719 lines
24 KiB
JavaScript
719 lines
24 KiB
JavaScript
function newTradingEnginesPlottersTradingSimulationStrategies() {
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const MODULE_NAME = "Strategies 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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record: 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 strategies = [];
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let strategyImages = [];
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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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strategyImages = 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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for (let i = 1; i < 15; i++) {
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let strategyImage = canvas.designSpace.iconByUiObjectType.get('Strategy');
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strategyImages.push(strategyImage);
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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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strategies = []
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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("Strategies Changed", strategies);
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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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strategies = [];
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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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strategies = [];
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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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strategies = [];
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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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status: undefined,
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number: undefined,
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beginRate: undefined,
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endRate: undefined
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};
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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.number = 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.situationName = dailyFile[i][6];
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record.name = dailyFile[i][7];
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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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strategies.push(record);
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if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
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thisObject.record = record;
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thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.record);
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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 strategies. */
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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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strategies = [];
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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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status: undefined,
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number: undefined,
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beginRate: undefined,
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endRate: 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.status = marketFile[i][2];
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record.number = 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.situationName = marketFile[i][6];
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record.name = marketFile[i][7];
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if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) {
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strategies.push(record);
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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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thisObject.record = record;
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thisObject.container.eventHandler.raiseEvent("Current Strategy Changed", thisObject.record);
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}
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}
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}
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//console.log("Olivia > recalculateUsingMarketFiles > total strategies generated : " + strategies.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 Strategy Record Changed", undefined);
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let record;
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for (let i = 0; i < strategies.length; i++) {
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record = strategies[i];
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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.endRate
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};
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let recordPoint3 = {
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x: record.begin,
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y: record.beginRate
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};
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let recordPoint4 = {
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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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recordPoint4 = coordinateSystem.transformThisPoint(recordPoint4);
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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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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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recordPoint3.y = recordPoint1.y + 2000;
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recordPoint4.y = recordPoint1.y + 2000;
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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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recordPoint4 = canvas.chartingSpace.viewport.fitIntoVisibleArea(recordPoint4);
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recordPoint1 = thisObject.fitFunction(recordPoint1, undefined, 30);
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recordPoint2 = thisObject.fitFunction(recordPoint2, undefined, 30);
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recordPoint3 = thisObject.fitFunction(recordPoint3, undefined, 30);
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recordPoint4 = thisObject.fitFunction(recordPoint4, undefined, 30);
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let imageSize = 20;
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let imageToDraw = strategyImages[record.number];
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/* Draw the line that represents the duration of closed strategy */
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browserCanvasContext.beginPath();
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browserCanvasContext.moveTo(recordPoint3.x + imageSize / 2, recordPoint3.y);
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browserCanvasContext.lineTo(recordPoint4.x - imageSize / 2, recordPoint4.y);
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browserCanvasContext.closePath();
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)';
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browserCanvasContext.lineWidth = 1
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if (record.status === 1) {
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browserCanvasContext.setLineDash([0, 0])
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} else {
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browserCanvasContext.setLineDash([2, 4])
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}
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browserCanvasContext.stroke()
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/* Draw the Area */
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/*
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browserCanvasContext.beginPath();
|
|
|
|
browserCanvasContext.moveTo(recordPoint1.x, recordPoint2.y);
|
|
browserCanvasContext.lineTo(recordPoint3.x, recordPoint3.y);
|
|
browserCanvasContext.lineTo(recordPoint4.x, recordPoint4.y);
|
|
browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y);
|
|
|
|
browserCanvasContext.closePath();
|
|
|
|
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.LIGHT_GREY + ', ' + 0.5 + ')';
|
|
browserCanvasContext.fill();
|
|
*/
|
|
|
|
/* Situation Name */
|
|
let digit = record.begin.toFixed(0).substring(7,8)
|
|
let positionY = recordPoint3.y - (recordPoint3.y - recordPoint1.y) / 2 + (Number(digit) * 10 - 50)
|
|
|
|
if (canvas.chartingSpace.viewport.zoomLevel >= ZOOM_OUT_THRESHOLD_FOR_HIDDING_CHARTS_LABELS) {
|
|
if (record.name !== "New Strategy") {
|
|
printLabel(record.name, recordPoint1.x + 5, positionY - 15, '1', 12);
|
|
}
|
|
if (record.situationName !== "New Situation") {
|
|
printLabel(record.situationName, recordPoint1.x + 5, positionY, '1', 12);
|
|
}
|
|
}
|
|
|
|
/* Draw the Sticks */
|
|
|
|
drawStick(recordPoint1, recordPoint3);
|
|
drawStick(recordPoint2, recordPoint4);
|
|
|
|
if (imageToDraw.canDrawIcon === true) {
|
|
browserCanvasContext.drawImage(imageToDraw, recordPoint3.x - imageSize / 2, recordPoint3.y - imageSize / 2, imageSize, imageSize);
|
|
if (record.status === 1) {
|
|
browserCanvasContext.drawImage(imageToDraw, recordPoint4.x - imageSize / 2, recordPoint4.y - imageSize / 2, imageSize, imageSize);
|
|
}
|
|
}
|
|
|
|
/* Send the current record to the panel */
|
|
|
|
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
|
|
|
let record = {
|
|
};
|
|
thisObject.container.eventHandler.raiseEvent("Current Strategy Record Changed", record);
|
|
}
|
|
|
|
function drawStick(point1, point2) {
|
|
|
|
browserCanvasContext.beginPath();
|
|
|
|
browserCanvasContext.moveTo(point1.x, point1.y);
|
|
browserCanvasContext.lineTo(point2.x, point2.y);
|
|
|
|
browserCanvasContext.closePath();
|
|
|
|
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 0.25)';
|
|
|
|
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
|
|
|
|
/* highlight the current record */
|
|
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
|
|
}
|
|
|
|
browserCanvasContext.setLineDash([4, 3])
|
|
browserCanvasContext.lineWidth = 0.5
|
|
browserCanvasContext.stroke()
|
|
browserCanvasContext.setLineDash([0, 0])
|
|
|
|
}
|
|
}
|
|
|
|
} 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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|
|