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Beta 6 without Execution

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Luis Fernando Molina committed 2020-07-06 15:43:34 +02:00
1 parent 4033d4d07f
commit d40b985f5e
123 files changed
+8114 -12392
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Legacy-Code/TradingEngines/plotters/Plotters-Trading-Simulation/TradingSimulation.js
+90 -99
View File
@@ -26,7 +26,7 @@
// Secondary functions and properties.
currentRecord: undefined
record: undefined
};
/* this is part of the module template */
@@ -149,7 +149,7 @@
/* Loading a few icons */
imageStopLossPhase = canvas.designSpace.iconByUiObjectType.get('Stop');
imageStopLossPhase = canvas.designSpace.iconByUiObjectType.get('Managed Stop Loss');
imageTakeProfitPhase = canvas.designSpace.iconByUiObjectType.get('Phase');
imageRecord = canvas.designSpace.iconByUiObjectType.get('Trading System');
@@ -353,42 +353,38 @@
record.begin = dailyFile[i][0];
record.end = dailyFile[i][1];
record.type = dailyFile[i][2];
record.rate = dailyFile[i][3];
record.amount = dailyFile[i][4];
record.balanceA = dailyFile[i][5];
record.balanceB = dailyFile[i][6];
record.profit = dailyFile[i][7];
record.lastTradeProfitLoss = dailyFile[i][8];
record.stopLoss = dailyFile[i][9];
record.roundtrips = dailyFile[i][10];
record.hits = dailyFile[i][11];
record.fails = dailyFile[i][12];
record.hitRatio = dailyFile[i][13];
record.ROI = dailyFile[i][14];
record.periods = dailyFile[i][15];
record.days = dailyFile[i][16];
record.anualizedRateOfReturn = dailyFile[i][17];
record.sellRate = dailyFile[i][18];
record.lastTradeROI = dailyFile[i][19];
record.strategy = dailyFile[i][20];
record.strategyPhase = dailyFile[i][21];
record.takeProfit = dailyFile[i][22];
record.stopLossPhase = dailyFile[i][23];
record.takeProfitPhase = dailyFile[i][24];
record.positionSize = dailyFile[i][26]; // 25 is the message for the executor
record.initialBalanceA = dailyFile[i][27];
record.minimunBalanceA = dailyFile[i][28];
record.maximunBalanceA = dailyFile[i][29];
record.initialBalanceB = dailyFile[i][30];
record.minimunBalanceB = dailyFile[i][31];
record.maximunBalanceB = dailyFile[i][32];
record.baseAsset = dailyFile[i][33];
record.quotedAsset = dailyFile[i][34];
record.marketBaseAsset = dailyFile[i][35];
record.marketQuotedAsset = dailyFile[i][36];
record.positionPeriods = dailyFile[i][37];
record.positionDays = dailyFile[i][38];
record.variable_current_balance_baseAsset = dailyFile[i][2];
record.variable_current_balance_quotedAsset = dailyFile[i][3];
record.variable_episode_stat_profitLoss = dailyFile[i][4];
record.variable_last_position_profitLoss = dailyFile[i][5];
record.variable_current_position_stopLoss_value = dailyFile[i][6];
record.variable_episode_count_positions = dailyFile[i][7];
record.variable_episode_count_hits = dailyFile[i][8];
record.variable_episode_count_fails = dailyFile[i][9];
record.variable_episode_stat_hitRatio = dailyFile[i][10];
record.variable_episode_stat_ROI = dailyFile[i][11];
record.variable_episode_count_periods = dailyFile[i][12];
record.variable_episode_stat_days = dailyFile[i][13];
record.variable_episode_stat_anualizedRateOfReturn = dailyFile[i][14];
record.variable_current_position_rate = dailyFile[i][15];
record.variable_last_position_ROI = dailyFile[i][16];
record.strategy = dailyFile[i][17];
record.variable_current_position_takeProfit_value = dailyFile[i][18];
record.variable_current_position_stopLoss_phase = dailyFile[i][19];
record.variable_current_position_takeProfit_phase = dailyFile[i][20];
record.variable_current_position_size = dailyFile[i][21]; // 25 is the message for the executor
record.variable_episode_parameters_initial_balance_baseAsset = dailyFile[i][22];
record.variable_episode_parameters_minimum_balance_baseAsset = dailyFile[i][23];
record.variable_episode_parameters_maximum_balance_baseAsset = dailyFile[i][24];
record.variable_episode_parameters_initial_balance_quotedAsset = dailyFile[i][25];
record.variable_episode_parameters_minimum_balance_quotedAsset = dailyFile[i][26];
record.variable_episode_parameters_maximum_balance_quotedAsset = dailyFile[i][27];
