Files
Superalgos/TradingSimulation.js
T

844 lines
29 KiB
JavaScript

function newAAMastersPlottersTradingSimulationTradingSimulation() {
const MODULE_NAME = "Simulation Plotter";
const ERROR_LOG = true;
const INTENSIVE_LOG = false;
const logger = newWebDebugLog();
logger.fileName = MODULE_NAME;
let thisObject = {
// Main functions and properties.
initialize: initialize,
finalize: finalize,
container: undefined,
getContainer: getContainer,
setTimePeriod: setTimePeriod,
setDatetime: setDatetime,
draw: draw,
recalculateScale: recalculateScale,
/* Events declared outside the plotter. */
onDailyFileLoaded: onDailyFileLoaded,
// Secondary functions and properties.
currentRecord: undefined
};
/* this is part of the module template */
let container = newContainer(); // Do not touch this 3 lines, they are just needed.
container.initialize();
thisObject.container = container;
let timeLineCoordinateSystem = newTimeLineCoordinateSystem(); // Needed to be able to plot on the timeline, otherwise not.
let timePeriod; // This will hold the current Time Period the user is at.
let datetime; // This will hold the current Datetime the user is at.
let marketFile; // This is the current Market File being plotted.
let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
let marketFiles; // This object will provide the different Market Files at different Time Periods.
let dailyFiles; // This object will provide the different File Cursors at different Time Periods.
/* these are module specific variables: */
let records = []; // Here we keep the records to be ploted every time the Draw() function is called by the AAWebPlatform.
let imageStopLossPhase;
let imageTakeProfitPhase;
let imageRecord;
let zoomChangedEventSubscriptionId
let offsetChangedEventSubscriptionId
let filesUpdatedEventSubscriptionId
let dragFinishedEventSubscriptionId
let dimmensionsChangedEventSubscriptionId
return thisObject;
function finalize() {
try {
/* Stop listening to the necesary events. */
viewPort.eventHandler.stopListening(zoomChangedEventSubscriptionId);
viewPort.eventHandler.stopListening(offsetChangedEventSubscriptionId);
marketFiles.eventHandler.stopListening(filesUpdatedEventSubscriptionId);
canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
/* icons */
imageStopLossPhase = undefined;
imageTakeProfitPhase = undefined;
imageRecord = undefined;
/* Destroy References */
marketFiles = undefined;
dailyFiles = undefined;
datetime = undefined;
timePeriod = undefined;
marketFile = undefined;
fileCursor = undefined;
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
}
}
function initialize(pStorage, pExchange, pMarket, pDatetime, pTimePeriod, callBackFunction) {
try {
/* Store the information received. */
marketFiles = pStorage.marketFiles[0];
dailyFiles = pStorage.dailyFiles[0];
datetime = pDatetime;
timePeriod = pTimePeriod;
/* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */
marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster.
recalculateScale();
/* Now we set the right files according to current Period. */
marketFile = marketFiles.getFile(pTimePeriod);
fileCursor = dailyFiles.getFileCursor(pTimePeriod);
/* Listen to the necesary events. */
zoomChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged);
offsetChangedEventSubscriptionId = viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged);
filesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onFilesUpdated);
dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
/* Get ready for plotting. */
recalculate();
/* Ready for when dimmension changes. */
dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
recalculateScale()
recalculate();
})
/* Loading a few icons */
imageStopLossPhase = canvas.strategySpace.iconByPartType.get('Stop');
imageTakeProfitPhase = canvas.strategySpace.iconByPartType.get('Phase');
imageRecord = canvas.strategySpace.iconByPartType.get('Trading System');
callBackFunction();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
}
}
function getContainer(point) {
let container;
/* First we check if this point is inside this space. */
if (this.container.frame.isThisPointHere(point) === true) {
return this.container;
} else {
/* This point does not belong to this space. */
return undefined;
}
}
function onFilesUpdated() {
try {
let newMarketFile = marketFiles.getFile(timePeriod);
if (newMarketFile !== undefined) {
marketFile = newMarketFile;
recalculate();
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onFilesUpdated -> err = " + err.stack); }
}
}
function setTimePeriod(pTimePeriod) {
try {
if (timePeriod !== pTimePeriod) {
timePeriod = pTimePeriod;
if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
marketFile = marketFiles.getFile(pTimePeriod);
recalculate();
} else {
let newFileCursor = dailyFiles.getFileCursor(pTimePeriod);
fileCursor = newFileCursor; // In this case, we explicitly want that if there is no valid cursor, we invalidate the data and show nothing.
