fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Strategy Position Execution

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2020-12-03 10:58:37 +01:00
1 parent 4395d467d3
commit f4cb640837
5 files changed
+32 -16
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

Projects/ProjectsSchema.json
+21
View File
@@ -610,6 +610,27 @@
"functionName": "newSuperalgosBotModulesTradingStages",
"fileName": "TradingStages.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
},
{
"name": "Trading Strategy",
"propertyName": "tradingStrategy",
"functionName": "newSuperalgosBotModulesTradingStrategy",
"fileName": "TradingStrategy.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
},
{
"name": "Trading Execution",
"propertyName": "tradingExecution",
"functionName": "newSuperalgosBotModulesTradingExecution",
"fileName": "TradingExecution.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
},
{
"name": "Trading Position",
"propertyName": "tradingPosition",
"functionName": "newSuperalgosBotModulesTradingPosition",
"fileName": "TradingPosition.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
}
]
},
TaskServer/LowFrequencyTrading/TradingExecution.js → Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js
+2 -2
View File
@@ -1,4 +1,4 @@
exports.newTradingExecution = function (processIndex, tradingEngineModule) {
exports.newSuperalgosBotModulesTradingExecution = function (processIndex, tradingEngineModuleObject) {
/*
The Trading Execution modules manages the execution nodes and execution algoritms.
*/
@@ -17,7 +17,7 @@ exports.newTradingExecution = function (processIndex, tradingEngineModule) {
let sessionParameters
const TRADING_ORDERS_MODULE = require('./TradingOrders.js')
let tradingOrdersModule = TRADING_ORDERS_MODULE.newTradingOrders(processIndex, tradingEngineModule)
let tradingOrdersModule = TRADING_ORDERS_MODULE.newTradingOrders(processIndex, tradingEngineModuleObject)
return thisObject
TaskServer/LowFrequencyTrading/TradingPosition.js → Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingPosition.js
+3 -3
View File
@@ -1,4 +1,4 @@
exports.newTradingPosition = function (processIndex, tradingEngineModule) {
exports.newSuperalgosBotModulesTradingPosition = function (processIndex, tradingEngineModuleObject) {
/*
This module packages all functions related to Positions.
*/
@@ -103,7 +103,7 @@ exports.newTradingPosition = function (processIndex, tradingEngineModule) {
/*
Now that the position is closed, it is the right time to move this position from current to last at the Trading Engine data structure.
*/
tradingEngineModule.cloneValues(tradingEngine.current.position, tradingEngine.last.position)
tradingEngineModuleObject.cloneValues(tradingEngine.current.position, tradingEngine.last.position)
cycleBasedStatistics()
@@ -314,7 +314,7 @@ exports.newTradingPosition = function (processIndex, tradingEngineModule) {
function resetTradingEngineDataStructure() {
if (tradingEngine.current.position.status.value === 'Closed') {
tradingEngineModule.initializeNode(tradingEngine.current.position)
tradingEngineModuleObject.initializeNode(tradingEngine.current.position)
}
}
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js
+3 -8
View File
@@ -20,14 +20,9 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
finalize: finalize
}
const TRADING_STRATEGY_MODULE = require('./TradingStrategy.js')
let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(processIndex, tradingEngineModuleObject)
const TRADING_POSITION_MODULE = require('./TradingPosition.js')
let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(processIndex, tradingEngineModuleObject)
const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js')
let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(processIndex, tradingEngineModuleObject)
let tradingStrategyModule = TS.projects.superalgos.botModules.tradingStrategy.newSuperalgosBotModulesTradingStrategy(processIndex, tradingEngineModuleObject)
let tradingPositionModule = TS.projects.superalgos.botModules.tradingPosition.newSuperalgosBotModulesTradingPosition(processIndex, tradingEngineModuleObject)
let tradingExecutionModule = TS.projects.superalgos.botModules.tradingExecution.newSuperalgosBotModulesTradingExecution(processIndex, tradingEngineModuleObject)
const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex)
TaskServer/LowFrequencyTrading/TradingStrategy.js → Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStrategy.js
+3 -3
View File
@@ -1,4 +1,4 @@
exports.newTradingStrategy = function (processIndex, tradingEngineModule) {
exports.newSuperalgosBotModulesTradingStrategy = function (processIndex, tradingEngineModuleObject) {
/*
This module packages all functions related to Strategies.
*/
@@ -63,7 +63,7 @@ exports.newTradingStrategy = function (processIndex, tradingEngineModule) {
/*
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.
*/
tradingEngineModule.cloneValues(tradingEngine.current.strategy, tradingEngine.last.strategy)
tradingEngineModuleObject.cloneValues(tradingEngine.current.strategy, tradingEngine.last.strategy)
}
function updateEnds() {
@@ -75,7 +75,7 @@ exports.newTradingStrategy = function (processIndex, tradingEngineModule) {
function resetTradingEngineDataStructure() {
if (tradingEngine.current.strategy.status.value === 'Closed') {
tradingEngineModule.initializeNode(tradingEngine.current.strategy)
tradingEngineModuleObject.initializeNode(tradingEngine.current.strategy)
}
}