Merge remote-tracking branch 'PlotterTradingSimulation/develop' into develop
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|
||||
nothing other than this License grants you permission to propagate or
|
||||
modify any covered work. These actions infringe copyright if you do
|
||||
not accept this License. Therefore, by modifying or propagating a
|
||||
covered work, you indicate your acceptance of this License to do so.
|
||||
|
||||
10. Automatic Licensing of Downstream Recipients.
|
||||
|
||||
Each time you convey a covered work, the recipient automatically
|
||||
receives a license from the original licensors, to run, modify and
|
||||
propagate that work, subject to this License. You are not responsible
|
||||
for enforcing compliance by third parties with this License.
|
||||
|
||||
An "entity transaction" is a transaction transferring control of an
|
||||
organization, or substantially all assets of one, or subdividing an
|
||||
organization, or merging organizations. If propagation of a covered
|
||||
work results from an entity transaction, each party to that
|
||||
transaction who receives a copy of the work also receives whatever
|
||||
licenses to the work the party's predecessor in interest had or could
|
||||
give under the previous paragraph, plus a right to possession of the
|
||||
Corresponding Source of the work from the predecessor in interest, if
|
||||
the predecessor has it or can get it with reasonable efforts.
|
||||
|
||||
You may not impose any further restrictions on the exercise of the
|
||||
rights granted or affirmed under this License. For example, you may
|
||||
not impose a license fee, royalty, or other charge for exercise of
|
||||
rights granted under this License, and you may not initiate litigation
|
||||
(including a cross-claim or counterclaim in a lawsuit) alleging that
|
||||
any patent claim is infringed by making, using, selling, offering for
|
||||
sale, or importing the Program or any portion of it.
|
||||
|
||||
11. Patents.
|
||||
|
||||
A "contributor" is a copyright holder who authorizes use under this
|
||||
License of the Program or a work on which the Program is based. The
|
||||
work thus licensed is called the contributor's "contributor version".
|
||||
|
||||
A contributor's "essential patent claims" are all patent claims
|
||||
owned or controlled by the contributor, whether already acquired or
|
||||
hereafter acquired, that would be infringed by some manner, permitted
|
||||
by this License, of making, using, or selling its contributor version,
|
||||
but do not include claims that would be infringed only as a
|
||||
consequence of further modification of the contributor version. For
|
||||
purposes of this definition, "control" includes the right to grant
|
||||
patent sublicenses in a manner consistent with the requirements of
|
||||
this License.
|
||||
|
||||
Each contributor grants you a non-exclusive, worldwide, royalty-free
|
||||
patent license under the contributor's essential patent claims, to
|
||||
make, use, sell, offer for sale, import and otherwise run, modify and
|
||||
propagate the contents of its contributor version.
|
||||
|
||||
In the following three paragraphs, a "patent license" is any express
|
||||
agreement or commitment, however denominated, not to enforce a patent
|
||||
(such as an express permission to practice a patent or covenant not to
|
||||
sue for patent infringement). To "grant" such a patent license to a
|
||||
party means to make such an agreement or commitment not to enforce a
|
||||
patent against the party.
|
||||
|
||||
If you convey a covered work, knowingly relying on a patent license,
|
||||
and the Corresponding Source of the work is not available for anyone
|
||||
to copy, free of charge and under the terms of this License, through a
|
||||
publicly available network server or other readily accessible means,
|
||||
then you must either (1) cause the Corresponding Source to be so
|
||||
available, or (2) arrange to deprive yourself of the benefit of the
|
||||
patent license for this particular work, or (3) arrange, in a manner
|
||||
consistent with the requirements of this License, to extend the patent
|
||||
license to downstream recipients. "Knowingly relying" means you have
|
||||
actual knowledge that, but for the patent license, your conveying the
|
||||
covered work in a country, or your recipient's use of the covered work
|
||||
in a country, would infringe one or more identifiable patents in that
|
||||
country that you have reason to believe are valid.
|
||||
|
||||
If, pursuant to or in connection with a single transaction or
|
||||
arrangement, you convey, or propagate by procuring conveyance of, a
|
||||
covered work, and grant a patent license to some of the parties
|
||||
receiving the covered work authorizing them to use, propagate, modify
|
||||
or convey a specific copy of the covered work, then the patent license
|
||||
you grant is automatically extended to all recipients of the covered
|
||||
work and works based on it.
