Async Await implementation at Trading Process
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Luis Fernando Molina committed
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@@ -9,7 +9,6 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
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openEpisode: openEpisode,
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updateExitType: updateExitType,
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closeEpisode: closeEpisode,
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calculateResults: calculateResults,
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calculateStatistics: calculateStatistics,
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initialize: initialize,
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finalize: finalize
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@@ -116,116 +115,160 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
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function calculateStatistics() {
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/* Updating Profit Loss */
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tradingEngine.current.episode.episodeStatistics.profitLoss.value =
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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tradingEngine.current.episode.episodeStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.profitLoss.value, 10)
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/* Updating ROI */
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tradingEngine.current.episode.episodeStatistics.ROI.value =
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(
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sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.episode.candle.close.value +
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
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sessionParameters.sessionQuotedAsset.config.initialBalance +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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) / (
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sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.episode.candle.close.value +
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calculateAssetsStatistics()
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calculateEpisodeStatistics()
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function calculateAssetsStatistics() {
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/* Updating Hits & Fails */
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if (tradingEngine.current.position.positionBaseAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeBaseAsset.hits.value++
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} else {
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tradingEngine.current.episode.episodeBaseAsset.fails.value++
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}
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if (tradingEngine.current.position.positionQuotedAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeQuotedAsset.hits.value++
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} else {
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tradingEngine.current.episode.episodeQuotedAsset.fails.value++
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}
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/* Updating Profit Loss */
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value =
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tradingEngine.current.episode.episodeBaseAsset.balance.value -
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sessionParameters.sessionBaseAsset.config.initialBalance
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value =
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tradingEngine.current.episode.episodeQuotedAsset.balance.value -
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sessionParameters.sessionQuotedAsset.config.initialBalance
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) - 1
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.profitLoss.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value, 10)
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/*
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Updating ROI
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https://www.investopedia.com/articles/basics/10/guide-to-calculating-roi.asp
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*/
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tradingEngine.current.episode.episodeBaseAsset.ROI.value =
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value /
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * 100
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tradingEngine.current.episode.episodeQuotedAsset.ROI.value =
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value /
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value * 100
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tradingEngine.current.episode.episodeBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.ROI.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.ROI.value, 10)
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/* Updating Hit Ratio */
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tradingEngine.current.episode.episodeBaseAsset.hitRatio.value =
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tradingEngine.current.episode.episodeBaseAsset.hits.value /
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tradingEngine.current.episode.episodeCounters.positions.value
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tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value =
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tradingEngine.current.episode.episodeQuotedAsset.hits.value /
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tradingEngine.current.episode.episodeCounters.positions.value
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tradingEngine.current.episode.episodeBaseAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.hitRatio.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value, 10)
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/*
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Updating Annualized Rate Of Return
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https://www.investopedia.com/terms/a/annualized-rate.asp
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*/
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tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =
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Math.pow(
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(
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value
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) / tradingEngine.current.episode.episodeBaseAsset.beginBalance.value
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,
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(365 / tradingEngine.current.episode.episodeStatistics.days.value)
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) - 1
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tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =
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Math.pow(
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(
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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) / tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value
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,
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(365 / tradingEngine.current.episode.episodeStatistics.days.value)
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) - 1
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tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value, 10)
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/* Updating Hit or Fail */
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if (tradingEngine.current.episode.episodeBaseAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Fail'
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}
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if (tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Fail'
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}
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}
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tradingEngine.current.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
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/* Updating Annualized Rate Of Return */
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tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =
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tradingEngine.current.episode.episodeStatistics.ROI.value /
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tradingEngine.current.episode.episodeStatistics.days.value * 365
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tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value, 10)
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/* Updating Hit or Fail */
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if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Fail'
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function calculateEpisodeStatistics() {
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/* Updating Profit Loss */
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tradingEngine.current.episode.episodeStatistics.profitLoss.value =
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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tradingEngine.current.episode.episodeStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.profitLoss.value, 10)
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/*
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Updating ROI
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https://www.investopedia.com/articles/basics/10/guide-to-calculating-roi.asp
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*/
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tradingEngine.current.episode.episodeStatistics.ROI.value =
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(
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.endRate.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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) / (
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value
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) * 100
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tradingEngine.current.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
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/*
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Updating Annualized Rate Of Return
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https://www.investopedia.com/terms/a/annualized-rate.asp
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*/
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tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =
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Math.pow(
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(
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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) /
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(
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value
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)
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,
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(365 / tradingEngine.current.episode.episodeStatistics.days.value)
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) - 1
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tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value, 10)
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/* Updating Hit or Fail */
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if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Fail'
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}
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}
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}
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function calculateResults() {
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/* Updating Hits & Fails */
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if (tradingEngine.current.position.positionBaseAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeBaseAsset.hits.value++
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} else {
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tradingEngine.current.episode.episodeBaseAsset.fails.value++
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}
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if (tradingEngine.current.position.positionQuotedAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeQuotedAsset.hits.value++
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} else {
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tradingEngine.current.episode.episodeQuotedAsset.fails.value++
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}
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/* Updating Profit Loss */
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value =
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tradingEngine.current.episode.episodeBaseAsset.balance.value -
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sessionParameters.sessionBaseAsset.config.initialBalance
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value =
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tradingEngine.current.episode.episodeQuotedAsset.balance.value -
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sessionParameters.sessionQuotedAsset.config.initialBalance
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.profitLoss.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value, 10)
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/* Updating ROI */
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tradingEngine.current.episode.episodeBaseAsset.ROI.value =
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(sessionParameters.sessionBaseAsset.config.initialBalance + tradingEngine.current.episode.episodeBaseAsset.profitLoss.value) /
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sessionParameters.sessionBaseAsset.config.initialBalance - 1
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tradingEngine.current.episode.episodeQuotedAsset.ROI.value =
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(sessionParameters.sessionQuotedAsset.config.initialBalance + tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value) /
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sessionParameters.sessionQuotedAsset.config.initialBalance - 1
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tradingEngine.current.episode.episodeBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.ROI.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.ROI.value, 10)
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/* Updating Hit Ratio */
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tradingEngine.current.episode.episodeBaseAsset.hitRatio.value =
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tradingEngine.current.episode.episodeBaseAsset.hits.value /
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tradingEngine.current.episode.episodeCounters.positions.value
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tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value =
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tradingEngine.current.episode.episodeQuotedAsset.hits.value /
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tradingEngine.current.episode.episodeCounters.positions.value
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tradingEngine.current.episode.episodeBaseAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.hitRatio.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value, 10)
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/* Updating Annualized Rate Of Return */
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tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =
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tradingEngine.current.episode.episodeBaseAsset.ROI.value /
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tradingEngine.current.episode.episodeStatistics.days.value * 365
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tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =
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tradingEngine.current.episode.episodeQuotedAsset.ROI.value /
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tradingEngine.current.episode.episodeStatistics.days.value * 365
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tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value, 10)
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/* Updating Hit or Fail */
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if (tradingEngine.current.episode.episodeBaseAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Fail'
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}
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if (tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Fail'
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}
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}
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function updateDistanceToEventsCounters() {
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/* Keeping Distance Counters Up-to-date while avoinding counting before the first event happens. */
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