diff --git a/.gitattributes b/.gitattributes new file mode 100644 index 000000000..dfe077042 --- /dev/null +++ b/.gitattributes @@ -0,0 +1,2 @@ +# Auto detect text files and perform LF normalization +* text=auto diff --git a/.gitignore b/.gitignore new file mode 100644 index 000000000..82c487bdd --- /dev/null +++ b/.gitignore @@ -0,0 +1,11 @@ + +.vs/* +obj/* + +bin/* + +*.config +*.log +*.cache +node_modules/* + diff --git a/Conditions.js b/Conditions.js new file mode 100644 index 000000000..1d932cf6e --- /dev/null +++ b/Conditions.js @@ -0,0 +1,1128 @@ +function newTradingEnginesPlottersTradingSimulationConditions() { + + const MODULE_NAME = "Conditions Plotter"; + const INFO_LOG = false; + const ERROR_LOG = true; + const INTENSIVE_LOG = false; + const logger = newWebDebugLog(); + logger.fileName = MODULE_NAME; + + let thisObject = { + + // Main functions and properties. + + initialize: initialize, + finalize: finalize, + container: undefined, + getContainer: getContainer, + setTimeFrame: setTimeFrame, + setDatetime: setDatetime, + draw: draw, + + /* Events declared outside the plotter. */ + + onDailyFileLoaded: onDailyFileLoaded, + + // Secondary functions and properties. + + 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 conditions = []; + let headers; + + let noDefinitionOnFocusErrorDisplayed = false + + let onMouseOverEventSuscriptionId + let zoomChangedEventSubscriptionId + let offsetChangedEventSubscriptionId + let dragFinishedEventSubscriptionId + let dimmensionsChangedEventSubscriptionId + let marketFilesUpdatedEventSubscriptionId + let dailyFilesUpdatedEventSubscriptionId + let scaleChangedEventSubscriptionId + + let userPositionDate + return thisObject; + + function finalize() { + try { + + if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); } + + /* Stop listening to the necesary events. */ + + thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) + canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); + canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); + canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); + thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) + marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); + dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); + + /* Destroyd References */ + + marketFiles = undefined; + dailyFiles = undefined; + + datetime = undefined; + timeFrame = undefined; + + marketFile = undefined; + fileCursor = undefined; + + finalizeCoordinateSystem() + coordinateSystem = undefined + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } + } + } + + function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); } + + /* Store the information received. */ + + marketFiles = pStorage.marketFiles[0]; + dailyFiles = pStorage.dailyFiles[0]; + + datetime = pDatetime; + timeFrame = pTimeFrame; + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + + /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ + + marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. + + /* Now we set the right files according to current Period. */ + + marketFile = marketFiles.getFile(pTimeFrame); + fileCursor = dailyFiles.getFileCursor(pTimeFrame); + + /* Listen to the necesary events. */ + + zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); + offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); + dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); + marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); + dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); + onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) + + /* Get ready for plotting. */ + + recalculate(); + + /* Ready for when dimmension changes. */ + + dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { + recalculate(); + }) + + callBackFunction(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } + } + } + + function initializeCoordinateSystem() { + scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) + } + + function finalizeCoordinateSystem() { + coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) + } + + function onScaleChanged() { + recalculate(); + } + + function onMouseOver(event) { + let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) + userPositionDate = userPosition.valueOf() + } + + function getContainer(point) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); } + + let container; + + /* First we check if this point is inside this space. */ + + if (this.container.frame.isThisPointHere(point) === true) { + + return this.container; + + } else { + + /* This point does not belong to this space. */ + + return undefined; + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); } + } + } + + function onMarketFilesUpdated() { + try { + let newMarketFile = marketFiles.getFile(timeFrame); + if (newMarketFile !== undefined) { + marketFile = newMarketFile; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } + } + } + + function onDailyFilesUpdated() { + try { + let newFileCursor = dailyFiles.getFileCursor(timeFrame); + if (newFileCursor !== undefined) { + fileCursor = newFileCursor; + recalculate(); + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } + } + } + + function setTimeFrame(pTimeFrame) { + + try { + + if (timeFrame !