record.variable_episode_parameters_baseAsset = dailyFile[i][28];
record.variable_episode_parameters_quotedAsset = dailyFile[i][29];
record.variable_episode_parameters_marketBaseAsset = dailyFile[i][30];
record.variable_episode_parameters_marketQuotedAsset = dailyFile[i][31];
record.variable_current_position_count_periods = dailyFile[i][32];
record.variable_current_position_stat_days = dailyFile[i][33];
if (
(record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) &&
@@ -399,8 +395,8 @@
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
thisObject.currentRecord = record;
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
thisObject.record = record;
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.record);
}
}
@@ -447,42 +443,37 @@
record.begin = marketFile[i][0];
record.end = marketFile[i][1];
record.type = marketFile[i][2];
record.rate = marketFile[i][3];
record.amount = marketFile[i][4];
record.balanceA = marketFile[i][5];
record.balanceB = marketFile[i][6];
record.profit = marketFile[i][7];
record.lastTradeProfitLoss = marketFile[i][8];
record.stopLoss = marketFile[i][9];
record.roundtrips = marketFile[i][10];
record.hits = marketFile[i][11];
record.fails = marketFile[i][12];
record.hitRatio = marketFile[i][13];
record.ROI = marketFile[i][14];
record.periods = marketFile[i][15];
record.days = marketFile[i][16];
record.anualizedRateOfReturn = marketFile[i][17];
record.sellRate = marketFile[i][18];
record.lastTradeROI = marketFile[i][19];
record.strategy = marketFile[i][20];
record.strategyPhase = marketFile[i][21];
record.takeProfit = marketFile[i][22];
record.stopLossPhase = marketFile[i][23];
record.takeProfitPhase = marketFile[i][24];
record.positionSize = marketFile[i][26]; // 25 is the message for the executor
record.initialBalanceA = marketFile[i][27];
record.minimunBalanceA = marketFile[i][28];
record.maximunBalanceA = marketFile[i][29];
record.initialBalanceB = marketFile[i][30];
record.minimunBalanceB = marketFile[i][31];
record.maximunBalanceB = marketFile[i][32];
record.baseAsset = marketFile[i][33];
record.quotedAsset = marketFile[i][34];
record.marketBaseAsset = marketFile[i][35];
record.marketQuotedAsset = marketFile[i][36];
record.positionPeriods = marketFile[i][37];
record.positionDays = marketFile[i][38];
record.variable_current_balance_baseAsset = marketFile[i][2];
record.variable_current_balance_quotedAsset = marketFile[i][3];
record.variable_episode_stat_profitLoss = marketFile[i][4];
record.variable_last_position_profitLoss = marketFile[i][5];
record.variable_current_position_stopLoss_value = marketFile[i][6];
record.variable_episode_count_positions = marketFile[i][7];
record.variable_episode_count_hits = marketFile[i][8];
record.variable_episode_count_fails = marketFile[i][9];
record.variable_episode_stat_hitRatio = marketFile[i][10];
record.variable_episode_stat_ROI = marketFile[i][11];
record.variable_episode_count_periods = marketFile[i][12];
record.variable_episode_stat_days = marketFile[i][13];
record.variable_episode_stat_anualizedRateOfReturn = marketFile[i][14];
record.variable_current_position_rate = marketFile[i][15];
record.variable_last_position_ROI = marketFile[i][16];
record.variable_current_position_takeProfit_value = marketFile[i][17];
record.variable_current_position_stopLoss_phase = marketFile[i][18];
record.variable_current_position_takeProfit_phase = marketFile[i][19];
record.variable_current_position_size = marketFile[i][20];
record.variable_episode_parameters_initial_balance_baseAsset = marketFile[i][21];
record.variable_episode_parameters_minimum_balance_baseAsset = marketFile[i][22];
record.variable_episode_parameters_maximum_balance_baseAsset = marketFile[i][23];
record.variable_episode_parameters_initial_balance_quotedAsset = marketFile[i][24];
record.variable_episode_parameters_minimum_balance_quotedAsset = marketFile[i][25];
record.variable_episode_parameters_maximum_balance_quotedAsset = marketFile[i][26];
record.variable_episode_parameters_baseAsset = marketFile[i][27];
record.variable_episode_parameters_quotedAsset = marketFile[i][28];
record.variable_episode_parameters_marketBaseAsset = marketFile[i][29];