|
||||
|
||||
A patent license is "discriminatory" if it does not include within
|
||||
the scope of its coverage, prohibits the exercise of, or is
|
||||
conditioned on the non-exercise of one or more of the rights that are
|
||||
specifically granted under this License. You may not convey a covered
|
||||
work if you are a party to an arrangement with a third party that is
|
||||
in the business of distributing software, under which you make payment
|
||||
to the third party based on the extent of your activity of conveying
|
||||
the work, and under which the third party grants, to any of the
|
||||
parties who would receive the covered work from you, a discriminatory
|
||||
patent license (a) in connection with copies of the covered work
|
||||
conveyed by you (or copies made from those copies), or (b) primarily
|
||||
for and in connection with specific products or compilations that
|
||||
contain the covered work, unless you entered into that arrangement,
|
||||
or that patent license was granted, prior to 28 March 2007.
|
||||
|
||||
Nothing in this License shall be construed as excluding or limiting
|
||||
any implied license or other defenses to infringement that may
|
||||
otherwise be available to you under applicable patent law.
|
||||
|
||||
12. No Surrender of Others' Freedom.
|
||||
|
||||
If conditions are imposed on you (whether by court order, agreement or
|
||||
otherwise) that contradict the conditions of this License, they do not
|
||||
excuse you from the conditions of this License. If you cannot convey a
|
||||
covered work so as to satisfy simultaneously your obligations under this
|
||||
License and any other pertinent obligations, then as a consequence you may
|
||||
not convey it at all. For example, if you agree to terms that obligate you
|
||||
to collect a royalty for further conveying from those to whom you convey
|
||||
the Program, the only way you could satisfy both those terms and this
|
||||
License would be to refrain entirely from conveying the Program.
|
||||
|
||||
13. Remote Network Interaction; Use with the GNU General Public License.
|
||||
|
||||
Notwithstanding any other provision of this License, if you modify the
|
||||
Program, your modified version must prominently offer all users
|
||||
interacting with it remotely through a computer network (if your version
|
||||
supports such interaction) an opportunity to receive the Corresponding
|
||||
Source of your version by providing access to the Corresponding Source
|
||||
from a network server at no charge, through some standard or customary
|
||||
means of facilitating copying of software. This Corresponding Source
|
||||
shall include the Corresponding Source for any work covered by version 3
|
||||
of the GNU General Public License that is incorporated pursuant to the
|
||||
following paragraph.
|
||||
|
||||
Notwithstanding any other provision of this License, you have
|
||||
permission to link or combine any covered work with a work licensed
|
||||
under version 3 of the GNU General Public License into a single
|
||||
combined work, and to convey the resulting work. The terms of this
|
||||
License will continue to apply to the part which is the covered work,
|
||||
but the work with which it is combined will remain governed by version
|
||||
3 of the GNU General Public License.
|
||||
|
||||
14. Revised Versions of this License.
|
||||
|
||||
The Free Software Foundation may publish revised and/or new versions of
|
||||
the GNU Affero General Public License from time to time. Such new versions
|
||||
will be similar in spirit to the present version, but may differ in detail to
|
||||
address new problems or concerns.
|
||||
|
||||
Each version is given a distinguishing version number. If the
|
||||
Program specifies that a certain numbered version of the GNU Affero General
|
||||
Public License "or any later version" applies to it, you have the
|
||||
option of following the terms and conditions either of that numbered
|
||||
version or of any later version published by the Free Software
|
||||
Foundation. If the Program does not specify a version number of the
|
||||
GNU Affero General Public License, you may choose any version ever published
|
||||
by the Free Software Foundation.
|
||||
|
||||
If the Program specifies that a proxy can decide which future
|
||||
versions of the GNU Affero General Public License can be used, that proxy's
|
||||
public statement of acceptance of a version permanently authorizes you
|
||||
to choose that version for the Program.
|
||||
|
||||
Later license versions may give you additional or different
|
||||
permissions. However, no additional obligations are imposed on any
|
||||
author or copyright holder as a result of your choosing to follow a
|
||||
later version.
|
||||
|
||||
15. Disclaimer of Warranty.
|
||||
|
||||
THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
|
||||
APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
|
||||
HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
|
||||
OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
|
||||
THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
||||
PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
|
||||
IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
|
||||
ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
|
||||
|
||||
16. Limitation of Liability.
|
||||
|
||||
IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
|
||||
WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
|
||||
THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
|
||||
GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
|
||||
USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
|
||||
DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
|
||||
PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
|
||||
EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
|
||||
SUCH DAMAGES.
