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Fix: Close-Stage not closing strategy in event no Target Asset available to be traded; Open-Stage force to closing when Close-Stage in Opening

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Philip Love committed 2021-05-27 21:11:33 -04:00
1 parent 7d4804940d
commit d633fb1ef3
2 files changed
+13 -6
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Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingPosition.js
+6 -3
View File
@@ -178,7 +178,7 @@ exports.newSuperalgosBotModulesTradingPosition = function (processIndex) {
tradingEngine.tradingCurrent.position.takeProfit.takeProfitPhase.value = phase
}
function initialTargets(tradingSystemStageNode, tradingEngineStageNode) {
function initialTargets(tradingSystemStageNode, tradingEngineStageNode, stageName) {
if (tradingSystemStageNode.initialTargets === undefined) {
const message = 'Initial Targets Node Missing'
@@ -194,7 +194,7 @@ exports.newSuperalgosBotModulesTradingPosition = function (processIndex) {
}
setTargetRate()
setTargetSize()
return setTargetSize(stageName)
function setTargetRate() {
if (tradingSystemStageNode.initialTargets.targetRate === undefined) {
@@ -262,7 +262,7 @@ exports.newSuperalgosBotModulesTradingPosition = function (processIndex) {
}
}
function setTargetSize() {
function setTargetSize(stageName) {
/* Basic Validation */
if (
tradingSystemStageNode.initialTargets.targetSizeInBaseAsset !== undefined &&
@@ -298,6 +298,9 @@ exports.newSuperalgosBotModulesTradingPosition = function (processIndex) {
badDefinitionUnhandledException(undefined, message, tradingSystemStageNode.initialTargets.targetSizeInBaseAsset, docs)
}
if (value === 0) {
if (stageName === 'Close Stage') {
return false;
}
const message = 'Target Size Value Zero'
let docs = {
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js
+7 -3
View File
@@ -266,7 +266,8 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
function checkIfWeNeedToAbortTheStage() {
/* Abort Open Stage Check */
if (tradingEngine.tradingCurrent.strategyOpenStage.status.value === 'Open' && tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Open') {
if (tradingEngine.tradingCurrent.strategyOpenStage.status.value === 'Open' &&
(tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Opening' || tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Open') ){
/*
if the Close stage is opened while the open stage is still open that means that
we need to stop placing orders, check what happened to the orders already placed,
@@ -768,7 +769,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
or our Take Profit were hit.
*/
/* Stop Loss condition: Here we verify if the Stop Loss was hitted or not. */
/* Stop Loss condition: Here we verify if the Stop Loss was hit or not. */
if (
(
tradingEngine.tradingCurrent.position.stopLoss.stopLossPosition.value === 'Above' &&
@@ -840,7 +841,9 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
/* Exit Position size and rate */
tradingSystem.evalFormulas(tradingSystemStage, 'Initial Targets')
tradingPositionModuleObject.initialTargets(tradingSystemStage, tradingEngine.tradingCurrent.strategyCloseStage)
if (tradingPositionModuleObject.initialTargets(tradingSystemStage, tradingEngine.tradingCurrent.strategyCloseStage, 'Close Stage') === false) {
//console.log("No Close-Stage Target Asset to Trade: Strategy Closing.");
}
initializeStageTargetSize()
changeStageStatus('Close Stage', 'Open')
@@ -1173,6 +1176,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
/* Recording the closing at the Trading Engine Data Structure */
stage.end.value = tradingEngine.tradingCurrent.tradingEpisode.cycle.lastEnd.value
stage.endRate.value = tradingEngine.tradingCurrent.tradingEpisode.candle.close.value
if (stageName === 'Open Stage') {
if (tradingEngine.tradingCurrent.strategyCloseStage.status.value !== 'Opening' && tradingEngine.tradingCurrent.strategyCloseStage.status.value !== 'Open' &&
tradingEngine.tradingCurrent.strategyManageStage.status.value !== 'Opening' && tradingEngine.tradingCurrent.strategyManageStage.status.value !== 'Open') {