function newTradingEnginesPlottersTradingSimulationTrades() { const MODULE_NAME = "Trades Plotter"; const INFO_LOG = false; const ERROR_LOG = true; const INTENSIVE_LOG = false; const logger = newWebDebugLog(); logger.fileName = MODULE_NAME; let thisObject = { // Main functions and properties. initialize: initialize, finalize: finalize, container: undefined, fitFunction: undefined, getContainer: getContainer, setTimeFrame: setTimeFrame, setDatetime: setDatetime, setCoordinateSystem: setCoordinateSystem, draw: draw, /* Events declared outside the plotter. */ onDailyFileLoaded: onDailyFileLoaded, // Secondary functions and properties. record: undefined }; /* this is part of the module template */ let container = newContainer(); // Do not touch this 3 lines, they are just needed. container.initialize(); thisObject.container = container; let coordinateSystem let timeFrame; // This will hold the current Time Frame the user is at. let datetime; // This will hold the current Datetime the user is at. let marketFile; // This is the current Market File being plotted. let fileCursor; // This is the current File Cursor being used to retrieve Daily Files. let marketFiles; // This object will provide the different Market Files at different Time Frames. let dailyFiles; // This object will provide the different File Cursors at different Time Frames. /* these are module specific variables: */ let trades = []; let headers; let onMouseOverEventSuscriptionId let zoomChangedEventSubscriptionId let offsetChangedEventSubscriptionId let dragFinishedEventSubscriptionId let dimmensionsChangedEventSubscriptionId let marketFilesUpdatedEventSubscriptionId let dailyFilesUpdatedEventSubscriptionId let scaleChangedEventSubscriptionId let userPositionDate return thisObject; function finalize() { try { if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); } /* Stop listening to the necesary events. */ thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId); canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); /* Destroyd References */ marketFiles = undefined; dailyFiles = undefined; datetime = undefined; timeFrame = undefined; marketFile = undefined; fileCursor = undefined; thisObject.fitFunction = undefined finalizeCoordinateSystem() coordinateSystem = undefined } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } } } function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { try { if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); } /* Store the information received. */ marketFiles = pStorage.marketFiles[0]; dailyFiles = pStorage.dailyFiles[0]; datetime = pDatetime; timeFrame = pTimeFrame; coordinateSystem = pCoordinateSystem initializeCoordinateSystem() /* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */ marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster. /* Now we set the right files according to current Period. */ marketFile = marketFiles.getFile(pTimeFrame); fileCursor = dailyFiles.getFileCursor(pTimeFrame); /* Listen to the necesary events. */ zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged); offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) /* Get ready for plotting. */ recalculate(); /* Ready for when dimmension changes. */ dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { recalculate(); }) callBackFunction(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } } } function initializeCoordinateSystem() { scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged) } function finalizeCoordinateSystem() { coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId) } function onScaleChanged() { recalculate(); } function onMouseOver(event) { let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem) userPositionDate = userPosition.valueOf() } function getContainer(point) { try { if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); } let container; /* First we check if this point is inside this space. */ if (this.container.frame.isThisPointHere(point) === true) { return this.container; } else { /* This point does not belong to this space. */ return undefined; } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); } } } function onMarketFilesUpdated() { try { let newMarketFile = marketFiles.getFile(timeFrame); if (newMarketFile !== undefined) { marketFile = newMarketFile; recalculate(); } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); } } } function onDailyFilesUpdated() { try { let newFileCursor = dailyFiles.getFileCursor(timeFrame); if (newFileCursor !== undefined) { fileCursor = newFileCursor; recalculate(); } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } } } function setTimeFrame(pTimeFrame) { try { if (timeFrame !== pTimeFrame) { timeFrame = pTimeFrame; if (timeFrame >= _1_HOUR_IN_MILISECONDS) { marketFile = marketFiles.getFile(pTimeFrame); recalculate(); } else { let newFileCursor = dailyFiles.getFileCursor(pTimeFrame); fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing. recalculate(); } } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); } } } function setDatetime(pDatetime) { datetime = pDatetime; } function setCoordinateSystem(pCoordinateSystem) { finalizeCoordinateSystem() coordinateSystem = pCoordinateSystem initializeCoordinateSystem() } function onDailyFileLoaded(event) { try { if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); } if (event.currentValue === event.totalValue) { /* This happens only when all of the files in the cursor have been loaded. */ recalculate(); } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); } } } function draw() { try { if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); } this.container.frame.draw(); plotChart(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); } } } function recalculate() { try { trades = [] if (timeFrame >= _1_HOUR_IN_MILISECONDS) { recalculateUsingMarketFiles(); } else { recalculateUsingDailyFiles(); } thisObject.container.eventHandler.raiseEvent("Trades Changed", trades); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); } } } function recalculateUsingDailyFiles() { try { if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } if (fileCursor === undefined) { trades = []; return; } // We need to wait if (fileCursor.files.size === 0) { trades = []; return; } // We need to wait until there are files in the cursor let daysOnSides = getSideDays(timeFrame); let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); let dateDiff = rightDate.valueOf() - leftDate.valueOf(); let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); let currentDate = new Date(farLeftDate.valueOf()); trades = []; while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) { let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2); let dailyFile = fileCursor.files.get(stringDate); if (dailyFile !