|
||||
|
||||
17. Interpretation of Sections 15 and 16.
|
||||
|
||||
If the disclaimer of warranty and limitation of liability provided
|
||||
above cannot be given local legal effect according to their terms,
|
||||
reviewing courts shall apply local law that most closely approximates
|
||||
an absolute waiver of all civil liability in connection with the
|
||||
Program, unless a warranty or assumption of liability accompanies a
|
||||
copy of the Program in return for a fee.
|
||||
|
||||
END OF TERMS AND CONDITIONS
|
||||
|
||||
How to Apply These Terms to Your New Programs
|
||||
|
||||
If you develop a new program, and you want it to be of the greatest
|
||||
possible use to the public, the best way to achieve this is to make it
|
||||
free software which everyone can redistribute and change under these terms.
|
||||
|
||||
To do so, attach the following notices to the program. It is safest
|
||||
to attach them to the start of each source file to most effectively
|
||||
state the exclusion of warranty; and each file should have at least
|
||||
the "copyright" line and a pointer to where the full notice is found.
|
||||
|
||||
<one line to give the program's name and a brief idea of what it does.>
|
||||
Copyright (C) <year> <name of author>
|
||||
|
||||
This program is free software: you can redistribute it and/or modify
|
||||
it under the terms of the GNU Affero General Public License as published
|
||||
by the Free Software Foundation, either version 3 of the License, or
|
||||
(at your option) any later version.
|
||||
|
||||
This program is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
GNU Affero General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Affero General Public License
|
||||
along with this program. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
Also add information on how to contact you by electronic and paper mail.
|
||||
|
||||
If your software can interact with users remotely through a computer
|
||||
network, you should also make sure that it provides a way for users to
|
||||
get its source. For example, if your program is a web application, its
|
||||
interface could display a "Source" link that leads users to an archive
|
||||
of the code. There are many ways you could offer source, and different
|
||||
solutions will be better for different programs; see section 13 for the
|
||||
specific requirements.
|
||||
|
||||
You should also get your employer (if you work as a programmer) or school,
|
||||
if any, to sign a "copyright disclaimer" for the program, if necessary.
|
||||
For more information on this, and how to apply and follow the GNU AGPL, see
|
||||
<http://www.gnu.org/licenses/>.
|
||||
@@ -0,0 +1,25 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio 15
|
||||
VisualStudioVersion = 15.0.27130.2027
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "Project", "Project.njsproj", "{096B35AD-F86F-47B9-A99F-04CA93397DA8}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{096B35AD-F86F-47B9-A99F-04CA93397DA8}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{096B35AD-F86F-47B9-A99F-04CA93397DA8}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{096B35AD-F86F-47B9-A99F-04CA93397DA8}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{096B35AD-F86F-47B9-A99F-04CA93397DA8}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {E75EDC9D-66A7-4C54-8EA1-5ADC148CACA8}
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,87 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<SchemaVersion>2.0</SchemaVersion>
|
||||
<ProjectGuid>{096b35ad-f86f-47b9-a99f-04ca93397da8}</ProjectGuid>
|
||||
<ProjectHome />
|
||||
<ProjectView>ShowAllFiles</ProjectView>
|
||||
<StartupFile>TradingSimulation.js</StartupFile>
|
||||
<WorkingDirectory>.</WorkingDirectory>
|
||||
<OutputPath>.</OutputPath>
|
||||
<ProjectTypeGuids>{3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}</ProjectTypeGuids>
|
||||
<VisualStudioVersion Condition="'$(VisualStudioVersion)' == ''">14.0</VisualStudioVersion>
|
||||
<VSToolsPath Condition="'$(VSToolsPath)' == ''">$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)</VSToolsPath>
|
||||
<Name>Project</Name>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)' == 'Debug'" />
|
||||
<PropertyGroup Condition="'$(Configuration)' == 'Release'" />
|
||||
<ItemGroup>
|
||||
<Compile Include="Conditions.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SimulationExecution.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="SimulationExecutionPanel.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="Strategies.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="Trades.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="TradingSimulationAssetBalancesPanel.js" />
|
||||
<Compile Include="TradingSimulationCurrentPositionPanel.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="TradingSimulation.js" />
|
||||
<Compile Include="TradingSimulationEpisodePanel.js" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Content Include="this.plotter.config.json" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(MSBuildToolsPath)\Microsoft.Common.targets" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
|
||||
