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Administrator
ai
Commits
744ab6b0
Commit
744ab6b0
authored
May 12, 2022
by
Ahmad Nemati
Browse files
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git pu
parent
48176bf9
Changes
4
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Inline
Side-by-side
Showing
4 changed files
with
42 additions
and
3 deletions
+42
-3
ai.js
ai.js
+39
-1
combiner.js
combiner.js
+1
-0
csv.js
csv.js
+1
-1
generate.js
generate.js
+1
-1
No files found.
ai.js
View file @
744ab6b0
...
@@ -14,7 +14,7 @@ let startt = 30
...
@@ -14,7 +14,7 @@ let startt = 30
//
//
function
run
(
data
,
config
,
risk
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
,
durs
,
maxTradeDays
,
targetPercentage
,
candlesData
,
fft
,
ProfitZeroProfit
,
fftRunup
,
ProfitZeroProfitRunup
,
ProfitZeroDrawDownProfit
,
ProfitZeroDrawDown
,
ddPlusRunCount
,
RunupDrawDownZeroRunupDrawDown
,
ProfitZeroRunupProfit
,
ProfitZeroRunupDrawDown
,
RunUpDrawDownZeroProfit
,
RunUpDrawDownZeroDrawDownProfit
,
RunUpDrawDownZeroDrawdown
,
RunUpDrawDownZeroRunupProfit
,
RunupZeroRunupDrawDown
,
RunupZeroProfit
,
RunupZeroProfitDrawDown
,
RunupZeroDrawDown
,
RunupZeroProfitRunup
,
DrawDownZeroDrawDown
,
DrawDownnZeroProfit
,
DrawDownZeroProfitDrawDown
,
DrawDownZeroProfitRunup
,
DrawDownZeroRunupDrawDown
,
ProfitDrawDownZeroDrawDown
,
ProfitDrawDownZeroProfit
,
ProfitDrawDownZeroProfitDrawDown
,
ProfitDrawDownZeroProfitRunup
,
ProfitDrawDownZeroRunupDrawDown
function
run
(
data
,
config
,
risk
,
forceZero
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
,
durs
,
maxTradeDays
,
targetPercentage
,
candlesData
,
fft
,
ProfitZeroProfit
,
fftRunup
,
ProfitZeroProfitRunup
,
ProfitZeroDrawDownProfit
,
ProfitZeroDrawDown
,
ddPlusRunCount
,
RunupDrawDownZeroRunupDrawDown
,
ProfitZeroRunupProfit
,
ProfitZeroRunupDrawDown
,
RunUpDrawDownZeroProfit
,
RunUpDrawDownZeroDrawDownProfit
,
RunUpDrawDownZeroDrawdown
,
RunUpDrawDownZeroRunupProfit
,
RunupZeroRunupDrawDown
,
RunupZeroProfit
,
RunupZeroProfitDrawDown
,
RunupZeroDrawDown
,
RunupZeroProfitRunup
,
DrawDownZeroDrawDown
,
DrawDownnZeroProfit
,
DrawDownZeroProfitDrawDown
,
DrawDownZeroProfitRunup
,
DrawDownZeroRunupDrawDown
,
ProfitDrawDownZeroDrawDown
,
ProfitDrawDownZeroProfit
,
ProfitDrawDownZeroProfitDrawDown
,
ProfitDrawDownZeroProfitRunup
,
ProfitDrawDownZeroRunupDrawDown
,
ProfitRunupZeroDrawDown
,
ProfitRunupZeroProfit
,
ProfitRunupZeroProfitDrawDown
,
ProfitRunupZeroProfitRunup
,
ProfitRunupZeroRunupDrawDown
,
usage
)
{
,
ProfitRunupZeroDrawDown
,
ProfitRunupZeroProfit
,
ProfitRunupZeroProfitDrawDown
,
ProfitRunupZeroProfitRunup
,
ProfitRunupZeroRunupDrawDown
,
usage
)
{
let
data2
=
[]
let
data2
=
[]
...
@@ -575,8 +575,46 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
...
