function newAAMastersPlottersTradingSimulationTradingSimulation() { const MODULE_NAME = "Simulation Plotter"; 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, 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. let imageStopLossPhase; let imageTakeProfitPhase; let imageRecord; let zoomChangedEventSubscriptionId let offsetChangedEventSubscriptionId let dragFinishedEventSubscriptionId let dimmensionsChangedEventSubscriptionId let marketFilesUpdatedEventSubscriptionId let dailyFilesUpdatedEventSubscriptionId return thisObject; function finalize() { try { /* Stop listening to the necesary events. */ viewPort.eventHandler.stopListening(zoomChangedEventSubscriptionId); viewPort.eventHandler.stopListening(offsetChangedEventSubscriptionId); canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId); thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId) marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId); dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId); /* icons */ imageStopLossPhase = undefined; imageTakeProfitPhase = undefined; imageRecord = undefined; /* Destroy References */ marketFiles = undefined; dailyFiles = undefined; datetime = undefined; timePeriod = undefined; marketFile = undefined; fileCursor = undefined; } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); } } } function initialize(pStorage, pExchange, pMarket, pDatetime, pTimePeriod, callBackFunction) { try { /* 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. */ zoomChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged); offsetChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged); dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished); marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated); dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated); /* Get ready for plotting. */ recalculate(); /* Ready for when dimmension changes. */ dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () { recalculateScale() recalculate(); }) /* Loading a few icons */ imageStopLossPhase = canvas.designerSpace.iconByUiObjectType.get('Stop'); imageTakeProfitPhase = canvas.designerSpace.iconByUiObjectType.get('Phase'); imageRecord = canvas.designerSpace.iconByUiObjectType.get('Trading System'); callBackFunction(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); } } } function getContainer(point) { 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; } } function onMarketFilesUpdated() { try { let newMarketFile = marketFiles.getFile(timePeriod); 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(timePeriod); if (newFileCursor !== undefined) { fileCursor = newFileCursor; recalculate(); } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); } } } function setTimePeriod(pTimePeriod) { try { if (timePeriod !== pTimePeriod) { timePeriod = pTimePeriod; if (timePeriod >= _1_HOUR_IN_MILISECONDS) { marketFile = marketFiles.getFile(pTimePeriod); recalculate(); } else { let newFileCursor = dailyFiles.getFileCursor(pTimePeriod); 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] setTimePeriod -> err = " + err.stack); } } } function setDatetime(pDatetime) { datetime = pDatetime; } function onDailyFileLoaded(event) { try { 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 { records = [] 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 = " + err.stack); } } } function recalculateUsingDailyFiles() { try { if (fileCursor === undefined) { records = []; return; } // We need to wait if (fileCursor.files.size === 0) { records = []; 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 = {}; record.begin = dailyFile[i][0]; record.end = dailyFile[i][1]; record.type = dailyFile[i][2]; record.rate = dailyFile[i][3]; record.amount = dailyFile[i][4]; record.balanceA = dailyFile[i][5]; record.balanceB = dailyFile[i][6]; record.profit = dailyFile[i][7]; record.lastTradeProfitLoss = dailyFile[i][8]; record.stopLoss = dailyFile[i][9]; record.roundtrips = dailyFile[i][10]; record.hits = dailyFile[i][11]; record.fails = dailyFile[i][12]; record.hitRatio = dailyFile[i][13]; record.ROI = dailyFile[i][14]; record.periods = dailyFile[i][15]; record.days = dailyFile[i][16]; record.anualizedRateOfReturn = dailyFile[i][17]; record.sellRate = dailyFile[i][18]; record.lastTradeROI = dailyFile[i][19]; record.strategy = dailyFile[i][20]; record.strategyPhase = dailyFile[i][21]; record.takeProfit = dailyFile[i][22]; record.stopLossPhase = dailyFile[i][23]; record.takeProfitPhase = dailyFile[i][24]; record.positionSize = dailyFile[i][26]; // 25 is the message for the executor record.initialBalanceA = dailyFile[i][27]; record.minimunBalanceA = dailyFile[i][28]; record.maximunBalanceA = dailyFile[i][29]; record.initialBalanceB = dailyFile[i][30]; record.minimunBalanceB = dailyFile[i][31]; record.maximunBalanceB = dailyFile[i][32]; record.baseAsset = dailyFile[i][33]; record.positionPeriods = dailyFile[i][34]; record.positionDays = dailyFile[i][35]; 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(); setTimeout(recalculate, 2000); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); } } } function recalculateUsingMarketFiles() { try { 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 = {}; 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.lastTradeProfitLoss = 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.lastTradeROI = marketFile[i][19]; record.strategy = marketFile[i][20]; record.strategyPhase = marketFile[i][21]; record.takeProfit = marketFile[i][22]; record.stopLossPhase = marketFile[i][23]; record.takeProfitPhase = marketFile[i][24]; record.positionSize = marketFile[i][26]; // 25 is the message for the executor record.initialBalanceA = marketFile[i][27]; record.minimunBalanceA = marketFile[i][28]; record.maximunBalanceA = marketFile[i][29]; record.initialBalanceB = marketFile[i][30]; record.minimunBalanceB = marketFile[i][31]; record.maximunBalanceB = marketFile[i][32]; record.baseAsset = marketFile[i][33]; record.positionPeriods = marketFile[i][34]; record.positionDays = marketFile[i][35]; 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 = " + err.stack); } } } function recalculateScale() { try { if (timeLineCoordinateSystem.maxValue > 0) { return; } // Already calculated. let minValue = { x: MIN_PLOTABLE_DATE.valueOf(), y: 0 }; let maxValue = { x: MAX_PLOTABLE_DATE.valueOf(), y: nextPorwerOf10(USDT_BTC_HTH) / 4 // TODO: This 4 is temporary }; timeLineCoordinateSystem.initialize( minValue, maxValue, thisObject.container.frame.width, thisObject.container.frame.height ); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err = " + err.stack); } } } function plotChart() { try { let userPosition = getUserPosition() let userPositionDate = userPosition.point.x let record; /* Now we calculate and plot the records */ for (let i = 0; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1 record = records[i]; /* Send the current record to the panel */ if (userPositionDate >= record.begin && userPositionDate <= record.end) { let eventRecords = { currentRecord: record }; thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords); } let stopLossPhase = -1; let takeProfitPhase = -1; if (i > 0) { if (record.stopLossPhase !== records[i - 1].stopLossPhase) { stopLossPhase = record.stopLossPhase; } if (record.takeProfitPhase !== records[i - 1].takeProfitPhase) { takeProfitPhase = record.takeProfitPhase; } } let recordPoint1 = { x: record.begin + timePeriod / 7 * 1.5, y: thisObject.container.frame.height }; let recordPoint2 = { x: record.end + timePeriod / 7 * 5.5, y: thisObject.container.frame.height }; let recordPoint3 = { x: recordPoint1.x + (recordPoint2.x - recordPoint1.x) / 2, y: 0 }; let recordPoint4 = { x: record.begin + timePeriod / 7 * 1.5, y: thisObject.container.frame.height * 100 }; let recordPoint5 = { x: record.begin, y: record.stopLoss }; let recordPoint6 = { x: record.end, y: record.stopLoss }; if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero. recordPoint5.x = 0; recordPoint6.x = 0; } let recordPoint7 = { x: record.begin, y: record.sellRate }; let recordPoint8 = { x: record.end, y: record.sellRate }; if (record.sellRate === 0) { // Put these points out of range if sellRate is zero. recordPoint7.x = 0; recordPoint8.x = 0; } let recordPoint9 = { x: record.begin, y: record.takeProfit }; let recordPoint10 = { x: record.end, y: record.takeProfit }; if (record.takeProfit === 0) { // Put these points out of range if takeProfit is zero. recordPoint9.x = 0; recordPoint10.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); recordPoint8 = timeLineCoordinateSystem.transformThisPoint(recordPoint8); recordPoint9 = timeLineCoordinateSystem.transformThisPoint(recordPoint9); recordPoint10 = timeLineCoordinateSystem.transformThisPoint(recordPoint10); 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); recordPoint8 = transformThisPoint(recordPoint8, thisObject.container); recordPoint9 = transformThisPoint(recordPoint9, thisObject.container); recordPoint10 = transformThisPoint(recordPoint10, thisObject.container); 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); recordPoint8 = viewPort.fitIntoVisibleArea(recordPoint8); recordPoint9 = viewPort.fitIntoVisibleArea(recordPoint9); recordPoint10 = viewPort.fitIntoVisibleArea(recordPoint10); recordPoint1 = thisObject.fitFunction(recordPoint1); recordPoint2 = thisObject.fitFunction(recordPoint2); recordPoint3 = thisObject.fitFunction(recordPoint3); recordPoint4 = thisObject.fitFunction(recordPoint4); recordPoint5 = thisObject.fitFunction(recordPoint5); recordPoint6 = thisObject.fitFunction(recordPoint6); recordPoint7 = thisObject.fitFunction(recordPoint7); recordPoint8 = thisObject.fitFunction(recordPoint8); recordPoint9 = thisObject.fitFunction(recordPoint9); recordPoint10 = thisObject.fitFunction(recordPoint10); /* Image representing a Record */ let imageOffset = { x: 0, y: -30 } let imageSize = (recordPoint2.x - recordPoint1.x) / 2; let recordLabel = record.periods.toLocaleString() if (imageSize < 8) { if (recordLabel[recordLabel.length - 1] !