<!--Do not delete the following Import Project. While this appears to do nothing it is a marker for setting TypeScript properties before our import that depends on them.-->
|
||||
<Import Project="$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\TypeScript\Microsoft.TypeScript.targets" Condition="False" />
|
||||
<Import Project="$(VSToolsPath)\Node.js Tools\Microsoft.NodejsTools.targets" />
|
||||
<ProjectExtensions>
|
||||
<VisualStudio>
|
||||
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}">
|
||||
<WebProjectProperties>
|
||||
<UseIIS>False</UseIIS>
|
||||
<AutoAssignPort>True</AutoAssignPort>
|
||||
<DevelopmentServerPort>0</DevelopmentServerPort>
|
||||
<DevelopmentServerVPath>/</DevelopmentServerVPath>
|
||||
<IISUrl>http://localhost:48022/</IISUrl>
|
||||
<NTLMAuthentication>False</NTLMAuthentication>
|
||||
<UseCustomServer>True</UseCustomServer>
|
||||
<CustomServerUrl>http://localhost:1337</CustomServerUrl>
|
||||
<SaveServerSettingsInUserFile>False</SaveServerSettingsInUserFile>
|
||||
</WebProjectProperties>
|
||||
</FlavorProperties>
|
||||
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}" User="">
|
||||
<WebProjectProperties>
|
||||
<StartPageUrl>
|
||||
</StartPageUrl>
|
||||
<StartAction>CurrentPage</StartAction>
|
||||
<AspNetDebugging>True</AspNetDebugging>
|
||||
<SilverlightDebugging>False</SilverlightDebugging>
|
||||
<NativeDebugging>False</NativeDebugging>
|
||||
<SQLDebugging>False</SQLDebugging>
|
||||
<ExternalProgram>
|
||||
</ExternalProgram>
|
||||
<StartExternalURL>
|
||||
</StartExternalURL>
|
||||
<StartCmdLineArguments>
|
||||
</StartCmdLineArguments>
|
||||
<StartWorkingDirectory>
|
||||
</StartWorkingDirectory>
|
||||
<EnableENC>False</EnableENC>
|
||||
<AlwaysStartWebServerOnDebug>False</AlwaysStartWebServerOnDebug>
|
||||
</WebProjectProperties>
|
||||
</FlavorProperties>
|
||||
</VisualStudio>
|
||||
</ProjectExtensions>
|
||||
</Project>
|
||||
@@ -0,0 +1,6 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project ToolsVersion="Current" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup>
|
||||
<LastActiveSolutionConfig>Debug|Any CPU</LastActiveSolutionConfig>
|
||||
</PropertyGroup>
|
||||
</Project>
|
||||
@@ -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 record
|
||||
|
||||
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];
|
||||
record = 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;
|
||||
|
||||
record.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;
|
||||
|
||||
record.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;
|
||||
|
||||
record.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;
|
||||
|
||||
record.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", record);
|
||||
}
|
||||
|
||||
/* 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); }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -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 record;
|
||||
let upDownButton
|
||||
|
||||
return thisObject;
|
||||
|
||||
function finalize() {
|
||||
thisObject.container.finalize()
|
||||
thisObject.container = undefined
|
||||
thisObject.fitFunction = undefined
|
||||
thisObject.isVisible = undefined
|
||||
|
||||
record = 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) {
|
||||
|
||||
record = lastCurrentCandle;
|
||||
|
||||
}
|
||||
|
||||
|
||||
function draw() {
|
||||
if (thisObject.isVisible !== true) { return }
|
||||
thisObject.container.frame.draw(false, false, true, thisObject.fitFunction);
|
||||
|
||||
plot();
|
||||
|
||||
upDownButton.draw()
|
||||
|
||||
}
|
||||
|
||||
|
||||
function plot() {
|
||||
|
||||
if (record === 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 = record
|
||||
|
||||
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(record.datetime)
|
||||
|
||||
printLabel('Market Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.05 / 2, '1');
|
||||
printLabel(record.marketRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.10 / 2, '0.50');
|
||||
|
||||
printLabel('Sell Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.15 / 2, '1');
|
||||
printLabel(record.lastSellRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.20 / 2, '0.50');
|
||||
|
||||
printLabel('Sell Executed Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.25 / 2, '1');
|
||||
printLabel(record.sellExecRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.30 / 2, '0.50');
|
||||
|
||||
printLabel('Buy Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.35 / 2, '1');
|
||||
printLabel(record.lastBuyRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.40 / 2, '0.40');
|
||||
|
||||
printLabel('Buy Executed Rate', X_AXIS, frameTitleHeight + frameBodyHeight * 0.45 / 2, '1');
|
||||
printLabel(record.buyExecRate, X_AXIS, frameTitleHeight + frameBodyHeight * 0.50 / 2, '0.50');
|
||||
|
||||
printLabel('ROI Asset A', X_AXIS, frameTitleHeight + frameBodyHeight * (1 - 0.25 / 2), '1');
|
||||
printLabel((record.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((record.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();
|
||||
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
+718
@@ -0,0 +1,718 @@
|
||||
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.
