Skip to content

A
ai
Commit 3e989826 authored by Ahmad Nemati's avatar Ahmad Nemati
Browse files
Options

git pu

parent d0293aab
Hide whitespace changes
Inline Side-by-side
Showing with 35 additions and 35 deletions
ai.js
View file @ 3e989826
......@@ -14,20 +14,20 @@ let avgDrawdown = 0
let avgProfit = 0
function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, fftPercent, fftRunup, fftPercentRunup, fftDiffDrawDownProfit, fftDrawDown, ddPlusRunCount, ddPlusRunPercent,ProfitZeroRunupProfit,ProfitZeroRunupDrawDown, usage) {
function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, ProfitZeroProfit, fftRunup, ProfitZeroProfitRunup, ProfitZeroDrawDownProfit, ProfitZeroDrawDown, ddPlusRunCount, ddPlusRunPercent,ProfitZeroRunupProfit,ProfitZeroRunupDrawDown, usage) {
let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
if (usage === 'fft') {
type = type + ' ' + usage + ' ' + fft
} else if (usage === 'fftPercent') {
type = type + ' ' + usage + ' ' + fftPercent
} else if (usage === 'ProfitZeroProfit') {
type = type + ' ' + usage + ' ' + ProfitZeroProfit
} else if (usage === 'fftRunup') {
type = type + ' ' + usage + ' ' + fftRunup
} else if (usage === 'fftDiffDrawDownProfit') {
type = type + ' ' + usage + ' ' + fftDiffDrawDownProfit
} else if (usage === 'fftPercentRunup') {
type = type + ' ' + usage + ' Count:' + fftPercentRunup.count + ' Percent:' + fftPercentRunup.percent
} else if (usage === 'fftDrawDown') {
type = type + ' ' + usage + ' ' + fftDrawDown
} else if (usage === 'ProfitZeroDrawDownProfit') {
type = type + ' ' + usage + ' ' + ProfitZeroDrawDownProfit
} else if (usage === 'ProfitZeroProfitRunup') {
type = type + ' ' + usage + ' Count:' + ProfitZeroProfitRunup.count + ' Percent:' + ProfitZeroProfitRunup.percent
} else if (usage === 'ProfitZeroDrawDown') {
type = type + ' ' + usage + ' ' + ProfitZeroDrawDown
} else if (usage === 'ddPlusRunCount') {
type = type + ' ' + usage + ' ' + ddPlusRunCount
} else if (usage === 'ddPlusRunPercent') {
......@@ -92,7 +92,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
let VarProfitZeroRunupDrawDown=0
let countDropRunup = 0
let fftDrawDownPercent = 0
let ProfitZeroDrawDownPercent = 0
let allLossProfitRunup = 0
let diffDrawdownProfitAll = 0
......@@ -140,8 +140,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
runBefore = false
else
runBefore = true
} else if (usage === 'fftPercent') {
if (allLossProfit > fftPercent)
} else if (usage === 'ProfitZeroProfit') {
if (allLossProfit > ProfitZeroProfit)
runBefore = false
else
runBefore = true
......@@ -150,8 +150,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
runBefore = false
else
runBefore = true
} else if (usage === 'fftDrawDown') {
if (fftDrawDownPercent > fftDrawDown)
} else if (usage === 'ProfitZeroDrawDown') {
if (ProfitZeroDrawDownPercent > ProfitZeroDrawDown)
runBefore = false
else
runBefore = true
......@@ -160,12 +160,12 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
runBefore = false
else
runBefore = true
} else if (usage === 'fftDiffDrawDownProfit') {
if (diffDrawdownProfitAll > fftDiffDrawDownProfit)
} else if (usage === 'ProfitZeroDrawDownProfit') {
if (diffDrawdownProfitAll > ProfitZeroDrawDownProfit)
runBefore = false
else
runBefore = true
} else if (usage === 'fftPercentRunup') {
} else if (usage === 'ProfitZeroProfitRunup') {
if (canCreateRunupPercent === false)
runBefore = false
else
......@@ -233,7 +233,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
if (data[i].profit < 0) {
allLossProfit = allLossProfit + data[i].profit
diffDrawdownProfitAll = diffDrawdownProfitAll + (data[i].drawDown - data[i].profit)
fftDrawDownPercent = fftDrawDownPercent + data[i].drawDown
ProfitZeroDrawDownPercent = ProfitZeroDrawDownPercent + data[i].drawDown
VarProfitZeroRunupProfit=VarProfitZeroRunupProfit+(data[i].runUp + data[i].profit)
VarProfitZeroRunupDrawDown=VarProfitZeroRunupDrawDown+(data[i].runUp + data[i].drawDown)
countDrop++
......@@ -243,7 +243,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
VarProfitZeroRunupDrawDown=0
diffDrawdownProfitAll = 0
countDrop = 0
fftDrawDownPercent = 0
ProfitZeroDrawDownPercent = 0
}
if (data[i].runUp < config.target) {
allLossProfitRunup = allLossProfitRunup + data[i].runUp
......@@ -253,9 +253,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
countDropRunup = 0
}
if (usage === 'fftPercentRunup') {
if (usage === 'ProfitZeroProfitRunup') {
let temp = 0
