Files
Superalgos/StrategySpace/TradingSystem.js
T
2019-05-12 14:44:18 +02:00

404 lines
12 KiB
JavaScript

function newTradingSystem () {
const MODULE_NAME = 'Trading System'
let thisObject = {
protocolData: undefined,
container: undefined,
getContainer: getContainer,
initialize: initialize,
finalize: finalize
}
thisObject.container = newContainer()
thisObject.container.initialize(MODULE_NAME)
thisObject.container.isClickeable = false
thisObject.container.isDraggeable = false
thisObject.container.isWheelable = false
thisObject.container.detectMouseOver = false
thisObject.container.frame.radius = 0
thisObject.container.frame.position.x = 0
thisObject.container.frame.position.y = 0
thisObject.container.frame.width = 0
thisObject.container.frame.height = 0
return thisObject
function finalize () {
destroyStrategyParts()
thisObject.protocolData = undefined
thisObject.container.finalize()
thisObject.container = undefined
}
function initialize (strategies) {
thisObject.protocolData = {
strategies: strategies
}
generateStrategyParts()
}
function getContainer (point) {
}
function createPart (partType, name, node, parentNode, chainParent, title) {
let payload = {}
if (chainParent === undefined) {
payload.targetPosition = {
x: canvas.floatingSpace.container.frame.width / 2,
y: canvas.floatingSpace.container.frame.height / 2
}
} else {
payload.targetPosition = {
x: chainParent.payload.position.x,
y: chainParent.payload.position.y
}
}
if (title !== undefined) {
payload.subTitle = title
} else {
payload.subTitle = partType
}
payload.visible = true
payload.title = name
payload.node = node
payload.parentNode = parentNode
payload.chainParent = chainParent
payload.onMenuItemClick = onMenuItemClick
if (node.id === undefined) {
node.id = newUniqueId()
}
node.payload = payload
node.type = partType
canvas.floatingSpace.strategyPartConstructor.createStrategyPart(payload)
}
function destroyPart (node) {
canvas.floatingSpace.strategyPartConstructor.destroyStrategyPart(node.payload)
}
function generateStrategyParts () {
let lastPhase
let tradingSystem = thisObject.protocolData
createPart('Trading System', '', tradingSystem, undefined, undefined)
for (m = 0; m < tradingSystem.strategies.length; m++) {
let strategy = tradingSystem.strategies[m]
createPart('Strategy', strategy.name, strategy, tradingSystem, tradingSystem)
createPart('Strategy Entry Event', '', strategy.entryPoint, strategy, strategy)
for (let k = 0; k < strategy.entryPoint.situations.length; k++) {
let situation = strategy.entryPoint.situations[k]
createPart('Situation', situation.name, situation, strategy.entryPoint, strategy.entryPoint, 'Strategy Entry' + ' ' + 'Situation')
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
createPart('Condition', condition.name, condition, situation, situation, 'Condition')
}
}
createPart('Strategy Exit Event', '', strategy.exitPoint, strategy, strategy)
for (let k = 0; k < strategy.exitPoint.situations.length; k++) {
let situation = strategy.exitPoint.situations[k]
createPart('Situation', situation.name, situation, strategy.exitPoint, strategy.exitPoint, 'Strategy Exit' + ' ' + 'Situation')
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
createPart('Condition', condition.name, condition, situation, situation, 'Condition')
}
}
createPart('Trade Entry Event', '', strategy.sellPoint, strategy, strategy)
for (let k = 0; k < strategy.sellPoint.situations.length; k++) {
let situation = strategy.sellPoint.situations[k]
createPart('Situation', situation.name, situation, strategy.sellPoint, strategy.sellPoint, 'Trade Entry' + ' ' + 'Situation')
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
createPart('Condition', condition.name, condition, situation, situation, 'Condition')
}
}
createPart('Stop', '', strategy.stopLoss, strategy, strategy)
for (let p = 0; p < strategy.stopLoss.phases.length; p++) {
let phase = strategy.stopLoss.phases[p]
let chainParent
if (p === 0) {
chainParent = strategy.stopLoss
} else {
chainParent = lastPhase
}
lastPhase = phase
createPart('Phase', phase.name, phase, strategy.stopLoss, chainParent, 'Stop Phase')
for (let k = 0; k < phase.situations.length; k++) {
let situation = phase.situations[k]
createPart('Situation', situation.name, situation, phase, phase, 'Situation')
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
createPart('Condition', condition.name, condition, situation, situation, 'Condition')
}
}
}
createPart('Take Profit', '', strategy.buyOrder, strategy, strategy)
for (let p = 0; p < strategy.buyOrder.phases.length; p++) {
let phase = strategy.buyOrder.phases[p]
let chainParent
if (p === 0) {
chainParent = strategy.buyOrder
} else {
chainParent = lastPhase
}
lastPhase = phase
createPart('Phase', phase.name, phase, strategy.buyOrder, chainParent, 'Take Profit Phase')
for (let k = 0; k < phase.situations.length; k++) {
let situation = phase.situations[k]
createPart('Situation', situation.name, situation, phase, phase, 'Situation')
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
createPart('Condition', condition.name, condition, situation, situation, 'Condition')