== pTimeFrame) { + + timeFrame = pTimeFrame; + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + marketFile = marketFiles.getFile(pTimeFrame); + + recalculate(); + + } else { + + let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); + + fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. + recalculate(); + + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } + } + } + + function setDatetime(pDatetime) { + + if (INFO_LOG === true) { logger.write("[INFO] setDatetime -> Entering function."); } + + datetime = pDatetime; + + } + + function setCoordinateSystem(pCoordinateSystem) { + finalizeCoordinateSystem() + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + } + + function onDailyFileLoaded(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); } + + if (event.currentValue === event.totalValue) { + + /* This happens only when all of the files in the cursor have been loaded. */ + + recalculate(); + + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } + } + } + + function draw() { + + try { + + if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } + + this.container.frame.draw(); + + plotChart(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } + } + } + + function recalculate() { + + try { + + conditions = [] + + if (timeFrame >= _1_HOUR_IN_MILISECONDS) { + + recalculateUsingMarketFiles(); + + } else { + + recalculateUsingDailyFiles(); + + } + + thisObject.container.eventHandler.raiseEvent("Conditions Changed", conditions); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } + } + } + + function recalculateUsingDailyFiles() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } + + if (fileCursor === undefined) { + conditions = []; + return; + } // We need to wait + + if (fileCursor.files.size === 0) { + conditions = []; + return; + } // We need to wait until there are files in the cursor + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + let currentDate = new Date(farLeftDate.valueOf()); + + conditions = []; + + + + while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { + + let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); + + let dailyFile = fileCursor.files.get(stringDate); + + if (dailyFile !== undefined) { + + headers = dailyFile[0]; + + for (let i = 0; i < dailyFile[1].length; i++) { + + let record = { + begin: undefined, + end: undefined, + conditions: undefined + }; + + record.begin = dailyFile[1][i][0]; + record.end = dailyFile[1][i][1]; + record.strategyIndex = dailyFile[1][i][2]; + record.variable_current_position_stopLoss_phase = dailyFile[1][i][3]; + record.variable_current_position_takeProfit_phase = dailyFile[1][i][4]; + record.conditions = dailyFile[1][i][5]; + record.formulaErrors = dailyFile[1][i][6]; + record.formulaValues = dailyFile[1][i][7]; + + if ( + (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + conditions.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.record = record; + thisObject.container.eventHandler.raiseEvent("Current Condition 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 conditions. */ + + let lowerEnd = leftDate.valueOf(); + let upperEnd = rightDate.valueOf(); + + setTimeout(recalculate, 2000); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } + } + } + + function recalculateUsingMarketFiles() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } + + if (marketFile === undefined) { return; } // Initialization not complete yet. + + let daysOnSides = getSideDays(timeFrame); + + let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); + let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); + + let dateDiff = rightDate.valueOf() - leftDate.valueOf(); + + leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); + rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); + + conditions = []; + headers = marketFile[0]; + + for (let i = 0; i < marketFile[1].length; i++) { + + let record = { + begin: undefined, + end: undefined, + conditions: undefined + }; + + record.begin = marketFile[1][i][0]; + record.end = marketFile[1][i][1]; + record.strategyIndex = marketFile[1][i][2]; + record.variable_current_position_stopLoss_phase = marketFile[1][i][3]; + record.variable_current_position_takeProfit_phase = marketFile[1][i][4]; + record.conditions = marketFile[1][i][5]; + record.formulaErrors = marketFile[1][i][6]; + record.formulaValues = marketFile[1][i][7]; + + if ( + (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && + (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) + ) { + + conditions.push(record); + + if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { + + thisObject.record = record; + thisObject.container.eventHandler.raiseEvent("Current Condition Changed", thisObject.record); + + } + } + } + + //console.log("Olivia > recalculateUsingMarketFiles > total conditions generated : " + conditions.length); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } + } + } + + function plotChart() { + + try { + + thisObject.container.eventHandler.raiseEvent("Current Condition Record Changed", undefined); + + let conditionRecord; + + for (let i = 0; i < conditions.length; i++) { + + conditionRecord = conditions[i]; + + /* Send the current record to the panel */ + + if (userPositionDate >= conditionRecord.begin && userPositionDate <= conditionRecord.end) { + + let record = { + conditionsNames: headers, + strategyIndex: conditionRecord.strategyIndex, + variable_current_position_stopLoss_phase: conditionRecord.variable_current_position_stopLoss_phase, + variable_current_position_takeProfit_phase: conditionRecord.variable_current_position_takeProfit_phase, + conditionsValues: conditionRecord.conditions, + formulaErrors: conditionRecord.formulaErrors, + formulaValues: conditionRecord.formulaValues + }; + + sendRecordInfoToDesignerSpace(record) + } + } + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } + } + } + + function sendRecordInfoToDesignerSpace(record) { + + if (record === undefined) { return; } + if (record.conditionsNames === undefined) { return; } + if (canvas.designSpace.workspace === undefined) { return; } + + /* We will get now the designer trading system */ + let designerTradingSystem + let fileTradingSystem = record.conditionsNames; + + for (let i = 0; i < canvas.designSpace.workspace.workspaceNode.rootNodes.length; i++) { + let rootNode = canvas.designSpace.workspace.workspaceNode.rootNodes[i] + if (rootNode.type === 'Trading System') { + if (rootNode.id === fileTradingSystem.id) { + designerTradingSystem = rootNode + } + } + } + + if (designerTradingSystem === undefined) { return; } + + try { + + browserCanvasContext.beginPath(); + + + let conditionIndex = 0; + let formulaErrorsIndex = 0; + let formulaValuesIndex = 0; + + designerTradingSystem.payload.uiObject.setErrorMessage(fileTradingSystem.error) + + if (fileTradingSystem.parameters !== undefined) { + designerTradingSystem.parameters.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.error) + if (fileTradingSystem.parameters.baseAsset !== undefined) { + designerTradingSystem.parameters.baseAsset.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.baseAsset.error) + } + if (fileTradingSystem.parameters.timeRange !== undefined) { + designerTradingSystem.parameters.timeRange.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.timeRange.error) + } + if (fileTradingSystem.parameters.slippage !== undefined) { + designerTradingSystem.parameters.slippage.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.slippage.error) + } + if (fileTradingSystem.parameters.feeStructure !== undefined) { + designerTradingSystem.parameters.feeStructure.payload.uiObject.setErrorMessage(fileTradingSystem.parameters.feeStructure.error) + } + } + + for (let j = 0; j < fileTradingSystem.strategies.length; j++) { + + let strategy = fileTradingSystem.strategies[j]; + designerTradingSystem.strategies[j].payload.uiObject.setErrorMessage(strategy.error) + + if (record.strategyIndex === j) { + designerTradingSystem.strategies[j].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].payload.uiObject.isExecuting = false + } + + let triggerStage = strategy.triggerStage + + if (triggerStage !== undefined) { + designerTradingSystem.strategies[j].triggerStage.payload.uiObject.setErrorMessage(triggerStage.error) + + if (triggerStage.triggerOn !== undefined) { + designerTradingSystem.strategies[j].triggerStage.triggerOn.payload.uiObject.setErrorMessage(triggerStage.triggerOn.error) + + for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) { + + let situation = triggerStage.triggerOn.situations[k]; + designerTradingSystem.strategies[j].triggerStage.triggerOn.situations[k].payload.uiObject.setErrorMessage(triggerStage.triggerOn.situations[k].error) + processSituation(situation, designerTradingSystem.strategies[j].triggerStage.triggerOn.situations[k]); + } + + for (let k = 0; k < triggerStage.triggerOn.announcements.length; k++) { + + let announcement = triggerStage.triggerOn.announcements[k]; + designerTradingSystem.strategies[j].triggerStage.triggerOn.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].triggerStage.triggerOn.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + + if (triggerStage.triggerOff !== undefined) { + + for (let k = 0; k < triggerStage.triggerOff.situations.length; k++) { + + let situation = triggerStage.triggerOff.situations[k]; + designerTradingSystem.strategies[j].triggerStage.triggerOff.situations[k].payload.uiObject.setErrorMessage(triggerStage.triggerOff.situations[k].error) + processSituation(situation, designerTradingSystem.strategies[j].triggerStage.triggerOff.situations[k]); + } + + for (let k = 0; k < triggerStage.triggerOff.announcements.length; k++) { + + let announcement = triggerStage.triggerOff.announcements[k]; + designerTradingSystem.strategies[j].triggerStage.triggerOff.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].triggerStage.triggerOff.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + + if (triggerStage.takePosition !== undefined) { + + for (let k = 0; k < triggerStage.takePosition.situations.length; k++) { + + let situation = triggerStage.takePosition.situations[k]; + designerTradingSystem.strategies[j].triggerStage.takePosition.situations[k].payload.uiObject.setErrorMessage(triggerStage.takePosition.situations[k].error) + processSituation(situation, designerTradingSystem.strategies[j].triggerStage.takePosition.situations[k]); + } + + for (let k = 0; k < triggerStage.takePosition.announcements.length; k++) { + + let announcement = triggerStage.takePosition.announcements[k]; + designerTradingSystem.strategies[j].triggerStage.takePosition.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].triggerStage.takePosition.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + + let openStage = strategy.openStage + + if (openStage !== undefined) { + designerTradingSystem.strategies[j].openStage.payload.uiObject.setErrorMessage(openStage.error) + + let initialDefinition = openStage.initialDefinition + + if (initialDefinition !