Skip to content

A
ai
Commit 7fec0c95 authored by Ahmad Nemati's avatar Ahmad Nemati
Browse files
Options

init

parent 3dcc6e4d
Show whitespace changes
Inline Side-by-side
Showing with 55 additions and 36 deletions
ai.js
View file @ 7fec0c95
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
View file @ 7fec0c95
......@@ -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
View file @ 7fec0c95
......@@ -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
View file @ 7fec0c95
......@@ -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
View file @ 7fec0c95
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
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