Snapshots fixes
This commit is contained in:
Luis Fernando Molina committed
1 parent
6368221937
commit
c0e0c2e0b6
1 file changed
+53
-21
@@ -43,6 +43,8 @@
|
||||
let snapshotHeaders
|
||||
let triggerOnSnapshot = [];
|
||||
let takePositionSnapshot = [];
|
||||
let lastTriggerOnSnapshot
|
||||
let lastTakePositionSnapshot
|
||||
|
||||
let recordsArray = [];
|
||||
let conditionsArray = [];
|
||||
@@ -509,8 +511,9 @@
|
||||
let snapshotKeys = new Map()
|
||||
snapshotLoopHeaders = []
|
||||
snapshotDataRecord = []
|
||||
addToTriggerOnSnapshot = false
|
||||
addToTakePositionSnapshot = false
|
||||
saveAsLastTriggerOnSnapshot = false
|
||||
saveAsLastTakePositionSnapshot = false
|
||||
addToSnapshots = false
|
||||
|
||||
let announcementsToBeMade = []
|
||||
let candle = candles[currentCandleIndex];
|
||||
@@ -1345,7 +1348,7 @@
|
||||
}
|
||||
|
||||
checkAnnouncements(triggerStage.triggerOn)
|
||||
addToTriggerOnSnapshot = true
|
||||
saveAsLastTriggerOnSnapshot = true
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Switching to Trigger Stage because conditions at Trigger On Event were met."); }
|
||||
break;
|
||||
@@ -1479,7 +1482,7 @@
|
||||
currentTrade.takePositionSituation = situation.name
|
||||
|
||||
checkAnnouncements(triggerStage.takePosition)
|
||||
addToTakePositionSnapshot = true
|
||||
saveAsLastTakePositionSnapshot = true
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Conditions at the Take Position Event were met."); }
|
||||
break;
|
||||
@@ -2027,6 +2030,7 @@
|
||||
currentTrade.endRate = closeRate;
|
||||
|
||||
closePositionNow = true;
|
||||
addToSnapshots = true
|
||||
|
||||
if (processingDailyFiles) {
|
||||
if (positionedAtYesterday) {
|
||||
@@ -2099,6 +2103,7 @@
|
||||
currentTrade.endRate = closeRate;
|
||||
|
||||
closePositionNow = true;
|
||||
addToSnapshots = true
|
||||
|
||||
if (processingDailyFiles) {
|
||||
if (positionedAtYesterday) {
|
||||
@@ -2909,6 +2914,45 @@
|
||||
}
|
||||
}
|
||||
|
||||
/* Snapshots Management (before we generate the trade record and delete that info) */
|
||||
if (saveAsLastTriggerOnSnapshot === true) {
|
||||
lastTriggerOnSnapshot = snapshotDataRecord
|
||||
saveAsLastTriggerOnSnapshot = false
|
||||
}
|
||||
|
||||
if (saveAsLastTakePositionSnapshot === true) {
|
||||
lastTakePositionSnapshot = snapshotDataRecord
|
||||
saveAsLastTakePositionSnapshot = false
|
||||
}
|
||||
|
||||
if (addToSnapshots === true) {
|
||||
let closeValues = [
|
||||
roundtrips, // Trade Number
|
||||
(new Date(candle.begin)).toISOString(), // Datetime
|
||||
tradingSystem.strategies[currentStrategyIndex].name, // Strategy
|
||||
currentStrategy.triggerOnSituation, // Trigger On Situation
|
||||
currentTrade.takePositionSituation, // Take Position Situation
|
||||
hitOrFial(), // Result
|
||||
ROI, // ROI
|
||||
simulationRecord.type.replace(/"/g, '') // Exit Type
|
||||
]
|
||||
|
||||
function hitOrFial() {
|
||||
if (ROI > 0) { return 'HIT' } else { return 'FAIL' }
|
||||
}
|
||||
|
||||
triggerOnSnapshot.push(closeValues.concat(lastTriggerOnSnapshot))
|
||||
takePositionSnapshot.push(closeValues.concat(lastTriggerOnSnapshot))
|
||||
lastTriggerOnSnapshot = undefined
|
||||
lastTakePositionSnapshot = undefined
|
||||
addToSnapshots = false
|
||||
}
|
||||
|
||||
let closeHeaders = ['Trade Number', 'Close Datetime', 'Strategy', 'Trigger On Situation', 'Take Position Situation', 'Result', 'ROI', 'Exit Type']
|
||||
if (snapshotHeaders === undefined) {
|
||||
snapshotHeaders = closeHeaders.concat(JSON.parse(JSON.stringify(snapshotLoopHeaders)))
|
||||
}
|
||||
|
||||
/* Prepare the information for the Trades File */
|
||||
if (currentTrade.begin !== 0 && currentTrade.end !== 0) {
|
||||
|
||||
@@ -2943,22 +2987,8 @@
|
||||
}
|
||||
}
|
||||
|
||||
/* Add to Snapshot */
|
||||
if (addToTakePositionSnapshot === true) {
|
||||
takePositionSnapshot.push(snapshotDataRecord)
|
||||
addToTakePositionSnapshot = false
|
||||
}
|
||||
|
||||
if (addToTriggerOnSnapshot === true) {
|
||||
triggerOnSnapshot.push(snapshotDataRecord)
|
||||
addToTriggerOnSnapshot = false
|
||||
}
|
||||
|
||||
if (snapshotHeaders === undefined) {
|
||||
snapshotHeaders = JSON.parse(JSON.stringify(snapshotLoopHeaders))
|
||||
}
|
||||
|
||||
makeAnnoucements() // After everything at the simulation level was done, we will do the annoucements that are pending.
|
||||
/* After everything at the simulation level was done, we will do the annoucements that are pending.*/
|
||||
makeAnnoucements()
|
||||
}
|
||||
|
||||
function checkAnnouncements(node, value) {
|
||||
@@ -3067,6 +3097,8 @@
|
||||
instruction = instruction.replace(/!==/g, '')
|
||||
instruction = instruction.replace(/==/g, '')
|
||||
instruction = instruction.replace(/===/g, '')
|
||||
instruction = instruction.replace(/{/g, '')
|
||||
instruction = instruction.replace(/}/g, '')
|
||||
if (instruction.indexOf('chart') >= 0) {
|
||||
let parts = instruction.split('.')
|
||||
let timeFrame = parts[1]
|
||||
@@ -3091,7 +3123,7 @@
|
||||
if (existingKey === undefined) {// means that at the current loop this property of this product was not used before.
|
||||
snapshotKeys.set(key, key)
|
||||
snapshotLoopHeaders.push(key)
|
||||
|
||||
|
||||
let value = eval(instruction)
|
||||
snapshotDataRecord.push(value)
|
||||
}
|
||||
|
||||
Reference in new issue
Block a user