|
||||
|
||||
record: 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];
|
||||
record.situationName = dailyFile[i][6];
|
||||
record.name = dailyFile[i][7];
|
||||
|
||||
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.record = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.record);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
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];
|
||||
record.situationName = marketFile[i][6];
|
||||
record.name = marketFile[i][7];
|
||||
|
||||
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.record = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.record);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//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();
|
||||
*/
|
||||
|
||||
/* Situation Name */
|
||||
let digit = record.begin.toFixed(0).substring(7,8)
|
||||
let positionY = recordPoint3.y - (recordPoint3.y - recordPoint1.y) / 2 + (Number(digit) * 10 - 50)
|
||||
|
||||
if (canvas.chartingSpace.viewport.zoomLevel >= ZOOM_OUT_THRESHOLD_FOR_HIDDING_CHARTS_LABELS) {
|
||||
if (record.name !== "New Strategy") {
|
||||
printLabel(record.name, recordPoint1.x + 5, positionY - 15, '1', 12);
|
||||
}
|
||||
if (record.situationName !== "New Situation") {
|
||||
printLabel(record.situationName, recordPoint1.x + 5, positionY, '1', 12);
|
||||
}
|
||||
}
|
||||
|
||||
/* 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 record = {
|
||||
};
|
||||
thisObject.container.eventHandler.raiseEvent("Current Strategy Record Changed", record);
|
||||
}
|
||||
|
||||
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); }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,690 @@
|
||||
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.
|
||||
|
||||
record: 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.variable_last_position_ROI = dailyFile[i][3];
|
||||
record.beginRate = dailyFile[i][4];
|
||||
record.endRate = dailyFile[i][5];
|
||||
record.exitType = dailyFile[i][6];
|
||||
record.situationName = dailyFile[i][7];
|
||||
|
||||
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.record = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.record);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
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.variable_last_position_ROI = marketFile[i][3];
|
||||
record.beginRate = marketFile[i][4];
|
||||
record.endRate = marketFile[i][5];
|
||||
record.exitType = marketFile[i][6];
|
||||
record.situationName = marketFile[i][7];
|
||||
|
||||
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.record = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.record);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//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 record = {
|
||||
};
|
||||
thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", record);
|
||||
}
|
||||
|
||||
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 line0 = record.situationName
|
||||
let line1 = '';
|
||||
let line2 = '';
|
||||
|
||||
if (line0 === 'New Situation') {
|
||||
line0 = ''
|
||||
}
|
||||
|
||||
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.variable_last_position_ROI < 0) {
|
||||
line2 = 'ROI:' + (record.variable_last_position_ROI).toFixed(2) + ' %';
|
||||
} else {
|
||||
line2 = 'ROI:' + (record.variable_last_position_ROI).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.variable_last_position_ROI > 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 {
|
||||
|
||||
if (canvas.chartingSpace.viewport.zoomLevel >= ZOOM_OUT_THRESHOLD_FOR_HIDDING_CHARTS_LABELS) {
|
||||
printLabel(line0, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line1.length * FONT_ASPECT_RATIO, point.y - 15, '1', 12);
|
||||
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); }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,864 @@
|
||||
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.
