDelete.push(singleMarketData)\n }\n }\n }\n }\n if (exchangeDataProducts.singleMarketData.length === nodesToDelete.length) {\n nodesToDelete.push(exchangeDataProducts)\n }\n }\n }\n }\n\n for (let i = 0; i < nodesToDelete.length; i++) {\n deleteNode(nodesToDelete[i])\n }\n }\n}","id":"168466d3-1446-4b45-a647-ad962d1d5f2c","savedPayload":{"position":{"x":41583.45144175295,"y":32010.665568336983},"targetPosition":{"x":41505.69047535707,"y":31808.570501389975},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":2},"uiObject":{}}},"id":"f23edd8e-b0f9-4531-9550-69cdb0616bcc","savedPayload":{"position":{"x":41505.69047535707,"y":31808.570501389975},"targetPosition":{"x":41244.27880201844,"y":31467.520909742285},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2},"uiObject":{}}},{"type":"Template Script","name":"Delete Session References","templateTarget":{"type":"Template Target","name":"New Template 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