@@ -575,8 +575,46 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
baseCompund
=
baseCompund
+
percentage2
(
baseCompund
,
data
[
i
].
profit
-
0.1
)
baseCompund
=
baseCompund
+
percentage2
(
baseCompund
,
data
[
i
].
profit
-
0.1
)
if
(
data
[
i
].
profit
<=
0.1
&&
forceZero
)
{
VarProfitRunupZeroDrawDown
=
0
VarProfitRunupZeroProfit
=
0
VarProfitRunupZeroProfitDrawDown
=
0
VarProfitRunupZeroProfitRunup
=
0
VarProfitRunupZeroRunupDrawDown
=
0
VarProfitDrawDownZeroDrawDown
=
0
VarProfitDrawDownZeroProfit
=
0
VarProfitDrawDownZeroProfitDrawDown
=
0
VarProfitDrawDownZeroProfitRunup
=
0
VarProfitDrawDownZeroRunupDrawDown
=
0
VarDrawDownZeroDrawDown
=
0
VarDrawDownnZeroProfit
=
0
VarDrawDownZeroProfitDrawDown
=
0
VarDrawDownZeroProfitRunup
=
0
VarDrawDownZeroRunupDrawDown
=
0
VarRunupZeroRunupDrawDown
=
0
VarRunupZeroProfit
=
0
VarRunupZeroProfitDrawDown
=
0
VarRunupZeroDrawDown
=
0
VarRunupZeroProfitRunup
=
0
drawDownPlusRunUpCount
=
0
drawDownPlusRunUpPercent
=
0
RunUpDrawDownAllLossProfit
=
0
RunupDrawDownDiffDrawdownProfitAll
=
0
runUpDrawDownZeroDrawDownPercent
=
0
VarDrawDownZeroProfit
=
0
allLossProfit
=
0
VarProfitZeroRunupProfit
=
0
VarProfitZeroRunupDrawDown
=
0
diffDrawdownProfitAll
=
0
countDrop
=
0
ProfitZeroDrawDownPercent
=
0
allLossProfitRunup
=
0
countDropRunup
=
0
}
if
(
data
[
i
].
profit
>
0.1
)
{
if
(
data
[
i
].
profit
>
0.1
)
{
tempMeta
=
0
tempMeta
=
0
...
...
combiner.js
View file @
744ab6b0
...
@@ -47,6 +47,7 @@ async function run() {
...
@@ -47,6 +47,7 @@ async function run() {
i
.
alocatedReserve
=
config
.
alocatedReserve
i
.
alocatedReserve
=
config
.
alocatedReserve
i
.
alocatedReserveCompound
=
config
.
alocatedReserveCompound
i
.
alocatedReserveCompound
=
config
.
alocatedReserveCompound
i
.
risk
=
config
.
risk
i
.
risk
=
config
.
risk
i
.
forceZero
=
config
.
forceZero
i
.
start
=
config
.
start
i
.
start
=
config
.
start
i
.
pfTrade
=
config
.
pfTrade
i
.
pfTrade
=
config
.
pfTrade
i
.
side
=
config
.
side
i
.
side
=
config
.
side
...
...
csv.js
View file @
744ab6b0
...
@@ -140,7 +140,7 @@ function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,
...
@@ -140,7 +140,7 @@ function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,
let
cz
=
[]
let
cz
=
[]
for
(
let
i
=
0
;
i
<
config
.
length
;
i
++
)
{
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
].
ProfitZeroProfit
,
config
[
i
].
fftRunup
,
config
[
i
].
ProfitZeroProfitRunup
,
config
[
i
].
ProfitZeroDrawDownProfit
,
config
[
i
].
ProfitZeroDrawDown
,
config
[
i
].
ddPlusRunCount
,
config
[
i
].
RunupDrawDownZeroRunupDrawDown
,
config
[
i
].
ProfitZeroRunupProfit
,
config
[
i
].
ProfitZeroRunupDrawDown
,
config
[
i
].
RunUpDrawDownZeroProfit
,
config
[
i
].
RunUpDrawDownZeroDrawDownProfit
,
config
[
i
].
RunUpDrawDownZeroDrawdown
,
config
[
i
].
RunUpDrawDownZeroRunupProfit
,
config
[
i
].
RunupZeroRunupDrawDown
,
config
[
i
].
RunupZeroProfit
,
config
[
i
].
RunupZeroProfitDrawDown
,
config
[
i
].
RunupZeroDrawDown
,
config
[
i
].
RunupZeroProfitRunup
,
config
[
i
].
DrawDownZeroDrawDown
,
config
[
i
].
DrawDownnZeroProfit
,
config
[
i
].
DrawDownZeroProfitDrawDown
,
config
[
i
].
DrawDownZeroProfitRunup
,
config
[
i
].
