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Bug fixed with open strategies and trades

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Luis Fernando Molina committed 2019-11-26 18:34:33 +01:00
1 parent 852b8bdc66
commit 878434b36c
1 file changed
+31 -13
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TradingSimulation.js
+31 -13
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@@ -1225,7 +1225,7 @@
currentStrategy.number = currentStrategyIndex
currentStrategy.end = candle.end;
currentStrategy.endRate = candle.min;
currentStrategy.status = 1;
currentStrategy.status = 1; // This means the strategy is closed, i.e. that has a begin and end.
strategyStage = 'No Stage';
currentStrategyIndex = -1;
@@ -2454,7 +2454,7 @@
currentStrategy.number = currentStrategyIndex
currentStrategy.end = candle.end;
currentStrategy.endRate = candle.min;
currentStrategy.status = 1;
currentStrategy.status = 1; // This means the strategy is closed, i.e. that has a begin and end.
if (processingDailyFiles) {
if (positionedAtYesterday) {
@@ -2602,13 +2602,18 @@
conditionsArray.push(conditionsArrayRecord);
/*
Lets see if there will be an open strategy ...
Except if we are at the head of the market (remember we skipped the last candle for not being closed.)
*/
if (currentStrategy.begin !== 0 && currentStrategy.end === 0 && currentCandleIndex === candles.length - 2 && lastCandle.end !== lastInstantOfTheDay) {
currentStrategy.status = 2; // This means the strategy is open, i.e. that has a begin but no end.
currentStrategy.end = candle.end
}
/* Prepare the information for the Strategies File*/
if (
(currentStrategy.begin !== 0 && currentStrategy.end !== 0) ||
(currentStrategy.begin !== 0 && currentCandleIndex === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
) {
if (currentStrategy.begin !== 0 && currentStrategy.end !== 0)
{
strategiesArray.push(currentStrategy);
currentStrategy = {
@@ -2634,12 +2639,25 @@
}
}
/* Prepare the information for the Trades File */
/*
Lets see if there will be an open trade ...
Except if we are at the head of the market (remember we skipped the last candle for not being closed.)
*/
if (currentTrade.begin !== 0 && currentTrade.end === 0 && currentCandleIndex === candles.length - 2 && lastCandle.end !== lastInstantOfTheDay) {
currentTrade.status = 2; // This means the trade is open
currentTrade.end = candle.end
currentTrade.endRate = candle.close
if (
(currentTrade.begin !== 0 && currentTrade.end !== 0) ||
(currentTrade.begin !== 0 && currentCandleIndex === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
) {
/* Here we will calculate the ongoing ROI */
if (bot.VALUES_TO_USE.baseAsset === 'BTC') {
currentTrade.lastTradeROI = (tradePositionRate - candle.close) / tradePositionRate * 100
} else {
currentTrade.lastTradeROI = (candle.close - tradePositionRate) / tradePositionRate * 100
}
}
/* Prepare the information for the Trades File */
if (currentTrade.begin !== 0 && currentTrade.end !== 0) {
currentTrade.profit = lastTradeProfitLoss;