recalculate();
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err = " + err.stack); }
}
}
function setDatetime(pDatetime) {
datetime = pDatetime;
}
function onDailyFileLoaded(event) {
try {
if (event.currentValue === event.totalValue) {
/* This happens only when all of the files in the cursor have been loaded. */
recalculate();
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); }
}
}
function draw() {
try {
if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); }
this.container.frame.draw();
plotChart();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); }
}
}
function recalculate() {
try {
records = []
if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
recalculateUsingMarketFiles();
} else {
recalculateUsingDailyFiles();
}
thisObject.container.eventHandler.raiseEvent("Records Changed", records);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
}
}
function recalculateUsingDailyFiles() {
try {
if (fileCursor === undefined) {
records = [];
return;
} // We need to wait
if (fileCursor.files.size === 0) {
records = [];
return;
} // We need to wait until there are files in the cursor
let daysOnSides = getSideDays(timePeriod);
let leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, thisObject.container, timeLineCoordinateSystem);
let rightDate = getDateFromPoint(viewPort.visibleArea.topRight, thisObject.container, timeLineCoordinateSystem);
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
let currentDate = new Date(farLeftDate.valueOf());
records = [];
while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) {
let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2);
let dailyFile = fileCursor.files.get(stringDate);
if (dailyFile !== undefined) {
for (let i = 0; i < dailyFile.length; i++) {
let record = {};
record.begin = dailyFile[i][0];
record.end = dailyFile[i][1];
record.type = dailyFile[i][2];
record.rate = dailyFile[i][3];
record.amount = dailyFile[i][4];
record.balanceA = dailyFile[i][5];
record.balanceB = dailyFile[i][6];
record.profit = dailyFile[i][7];
record.lastProfit = dailyFile[i][8];
record.stopLoss = dailyFile[i][9];
record.roundtrips = dailyFile[i][10];
record.hits = dailyFile[i][11];
record.fails = dailyFile[i][12];
record.hitRatio = dailyFile[i][13];
record.ROI = dailyFile[i][14];
record.periods = dailyFile[i][15];
record.days = dailyFile[i][16];
record.anualizedRateOfReturn = dailyFile[i][17];
record.sellRate = dailyFile[i][18];
record.lastProfitPercent = dailyFile[i][19];
record.strategy = dailyFile[i][20];
record.strategyPhase = dailyFile[i][21];
record.takeProfit = dailyFile[i][22];
record.stopLossPhase = dailyFile[i][23];
record.takeProfitPhase = dailyFile[i][24];
record.positionSize = dailyFile[i][26]; // 25 is the message for the executor
record.initialBalanceA = dailyFile[i][27];
record.minimunBalanceA = dailyFile[i][28];
record.maximunBalanceA = dailyFile[i][29];
record.initialBalanceB = dailyFile[i][30];
record.minimunBalanceB = dailyFile[i][31];
record.maximunBalanceB = dailyFile[i][32];
if (record.begin >= farLeftDate.valueOf() && record.end <= farRightDate.valueOf()) {
records.push(record);
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
thisObject.currentRecord = record;
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
}
}
}
}
currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS);
}
/* Lests check if all the visible screen is going to be covered by records. */
let lowerEnd = leftDate.valueOf();
let upperEnd = rightDate.valueOf();
if (records.length > 0) {
if (records[0].begin > lowerEnd || records[records.length - 1].end < upperEnd) {
setTimeout(recalculate, 2000);
//console.log("File missing while calculating records, scheduling a recalculation in 2 seconds.");
}
}
//console.log("Olivia > recalculateUsingDailyFiles > total records generated : " + records.length);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); }
}
}
function recalculateUsingMarketFiles() {
try {
if (marketFile === undefined) { return; } // Initialization not complete yet.
