init

ai.js

 let moment = require('moment-timezone')
 const fs = require('fs');
-let _=require('lodash')
+let _ = require('lodash')
 
 let plus = 'plus'
 let zarib = 'zarib'
@@ -9,8 +9,8 @@ let dynamic = 'dynamic'
 let elsa = 'elsa'
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays) {
-    let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage) {
+    let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable + ' per:' + targetPercentage.per
     let saveData = []
     let needPrintData = shouldPrint(detail, data[0].signal + '&' + type)
     // console.log(needPrintData)
@@ -28,6 +28,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let curDrawDown = 0
     let maxAllocatedMoney = 0
     let maxLevel = 0
+    let realProfit = 0
     //  console.log(data)
 
 
@@ -37,10 +38,10 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let profit = 0
     let lastCom = 0
     let lastMoney = 0
-    let maxMetaStep=0
+    let maxMetaStep = 0
     let levels = []
     let detailLevel = []
-    let durDetail=[]
+    let durDetail = []
 
     let dur
     try {
@@ -96,7 +97,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         let riskfree = false
         if (step > riskFreeLevel)
             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, targetPercentage)
 
 
         if (d.reserve < 0 && Math.abs(d.reserve) > Math.abs(maxReserve))
@@ -159,20 +160,25 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         if (d.done === true) {
             let endDays = getNewMinDiff(startDays, data[i].closeDate)
             detailLevel.push({step: step, dur: endDays})
-            durDetail.push({meta:maxMetaStep,dur:endDays,step:step,days:startDays.split(' ')[0]+'-'+data[i].closeDate.split(' ')[0]})
+            durDetail.push({
+                meta: maxMetaStep,
+                dur: endDays,
+                step: step,
+                days: startDays.split(' ')[0] + '-' + data[i].closeDate.split(' ')[0]
+            })
             //  console.log(typeof  endDays)
             //console.log(endDays)
             if (endDays > maxDays)
                 maxDays = endDays
 
             listDays.push(endDays)
-
+            realProfit = realProfit + d.realProfit
             //   console.log(maxDays)
             levels.push(step)
             step = 0
             reserv = 0
             profit = 0
-            maxMetaStep=0
+            maxMetaStep = 0
             lastCom = 0
             curDrawDown = 0
             lastMoney = 0
@@ -242,12 +248,12 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let newLevelText = ''
     for (let i = 0; i < (maxLevel + 1); i++) {
         let count = counter(i, levels)
-        let avgDur=getAvgDur(i,detailLevel)
+        let avgDur = getAvgDur(i, detailLevel)
         //   newLevel.push({level:i,count:count})
         let per = parseFloat((count / allTotal) * 100).toFixed(1)
 
 
-        newLevelText = newLevelText + i + ':' + count + ':' + per + '%' + ':'+avgDur+'///'
+        newLevelText = newLevelText + i + ':' + count + ':' + per + '%' + ':' + avgDur + '///'
         if ((i + 2) % 12 === 0) {
 
             newLevelText + newLevelText + '\\n'
@@ -258,29 +264,27 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     }
 
     durDetail = _.orderBy(durDetail, ['dur'], ['desc']);
-    let durDetailText=''
-    for (let i=0;i<durDetail.length;i++)
-    {
-        if (i>10)
+    let durDetailText = ''
+    for (let i = 0; i < durDetail.length; i++) {
+        if (i > 10)
             break
-        durDetailText=durDetailText+durDetail[i].step+':'+parseFloat(durDetail[i].dur).toFixed(2)+':'+durDetail[i].days+':'+parseFloat(durDetail[i].meta).toFixed(2)+'///'
+        durDetailText = durDetailText + durDetail[i].step + ':' + parseFloat(durDetail[i].dur).toFixed(2) + ':' + durDetail[i].days + ':' + parseFloat(durDetail[i].meta).toFixed(2) + '///'
     }
 
 
     durDetail = _.orderBy(durDetail, ['meta'], ['asc']);
-    let metaDetailText=''
-    for (let i=0;i<durDetail.length;i++)
-    {
-        if (i>10)
+    let metaDetailText = ''
+    for (let i = 0; i < durDetail.length; i++) {
+        if (i > 10)
             break
-        metaDetailText=metaDetailText+durDetail[i].step+':'+parseFloat(durDetail[i].dur).toFixed(2)+':'+durDetail[i].days+':'+parseFloat(durDetail[i].meta).toFixed(2)+'///'
+        metaDetailText = metaDetailText + durDetail[i].step + ':' + parseFloat(durDetail[i].dur).toFixed(2) + ':' + durDetail[i].days + ':' + parseFloat(durDetail[i].meta).toFixed(2) + '///'
     }
     // console.log(newLevelText)
 
     //  for (let i=0;i<newLevel)
 
 
-    let totalFinal = total * config.target
+    let totalFinal = realProfit
     let totalPlus = totalFinal + allLoss
     let oldTotalFinal = totalFinal
     totalFinal = totalPlus
@@ -347,8 +351,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         percentage: percentage,
         avgProfitPerDay: newT,
         allocatedReserve: (maxAllocatedMoney) / Math.abs(maxReserve),
-        durDetailText:durDetailText,
-        metaDetailText:metaDetailText,
+        durDetailText: durDetailText,
+        metaDetailText: metaDetailText,
         minus: minus,
         risk: risk,
         levels: newLevelText,
@@ -410,17 +414,25 @@ function percentage2(base, per) {
 }
 
 
-function inlineCheck(money, com, data, profit, lastCom, tar, riskFree) {
+function inlineCheck(money, com, data, profit, lastCom, tar, riskFree, targetPercentage) {
     //  console.log(profit)
 
     com = com * money
     let minProf = profit * -1
     let target = money + minProf + com + lastCom
+    let realProfit = 0
 
     let targetDetail = '(' + money + ')' + '+' + '(' + minProf + ')+(' + com + ')+(' + lastCom + ')'
     if (!riskFree) {
-        target = target + tar
-        targetDetail = targetDetail + '+(' + tar + ')'
+
+        if (targetPercentage.enable === true)
+            realProfit = percentageMinus(target, targetPercentage.per)
+        else
+            realProfit = target
+
+
+        target = target + realProfit
+        targetDetail = targetDetail + '+(' + realProfit + ')'
     }
 
 
@@ -443,6 +455,7 @@ function inlineCheck(money, com, data, profit, lastCom, tar, riskFree) {
             meta: meta,
             reserve: diff,
             riskFree,
+            realProfit: realProfit,
             profitLastSteps: profit,
             profit: profitMoney,
             lastCom: lastCom,

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) {
+async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage) {
 
     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)));
+            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage)));
     });
 }
 
 
-function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays) {
+function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage) {
 
     data = JSON.stringify(data)
 
@@ -138,7 +138,7 @@ 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)
+        let d = ai.run(arr, config[i], risk, pfTrade, riskFreeLevel,detail,loss,dur,maxTradeDays,targetPercentage)
         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}
+    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,per: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

@@ -25,7 +25,7 @@ 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))
+            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))
         }
 
     arr = await Promise.all(arr)

test_cal.js

 let _=require('lodash')
 
-let durDetail=[{dur:-1},{dur:-3},{dur:-4},{dur:-10}]
 
+console.log(percentageMinus(100,1))
 
-durDetail = _.orderBy(durDetail, ['dur'], ['asc']);
-console.log(durDetail)
+function percentageMinus(base, per) {
+
+    base = parseFloat(base)
+    per = parseFloat(per)
+    let percentager = per / 100
+    let temp = base * percentager
+    return temp
+}
\ No newline at end of file