Superalgos/Trading/TradingSystem.js

exports.newTradingSystem = function newTradingSystem(bot, logger) {

    const MODULE_NAME = 'Trading System'

    let thisObject = {
        evalConditions: evalConditions,
        evalFormulas: evalFormulas,
        initialize: initialize,
        finalize: finalize
    }

    let chart

    let conditions = new Map()
    let conditionsValues = []
    let conditionsErrors = []

    let formulas = new Map()
    let formulasValues = []
    let formulasErrors = []

    return thisObject

    function initialize(pChart) {
        chart = pChart
    }

    function finalize() {
        chart = undefined

        conditions = undefined
        conditionsValues = undefined
        conditionsErrors = undefined

        formulas = undefined
        formulasValues = undefined
        formulasErrors = undefined
    }

    function evalConditions() {
        evalNode(bot.TRADING_SYSTEM, 'Conditions')
    }

    function evalFormulas() {
        evalNode(bot.TRADING_SYSTEM, 'Formulas')
    }

    function evalNode(node, evaluating) {
        if (node === undefined) { return }

        /* Here we check if there is a codition to be evaluated */
        if (node.type === 'Condition' && evaluating === 'Conditions') {
            if (node.code !== undefined) {
                /* We will eval this condition */
                evalCondition(node)
            }
        }

        /* Here we check if there is a formula to be evaluated */
        if (node.type === 'Formula' && evaluating === 'Formulas') {
            if (node.code !== undefined) {
                /* We will eval this condition */
                evalFormula(node)
            }
        }

        /* Now we go down through all this node children */
        let nodeDefinition = bot.APP_SCHEMA_MAP.get(node.type)
        if (nodeDefinition === undefined) { return }

        if (nodeDefinition.properties !== undefined) {
            let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children.
            for (let i = 0; i < nodeDefinition.properties.length; i++) {
                let property = nodeDefinition.properties[i]

                switch (property.type) {
                    case 'node': {
                        if (property.name !== previousPropertyName) {
                            if (node[property.name] !== undefined) {
                                evalNode(node[property.name])
                            }
                            previousPropertyName = property.name
                        }
                        break
                    }
                    case 'array': {
                        if (node[property.name] !== undefined) {
                            let nodePropertyArray = node[property.name]
                            object[property.name] = []
                            for (let m = 0; m < nodePropertyArray.length; m++) {
                                evalNode(nodePropertyArray[m])
                            }
                        }
                        break
                    }
                }
            }
        }
    }

    function evalCondition(node) {
        let value

        try {
            value = eval(node.code)
        } catch (err) {
            /*
                One possible error is that the conditions references a .previous that is undefined. For this
                reason and others, we will simply set the value to false.
            */
            value = false

            if (node.code.indexOf('previous') > -1 && err.message.indexOf('of undefined') > -1 ||
                node.code.indexOf('chart') > -1 && err.message.indexOf('of undefined') > -1
            ) {
                /*
                    We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined.
                */
            } else {
                node.error = err.message + ' @ ' + (new Date(candle.begin)).toLocaleString()
            }
        }

        conditions.set(node.id, value)

        if (value === true) {
            conditionsValues.push(1)
        } else {
            conditionsValues.push(0)
        }
    }

    function evalFormula(node) {
        let value

        try {
            value = eval(node.code)
        } catch (err) {
            /*
                One possible error is that the conditions references a .previous that is undefined. For this
                reason and others, we will simply set the value to false.
            */
            value = false

            if (node.code.indexOf('previous') > -1 && err.message.indexOf('of undefined') > -1 ||
                node.code.indexOf('chart') > -1 && err.message.indexOf('of undefined') > -1
            ) {
                /*
                    We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined.
                */
            } else {
                node.error = err.message + ' @ ' + (new Date(candle.begin)).toLocaleString()
            }
        }

        formulas.set(node.id, value)

        if (value === true) {
            formulaValues.push(1)
        } else {
            formulaValues.push(0)
        }
    }
}