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Trading engine partial

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This commit is contained in:
Julian Molina committed 2021-01-05 22:10:36 +01:00
1 parent f38e5ed754
commit c62c960f9e
60 files changed
+1451 -92
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Projects/Superalgos/Schemas/Docs-Nodes/actual-rate.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "The system uses the actual rate to update the calculation of balances, which are otherwise calculated with the original rate, by default."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/actual-size.json
+34 -1
View File
@@ -1,3 +1,36 @@
{
"type": "Actual Size"
"type": "Actual Size",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
},
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/algorithm-name.json
+20
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@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "Assigning names to execution algorithms in the definition of the trading system makes tracking the execution of orders easier."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/amount-received.json
+34 -1
View File
@@ -1,3 +1,36 @@
{
"type": "Amount Received"
"type": "Amount Received",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
},
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/annualized-rate-of-return.json
+20
View File
@@ -223,6 +223,26 @@
{
"style": "Text",
"text": " ) - 1"
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/balance.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "The balance of an asset changes every time an order involving the asset is filled. When the trading bot consults the exchange to find out the status of each order placed, the exchange answers with the size filled and actual rate for the order. That is the information used to calculate balances."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Balance Configuration",
"updated": 1609880398764
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/begin-balance.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "In the context of a position, it is the balance at the datetime the position started."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Begin Balance Configuration",
"updated": 1609880426219
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/begin-rate.json
+20
View File
@@ -19,6 +19,26 @@
{
"style": "Text",
"text": "In the context of an episode, it is the close rate of the last closed candle at the moment the episode starts."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Begin Rate Configuration",
"updated": 1609880087472
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/begin.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "In the context of a candle, it is the datetime of the open of the candle as provided by the exchange."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Begin Configuration",
"updated": 1609880063550
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/candle.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "The candle structure of nodes stores the properties that make up each candle in the episode, including open and close datetime, and the rates for open, min, max, and close."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/close-order.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Counts the periods since the last time an order was closed."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/close.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Close is the rate at the datetime of the end property, as provided by the exchange. That is, the rate at the close of the candle."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/current.json
+20
View File
@@ -19,6 +19,26 @@
{
"style": "Text",
"text": "In other words, the episode, strategy and position nodes within the current section of the hierarchy feature information relative to the instances of the episode, strategy, and position that are currently passing, at any point in time."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/cycle.json
+20
View File
@@ -31,6 +31,26 @@
{
"style": "Text",
"text": "Select Configure on the menu to access the configuration."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/days.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "In the context of a position, it counts the number of days a position has been open."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/distance-to-event.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "The information may be used from within strategies, for example, to leave a cool-down period in-between positions, to separate orders in specific intervals, or to achieve any particular logic that may require counting how much time has passed since the last time a specific event was triggered."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/end-balance.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "In the context of a position, it is the balance at the datetime the position was closed."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "End Balance Configuration",
"updated": 1609880443250
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/end-rate.json
+20
View File
@@ -19,6 +19,26 @@
{
"style": "Text",
"text": "In the context of an episode, it is the close rate of the last closed candle at the moment the episode ends."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "End Rate Configuration",
"updated": 1609880099707
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/end.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "In every other context, the datetime is given by the datetime of the moment of evaluation. When evaluating a point in time in which the object remains open, end stores the datetime of that moment, because the object existed until that point in time when the value was last being updated. Once the object is closed, the end value is not modified again."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "End Configuration",
"updated": 1609880073775
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/entry-target-rate.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "Refresh this concepts by reading about the initial target definitions at the trading system."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/entry-target-size.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "Refresh this concepts by reading about the initial target definitions at the trading system."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode-base-asset.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Note",
"text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode-counters.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "The episode counters node features counters of instances of objects that come to exist during the duration of the episode."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode-quoted-asset.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Note",
"text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode-statistics.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Episode statistics keeps track of several metrics in the context of the episode."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/episode.json
+20
View File
@@ -35,6 +35,26 @@
{
"style": "List",
"text": "rates describing each candle in the episode, such as the open, close, min and max rates;"
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/exit-target-rate.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "Refresh this concepts by reading about the initial target definitions at the trading system."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/exit-target-size.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "Refresh this concepts by reading about the initial target definitions at the trading system."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/exit-type.json
+20
View File
@@ -35,6 +35,26 @@
{
"style": "List",
"text": "Closing Stage: the current stage started closing because the Close Stage is opening."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Exit Type Configuration",
"updated": 1609880198732
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/fails.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Note",
"text": "The workings of the fail counts are analogous to the workings of the hits counts, reversing the sign. That is, when profit loss is negative, it is counted as a fail. Please refer to the definition of hits for the details."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Fails Configuration",
"updated": 1609880467917
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/fees-paid.json
+20
View File
@@ -19,6 +19,26 @@
{
"style": "Text",
"text": "Exchanges deduct fees from the asset you are receiving. For instance, if you are selling BTC in the BTC-USDT market, then you are receiving USDT, and the exchange will deduct the fees directly from the amount of USDT you are receiving."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/fees-to-be-paid.json
+34 -1
View File
@@ -1,3 +1,36 @@
{
"type": "Fees To Be Paid"
"type": "Fees To Be Paid",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
},
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/final-value.json
+34 -1
View File
@@ -1,3 +1,36 @@
{
"type": "Final Value"
"type": "Final Value",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
},
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/head-of-the-market.json
+28 -5
View File
@@ -1,12 +1,35 @@
{
"type": "Head Of The Market",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
},
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Head Of The Market Configuration"
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
],
"definition": {
"text": "Right click to edit this text and replace it with a definition / summary for this page. ESC to exit edit mode."
