Final Polishing Iteration done
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@@ -4,12 +4,9 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng
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*/
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const MODULE_NAME = 'Trading Strategy'
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let thisObject = {
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mantain: mantain,
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openStrategy: openStrategy,
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closeStrategy: closeStrategy,
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updateEnds: updateEnds,
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resetTradingEngineDataStructure: resetTradingEngineDataStructure,
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updateCounters: updateCounters,
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resetStrategy: resetStrategy,
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initialize: initialize,
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finalize: finalize
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}
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@@ -26,13 +23,19 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng
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tradingEngine = undefined
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}
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function mantain() {
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resetTradingEngineDataStructure()
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updateCounters()
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updateEnds()
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}
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function openStrategy(index, situationName, strategyName) {
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tradingEngine.current.strategy.status.value = 'Open'
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tradingEngine.current.strategy.serialNumber.value = tradingEngine.current.episode.episodeCounters.strategies.value
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tradingEngine.current.strategy.identifier.value = global.UNIQUE_ID()
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tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value
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tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
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tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value
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tradingEngine.current.strategy.begin.value = tradingEngine.current.episode.candle.begin.value
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tradingEngine.current.strategy.end.value = tradingEngine.current.episode.candle.end.value
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tradingEngine.current.strategy.beginRate.value = tradingEngine.current.episode.candle.min.value
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tradingEngine.current.strategy.index.value = index
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tradingEngine.current.strategy.situationName.value = situationName
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@@ -45,28 +48,24 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng
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function closeStrategy(exitType) {
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tradingEngine.current.strategy.status.value = 'Closed'
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tradingEngine.current.strategy.exitType.value = exitType
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tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
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tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
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tradingEngine.current.strategy.end.value = tradingEngine.current.episode.candle.end.value
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tradingEngine.current.strategy.endRate.value = tradingEngine.current.episode.candle.min.value
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/*
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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.
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*/
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tradingEngineModule.cloneValues(tradingEngine.current.strategy, tradingEngine.last.strategy)
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}
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function resetStrategy() {
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tradingEngine.current.strategy.initialize(tradingEngine.current.strategy)
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}
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function updateEnds() {
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if (tradingEngine.current.strategy.status.value === 'Open') {
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tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
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tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.close.value
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tradingEngine.current.strategy.end.value = tradingEngine.current.episode.candle.end.value
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tradingEngine.current.strategy.endRate.value = tradingEngine.current.episode.candle.close.value
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}
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}
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function resetTradingEngineDataStructure() {
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if (tradingEngine.current.strategy.status.value === 'Closed') {
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resetStrategy()
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tradingEngine.current.strategy.initialize(tradingEngine.current.strategy)
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}
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}
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