== '0' || imageSize < 4) recordLabel = '' } let labelOffset = { x: 0 - imageSize / 2 + 3 + imageOffset.x, y: -2 - imageOffset.y } let imagePosition = { x: recordPoint4.x + imageOffset.x, y: recordPoint4.y + imageOffset.y } imagePosition = thisObject.fitFunction(imagePosition) if (imageRecord.canDrawIcon === true) { browserCanvasContext.drawImage(imageRecord, imagePosition.x, imagePosition.y, imageSize, imageSize); browserCanvasContext.save(); browserCanvasContext.translate(recordPoint3.x + labelOffset.x, recordPoint3.y + labelOffset.y); browserCanvasContext.rotate(-Math.PI / 2); printLabel(recordLabel, 0, 0, '1', 8); browserCanvasContext.restore(); } if (recordPoint5.x < viewPort.visibleArea.bottomLeft.x || recordPoint5.x > viewPort.visibleArea.bottomRight.x) { continue; } /* Next we are drawing the position Rate */ browserCanvasContext.beginPath(); browserCanvasContext.moveTo(recordPoint7.x, recordPoint7.y); browserCanvasContext.lineTo(recordPoint8.x, recordPoint8.y); browserCanvasContext.closePath(); browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)'; browserCanvasContext.lineWidth = 1 browserCanvasContext.setLineDash([1, 4]) if (userPositionDate >= record.begin && userPositionDate <= record.end) { browserCanvasContext.lineWidth = 5 browserCanvasContext.setLineDash([3, 4]) /* highlight the current record */ browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time } browserCanvasContext.stroke() browserCanvasContext.setLineDash([0, 0]) imageSize = 20; let imageToDraw; /* Depending on what is on top, it is also the text and image of the take profit / stop loss */ let yOffset = 0 if (record.takeProfit > record.stopLoss) { yOffset = imageSize * 2 } /* Next we are drawing the stopLoss floor / ceilling */ browserCanvasContext.beginPath(); browserCanvasContext.moveTo(recordPoint5.x, recordPoint5.y); browserCanvasContext.lineTo(recordPoint6.x, recordPoint6.y); browserCanvasContext.closePath(); let opacity = 1 browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ''; if (userPositionDate >= record.begin && userPositionDate <= record.end) { /* highlight the current record */ browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time } browserCanvasContext.lineWidth = 1 browserCanvasContext.stroke() if (imageStopLossPhase.canDrawIcon === true && stopLossPhase > -1) { browserCanvasContext.drawImage(imageStopLossPhase, recordPoint6.x - imageSize, recordPoint6.y - imageSize * 1.25 + yOffset, imageSize, imageSize); printLabel(stopLossPhase, recordPoint6.x - imageSize / 2 - 3, recordPoint6.y - imageSize * 1.5 + yOffset * 2, '1', 9); } /* Next we are drawing the Take Profit */ browserCanvasContext.beginPath(); browserCanvasContext.moveTo(recordPoint9.x, recordPoint9.y); browserCanvasContext.lineTo(recordPoint10.x, recordPoint10.y); browserCanvasContext.closePath(); opacity = 1 browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ''; if (userPositionDate >= record.begin && userPositionDate <= record.end) { /* highlight the current record */ browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time } browserCanvasContext.lineWidth = 1 browserCanvasContext.stroke() if (imageTakeProfitPhase.canDrawIcon === true && takeProfitPhase > -1) { browserCanvasContext.drawImage(imageTakeProfitPhase, recordPoint10.x - imageSize * 2 / 3, recordPoint10.y + imageSize / 4 - yOffset, imageSize, imageSize); printLabel(takeProfitPhase, recordPoint10.x - imageSize * 1 / 3, recordPoint10.y + imageSize * 1.9 - yOffset * 2, '1', 9); } } } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); } } } function onZoomChanged(event) { try { recalculate(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onZoomChanged -> err = " + err.stack); } } } function onOffsetChanged(event) { try { if (event !== undefined) { if (event.recalculate === true) { recalculate() return } } if (Math.random() * 100 > 95) { recalculate() }; } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onOffsetChanged -> err = " + err.stack); } } } function onDragFinished() { try { recalculate(); } catch (err) { if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); } } } }