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Cleaning Execution Plotter

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This commit is contained in:
Luis Fernando Molina committed 2019-07-06 11:13:39 +02:00
1 parent cdfed722f0
commit cc1b64a5b5
2 files changed
+33 -230
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Conditions.js
+13 -1
View File
@@ -51,6 +51,8 @@
let conditions = [];
let headers;
let noTradingSystemOnFocusErrorDisplayed = false
return thisObject;
function finalize() {
@@ -517,6 +519,15 @@
if (currentRecord === undefined) { return; }
if (currentRecord.conditionsNames === undefined) { return; }
if (canvas.strategySpace.workspace === undefined) { return; }
if (canvas.strategySpace.workspace.tradingSystem === undefined) {
if (noTradingSystemOnFocusErrorDisplayed === false) {
if (ERROR_LOG === true) { logger.write("[WARN] sendRecordInfoToStrategySpace -> No Trading System with Execution Focus."); }
noTradingSystemOnFocusErrorDisplayed = true
}
return
} else {
noTradingSystemOnFocusErrorDisplayed = false
}
try {
@@ -805,7 +816,7 @@
highlightSituation = false
}
conditionIndex++;
}
}
}
if (highlightSituation === true) {
@@ -888,5 +899,6 @@
SimulationExecution.js
+20 -229
View File
@@ -25,8 +25,7 @@
y: 0
},
visible: false
},
notes: []
}
}
};
@@ -46,12 +45,8 @@
let fileSequence;
let plotElements = []; // This is where the elements to be plotted are stored before plotting.
let plotLines = []; // Here we store the lines of open positions.
let notes = []; // Here we store the notes with messages from the bot.
let notesChangedEventRaised = true; // This controls when to raise the event that notes changed.
let previousNotesSetKey;
let currentNotesSetKey;
let offsetChangedEventSubscriptionId
let filesUpdatedEventSubscriptionId
@@ -76,11 +71,9 @@
fileSequence = undefined;
plotElements = undefined;
plotLines = undefined;
notes = undefined;
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> finalize -> err = " + err.stack.stack); }
}
}
@@ -93,8 +86,8 @@
fileSequence = pStorage.fileSequences[0];
recalculate(callBackFunction);
recalculateScale(callBackFunction);
recalculate();
recalculateScale();
filesUpdatedEventSubscriptionId = fileSequence.eventHandler.listenToEvent("Files Updated", onFilesUpdated); // Only the first sequence is supported right now.
offsetChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged);
@@ -102,100 +95,62 @@
/* Ready for when dimmension changes. */
dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
recalculate(callBackFunction);
recalculateScale(callBackFunction);
recalculate();
recalculateScale();
})
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err); }
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); }
callBackFunction(GLOBAL.CUSTOM_FAIL_RESPONSE);
}
}
function getContainer(point) {
try {
let container;
/* First we check if this point is inside this space. */
if (this.container.frame.isThisPointHere(point) === true) {
return this.container;
} else {
/* This point does not belong to this space. */
return undefined;
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err); }
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); }
}
}
function onFilesUpdated() {
recalculate();
}
function setTimePeriod(pTimePeriod) {
try {
timePeriod = pTimePeriod;
recalculate();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err = " + err); }
}
timePeriod = pTimePeriod;
recalculate();
}
function setDatetime(newDatetime) {
try {
datetime = newDatetime;
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err = " + err); }
}
datetime = newDatetime;
}
function onOffsetChanged() {
if (Math.random() * 100 > 95) {
recalculate()
};
}
}
function recalculate(callBackFunction) {
function recalculate() {
try {
if (fileSequence === undefined) { return; }
/*
We are going to filter the records depending on the Time Period. We want that for a 1 min time peroid all the records appears on screen,
but for higher periods, we will filter out some records, so that they do not overlap ever.
*/
plotElements = [];
plotLines = [];
notes = [];
let lastSellRate;
let lastSellDate;
@@ -243,27 +198,9 @@
profitsAssetA: file[i][11],
profitsAssetB: file[i][12],
combinedProfitsA: file[i][13],
combinedProfitsB: file[i][14],
messageRelevance: file[i][15],
messageTitle: file[i][16],
messageBody: file[i][17],
mqServiceMessages: file[i][18]
combinedProfitsB: file[i][14]
};
/*
Now we are going to inflate the mqService Messages in order to use them during the plotting.
