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2020-11-20 14:05:59 +01:00
1 parent 8b3382289b
commit cfcada880d
@@ -1,87 +0,0 @@
-exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEngineModule) {
-    /*
-    This module packages all functions related to Strategies.
-    */
-    const MODULE_NAME = 'Trading Strategy'
-    let thisObject = {
-        mantain: mantain,
-        reset: reset,
-        openStrategy: openStrategy,
-        closeStrategy: closeStrategy,
-        initialize: initialize,
-        finalize: finalize
-    }
-
-    let tradingEngine
-    let sessionParameters
-
-    return thisObject
-
-    function initialize() {
-        tradingEngine = bot.simulationState.tradingEngine
-        sessionParameters = bot.TRADING_SESSION.tradingParameters
-    }
-
-    function finalize() {
-        tradingEngine = undefined
-        sessionParameters = undefined
-    }
-
-    function mantain() {
-        updateCounters()
-        updateEnds()
-    }
-
-    function reset() {
-        resetTradingEngineDataStructure()
-    }
-
-    function openStrategy(index, situationName, strategyName) {
-        /* Starting begin and end */
-        tradingEngine.current.strategy.begin.value = tradingEngine.current.episode.cycle.lastBegin.value
-        tradingEngine.current.strategy.end.value = tradingEngine.current.episode.cycle.lastEnd.value
-
-        /* Recording the opening at the Trading Engine Data Structure */
-        tradingEngine.current.strategy.status.value = 'Open'
-        tradingEngine.current.strategy.serialNumber.value = tradingEngine.current.episode.episodeCounters.strategies.value
-        tradingEngine.current.strategy.identifier.value = global.UNIQUE_ID()
-        tradingEngine.current.strategy.beginRate.value = tradingEngine.current.episode.candle.min.value
-
-        tradingEngine.current.strategy.index.value = index
-        tradingEngine.current.strategy.situationName.value = situationName
-        tradingEngine.current.strategy.strategyName.value = strategyName
-
-        /* Updating Episode Counters */
-        tradingEngine.current.episode.episodeCounters.strategies.value++
-    }
-
-    function closeStrategy(exitType) {
-        tradingEngine.current.strategy.status.value = 'Closed'
-        tradingEngine.current.strategy.exitType.value = exitType
-        tradingEngine.current.strategy.end.value = tradingEngine.current.episode.cycle.lastEnd.value
-        tradingEngine.current.strategy.endRate.value = tradingEngine.current.episode.candle.min.value
-        /*
-        Now that the strategy is closed, it is the right time to move this strategy from current to last at the Trading Engine data structure.
-        */
-        tradingEngineModule.cloneValues(tradingEngine.current.strategy, tradingEngine.last.strategy)
-    }
-
-    function updateEnds() {
-        if (tradingEngine.current.strategy.status.value === 'Open') {
-            tradingEngine.current.strategy.end.value = tradingEngine.current.strategy.end.value + sessionParameters.timeFrame.config.value
-            tradingEngine.current.strategy.endRate.value = tradingEngine.current.episode.candle.close.value
-        }
-    }
-
-    function resetTradingEngineDataStructure() {
-        if (tradingEngine.current.strategy.status.value === 'Closed') {
-            tradingEngineModule.initializeNode(tradingEngine.current.strategy)
-        }
-    }
-
-    function updateCounters() {
-        if (tradingEngine.current.strategy.status.value === 'Open') {
-            tradingEngine.current.strategy.strategyCounters.periods.value++
-        }
-    }
-}