1180 lines
38 KiB
JavaScript
1180 lines
38 KiB
JavaScript
function newPartsFromNodes () {
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thisObject = {
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createPartFromNode: createPartFromNode,
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addDefinition: addDefinition,
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addNetwork: addNetwork,
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addNetworkNode: addNetworkNode,
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addLayerManager: addLayerManager,
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addLayer: addLayer,
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addTaskManager: addTaskManager,
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addTask: addTask,
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addSensor: addSensor,
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addIndicator: addIndicator,
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addTradingEngine: addTradingEngine,
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addProcess: addProcess,
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addBacktestingSession: addBacktestingSession,
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addLiveTradingSession: addLiveTradingSession,
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addFordwardTestingSession: addFordwardTestingSession,
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addPaperTradingSession: addPaperTradingSession,
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addTradingSystem: addTradingSystem,
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addPersonalData: addPersonalData,
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addExchangeAccount: addExchangeAccount,
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addExchangeAccountAsset: addExchangeAccountAsset,
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addExchangeAccountKey: addExchangeAccountKey,
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addStrategy: addStrategy,
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addParameters: addParameters,
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addMissingParameters: addMissingParameters,
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addMissingStages: addMissingStages,
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addMissingEvents: addMissingEvents,
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addMissingItems: addMissingItems,
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addInitialDefinition: addInitialDefinition,
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addOpenExecution: addOpenExecution,
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addCloseExecution: addCloseExecution,
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addPhase: addPhase,
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addFormula: addFormula,
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addNextPhaseEvent: addNextPhaseEvent,
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addSituation: addSituation,
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addCondition: addCondition,
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addCode: addCode
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}
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return thisObject
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function createPartFromNode (node, parentNode, chainParent) {
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switch (node.type) {
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case 'Code':
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{
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createPart('Code', node.name, node, parentNode, chainParent, 'Code')
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return
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}
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case 'Condition':
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{
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createPart('Condition', node.name, node, parentNode, chainParent, 'Condition')
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if (node.code !== undefined) {
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createPartFromNode(node.code, node, node)
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}
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return
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}
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case 'Situation': {
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let situation = node
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createPart('Situation', situation.name, situation, parentNode, chainParent, 'Situation')
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for (let m = 0; m < node.conditions.length; m++) {
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let condition = node.conditions[m]
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createPartFromNode(condition, situation, situation)
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}
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return
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}
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case 'Formula':
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{
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createPart('Formula', node.name, node, parentNode, chainParent, 'Formula')
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return
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}
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case 'Next Phase Event':
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{
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createPart('Next Phase Event', node.name, node, parentNode, chainParent, 'Next Phase Event')
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for (let m = 0; m < node.situations.length; m++) {
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let situation = node.situations[m]
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createPartFromNode(situation, node, node)
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}
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return
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}
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case 'Phase': {
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let phase = node
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createPart('Phase', phase.name, phase, parentNode, chainParent, phase.subType)
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if (node.formula !== undefined) {
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createPartFromNode(node.formula, phase, phase)
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}
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if (node.nextPhaseEvent !== undefined) {
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createPartFromNode(node.nextPhaseEvent, phase, phase)
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}
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return
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}
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case 'Stop': {
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let lastPhase
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let stop = node
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createPart('Stop', stop.name, stop, parentNode, chainParent, 'Stop')
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for (let m = 0; m < node.phases.length; m++) {
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let phase = node.phases[m]
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let thisChainParent
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if (m === 0) {
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thisChainParent = node
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} else {
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thisChainParent = lastPhase
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}
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lastPhase = phase
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createPartFromNode(phase, stop, thisChainParent)
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}
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return
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}
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case 'Take Profit': {
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let lastPhase
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let takeProfit = node
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createPart('Take Profit', takeProfit.name, takeProfit, parentNode, chainParent, 'Take Profit')
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for (let m = 0; m < node.phases.length; m++) {
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let phase = node.phases[m]
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let thisChainParent
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if (m === 0) {
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thisChainParent = node
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} else {
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thisChainParent = lastPhase
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}
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lastPhase = phase
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createPartFromNode(phase, takeProfit, thisChainParent)
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}
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return
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}
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case 'Open Execution':
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{
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createPart('Open Execution', node.name, node, parentNode, chainParent, 'Open Execution')
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return
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}
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case 'Close Execution':
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{
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createPart('Close Execution', node.name, node, parentNode, chainParent, 'Close Execution')
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return
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}
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case 'Initial Definition': {
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createPart('Initial Definition', node.name, node, parentNode, chainParent, 'Initial Definition')
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if (node.stopLoss !== undefined) {
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createPartFromNode(node.stopLoss, node, node)
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}
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if (node.takeProfit !== undefined) {
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createPartFromNode(node.takeProfit, node, node)
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}
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if (node.positionSize !== undefined) {
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createPartFromNode(node.positionSize, node, node)
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}
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if (node.positionRate !== undefined) {
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createPartFromNode(node.positionRate, node, node)
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}
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return
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}
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case 'Take Position Event': {
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let event = node
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createPart('Take Position Event', event.name, event, parentNode, chainParent, 'Take Position Event')
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for (let m = 0; m < node.situations.length; m++) {
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let situation = node.situations[m]
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createPartFromNode(situation, event, event)
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}
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return
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}
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case 'Trigger On Event': {
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let event = node
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createPart('Trigger On Event', event.name, event, parentNode, chainParent, 'Trigger On Event')
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for (let m = 0; m < node.situations.length; m++) {
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let situation = node.situations[m]
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createPartFromNode(situation, event, event)
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}
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return
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}
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case 'Trigger Off Event': {
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let event = node
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createPart('Trigger Off Event', event.name, event, parentNode, chainParent, 'Trigger Off Event')
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for (let m = 0; m < node.situations.length; m++) {
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let situation = node.situations[m]
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createPartFromNode(situation, event, event)
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}
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return
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}
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case 'Position Size': {
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createPart('Position Size', node.name, node, parentNode, chainParent, 'Position Size')
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if (node.formula !== undefined) {
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createPartFromNode(node.formula, node, node)
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}
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return