DrawDownZeroRunupDrawDown
,
config
[
i
].
ProfitDrawDownZeroDrawDown
,
config
[
i
].
ProfitDrawDownZeroProfit
,
config
[
i
].
ProfitDrawDownZeroProfitDrawDown
,
config
[
i
].
ProfitDrawDownZeroProfitRunup
,
config
[
i
].
ProfitDrawDownZeroRunupDrawDown
let
d
=
ai
.
run
(
arr
,
config
[
i
],
config
[
i
].
risk
,
config
[
i
].
forceZero
,
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
].
RunupDrawDownZeroRunupDrawDown
,
config
[
i
].
ProfitZeroRunupProfit
,
config
[
i
].
ProfitZeroRunupDrawDown
,
config
[
i
].
RunUpDrawDownZeroProfit
,
config
[
i
].
RunUpDrawDownZeroDrawDownProfit
,
config
[
i
].
RunUpDrawDownZeroDrawdown
,
config
[
i
].
RunUpDrawDownZeroRunupProfit
,
config
[
i
].
RunupZeroRunupDrawDown
,
config
[
i
].
RunupZeroProfit
,
config
[
i
].
RunupZeroProfitDrawDown
,
config
[
i
].
RunupZeroDrawDown
,
config
[
i
].
RunupZeroProfitRunup
,
config
[
i
].
DrawDownZeroDrawDown
,
config
[
i
].
DrawDownnZeroProfit
,
config
[
i
].
DrawDownZeroProfitDrawDown
,
config
[
i
].
DrawDownZeroProfitRunup
,
config
[
i
].
DrawDownZeroRunupDrawDown
,
config
[
i
].
ProfitDrawDownZeroDrawDown
,
config
[
i
].
ProfitDrawDownZeroProfit
,
config
[
i
].
ProfitDrawDownZeroProfitDrawDown
,
config
[
i
].
ProfitDrawDownZeroProfitRunup
,
config
[
i
].
ProfitDrawDownZeroRunupDrawDown
,
config
[
i
].
ProfitRunupZeroDrawDown
,
config
[
i
].
ProfitRunupZeroProfit
,
config
[
i
].
ProfitRunupZeroProfitDrawDown
,
config
[
i
].
ProfitRunupZeroProfitRunup
,
config
[
i
].
ProfitRunupZeroRunupDrawDown
,
config
[
i
].
usage
)
,
config
[
i
].
ProfitRunupZeroDrawDown
,
config
[
i
].
ProfitRunupZeroProfit
,
config
[
i
].
ProfitRunupZeroProfitDrawDown
,
config
[
i
].
ProfitRunupZeroProfitRunup
,
config
[
i
].
ProfitRunupZeroRunupDrawDown
,
config
[
i
].
usage
)
if
(
d
!==
null
)
if
(
d
!==
null
)
cz
.
push
(
d
)
cz
.
push
(
d
)
...
...
generate.js
View file @
744ab6b0
...
@@ -50,7 +50,7 @@ async function run(usage)
...
@@ -50,7 +50,7 @@ async function run(usage)
{
{
for
(
let
n
=
1
;
n
<
9
;
n
++
)
for
(
let
n
=
1
;
n
<
9
;
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
:
15
,
maxTradeDays
:
40
,
targetPercentage
:{
enable
:
false
},
fft
:
n
,
ProfitZeroProfit
:((
n
*-
1
)
/
4
),
fftRunup
:
n
,
ProfitZeroProfitRunup
:{
count
:
7
,
percent
:
15
},
ProfitZeroDrawDownProfit
:((
n
*-
1
)
/
4
),
ProfitZeroDrawDown
:((
n
*-
1
)
/
4
),
ddPlusRunCount
:
n
,
RunupDrawDownZeroRunupDrawDown
:((
n
*-
1
)
/
4
),
ProfitZeroRunupProfit
:((
n
*-
1
)
/
4
),
ProfitZeroRunupDrawDown
:((
n
*-
1
)
/
4
),
RunUpDrawDownZeroProfit
:((
n
*-
1
)
/
4
),
RunUpDrawDownZeroDrawDownProfit
:((
n
*-
1
)
/
4
),
RunUpDrawDownZeroDrawdown
:((
n
*-
1
)
/
4
),
RunUpDrawDownZeroRunupProfit
:((
n
*-
1
)
/
4
),
RunupZeroRunupDrawDown
:((
n
*-
1
)
/
4
),
RunupZeroProfit
:((
n
*-
1
)
/
4
),
RunupZeroProfitDrawDown
:((
n
*-
1
)
/
4
),
RunupZeroDrawDown
:((
n
*-
1
)