|
||||
|
||||
record: 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('Managed Stop Loss');
|
||||
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.variable_current_balance_baseAsset = dailyFile[i][2];
|
||||
record.variable_current_balance_quotedAsset = dailyFile[i][3];
|
||||
record.variable_episode_stat_profitLoss = dailyFile[i][4];
|
||||
record.variable_last_position_profitLoss = dailyFile[i][5];
|
||||
record.variable_current_position_stopLoss_value = dailyFile[i][6];
|
||||
record.variable_episode_count_positions = dailyFile[i][7];
|
||||
record.variable_episode_count_hits = dailyFile[i][8];
|
||||
record.variable_episode_count_fails = dailyFile[i][9];
|
||||
record.variable_episode_stat_hitRatio = dailyFile[i][10];
|
||||
record.variable_episode_stat_ROI = dailyFile[i][11];
|
||||
record.variable_episode_count_periods = dailyFile[i][12];
|
||||
record.variable_episode_stat_days = dailyFile[i][13];
|
||||
record.variable_episode_stat_anualizedRateOfReturn = dailyFile[i][14];
|
||||
record.variable_current_position_rate = dailyFile[i][15];
|
||||
record.variable_last_position_ROI = dailyFile[i][16];
|
||||
record.strategy = dailyFile[i][17];
|
||||
record.variable_current_position_takeProfit_value = dailyFile[i][18];
|
||||
record.variable_current_position_stopLoss_phase = dailyFile[i][19];
|
||||
record.variable_current_position_takeProfit_phase = dailyFile[i][20];
|
||||
record.variable_current_position_size = dailyFile[i][21]; // 25 is the message for the executor
|
||||
record.variable_episode_parameters_initial_balance_baseAsset = dailyFile[i][22];
|
||||
record.variable_episode_parameters_minimum_balance_baseAsset = dailyFile[i][23];
|
||||
record.variable_episode_parameters_maximum_balance_baseAsset = dailyFile[i][24];
|
||||
record.variable_episode_parameters_initial_balance_quotedAsset = dailyFile[i][25];
|
||||
record.variable_episode_parameters_minimum_balance_quotedAsset = dailyFile[i][26];
|
||||
record.variable_episode_parameters_maximum_balance_quotedAsset = dailyFile[i][27];
|
||||
record.variable_episode_parameters_baseAsset = dailyFile[i][28];
|
||||
record.variable_episode_parameters_quotedAsset = dailyFile[i][29];
|
||||
record.variable_episode_parameters_marketBaseAsset = dailyFile[i][30];
|
||||
record.variable_episode_parameters_marketQuotedAsset = dailyFile[i][31];
|
||||
record.variable_current_position_count_periods = dailyFile[i][32];
|
||||
record.variable_current_position_stat_days = dailyFile[i][33];
|
||||
|
||||
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.record = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.record);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
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.variable_current_balance_baseAsset = marketFile[i][2];
|
||||
record.variable_current_balance_quotedAsset = marketFile[i][3];
|
||||
record.variable_episode_stat_profitLoss = marketFile[i][4];
|
||||
record.variable_last_position_profitLoss = marketFile[i][5];
|
||||
record.variable_current_position_stopLoss_value = marketFile[i][6];
|
||||
record.variable_episode_count_positions = marketFile[i][7];
|
||||
record.variable_episode_count_hits = marketFile[i][8];
|
||||
record.variable_episode_count_fails = marketFile[i][9];
|
||||
record.variable_episode_stat_hitRatio = marketFile[i][10];
|
||||
record.variable_episode_stat_ROI = marketFile[i][11];
|
||||
record.variable_episode_count_periods = marketFile[i][12];
|
||||
record.variable_episode_stat_days = marketFile[i][13];
|
||||
record.variable_episode_stat_anualizedRateOfReturn = marketFile[i][14];
|
||||
record.variable_current_position_rate = marketFile[i][15];
|
||||
record.variable_last_position_ROI = marketFile[i][16];
|
||||
record.variable_current_position_takeProfit_value = marketFile[i][17];
|
||||
record.variable_current_position_stopLoss_phase = marketFile[i][18];
|
||||
record.variable_current_position_takeProfit_phase = marketFile[i][19];
|
||||
record.variable_current_position_size = marketFile[i][20];
|
||||
record.variable_episode_parameters_initial_balance_baseAsset = marketFile[i][21];
|
||||
record.variable_episode_parameters_minimum_balance_baseAsset = marketFile[i][22];
|
||||
record.variable_episode_parameters_maximum_balance_baseAsset = marketFile[i][23];
|
||||
record.variable_episode_parameters_initial_balance_quotedAsset = marketFile[i][24];
|
||||
record.variable_episode_parameters_minimum_balance_quotedAsset = marketFile[i][25];
|
||||
record.variable_episode_parameters_maximum_balance_quotedAsset = marketFile[i][26];
|
||||
record.variable_episode_parameters_baseAsset = marketFile[i][27];
|
||||
record.variable_episode_parameters_quotedAsset = marketFile[i][28];
|
||||
record.variable_episode_parameters_marketBaseAsset = marketFile[i][29];
|
||||