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}
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case 'Position Rate': {
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createPart('Position Rate', node.name, node, parentNode, chainParent, 'Position Rate')
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if (node.formula !== undefined) {
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createPartFromNode(node.formula, node, node)
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}
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return
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}
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case 'Trigger Stage': {
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let stage = node
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createPart('Trigger Stage', stage.name, stage, parentNode, chainParent, 'Trigger Stage')
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if (node.triggerOn !== undefined) {
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createPartFromNode(node.triggerOn, stage, stage)
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}
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if (node.triggerOff !== undefined) {
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createPartFromNode(node.triggerOff, stage, stage)
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}
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if (node.takePosition !== undefined) {
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createPartFromNode(node.takePosition, stage, stage)
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}
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return
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}
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case 'Open Stage': {
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let stage = node
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createPart('Open Stage', stage.name, stage, parentNode, chainParent, 'Open Stage')
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if (node.initialDefinition !== undefined) {
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createPartFromNode(node.initialDefinition, stage, stage)
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}
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if (node.openExecution !== undefined) {
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createPartFromNode(node.openExecution, stage, stage)
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}
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return
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}
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case 'Manage Stage': {
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let stage = node
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createPart('Manage Stage', stage.name, stage, parentNode, chainParent, 'Manage Stage')
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if (node.stopLoss !== undefined) {
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createPartFromNode(node.stopLoss, stage, stage)
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}
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if (node.takeProfit !== undefined) {
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createPartFromNode(node.takeProfit, stage, stage)
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}
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return
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}
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case 'Close Stage': {
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let stage = node
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createPart('Close Stage', stage.name, stage, parentNode, chainParent, 'Close Stage')
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if (node.closeExecution !== undefined) {
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createPartFromNode(node.closeExecution, stage, stage)
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}
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return
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}
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case 'Strategy': {
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let strategy = node
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createPart('Strategy', strategy.name, strategy, parentNode, chainParent, 'Strategy')
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if (node.triggerStage !== undefined) {
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createPartFromNode(node.triggerStage, strategy, strategy)
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}
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if (node.openStage !== undefined) {
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createPartFromNode(node.openStage, strategy, strategy)
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}
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if (node.manageStage !== undefined) {
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createPartFromNode(node.manageStage, strategy, strategy)
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}
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if (node.closeStage !== undefined) {
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createPartFromNode(node.closeStage, strategy, strategy)
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}
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return
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}
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case 'Base Asset': {
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createPart('Base Asset', node.name, node, parentNode, chainParent, 'Base Asset')
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return
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}
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case 'Time Range': {
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createPart('Time Range', node.name, node, parentNode, chainParent, 'Time Range')
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return
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}
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case 'Time Period': {
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createPart('Time Period', node.name, node, parentNode, chainParent, 'Time Period')
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return
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}
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case 'Slippage': {
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createPart('Slippage', node.name, node, parentNode, chainParent, 'Slippage')
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return
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}
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case 'Fee Structure': {
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createPart('Fee Structure', node.name, node, parentNode, chainParent, 'Fee Structure')
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return
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}
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case 'Parameters': {
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createPart('Parameters', node.name, node, parentNode, chainParent, 'Parameters')
