diff --git a/TradingBot.js b/TradingBot.js index e74a06eb6..8340f8a2c 100644 --- a/TradingBot.js +++ b/TradingBot.js @@ -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 + ',' + diff --git a/TradingSimulation.js b/TradingSimulation.js index e28dcb675..4d301209b 100644 --- a/TradingSimulation.js +++ b/TradingSimulation.js @@ -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,