record.variable_episode_parameters_marketQuotedAsset = marketFile[i][30];
record.variable_current_position_count_periods = marketFile[i][31];
record.variable_current_position_stat_days = marketFile[i][32];
if (
(record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) &&
@@ -493,8 +484,8 @@
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
thisObject.currentRecord = record;
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
thisObject.record = record;
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.record);
}
}
@@ -521,11 +512,11 @@
record = records[i];
/* Contributing to Auto-Scale*/
if (record.stopLoss !== 0) {
coordinateSystem.reportYValue(record.stopLoss)
if (record.variable_current_position_stopLoss_value !== 0) {
coordinateSystem.reportYValue(record.variable_current_position_stopLoss_value)
}
if (record.takeProfit !== 0) {
coordinateSystem.reportYValue(record.takeProfit)
if (record.variable_current_position_takeProfit_value !== 0) {
coordinateSystem.reportYValue(record.variable_current_position_takeProfit_value)
}
/* Send the current record to the panel */
@@ -533,7 +524,7 @@
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
let eventRecords = {
currentRecord: record
record: record
};
thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords);
}
@@ -542,12 +533,12 @@
let takeProfitPhase = -1;
if (i > 0) {
if (record.stopLossPhase !== records[i - 1].stopLossPhase) {
stopLossPhase = record.stopLossPhase;
if (record.variable_current_position_stopLoss_phase !== records[i - 1].variable_current_position_stopLoss_phase) {
stopLossPhase = record.variable_current_position_stopLoss_phase;
}
if (record.takeProfitPhase !== records[i - 1].takeProfitPhase) {
takeProfitPhase = record.takeProfitPhase;
if (record.variable_current_position_takeProfit_phase !== records[i - 1].variable_current_position_takeProfit_phase) {
takeProfitPhase = record.variable_current_position_takeProfit_phase;
}
}
@@ -573,15 +564,15 @@
let recordPoint5 = {
x: record.begin,
y: record.stopLoss
y: record.variable_current_position_stopLoss_value
};
let recordPoint6 = {
x: record.end,
y: record.stopLoss
y: record.variable_current_position_stopLoss_value
};
if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero.
if (record.variable_current_position_stopLoss_value === 0) { // Put these points out of range if stopLoss is zero.
recordPoint5.x = 0;
recordPoint6.x = 0;
@@ -589,15 +580,15 @@
let recordPoint7 = {
x: record.begin,
y: record.sellRate
y: record.variable_current_position_rate
};
let recordPoint8 = {
x: record.end,
y: record.sellRate
y: record.variable_current_position_rate
};
if (record.sellRate === 0) { // Put these points out of range if sellRate is zero.
if (record.variable_current_position_rate === 0) { // Put these points out of range if sellRate is zero.
recordPoint7.x = 0;
recordPoint8.x = 0;
@@ -605,15 +596,15 @@
let recordPoint9 = {
x: record.begin,
y: record.takeProfit
y: record.variable_current_position_takeProfit_value
};
let recordPoint10 = {
x: record.end,
y: record.takeProfit
y: record.variable_current_position_takeProfit_value
};
if (record.takeProfit === 0) { // Put these points out of range if takeProfit is zero.
if (record.variable_current_position_takeProfit_value === 0) { // Put these points out of range if takeProfit is zero.
recordPoint9.x = 0;
recordPoint10.x = 0;
@@ -670,7 +661,7 @@
y: -30
}
let imageSize = (recordPoint2.x - recordPoint1.x) / 2;
let recordLabel = record.periods.toLocaleString()
let recordLabel = record.variable_episode_count_periods.toLocaleString()
if (imageSize < 8) {
if (recordLabel[recordLabel.length - 1] !== '0' || imageSize < 4)
recordLabel = ''
@@ -728,10 +719,10 @@
imageSize = 20;
let imageToDraw;
/* Depending on what is on top, it is also the text and image of the take profit / stop loss */
/* Depending on what is on top, it is also the text and image of the take accumulatedProfitLoss / stop loss */
let yOffset = 0
if (record.takeProfit > record.stopLoss) { yOffset = imageSize * 2 }
if (record.variable_current_position_takeProfit_value > record.variable_current_position_stopLoss_value) { yOffset = imageSize * 2 }
/* Next we are drawing the stopLoss floor / ceilling */