let daysOnSides = getSideDays(timePeriod);
let leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, thisObject.container, timeLineCoordinateSystem);
let rightDate = getDateFromPoint(viewPort.visibleArea.topRight, thisObject.container, timeLineCoordinateSystem);
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
records = [];
for (let i = 0; i < marketFile.length; i++) {
let record = {};
record.begin = marketFile[i][0];
record.end = marketFile[i][1];
record.type = marketFile[i][2];
record.rate = marketFile[i][3];
record.amount = marketFile[i][4];
record.balanceA = marketFile[i][5];
record.balanceB = marketFile[i][6];
record.profit = marketFile[i][7];
record.lastProfit = marketFile[i][8];
record.stopLoss = marketFile[i][9];
record.roundtrips = marketFile[i][10];
record.hits = marketFile[i][11];
record.fails = marketFile[i][12];
record.hitRatio = marketFile[i][13];
record.ROI = marketFile[i][14];
record.periods = marketFile[i][15];
record.days = marketFile[i][16];
record.anualizedRateOfReturn = marketFile[i][17];
record.sellRate = marketFile[i][18];
record.lastProfitPercent = marketFile[i][19];
record.strategy = marketFile[i][20];
record.strategyPhase = marketFile[i][21];
record.takeProfit = marketFile[i][22];
record.stopLossPhase = marketFile[i][23];
record.takeProfitPhase = marketFile[i][24];
record.positionSize = marketFile[i][26]; // 25 is the message for the executor
record.initialBalanceA = marketFile[i][27];
record.minimunBalanceA = marketFile[i][28];
record.maximunBalanceA = marketFile[i][29];
record.initialBalanceB = marketFile[i][30];
record.minimunBalanceB = marketFile[i][31];
record.maximunBalanceB = marketFile[i][32];
if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) {
records.push(record);
if (datetime.valueOf() >= record.begin && datetime.valueOf() <= record.end) {
thisObject.currentRecord = record;
thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentRecord);
}
}
}
//console.log("Olivia > recalculateUsingMarketFiles > total records generated : " + records.length);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); }
}
}
function recalculateScale() {
try {
if (timeLineCoordinateSystem.maxValue > 0) { return; } // Already calculated.
let minValue = {
x: MIN_PLOTABLE_DATE.valueOf(),
y: 0
};
let maxValue = {
x: MAX_PLOTABLE_DATE.valueOf(),
y: nextPorwerOf10(USDT_BTC_HTH) / 4 // TODO: This 4 is temporary
};
timeLineCoordinateSystem.initialize(
minValue,
maxValue,
thisObject.container.frame.width,
thisObject.container.frame.height
);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err = " + err.stack); }
}
}
function plotChart() {
try {
let userPosition = getUserPosition()
let userPositionDate = userPosition.point.x
let record;
/* Now we calculate and plot the records */
for (let i = 0; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1
record = records[i];
/* Send the current record to the panel */
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
let currentRecord = {
innerRecord: record
};
thisObject.container.eventHandler.raiseEvent("Current Record Changed", currentRecord);
}
let stopLossPhase = 0;
let takeProfitPhase = 0;
if (i > 0) {
if (record.stopLossPhase !== records[i - 1].stopLossPhase) {
stopLossPhase = record.stopLossPhase;
}
if (record.takeProfitPhase !== records[i - 1].takeProfitPhase) {
takeProfitPhase = record.takeProfitPhase;
}
}
let recordPoint1 = {
x: record.begin + timePeriod / 7 * 1.5,
y: thisObject.container.frame.height
};
let recordPoint2 = {
x: record.end + timePeriod / 7 * 5.5,
y: thisObject.container.frame.height
};
let recordPoint3 = {
x: recordPoint1.x + (recordPoint2.x - recordPoint1.x) / 2,
y: thisObject.container.frame.height
};
let recordPoint4 = {
x: record.begin,
y: record.stopLoss
};
let recordPoint5 = {
x: record.end,
y: record.stopLoss
};
if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero.
recordPoint4.x = 0;
recordPoint5.x = 0;
}
let recordPoint6 = {
x: record.begin,
y: record.sellRate
};
let recordPoint7 = {
x: record.end,
y: record.sellRate
};
if (record.sellRate === 0) { // Put these points out of range if sellRate is zero.
recordPoint6.x = 0;
recordPoint7.x = 0;
}
let recordPoint8 = {
x: record.begin,
y: record.takeProfit
};
let recordPoint9 = {
x: record.end,
y: record.takeProfit
};
if (record.takeProfit === 0) { // Put these points out of range if takeProfit is zero.
recordPoint8.x = 0;
recordPoint9.x = 0;
}
recordPoint1 = timeLineCoordinateSystem.transformThisPoint(recordPoint1);
recordPoint2 = timeLineCoordinateSystem.transformThisPoint(recordPoint2);
recordPoint3 = timeLineCoordinateSystem.transformThisPoint(recordPoint3);
recordPoint4 = timeLineCoordinateSystem.transformThisPoint(recordPoint4);
recordPoint5 = timeLineCoordinateSystem.transformThisPoint(recordPoint5);
recordPoint6 = timeLineCoordinateSystem.transformThisPoint(recordPoint6);
recordPoint7 = timeLineCoordinateSystem.transformThisPoint(recordPoint7);
recordPoint8 = timeLineCoordinateSystem.transformThisPoint(recordPoint8);
recordPoint9 = timeLineCoordinateSystem.transformThisPoint(recordPoint9);
recordPoint1 = transformThisPoint(recordPoint1, thisObject.container);
recordPoint2 = transformThisPoint(recordPoint2, thisObject.container);
recordPoint3 = transformThisPoint(recordPoint3, thisObject.container);
recordPoint4 = transformThisPoint(recordPoint4, thisObject.container);
recordPoint5 = transformThisPoint(recordPoint5, thisObject.container);
recordPoint6 = transformThisPoint(recordPoint6, thisObject.container);
recordPoint7 = transformThisPoint(recordPoint7, thisObject.container);
recordPoint8 = transformThisPoint(recordPoint8, thisObject.container);
recordPoint9 = transformThisPoint(recordPoint9, thisObject.container);
recordPoint1 = viewPort.fitIntoVisibleArea(recordPoint1);
recordPoint2 = viewPort.fitIntoVisibleArea(recordPoint2);
recordPoint3 = viewPort.fitIntoVisibleArea(recordPoint3);
recordPoint4 = viewPort.fitIntoVisibleArea(recordPoint4);
recordPoint5 = viewPort.fitIntoVisibleArea(recordPoint5);
recordPoint6 = viewPort.fitIntoVisibleArea(recordPoint6);
recordPoint7 = viewPort.fitIntoVisibleArea(recordPoint7);
recordPoint8 = viewPort.fitIntoVisibleArea(recordPoint8);
recordPoint9 = viewPort.fitIntoVisibleArea(recordPoint9);
recordPoint1 = thisObject.fitFunction(recordPoint1);
recordPoint2 = thisObject.fitFunction(recordPoint2);
recordPoint3 = thisObject.fitFunction(recordPoint3);
recordPoint4 = thisObject.fitFunction(recordPoint4);
recordPoint5 = thisObject.fitFunction(recordPoint5);
recordPoint6 = thisObject.fitFunction(recordPoint6);
recordPoint7 = thisObject.fitFunction(recordPoint7);
recordPoint8 = thisObject.fitFunction(recordPoint8);
recordPoint9 = thisObject.fitFunction(recordPoint9);
/* Image representing a Record */
let imageOffset = {
x: 0,
y: 30
}
let imageSize = (recordPoint2.x - recordPoint1.x) / 2;
let recordLabel = record.periods.toLocaleString()
if (imageSize < 8) {
if (recordLabel[recordLabel.length - 1] !== '0' || imageSize < 4)
recordLabel = ''
}
let labelOffset = {
x: 0 - imageSize / 2 + 3 + imageOffset.x,
y: -2 + imageOffset.y
}
let imagePosition = {
x: recordPoint1.x + imageOffset.x,
y: recordPoint1.y + imageOffset.y
}
imagePosition = thisObject.fitFunction(imagePosition)
if (imageRecord.canDrawIcon === true) {