*/
if (newHistoryRecord.mqServiceMessages !== undefined) {
for (let i = 0; i < newHistoryRecord.mqServiceMessages.length; i++) {
let mqMessage = mqServiceMessages[i];
}
}
/* Finally we add this History Record to the Array */
history.push(newHistoryRecord);
@@ -274,14 +211,11 @@
if (timePeriod <= 1 * 60 * 1000) {
if (newHistoryRecord.lastSellRate > 0) {
lastSellRate = newHistoryRecord.lastSellRate;
lastSellDate = newHistoryRecord.date;
}
if (newHistoryRecord.sellExecRate > 0) {
let newLine = {
type: "sell",
x1: lastSellDate,
@@ -289,20 +223,15 @@
x2: newHistoryRecord.date,
y2: newHistoryRecord.sellExecRate
};
lines.push(newLine);
}
if (newHistoryRecord.lastBuyRate > 0) {
lastBuyRate = newHistoryRecord.lastBuyRate;
lastBuyDate = newHistoryRecord.date;
}
if (newHistoryRecord.buyExecRate > 0) {
let newLine = {
type: "buy",
x1: lastBuyDate,
@@ -310,12 +239,9 @@
x2: newHistoryRecord.date,
y2: newHistoryRecord.buyExecRate
};
lines.push(newLine);
}
}
}
/* We allways want to put the last record of the file on the filterd dataset, so as to allways show the latest advance of the bot. */
@@ -342,13 +268,7 @@
profitsAssetA: file[i][11],
profitsAssetB: file[i][12],
combinedProfitsA: file[i][13],
combinedProfitsB: file[i][14],
messageRelevance: file[i][15],
messageTitle: file[i][16],
messageBody: file[i][17],
mqServiceMessages: file[i][18]
combinedProfitsB: file[i][14]
};
history.push(newHistoryRecord);
@@ -378,61 +298,26 @@
profitsAssetA: file[i][11],
profitsAssetB: file[i][12],
combinedProfitsA: file[i][13],
combinedProfitsB: file[i][14],
messageRelevance: file[i][15],
messageTitle: file[i][16],
messageBody: file[i][17]
combinedProfitsB: file[i][14]
};
if (newHistoryRecord.messageTitle !== "" && newHistoryRecord.messageBody !== "") {
if (newHistoryRecord.messageRelevance >= 0 && newHistoryRecord.messageRelevance <= 10) {
let relevanceTimePeriod = (dailyFilePeriods[10 - newHistoryRecord.messageRelevance][0]);
if (timePeriod <= relevanceTimePeriod) {
let note = {
title: newHistoryRecord.messageTitle,
body: newHistoryRecord.messageBody,
date: newHistoryRecord.date,
rate: newHistoryRecord.marketRate,
position: {
x: 0,
y: 0
},
visible: false
};
notes.push(note);
}
}
}
}
plotElements.push(history);
plotLines.push(lines);
}
notesChangedEventRaised = false;
thisObject.container.eventHandler.raiseEvent("History Changed", history);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err); }
callBackFunction(GLOBAL.CUSTOM_FAIL_RESPONSE);
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> recalculate -> err = " + err.stack); }
}
}
function recalculateScale(callBackFunction) {
function recalculateScale() {
try {
if (fileSequence === undefined) { return; } // We need the market file to be loaded to make the calculation.
if (timeLineCoordinateSystem.maxValue > 0) { return; } // Already calculated.
let minValue = {
@@ -453,32 +338,16 @@
);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err = " + err); }
callBackFunction(GLOBAL.CUSTOM_FAIL_RESPONSE);
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> recalculateScale -> err = " + err.stack); }
}
}
function draw() {
try {
if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); }
plotChart();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err); }
}
}
function plotChart() {
try {
if (INTENSIVE_LOG === true) { logger.write("[INFO] plotChart -> Entering function."); }
let point = {
x: 0,
y: 0
@@ -665,13 +534,10 @@
browserCanvasContext.strokeStyle = 'rgba(27, 105, 7, ' + opacity + ')';
browserCanvasContext.stroke();
}
/* Draw a red inverted triangle on sell */
if (record.lastSellRate > 0) {
opacity = '0.5';
let point1 = {
@@ -731,7 +597,6 @@
}
/* Draw a green triangle on buy */
if (record.lastBuyRate > 0) {
opacity = '0.5';
@@ -791,15 +656,9 @@
browserCanvasContext.stroke();
}
/* Since there is at least some point plotted, then the profile should be visible. */
thisObject.payload.profile.visible = true;
}
/* Draw the lines connecting plot elements. */
let lines = plotLines[j];
for (let i = 0; i < lines.length; i++) {
@@ -834,83 +693,15 @@
browserCanvasContext.closePath();
if (line.type === "sell") {
browserCanvasContext.strokeStyle = 'rgba(130, 9, 9, ' + opacity + ')';
} else {
browserCanvasContext.strokeStyle = 'rgba(27, 105, 7, ' + opacity + ')';
}
browserCanvasContext.stroke();
}
/* Now we calculate the anchor position of notes. */
currentNotesSetKey = "";
for (let i = 0; i < notes.length; i++) {
let note = notes[i];
opacity = '0.2';
note.position = {
x: note.date,
y: note.rate
};
note.position = timeLineCoordinateSystem.transformThisPoint(note.position);
note.position = transformThisPoint(note.position, thisObject.container);
if (note.position.x < (viewPort.visibleArea.bottomRight.x / 2) * (-1) || note.position.x > (viewPort.visibleArea.bottomRight.x) * (1.5)) {
note.visible = false;
currentNotesSetKey = currentNotesSetKey + "0";
} else {
note.visible = true;
currentNotesSetKey = currentNotesSetKey + "1";
}
}
if (notesChangedEventRaised === false) {
/* In this case the event is raised because we might have a different set of notes. */
thisObject.container.eventHandler.raiseEvent("Notes Changed", notes);
thisObject.payload.notes = notes;
notesChangedEventRaised = true;
} else {
if (currentNotesSetKey !== previousNotesSetKey) {
/* In this case the event is raised because the visibility of some of the notes changed. */
thisObject.container.eventHandler.raiseEvent("Notes Changed", notes);
thisObject.payload.notes = notes;
previousNotesSetKey = currentNotesSetKey;
}
}
}
/*
We replace the coordinate of the profile point so that whoever has a reference to it, gets the new position.
We will use the last point plotted on screen as the profilePoint.
*/
thisObject.payload.profile.position.x = point.x;
thisObject.payload.profile.position.y = point.y;
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err); }
if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> plotChart -> err = " + err.stack); }
}
}
}