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

Running WHB with things to fix

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2020-05-20 19:36:23 +02:00
1 parent 2d052a1fd8
commit fe550c235d
2 files changed
+20 -18
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

TradingBot.js
+4 -4
View File
@@ -207,8 +207,8 @@ exports.newTradingBot = function newTradingBot(bot, logger, UTILITIES, FILE_STOR
record.variable_episode_parameters_quotedAsset + ',' +
record.variable_episode_parameters_marketBaseAsset + ',' +
record.variable_episode_parameters_marketQuotedAsset + ',' +
record.variable_current_position_periods + ',' +
record.variable_current_position_days + ',' +
record.variable_current_position_count_periods + ',' +
record.variable_current_position_stat_days + ',' +
record.variable_current_distance_toEvent_triggerOn + ',' +
record.variable_current_distance_toEvent_triggerOff + ',' +
record.variable_current_distance_toEvent_takePosition + ',' +
@@ -568,8 +568,8 @@ exports.newTradingBot = function newTradingBot(bot, logger, UTILITIES, FILE_STOR
record.variable_episode_parameters_quotedAsset + ',' +
record.variable_episode_parameters_marketBaseAsset + ',' +
record.variable_episode_parameters_marketQuotedAsset + ',' +
record.variable_current_position_periods + ',' +
record.variable_current_position_days + ',' +
record.variable_current_position_count_periods + ',' +
record.variable_current_position_stat_days + ',' +
record.variable_current_distance_toEvent_triggerOn + ',' +
record.variable_current_distance_toEvent_triggerOff + ',' +
record.variable_current_distance_toEvent_takePosition + ',' +
TradingSimulation.js
+16 -14
View File
@@ -174,15 +174,17 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
variable.current.position.rate = 0
variable.current.position.size = 0
variable.current.position.status = 0
variable.current.position.ROI = 0
variable.current.position.exitType = 0
variable.current.position.beginRate = 0
variable.current.position.endRate = 0
variable.current.position.periods = 0
variable.current.position.days = 0
variable.current.position.situationName = ''
variable.current.position.stat = {}
variable.current.position.stat.ROI = 0
variable.current.position.stat.days = 0
variable.current.position.count = {}
variable.current.position.count.periods = 0
variable.current.position.stopLoss = {}
variable.current.position.stopLoss.value = 0
@@ -1460,14 +1462,14 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
(variable.current.strategy.stage === 'Open Stage' || variable.current.strategy.stage === 'Manage Stage')
) {
if (takePositionNow === true) {
variable.current.position.periods = 0
variable.current.position.count.periods = 0
}
variable.current.position.periods++
variable.current.position.days = variable.current.position.periods * variable.episode.parameters.timeFrame / ONE_DAY_IN_MILISECONDS
variable.current.position.count.periods++
variable.current.position.stat.days = variable.current.position.count.periods * variable.episode.parameters.timeFrame / ONE_DAY_IN_MILISECONDS
} else {
variable.current.position.periods = 0
variable.current.position.days = 0
variable.current.position.count.periods = 0
variable.current.position.stat.days = 0
}
/* Keeping Distance Counters Up-to-date */
@@ -2010,7 +2012,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
variable.episode.stat.profitLoss = variable.current.balance.quotedAsset - variable.episode.parameters.initial.balance.quotedAsset
}
variable.current.position.ROI = variable.last.position.ROI
variable.current.position.stat.ROI = variable.last.position.ROI
if (variable.last.position.profitLoss > 0) {
variable.episode.count.hits++
@@ -2120,8 +2122,8 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
variable_episode_parameters_quotedAsset: '"' + variable.episode.parameters.quotedAsset + '"',
variable_episode_parameters_marketBaseAsset: '"' + variable.episode.parameters.marketBaseAsset + '"',
variable_episode_parameters_marketQuotedAsset: '"' + variable.episode.parameters.marketQuotedAsset + '"',
variable_current_position_periods: variable.current.position.periods,
variable_current_position_days: variable.current.position.days,
variable_current_position_count_periods: variable.current.position.count.periods,
variable_current_position_stat_days: variable.current.position.stat.days,
variable_current_distance_toEvent_triggerOn: variable.current.distance.toEvent.triggerOn,
variable_current_distance_toEvent_triggerOff: variable.current.distance.toEvent.triggerOff,
variable_current_distance_toEvent_takePosition: variable.current.distance.toEvent.takePosition,
@@ -2179,9 +2181,9 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
/* Here we will calculate the ongoing ROI */
if (variable.episode.parameters.baseAsset === variable.episode.parameters.marketBaseAsset) {
variable.current.position.ROI = (variable.current.position.rate - candle.close) / variable.current.position.rate * 100
variable.current.position.stat.ROI = (variable.current.position.rate - candle.close) / variable.current.position.rate * 100
} else {
variable.current.position.ROI = (candle.close - variable.current.position.rate) / variable.current.position.rate * 100
variable.current.position.stat.ROI = (candle.close - variable.current.position.rate) / variable.current.position.rate * 100
}
}
@@ -2240,7 +2242,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
begin: variable.current.position.begin,
end: variable.current.position.end,
status: variable.current.position.status,
ROI: variable.current.position.ROI,
ROI: variable.current.position.stat.ROI,
exitType: variable.current.position.exitType,
beginRate: variable.current.position.beginRate,
endRate: variable.current.position.endRate,