/
4
),
RunupZeroProfitRunup
:((
n
*-
1
)
/
4
),
DrawDownZeroDrawDown
:((
n
*-
1
)
/
4
),
DrawDownnZeroProfit
:((
n
*-
1
)
/
4
),
DrawDownZeroProfitDrawDown
:((
n
*-
1
)
/
4
),
DrawDownZeroProfitRunup
:((
n
*-
1
)
/
4
),
DrawDownZeroRunupDrawDown
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroDrawDown
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroProfit
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroProfitDrawDown
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroProfitRunup
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroRunupDrawDown
:((
n
*-
1
)
/
4
)
let
obj
=
{
sort
:
'
profitPerMonthDrawDown
'
,
alocatedReserve
:
3
,
forceZero
:
false
,
alocatedReserveCompound
:
3
,
risk
:
0
,
start
:
10000
,
pfTrade
:
2
,
side
:
'
both
'
,
riskFreeLevel
:
100
,
onlyShortLong
:
false
,
loss
:
0
,
level
:
200
,
dur
:
15
,
maxTradeDays
:
40
,
targetPercentage
:{
enable
:
false
},
fft
:
n
,
ProfitZeroProfit
:((
n
*-
1
)
/
4
),
fftRunup
:
n
,
ProfitZeroProfitRunup
:{
count
:
7
,
percent
:
15
},
ProfitZeroDrawDownProfit
:((
n
*-
1
)
/
4
),
ProfitZeroDrawDown
:((
n
*-
1
)
/
4
),
ddPlusRunCount
:
n
,
RunupDrawDownZeroRunupDrawDown
:((
n
*-
1
)
/
4
),
ProfitZeroRunupProfit
:((
n
*-
1
)
/
4
),
ProfitZeroRunupDrawDown
:((
n
*-
1
)
/
4
),
RunUpDrawDownZeroProfit
:((
n
*-
1
)
/
4
),
RunUpDrawDownZeroDrawDownProfit
:((
n
*-
1
)
/
4
),
RunUpDrawDownZeroDrawdown
:((
n
*-
1
)
/
4
),
RunUpDrawDownZeroRunupProfit
:((
n
*-
1
)
/
4
),
RunupZeroRunupDrawDown
:((
n
*-
1
)
/
4
),
RunupZeroProfit
:((
n
*-
1
)
/
4
),
RunupZeroProfitDrawDown
:((
n
*-
1
)
/
4
),
RunupZeroDrawDown
:((
n
*-
1
)
/
4
),
RunupZeroProfitRunup
:((
n
*-
1
)
/
4
),
DrawDownZeroDrawDown
:((
n
*-
1
)
/
4
),
DrawDownnZeroProfit
:((
n
*-
1
)
/
4
),
DrawDownZeroProfitDrawDown
:((
n
*-
1
)
/
4
),
DrawDownZeroProfitRunup
:((
n
*-
1
)
/
4
),
DrawDownZeroRunupDrawDown
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroDrawDown
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroProfit
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroProfitDrawDown
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroProfitRunup
:((
n
*-
1
)
/
4
),
ProfitDrawDownZeroRunupDrawDown
:((
n
*-
1
)
/
4
)
,
ProfitRunupZeroDrawDown
:((
n
*-
1
)
/
4
),
ProfitRunupZeroProfit
:((
n
*-
1
)
/
4
),
ProfitRunupZeroProfitDrawDown
:((
n
*-
1
)
/
4
),
ProfitRunupZeroProfitRunup
:((
n
*-
1
)
/
4
),
ProfitRunupZeroRunupDrawDown
:((
n
*-
1
)
/
4
)
,
usage
:
usage
}
,
ProfitRunupZeroDrawDown
:((
n
*-
1
)
/
4
),
ProfitRunupZeroProfit
:((
n
*-
1
)
/
4
),
ProfitRunupZeroProfitDrawDown
:((
n
*-
1
)
/
4
),
ProfitRunupZeroProfitRunup
:((
n
*-
1
)
/
4
),
ProfitRunupZeroRunupDrawDown
:((
n
*-
1
)
/
4
)
,
usage
:
usage
}
// 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
=
[]
obj
.
detail
=
[]
...
...
Write
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