record.variable_episode_parameters_marketQuotedAsset = marketFile[i][30];
|
||||
record.variable_current_position_count_periods = marketFile[i][31];
|
||||
record.variable_current_position_stat_days = marketFile[i][32];
|
||||
|
||||
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.record = record;
|
||||
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.record);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//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.variable_current_position_stopLoss_value !== 0) {
|
||||
coordinateSystem.reportYValue(record.variable_current_position_stopLoss_value)
|
||||
}
|
||||
if (record.variable_current_position_takeProfit_value !== 0) {
|
||||
coordinateSystem.reportYValue(record.variable_current_position_takeProfit_value)
|
||||
}
|
||||
|
||||
/* Send the current record to the panel */
|
||||
|
||||
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
||||
|
||||
let eventRecords = {
|
||||
record: record
|
||||
};
|
||||
thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords);
|
||||
}
|
||||
|
||||
let stopLossPhase = -1;
|
||||
let takeProfitPhase = -1;
|
||||
|
||||
if (i > 0) {
|
||||
if (record.variable_current_position_stopLoss_phase !== records[i - 1].variable_current_position_stopLoss_phase) {
|
||||
stopLossPhase = record.variable_current_position_stopLoss_phase;
|
||||
}
|
||||
|
||||
if (record.variable_current_position_takeProfit_phase !== records[i - 1].variable_current_position_takeProfit_phase) {
|
||||
takeProfitPhase = record.variable_current_position_takeProfit_phase;
|
||||
}
|
||||
}
|
||||
|
||||
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.variable_current_position_stopLoss_value
|
||||
};
|
||||
|
||||
let recordPoint6 = {
|
||||
x: record.end,
|
||||
y: record.variable_current_position_stopLoss_value
|
||||
};
|
||||
|
||||
if (record.variable_current_position_stopLoss_value === 0) { // Put these points out of range if stopLoss is zero.
|
||||
|
||||
recordPoint5.x = 0;
|
||||
recordPoint6.x = 0;
|
||||
}
|
||||
|
||||
let recordPoint7 = {
|
||||
x: record.begin,
|
||||
y: record.variable_current_position_rate
|
||||
};
|
||||
|
||||
let recordPoint8 = {
|
||||
x: record.end,
|
||||
y: record.variable_current_position_rate
|
||||
};
|
||||
|
||||
if (record.variable_current_position_rate === 0) { // Put these points out of range if sellRate is zero.
|
||||
|
||||
recordPoint7.x = 0;
|
||||
recordPoint8.x = 0;
|
||||
}
|
||||
|
||||
let recordPoint9 = {
|
||||
x: record.begin,
|
||||
y: record.variable_current_position_takeProfit_value
|
||||
};
|
||||
|
||||
let recordPoint10 = {
|
||||
x: record.end,
|
||||
y: record.variable_current_position_takeProfit_value
|
||||
};
|
||||
|
||||
if (record.variable_current_position_takeProfit_value === 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.variable_episode_count_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 accumulatedProfitLoss / stop loss */
|
||||
|
||||
let yOffset = 0
|
||||
if (record.variable_current_position_takeProfit_value > record.variable_current_position_stopLoss_value) { 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); }
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,219 @@
|
||||
|
||||
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 record;
|
||||
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
|
||||
|
||||
record = 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) {
|
||||
|
||||
record = records.record;
|
||||
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 (record === 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 (record.variable_current_position_size > 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
|
||||
}
|
||||
|
||||
if (record.variable_episode_parameters_baseAsset === record.variable_episode_parameters_marketBaseAsset) {
|
||||
params = {}
|
||||
params.VALUE = record.variable_current_balance_baseAsset;
|
||||
params.INIT_VALUE = record.variable_episode_parameters_initial_balance_baseAsset
|
||||
params.MIN_VALUE = record.variable_episode_parameters_minimum_balance_baseAsset
|
||||
params.MAX_VALUE = record.variable_episode_parameters_maximum_balance_baseAsset
|
||||
params.ASSET_LABEL = 'Base'
|
||||
params.ASSET_NAME = record.variable_episode_parameters_baseAsset
|
||||
params.LEFT_OFFSET = X_AXIS
|
||||
params.POSITION_TAKEN = positionTaken
|
||||
params.BASE_ASSET = record.variable_episode_parameters_baseAsset
|
||||
params.DECIMALS = 4
|
||||
|
||||
paramsArray.push(params)
|
||||
|
||||
params = {}
|
||||
params.VALUE = record.variable_current_balance_quotedAsset;
|
||||
params.MIN_VALUE = record.variable_episode_parameters_minimum_balance_quotedAsset
|
||||
params.INIT_VALUE = record.variable_episode_parameters_initial_balance_quotedAsset
|
||||
params.MAX_VALUE = record.variable_episode_parameters_maximum_balance_quotedAsset
|
||||
params.ASSET_LABEL = 'Quoted'
|
||||
params.ASSET_NAME = record.variable_episode_parameters_quotedAsset
|
||||
params.LEFT_OFFSET = X_AXIS
|
||||
params.POSITION_TAKEN = positionTaken
|
||||
params.BASE_ASSET = record.variable_episode_parameters_baseAsset
|
||||
params.DECIMALS = 2
|
||||
|
||||
paramsArray.push(params)
|
||||
} else {
|
||||
params = {}
|
||||
params.VALUE = record.variable_current_balance_quotedAsset;
|
||||
params.INIT_VALUE = record.variable_episode_parameters_initial_balance_quotedAsset
|
||||
params.MIN_VALUE = record.variable_episode_parameters_minimum_balance_quotedAsset
|
||||
params.MAX_VALUE = record.variable_episode_parameters_maximum_balance_quotedAsset
|
||||
params.ASSET_LABEL = 'Base'
|
||||
params.ASSET_NAME = record.variable_episode_parameters_baseAsset
|
||||
params.LEFT_OFFSET = X_AXIS
|
||||
params.POSITION_TAKEN = positionTaken
|
||||
params.BASE_ASSET = record.variable_episode_parameters_baseAsset
|
||||
params.DECIMALS = 4
|
||||
|
||||
paramsArray.push(params)
|
||||
|
||||
params = {}
|
||||
params.VALUE = record.variable_current_balance_baseAsset;
|
||||
params.MIN_VALUE = record.variable_episode_parameters_minimum_balance_baseAsset
|
||||
params.INIT_VALUE = record.variable_episode_parameters_initial_balance_baseAsset
|
||||
params.MAX_VALUE = record.variable_episode_parameters_maximum_balance_baseAsset
|
||||
params.ASSET_LABEL = 'Quoted'
|
||||
params.ASSET_NAME = record.variable_episode_parameters_quotedAsset
|
||||
params.LEFT_OFFSET = X_AXIS
|
||||
params.POSITION_TAKEN = positionTaken
|
||||
params.BASE_ASSET = record.variable_episode_parameters_baseAsset
|
||||
params.DECIMALS = 2
|
||||
|
||||
paramsArray.push(params)
|
||||
}
|
||||
|
||||
|
||||
thisObject.assetBalances.setParamsArray(paramsArray)
|
||||
thisObject.assetBalances.draw()
|
||||
}
|
||||
}
|
||||
@@ -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 record;
|
||||
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
|
||||
|
||||
record = 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) {
|
||||
|
||||
record = records.record;
|
||||
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 (record === 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(record.variable_current_position_size, 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(record.variable_current_position_rate, 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(record.variable_current_position_stopLoss_value, 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(record.variable_current_position_takeProfit_value, 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((record.variable_current_position_count_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((record.variable_current_position_stat_days).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((record.variable_last_position_profitLoss), 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((record.variable_last_position_ROI).toFixed(2) + ' % ', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
|
||||
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,177 @@
|
||||
|
||||
function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimulationEpisodePanel() {
|
||||
|
||||
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 Episode Panel";
|
||||
|
||||
let record;
|
||||
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
|
||||
|
||||
record = 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) {
|
||||
|
||||
record = records.record;
|
||||
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 (record === 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('Episode', 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(record.variable_episode_stat_profitLoss, 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(record.variable_episode_count_positions, 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(record.variable_episode_count_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(record.variable_episode_count_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((record.variable_episode_stat_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((record.variable_episode_stat_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(record.variable_episode_count_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(record.variable_episode_stat_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((record.variable_episode_stat_anualizedRateOfReturn * 100).toFixed(2) + ' %', X_AXIS, frameTitleHeight + frameBodyHeight * y, '1.00', 14, undefined, true, thisObject.container, thisObject.fitFunction);
|
||||
|
||||
}
|
||||
}
|
||||
@@ -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"
|
||||
}
|
||||
]
|
||||
}
|
||||
]
|
||||
}
|
||||
Reference in new issue
Block a user