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if (node.baseAsset !== undefined) {
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createPartFromNode(node.baseAsset, node, node)
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}
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if (node.timeRange !== undefined) {
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createPartFromNode(node.timeRange, node, node)
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}
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if (node.timePeriod !== undefined) {
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createPartFromNode(node.timePeriod, node, node)
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}
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if (node.slippage !== undefined) {
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createPartFromNode(node.slippage, node, node)
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}
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if (node.feeStructure !== undefined) {
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createPartFromNode(node.feeStructure, node, node)
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}
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return
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}
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case 'Trading System': {
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let tradingSystem = node
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createPart('Trading System', tradingSystem.name, tradingSystem, parentNode, chainParent, 'Trading System')
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for (let m = 0; m < node.strategies.length; m++) {
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let strategy = node.strategies[m]
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createPartFromNode(strategy, tradingSystem, tradingSystem)
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}
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if (node.parameters !== undefined) {
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createPartFromNode(node.parameters, node, node)
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}
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return
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}
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case 'Workspace': {
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let workspace = node
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createPart('Workspace', workspace.name, workspace, parentNode, chainParent, 'Workspace')
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return
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}
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case 'Personal Data': {
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createPart('Personal Data', node.name, node, parentNode, chainParent, 'Personal Data')
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for (let m = 0; m < node.exchangeAccounts.length; m++) {
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let exchangeAccount = node.exchangeAccounts[m]
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createPartFromNode(exchangeAccount, node, node)
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}
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return
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}
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case 'Exchange Account': {
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createPart('Exchange Account', node.name, node, parentNode, chainParent, 'Exchange Account')
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for (let m = 0; m < node.assets.length; m++) {
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let asset = node.assets[m]
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createPartFromNode(asset, node, node)
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}
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for (let m = 0; m < node.keys.length; m++) {
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let key = node.keys[m]
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createPartFromNode(key, node, node)
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}
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return
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}
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case 'Exchange Account Asset': {
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createPart('Exchange Account Asset', node.name, node, parentNode, chainParent, 'Exchange Account Asset')
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return
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}
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case 'Exchange Account Key': {
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createPart('Exchange Account Key', node.name, node, parentNode, chainParent, 'Exchange Account Key')
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return
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}
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case 'Definition': {
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createPart('Definition', node.name, node, parentNode, chainParent, 'Definition')
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if (node.tradingSystem !== undefined) {
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createPartFromNode(node.tradingSystem, node, node)
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}
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if (node.personalData !== undefined) {
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createPartFromNode(node.personalData, node, node)
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}
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if (node.network !== undefined) {
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createPartFromNode(node.network, node, node)
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}
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return
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}
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case 'Network': {
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createPart('Network', node.name, node, parentNode, chainParent, 'Network')
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if (node.networkNodes !== undefined) {
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for (let m = 0; m < node.networkNodes.length; m++) {
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let networkNode = node.networkNodes[m]
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createPartFromNode(networkNode, node, node)
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}
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}
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return
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}
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case 'Network Node': {
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createPart('Network Node', node.name, node, parentNode, chainParent, 'Network Node')
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if (node.taskManagers !== undefined) {
