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buyOrder refactoring

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Luis Fernando Molina committed 2019-06-04 17:07:35 +02:00
1 parent 7d6213988b
commit c646ad0e39
3 files changed
+33 -33
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Commons.js
+29 -29
View File
@@ -95,11 +95,11 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* Buy Order Management */
const MIN_BUY_ORDER_VALUE = 1 // We can not let the buy order be zero to avoid division by 0 error or infinity numbers as a result.
let buyOrderPercentage = 1;
let previousBuyOrder = 0;
let buyOrder = 0;
let buyOrderDecay = 0;
let buyOrderPhase = 0;
let takeProfitPercentage = 1;
let previousTakeProfit = 0;
let takeProfit = 0;
let takeProfitDecay = 0;
let takeProfitPhase = 0;
/* Building records */
@@ -386,9 +386,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
for (let p = 0; p < strategy.buyOrder.phases.length; p++) {
for (let p = 0; p < strategy.takeProfit.phases.length; p++) {
let phase = strategy.buyOrder.phases[p];
let phase = strategy.takeProfit.phases[p];
for (let k = 0; k < phase.situations.length; k++) {
@@ -565,9 +565,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* Buy Order condition: Here we verify if the Buy Order was filled or not. */
if (candle.min <= buyOrder) {
if (candle.min <= takeProfit) {
balanceAssetA = balanceAssetB / buyOrder;
balanceAssetA = balanceAssetB / takeProfit;
balanceAssetB = 0;
if (currentDay !== undefined) {
@@ -578,13 +578,13 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
rate = buyOrder;
type = '"Buy@BuyOrder"';
rate = takeProfit;
type = '"Buy@TakeProfit"';
strategyPhase = 4;
currentTrade.end = candle.end;
currentTrade.status = 1;
currentTrade.exitType = 2;
currentTrade.endRate = buyOrder;
currentTrade.endRate = takeProfit;
currentStrategy.number = strategyNumber - 1
currentStrategy.end = candle.end;
@@ -624,7 +624,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
strategyPhase = 2;
stopLossPhase = 1;
buyOrderPhase = 1;
takeProfitPhase = 1;
currentTrade.begin = candle.begin;
currentTrade.beginRate = candle.close;
return;
@@ -700,15 +700,15 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (strategyPhase === 3) {
checkBuyOrderPhases();
checkBuyOrder();
checkTakeProfitPhases();
checkTakeProfit();
}
function checkBuyOrderPhases() {
function checkTakeProfitPhases() {
let strategy = tradingSystem.strategies[strategyNumber - 1];
let phase = strategy.buyOrder.phases[buyOrderPhase - 1];
let phase = strategy.takeProfit.phases[takeProfitPhase - 1];
for (let k = 0; k < phase.situations.length; k++) {
@@ -727,17 +727,17 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (passed) {
buyOrderPhase++;
takeProfitPhase++;
return;
}
}
}
function checkBuyOrder() {
function checkTakeProfit() {
let strategy = tradingSystem.strategies[strategyNumber - 1];
let phase = strategy.buyOrder.phases[buyOrderPhase - 1];
let phase = strategy.takeProfit.phases[takeProfitPhase - 1];
try {
eval(phase.code); // Here is where we apply the formula given for the buy order at this phase.
@@ -747,8 +747,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
*/
}
if (buyOrder < MIN_BUY_ORDER_VALUE) {
buyOrder = MIN_BUY_ORDER_VALUE
if (takeProfit < MIN_BUY_ORDER_VALUE) {
takeProfit = MIN_BUY_ORDER_VALUE
}
}
@@ -766,7 +766,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
stopLossDecay = 0;
checkStopLoss();
checkBuyOrder();
checkTakeProfit();
previousBalanceAssetA = balanceAssetA;
lastProfit = 0;
@@ -862,10 +862,10 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
sellRate = 0;
sellAmount = 0;
sellInstant = undefined;
buyOrder = 0;
takeProfit = 0;
strategyPhase = 0;
stopLossPhase = 0;
buyOrderPhase = 0;
takeProfitPhase = 0;
continue;
}
@@ -911,7 +911,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
ORDER_TYPE.Limit,
rate,
stopLoss,
buyOrder,
takeProfit,
ORDER_DIRECTION.Sell,
-1,
ORDER_STATUS.Signaled,
@@ -968,9 +968,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
lastProfitPercent: lastProfitPercent,
strategy: strategyNumber,
strategyPhase: strategyPhase,
buyOrder: buyOrder,
takeProfit: takeProfit,
stopLossPhase: stopLossPhase,
buyOrderPhase: buyOrderPhase,
takeProfitPhase: takeProfitPhase,
orderRecord: orderRecord,
sellAmount: sellAmount
}
@@ -986,7 +986,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
conditionsArrayRecord.push(strategyNumber);
conditionsArrayRecord.push(strategyPhase);
conditionsArrayRecord.push(stopLossPhase);
conditionsArrayRecord.push(buyOrderPhase);
conditionsArrayRecord.push(takeProfitPhase);
conditionsArrayRecord.push(conditionsArrayValues);
conditionsArray.push(conditionsArrayRecord);
Multi-Period-Daily/User.Bot.js
+2 -2
View File
@@ -163,9 +163,9 @@
record.lastProfitPercent + "," +
record.strategy + "," +
record.strategyPhase + "," +
record.buyOrder + "," +
record.takeProfit + "," +
record.stopLossPhase + "," +
record.buyOrderPhase + "," +
record.takeProfitPhase + "," +
JSON.stringify(record.orderRecord) + "," +
record.sellAmount + "]";
Multi-Period-Market/User.Bot.js
+2 -2
View File
@@ -161,9 +161,9 @@
record.lastProfitPercent + "," +
record.strategy + "," +
record.strategyPhase + "," +
record.buyOrder + "," +
record.takeProfit + "," +
record.stopLossPhase + "," +
record.buyOrderPhase + "," +
record.takeProfitPhase + "," +
JSON.stringify(record.orderRecord) + "," +
record.sellAmount + "]";