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.payload.uiObject.setErrorMessage(openStage.initialDefinition.error) + + if (initialDefinition.stopLoss !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.error) + + for (let p = 0; p < initialDefinition.stopLoss.phases.length; p++) { + + if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.isExecuting = false + } + + let phase = initialDefinition.stopLoss.phases[p]; + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].error) + + if (phase.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].formula.error) + + if (record.formulaErrors[formulaErrorsIndex] !== "") { + if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(record.formulaErrors[formulaErrorsIndex]) + } + } + formulaErrorsIndex++ + + if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].formula.payload.uiObject.setValue(record.formulaValues[formulaValuesIndex]) + } + formulaValuesIndex++ + } + + for (let k = 0; k < phase.announcements.length; k++) { + + let announcement = phase.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + + let nextPhaseEvent = phase.nextPhaseEvent; + if (nextPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.error) + + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + + let situation = nextPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.situations[k]); + } + + for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { + + let announcement = nextPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + + for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { + let moveToPhaseEvent = phase.moveToPhaseEvents[n]; + if (moveToPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].payload.uiObject.setErrorMessage(openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].error) + + for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { + + let situation = moveToPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].situations[k]); + } + + for (let k = 0; k < moveToPhaseEvent.announcements.length; k++) { + + let announcement = moveToPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.stopLoss.phases[p].moveToPhaseEvents[n].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + } + } + + if (initialDefinition.takeProfit !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.error) + + for (let p = 0; p < initialDefinition.takeProfit.phases.length; p++) { + + if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.isExecuting = false + } + + let phase = initialDefinition.takeProfit.phases[p]; + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].error) + + if (phase.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].formula.error) + + if (record.formulaErrors[formulaErrorsIndex] !== "") { + if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(record.formulaErrors[formulaErrorsIndex]) + } + } + formulaErrorsIndex++ + + if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase === p) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].formula.payload.uiObject.setValue(record.formulaValues[formulaValuesIndex]) + } + formulaValuesIndex++ + } + + for (let k = 0; k < phase.announcements.length; k++) { + + let announcement = phase.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + + let nextPhaseEvent = phase.nextPhaseEvent; + if (nextPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.error) + + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + + let situation = nextPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.situations[k]); + } + + for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { + + let announcement = nextPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + + for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { + let moveToPhaseEvent = phase.moveToPhaseEvents[n]; + if (moveToPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvents[n].payload.uiObject.setErrorMessage(openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvent[n].error) + + for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { + + let situation = moveToPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvents[n].situations[k]); + } + + for (let k = 0; k < moveToPhaseEvent.announcements.length; k++) { + + let announcement = moveToPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvents[n].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].openStage.initialDefinition.takeProfit.phases[p].moveToPhaseEvents[n].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + } + } + } + + let openExecution = openStage.openExecution + + if (openExecution !== undefined) { + designerTradingSystem.strategies[j].openStage.openExecution.payload.uiObject.setErrorMessage(openStage.openExecution.error) + } + } + + let manageStage = strategy.manageStage + + if (manageStage !== undefined) { + designerTradingSystem.strategies[j].manageStage.payload.uiObject.setErrorMessage(manageStage.error) + + if (manageStage.stopLoss !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.payload.uiObject.setErrorMessage(manageStage.stopLoss.error) + + for (let p = 0; p < manageStage.stopLoss.phases.length; p++) { + + if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.isExecuting = false + } + + let phase = manageStage.stopLoss.phases[p]; + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].error) + + if (phase.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].formula.error) + + if (record.formulaErrors[formulaErrorsIndex] !