diff --git a/LowFrequencyTrading/OrdersSimulations.js b/LowFrequencyTrading/OrdersSimulations.js index 8834ee614..29934ee88 100644 --- a/LowFrequencyTrading/OrdersSimulations.js +++ b/LowFrequencyTrading/OrdersSimulations.js @@ -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 }