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for (let m = 0; m < node.taskManagers.length; m++) {
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let taskManager = node.taskManagers[m]
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createPartFromNode(taskManager, node, node)
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}
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}
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return
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}
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case 'Layer Manager': {
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createPart('Layer Manager', node.name, node, parentNode, chainParent, 'Layer Manager')
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for (let m = 0; m < node.layers.length; m++) {
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let layer = node.layers[m]
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createPartFromNode(layer, node, node)
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}
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return
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}
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case 'Layer': {
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createPart('Layer', node.name, node, parentNode, chainParent, 'Layer')
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return
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}
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case 'Task Manager': {
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createPart('Task Manager', node.name, node, parentNode, chainParent, 'Task Manager')
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for (let m = 0; m < node.tasks.length; m++) {
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let task = node.tasks[m]
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createPartFromNode(task, node, node)
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}
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return
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}
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case 'Task': {
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createPart('Task', node.name, node, parentNode, chainParent, 'Task')
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if (node.bot !== undefined) {
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createPartFromNode(node.bot, node, node)
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}
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return
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}
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case 'Sensor': {
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createPart('Sensor', node.name, node, parentNode, chainParent, 'Sensor')
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for (let m = 0; m < node.processes.length; m++) {
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let process = node.processes[m]
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createPartFromNode(process, node, node)
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}
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return
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}
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case 'Indicator': {
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createPart('Indicator', node.name, node, parentNode, chainParent, 'Indicator')
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for (let m = 0; m < node.processes.length; m++) {
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let process = node.processes[m]
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createPartFromNode(process, node, node)
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}
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return
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}
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case 'Trading Engine': {
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createPart('Trading Engine', node.name, node, parentNode, chainParent, 'Trading Engine')
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for (let m = 0; m < node.processes.length; m++) {
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let process = node.processes[m]
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createPartFromNode(process, node, node)
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}
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return
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}
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case 'Process': {
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if (parentNode !== undefined) {
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switch (parentNode.type) {
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case 'Sensor': {
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node.subType = 'Sensor Process'
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break
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}
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case 'Indicator': {
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node.subType = 'Indicator Process'
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break
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}
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case 'Trading Engine': {
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node.subType = 'Trading Engine Process'
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break
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}
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}
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}
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createPart('Process', node.name, node, parentNode, chainParent, 'Process')
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if (node.session !== undefined) {
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createPartFromNode(node.session, node, node)
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}
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return
|
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}
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case 'Backtesting Session': {
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createPart('Backtesting Session', node.name, node, parentNode, chainParent, 'Backtesting Session')
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if (node.parameters !== undefined) {
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createPartFromNode(node.parameters, node, node)
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}
|
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if (node.layerManager !== undefined) {
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createPartFromNode(node.layerManager, node, node)
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}
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return
|
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}
|
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case 'Live Trading Session': {
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createPart('Live Trading Session', node.name, node, parentNode, chainParent, 'Live Trading Session')
|
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if (node.parameters !== undefined) {
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createPartFromNode(node.parameters, node, node)
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}
|
|
if (node.layerManager !== undefined) {
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createPartFromNode(node.layerManager, node, node)
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}
|
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return
|
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}
|
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case 'Fordward Testing Session': {
|
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createPart('Fordward Testing Session', node.name, node, parentNode, chainParent, 'Fordward Testing Session')
|
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if (node.parameters !== undefined) {
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createPartFromNode(node.parameters, node, node)
|
|
}
|
|
if (node.layerManager !== undefined) {
|
|
createPartFromNode(node.layerManager, node, node)
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}
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return
|
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}
|
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case 'Paper Trading Session': {
|
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createPart('Paper Trading Session', node.name, node, parentNode, chainParent, 'Paper Trading Session')
|
|
if (node.parameters !== undefined) {
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createPartFromNode(node.parameters, node, node)
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}
|
|
if (node.layerManager !== undefined) {
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createPartFromNode(node.layerManager, node, node)
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}
|
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return
|
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}
|
|
}
|
|
}
|
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|
|
function addNetwork (node) {
|
|
if (node.network === undefined) {
|
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node.network = {
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name: 'Superalgos'
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|
}
|
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createPart('Network', node.network.name, node.network, node, node, 'Network')
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}
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|
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return node.network
|
|
}
|
|
|
|
function addNetworkNode (node) {
|
|
let networkNode = {
|
|
name: 'New Network Node'
|
|
}
|
|
if (node.networkNodes === undefined) {
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node.networkNodes = []
|
|
}
|
|
node.networkNodes.push(networkNode)
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|
createPart('Network Node', networkNode.name, networkNode, node, node, 'Network Node')
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|
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return networkNode
|
|
}
|
|
|
|
function addLayerManager (node) {
|
|
if (node.layerManager === undefined) {
|
|
node.layerManager = {
|
|
name: 'New Layer Manager',
|
|
layers: []
|
|
}
|
|
createPart('Layer Manager', node.layerManager.name, node.layerManager, node, node, 'Layer Manager')
|
|
}
|
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|
|
return node.layerManager
|
|
}
|
|
|
|
function addLayer (node) {
|
|
let layer = {
|
|
name: 'New Layer',
|
|
code: '{}'
|
|
}
|
|
node.layers.push(layer)
|
|
createPart('Layer', layer.name, layer, node, node, 'Layer')
|
|
|
|
return layer
|
|
}
|
|
|
|
function addTaskManager (node) {
|
|
let taskManager = {
|
|
name: 'New Task Manager',
|
|
tasks: []
|
|
}
|
|
if (node.taskManagers === undefined) {
|
|
node.taskManagers = []
|
|
}
|
|
node.taskManagers.push(taskManager)
|
|
createPart('Task Manager', taskManager.name, taskManager, node, node, 'Task Manager')
|
|
|
|
return taskManager
|
|
}
|
|
|
|
function addTask (node) {
|
|
let task = {
|
|
name: 'New Task'
|
|
}
|
|
node.tasks.push(task)
|
|
createPart('Task', task.name, task, node, node, 'Task')
|
|
|
|
return task
|
|
}
|
|
|
|
function addSensor (node) {
|
|
if (node.bot === undefined) {
|
|
node.bot = {
|
|
processes: []
|
|
}
|
|
createPart('Sensor', '', node.bot, node, node)
|
|
}
|
|
return node.bot
|
|
}
|
|
|
|
function addIndicator (node) {
|
|
if (node.bot === undefined) {
|
|
node.bot = {
|
|
processes: []
|
|
}
|
|
createPart('Indicator', '', node.bot, node, node)
|
|
}
|
|
return node.bot
|
|
}
|
|
|
|
function addTradingEngine (node) {
|
|
if (node.bot === undefined) {
|
|
node.bot = {
|
|
processes: []
|
|
}
|
|
createPart('Trading Engine', '', node.bot, node, node)
|
|
}
|
|
return node.bot
|
|
}
|
|
|
|
function addProcess (node) {
|
|
let process = {
|
|
code: '{}'
|
|
}
|
|
|
|
switch (node.type) {
|
|
case 'Sensor': {
|
|
process.subType = 'Sensor Process'
|
|
process.name = 'Sensor Process'
|
|
break
|
|
}
|
|
case 'Indicator': {
|
|
process.subType = 'Indicator Process'
|
|
process.name = 'Indicator Process'
|
|
break
|
|
}
|
|
case 'Trading Engine': {
|
|
process.subType = 'Trading Engine Process'
|
|
process.name = 'Trading Engine Process'
|
|
break
|
|
}
|
|
}
|
|
node.processes.push(process)
|
|
createPart('Process', process.name, process, node, node, 'Process')
|
|
|
|
return process
|
|
}
|
|
|
|
function addBacktestingSession (node) {
|
|
if (node.session === undefined) {
|
|
node.session = {
|
|
name: 'New Backtesting Session'
|
|
}
|
|
createPart('Backtesting Session', '', node.session, node, node)
|
|
}
|
|
|
|
return node.session
|
|
}
|
|
|
|
function addLiveTradingSession (node) {
|
|
if (node.session === undefined) {
|
|
node.session = {
|
|
name: 'New Live Trading Session'
|
|
}
|
|
createPart('Live Trading Session', '', node.session, node, node)
|
|
}
|
|
|
|
return node.session
|
|
}
|
|
|
|
function addFordwardTestingSession (node) {
|
|
if (node.session === undefined) {
|
|
node.session = {
|
|
name: 'New Fordward Testing Session'
|
|
}
|
|
createPart('Fordward Testing Session', '', node.session, node, node)
|
|
}
|
|
|
|
return node.session
|
|
}
|
|
|
|
function addPaperTradingSession (node) {
|
|
if (node.session === undefined) {
|
|
node.session = {
|
|
name: 'New Paper Trading Session'
|
|
}
|
|
createPart('Paper Trading Session', '', node.session, node, node)
|
|
}
|
|
|
|
return node.session
|
|
}
|
|
|
|
function addDefinition (node) {
|
|
let definition = {
|
|
name: 'New Definition'
|
|
}
|
|
node.rootNodes.push(definition)
|
|
createPart('Definition', definition.name, definition, node, undefined, 'Definition')
|
|
|
|
return definition
|
|
}
|
|
|
|
function addTradingSystem (node) {
|
|
if (node.tradingSystem === undefined) {
|
|
node.tradingSystem = {
|
|
strategies: []
|
|
}
|
|
createPart('Trading System', '', node.tradingSystem, node, node)
|
|
}
|
|
return node.tradingSystem
|
|
}
|
|
|
|
function addPersonalData (node) {
|
|
if (node.personalData === undefined) {
|
|
node.personalData = {
|
|
exchangeAccounts: []
|
|
}
|
|
createPart('Personal Data', '', node.personalData, node, node)
|
|
}
|
|
|
|
return node.personalData
|
|
}
|
|
|
|
function addExchangeAccount (parentNode) {
|
|
let personalData = parentNode
|
|
let exchangeAccount = {
|
|
name: 'New Account',
|
|
assets: [],
|
|
keys: []
|
|
}
|
|
personalData.exchangeAccounts.push(exchangeAccount)
|
|
createPart('Exchange Account', exchangeAccount.name, exchangeAccount, personalData, personalData, 'Exchange Account')
|
|
|
|
return exchangeAccount
|
|
}
|
|
|
|
function addExchangeAccountAsset (parentNode) {
|
|
let exchangeAccount = parentNode
|
|
let asset = {
|
|
name: 'New Asset'
|
|
}
|
|
exchangeAccount.assets.push(asset)
|
|
createPart('Exchange Account Asset', asset.name, asset, exchangeAccount, exchangeAccount, 'Account Asset')
|
|
|
|
return asset
|
|
}
|
|
|
|
function addExchangeAccountKey (parentNode) {
|
|
let exchangeAccount = parentNode
|
|
let key = {
|
|
name: 'New Key',
|
|
code: 'Paste your exchange API secret key here and the put the key name as this key object title. Secret keys are filtered out and NOT exported when using the SHARE menu option on any object at your workspace. Secret keys ARE downloaded when using the download button.'
|
|
}
|
|
exchangeAccount.keys.push(key)
|
|
createPart('Exchange Account Key', key.name, key, exchangeAccount, exchangeAccount, 'Account Key')
|
|
|
|
return key
|
|
}
|
|
|
|
function addStrategy (parentNode) {
|
|
let strategyParent = parentNode
|
|
let strategy = {
|
|
name: 'New Strategy',
|
|
active: true,
|
|
triggerStage: {
|
|
triggerOn: {
|
|
situations: []
|
|
},
|
|
triggerOff: {
|
|
situations: []
|
|
},
|
|
takePosition: {
|
|
situations: []
|
|
},
|
|
positionSize: {
|
|
formula: {
|
|
code: DEFAULT_FORMULA_TEXT
|
|
}
|
|
}
|
|
},
|
|
openStage: {
|
|
initialDefinition: {
|
|
stopLoss: {
|
|
phases: [],
|
|
maxPhases: 1
|
|
},
|
|
takeProfit: {
|
|
phases: [],
|
|
maxPhases: 1
|
|
}
|
|
}
|
|
},
|
|
manageStage: {
|
|
stopLoss: {
|
|
phases: []
|
|
},
|
|
takeProfit: {
|
|
phases: []
|
|
}
|
|
},
|
|
closeStage: {
|
|
}
|
|
}
|
|
|
|
strategyParent.strategies.push(strategy)
|
|
createPart('Strategy', strategy.name, strategy, strategyParent, strategyParent, 'Strategy')
|
|
createPart('Trigger Stage', '', strategy.triggerStage, strategy, strategy, 'Trigger Stage')
|
|
createPart('Open Stage', '', strategy.openStage, strategy, strategy, 'Open Stage')
|
|
createPart('Manage Stage', '', strategy.manageStage, strategy, strategy, 'Manage Stage')
|
|
createPart('Close Stage', '', strategy.closeStage, strategy, strategy, 'Close Stage')
|
|
createPart('Trigger On Event', '', strategy.triggerStage.triggerOn, strategy.triggerStage, strategy.triggerStage)
|
|
createPart('Trigger Off Event', '', strategy.triggerStage.triggerOff, strategy.triggerStage, strategy.triggerStage)
|
|
createPart('Take Position Event', '', strategy.triggerStage.takePosition, strategy.triggerStage, strategy.triggerStage)
|
|
createPart('Initial Definition', '', strategy.openStage.initialDefinition, strategy.openStage, strategy.openStage)
|
|
createPart('Position Size', '', strategy.openStage.initialDefinition.positionSize, strategy.openStage.initialDefinition, strategy.openStage.initialDefinition)
|
|
createPart('Position Rate', '', strategy.openStage.initialDefinition.positionRate, strategy.openStage.initialDefinition, strategy.openStage.initialDefinition)
|
|
createPart('Stop', '', strategy.manageStage.stopLoss, strategy.manageStage, strategy.manageStage)
|
|
createPart('Take Profit', '', strategy.manageStage.takeProfit, strategy.manageStage, strategy.manageStage)
|
|
createPart('Stop', 'Initial Stop', strategy.openStage.initialDefinition.stopLoss, strategy.openStage.initialDefinition, strategy.openStage.initialDefinition)
|
|
createPart('Take Profit', 'Initial Take Profit', strategy.openStage.initialDefinition.takeProfit, strategy.openStage.initialDefinition, strategy.openStage.initialDefinition)
|
|
createPart('Formula', '', strategy.triggerStage.positionSize.formula, strategy.triggerStage.positionSize, strategy.triggerStage.positionSize)
|
|
|
|
return strategy
|
|
}
|
|
|
|
function addParameters (node) {
|
|
if (node.parameters === undefined) {
|
|
node.parameters = {
|
|
name: 'Parameters'
|
|
}
|
|
createPart('Parameters', '', node.parameters, node, node)
|
|
addMissingParameters(node.parameters)
|
|
}
|
|
|
|
return node.parameters
|
|
}
|
|
|
|
function addMissingParameters (node) {
|
|
if (node.baseAsset === undefined) {
|
|
node.baseAsset = {
|
|
name: 'Base Asset',
|
|
code: DEFAULT_CONFIG_TEXT
|
|
}
|
|
createPart('Base Asset', '', node.baseAsset, node, node)
|
|
}
|
|
if (node.timeRange === undefined) {
|
|
node.timeRange = {
|
|
name: 'Time Range',
|
|
code: DEFAULT_CONFIG_TEXT
|
|
}
|
|
createPart('Time Range', '', node.timeRange, node, node)
|
|
}
|
|
if (node.timePeriod === undefined) {
|
|
node.timePeriod = {
|
|
name: 'Time Period',
|
|
code: DEFAULT_CONFIG_TEXT
|
|
}
|
|
createPart('Time Period', '', node.timePeriod, node, node)
|
|
}
|
|
if (node.slippage === undefined) {
|
|
node.slippage = {
|
|
name: 'Slippage',
|
|
code: DEFAULT_CONFIG_TEXT
|
|
}
|
|
createPart('Slippage', '', node.slippage, node, node)
|
|
}
|
|
if (node.feeStructure === undefined) {
|
|
node.feeStructure = {
|
|
name: 'Fee Structure',
|
|
code: DEFAULT_CONFIG_TEXT
|
|
}
|
|
createPart('Fee Structure', '', node.feeStructure, node, node)
|
|
}
|
|
}
|
|
|
|
function addMissingStages (node) {
|
|
if (node.triggerStage === undefined) {
|
|
node.triggerStage = {
|
|
triggerOn: {
|
|
situations: []
|
|
},
|
|
triggerOff: {
|
|
situations: []
|
|
},
|
|
takePosition: {
|
|
situations: []
|
|
},
|
|
positionSize: {
|
|
formula: {
|
|
code: DEFAULT_FORMULA_TEXT
|
|
}
|
|
}
|
|
}
|
|
createPart('Trigger Stage', '', node.triggerStage, node, node, 'Trigger Stage')
|
|
createPart('Trigger On Event', '', node.triggerStage.triggerOn, node.triggerStage, node.triggerStage)
|
|
createPart('Trigger Off Event', '', node.triggerStage.triggerOff, node.triggerStage, node.triggerStage)
|
|
createPart('Take Position Event', '', node.triggerStage.takePosition, node.triggerStage, node.triggerStage)
|
|
createPart('Formula', '', node.triggerStage.positionSize.formula, node.triggerStage.positionSize, node.triggerStage.positionSize)
|
|
}
|
|
if (node.openStage === undefined) {
|
|
node.openStage = {
|
|
initialDefinition: {
|
|
stopLoss: {
|
|
phases: [],
|
|
maxPhases: 1
|
|
},
|
|
takeProfit: {
|
|
phases: [],
|
|
maxPhases: 1
|
|
}
|
|
}
|
|
}
|
|
createPart('Open Stage', '', node.openStage, node, node, 'Open Stage')
|
|
createPart('Initial Definition', '', node.openStage.initialDefinition, node.openStage, node.openStage)
|
|
createPart('Stop', 'Initial Stop', node.openStage.initialDefinition.stopLoss, node.openStage.initialDefinition, node.openStage.initialDefinition)
|
|
createPart('Take Profit', 'Initial Take Profit', node.openStage.initialDefinition.takeProfit, node.openStage.initialDefinition, node.openStage.initialDefinition)
|
|
createPart('Position Size', 'Position Size', node.openStage.initialDefinition.positionSize, node.openStage.initialDefinition, node.openStage.initialDefinition)
|
|
createPart('Position Rate', 'Position Rate', node.openStage.initialDefinition.positionRate, node.openStage.initialDefinition, node.openStage.initialDefinition)
|
|
}
|
|
if (node.manageStage === undefined) {
|
|
node.manageStage = {
|
|
stopLoss: {
|
|
phases: []
|
|
},
|
|
takeProfit: {
|
|
phases: []
|
|
}
|
|
}
|
|