== "") { + if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setErrorMessage(record.formulaErrors[formulaErrorsIndex]) + } + } + formulaErrorsIndex++ + if (record.strategyIndex === j && record.variable_current_position_stopLoss_phase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].formula.payload.uiObject.setValue(record.formulaValues[formulaValuesIndex]) + } + formulaValuesIndex++ + } + + for (let k = 0; k < phase.announcements.length; k++) { + + let announcement = phase.announcements[k]; + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + + let nextPhaseEvent = phase.nextPhaseEvent; + if (nextPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].nextPhaseEvent.error) + + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + + let situation = nextPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.situations[k]); + } + + for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { + + let announcement = nextPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + + for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { + let moveToPhaseEvent = phase.moveToPhaseEvents[n]; + if (moveToPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].moveToPhaseEvent[n].payload.uiObject.setErrorMessage(manageStage.stopLoss.phases[p].moveToPhaseEvent[n].error) + + for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { + + let situation = moveToPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].moveToPhaseEvent[n].situations[k]); + } + + for (let k = 0; k < moveToPhaseEvent.announcements.length; k++) { + + let announcement = moveToPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].moveToPhaseEvent[n].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.stopLoss.phases[p].moveToPhaseEvent[n].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + } + } + + if (manageStage.takeProfit !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.payload.uiObject.setErrorMessage(manageStage.takeProfit.error) + + for (let p = 0; p < manageStage.takeProfit.phases.length; p++) { + + if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.isExecuting = true + } else { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.isExecuting = false + } + + let phase = manageStage.takeProfit.phases[p]; + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].error) + + if (phase.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].formula.error) + + if (record.formulaErrors[formulaErrorsIndex] !== "") { + if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setErrorMessage(record.formulaErrors[formulaErrorsIndex]) + } + } + formulaErrorsIndex++ + + if (record.strategyIndex === j && record.variable_current_position_takeProfit_phase - 1 === p) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].formula.payload.uiObject.setValue(record.formulaValues[formulaValuesIndex]) + } + formulaValuesIndex++ + } + + for (let k = 0; k < phase.announcements.length; k++) { + + let announcement = phase.announcements[k]; + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + + let nextPhaseEvent = phase.nextPhaseEvent; + if (nextPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].nextPhaseEvent.error) + + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + + let situation = nextPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.situations[k]); + } + + for (let k = 0; k < nextPhaseEvent.announcements.length; k++) { + + let announcement = nextPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].nextPhaseEvent.announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { + let moveToPhaseEvent = phase.moveToPhaseEvents[n]; + if (moveToPhaseEvent !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].moveToPhaseEvents[n].payload.uiObject.setErrorMessage(manageStage.takeProfit.phases[p].moveToPhaseEvents[n].error) + + for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { + + let situation = moveToPhaseEvent.situations[k]; + + processSituation(situation, designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].moveToPhaseEvents[n].situations[k]); + } + + for (let k = 0; k < moveToPhaseEvent.announcements.length; k++) { + + let announcement = moveToPhaseEvent.announcements[k]; + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].moveToPhaseEvents[n].announcements[k].payload.uiObject.setErrorMessage(announcement.error) + if (announcement.formula !== undefined) { + designerTradingSystem.strategies[j].manageStage.takeProfit.phases[p].moveToPhaseEvents[n].announcements[k].formula.payload.uiObject.setErrorMessage(announcement.formula.error) + } + } + } + } + } + } + } + + + let closeStage = strategy.closeStage + + if (closeStage !== undefined) { + designerTradingSystem.strategies[j].closeStage.payload.uiObject.setErrorMessage(closeStage.error) + + let closeExecution = closeStage.closeExecution + + if (closeExecution !== undefined) { + designerTradingSystem.strategies[j].closeStage.closeExecution.payload.uiObject.setErrorMessage(closeStage.closeExecution.error) + } + } + } + + function processSituation(situation, node) { + + node.payload.uiObject.setErrorMessage(situation.error) + + let highlightSituation = true + + for (let m = 0; m < situation.conditions.length; m++) { + + let condition = node.conditions[m] + if (condition !== undefined) { + condition.payload.uiObject.setErrorMessage(situation.conditions[m].error) + + if (situation.conditions[m].javascriptCode !== undefined) { + if (condition.javascriptCode !