779 lines
28 KiB
JavaScript
779 lines
28 KiB
JavaScript
function newAAMastersPlottersTradingSimulationTradingSimulation ()
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{
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const MODULE_NAME = "Simulation Plotter";
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const INFO_LOG = false;
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const ERROR_LOG = true;
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const INTENSIVE_LOG = false;
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const logger = newWebDebugLog();
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logger.fileName = MODULE_NAME;
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let thisObject = {
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// Main functions and properties.
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initialize: initialize,
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container: undefined,
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getContainer: getContainer,
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setTimePeriod: setTimePeriod,
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setDatetime: setDatetime,
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draw: draw,
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recalculateScale: recalculateScale,
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/* Events declared outside the plotter. */
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onDailyFileLoaded: onDailyFileLoaded,
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// Secondary functions and properties.
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currentRecord: undefined
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};
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/* this is part of the module template */
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let container = newContainer(); // Do not touch this 3 lines, they are just needed.
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container.initialize();
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thisObject.container = container;
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let timeLineCoordinateSystem = newTimeLineCoordinateSystem(); // Needed to be able to plot on the timeline, otherwise not.
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let timePeriod; // This will hold the current Time Period the user is at.
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let datetime; // This will hold the current Datetime the user is at.
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let marketFile; // This is the current Market File being plotted.
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let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
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let marketFiles; // This object will provide the different Market Files at different Time Periods.
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let dailyFiles; // This object will provide the different File Cursors at different Time Periods.
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/* these are module specific variables: */
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let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform.
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return thisObject;
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function initialize(pStorage, pExchange, pMarket, pDatetime, pTimePeriod, callBackFunction) {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
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/* Store the information received. */
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marketFiles = pStorage.marketFiles[0];
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dailyFiles = pStorage.dailyFiles[0];
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datetime = pDatetime;
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timePeriod = pTimePeriod;
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/* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */
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marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster.
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recalculateScale();
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/* Now we set the right files according to current Period. */
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marketFile = marketFiles.getFile(pTimePeriod);
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fileCursor = dailyFiles.getFileCursor(pTimePeriod);
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/* Listen to the necesary events. */
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viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged);
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viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged);
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marketFiles.eventHandler.listenToEvent("Files Updated", onFilesUpdated);
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canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
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/* Get ready for plotting. */
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recalculate();
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callBackFunction();
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err.message = " + err.message); }
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}
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}
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function getContainer(point) {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); }
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let container;
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/* First we check if this point is inside this space. */
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if (this.container.frame.isThisPointHere(point) === true) {
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return this.container;
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} else {
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/* This point does not belong to this space. */
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return undefined;
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err.message = " + err.message); }
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}
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}
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function onFilesUpdated() {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] onFilesUpdated -> Entering function."); }
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let newMarketFile = marketFiles.getFile(timePeriod);
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if (newMarketFile !== undefined) {
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marketFile = newMarketFile;
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recalculate();
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onFilesUpdated -> err.message = " + err.message); }
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}
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}
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function setTimePeriod(pTimePeriod) {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] setTimePeriod -> Entering function."); }
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if (timePeriod !== pTimePeriod) {
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timePeriod = pTimePeriod;
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if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
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let newMarketFile = marketFiles.getFile(pTimePeriod);
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if (newMarketFile !== undefined) {
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marketFile = newMarketFile;
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recalculate();
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}
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} else {
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let newFileCursor = dailyFiles.getFileCursor(pTimePeriod);
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if (newFileCursor !== undefined) {
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fileCursor = newFileCursor;
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recalculate();
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}
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}
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err.message = " + err.message); }
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}
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}
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function setDatetime(pDatetime) {
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if (INFO_LOG === true) { logger.write("[INFO] setDatetime -> Entering function."); }
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datetime = pDatetime;
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}
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function onDailyFileLoaded(event) {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); }
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if (event.currentValue === event.totalValue) {
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/* This happens only when all of the files in the cursor have been loaded. */
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recalculate();
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err.message = " + err.message); }
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}
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}
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function draw() {
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try {
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if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); }
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this.container.frame.draw();
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plotChart();
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err.message = " + err.message); }
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}
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}
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function recalculate() {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] recalculate -> Entering function."); }
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if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
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recalculateUsingMarketFiles();
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} else {
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recalculateUsingDailyFiles();
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}
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thisObject.container.eventHandler.raiseEvent("Records Changed", records);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err.message = " + err.message); }
