684 lines
22 KiB
JavaScript
684 lines
22 KiB
JavaScript
function newMastersPlottersTradingSimulationTrades() {
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const MODULE_NAME = "Trades 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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finalize: finalize,
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container: undefined,
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fitFunction: undefined,
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getContainer: getContainer,
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setTimeFrame: setTimeFrame,
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setDatetime: setDatetime,
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setCoordinateSystem: setCoordinateSystem,
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draw: draw,
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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 coordinateSystem
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let timeFrame; // This will hold the current Time Frame 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 Frames.
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let dailyFiles; // This object will provide the different File Cursors at different Time Frames.
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/* these are module specific variables: */
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let trades = [];
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let headers;
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let onMouseOverEventSuscriptionId
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let zoomChangedEventSubscriptionId
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let offsetChangedEventSubscriptionId
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let dragFinishedEventSubscriptionId
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let dimmensionsChangedEventSubscriptionId
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let marketFilesUpdatedEventSubscriptionId
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let dailyFilesUpdatedEventSubscriptionId
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let scaleChangedEventSubscriptionId
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let userPositionDate
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return thisObject;
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function finalize() {
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try {
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if (INFO_LOG === true) { logger.write("[INFO] finalize -> Entering function."); }
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/* Stop listening to the necesary events. */
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thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId)
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canvas.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId);
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canvas.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId);
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canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
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thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
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marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId);
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dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId);
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/* Destroyd References */
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marketFiles = undefined;
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dailyFiles = undefined;
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datetime = undefined;
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timeFrame = undefined;
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marketFile = undefined;
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fileCursor = undefined;
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thisObject.fitFunction = undefined
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finalizeCoordinateSystem()
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coordinateSystem = undefined
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
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}
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}
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function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, 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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timeFrame = pTimeFrame;
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coordinateSystem = pCoordinateSystem
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initializeCoordinateSystem()
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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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/* Now we set the right files according to current Period. */
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marketFile = marketFiles.getFile(pTimeFrame);
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fileCursor = dailyFiles.getFileCursor(pTimeFrame);
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/* Listen to the necesary events. */
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zoomChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged);
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offsetChangedEventSubscriptionId = canvas.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged);
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dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
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marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated);
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dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated);
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onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver)
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/* Get ready for plotting. */
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recalculate();
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/* Ready for when dimmension changes. */
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dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
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recalculate();
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})
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callBackFunction();
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
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}
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}
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function initializeCoordinateSystem() {
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scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged)
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}
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function finalizeCoordinateSystem() {
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coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId)
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}
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function onScaleChanged() {
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recalculate();
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}
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function onMouseOver(event) {
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let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem)
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userPositionDate = userPosition.valueOf()
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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 = " + err.stack); }
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}
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}
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function onMarketFilesUpdated() {
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try {
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let newMarketFile = marketFiles.getFile(timeFrame);
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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] onMarketFilesUpdated -> err = " + err.stack); }
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}
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}
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function onDailyFilesUpdated() {
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try {
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let newFileCursor = dailyFiles.getFileCursor(timeFrame);
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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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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); }
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}
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}
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function setTimeFrame(pTimeFrame) {
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try {
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if (timeFrame !== pTimeFrame) {
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timeFrame = pTimeFrame;
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if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
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marketFile = marketFiles.getFile(pTimeFrame);
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recalculate();
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} else {
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let newFileCursor = dailyFiles.getFileCursor(pTimeFrame);
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fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing.
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recalculate();
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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] setTimeFrame -> err = " + err.stack); }
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}
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}
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function setDatetime(pDatetime) {
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datetime = pDatetime;
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}
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function setCoordinateSystem(pCoordinateSystem) {
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finalizeCoordinateSystem()
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coordinateSystem = pCoordinateSystem
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initializeCoordinateSystem()
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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 = " + err.stack); }
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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 = " + err.stack); }
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}
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}
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function recalculate() {
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try {
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trades = []
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if (timeFrame >= _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("Trades Changed", trades);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
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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) {
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trades = [];
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return;
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} // We need to wait
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if (fileCursor.files.size === 0) {
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trades = [];
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return;
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} // We need to wait until there are files in the cursor
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let daysOnSides = getSideDays(timeFrame);
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let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
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let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
