init

ai.js

@@ -11,7 +11,7 @@ let candles = []
 let timeFrame = 0
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData) {
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData,fft) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     let saveData = []
     candles = candlesData
@@ -50,6 +50,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let targets = []
     let detailLevel = []
     let durDetail = []
+    let runBefore=false
+    let countDrop=0
 
     let dur
     try {
@@ -71,6 +73,19 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
         if (maxDays > maxTradeDays)
             return null
+
+
+        if (data[i].profit <0)
+            countDrop++
+        else
+            countDrop=0
+        if (runBefore ===false)
+        {
+
+            if (countDrop <fft)
+                continue
+        }
+        runBefore=true
         let obj
         if (step === 0) {
             unixStart = data[i].unixOpen
@@ -172,6 +187,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
         }
         if (d.done === true) {
+            runBefore=false
             let endDays = getNewMinDiff(startDays, data[i].closeDate)
             detailLevel.push({step: step, dur: endDays})
             durDetail.push({

analyse.bat

+node analyse.js
\ No newline at end of file

analyse.js

+const fs = require('fs')
+let moment = require('moment-timezone')
+const _=require('lodash')
+init()
+
+
+async function init() {
+    try {
+        await fs.mkdirSync('analyse')
+
+    } catch (e) {
+
+    }
+    let files = await fs.readdirSync('analyse')
+    let prom = []
+    for (let i = 0; i < files.length; i++) {
+        if (files[i].includes('.csv')) {
+            prom.push(format(files[i]))
+        }
+
+    }
+
+    await Promise.all(prom)
+
+}
+
+
+async function format(name) {
+    let res = await fs.readFileSync('./analyse/' + name, 'utf8');
+    res = res.split('\n')
+
+
+
+
+
+let list=[]
+    let pluser=0
+    for (let i = 1; i <(res.length-1); i ++) {
+let d=res[i].split(',')
+        try {
+    let profit=parseFloat(d[7])
+            if (profit<0)
+            {
+                pluser++
+            }
+           else
+            {
+                if (pluser !==0)
+                    list.push(pluser)
+                pluser=0
+            }
+        }
+        catch (e)
+        {
+
+        }
+
+
+    }
+    let arr2=_.uniq(list)
+    arr2=_.orderBy(arr2)
+    let arr=[]
+    for (let i=0;i<arr2.length;i++)
+    {
+        let counter=0
+        for (let j=0;j<list.length;j++)
+            if (list[j] ===arr2[i])
+                counter++
+
+        arr.push({number:arr2[i],count:counter})
+    }
+    console.log(arr)
+//     arr= await Promise.all(arr)
+// //console.log(arr)
+//     let t = header + '\n'
+//     for (let i = 0; i < arr.length; i++) {
+//         t = t + arr[i]
+//         if (i <arr.length-1)
+//             t=t+'\n'
+//     }
+//
+//     await createFile(name, t)
+//     console.log('done')
+}
+
+
+function createFile(name, body) {
+    return new Promise(function (resolve, reject) {
+        fs.writeFile('analyse/' + name, body, 'utf8', function (err) {
+            if (err) reject(err);
+            else resolve(true);
+        });
+    });
+}
\ No newline at end of file

csv.js

@@ -6,7 +6,7 @@ let moment = require('moment-timezone')
 let ai = require('./ai')
 
 
-async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles) {
+async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft) {
 
     return new Promise(function (resolve, reject) {
         let arr = []
@@ -15,12 +15,12 @@ async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLeve
             .pipe(csv.parse({headers: true}))
             .on('error', error => reject(error))
             .on('data', row => arr.push(row))
-            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles)));
+            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft)));
     });
 }
 
 
-function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles) {
+function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft) {
 
     data = JSON.stringify(data)
 
@@ -140,7 +140,7 @@ function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,
 
     let cz = []
     for (let i = 0; i < config.length; i++) {
-        let d = ai.run(arr, config[i], risk, pfTrade, riskFreeLevel,detail,loss,dur,maxTradeDays,targetPercentage,candles)
+        let d = ai.run(arr, config[i], risk, pfTrade, riskFreeLevel,detail,loss,dur,maxTradeDays,targetPercentage,candles,fft)
         if (d !== null)
             cz.push(d)
     }

generate.js

@@ -20,7 +20,7 @@ run()
 
 async function run()
 {
-    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:10000,pfTrade:2,side:'both',riskFreeLevel:100,onlyShortLong:false,loss:0,level:200,dur:1500,maxTradeDays:40,targetPercentage:{enable:true}}
+    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:10000,pfTrade:2,side:'both',riskFreeLevel:100,onlyShortLong:false,loss:0,level:200,dur:1500,maxTradeDays:40,targetPercentage:{enable:true},fft:1}
     let detail=['configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv&zarib param:1.1 base:200 target:1']
     obj.detail=detail
     let all=[]

run.js

@@ -44,7 +44,7 @@ async function run() {
     for (let i = 0; i < files.length; i++)
         if (files[i].includes('.csv')) {
             csvFile = files[i]
-            arr.push(csv.parse(directory, files[i], configs.data, configs.risk, configs.pfTrade, configs.side, configs.riskFreeLevel, JSON.parse(checks), configs.onlyShortLong, configs.loss,configs.dur,configs.maxTradeDays,configs.targetPercentage,arr5))
+            arr.push(csv.parse(directory, files[i], configs.data, configs.risk, configs.pfTrade, configs.side, configs.riskFreeLevel, JSON.parse(checks), configs.onlyShortLong, configs.loss,configs.dur,configs.maxTradeDays,configs.targetPercentage,arr5,configs.fft))
         }
 
     arr = await Promise.all(arr)