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Backtest Running again

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Luis Fernando Molina committed 2020-07-21 10:51:59 +02:00
1 parent 29cb678de3
commit 83bd8b4a11
2 files changed
+42 -30
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LowFrequencyTrading/TradingSystem.js
+29 -27
View File
@@ -53,6 +53,28 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
announcementsModule.initialize()
snapshotsModule.initialize()
tradingExecutionModule.initialize()
/* Adding Functions to Trading System definition */
tradingSystem.checkConditions = function (situation, passed) {
/* Given a Situation, we check if all children conditions are true or not */
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
let value = false
if (tradingSystem.conditions.get(condition.id) !== undefined) {
value = tradingSystem.conditions.get(condition.id)
}
if (value === true) {
tradingSystem.highlights.push(condition.id)
}
else {
passed = false
}
tradingSystem.values.push([condition.id, value])
}
return passed
}
}
function finalize() {
@@ -354,7 +376,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
passed = true
}
passed = checkConditions(situation, passed)
passed = tradingSystem.checkConditions(situation, passed)
tradingSystem.values.push([situation.id, passed])
if (passed) {
@@ -407,7 +429,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
passed = true
}
passed = checkConditions(situation, passed)
passed = tradingSystem.checkConditions(situation, passed)
tradingSystem.values.push([situation.id, passed])
if (passed) {
@@ -445,7 +467,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
passed = true
}
passed = checkConditions(situation, passed)
passed = tradingSystem.checkConditions(situation, passed)
tradingSystem.values.push([situation.id, passed])
if (passed) {
@@ -714,7 +736,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
passed = true
}
passed = checkConditions(situation, passed)
passed = tradingSystem.checkConditions(situation, passed)
tradingSystem.values.push([situation.id, passed])
if (passed) {
@@ -744,7 +766,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
passed = true
}
passed = checkConditions(situation, passed)
passed = tradingSystem.checkConditions(situation, passed)
tradingSystem.values.push([situation.id, passed])
if (passed) {
@@ -821,7 +843,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
passed = true
}
passed = checkConditions(situation, passed)
passed = tradingSystem.checkConditions(situation, passed)
tradingSystem.values.push([situation.id, passed])
if (passed) {
@@ -851,7 +873,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
passed = true
}
passed = checkConditions(situation, passed)
passed = tradingSystem.checkConditions(situation, passed)
tradingSystem.values.push([situation.id, passed])
if (passed) {
@@ -1116,25 +1138,5 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
return false
}
}
function checkConditions(situation, passed) {
/* Given a Situation, we check if all children conditions are true or not */
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
let value = false
if (tradingSystem.conditions.get(condition.id) !== undefined) {
value = tradingSystem.conditions.get(condition.id)
}
if (value === true) {
tradingSystem.highlights.push(condition.id)
}
else {
passed = false
}
tradingSystem.values.push([condition.id, value])
}
return passed
}
}