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/hit-fail.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Note",
"text": "Please refer to the definition of hits for the details."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Hit Fail Configuration",
"updated": 1609880962570
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/hit-ratio.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "Hit ratio results from multiplying the number of hits by 100 and dividing it by the number of positions: hit ratio = hits * 100 / positions."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Hit Ratio Configuration",
"updated": 1609880479389
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/hits.json
+20
View File
@@ -19,6 +19,26 @@
{
"style": "Note",
"text": "The consolidated calculations are explained thoroughly in the profit loss node."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Hits Configuration",
"updated": 1609880458158
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/identifier.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "The property is what would be used to access a specific known record."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Identifier Configuration",
"updated": 1609880046865
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/index.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "Trading systems may feature more than one strategy. In the context of a strategy, index is the position of the strategy within the trading system."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/initial-value.json
+20
View File
@@ -4,6 +4,26 @@
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/last-begin.json
+34 -1
View File
@@ -1,3 +1,36 @@
{
"type": "Last Begin"
"type": "Last Begin",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
},
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/last-end.json
+34 -1
View File
@@ -1,3 +1,36 @@
{
"type": "Last End"
"type": "Last End",
"definition": {
"text": "Left click and Edit to enter edit mode and change this text."
},
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/last.json
+20
View File
@@ -27,6 +27,26 @@
{
"style": "List",
"text": "From within a trading system, your strategies may make decisions factoring in what happened with the last position or strategy. For example, you may want to affect the size of the next position depending on the result of the last one."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/lock.json
+20
View File
@@ -19,6 +19,26 @@
{
"style": "Text",
"text": "At the moment of opening an order, the system checks the spawnMultipleOrders parameter at the order's configuration in the trading system. If the value is false, the system checks the value of the lock. If the value is open, then it may create the order; if it is closed then the order may not be created."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/max.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Max is the maximum rate registered by the exchange during the period between the datetimes of the begin and end properties, as provided by the exchange."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/min.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Min is the minimum rate registered by the exchange during the period between the datetimes of the begin and end properties, as provided by the exchange."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/move-to-phase.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Counts the periods since the last time a move to phase event was triggered."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/next-phase.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Counts the periods since the last time a next phase event was triggered."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/open.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Open is the rate at the datetime of the begin property, as provided by the exchange. That is, the rate at the open of the candle."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/order-name.json
+20
View File
@@ -11,6 +11,26 @@
{
"style": "Text",
"text": "Assigning names to orders in the definition of the trading system makes tracking the execution of orders easier."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/order-rate.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Note",
"text": "Please, read about limit orders to complement the information in this definition."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/orders.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Orders counts the number of times orders have been placed, in the context of the parent node."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/percentage-filled.json
+20
View File
@@ -15,6 +15,26 @@
{
"style": "Text",
"text": "percentage filled = size filled * 100 / size"
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/periods.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Periods counts the number of candles that have been evaluated, in the context of the parent node."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/phase.json
+20
View File
@@ -36,6 +36,26 @@
"style": "Success",
"text": "This explanation about phase 1 may be extended to any other phase, as they all work similarly, and it applies both for managed stop loss phases and managed take profit phases.",
"updated": 1609609940697
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/positions.json
+30 -1
View File
@@ -3,5 +3,34 @@
"definition": {
"text": "Positions counts the number of times positions have been opened, in the context of the parent node."
},
"paragraphs": []
"paragraphs": [
{
"style": "Block",
"text": "Content"
},
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609873831169
},
{
"style": "Title",
"text": "Serial Number Configuration",
"updated": 1609873971454
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609873980538
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609875415147
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/process-date.json
+30 -1
View File
@@ -1,3 +1,32 @@
{
"type": "Process Date"
"type": "Process Date",
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609880259634
},
{
"style": "Title",
"text": "Process Date Configuration",
"updated": 1609880272567
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609880279024
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609880294189
}
],
"definition": {
"text": "Right click to edit this text and replace it with a definition / summary for this page. ESC to exit edit mode."
