function newTradingEnginesPlottersTradingSimulationSimulationExecution() { const MODULE_NAME = "Simulation Execution Plotter"; const INTENSIVE_LOG = false; const ERROR_LOG = true; 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 }; /* 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. /* these are module specific variables: */ let fileSequence; let plotElements = []; // This is where the elements to be plotted are stored before plotting. let plotLines = []; // Here we store the lines of open positions. let previousNotesSetKey; let onMouseOverEventSuscriptionId let offsetChangedEventSubscriptionId let filesUpdatedEventSubscriptionId let dimmensionsChangedEventSubscriptionId let scaleChangedEventSubscriptionId let userPositionDate return thisObject; function finalize() { try { /* Stop listening to the necesary events. */ thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId) canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId); fileSequence.eventHandler.stopListening(filesUpdatedEventSubscriptionId); thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) /* Destroyd References */ datetime = undefined; timeFrame = undefined; fileSequence = undefined; plotElements = undefined; plotLines = undefined; thisObject.fitFunction = undefined finalizeCoordinateSystem() coordinateSystem = undefined } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> finalize -> err = " + err.stack.stack); } } } function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) { try { datetime = pDatetime; timeFrame = pTimeFrame; coordinateSystem = pCoordinateSystem initializeCoordinateSystem() fileSequence = pStorage.fileSequences[0]; recalculate(); filesUpdatedEventSubscriptionId = fileSequence.eventHandler.listenToEvent("Files Updated", onFilesUpdated); // Only the first sequence is supported right now. offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged); onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver) /* Ready for when dimmension changes. */ dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { recalculate(); }) callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); } callBackFunction(GLOBAL.CUSTOM_FAIL_RESPONSE); } } 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 { 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] ' + MODULE_NAME + ' -> initialize -> err = " + err.stack); } } } function onFilesUpdated() { recalculate(); } function setTimeFrame(pTimeFrame) { timeFrame = pTimeFrame; recalculate(); } function setDatetime(pDatetime) { datetime = pDatetime; } function setCoordinateSystem(pCoordinateSystem) { finalizeCoordinateSystem() coordinateSystem = pCoordinateSystem initializeCoordinateSystem() } function onViewportPositionChanged() { if (Math.random() * 100 > 95) { recalculate() } } function recalculate() { try { if (fileSequence === undefined) { return; } /* We are going to filter the records depending on the Time Frame. We want that for a 1 min time peroid all the records appears on screen, but for higher periods, we will filter out some records, so that they do not overlap ever. */ plotElements = []; plotLines = []; let lastSellRate; let lastSellDate; let sellExecRate; let lastBuyRate; let lastBuyDate; let buyExecRate; let maxSequence = fileSequence.getFilesLoaded(); for (let j = 0; j < maxSequence; j++) { let file = fileSequence.getFile(j); let history = []; let lines = []; /* First the small balls */ const ONE_MIN_IN_MILISECONDS = 60 * 1000; let step = timeFrame / ONE_MIN_IN_MILISECONDS; step = 1; // For now we dont discard records depending on the zoom level. let i = 0; let lastRecordPushed = 0; for (i = 0; i < file.length; i = i + step) { let newHistoryRecord = { date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, buyAvgRate: file[i][1], sellAvgRate: file[i][2], lastSellRate: file[i][3], sellExecRate: file[i][4], lastBuyRate: file[i][5], buyExecRate: file[i][6], marketRate: file[i][7], newPositions: file[i][8], newTrades: file[i][9], movedPositions: file[i][10], profitsAssetA: file[i][11], profitsAssetB: file[i][12], combinedProfitsA: file[i][13], combinedProfitsB: file[i][14], datetime: file[i][0] }; /* Finally we add this History Record to the Array */ history.push(newHistoryRecord); lastRecordPushed = i; /* Here we build the lines. */ //if (timeFrame <= 1 * 60 * 1000) { if (newHistoryRecord.lastSellRate > 0) { lastSellRate = newHistoryRecord.lastSellRate; lastSellDate = newHistoryRecord.date; } if (newHistoryRecord.sellExecRate > 0) { let newLine = { type: "sell", x1: lastSellDate, y1: lastSellRate, x2: newHistoryRecord.date, y2: newHistoryRecord.sellExecRate }; lines.push(newLine); } if (newHistoryRecord.lastBuyRate > 0) { lastBuyRate = newHistoryRecord.lastBuyRate; lastBuyDate = newHistoryRecord.date; } if (newHistoryRecord.buyExecRate > 0) { let newLine = { type: "buy", x1: lastBuyDate, y1: lastBuyRate, x2: newHistoryRecord.date, y2: newHistoryRecord.buyExecRate }; lines.push(newLine); } //} } /* We allways want to put the last record of the file on the filterd dataset, so as to allways show the latest advance of the bot. */ i = file.length - 1; if (lastRecordPushed !== i) { let newHistoryRecord = { date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, buyAvgRate: file[i][1], sellAvgRate: file[i][2], lastSellRate: file[i][3], sellExecRate: file[i][4], lastBuyRate: file[i][5], buyExecRate: file[i][6], marketRate: file[i][7], newPositions: file[i][8], newTrades: file[i][9], movedPositions: file[i][10], profitsAssetA: file[i][11], profitsAssetB: file[i][12], combinedProfitsA: file[i][13], combinedProfitsB: file[i][14] }; history.push(newHistoryRecord); } for (let i = 0; i < file.length; i++) { let newHistoryRecord = { date: Math.trunc(file[i][0] / 60000) * 60000 + 30000, buyAvgRate: file[i][1], sellAvgRate: file[i][2], lastSellRate: file[i][3], sellExecRate: file[i][4], lastBuyRate: file[i][5], buyExecRate: file[i][6], marketRate: file[i][7], newPositions: file[i][8], newTrades: file[i][9], movedPositions: file[i][10], profitsAssetA: file[i][11], profitsAssetB: file[i][12], combinedProfitsA: file[i][13], combinedProfitsB: file[i][14] }; } plotElements.push(history); plotLines.push(lines); } thisObject.container.eventHandler.raiseEvent("History Changed", history); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> recalculate -> err = " + err.stack); } } } function draw() { plotChart(); } function plotChart() { try { let record let point = { x: 0, y: 0 }; let history; for (let j = 0; j < plotElements.length; j++) { let history = plotElements[j]; for (let i = 0; i < history.length; i++) { record = history[i]; record = record let timestamp = record.date // Math.trunc(record.date / timeFrame) * timeFrame + timeFrame / 2; point = { x: timestamp, y: record.marketRate }; point = coordinateSystem.transformThisPoint(point); point = transformThisPoint(point, thisObject.container); if (point.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) { continue; } point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point); point = thisObject.fitFunction(point); let isCurrentRecord = false; if (userPositionDate >= record.date - 30000 && userPositionDate <= record.date + 30000 - 1) { isCurrentRecord = true; } let opacity = '1'; let currentRadius = 10 /* Draw a red inverted triangle on exec sell */ if (record.sellExecRate > 0) { opacity = '1'; let normalSize = 5 let extraSize = 0 if (isCurrentRecord) { extraSize = 5 } let point1 = { x: record.date, y: record.sellExecRate }; let point2 = { x: record.date + timeFrame / 7 * (normalSize + extraSize), y: record.sellExecRate }; let point3 = { x: record.date - timeFrame / 7 * (normalSize + extraSize), y: record.sellExecRate }; point1 = coordinateSystem.transformThisPoint(point1); point1 = transformThisPoint(point1, thisObject.container); point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); point1 = thisObject.fitFunction(point1); point2 = coordinateSystem.transformThisPoint(point2); point2 = transformThisPoint(point2, thisObject.container); point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point2 = thisObject.fitFunction(point2); point3 = coordinateSystem.transformThisPoint(point3); point3 = transformThisPoint(point3, thisObject.container); point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); point3 = thisObject.fitFunction(point3); let diff = point2.x - point3.x; point2.y = point2.y - diff; point3.y = point3.y - diff; record.timeFrame = diff point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); point2 = thisObject.fitFunction(point2); point3 = thisObject.fitFunction(point3); browserCanvasContext.beginPath(); browserCanvasContext.moveTo(point1.x, point1.y); browserCanvasContext.lineTo(point2.x, point2.y); browserCanvasContext.lineTo(point3.x, point3.y); browserCanvasContext.lineTo(point1.x, point1.y); browserCanvasContext.closePath(); browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; if (isCurrentRecord === false) { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; } else { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ } browserCanvasContext.fill(); browserCanvasContext.setLineDash([0, 0]) browserCanvasContext.lineWidth = 0.25; browserCanvasContext.stroke(); } /* Draw a green triangle on exec buy */ if (record.buyExecRate > 0) { opacity = '1'; let normalSize = 5 let extraSize = 0 if (isCurrentRecord) { extraSize = 5 } let point1 = { x: record.date, y: record.buyExecRate }; let point2 = { x: record.date + timeFrame / 7 * (normalSize + extraSize), y: record.buyExecRate }; let point3 = { x: record.date - timeFrame / 7 * (normalSize + extraSize), y: record.buyExecRate }; point1 = coordinateSystem.transformThisPoint(point1); point1 = transformThisPoint(point1, thisObject.container); point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); point1 = thisObject.fitFunction(point1); point2 = coordinateSystem.transformThisPoint(point2); point2 = transformThisPoint(point2, thisObject.container); point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point2 = thisObject.fitFunction(point2); point3 = coordinateSystem.transformThisPoint(point3); point3 = transformThisPoint(point3, thisObject.container); point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); point3 = thisObject.fitFunction(point3); let diff = point2.x - point3.x; point2.y = point2.y + diff; point3.y = point3.y + diff; record.timeFrame = diff point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); point2 = thisObject.fitFunction(point2); point3 = thisObject.fitFunction(point3); browserCanvasContext.beginPath(); browserCanvasContext.moveTo(point1.x, point1.y); browserCanvasContext.lineTo(point2.x, point2.y); browserCanvasContext.lineTo(point3.x, point3.y); browserCanvasContext.lineTo(point1.x, point1.y); browserCanvasContext.closePath(); browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')'; if (isCurrentRecord === false) { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; } else { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ } browserCanvasContext.fill(); browserCanvasContext.setLineDash([0, 0]) browserCanvasContext.lineWidth = 0.25; browserCanvasContext.stroke(); } /* Draw a red inverted triangle on sell */ if (record.lastSellRate > 0) { opacity = '1'; let normalSize = 5 let extraSize = 0 if (isCurrentRecord) { extraSize = 5 } let point1 = { x: record.date, y: record.lastSellRate }; let point2 = { x: record.date + timeFrame / 7 * (normalSize + extraSize), y: record.lastSellRate }; let point3 = { x: record.date - timeFrame / 7 * (normalSize + extraSize), y: record.lastSellRate }; point1 = coordinateSystem.transformThisPoint(point1); point1 = transformThisPoint(point1, thisObject.container); point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); point1 = thisObject.fitFunction(point1); point2 = coordinateSystem.transformThisPoint(point2); point2 = transformThisPoint(point2, thisObject.container); point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point2 = thisObject.fitFunction(point2); point3 = coordinateSystem.transformThisPoint(point3); point3 = transformThisPoint(point3, thisObject.container); point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); point3 = thisObject.fitFunction(point3); let diff = point2.x - point3.x; point2.y = point2.y - diff; point3.y = point3.y - diff; record.timeFrame = diff point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); point2 = thisObject.fitFunction(point2); point3 = thisObject.fitFunction(point3); browserCanvasContext.beginPath(); browserCanvasContext.moveTo(point1.x, point1.y); browserCanvasContext.lineTo(point2.x, point2.y); browserCanvasContext.lineTo(point3.x, point3.y); browserCanvasContext.lineTo(point1.x, point1.y); browserCanvasContext.closePath(); if (isCurrentRecord === false) { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; } else { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ } browserCanvasContext.fill(); browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; browserCanvasContext.setLineDash([0, 0]) browserCanvasContext.lineWidth = 0.25; browserCanvasContext.stroke(); } /* Draw a green triangle on buy */ if (record.lastBuyRate > 0) { opacity = '1'; let normalSize = 5 let extraSize = 0 if (isCurrentRecord) { extraSize = 5 } let point1 = { x: record.date, y: record.lastBuyRate }; let point2 = { x: record.date + timeFrame / 7 * (normalSize + extraSize), y: record.lastBuyRate }; let point3 = { x: record.date - timeFrame / 7 * (normalSize + extraSize), y: record.lastBuyRate }; point1 = coordinateSystem.transformThisPoint(point1); point1 = transformThisPoint(point1, thisObject.container); point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); point1 = thisObject.fitFunction(point1); point2 = coordinateSystem.transformThisPoint(point2); point2 = transformThisPoint(point2, thisObject.container); point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point2 = thisObject.fitFunction(point2); point3 = coordinateSystem.transformThisPoint(point3); point3 = transformThisPoint(point3, thisObject.container); point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); point3 = thisObject.fitFunction(point3); let diff = point2.x - point3.x; point2.y = point2.y + diff; point3.y = point3.y + diff; record.timeFrame = diff point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point3); point2 = thisObject.fitFunction(point2); point3 = thisObject.fitFunction(point3); browserCanvasContext.beginPath(); browserCanvasContext.moveTo(point1.x, point1.y); browserCanvasContext.lineTo(point2.x, point2.y); browserCanvasContext.lineTo(point3.x, point3.y); browserCanvasContext.lineTo(point1.x, point1.y); browserCanvasContext.closePath(); if (isCurrentRecord === false) { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.WHITE + ', ' + opacity + ')'; } else { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ } browserCanvasContext.fill(); browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; browserCanvasContext.setLineDash([0, 0]) browserCanvasContext.lineWidth = 0.25; browserCanvasContext.stroke(); } /* Send the current record to the panel */ if (userPositionDate >= record.date - 30000 && userPositionDate < record.date + 30000) { thisObject.container.eventHandler.raiseEvent("Current Record Changed", record); } /* Circles */ let radius = 2; currentRadius = 10 /* Outer Circle */ if (isCurrentRecord === true) { browserCanvasContext.beginPath(); browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')'; /* highlight the current record */ browserCanvasContext.arc(point.x, point.y, currentRadius, 0, Math.PI * 2, true); browserCanvasContext.closePath(); if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { browserCanvasContext.fill(); } browserCanvasContext.setLineDash([0, 0]) browserCanvasContext.lineWidth = 0.25; browserCanvasContext.stroke(); } /* Inner Circle */ browserCanvasContext.beginPath(); browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')'; browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GOLDEN_ORANGE + ', ' + opacity + ')'; browserCanvasContext.arc(point.x, point.y, radius, 0, Math.PI * 2, true); browserCanvasContext.closePath(); if (point.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 50 || point.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 50) {/*we leave this history without fill. */ } else { browserCanvasContext.fill(); } browserCanvasContext.setLineDash([0, 0]) browserCanvasContext.lineWidth = 0.25; browserCanvasContext.stroke(); } /* Draw the lines connecting plot elements. */ let lines = plotLines[j]; for (let i = 0; i < lines.length; i++) { let line = lines[i]; opacity = '1'; let point1 = { x: line.x1, y: line.y1 }; let point2 = { x: line.x2, y: line.y2 }; point1 = coordinateSystem.transformThisPoint(point1); point1 = transformThisPoint(point1, thisObject.container); point1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point1); point1 = thisObject.fitFunction(point1); point2 = coordinateSystem.transformThisPoint(point2); point2 = transformThisPoint(point2, thisObject.container); point2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(point2); point2 = thisObject.fitFunction(point2); browserCanvasContext.beginPath(); browserCanvasContext.moveTo(point1.x, point1.y); browserCanvasContext.lineTo(point2.x, point2.y); browserCanvasContext.closePath(); if (line.type === "sell") { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')'; } else { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')'; } browserCanvasContext.setLineDash([4, 1]) browserCanvasContext.lineWidth = 0.25; browserCanvasContext.stroke(); } } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] ' + MODULE_NAME + ' -> plotChart -> err = " + err.stack); } } } }