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candlesIndex

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Luis Fernando Molina committed 2019-11-20 14:45:48 +01:00
1 parent 6023c34799
commit e1823f7f11
1 file changed
+18 -18
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TradingSimulation.js
+18 -18
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@@ -464,7 +464,7 @@
let lastCandle = candles[candles.length - 1];
/* Main Simulation Loop: We go thourgh all the candles at this time period. */
let i
let candlesIndex
/* For Loop Level heartbeat */
let loopingDay
@@ -482,11 +482,11 @@
let diff = targetEnd - firstEnd
let amount = diff / timePeriod
i = Math.trunc(amount)
if (i < 0) { i = 0 }
if (i > candles.length - 1) {
candlesIndex = Math.trunc(amount)
if (candlesIndex < 0) { candlesIndex = 0 }
if (candlesIndex > candles.length - 1) {
/* This will happen when the bot.VALUES_TO_USE.timeRange.initialDatetime is beyond the last candle available, meaning that the dataSet needs to be updated with more up-to-date data. */
i = candles.length - 1
candlesIndex = candles.length - 1
}
loop()
@@ -495,9 +495,9 @@
function loop() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Processing candle # " + i); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Processing candle # " + candlesIndex); }
let candle = candles[i];
let candle = candles[candlesIndex];
/* Not processing while out of user-defined time range */
@@ -569,8 +569,8 @@
let processingDate = loopingDay.getUTCFullYear() + '-' + utilities.pad(loopingDay.getUTCMonth() + 1, 2) + '-' + utilities.pad(loopingDay.getUTCDate(), 2);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Simulation " + bot.sessionKey + " Loop # " + i + " @ " + processingDate) }
console.log("Jason -> " + MODULE_NAME + " -> runSimulation -> loop -> Simulation " + bot.sessionKey + " Loop # " + i + " @ " + processingDate)
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Simulation " + bot.sessionKey + " Loop # " + candlesIndex + " @ " + processingDate) }
console.log("Jason -> " + MODULE_NAME + " -> runSimulation -> loop -> Simulation " + bot.sessionKey + " Loop # " + candlesIndex + " @ " + processingDate)
bot.sessionHeartBeat(processingDate) // tell the world we are alive and doing well
}
@@ -600,9 +600,9 @@
yesterday.periods = periods
}
/* We skip the candle at the head of the market because i has not closed yet. */
/* We skip the candle at the head of the market because candlesIndex has not closed yet. */
let candlesPerDay = ONE_DAY_IN_MILISECONDS / timePeriod
if (i === candles.length - 1) {
if (candlesIndex === candles.length - 1) {
if ((candles.length < candlesPerDay) || (candles.length > candlesPerDay && candles.length < candlesPerDay * 2)) {
/*We are at the head of the market, thus we skip the last candle because it has not close yet. */
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Candle because it is the last one and has not been closed yet."); }
@@ -614,7 +614,7 @@
}
} else { // We are processing Market Files
if (i === candles.length - 1) {
if (candlesIndex === candles.length - 1) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Candle because it is the last one and has not been closed yet."); }
controlLoop();
return
@@ -1916,7 +1916,7 @@
}
/* Check if we need to execute. */
if (i > candles.length - 10) { /* Only at the last candles makes sense to check if we are in live mode or not.*/
if (candlesIndex > candles.length - 10) { /* Only at the last candles makes sense to check if we are in live mode or not.*/
/* Check that we are in LIVE MODE */
if (bot.startMode === "Live") {
/* We see if we need to put the actual order at the exchange. */
@@ -2180,7 +2180,7 @@
/* Position size and rate */
let strategy = tradingSystem.strategies[currentStrategyIndex];
if (i > candles.length - 10) { /* Only at the last candles makes sense to check if we are in live mode or not.*/
if (candlesIndex > candles.length - 10) { /* Only at the last candles makes sense to check if we are in live mode or not.*/
/* Check that we are in LIVE MODE */
if (bot.startMode === "Live") {
/* We see if we need to put the actual order at the exchange. */
@@ -2605,7 +2605,7 @@
if (
(currentStrategy.begin !== 0 && currentStrategy.end !== 0) ||
(currentStrategy.begin !== 0 && i === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
(currentStrategy.begin !== 0 && candlesIndex === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
) {
strategiesArray.push(currentStrategy);
@@ -2637,7 +2637,7 @@
if (
(currentTrade.begin !== 0 && currentTrade.end !== 0) ||
(currentTrade.begin !== 0 && i === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
(currentTrade.begin !== 0 && candlesIndex === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
) {
currentTrade.profit = lastTradeProfitLoss;
@@ -2756,8 +2756,8 @@
return
}
i++
if (i < candles.length) {
candlesIndex++
if (candlesIndex < candles.length) {
setImmediate(loop) // This will execute the next loop in the next iteration of the NodeJs event loop allowing for other callbacks to be executed.
} else {
afterLoop()