== undefined) { for (let i = 0; i < dailyFile.length; i++) { let record = {}; record.begin = dailyFile[i][0]; record.end = dailyFile[i][1]; record.status = dailyFile[i][2]; record.variable_last_position_ROI = dailyFile[i][3]; record.beginRate = dailyFile[i][4]; record.endRate = dailyFile[i][5]; record.exitType = dailyFile[i][6]; record.situationName = dailyFile[i][7]; if ( (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) && (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) ) { trades.push(record); if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { thisObject.record = record; thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.record); } } } } currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); } /* Lests check if all the visible screen is going to be covered by trades. */ let lowerEnd = leftDate.valueOf(); let upperEnd = rightDate.valueOf(); setTimeout(recalculate, 2000); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } } } function recalculateUsingMarketFiles() { try { if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } if (marketFile === undefined) { return; } // Initialization not complete yet. let daysOnSides = getSideDays(timeFrame); let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem); let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem); let dateDiff = rightDate.valueOf() - leftDate.valueOf(); leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); trades = []; for (let i = 0; i < marketFile.length; i++) { let record = {}; record.begin = marketFile[i][0]; record.end = marketFile[i][1]; record.status = marketFile[i][2]; record.variable_last_position_ROI = marketFile[i][3]; record.beginRate = marketFile[i][4]; record.endRate = marketFile[i][5]; record.exitType = marketFile[i][6]; record.situationName = marketFile[i][7]; if ( (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) && (record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x) ) { trades.push(record); if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { thisObject.record = record; thisObject.container.eventHandler.raiseEvent("Current Trade Changed", thisObject.record); } } } //console.log("Olivia > recalculateUsingMarketFiles > total trades generated : " + trades.length); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); } } } function plotChart() { try { thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", undefined); let record; for (let i = 0; i < trades.length; i++) { record = trades[i]; /* Send the current record to the panel */ if (userPositionDate >= record.begin && userPositionDate <= record.end) { let record = { }; thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", record); } let recordPoint1 = { x: record.begin, y: record.beginRate }; let recordPoint2 = { x: record.end, y: record.beginRate }; let recordPoint3 = { x: record.end, y: record.endRate }; recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1); recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2); recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3); recordPoint1 = transformThisPoint(recordPoint1, thisObject.container); recordPoint2 = transformThisPoint(recordPoint2, thisObject.container); recordPoint3 = transformThisPoint(recordPoint3, thisObject.container); if (recordPoint2.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint1.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { continue; } recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1); recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2); recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3); recordPoint1 = thisObject.fitFunction(recordPoint1); recordPoint2 = thisObject.fitFunction(recordPoint2); recordPoint3 = thisObject.fitFunction(recordPoint3); let line0 = record.situationName let line1 = ''; let line2 = ''; if (line0 === 'New Situation') { line0 = '' } if (record.status === 1) { switch (record.exitType) { case 1: { line1 = 'Stop Loss'; break; } case 2: { line1 = 'Take Profit'; break; } } } else { line1 = 'Open Position'; } if (record.variable_last_position_ROI < 0) { line2 = 'ROI:' + (record.variable_last_position_ROI).toFixed(2) + ' %'; } else { line2 = 'ROI:' + (record.variable_last_position_ROI).toFixed(2) + ' %'; } /* Draw the triangle that represents the trade. */ browserCanvasContext.beginPath(); browserCanvasContext.moveTo(recordPoint1.x, recordPoint1.y); browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y); browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y); browserCanvasContext.closePath(); let opacity = '0.25'; if (record.variable_last_position_ROI > 0) { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')'; } else { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; } if (userPositionDate >= record.begin && userPositionDate <= record.end) { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; } browserCanvasContext.fill(); browserCanvasContext.lineWidth = 1; browserCanvasContext.setLineDash([0, 0]) browserCanvasContext.stroke(); let point = {} if (record.beginRate > record.endRate) { point.x = recordPoint3.x point.y = recordPoint3.y + 100 } else { point.x = recordPoint3.x point.y = recordPoint3.y - 100 } point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point); point = thisObject.fitFunction(point, undefined, 50); if ( recordPoint3.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 250 || recordPoint3.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 250 || recordPoint3.y > canvas.chartingSpace.viewport.visibleArea.bottomRight.y - 150 || recordPoint3.y < canvas.chartingSpace.viewport.visibleArea.topLeft.y + 150 ) { // we do not write any text } else { if (canvas.chartingSpace.viewport.zoomLevel >= ZOOM_OUT_THRESHOLD_FOR_HIDDING_CHARTS_LABELS) { printLabel(line0, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line1.length * FONT_ASPECT_RATIO, point.y - 15, '1', 12); printLabel(line1, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line1.length * FONT_ASPECT_RATIO, point.y, '1', 12); printLabel(line2, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line2.length * FONT_ASPECT_RATIO, point.y + 15, '1', 12); } } } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } } } function onViewportZoomChanged(event) { try { if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); } recalculate(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); } } } function onViewportPositionChanged(event) { try { if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); } if (event !== undefined) { if (event.recalculate === true) { recalculate() return } } if (Math.random() * 100 > 95) { recalculate() }; } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); } } } function onDragFinished() { try { if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); } recalculate(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } } } }