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enter and exit announcements working

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Brett Taylor committed 2021-10-11 13:11:12 -04:00
1 parent 20cbf04596
commit b619a9210d
2 files changed
+80 -68
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Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js
+79 -64
View File
@@ -760,52 +760,50 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
}
function checkStopLossOrTakeProfitWasHit() {
{
let strategy = tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value]
/*
Checking what happened since the last execution. We need to know if the Stop Loss
or our Take Profit were hit.
*/
let strategy = tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value]
/*
Checking what happened since the last execution. We need to know if the Stop Loss
or our Take Profit were hit.
*/
/* Stop Loss condition: Here we verify if the Stop Loss was hit or not. */
if (
(
tradingEngine.tradingCurrent.position.stopLoss.stopLossPosition.value === 'Above' &&
tradingEngine.tradingCurrent.tradingEpisode.candle.max.value >= tradingEngine.tradingCurrent.position.stopLoss.value
) ||
(
tradingEngine.tradingCurrent.position.stopLoss.stopLossPosition.value === 'Below' &&
tradingEngine.tradingCurrent.tradingEpisode.candle.min.value <= tradingEngine.tradingCurrent.position.stopLoss.value
)
) {
TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Stop Loss was hit.')
/* Stop Loss condition: Here we verify if the Stop Loss was hit or not. */
if (
(
tradingEngine.tradingCurrent.position.stopLoss.stopLossPosition.value === 'Above' &&
tradingEngine.tradingCurrent.tradingEpisode.candle.max.value >= tradingEngine.tradingCurrent.position.stopLoss.value
) ||
(
tradingEngine.tradingCurrent.position.stopLoss.stopLossPosition.value === 'Below' &&
tradingEngine.tradingCurrent.tradingEpisode.candle.min.value <= tradingEngine.tradingCurrent.position.stopLoss.value
)
) {
TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Stop Loss was hit.')
tradingPositionModuleObject.closingPosition('Stop Loss')
changeStageStatus('Close Stage', 'Opening')
changeStageStatus('Manage Stage', 'Closed', 'Stop Loss Hit')
return
}
/* Take Profit condition: Here we verify if the Take Profit was hit or not. */
if (
(
tradingEngine.tradingCurrent.position.takeProfit.takeProfitPosition.value === 'Below' &&
tradingEngine.tradingCurrent.tradingEpisode.candle.min.value <= tradingEngine.tradingCurrent.position.takeProfit.value
) ||
(
tradingEngine.tradingCurrent.position.takeProfit.takeProfitPosition.value === 'Above' &&
tradingEngine.tradingCurrent.tradingEpisode.candle.max.value >= tradingEngine.tradingCurrent.position.takeProfit.value
)
) {
TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Take Profit was hit.')
tradingPositionModuleObject.closingPosition('Take Profit')
changeStageStatus('Close Stage', 'Opening')
changeStageStatus('Manage Stage', 'Closed', 'Take Profit Hit')
return
}
tradingPositionModuleObject.closingPosition('Stop Loss')
changeStageStatus('Close Stage', 'Opening')
changeStageStatus('Manage Stage', 'Closed', 'Stop Loss Hit')
return
}
/* Take Profit condition: Here we verify if the Take Profit was hit or not. */
if (
(
tradingEngine.tradingCurrent.position.takeProfit.takeProfitPosition.value === 'Below' &&
tradingEngine.tradingCurrent.tradingEpisode.candle.min.value <= tradingEngine.tradingCurrent.position.takeProfit.value
) ||
(
tradingEngine.tradingCurrent.position.takeProfit.takeProfitPosition.value === 'Above' &&
tradingEngine.tradingCurrent.tradingEpisode.candle.max.value >= tradingEngine.tradingCurrent.position.takeProfit.value
)
) {
TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Take Profit was hit.')
tradingPositionModuleObject.closingPosition('Take Profit')
changeStageStatus('Close Stage', 'Opening')
changeStageStatus('Manage Stage', 'Closed', 'Take Profit Hit')
return
}
return
}
}
}
@@ -1144,9 +1142,11 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
if (stage.status.value === 'Open') {
openStage(stage)
checkUserDefinedCode(stageName, 'Open')
checkAnnounce(stageName, 'Open')
}
if (stage.status.value === 'Closed') {
checkUserDefinedCode(stageName, 'Closed')
checkAnnounce(stageName, 'Closed')
closeStage(stage, stageName)
}
@@ -1266,33 +1266,48 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
/* checkUserDefinedCode(): Checks if User Defined Code exists and processes if applicable. */
function checkUserDefinedCode(stage, status, when) {
let tradingSystemStage = getTradingSystemStage(stage);
let tradingSystemStage = getTradingSystemStage(stage);
if (tradingSystemStage !== undefined &&
tradingSystemStage.userDefinedCode !== undefined) {
if (status === 'Running' && when !== tradingSystemStage.userDefinedCode.config.whileAtStageWhenToRun) { return; }
if (tradingSystemStage !== undefined &&
tradingSystemStage.userDefinedCode !== undefined) {
if (status === 'Running' && when !== tradingSystemStage.userDefinedCode.config.whileAtStageWhenToRun) { return; }
switch(status) {
case 'Open' : {
if (tradingSystemStage.userDefinedCode.config.runWhenEnteringStage) {
tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code');
}
break;
}
case 'Running' : {
if (tradingSystemStage.userDefinedCode.config.runWhileAtStage) {
tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code');
}
break;
}
case 'Closed' : {
if (tradingSystemStage.userDefinedCode.config.runWhenExitingStage) {
tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code');
}
break;
}
}
}
}
// checkAnnounce(): Check if announcement should be made
function checkAnnounce(stage, status) {
let tradingSystemStage = getTradingSystemStage(stage);
switch(status) {
case 'Open' : {
if (tradingSystemStage.userDefinedCode.config.runWhenEnteringStage) {
tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code');
case 'Open' : {
announcementsModuleObject.makeAnnouncements(tradingSystemStage, 'Open')
break;
}
case 'Closed' : {
announcementsModuleObject.makeAnnouncements(tradingSystemStage, 'Closed')
break;
}
break;
}
case 'Running' : {
if (tradingSystemStage.userDefinedCode.config.runWhileAtStage) {
tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code');
}
break;
}
case 'Closed' : {
if (tradingSystemStage.userDefinedCode.config.runWhenExitingStage) {
tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code');
}
break;
}
}
}
}
/* getTradingSystemStage(): takes stage name returns stage object. */
Projects/Social-Bots/TS/Bot-Modules/Announcements.js
+1 -4
View File
@@ -45,9 +45,6 @@ exports.newSocialBotsBotModulesAnnouncements = function (processIndex) {
let canAnnounce = true
// Check configuration to see if Announcement should be run at Enter or Exit of Node
console.log('[DEBUG] announcement.config:')
console.log(announcement.config)
// protect against empty configurations or missing values
onEnter = true
onExit = false
@@ -55,7 +52,7 @@ exports.newSocialBotsBotModulesAnnouncements = function (processIndex) {
onEnter = announcement.config.onEnter
}
if (announcement.config.onExit !== undefined) {
onExit = announcement.config.onExit
onExit = announcement.config.onExit
}
if ((status === 'Open' && onEnter) || (status === 'Closed' && onExit)) {