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This commit is contained in:
Luis Fernando Molina committed 2020-10-25 18:41:20 +01:00
1 parent 816a2b8c78
commit ff4a689ff4
1 file changed
+12 -2
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LowFrequencyTrading/OrdersSimulations.js
+12 -2
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@@ -123,15 +123,25 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
switch (true) {
case tradingSystemOrder.type === 'Market Buy Order' || tradingSystemOrder.type === 'Limit Buy Order': {
if (tradingEngineOrder.orderStatistics.actualRate.value > tradingEngine.current.episode.candle.max.value) {
tradingSystem.warnings.push(
[
tradingSystemOrder.id,
'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') was adjusted to what it might be at the order book. Resulting value = ' + tradingEngine.current.episode.candle.max.value
]
)
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngine.current.episode.candle.max.value
tradingSystem.warnings.push([tradingSystemOrder.id, 'Actual Rate was adjusted to what it might be at the order book.'])
}
break
}
case tradingSystemOrder.type === 'Market Sell Order' || tradingSystemOrder.type === 'Limit Sell Order': {
if (tradingEngineOrder.orderStatistics.actualRate.value < tradingEngine.current.episode.candle.min.value) {
tradingSystem.warnings.push(
[
tradingSystemOrder.id,
'Actual Rate (' + tradingEngineOrder.orderStatistics.actualRate.value + ') was adjusted to what it might be at the order book. Resulting value = ' + tradingEngine.current.episode.candle.min.value
]
)
tradingEngineOrder.orderStatistics.actualRate.value = tradingEngine.current.episode.candle.min.value
tradingSystem.warnings.push([tradingSystemOrder.id, 'Actual Rate was adjusted to what it might be at the order book.'])
}
break
}