Files
Superalgos/Legacy-Code/AAMasters/plotters/Plotters-Trading-Simulation/FinalResults.js
T

349 lines
10 KiB
JavaScript

function newAAMastersPlottersTradingSimulationFinalResults() {
const MODULE_NAME = "Final Results 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,
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 dataFile; // This is the current Market File being plotted.
let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
let singleFile; // This object will provide the different Market Files 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 filesUpdatedEventSubscriptionId
let dragFinishedEventSubscriptionId
let dimmensionsChangedEventSubscriptionId
return thisObject;
function finalize() {
try {
/* Stop listening to the necesary events. */
viewPort.eventHandler.stopListening(zoomChangedEventSubscriptionId);
viewPort.eventHandler.stopListening(offsetChangedEventSubscriptionId);
singleFile.eventHandler.stopListening(filesUpdatedEventSubscriptionId);
canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
/* icons */
imageStopLossPhase = undefined;
imageTakeProfitPhase = undefined;
imageRecord = undefined;
/* Destroy References */
singleFile = undefined;
datetime = undefined;
timePeriod = undefined;
dataFile = 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. */
singleFile = pStorage.singleFile;
datetime = pDatetime;
timePeriod = pTimePeriod;
dataFile = singleFile.getFile(timePeriod);
/* Listen to the necesary events. */
zoomChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged);
offsetChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged);
filesUpdatedEventSubscriptionId = singleFile.eventHandler.listenToEvent("Files Updated", onFilesUpdated);
dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
/* 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 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 onFilesUpdated() {
try {
dataFile = singleFile.getFile(timePeriod);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onFilesUpdated -> err = " + err.stack); }
}
}
function setTimePeriod(pTimePeriod) {
try {
if (timePeriod !== pTimePeriod) {
timePeriod = pTimePeriod;
dataFile = singleFile.getFile(timePeriod);
recalculate();
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err = " + err.stack); }
}
}
function setDatetime(pDatetime) {
datetime = pDatetime;
}
function draw() {
try {
// Nothing to draw for now
} 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 recalculate() {
try {
if (dataFile === undefined) { return; } // Initialization not complete yet.
records = [];
for (let i = 0; i < dataFile.length; i++) {
let record = {};
record.begin = dataFile[i][0];
record.end = dataFile[i][1];
record.type = dataFile[i][2];
record.rate = dataFile[i][3];
record.amount = dataFile[i][4];
record.balanceA = dataFile[i][5];
record.balanceB = dataFile[i][6];
record.profit = dataFile[i][7];
record.lastTradeProfitLoss = dataFile[i][8];
record.stopLoss = dataFile[i][9];
record.roundtrips = dataFile[i][10];
record.hits = dataFile[i][11];
record.fails = dataFile[i][12];
record.hitRatio = dataFile[i][13];
record.ROI = dataFile[i][14];
record.periods = dataFile[i][15];
record.days = dataFile[i][16];
record.anualizedRateOfReturn = dataFile[i][17];
record.sellRate = dataFile[i][18];
record.lastTradeROI = dataFile[i][19];
record.strategy = dataFile[i][20];
record.strategyPhase = dataFile[i][21];
record.takeProfit = dataFile[i][22];
record.stopLossPhase = dataFile[i][23];
record.takeProfitPhase = dataFile[i][24];
record.positionSize = dataFile[i][26]; // 25 is the message for the executor
record.initialBalanceA = dataFile[i][27];
record.minimunBalanceA = dataFile[i][28];
record.maximunBalanceA = dataFile[i][29];
record.initialBalanceB = dataFile[i][30];
record.minimunBalanceB = dataFile[i][31];
record.maximunBalanceB = dataFile[i][32];
record.baseAsset = dataFile[i][33];
record.positionPeriods = dataFile[i][34];
record.positionDays = dataFile[i][35];
thisObject.currentRecord = record;
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
}
}
function recalculateScale() {
try {
// No scale needed
} 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,
lastRecord: records[records.length - 1]
};
thisObject.container.eventHandler.raiseEvent("Current Record Changed", eventRecords);
}
}
} 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() {
try {
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); }
}
}
}