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Merge branch 'develop' into develop

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Luis Fernando Molina authored and GitHub committed 2019-05-19 11:48:45 +02:00
2 parents e6505706dc 29a448702a
commit b61e16696b
3 files changed
+38 -18
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Commons.js
+33 -16
View File
@@ -102,9 +102,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* Building records */
let record;
let profit = 0;
let lastProfitPercent = 0;
let sellRate = 0;
let sellAmount = 0;
let sellInstant;
let previousBalanceAssetA = 0;
@@ -160,7 +159,10 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let balanceAssetA = initialBalanceA;
let balanceAssetB = 0;
let lastProfit = 0;
let profit = 0;
let lastProfitPercent = 0;
let roundtrips = 0;
let fails = 0;
@@ -178,6 +180,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
yesterday.balanceAssetB = balanceAssetB;
yesterday.lastProfit = 0;
yesterday.profit = 0;
yesterday.lastProfitPercent = 0;
yesterday.Roundtrips = 0;
yesterday.fails = 0;
@@ -197,7 +201,10 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
interExecutionMemory.balanceAssetA = balanceAssetA;
interExecutionMemory.balanceAssetB = balanceAssetB;
interExecutionMemory.lastProfit = lastProfit;
interExecutionMemory.profit = profit;
interExecutionMemory.lastProfitPercent = lastProfitPercent;
interExecutionMemory.roundtrips = 0;
interExecutionMemory.fails = 0;
@@ -215,7 +222,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* We get the initial values from the day previous to the candles we receive at the current execution */
if (currentDay.valueOf() > startDate.valueOf() + ONE_DAY_IN_MILISECONDS) { // Only after the first day we start grabbing the balance from this memory.
if (currentDay.valueOf() >= startDate.valueOf() + ONE_DAY_IN_MILISECONDS) { // Only after the first day we start grabbing the balance from this memory.
balanceAssetA = interExecutionMemory.balanceAssetA;
balanceAssetB = interExecutionMemory.balanceAssetB;
@@ -226,6 +233,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
lastProfit = interExecutionMemory.lastProfit;
profit = interExecutionMemory.profit;
lastProfitPercent = interExecutionMemory.lastProfitPercent;
roundtrips = interExecutionMemory.roundtrips;
fails = interExecutionMemory.fails;
@@ -722,11 +731,19 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (strategyPhase === 2) {
rate = candle.close;
sellRate = rate;
sellAmount = balanceAssetA;
stopLoss = sellRate + sellRate * stopLossPercentage / 100;
stopLossDecay = 0;
previousBalanceAssetA = balanceAssetA;
lastProfit = 0;
lastProfitPercent = 0;
balanceAssetB = balanceAssetA * candle.close;
balanceAssetB = balanceAssetA * rate;
balanceAssetA = 0;
sellInstant = candle.end;
@@ -735,17 +752,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (sellInstant < currentDay.valueOf()) {
yesterday.balanceAssetA = balanceAssetA;
yesterday.balanceAssetB = balanceAssetB;
yesterday.lastProfit = lastProfit;
yesterday.lastProfitPercent = lastProfitPercent;
}
}
rate = candle.close;
sellRate = rate;
stopLoss = sellRate + sellRate * stopLossPercentage / 100;
stopLossDecay = 0;
addRecord();
strategyPhase = 3;
@@ -765,17 +777,18 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
lastProfit = balanceAssetA - previousBalanceAssetA;
lastProfitPercent = lastProfit / previousBalanceAssetA * 100;
if (isNaN(lastProfitPercent)) { lastProfitPercent = 0; }
profit = balanceAssetA - initialBalanceA;
if (currentDay !== undefined) {
if (sellInstant < currentDay.valueOf()) {
yesterday.lastProfit = lastProfit;
yesterday.profit = profit;
yesterday.lastProfitPercent = lastProfitPercent;
}
}
lastProfitPercent = lastProfit / previousBalanceAssetA * 100;
if (isNaN(lastProfitPercent)) { lastProfitPercent = 0; }
profit = balanceAssetA - initialBalanceA;
currentTrade.lastProfitPercent = lastProfitPercent;
currentTrade.stopRate = stopLoss;
@@ -818,6 +831,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
strategyNumber = 0;
stopLoss = 0;
sellRate = 0;
sellAmount = 0;
sellInstant = undefined;
buyOrder = 0;
strategyPhase = 0;
@@ -928,7 +942,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
buyOrder: buyOrder,
stopLossPhase: stopLossPhase,
buyOrderPhase: buyOrderPhase,
orderRecord: orderRecord
orderRecord: orderRecord,
sellAmount: sellAmount
}
recordsArray.push(record);
@@ -1002,6 +1017,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
interExecutionMemory.balanceAssetA = yesterday.balanceAssetA;
interExecutionMemory.balanceAssetB = yesterday.balanceAssetB;
interExecutionMemory.lastProfit = yesterday.lastProfit;
interExecutionMemory.profit = yesterday.profit;
interExecutionMemory.lastProfitPercent = yesterday.lastProfitPercent;
interExecutionMemory.roundtrips = interExecutionMemory.roundtrips + yesterday.Roundtrips;
interExecutionMemory.fails = interExecutionMemory.fails + yesterday.fails;
Multi-Period-Daily/User.Bot.js
+2 -1
View File
@@ -166,7 +166,8 @@
record.buyOrder + "," +
record.stopLossPhase + "," +
record.buyOrderPhase + "," +
JSON.stringify(record.orderRecord) + "]";
JSON.stringify(record.orderRecord) + "," +
record.sellAmount + "]";
if (separator === "") { separator = ","; }
Multi-Period-Market/User.Bot.js
+3 -1
View File
@@ -164,8 +164,10 @@
record.buyOrder + "," +
record.stopLossPhase + "," +
record.buyOrderPhase + "," +
JSON.stringify(record.orderRecord) + "]";
JSON.stringify(record.orderRecord) + "," +
record.sellAmount + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;