function newAAMastersPlottersTradingSimulationTradingSimulation () { const MODULE_NAME = "Simulation 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, container: undefined, getContainer: getContainer, setTimePeriod: setTimePeriod, setDatetime: setDatetime, draw: draw, recalculateScale: recalculateScale, /* Events declared outside the plotter. */ onDailyFileLoaded: onDailyFileLoaded, // Secondary functions and properties. currentRecord: 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 timeLineCoordinateSystem = newTimeLineCoordinateSystem(); // Needed to be able to plot on the timeline, otherwise not. let timePeriod; // This will hold the current Time Period 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 Periods. let dailyFiles; // This object will provide the different File Cursors at different Time Periods. /* these are module specific variables: */ let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform. return thisObject; function initialize(pStorage, pExchange, pMarket, pDatetime, pTimePeriod, 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; timePeriod = pTimePeriod; /* 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. recalculateScale(); /* Now we set the right files according to current Period. */ marketFile = marketFiles.getFile(pTimePeriod); fileCursor = dailyFiles.getFileCursor(pTimePeriod); /* Listen to the necesary events. */ viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged); viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged); marketFiles.eventHandler.listenToEvent("Files Updated", onFilesUpdated); canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); /* Get ready for plotting. */ recalculate(); callBackFunction(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err.message = " + err.message); } } } 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.message = " + err.message); } } } function onFilesUpdated() { try { if (INFO_LOG === true) { logger.write("[INFO] onFilesUpdated -> Entering function."); } let newMarketFile = marketFiles.getFile(timePeriod); if (newMarketFile !== undefined) { marketFile = newMarketFile; recalculate(); } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onFilesUpdated -> err.message = " + err.message); } } } function setTimePeriod(pTimePeriod) { try { if (INFO_LOG === true) { logger.write("[INFO] setTimePeriod -> Entering function."); } if (timePeriod !== pTimePeriod) { timePeriod = pTimePeriod; if (timePeriod >= _1_HOUR_IN_MILISECONDS) { let newMarketFile = marketFiles.getFile(pTimePeriod); if (newMarketFile !== undefined) { marketFile = newMarketFile; recalculate(); } } else { let newFileCursor = dailyFiles.getFileCursor(pTimePeriod); if (newFileCursor !== undefined) { fileCursor = newFileCursor; recalculate(); } } } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err.message = " + err.message); } } } function setDatetime(pDatetime) { if (INFO_LOG === true) { logger.write("[INFO] setDatetime -> Entering function."); } datetime = pDatetime; } 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.message = " + err.message); } } } 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.message = " + err.message); } } } function recalculate() { try { if (INFO_LOG === true) { logger.write("[INFO] recalculate -> Entering function."); } if (timePeriod >= _1_HOUR_IN_MILISECONDS) { recalculateUsingMarketFiles(); } else { recalculateUsingDailyFiles(); } thisObject.container.eventHandler.raiseEvent("Records Changed", records); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err.message = " + err.message); } } } function recalculateUsingDailyFiles() { try { if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); } if (fileCursor === undefined) { return; } // We need to wait if (fileCursor.files.size === 0) { return; } // We need to wait until there are files in the cursor let daysOnSides = getSideDays(timePeriod); let leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, thisObject.container, timeLineCoordinateSystem); let rightDate = getDateFromPoint(viewPort.visibleArea.topRight, thisObject.container, timeLineCoordinateSystem); 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()); records = []; 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 = { begin: undefined, end: undefined, type: undefined, rate: undefined, amount: undefined, balanceA: undefined, balanceB: undefined }; record.begin = marketFile[i][0]; record.end = marketFile[i][1]; record.type = marketFile[i][2]; record.rate = marketFile[i][3]; record.amount = marketFile[i][4]; record.balanceA = marketFile[i][5]; record.balanceB = marketFile[i][6]; if (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) { records.push(record); if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { thisObject.currentRecord = record; thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord); } } } } currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS); } /* Lests check if all the visible screen is going to be covered by records. */ let lowerEnd = leftDate.valueOf(); let upperEnd = rightDate.valueOf(); if (records.length > 0) { if (records[0].begin > lowerEnd || records[records.length - 1].end < upperEnd) { setTimeout(recalculate, 2000); //console.log("File missing while calculating records, scheduling a recalculation in 2 seconds."); } } //console.log("Olivia > recalculateUsingDailyFiles > total records