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}
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}
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function recalculateUsingDailyFiles() {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); }
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if (fileCursor === undefined) { return; } // We need to wait
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if (fileCursor.files.size === 0) { return; } // We need to wait until there are files in the cursor
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let daysOnSides = getSideDays(timePeriod);
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let leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, thisObject.container, timeLineCoordinateSystem);
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let rightDate = getDateFromPoint(viewPort.visibleArea.topRight, thisObject.container, timeLineCoordinateSystem);
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let dateDiff = rightDate.valueOf() - leftDate.valueOf();
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let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
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let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
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let currentDate = new Date(farLeftDate.valueOf());
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records = [];
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while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) {
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let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2);
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let dailyFile = fileCursor.files.get(stringDate);
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if (dailyFile !== undefined) {
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for (let i = 0; i < dailyFile.length; i++) {
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let record = {
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begin: undefined,
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end: undefined,
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type: undefined,
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rate: undefined,
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amount: undefined,
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balanceA: undefined,
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balanceB: undefined
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};
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record.begin = marketFile[i][0];
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record.end = marketFile[i][1];
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record.type = marketFile[i][2];
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record.rate = marketFile[i][3];
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record.amount = marketFile[i][4];
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record.balanceA = marketFile[i][5];
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record.balanceB = marketFile[i][6];
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if (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) {
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records.push(record);
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if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
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thisObject.currentRecord = record;
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thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
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}
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}
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}
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}
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currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS);
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}
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/* Lests check if all the visible screen is going to be covered by records. */
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let lowerEnd = leftDate.valueOf();
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let upperEnd = rightDate.valueOf();
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if (records.length > 0) {
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if (records[0].begin > lowerEnd || records[records.length - 1].end < upperEnd) {
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setTimeout(recalculate, 2000);
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//console.log("File missing while calculating records, scheduling a recalculation in 2 seconds.");
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}
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}
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//console.log("Olivia > recalculateUsingDailyFiles > total records generated : " + records.length);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err.message = " + err.message); }
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}
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}
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function recalculateUsingMarketFiles() {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); }
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if (marketFile === undefined) { return; } // Initialization not complete yet.
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let daysOnSides = getSideDays(timePeriod);
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let leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, thisObject.container, timeLineCoordinateSystem);
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let rightDate = getDateFromPoint(viewPort.visibleArea.topRight, thisObject.container, timeLineCoordinateSystem);
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let dateDiff = rightDate.valueOf() - leftDate.valueOf();
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leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
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rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
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records = [];
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for (let i = 0; i < marketFile.length; i++) {
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let record = {
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begin: undefined,
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end: undefined,
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type: undefined,
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rate: undefined,
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amount: undefined,
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balanceA: undefined,
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balanceB: undefined,
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profit: undefined,
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lastProfit: undefined,
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stopLoss: undefined,
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roundtrips: undefined,
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hits: undefined,
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fails: undefined,
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hitRatio: undefined,
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ROI: undefined,
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periods: undefined,
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days: undefined,
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anualizedRateOfReturn: undefined,
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sellRate: undefined,
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lastProfitPercent: undefined
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};
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record.begin = marketFile[i][0];
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record.end = marketFile[i][1];
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record.type = marketFile[i][2];
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record.rate = marketFile[i][3];
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record.amount = marketFile[i][4];
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record.balanceA = marketFile[i][5];
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record.balanceB = marketFile[i][6];
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record.profit = marketFile[i][7];
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record.lastProfit = marketFile[i][8];
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record.stopLoss = marketFile[i][9];
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record.roundtrips = marketFile[i][10];
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record.hits = marketFile[i][11];
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record.fails = marketFile[i][12];
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record.hitRatio = marketFile[i][13];
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record.ROI = marketFile[i][14];
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record.periods = marketFile[i][15];
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record.days = marketFile[i][16];
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record.anualizedRateOfReturn = marketFile[i][17];
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record.sellRate = marketFile[i][18];
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record.lastProfitPercent = marketFile[i][19];
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if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) {
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records.push(record);
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if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
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thisObject.currentRecord = record;
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thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
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}
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}
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}
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//console.log("Olivia > recalculateUsingMarketFiles > total records generated : " + records.length);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err.message = " + err.message); }
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}
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}
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function recalculateScale() {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] recalculateScale -> Entering function."); }
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if (marketFile === undefined) { return; } // We need the market file to be loaded to make the calculation.
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if (timeLineCoordinateSystem.maxValue > 0) { return; } // Already calculated.
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let minValue = {
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x: EARLIEST_DATE.valueOf(),
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y: 0
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};
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let maxValue = {
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x: MAX_PLOTABLE_DATE.valueOf(),
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y: nextPorwerOf10(getMaxRate()) / 4 // TODO: This 4 is temporary
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};
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timeLineCoordinateSystem.initialize(
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minValue,
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maxValue,
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thisObject.container.frame.width,
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thisObject.container.frame.height
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);
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function getMaxRate() {
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if (INFO_LOG === true) { logger.write("[INFO] recalculateScale -> getMaxRate -> Entering function."); }
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let maxValue = 0;
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for (let i = 0; i < marketFile.length; i++) {
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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.
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if (maxValue < currentMax) {
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maxValue = currentMax;
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}
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}
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return maxValue;
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err.message = " + err.message); }
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}
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}
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function plotChart() {
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try {
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if (INTENSIVE_LOG === true) { logger.write("[INFO] plotChart -> Entering function."); }
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let record;
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if (records.length > 0) {
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/* Now we calculate and plot the records */
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for (let i = 0; i < records.length; i++) {
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record = records[i];
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let direction = 0;
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if (record.type === 'Buy') { direction = -1; }
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if (record.type === 'Sell-1') { direction = +1; }
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if (record.type === 'Sell-2') { direction = +1; }
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if (record.type === 'Pre-Sell') { direction = +1; }
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let recordPoint1 = {
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x: record.begin + (record.end - record.begin) / 2,
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y: record.rate
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};
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let recordPoint2 = {
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x: record.begin + (record.end - record.begin) / 2,
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y: record.rate + record.rate * 0.05 * direction
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};
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let recordPoint3 = {
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x: record.begin + (record.end - record.begin) / 2,
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y: record.rate + record.rate * 0.05 * direction
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};
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let recordPoint4 = {
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x: record.begin,
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y: record.stopLoss
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};
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let recordPoint5 = {
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x: record.end,
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y: record.stopLoss
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};
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if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero.
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recordPoint4.x = 0;
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recordPoint5.x = 0;
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}
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let recordPoint6 = {
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x: record.begin,
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y: record.sellRate
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};
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let recordPoint7 = {
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x: record.end,
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y: record.sellRate
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};
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if (record.sellRate === 0) { // Put these points out of range if sellRate is zero.
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recordPoint6.x = 0;
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recordPoint7.x = 0;
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}
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recordPoint1 = timeLineCoordinateSystem.transformThisPoint(recordPoint1);
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recordPoint2 = timeLineCoordinateSystem.transformThisPoint(recordPoint2);
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recordPoint3 = timeLineCoordinateSystem.transformThisPoint(recordPoint3);
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recordPoint4 = timeLineCoordinateSystem.transformThisPoint(recordPoint4);
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recordPoint5 = timeLineCoordinateSystem.transformThisPoint(recordPoint5);
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recordPoint6 = timeLineCoordinateSystem.transformThisPoint(recordPoint6);
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recordPoint7 = timeLineCoordinateSystem.transformThisPoint(recordPoint7);
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recordPoint1 = transformThisPoint(recordPoint1, thisObject.container);
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recordPoint2 = transformThisPoint(recordPoint2, thisObject.container);
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recordPoint3 = transformThisPoint(recordPoint3, thisObject.container);
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recordPoint4 = transformThisPoint(recordPoint4, thisObject.container);
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recordPoint5 = transformThisPoint(recordPoint5, thisObject.container);
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recordPoint6 = transformThisPoint(recordPoint6, thisObject.container);
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recordPoint7 = transformThisPoint(recordPoint7, thisObject.container);
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if (recordPoint1.x < viewPort.visibleArea.bottomLeft.x || recordPoint1.x > viewPort.visibleArea.bottomRight.x) {
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continue;
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}
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recordPoint1 = viewPort.fitIntoVisibleArea(recordPoint1);
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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); }
|
|
}
|
|
}
|
|
}
|
|
|