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Luis Fernando Molina committed 2020-06-12 10:25:40 +02:00
1 parent 59ab3e06c5
commit aabf49dccb
2 files changed
+9 -8
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LowFrequencyTrading/TradingSimulation.js
+5 -5
View File
@@ -138,6 +138,8 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Candle Begin @ ' + (new Date(candle.begin)).toLocaleString()) }
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Candle End @ ' + (new Date(candle.end)).toLocaleString()) }
tradingEngineModule.setCurrentCandle(candle) // We move the current candle we are standing at, to the trading engine data structure to make it available to anyone, including conditions and formulas.
if (checkIfWeAreAtTheHeadOfTheMarket() === false) {
afterLoop()
return
@@ -154,8 +156,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
}
heartBeat()
tradingEngineModule.setCurrentCandle(candle) // We move the current candle we are standing at, to the trading engine data structure to make it available to anyone, including conditions and formulas.
positionChartAtCurrentCandle()
tradingEngineModule.updateEpisodeCountersAndStatistics()
@@ -422,11 +422,11 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
function checkInitialAndFinalDatetime() {
/* Here we check that the current candle is not outside of user-defined time range at the session parameters.*/
if (candle.end < sessionParameters.timeRange.config.initialDatetime.valueOf()) {
if (tradingEngine.current.candle.end.value < sessionParameters.timeRange.config.initialDatetime.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> checkInitialAndFinalDatetime -> Skipping Candle before the sessionParameters.timeRange.config.initialDatetime.') }
return false
}
if (candle.begin > sessionParameters.timeRange.config.finalDatetime.valueOf()) {
if (tradingEngine.current.candle.begin.value > sessionParameters.timeRange.config.finalDatetime.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> checkInitialAndFinalDatetime -> Skipping Candle after the sessionParameters.timeRange.config.finalDatetime.') }
return false
}
@@ -457,7 +457,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
maximumBalance = sessionParameters.sessionQuotedAsset.config.maximumBalance
}
let stopRunningDate = new Date(candle.begin)
let stopRunningDate = new Date(tradingEngine.current.candle.begin.value)
if (balance <= minimumBalance) {
tradingSystem.error = 'Min Balance @ ' + stopRunningDate.toLocaleString()
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> checkMinimunAndMaximunBalance -> ' + tradingSystem.error) }
Session.js
+4 -3
View File
@@ -213,6 +213,7 @@
bot.sessionError(bot.SESSION.parameters.timeFrame, errorMessage)
return false
}
bot.SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
/* Session Base Asset */
if (bot.SESSION.parameters.sessionBaseAsset === undefined) {
@@ -314,7 +315,7 @@
bot.resumeExecution = false;
bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
pProcessConfig.liveWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
pProcessConfig.liveWaitTime = sessionParameters.timeFrame.config.value
return true
}
@@ -347,7 +348,7 @@
bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
pProcessConfig.normalWaitTime = sessionParameters.timeFrame.config.value
return true
}
@@ -357,7 +358,7 @@
bot.resumeExecution = false;
bot.hasTheBotJustStarted = true
bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.label)
pProcessConfig.normalWaitTime = sessionParameters.timeFrame.config.value
return true
}