generated : " + records.length); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err.message = " + err.message); } } } function recalculateUsingMarketFiles() { try { if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); } if (marketFile === undefined) { return; } // Initialization not complete yet. let daysOnSides = getSideDays(timePeriod); let leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, thisObject.container, timeLineCoordinateSystem); let rightDate = getDateFromPoint(viewPort.visibleArea.topRight, thisObject.container, timeLineCoordinateSystem); let dateDiff = rightDate.valueOf() - leftDate.valueOf(); leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5); rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5); records = []; for (let i = 0; i < marketFile.length; i++) { let record = { begin: undefined, end: undefined, type: undefined, rate: undefined, amount: undefined, balanceA: undefined, balanceB: undefined, profit: undefined, lastProfit: undefined, stopLoss: undefined, roundtrips: undefined, hits: undefined, fails: undefined, hitRatio: undefined, ROI: undefined, periods: undefined, days: undefined, anualizedRateOfReturn: undefined, sellRate: undefined, lastProfitPercent: undefined }; record.begin = marketFile[i][0]; record.end = marketFile[i][1]; record.type = marketFile[i][2]; record.rate = marketFile[i][3]; record.amount = marketFile[i][4]; record.balanceA = marketFile[i][5]; record.balanceB = marketFile[i][6]; record.profit = marketFile[i][7]; record.lastProfit = marketFile[i][8]; record.stopLoss = marketFile[i][9]; record.roundtrips = marketFile[i][10]; record.hits = marketFile[i][11]; record.fails = marketFile[i][12]; record.hitRatio = marketFile[i][13]; record.ROI = marketFile[i][14]; record.periods = marketFile[i][15]; record.days = marketFile[i][16]; record.anualizedRateOfReturn = marketFile[i][17]; record.sellRate = marketFile[i][18]; record.lastProfitPercent = marketFile[i][19]; if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) { records.push(record); if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) { thisObject.currentRecord = record; thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord); } } } //console.log("Olivia > recalculateUsingMarketFiles > total records generated : " + records.length); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err.message = " + err.message); } } } function recalculateScale() { try { if (INFO_LOG === true) { logger.write("[INFO] recalculateScale -> Entering function."); } if (marketFile === undefined) { return; } // We need the market file to be loaded to make the calculation. if (timeLineCoordinateSystem.maxValue > 0) { return; } // Already calculated. let minValue = { x: EARLIEST_DATE.valueOf(), y: 0 }; let maxValue = { x: MAX_PLOTABLE_DATE.valueOf(), y: nextPorwerOf10(getMaxRate()) / 4 // TODO: This 4 is temporary }; timeLineCoordinateSystem.initialize( minValue, maxValue, thisObject.container.frame.width, thisObject.container.frame.height ); function getMaxRate() { if (INFO_LOG === true) { logger.write("[INFO] recalculateScale -> getMaxRate -> Entering function."); } let maxValue = 0; for (let i = 0; i < marketFile.length; i++) { let currentMax = 25000; // TODO Fix this, since when there are not records above 10k the scales is dissincronized with the scale of the candles. marketFile[i][3]; // 3 = rate. if (maxValue < currentMax) { maxValue = currentMax; } } return maxValue; } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err.message = " + err.message); } } } function plotChart() { try { if (INTENSIVE_LOG === true) { logger.write("[INFO] plotChart -> Entering function."); } let record; if (records.length > 0) { /* Now we calculate and plot the records */ for (let i = 0; i < records.length; i++) { record = records[i]; let direction = 0; if (record.type === 'Buy') { direction = -1; } if (record.type === 'Sell-1') { direction = +1; } if (record.type === 'Sell-2') { direction = +1; } if (record.type === 'Pre-Sell') { direction = +1; } let recordPoint1 = { x: record.begin + (record.end - record.begin) / 2, y: record.rate }; let recordPoint2 = { x: record.begin + (record.end - record.begin) / 2, y: record.rate + record.rate * 0.05 * direction }; let recordPoint3 = { x: record.begin + (record.end - record.begin) / 2, y: record.rate + record.rate * 0.05 * direction }; let recordPoint4 = { x: record.begin, y: record.stopLoss }; let recordPoint5 = { x: record.end, y: record.stopLoss }; if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero. recordPoint4.x = 0; recordPoint5.x = 0; } let recordPoint6 = { x: record.begin, y: record.sellRate }; let recordPoint7 = { x: record.end, y: record.sellRate }; if (record.sellRate === 0) { // Put these points out of range if sellRate is zero. recordPoint6.x = 0; recordPoint7.x = 0; } recordPoint1 = timeLineCoordinateSystem.transformThisPoint(recordPoint1); recordPoint2 = timeLineCoordinateSystem.transformThisPoint(recordPoint2); recordPoint3 = timeLineCoordinateSystem.transformThisPoint(recordPoint3); recordPoint4 = timeLineCoordinateSystem.transformThisPoint(recordPoint4); recordPoint5 = timeLineCoordinateSystem.transformThisPoint(recordPoint5); recordPoint6 = timeLineCoordinateSystem.transformThisPoint(recordPoint6); recordPoint7 = timeLineCoordinateSystem.transformThisPoint(recordPoint7); recordPoint1 = transformThisPoint(recordPoint1, thisObject.container); recordPoint2 = transformThisPoint(recordPoint2, thisObject.container); recordPoint3 = transformThisPoint(recordPoint3, thisObject.container); recordPoint4 = transformThisPoint(recordPoint4, thisObject.container); recordPoint5 = transformThisPoint(recordPoint5, thisObject.container); recordPoint6 = transformThisPoint(recordPoint6, thisObject.container); recordPoint7 = transformThisPoint(recordPoint7, thisObject.container); if (recordPoint1.x < viewPort.visibleArea.bottomLeft.x || recordPoint1.x > viewPort.visibleArea.bottomRight.x) { continue; } recordPoint1 = viewPort.fitIntoVisibleArea(recordPoint1); recordPoint2 = viewPort.fitIntoVisibleArea(recordPoint2); recordPoint3 = viewPort.fitIntoVisibleArea(recordPoint3); recordPoint4 = viewPort.fitIntoVisibleArea(recordPoint4); recordPoint5 = viewPort.fitIntoVisibleArea(recordPoint5); recordPoint6 = viewPort.fitIntoVisibleArea(recordPoint6); recordPoint7 = viewPort.fitIntoVisibleArea(recordPoint7); /* Next we are drawing the stopLoss floor / ceilling */ browserCanvasContext.beginPath(); browserCanvasContext.moveTo(recordPoint4.x, recordPoint4.y); browserCanvasContext.lineTo(recordPoint5.x, recordPoint5.y); browserCanvasContext.closePath(); browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', 1)'; if (datetime !== undefined) { let dateValue = datetime.valueOf(); if (dateValue >= record.begin && dateValue <= record.end) { /* highlight the current record */ browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time } } browserCanvasContext.lineWidth = 1 browserCanvasContext.stroke() /* Next we are drawing the sellRate */ browserCanvasContext.beginPath(); browserCanvasContext.moveTo(recordPoint6.x, recordPoint6.y); browserCanvasContext.lineTo(recordPoint7.x, recordPoint7.y); browserCanvasContext.closePath(); browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.GREEN + ', 1)'; if (datetime !== undefined) { let dateValue = datetime.valueOf(); if (dateValue >= record.begin && dateValue <= record.end) { /* highlight the current record */ browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time } } browserCanvasContext.lineWidth = 1 browserCanvasContext.stroke() /* Continue with the pins */ if (record.type !== '') { /* Next we are drawing the stick */ browserCanvasContext.beginPath(); browserCanvasContext.moveTo(recordPoint1.x, recordPoint1.y); browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y); browserCanvasContext.closePath(); if (datetime !== undefined) { let dateValue = datetime.valueOf(); if (dateValue >= record.begin && dateValue <= record.end) { /* highlight the current record */ browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time let currentRecord = { innerRecord: record }; thisObject.container.eventHandler.raiseEvent("Current Record Changed", currentRecord); } else { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 1)'; } } else { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 1)'; } browserCanvasContext.setLineDash([4, 2]) browserCanvasContext.lineWidth = 0.2 browserCanvasContext.stroke() browserCanvasContext.setLineDash([0, 0]) /* We will draw a circle */ let radius = 5; let color = UI_COLOR.DARK; if (record.type === 'Buy') { color = UI_COLOR.GREEN; } if (record.type === 'Sell-1') { color = UI_COLOR.RUSTED_RED; } if (record.type === 'Sell-2') { color = UI_COLOR.MANGANESE_PURPLE; } if (record.type === 'Pre-Sell') { color = UI_COLOR.GOLDEN_ORANGE; } browserCanvasContext.beginPath(); // browserCanvasContext.moveTo(recordPoint3.x, recordPoint3.y); browserCanvasContext.arc(recordPoint3.x, recordPoint3.y, radius, 0, Math.PI * 2, true); browserCanvasContext.closePath(); if (datetime !== undefined) { let dateValue = datetime.valueOf(); if (dateValue >= record.begin && dateValue <= record.end) { /* highlight the current record */ browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time } else { browserCanvasContext.fillStyle = 'rgba(' + color + ', 1)'; } } else { browserCanvasContext.fillStyle = 'rgba(' + color + ', 1)'; } if ( recordPoint1.x < viewPort.visibleArea.topLeft.x + 50 || recordPoint1.x > viewPort.visibleArea.bottomRight.x - 50 ) { // we leave this candles without fill. } else { browserCanvasContext.fill(); } if (datetime !== undefined) { let dateValue = datetime.valueOf(); if (dateValue >= record.begin && dateValue <= record.end) { /* highlight the current record */ browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time } else { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 1)'; } } else { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 1)'; } browserCanvasContext.lineWidth = 0.2; browserCanvasContext.stroke(); } } } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err.message = " + err.message); } } } function onZoomChanged(event) { try { if (INFO_LOG === true) { logger.write("[INFO] onZoomChanged -> Entering function."); } recalculate(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onZoomChanged -> err.message = " + err.message); } } } function onOffsetChanged() { try { if (INFO_LOG === true) { logger.write("[INFO] onOffsetChanged -> Entering function."); } if (Math.random() * 100 > 95) { recalculate() }; } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onOffsetChanged -> err.message = " + err.message); } } } 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.message = " + err.message); } } } }