createPart('Manage Stage', '', node.manageStage, node, node, 'Manage Stage')
|
|
createPart('Stop', '', node.manageStage.stopLoss, node.manageStage, node.manageStage)
|
|
createPart('Take Profit', '', node.manageStage.takeProfit, node.manageStage, node.manageStage)
|
|
}
|
|
if (node.closeStage === undefined) {
|
|
node.closeStage = {
|
|
}
|
|
createPart('Close Stage', '', node.closeStage, node, node, 'Close Stage')
|
|
}
|
|
}
|
|
|
|
function addMissingEvents (node) {
|
|
if (node.triggerOn === undefined) {
|
|
node.triggerOn = {
|
|
situations: []
|
|
}
|
|
createPart('Trigger On Event', '', node.triggerOn, node, node)
|
|
}
|
|
if (node.triggerOff === undefined) {
|
|
node.triggerOff = {
|
|
situations: []
|
|
}
|
|
createPart('Trigger Off Event', '', node.triggerOff, node, node)
|
|
}
|
|
if (node.takePosition === undefined) {
|
|
node.takePosition = {
|
|
situations: []
|
|
}
|
|
createPart('Take Position Event', '', node.takePosition, node, node)
|
|
}
|
|
}
|
|
|
|
function addMissingItems (node) {
|
|
if (node.type === 'Initial Definition') {
|
|
if (node.stopLoss === undefined) {
|
|
node.stopLoss = {
|
|
phases: [],
|
|
maxPhases: 1
|
|
}
|
|
createPart('Stop', 'Initial Stop', node.stopLoss, node, node)
|
|
}
|
|
if (node.takeProfit === undefined) {
|
|
node.takeProfit = {
|
|
phases: [],
|
|
maxPhases: 1
|
|
}
|
|
createPart('Take Profit', 'Initial Take Profit', node.takeProfit, node, node)
|
|
}
|
|
if (node.positionSize === undefined) {
|
|
node.positionSize = {
|
|
name: 'Position Size',
|
|
formula: {
|
|
code: DEFAULT_FORMULA_TEXT
|
|
}
|
|
}
|
|
createPart('Position Size', '', node.positionSize, node, node)
|
|
createPart('Formula', '', node.positionSize.formula, node.positionSize, node.positionSize)
|
|
}
|
|
if (node.positionRate === undefined) {
|
|
node.positionRate = {
|
|
name: 'Position Rate',
|
|
formula: {
|
|
code: DEFAULT_FORMULA_TEXT
|
|
}
|
|
}
|
|
createPart('Position Rate', '', node.positionRate, node, node)
|
|
createPart('Formula', '', node.positionRate.formula, node.positionRate, node.positionRate)
|
|
}
|
|
} else {
|
|
if (node.stopLoss === undefined) {
|
|
node.stopLoss = {
|
|
phases: []
|
|
}
|
|
createPart('Stop', '', node.stopLoss, node, node)
|
|
}
|
|
if (node.takeProfit === undefined) {
|
|
node.takeProfit = {
|
|
phases: []
|
|
}
|
|
createPart('Take Profit', '', node.takeProfit, node, node)
|
|
}
|
|
}
|
|
}
|
|
|
|
function addInitialDefinition (node) {
|
|
if (node.initialDefinition === undefined) {
|
|
node.initialDefinition = {
|
|
stopLoss: {
|
|
phases: [],
|
|
maxPhases: 1
|
|
},
|
|
takeProfit: {
|
|
phases: [],
|
|
maxPhases: 1
|
|
}
|
|
}
|
|
createPart('Initial Definition', '', node.initialDefinition, node, node)
|
|
createPart('Stop', 'Initial Stop', node.initialDefinition.stopLoss, node.initialDefinition, node.initialDefinition)
|
|
createPart('Take Profit', 'Initial Take Profit', node.initialDefinition.takeProfit, node.initialDefinition, node.initialDefinition)
|
|
createPart('Position Size', '', node.initialDefinition.positionSize, node.initialDefinition, node.initialDefinition)
|
|
createPart('Formula', '', node.initialDefinition.positionSize.formula, node.initialDefinition.positionSize, node.initialDefinition.positionSize)
|
|
createPart('Position Rate', '', node.initialDefinition.positionRate, node.initialDefinition, node.initialDefinition)
|
|
createPart('Formula', '', node.initialDefinition.positionRate.formula, node.initialDefinition.positionRate, node.initialDefinition.positionRate)
|
|
}
|
|
|
|
return node.initialDefinition
|
|
}
|
|
|
|
function addOpenExecution (node) {
|
|
if (node.openExecution === undefined) {
|
|
node.openExecution = {}
|
|
createPart('Open Execution', '', node.openExecution, node, node)
|
|
}
|
|
|
|
return node.openExecution
|
|
}
|
|
|
|
function addCloseExecution (node) {
|
|
if (node.closeExecution === undefined) {
|
|
node.closeExecution = {}
|
|
createPart('Close Execution', '', node.closeExecution, node, node)
|
|
}
|
|
|
|
return node.closeExecution
|
|
}
|
|
|
|
function addFormula (node) {
|
|
if (node.formula === undefined) {
|
|
node.formula = {
|
|
code: DEFAULT_FORMULA_TEXT
|
|
}
|
|
createPart('Formula', '', node.formula, node, node)
|
|
}
|
|
|
|
return node.formula
|
|
}
|
|
|
|
function addNextPhaseEvent (node) {
|
|
if (node.nextPhaseEvent === undefined) {
|
|
node.nextPhaseEvent = {
|
|
situations: []
|
|
}
|
|
createPart('Next Phase Event', '', node.nextPhaseEvent, node, node)
|
|
}
|
|
|
|
return node.nextPhaseEvent
|
|
}
|
|
|
|
function addCode (node) {
|
|
if (node.code === undefined) {
|
|
node.code = {
|
|
code: DEFAULT_CODE_TEXT
|
|
}
|
|
createPart('Code', '', node.code, node, node)
|
|
}
|
|
|
|
return node.code
|
|
}
|
|
|
|
function addPhase (parentNode) {
|
|
if (parentNode.maxPhases !== undefined) {
|
|
if (parentNode.phases.length >= parentNode.maxPhases) {
|
|
return
|
|
}
|
|
}
|
|
let phaseParent = parentNode
|
|
let m = phaseParent.phases.length
|
|
|
|
if (phaseParent.payload.parentNode !== undefined) {
|
|
if (phaseParent.payload.parentNode.type === 'Initial Definition' && m > 0) { return }
|
|
}
|
|
|
|
let phase = {
|
|
name: 'New Phase',
|
|
formula: {
|
|
code: DEFAULT_FORMULA_TEXT
|
|
},
|
|
nextPhaseEvent: {
|
|
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')
|
|
createPart('Formula', '', phase.formula, phase, phase, 'Formula')
|
|
createPart('Next Phase Event', '', phase.nextPhaseEvent, phase, phase)
|
|
|
|
return phase
|
|
}
|
|
|
|
function addSituation (parentNode) {
|
|
let m = parentNode.situations.length
|
|
let situation = {
|
|
name: 'New Situation',
|
|
conditions: []
|
|
}
|
|
parentNode.situations.push(situation)
|
|
createPart('Situation', situation.name, situation, parentNode, parentNode, 'Situation')
|
|
|
|
return situation
|
|
}
|
|
|
|
function addCondition (parentNode) {
|
|
let situation = parentNode
|
|
let m = situation.conditions.length
|
|
let condition = {
|
|
name: 'New Condition',
|
|
code: {
|
|
code: DEFAULT_CODE_TEXT
|
|
}
|
|
}
|
|
situation.conditions.push(condition)
|
|
createPart('Condition', condition.name, condition, situation, situation, 'Condition')
|
|
createPart('Code', '', condition.code, condition, condition, 'Code')
|
|
|
|
return condition
|
|
}
|
|
|
|
function createPart (partType, name, node, parentNode, chainParent, title) {
|
|
let payload = {}
|
|
|
|
if (name === '' || name === undefined) { name = 'My ' + partType }
|
|
if (node.savedPayload !== undefined) {
|
|
payload.targetPosition = {
|
|
x: node.savedPayload.targetPosition.x,
|
|
y: node.savedPayload.targetPosition.y
|
|
}
|
|
node.savedPayload.targetPosition = undefined
|
|
|
|
if (payload.targetPosition.x === null) { payload.targetPosition.x = spawnPosition.x }
|
|
if (payload.targetPosition.y === null) { payload.targetPosition.y = spawnPosition.y }
|
|
} else {
|
|
if (chainParent === undefined) {
|
|
payload.targetPosition = {
|
|
x: spawnPosition.x,
|
|
y: spawnPosition.y
|
|
}
|
|
if (partType === 'Workspace' || partType === 'Trading System') {
|
|
payload.position = {
|
|
x: spawnPosition.x,
|
|
y: spawnPosition.y
|
|
}
|
|
}
|
|
} 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 = canvas.strategySpace.workspace.onMenuItemClick
|
|
|
|
if (node.id === undefined) {
|
|
node.id = newUniqueId()
|
|
}
|
|
node.payload = payload
|
|
node.type = partType
|
|
canvas.floatingSpace.strategyPartConstructor.createStrategyPart(payload)
|
|
}
|
|
}
|