diff --git a/LowFrequencyTrading/TradingEpisode.js b/LowFrequencyTrading/TradingEpisode.js index 76bb7a8d3..e400945e7 100644 --- a/LowFrequencyTrading/TradingEpisode.js +++ b/LowFrequencyTrading/TradingEpisode.js @@ -73,7 +73,7 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin function closeEpisode() { tradingEngine.current.episode.status.value = 'Closed' - tradingEngine.current.episode.end.value = tradingEngine.current.episode.candle.end.value + tradingEngine.current.episode.end.value = tradingEngine.current.episode.candle.begin.value tradingEngine.current.episode.endRate.value = tradingEngine.current.episode.candle.close.value tradingEngine.current.episode.episodeBaseAsset.endBalance.value = tradingEngine.current.episode.episodeBaseAsset.balance.value tradingEngine.current.episode.episodeQuotedAsset.endBalance.value = tradingEngine.current.episode.episodeQuotedAsset.balance.value diff --git a/LowFrequencyTrading/TradingPosition.js b/LowFrequencyTrading/TradingPosition.js index 67cac1447..2ff04cd96 100644 --- a/LowFrequencyTrading/TradingPosition.js +++ b/LowFrequencyTrading/TradingPosition.js @@ -55,7 +55,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng tradingEngine.current.position.status.value = 'Open' tradingEngine.current.position.serialNumber.value = tradingEngine.current.episode.episodeCounters.positions.value + 1 tradingEngine.current.position.identifier.value = global.UNIQUE_ID() - tradingEngine.current.position.begin.value = tradingEngine.current.episode.candle.end.value + tradingEngine.current.position.begin.value = tradingEngine.current.episode.candle.begin.value tradingEngine.current.position.beginRate.value = tradingEngine.current.episode.candle.close.value tradingEngine.current.position.positionBaseAsset.beginBalance.value = tradingEngine.current.episode.episodeBaseAsset.balance.value tradingEngine.current.position.positionQuotedAsset.beginBalance.value = tradingEngine.current.episode.episodeQuotedAsset.balance.value diff --git a/LowFrequencyTrading/TradingStages.js b/LowFrequencyTrading/TradingStages.js index b3465bf18..434e45f0f 100644 --- a/LowFrequencyTrading/TradingStages.js +++ b/LowFrequencyTrading/TradingStages.js @@ -992,14 +992,14 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM function openStage(stage) { /* Recording the opening at the Trading Engine Data Structure */ - stage.begin.value = tradingEngine.current.episode.cycle.begin.value + stage.begin.value = tradingEngine.current.episode.candle.begin.value stage.beginRate.value = tradingEngine.current.episode.candle.close.value - stage.end.value = tradingEngine.current.episode.cycle.end.value + stage.end.value = tradingEngine.current.episode.candle.begin.value } function closeStage(stage) { /* Recording the closing at the Trading Engine Data Structure */ - stage.end.value = tradingEngine.current.episode.cycle.end.value + stage.end.value = tradingEngine.current.episode.candle.begin.value stage.endRate.value = tradingEngine.current.episode.candle.close.value } } diff --git a/LowFrequencyTrading/TradingStrategy.js b/LowFrequencyTrading/TradingStrategy.js index 5225f705d..4ad903dad 100644 --- a/LowFrequencyTrading/TradingStrategy.js +++ b/LowFrequencyTrading/TradingStrategy.js @@ -37,7 +37,7 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng tradingEngine.current.strategy.status.value = 'Open' tradingEngine.current.strategy.serialNumber.value = tradingEngine.current.episode.episodeCounters.strategies.value tradingEngine.current.strategy.identifier.value = global.UNIQUE_ID() - tradingEngine.current.strategy.begin.value = tradingEngine.current.episode.candle.end.value + tradingEngine.current.strategy.begin.value = tradingEngine.current.episode.candle.begin.value tradingEngine.current.strategy.end.value = tradingEngine.current.episode.candle.end.value tradingEngine.current.strategy.beginRate.value = tradingEngine.current.episode.candle.min.value @@ -52,7 +52,7 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng function closeStrategy(exitType) { tradingEngine.current.strategy.status.value = 'Closed' tradingEngine.current.strategy.exitType.value = exitType - tradingEngine.current.strategy.end.value = tradingEngine.current.episode.candle.end.value + tradingEngine.current.strategy.end.value = tradingEngine.current.episode.candle.begin.value tradingEngine.current.strategy.endRate.value = tradingEngine.current.episode.candle.min.value /* Now that the strategy is closed, it is the right time to move this strategy from current to last at the Trading Engine data structure.