for (let z = i + 1; z <= (i + fftPercentRunup.count); z++) {
for (let z = i + 1; z <= (i + ProfitZeroProfitRunup.count); z++) {
try {
let runup = data[z].runUp
......@@ -265,7 +265,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
}
}
if (temp <= fftPercentRunup.percent) {
if (temp <= ProfitZeroProfitRunup.percent) {
canCreateRunupPercent = true
}
}
......
combiner.js
View file @ 3e989826
......@@ -21,10 +21,10 @@ async function run() {
"enable": false
},
"fft": 10,
"fftPercent": -20,
"ProfitZeroProfit": -20,
"fftRunup": 4,
"fftPercentRunup": 1,
"fftDiffDrawDownProfit": -5,
"ProfitZeroProfitRunup": 1,
"ProfitZeroDrawDownProfit": -5,
"usage": "fftRunup",
"detail": [
......@@ -59,11 +59,11 @@ async function run() {
i.targetPercentage= config.targetPercentage
i.fft=config.fft
i.fftPercent= config.fftPercent
i.ProfitZeroProfit= config.ProfitZeroProfit
i.fftRunup= config.fftRunup
i.fftPercentRunup= config.fftPercentRunup
i.fftDiffDrawDownProfit=config.fftDiffDrawDownProfit
i.fftDrawDown=config.fftDrawDown
i.ProfitZeroProfitRunup= config.ProfitZeroProfitRunup
i.ProfitZeroDrawDownProfit=config.ProfitZeroDrawDownProfit
i.ProfitZeroDrawDown=config.ProfitZeroDrawDown
i.ddPlusRunCount=config.ddPlusRunCount
i.ddPlusRunPercent=config.ddPlusRunPercent
......
csv.js
View file @ 3e989826
......@@ -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,fft,fftPercent,fftRunup,fftPercentRunup,fftDiffDrawDownProfit,usage) {
async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,ProfitZeroProfit,fftRunup,ProfitZeroProfitRunup,ProfitZeroDrawDownProfit,usage) {
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,fft,fftPercent,fftRunup,fftPercentRunup,fftDiffDrawDownProfit,usage)));
.on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,ProfitZeroProfit,fftRunup,ProfitZeroProfitRunup,ProfitZeroDrawDownProfit,usage)));
});
}
function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup,fftDiffDrawDownProfit,usage) {
function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,ProfitZeroProfit,fftRunup,ProfitZeroProfitRunup,ProfitZeroDrawDownProfit,usage) {
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], config[i].risk, config[i].pfTrade, config[i].riskFreeLevel,detail,config[i].loss,config[i].dur,config[i].maxTradeDays,config[i].targetPercentage,candles,config[i].fft,config[i].fftPercent,config[i].fftRunup,config[i].fftPercentRunup,config[i].fftDiffDrawDownProfit,config[i].fftDrawDown,config[i].ddPlusRunCount,config[i].ddPlusRunPercent,config[i].ProfitZeroRunupProfit,config[i].ProfitZeroRunupDrawDown,config[i].usage)
let d = ai.run(arr, config[i], config[i].risk, config[i].pfTrade, config[i].riskFreeLevel,detail,config[i].loss,config[i].dur,config[i].maxTradeDays,config[i].targetPercentage,candles,config[i].fft,config[i].ProfitZeroProfit,config[i].fftRunup,config[i].ProfitZeroProfitRunup,config[i].ProfitZeroDrawDownProfit,config[i].ProfitZeroDrawDown,config[i].ddPlusRunCount,config[i].ddPlusRunPercent,config[i].ProfitZeroRunupProfit,config[i].ProfitZeroRunupDrawDown,config[i].usage)
if (d !== null)
cz.push(d)
}
......
generate.js
View file @ 3e989826
......@@ -22,7 +22,7 @@ async function run()
{
for (let n=1;n<40;n++)
{
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:false},fft:1,fftPercent:-2,fftRunup:2,fftPercentRunup:{count:7,percent:15},fftDiffDrawDownProfit:-0.5,fftDrawDown:-1,ddPlusRunCount:4,ddPlusRunPercent:-2,ProfitZeroRunupProfit:(n*-1),ProfitZeroRunupDrawDown:(n*-1),usage:'ProfitZeroRunupProfit'}
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:false},fft:1,ProfitZeroProfit:-2,fftRunup:2,ProfitZeroProfitRunup:{count:7,percent:15},ProfitZeroDrawDownProfit:-0.5,ProfitZeroDrawDown:-1,ddPlusRunCount:4,ddPlusRunPercent:-2,ProfitZeroRunupProfit:(n*-1),ProfitZeroRunupDrawDown:(n*-1),usage:'ProfitZeroRunupProfit'}
// let detail=['configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv&zarib param:1.1 base:200 target:1']
obj.detail=[]
// let all=[]
......
run.js
View file @ 3e989826
......@@ -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,configs.fft,configs.fftPercent,configs.fftRunup,configs.fftPercentRunup,configs.fftDiffDrawDownProfit,configs.usage))
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,configs.ProfitZeroProfit,configs.fftRunup,configs.ProfitZeroProfitRunup,configs.ProfitZeroDrawDownProfit,configs.usage))
}
arr = await Promise.all(arr)
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment