fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Bug Fixes

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2020-08-03 14:53:56 +02:00
1 parent 6cc55c2de4
commit 983bb10567
2 files changed
+8 -4
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

LowFrequencyTrading/Snapshots.js
+5 -3
View File
@@ -252,7 +252,7 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
function getResults(openDatetime, closeDatetime) {
let closeHeaders = ['Trade Number', 'Open Datetime', 'Close Datetime', 'Strategy Name', 'Trigger On Situation', 'Take Position Situation', 'Result', 'ROI', 'Exit Type']
let closeHeaders = ['Trade Number', 'Open Datetime', 'Close Datetime', 'Strategy Name', 'Trigger On Situation', 'Take Position Situation', 'Result In Base Asset', 'Result In Quoted Asset', 'ROI in Base Asset', 'ROI in Quoted Asset', 'Exit Type']
closeValues = [
tradingEngine.episode.episodeCounters.positions.value, // Position Number
(new Date(openDatetime)).toISOString(), // Open Datetime
@@ -260,8 +260,10 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
tradingEngine.current.strategy.strategyName.value, // Strategy Name
tradingEngine.current.strategy.situationName.value, // Trigger On Situation
tradingEngine.current.position.situationName.value, // Take Position Situation
tradingEngine.current.position.positionStatistics.hitFail.value, // Result
tradingEngine.current.position.positionStatistics.ROI.value, // ROI
tradingEngine.current.position.positionBaseAsset.hitFail.value, // Result in Base Asset
tradingEngine.current.position.positionQuotedAsset.hitFail.value, // Result in Base Asset
tradingEngine.current.position.positionBaseAsset.ROI.value, // ROI in Base Asseet
tradingEngine.current.position.positionQuotedAsset.ROI.value, // ROI in Quoted Asset
tradingEngine.current.position.exitType.value // Exit Type
]
LowFrequencyTrading/TradingExecution.js
+3 -1
View File
@@ -247,6 +247,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
tradingEngineOrder.rate.value = tradingSystem.formulas.get(tradingSystemOrder.positionRate.formula.id)
if (tradingEngineOrder.rate.value === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.rate.value === undefined', tradingEngineOrder) }
if (isNaN(tradingEngineOrder.rate.value) === true) { badDefinitionUnhandledException(undefined, 'isNaN(tradingEngineOrder.rate.value) === true', tradingEngineOrder) }
if (tradingEngineOrder.rate.value <= 0) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.rate.value <= 0', tradingEngineOrder) }
tradingEngineOrder.rate.value = global.PRECISE(tradingEngineOrder.rate.value, 10)
@@ -276,6 +277,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
/* Order Size Calculation */
let algorithmSize = tradingSystem.formulas.get(sizeFormula.id)
if (algorithmSize === undefined) { badDefinitionUnhandledException(undefined, 'algorithmSize === undefined', sizeFormula) }
if (isNaN(algorithmSize) === true) { badDefinitionUnhandledException(undefined, 'isNaN(algorithmSize) === true', sizeFormula) }
/* Validate that this config exists */
if (tradingSystemOrder.config.positionSizePercentage === undefined) { badDefinitionUnhandledException(undefined, 'tradingSystemOrder.config.positionSizePercentage === undefined', executionAlgorithm) }
@@ -287,7 +289,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
if (
tradingEngineStageAsset.size.value + traingEngineOrderAsset.size.value > stageSizeLimit.value) {
/* We reduce the size to the remaining size of the position. */
traingEngineOrderAsset.size.value = stageSizeLimit.value - tradingEngineStageAsset.value
traingEngineOrderAsset.size.value = stageSizeLimit.value - tradingEngineStageAsset.size.value
traingEngineOrderAsset.size.value = global.PRECISE(traingEngineOrderAsset.size.value, 10)
}