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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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trades = [];
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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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record.begin = dailyFile[i][0];
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record.end = dailyFile[i][1];
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record.status = dailyFile[i][2];
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record.lastTradeROI = dailyFile[i][3];
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record.beginRate = dailyFile[i][4];
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record.endRate = dailyFile[i][5];
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record.exitType = dailyFile[i][6];
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if (
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(record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) &&
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(record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x)
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) {
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trades.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 Trade 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 trades. */
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let lowerEnd = leftDate.valueOf();
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let upperEnd = rightDate.valueOf();
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setTimeout(recalculate, 2000);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); }
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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(timeFrame);
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let leftDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
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let rightDate = getDateFromPointAtBrowserCanvas(canvas.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
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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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trades = [];
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for (let i = 0; i < marketFile.length; i++) {
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let record = {};
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record.begin = marketFile[i][0];
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record.end = marketFile[i][1];
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record.status = marketFile[i][2];
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record.lastTradeROI = marketFile[i][3];
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record.beginRate = marketFile[i][4];
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record.endRate = marketFile[i][5];
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record.exitType = marketFile[i][6];
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if (
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(record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) &&
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(record.begin >= coordinateSystem.min.x && record.end <= coordinateSystem.max.x)
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) {
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trades.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 Trade Changed", thisObject.currentRecord);
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}
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}
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}
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//console.log("Olivia > recalculateUsingMarketFiles > total trades generated : " + trades.length);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); }
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}
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}
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function plotChart() {
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try {
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thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", undefined);
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let record;
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for (let i = 0; i < trades.length; i++) {
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record = trades[i];
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/* Send the current record to the panel */
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if (userPositionDate >= record.begin && userPositionDate <= record.end) {
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let currentRecord = {
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};
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thisObject.container.eventHandler.raiseEvent("Current Trade Record Changed", currentRecord);
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}
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let recordPoint1 = {
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x: record.begin,
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y: record.beginRate
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};
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let recordPoint2 = {
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x: record.end,
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y: record.beginRate
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};
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let recordPoint3 = {
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x: record.end,
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y: record.endRate
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};
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recordPoint1 = coordinateSystem.transformThisPoint(recordPoint1);
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recordPoint2 = coordinateSystem.transformThisPoint(recordPoint2);
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recordPoint3 = coordinateSystem.transformThisPoint(recordPoint3);
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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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if (recordPoint2.x < canvas.chartingSpace.viewport.visibleArea.bottomLeft.x || recordPoint1.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x) {
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continue;
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}
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recordPoint1 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint1);
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recordPoint2 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint2);
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recordPoint3 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint3);
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recordPoint1 = thisObject.fitFunction(recordPoint1);
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recordPoint2 = thisObject.fitFunction(recordPoint2);
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recordPoint3 = thisObject.fitFunction(recordPoint3);
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let line1 = '';
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let line2 = '';
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if (record.status === 1) {
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switch (record.exitType) {
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case 1: {
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line1 = 'Stop Loss';
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break;
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}
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case 2: {
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line1 = 'Take Profit';
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break;
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}
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}
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} else {
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line1 = 'Open Position';
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}
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if (record.lastTradeROI < 0) {
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line2 = 'ROI:' + (record.lastTradeROI).toFixed(2) + ' %';
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} else {
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line2 = 'ROI:' + (record.lastTradeROI).toFixed(2) + ' %';
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}
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/* Draw the triangle that represents the trade. */
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browserCanvasContext.beginPath();
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browserCanvasContext.moveTo(recordPoint1.x, recordPoint1.y);
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browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y);
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browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y);
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browserCanvasContext.closePath();
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let opacity = '0.25';
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if (record.lastTradeROI > 0) {
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', ' + opacity + ')';
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browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + ')';
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} else {
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', ' + opacity + ')';
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browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + ')';
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}
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if (userPositionDate >= record.begin && userPositionDate <= record.end) {
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browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', ' + opacity + ')';
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}
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browserCanvasContext.fill();
|
|
|
|
browserCanvasContext.lineWidth = 1;
|
|
browserCanvasContext.setLineDash([0, 0])
|
|
browserCanvasContext.stroke();
|
|
|
|
let point = {}
|
|
|
|
if (record.beginRate > record.endRate) {
|
|
point.x = recordPoint3.x
|
|
point.y = recordPoint3.y + 100
|
|
} else {
|
|
point.x = recordPoint3.x
|
|
point.y = recordPoint3.y - 100
|
|
}
|
|
|
|
point = canvas.chartingSpace.viewport.fitIntoVisibleArea(point);
|
|
point = thisObject.fitFunction(point, undefined, 50);
|
|
|
|
if (
|
|
recordPoint3.x < canvas.chartingSpace.viewport.visibleArea.topLeft.x + 250
|
|
||
|
|
recordPoint3.x > canvas.chartingSpace.viewport.visibleArea.bottomRight.x - 250
|
|
||
|
|
recordPoint3.y > canvas.chartingSpace.viewport.visibleArea.bottomRight.y - 150
|
|
||
|
|
recordPoint3.y < canvas.chartingSpace.viewport.visibleArea.topLeft.y + 150
|
|
) {
|
|
// we do not write any text
|
|
} else {
|
|
|
|
|
|
printLabel(line1, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line1.length * FONT_ASPECT_RATIO, point.y, '1', 12);
|
|
printLabel(line2, recordPoint2.x - (recordPoint2.x - recordPoint1.x) / 2 - line2.length * FONT_ASPECT_RATIO, point.y + 15, '1', 12);
|
|
|
|
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
|
|
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
|
|
}
|
|
}
|
|
|
|
|
|
function onViewportZoomChanged(event) {
|
|
|
|
try {
|
|
|
|
if (INFO_LOG === true) { logger.write("[INFO] onViewportZoomChanged -> Entering function."); }
|
|
|
|
recalculate();
|
|
|
|
} catch (err) {
|
|
|
|
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); }
|
|
}
|
|
}
|
|
|
|
function onViewportPositionChanged(event) {
|
|
|
|
try {
|
|
|
|
if (INFO_LOG === true) { logger.write("[INFO] onViewportPositionChanged -> Entering function."); }
|
|
|
|
if (event !== undefined) {
|
|
if (event.recalculate === true) {
|
|
recalculate()
|
|
return
|
|
}
|
|
}
|
|
if (Math.random() * 100 > 95) {
|
|
recalculate()
|
|
};
|
|
|
|
} catch (err) {
|
|
|
|
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> 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); }
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|