== undefined) { + condition.javascriptCode.payload.uiObject.setErrorMessage(situation.conditions[m].javascriptCode.error) + } + } + + if (record.conditionsValues[conditionIndex] === 1) { + condition.payload.uiObject.highlight() + } else { + highlightSituation = false + } + conditionIndex++; + } + } + + if (highlightSituation === true) { + node.payload.uiObject.highlight() + } + } + + + browserCanvasContext.closePath(); + browserCanvasContext.fill(); + + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] sendRecordInfoToDesignerSpace -> err = " + err.stack); } + } + } + + + + function onViewportZoomChanged(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); } + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } + } + } + + function onViewportPositionChanged(event) { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); } + + if (event !== undefined) { + if (event.recalculate === true) { + recalculate() + return + } + } + if (Math.random() * 100 > 95) { + recalculate() + }; + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } + } + } + + function onDragFinished() { + + try { + + if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); } + + recalculate(); + + } catch (err) { + + if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } + } + } +} + + + + + + + + + + + + + + + + + + + + + + diff --git a/LICENSE b/LICENSE new file mode 100644 index 000000000..dbbe35581 --- /dev/null +++ b/LICENSE @@ -0,0 +1,661 @@ + GNU AFFERO GENERAL PUBLIC LICENSE + Version 3, 19 November 2007 + + Copyright (C) 2007 Free Software Foundation, Inc. + Everyone is permitted to copy and distribute verbatim copies + of this license document, but changing it is not allowed. + + Preamble + + The GNU Affero General Public License is a free, copyleft license for +software and other kinds of works, specifically designed to ensure +cooperation with the community in the case of network server software. + + The licenses for most software and other practical works are designed +to take away your freedom to share and change the works. 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If not, see . + +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 +. diff --git a/Plotters-Trading-Simulation.sln b/Plotters-Trading-Simulation.sln new file mode 100644 index 000000000..661fcc076 --- /dev/null +++ b/Plotters-Trading-Simulation.sln @@ -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 diff --git a/Project.njsproj b/Project.njsproj new file mode 100644 index 000000000..e7eadcb92 --- /dev/null +++ b/Project.njsproj @@ -0,0 +1,87 @@ + + + + Debug + 2.0 + {096b35ad-f86f-47b9-a99f-04ca93397da8} + + ShowAllFiles + TradingSimulation.js + . + . + {3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD} + 14.0 + $(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion) + Project + + + + + + Code + + + Code + + + Code + + + Code + + + Code + + + + Code + + + + + + + + + + + + + + + + False + True + 0 + / + http://localhost:48022/ + False + True + http://localhost:1337 + False + + + + + + + CurrentPage + True + False + False + False + + + + + + + + + False + False + + + + + \ No newline at end of file diff --git a/Project.njsproj.user b/Project.njsproj.user new file mode 100644 index 000000000..db8622989 --- /dev/null +++ b/Project.njsproj.user @@ -0,0 +1,6 @@ + + + + Debug|Any CPU + + \ No newline at end of file diff --git a/README.md b/README.md new file mode 100644 index 000000000..d47bdb098 --- /dev/null +++ b/README.md @@ -0,0 +1 @@ +# Plotter Bollinger Bands diff --git a/SimulationExecution.js b/SimulationExecution.js new file mode 100644 index 000000000..cecae899f --- /dev/null +++ b/SimulationExecution.js @@ -0,0 +1,799 @@ +function newTradingEnginesPlottersTradingSimulationSimulationExecution() { + + const MODULE_NAME = "Simulation Execution Plotter"; + const INTENSIVE_LOG = false; + const ERROR_LOG = true; + const logger = newWebDebugLog(); + logger.fileName = MODULE_NAME; + + let thisObject = { + + // Main functions and properties. + + initialize: initialize, + finalize: finalize, + container: undefined, + fitFunction: undefined, + getContainer: getContainer, + setTimeFrame: setTimeFrame, + setDatetime: setDatetime, + setCoordinateSystem: setCoordinateSystem, + draw: draw + }; + + /* this is part of the module template */ + + let container = newContainer(); // Do not touch this 3 lines, they are just needed. + container.initialize(); + thisObject.container = container; + + let coordinateSystem + + let timeFrame; // This will hold the current Time Frame the user is at. + let datetime; // This will hold the current Datetime the user is at. + + /* these are module specific variables: */ + + let fileSequence; + let plotElements = []; // This is where the elements to be plotted are stored before plotting. + let plotLines = []; // Here we store the lines of open positions. + + let previousNotesSetKey; + + let onMouseOverEventSuscriptionId + let offsetChangedEventSubscriptionId + let filesUpdatedEventSubscriptionId + let dimmensionsChangedEventSubscriptionId + let scaleChangedEventSubscriptionId + + let userPositionDate + return thisObject; + + function finalize() { + try { + + /* Stop listening to the necesary events. */ + thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) + canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); + fileSequence.eventHandler.stopListening(filesUpdatedEventSubscriptionId); + thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) + + /* Destroyd