}
}
}
}
}
function destroyStrategyParts () {
let strategy = thisObject.protocolData
destroyPart(strategy)
destroyPart(strategy.entryPoint)
for (let k = 0; k < strategy.entryPoint.situations.length; k++) {
let situation = strategy.entryPoint.situations[k]
destroyPart(situation)
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
destroyPart(condition)
}
}
destroyPart(strategy.exitPoint)
for (let k = 0; k < strategy.exitPoint.situations.length; k++) {
let situation = strategy.exitPoint.situations[k]
destroyPart(situation)
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
destroyPart(condition)
}
}
destroyPart(strategy.sellPoint)
for (let k = 0; k < strategy.sellPoint.situations.length; k++) {
let situation = strategy.sellPoint.situations[k]
destroyPart(situation)
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
destroyPart(condition)
}
}
destroyPart(strategy.stopLoss)
for (let p = 0; p < strategy.stopLoss.phases.length; p++) {
let phase = strategy.stopLoss.phases[p]
destroyPart(strategy.stopLoss)
for (let k = 0; k < phase.situations.length; k++) {
let situation = phase.situations[k]
destroyPart(situation)
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
destroyPart(condition)
}
}
}
destroyPart(strategy.buyOrder)
for (let p = 0; p < strategy.buyOrder.phases.length; p++) {
let phase = strategy.buyOrder.phases[p]
destroyPart(strategy.buyOrder)
for (let k = 0; k < phase.situations.length; k++) {
let situation = phase.situations[k]
destroyPart(situation)
for (let m = 0; m < situation.conditions.length; m++) {
let condition = situation.conditions[m]
destroyPart(condition)
}
}
}
}
function onMenuItemClick (payload, action) {
switch (action) {
case 'Open Settings':
break
case 'Delete Strategy':
break
case 'Reload Strategy':
break
case 'Save Strategy':
break
case 'Edit Code':
break
case 'Add Phase':
{
let phaseParent = payload.node
let m = phaseParent.phases.length
let phase = {
name: 'New Phase',
code: '',
situations: []
}
phaseParent.phases.push(phase)
let phaseChainParent
if (m > 0) {
phaseChainParent = phaseParent.phases[m - 1]
} else {
phaseChainParent = phaseParent
}
createPart('Phase', phase.name, phase, phaseParent, phaseChainParent, 'Phase')
}
break
case 'Add Situation':
{
let phase = payload.node
let m = phase.situations.length
let situation = {
name: 'New Situation',
conditions: []
}
phase.situations.push(situation)
createPart('Situation', situation.name, situation, phase, phase, 'Situation')
}
break
case 'Add Condition':
{
let situation = payload.node
let m = situation.conditions.length
let condition = {
name: 'New Condition',
code: ''
}
situation.conditions.push(condition)
createPart('Condition', condition.name, condition, situation, situation, 'Condition')
}
break
case 'Delete Phase': {
deletePhase(payload.node)
break
}
case 'Delete Situation': {
deleteSituation(payload.node)
break
}
case 'Delete Condition': {
deleteCondition(payload.node)
break
}
default:
}
}
function deletePhase (node) {
let payload = node.payload
for (let k = 0; k < payload.parentNode.phases.length; k++) {
let phase = payload.parentNode.phases[k]
if (phase.id === node.id) {
for (let j = 0; j < phase.situations.length; j++) {
let situation = phase.situations[j]
for (let i = 0; i < situation.conditions.length; i++) {
let condition = situation.conditions[i]
destroyPart(condition)
cleanNode(condition)
}
situation.conditions = []
destroyPart(situation)
phase.situations.splice(j, 1)
cleanNode(situation)
}
phase.situations = []
/* Before deleting this phase we need to give its chainParent to the next phase down the chain */
if (k < payload.parentNode.phases.length - 1) {
payload.parentNode.phases[k + 1].payload.chainParent = payload.chainParent
}
/* Continue destroying this phase */
destroyPart(phase)
payload.parentNode.phases.splice(k, 1)
cleanNode(phase)
return
}
}
}
function deleteSituation (node) {
let payload = node.payload
for (let j = 0; j < payload.parentNode.situations.length; j++) {
let situation = payload.parentNode.situations[j]
if (situation.id === node.id) {
for (let i = 0; i < situation.conditions.length; i++) {
let condition = situation.conditions[i]
destroyPart(condition)
cleanNode(condition)
}
situation.conditions = []
destroyPart(situation)
payload.parentNode.situations.splice(j, 1)
cleanNode(situation)
return
}
}
}
function deleteCondition (node) {
let payload = node.payload
for (let i = 0; i < payload.parentNode.conditions.length; i++) {
let condition = payload.parentNode.conditions[i]
if (condition.id === node.id) {
destroyPart(node)
payload.parentNode.conditions.splice(i, 1)
cleanNode(condition)
return
}
}
}
function cleanNode (node) {
node.payload.targetPosition.x = undefined
node.payload.targetPosition.y = undefined
node.payload.visible = undefined
node.payload.subTitle = undefined
node.payload.title = undefined
node.payload.node = undefined
node.payload.parentNode = undefined
node.payload.chainParent = undefined
node.payload.onMenuItemClick = undefined
node.handle = undefined
node.payload = undefined
node.cleaned = true
}
}