browserCanvasContext.drawImage(imageRecord, imagePosition.x, imagePosition.y, imageSize, imageSize);
browserCanvasContext.save();
browserCanvasContext.translate(recordPoint3.x + labelOffset.x, recordPoint3.y + labelOffset.y);
browserCanvasContext.rotate(-Math.PI / 2);
printLabel(recordLabel, 0, 0, '1', 8);
browserCanvasContext.restore();
}
if (recordPoint4.x < viewPort.visibleArea.bottomLeft.x || recordPoint4.x > viewPort.visibleArea.bottomRight.x) {
continue;
}
/* Next we are drawing the position Rate */
browserCanvasContext.beginPath();
browserCanvasContext.moveTo(recordPoint6.x, recordPoint6.y);
browserCanvasContext.lineTo(recordPoint7.x, recordPoint7.y);
browserCanvasContext.closePath();
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.MANGANESE_PURPLE + ', 1)';
browserCanvasContext.lineWidth = 1
browserCanvasContext.setLineDash([1, 4])
if (userPositionDate >= record.begin && userPositionDate <= record.end) {
browserCanvasContext.lineWidth = 5
browserCanvasContext.setLineDash([3, 4])
/* highlight the current record */
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
}
browserCanvasContext.stroke()
browserCanvasContext.setLineDash([0, 0])
imageSize = 20;
let imageToDraw;
/* Depending on what is on top, it is also the text and image of the take profit / stop loss */
let yOffset = 0
if (record.takeProfit > record.stopLoss) { yOffset = imageSize * 2 }
/* Next we are drawing the stopLoss floor / ceilling */
browserCanvasContext.beginPath();
browserCanvasContext.moveTo(recordPoint4.x, recordPoint4.y);
browserCanvasContext.lineTo(recordPoint5.x, recordPoint5.y);
browserCanvasContext.closePath();
let opacity = 0.8
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', ' + opacity + '';
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.lineWidth = 5
browserCanvasContext.stroke()
if (imageStopLossPhase.canDrawIcon === true && stopLossPhase > 0) {
browserCanvasContext.drawImage(imageStopLossPhase, recordPoint5.x - imageSize, recordPoint5.y - imageSize * 1.25 + yOffset, imageSize, imageSize);
printLabel(stopLossPhase - 1, recordPoint5.x - imageSize / 2 - 3, recordPoint5.y - imageSize * 1.5 + yOffset * 2, '1', 9);
}
/* Next we are drawing the Take Profit */
browserCanvasContext.beginPath();
browserCanvasContext.moveTo(recordPoint8.x, recordPoint8.y);
browserCanvasContext.lineTo(recordPoint9.x, recordPoint9.y);
browserCanvasContext.closePath();
opacity = 0.6
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.GREEN + ', ' + opacity + '';
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.lineWidth = 5
browserCanvasContext.stroke()
if (imageTakeProfitPhase.canDrawIcon === true && takeProfitPhase > 0) {
browserCanvasContext.drawImage(imageTakeProfitPhase, recordPoint9.x - imageSize * 2 / 3, recordPoint9.y + imageSize / 4 - yOffset, imageSize, imageSize);
printLabel(takeProfitPhase - 1, recordPoint9.x - imageSize * 1 / 3, recordPoint9.y + imageSize * 1.9 - yOffset * 2, '1', 9);
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
}
}
function onZoomChanged(event) {
try {
recalculate();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onZoomChanged -> err = " + err.stack); }
}
}
function onOffsetChanged() {
try {
if (Math.random() * 100 > 95) {
recalculate()
};
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onOffsetChanged -> err = " + err.stack); }
}
}
function onDragFinished() {
try {
recalculate();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); }
}
}
}