References */ + + datetime = undefined; + timeFrame = undefined; + + fileSequence = undefined; + plotElements = undefined; + plotLines = undefined; + + thisObject.fitFunction = undefined + + finalizeCoordinateSystem() + coordinateSystem = undefined + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> finalize -> err = " + err.stack.stack); } + } + } + + function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { + + try { + + datetime = pDatetime; + timeFrame = pTimeFrame; + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + + fileSequence = pStorage.fileSequences[0]; + + recalculate(); + + filesUpdatedEventSubscriptionId = fileSequence.eventHandler.listenToEvent("Files Updated", onFilesUpdated); // Only the first sequence is supported right now. + offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); + onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) + + /* Ready for when dimmension changes. */ + + dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { + recalculate(); + }) + callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE); + + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); } + callBackFunction(GLOBAL.CUSTOM_FAIL_RESPONSE); + } + } + + function initializeCoordinateSystem() { + scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) + } + + function finalizeCoordinateSystem() { + coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) + } + + function onScaleChanged() { + recalculate(); + } + + function onMouseOver(event) { + let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) + userPositionDate = userPosition.valueOf() + } + + function getContainer(point) { + try { + let container; + /* First we check if this point is inside this space. */ + if (this.container.frame.isThisPointHere(point) === true) { + return this.container; + } else { + /* This point does not belong to this space. */ + return undefined; + } + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); } + } + } + + function onFilesUpdated() { + recalculate(); + } + + function setTimeFrame(pTimeFrame) { + timeFrame = pTimeFrame; + recalculate(); + } + + function setDatetime(pDatetime) { + datetime = pDatetime; + } + + function setCoordinateSystem(pCoordinateSystem) { + finalizeCoordinateSystem() + coordinateSystem = pCoordinateSystem + initializeCoordinateSystem() + } + + function onViewportPositionChanged() { + if (Math.random() * 100 > 95) { + recalculate() + } + } + + function recalculate() { + try { + if (fileSequence === undefined) { return; } + /* + + We are going to filter the records depending on the Time Frame. We want that for a 1 min time peroid all the records appears on screen, + but for higher periods, we will filter out some records, so that they do not overlap ever. + + */ + plotElements = []; + plotLines = []; + + let lastSellRate; + let lastSellDate; + let sellExecRate; + + let lastBuyRate; + let lastBuyDate; + let buyExecRate; + + let maxSequence = fileSequence.getFilesLoaded(); + + for (let j = 0; j < maxSequence; j++) { + + let file = fileSequence.getFile(j); + + let history = []; + let lines = []; + + /* First the small balls */ + + const ONE_MIN_IN_MILISECONDS = 60 * 1000; + let step = timeFrame / ONE_MIN_IN_MILISECONDS; + step = 1; // For now we dont discard records depending on the zoom level. + + let i = 0; + let lastRecordPushed = 0; + + for (i = 0; i < file.length; i = i + step) { + + let newHistoryRecord = { + + date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, + buyAvgRate: file[i][1], + sellAvgRate: file[i][2], + + lastSellRate: file[i][3], + sellExecRate: file[i][4], + lastBuyRate: file[i][5], + buyExecRate: file[i][6], + + marketRate: file[i][7], + newPositions: file[i][8], + newTrades: file[i][9], + movedPositions: file[i][10], + profitsAssetA: file[i][11], + profitsAssetB: file[i][12], + combinedProfitsA: file[i][13], + combinedProfitsB: file[i][14], + datetime: file[i][0] + }; + + /* Finally we add this History Record to the Array */ + + history.push(newHistoryRecord); + lastRecordPushed = i; + + /* Here we build the lines. */ + + //if (timeFrame <= 1 * 60 * 1000) { + + if (newHistoryRecord.lastSellRate > 0) { + lastSellRate = newHistoryRecord.lastSellRate; + lastSellDate = newHistoryRecord.date; + } + + if (newHistoryRecord.sellExecRate > 0) { + let newLine = { + type: "sell", + x1: lastSellDate, + y1: lastSellRate, + x2: newHistoryRecord.date, + y2: newHistoryRecord.sellExecRate + }; + lines.push(newLine); + } + + if (newHistoryRecord.lastBuyRate > 0) { + lastBuyRate = newHistoryRecord.lastBuyRate; + lastBuyDate = newHistoryRecord.date; + } + + if (newHistoryRecord.buyExecRate > 0) { + let newLine = { + type: "buy", + x1: lastBuyDate, + y1: lastBuyRate, + x2: newHistoryRecord.date, + y2: newHistoryRecord.buyExecRate + }; + lines.push(newLine); + } + //} + } + + /* We allways want to put the last record of the file on the filterd dataset, so as to allways show the latest advance of the bot. */ + + i = file.length - 1; + + if (lastRecordPushed !