}
}
Projects/Superalgos/Schemas/Docs-Nodes/profit-loss.json
+32 -66
View File
@@ -17,24 +17,22 @@
"text": "In general terms:"
},
{
"style": "List",
"style": "Javascript",
"text": "base asset profit loss = base asset end balance - base asset begin balance"
},
{
"style": "List",
"style": "Javascript",
"text": "quoted asset profit loss = quoted asset end balance - quoted asset begin balance"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeBaseAsset.profitLoss.value ="
"text": "In the case of the Episode Base Asset and Episode Quoted Asset:",
"updated": 1609880629828
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.balance.value -"
},
{
"style": "Text",
"text": " sessionParameters.sessionBaseAsset.config.initialBalance"
"style": "Javascript",
"text": "tradingEngine.current.episode.episodeBaseAsset.profitLoss.value =\n tradingEngine.current.episode.episodeBaseAsset.balance.value -\n sessionParameters.sessionBaseAsset.config.initialBalance\n \ntradingEngine.current.episode.episodeQuotedAsset.profitLoss.value =\n tradingEngine.current.episode.episodeQuotedAsset.balance.value -\n sessionParameters.sessionQuotedAsset.config.initialBalance",
"updated": 1609880593226
},
{
"style": "Text",
@@ -42,48 +40,18 @@
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value ="
"text": "In the case of the Position Base Asset and Position Quoted Asset:",
"updated": 1609880656759
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.balance.value -"
},
{
"style": "Text",
"text": " sessionParameters.sessionQuotedAsset.config.initialBalance"
},
{
"style": "Text",
"text": "In the case of the position base asset and position quoted asset:"
},
{
"style": "Text",
"text": "tradingEngine.current.position.positionBaseAsset.profitLoss.value ="
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.balance.value -"
},
{
"style": "Text",
"text": " tradingEngine.current.position.positionBaseAsset.beginBalance"
"style": "Javascript",
"text": "tradingEngine.current.position.positionBaseAsset.profitLoss.value =\n tradingEngine.current.episode.episodeBaseAsset.balance.value -\n tradingEngine.current.position.positionBaseAsset.beginBalance\n \ntradingEngine.current.position.positionQuotedAsset.profitLoss.value =\n tradingEngine.current.episode.episodeQuotedAsset.balance.value -\n tradingEngine.current.position.positionQuotedAsset.beginBalance",
"updated": 1609880668611
},
{
"style": "Text",
"text": " "
},
{
"style": "Text",
"text": "tradingEngine.current.position.positionQuotedAsset.profitLoss.value ="
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.balance.value -"
},
{
"style": "Text",
"text": " tradingEngine.current.position.positionQuotedAsset.beginBalance"
},
{
"style": "Text",
"text": "In the context of the episode statistics or the position statistics, the calculation is done consolidating the profits of both assets."
@@ -97,40 +65,38 @@
"text": "In the context of the episode statistics:"
},
{
"style": "Text",
"text": "tradingEngine.current.episode.episodeStatistics.profitLoss.value ="
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.profitLoss.value *"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.candle.close.value +"
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value"
"style": "Javascript",
"text": "tradingEngine.current.episode.episodeStatistics.profitLoss.value =\n tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * \n tradingEngine.current.episode.candle.close.value +\n tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value",
"updated": 1609880717964
},
{
"style": "Text",
"text": "In the context of the position statistics:"
},
{
"style": "Text",
"text": "tradingEngine.current.position.positionStatistics.profitLoss.value ="
"style": "Javascript",
"text": "tradingEngine.current.position.positionStatistics.profitLoss.value =\n tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * \n tradingEngine.current.position.endRate.value +\n tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value",
"updated": 1609880790493
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeBaseAsset.profitLoss.value *"
"style": "Block",
"text": "Configuring",
"updated": 1609880799536
},
{
"style": "Text",
"text": " tradingEngine.current.position.endRate.value +"
"style": "Title",
"text": "Profit Loss Configuration",
"updated": 1609880814504
},
{
"style": "Text",
"text": " tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value"
"style": "Subtitle",
"text": "Properties",
"updated": 1609880843742
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609880851919
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/roi.json
+27 -1
View File
@@ -2,5 +2,31 @@
"type": "ROI",
"definition": {
"text": "ROI is a ratio that compares the profit loss with the cost of the investment, expressed as a percentage."
}
},
"paragraphs": [
{
"style": "Text",
"text": "Left click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609880899578
},
{
"style": "Title",
"text": "ROI Configuration",
"updated": 1609880909911
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609880921940
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609880928583
}
]
}
Projects/Superalgos/Schemas/Docs-Nodes/status.json
+20
View File
@@ -23,6 +23,26 @@
{
"style": "List",
"text": "Closed: the object closes at the current candle."
},
{
"style": "Block",
"text": "Configuring",
"updated": 1609880131905
},
{
"style": "Title",
"text": "Status Configuration",
"updated": 1609880144610
},
{
"style": "Subtitle",
"text": "Properties",
"updated": 1609880158050
},
{
"style": "List",
"text": "initialValue allows resetting the initial state of the node to an arbitrary value.",
"updated": 1609880181465
}
]
}