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Dates issues fixed

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This commit is contained in:
Luis Fernando Molina committed 2019-09-25 13:15:05 +02:00
1 parent cc194c68c3
commit cff623114c
1 file changed
+31 -20
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Commons.js
+31 -20
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@@ -42,8 +42,8 @@
timePeriod,
timePeriodLabel,
currentDay,
startDate,
endDate,
userDefinedStartDatetime,
userDefinedEndDatetime,
interExecutionMemory,
assistant,
callback,
@@ -59,6 +59,9 @@
processingDailyFiles = true
}
userDefinedStartDatetime = new Date(userDefinedStartDatetime)
userDefinedEndDatetime = new Date(userDefinedEndDatetime)
let recordsArray = [];
let conditionsArray = [];
let strategiesArray = [];
@@ -69,8 +72,8 @@
/* Initial Default Values */
let initialDate = startDate;
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> initialDate = " + initialDate); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> userDefinedStartDatetime = " + userDefinedStartDatetime); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> userDefinedEndDatetime = " + userDefinedEndDatetime); }
const DEFAULT_BASE_ASSET_BALANCE = 1
const DEFAULT_BASE_ASSET_MINIMUN_BALANCE = 0.5
@@ -498,7 +501,7 @@
}
if (currentDay) {
if (currentDay.valueOf() >= startDate.valueOf() + ONE_DAY_IN_MILISECONDS) { // Only after the first day we start grabbing the balance from this memory.
if (currentDay.valueOf() >= userDefinedStartDatetime.valueOf() + ONE_DAY_IN_MILISECONDS) { // Only after the first day we start grabbing the balance from this memory.
balanceAssetA = interExecutionMemory.balanceAssetA;
balanceAssetB = interExecutionMemory.balanceAssetB;
@@ -613,14 +616,14 @@
/* Estimate Initial Candle */
let firstEnd = candles[0].end
let targetEnd = initialDate.valueOf()
let targetEnd = userDefinedStartDatetime.valueOf()
let diff = targetEnd - firstEnd
let amount = diff / timePeriod
i = Math.trunc(amount)
if (i < 0) { i = 0 }
if (i > candles.length - 1) {
/* This will happen when the initialDate is beyond the last candle available, meaning that the dataSet needs to be updated with more up-to-date data. */
/* This will happen when the userDefinedStartDatetime is beyond the last candle available, meaning that the dataSet needs to be updated with more up-to-date data. */
i = candles.length - 1
}
@@ -633,6 +636,20 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Processing candle # " + i); }
let candle = candles[i];
/* Not processing while out of user-defined time range */
if (candle.end < userDefinedStartDatetime.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Candle before the userDefinedStartDatetime."); }
controlLoop();
return
}
if (candle.begin > userDefinedEndDatetime.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Candle after the userDefinedEndDatetime."); }
afterLoop();
return
}
let percentageBandwidth = getElement(percentageBandwidthArray, candle, 'Current' + '-' + 'Percentage Bandwidth');
let bollingerBand = getElement(bollingerBandsArray, candle, 'Current' + '-' + 'Bollinger Band');
let bollingerChannel = getElement(bollingerChannelsArray, candle, 'Current' + '-' + 'Bollnger Channel');
@@ -697,12 +714,6 @@
previousLoopingDay = loopingDay.valueOf()
/* If any of the needed indicators is missing, then that period is not calculated */
if (candle.end < initialDate.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Candle before the initialDate."); }
controlLoop();
return
}
if (bollingerBand === undefined) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Candle because Bollinger Band is undefined."); }
controlLoop();
@@ -2046,19 +2057,19 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Entering function."); }
/* We wont take a position unless we are withing the startDate and the endDate range */
if (startDate !== undefined) {
if (candle.end < startDate.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because current candle ends before the start date. -> startDate = " + startDate); }
/* We wont take a position unless we are withing the userDefinedStartDatetime and the userDefinedEndDatetime range */
if (userDefinedStartDatetime !== undefined) {
if (candle.end < userDefinedStartDatetime.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because current candle ends before the start date. -> userDefinedStartDatetime = " + userDefinedStartDatetime); }
takePositionAtSimulation()
return;
}
}
/* This validation is disbled for now because we do not have the correct end date at this point.
if (endDate !== undefined) {
if (candle.begin > endDate.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> putOpeningOrder -> Not placing the trade at the exchange because current candle begins after the end date. -> endDate = " + endDate); }
if (userDefinedEndDatetime !== undefined) {
if (candle.begin > userDefinedEndDatetime.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> putOpeningOrder -> Not placing the trade at the exchange because current candle begins after the end date. -> userDefinedEndDatetime = " + userDefinedEndDatetime); }
takePositionAtSimulation()
return;
}