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Administrator
ai
Commits
31da9710
Commit
31da9710
authored
Jan 27, 2022
by
Ahmad Nemati
Browse files
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parent
675c8646
Changes
2
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2 changed files
with
18 additions
and
14 deletions
+18
-14
ai.js
ai.js
+13
-9
generate.js
generate.js
+5
-5
No files found.
ai.js
View file @
31da9710
...
@@ -17,8 +17,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
...
@@ -17,8 +17,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
let
commision
=
config
.
commision
let
commision
=
config
.
commision
let
money
=
config
.
base
let
money
=
config
.
base
let
total
=
0
let
total
=
0
let
days
=
0
let
maxDays
=
0
let
maxDays
=
0
let
startDays
=
0
let
allTotal
=
0
let
allTotal
=
0
let
maxReserve
=
0
let
maxReserve
=
0
let
maxMeta
=
0
let
maxMeta
=
0
...
@@ -28,6 +28,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
...
@@ -28,6 +28,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
let
maxLevel
=
0
let
maxLevel
=
0
// console.log(data)
// console.log(data)
let
step
=
0
let
step
=
0
let
reserv
=
0
let
reserv
=
0
let
meta
=
0
let
meta
=
0
...
@@ -54,8 +55,10 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
...
@@ -54,8 +55,10 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
return
null
return
null
for
(
let
i
=
0
;
i
<
data
.
length
;
i
++
)
{
for
(
let
i
=
0
;
i
<
data
.
length
;
i
++
)
{
let
obj
let
obj
if
(
step
===
0
)
if
(
step
===
0
)
{
startDays
=
data
[
i
].
openDate
money
=
config
.
base
money
=
config
.
base
}
else
{
else
{
if
(
config
.
type
===
zarib
)
if
(
config
.
type
===
zarib
)
money
=
lastMoney
*
config
.
param
money
=
lastMoney
*
config
.
param
...
@@ -87,11 +90,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
...
@@ -87,11 +90,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
if
(
step
>
riskFreeLevel
)
if
(
step
>
riskFreeLevel
)
riskfree
=
true
riskfree
=
true
let
d
=
inlineCheck
(
money
,
commision
,
data
[
i
],
profit
,
lastCom
,
config
.
target
,
riskfree
)
let
d
=
inlineCheck
(
money
,
commision
,
data
[
i
],
profit
,
lastCom
,
config
.
target
,
riskfree
)
let
tempDay
=
getMinDiff
(
data
[
i
].
openDate
,
data
[
i
].
closeDate
)
days
=
days
+
tempDay
if
(
days
>
maxDays
)
maxDays
=
days
if
(
d
.
reserve
<
0
&&
Math
.
abs
(
d
.
reserve
)
>
Math
.
abs
(
maxReserve
))
if
(
d
.
reserve
<
0
&&
Math
.
abs
(
d
.
reserve
)
>
Math
.
abs
(
maxReserve
))
maxReserve
=
d
.
reserve
maxReserve
=
d
.
reserve
...
@@ -126,7 +127,6 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
...
@@ -126,7 +127,6 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
obj
.
maxAllocatedMoney
=
maxAllocatedMoney
obj
.
maxAllocatedMoney
=
maxAllocatedMoney
obj
.
maxLevel
=
maxLevel
obj
.
maxLevel
=
maxLevel
obj
.
step
=
step
obj
.
step
=
step
obj
.
days
=
days
obj
.
maxDays
=
maxDays
obj
.
maxDays
=
maxDays
...
@@ -149,9 +149,13 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
...
@@ -149,9 +149,13 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs) {
}
}
if
(
d
.
done
===
true
)
{
if
(
d
.
done
===
true
)
{
let
endDays
=
getMinDiff
(
startDays
,
data
[
i
].
closeDate
)
// console.log(typeof endDays)
//console.log(endDays)
if
(
endDays
>
maxDays
)
maxDays
=
endDays
// console.log(maxDays)
days
=
0
levels
.
push
(
step
)
levels
.
push
(
step
)
step
=
0
step
=
0
reserv
=
0
reserv
=
0
...
...
generate.js
View file @
31da9710
...
@@ -2,11 +2,11 @@ let arr=[
...
@@ -2,11 +2,11 @@ let arr=[
{
{
type
:
"
zarib
"
,
type
:
"
dynamic
"
,
commision
:
0.001
,
commision
:
0.001
,
paramStart
:
1
,
paramStart
:
0
,
paramEnd
:
2
,
paramEnd
:
48
,
inidicator
:
0.1
inidicator
:
2
}
}
...
@@ -20,7 +20,7 @@ run()
...
@@ -20,7 +20,7 @@ run()
async
function
run
()
async
function
run
()
{
{
let
obj
=
{
sort
:
'
profitPerMonthDrawDown
'
,
alocatedReserve
:
3
,
alocatedReserveCompound
:
3
,
risk
:
1
,
start
:
2
000
,
pfTrade
:
2
,
side
:
'
both
'
,
riskFreeLevel
:
100
,
onlyShortLong
:
false
,
loss
:
0
,
level
:
200
,
dur
:
1500
}
let
obj
=
{
sort
:
'
profitPerMonthDrawDown
'
,
alocatedReserve
:
3
,
alocatedReserveCompound
:
3
,
risk
:
0
,
start
:
10
000
,
pfTrade
:
2
,
side
:
'
both
'
,
riskFreeLevel
:
100
,
onlyShortLong
:
false
,
loss
:
0
,
level
:
200
,
dur
:
1500
}
let
detail
=
[
'
configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv&zarib param:1.1 base:200 target: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
obj
.
detail
=
detail
let
all
=
[]
let
all
=
[]
...
...
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