== i) { + + let newHistoryRecord = { + + date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, + buyAvgRate: file[i][1], + sellAvgRate: file[i][2], + + lastSellRate: file[i][3], + sellExecRate: file[i][4], + lastBuyRate: file[i][5], + buyExecRate: file[i][6], + + marketRate: file[i][7], + newPositions: file[i][8], + newTrades: file[i][9], + movedPositions: file[i][10], + profitsAssetA: file[i][11], + profitsAssetB: file[i][12], + combinedProfitsA: file[i][13], + combinedProfitsB: file[i][14] + }; + + history.push(newHistoryRecord); + + } + + + for (let i = 0; i < file.length; i++) { + + let newHistoryRecord = { + + date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, + buyAvgRate: file[i][1], + sellAvgRate: file[i][2], + + lastSellRate: file[i][3], + sellExecRate: file[i][4], + lastBuyRate: file[i][5], + buyExecRate: file[i][6], + + marketRate: file[i][7], + newPositions: file[i][8], + newTrades: file[i][9], + movedPositions: file[i][10], + profitsAssetA: file[i][11], + profitsAssetB: file[i][12], + combinedProfitsA: file[i][13], + combinedProfitsB: file[i][14] + }; + + } + plotElements.push(history); + plotLines.push(lines); + } + + thisObject.container.eventHandler.raiseEvent("History Changed", history); + + } catch (err) { + if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> recalculate -> err = " + err.stack); } + } + } + + function draw() { + plotChart(); + } + + function plotChart() { + try { + + let 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); } + } + } +} + + + + + + + + + diff --git a/SimulationExecutionPanel.js b/SimulationExecutionPanel.js new file mode 100644 index 000000000..ad1e51b7b --- /dev/null +++ b/SimulationExecutionPanel.js @@ -0,0 +1,465 @@ + +function newTradingEnginesPlottersTradingSimulationSimulationExecutionSimulationExecutionPanel() { + + + let thisObject = { + fitFunction: undefined, + container: undefined, + isVisible: true, + onRecordChange: onRecordChange, + draw: draw, + getContainer: getContainer, + initialize: initialize, + finalize: finalize + }; + + let container = newContainer(); + container.initialize(); + thisObject.container = container; + + container.frame.containerName = "Trading Execution"; + + let 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(); + + } + + +} + + + + + + + + diff --git a/Strategies.js b/Strategies.js new file mode 100644 index 000000000..34b0c28ea --- /dev/null +++ b/Strategies.js @@ -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); } + } + } +} + + + + + + + + + + + + + + + + + + + + diff --git a/Trades.js b/Trades.js new file mode 100644 index 000000000..cad27fe7c --- /dev/null +++ b/Trades.js @@ -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); } + } + } +} + + + + + + + + + + + + + + + + + + + + + diff --git a/TradingSimulation.js b/TradingSimulation.js new file mode 100644 index 000000000..52b8d4704 --- /dev/null +++ b/TradingSimulation.js @@ -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); } + } + } +} + diff --git a/TradingSimulationAssetBalancesPanel.js b/TradingSimulationAssetBalancesPanel.js new file mode 100644 index 000000000..6ff7fc997 --- /dev/null +++ b/TradingSimulationAssetBalancesPanel.js @@ -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() + } +} diff --git a/TradingSimulationCurrentPositionPanel.js b/TradingSimulationCurrentPositionPanel.js new file mode 100644 index 000000000..d3f7c9fbc --- /dev/null +++ b/TradingSimulationCurrentPositionPanel.js @@ -0,0 +1,178 @@ + + + +function newTradingEnginesPlottersTradingSimulationTradingSimulationTradingSimulationCurrentPositionPanel() { + + let thisObject = { + fitFunction: undefined, + onRecordChange: onRecordChange, + container: undefined, + session: undefined, + isVisible: true, + draw: draw, + getContainer: getContainer, + initialize: initialize, + finalize: finalize + }; + + let container = newContainer(); + container.initialize(); + thisObject.container = container; + + container.frame.containerName = "Simulation Current Position Panel"; + + let 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); + + } +} diff --git a/TradingSimulationEpisodePanel.js b/TradingSimulationEpisodePanel.js new file mode 100644 index 000000000..e1530d7cf --- /dev/null +++ b/TradingSimulationEpisodePanel.js @@ -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); + + } +} diff --git a/this.plotter.config.json b/this.plotter.config.json new file mode 100644 index 000000000..d5ff7028d --- /dev/null +++ b/this.plotter.config.json @@ -0,0 +1,56 @@ +{ + "displayName": "Plotters Trading Simulation", + "codeName": "PlottersTradingSimulation", + "dataMine": "Masters", + "modules": [ + { + "codeName": "TradingSimulation", + "moduleName": "TradingSimulation", + "description": "Plots Bollinger Records.", + "profilePicture": "TradingSimulation.png", + "panels": [ + { + "codeName": "TradingSimulationPanel", + "moduleName": "TradingSimulationPanel", + "event": "Current Record Changed" + } + ] + }, + { + "codeName": "Conditions", + "moduleName": "Conditions", + "description": "Plots Simulation Conditions.", + "profilePicture": "Conditions.png", + "panels": [] + }, + { + "codeName": "Strategies", + "moduleName": "Strategies", + "description": "Plots Strategies.", + "profilePicture": "Strategies.png", + "panels": [ + ] + }, + { + "codeName": "Trades", + "moduleName": "Trades", + "description": "Plots Trades.", + "profilePicture": "Trades.png", + "panels": [ + ] + }, + { + "codeName": "SimulationExecution", + "moduleName": "SimulationExecution", + "description": "Plots Simulation Execution.", + "profilePicture": "SimulationExecution.png", + "panels": [ + { + "codeName": "SimulationExecutionPanel", + "moduleName": "SimulationExecutionPanel", + "event": "Current Record Changed" + } + ] + } + ] +} \ No newline at end of file