Files
Superalgos/Conditions.js
T

599 lines
18 KiB
JavaScript

function newAAMastersPlottersTradingSimulationConditions() {
const MODULE_NAME = "Conditions 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,
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 conditions = [];
let headers;
return thisObject;
function finalize() {
try {
if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); }
/* Stop listening to the necesary events. */
viewPort.eventHandler.stopListening("Zoom Changed", onZoomChanged);
viewPort.eventHandler.stopListening("Offset Changed", onOffsetChanged);
marketFiles.eventHandler.stopListening("Files Updated", onFilesUpdated);
canvas.eventHandler.stopListening("Drag Finished", onDragFinished);
thisObject.container.eventHandler.stopListening('Dimmensions Changed')
/* Destroyd 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 {
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();
/* Ready for when dimmension changes. */
thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
recalculateScale()
recalculate();
})
callBackFunction();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
}
}
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 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 = " + err.stack); }
}
}
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);
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) {
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 = " + 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 {
if (INFO_LOG === true) { logger.write("[INFO] recalculate -> Entering function."); }
if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
recalculateUsingMarketFiles();
} else {
recalculateUsingDailyFiles();
}
thisObject.container.eventHandler.raiseEvent("Conditions Changed", conditions);
} 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) {
conditions = [];
return;
} // We need to wait
if (fileCursor.files.size === 0) {
conditions = [];
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());
conditions = [];
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) {
headers = dailyFile[0];
for (let i = 0; i < dailyFile[2].length; i++) {
let record = {
begin: undefined,
end: undefined,
conditions: undefined
};
record.begin = dailyFile[2][i][0];
record.end = dailyFile[2][i][1];
record.strategyNumber = dailyFile[2][i][2];
record.strategyPhase = dailyFile[2][i][3];
record.stopLossPhase = dailyFile[2][i][4];
record.buyOrderPhase = dailyFile[2][i][5];
record.conditions = dailyFile[2][i][6];
if (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) {
conditions.push(record);
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
thisObject.currentRecord = record;
thisObject.container.eventHandler.raiseEvent("Current Condition 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 conditions. */
let lowerEnd = leftDate.valueOf();
let upperEnd = rightDate.valueOf();
if (conditions.length > 0) {
if (conditions[0].begin > lowerEnd || conditions[conditions.length - 1].end < upperEnd) {
setTimeout(recalculate, 2000);
//console.log("File missing while calculating conditions, scheduling a recalculation in 2 seconds.");
}
}
//console.log("Olivia > recalculateUsingDailyFiles > total conditions generated : " + conditions.length);
} 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(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);
conditions = [];
headers = marketFile[0];
let lastObjects = marketFile[1]; // Here we get the values of the last 5 objects
for (let i = 0; i < marketFile[2].length; i++) {
let record = {
begin: undefined,
end: undefined,
conditions: undefined
};
record.begin = marketFile[2][i][0];
record.end = marketFile[2][i][1];
record.strategyNumber = marketFile[2][i][2];
record.strategyPhase = marketFile[2][i][3];
record.stopLossPhase = marketFile[2][i][4];
record.buyOrderPhase = marketFile[2][i][5];
record.conditions = marketFile[2][i][6];
if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) {
conditions.push(record);
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
thisObject.currentRecord = record;
thisObject.container.eventHandler.raiseEvent("Current Condition Changed", thisObject.currentRecord);
}
}
}
//console.log("Olivia > recalculateUsingMarketFiles > total conditions generated : " + conditions.length);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); }
}
}
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: MIN_PLOTABLE_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 = " + err.stack); }
}
}
function plotChart() {
try {
let userPosition = getUserPosition()
let userPositionDate = userPosition.point.x
thisObject.container.eventHandler.raiseEvent("Current Condition Record Changed", undefined);
let conditionRecord;
for (let i = 0; i < conditions.length; i++) {
conditionRecord = conditions[i];
/* Send the current record to the panel */
if (userPositionDate >= conditionRecord.begin && userPositionDate <= conditionRecord.end) {
let currentRecord = {
conditionsNames: headers,
strategyNumber: conditionRecord.strategyNumber,
strategyPhase: conditionRecord.strategyPhase,
stopLossPhase: conditionRecord.stopLossPhase,
buyOrderPhase: conditionRecord.buyOrderPhase,
conditionsValues: conditionRecord.conditions
};
thisObject.container.eventHandler.raiseEvent("Current Condition Record Changed", currentRecord);
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
}
}
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 = " + err.stack); }
}
}
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 = " + 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); }
}
}
}