Beta 6 without Execution

TaskServer/LowFrequencyTrading/TradingStrategy.js

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+exports.newTradingStrategy = function newTradingStrategy(bot, logger) {
+    /*
+    This module packages all functions related to Strategies.
+    */
+    const MODULE_NAME = 'Trading Strategy'
+    let thisObject = {
+        openStrategy: openStrategy,
+        closeStrategy: closeStrategy,
+        updateEnds: updateEnds,
+        updateStageType: updateStageType,
+        updateStatus: updateStatus,
+        updateCounters: updateCounters,
+        resetStrategy: resetStrategy,
+        initialize: initialize,
+        finalize: finalize
+    }
+
+    let tradingEngine
+
+    return thisObject
+
+    function initialize() {
+        tradingEngine = bot.simulationState.tradingEngine
+    }
+
+    function finalize() {
+        tradingEngine = undefined
+    }
+
+    function openStrategy(stageType, index, situationName, strategyName) {
+        tradingEngine.current.strategy.status.value = 'Open'
+        tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value
+        tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
+        tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value
+        tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
+
+        tradingEngine.current.strategy.stageType.value = stageType
+        tradingEngine.current.strategy.index.value = index
+        tradingEngine.current.strategy.situationName.value = situationName
+        tradingEngine.current.strategy.strategyName.value = strategyName
+    }
+
+    function closeStrategy(exitType) {
+        tradingEngine.current.strategy.status.value = 'Closed'
+        tradingEngine.current.strategy.exitType.value = exitType
+        tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
+        tradingEngine.current.strategy.endRate.value = tradingEngine.current.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.
+        */
+        const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
+        let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger)
+
+        tradingEngineModule.cloneValues(tradingEngine.current.strategy, tradingEngine.last.strategy)
+    }
+
+    function resetStrategy() {
+        tradingEngine.current.strategy.initialize(tradingEngine.current.strategy)
+    }
+
+    function updateEnds() {
+        if (tradingEngine.current.strategy.status.value === 'Open') {
+            tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
+            tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
+        }
+    }
+
+    function updateStageType(stageType) {
+        tradingEngine.current.strategy.stageType.value = stageType
+    }
+
+    function updateStatus() {
+        if (tradingEngine.current.strategy.status.value === 'Closed') {
+            resetStrategy()
+        }
+    }
+
+    function updateCounters() {
+        if (tradingEngine.current.strategy.status.value === 'Open') {
+            tradingEngine.current.strategy.strategyCounters.periods.value++
+        }
+    }
+}