init

ai.js

@@ -7,16 +7,22 @@ let zarib = 'zarib'
 let base = 'base'
 let dynamic = 'dynamic'
 let elsa = 'elsa'
+let candles = []
+let timeFrame = 0
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage) {
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     let saveData = []
+    candles = candlesData
+    timeFrame = candles[1].t - candles[0].t
     let needPrintData = shouldPrint(detail, data[0].signal + '&' + type)
     // console.log(needPrintData)
 
     let commision = config.commision
     let money = config.base
+    let unixStart = 0
+    let unixMid = 0
     let total = 0
     let maxDays = 0
     let startDays = 0
@@ -40,7 +46,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let lastMoney = 0
     let maxMetaStep = 0
     let levels = []
-    let targets=[]
+    let targets = []
     let detailLevel = []
     let durDetail = []
 
@@ -66,9 +72,11 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             return null
         let obj
         if (step === 0) {
+            unixStart = moment.tz(data[i].openDate, 'YYYY.MM.DD HH:mm:ss', 'GMT').unix()
             startDays = data[i].openDate
             money = config.base
         } else {
+
             if (config.type === zarib)
                 money = lastMoney * config.param
             if (config.type === base)
@@ -128,8 +136,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             obj = d
             obj.signal = data[i]
 
-            obj.signal.openTimeStamp=moment.tz(data[i].openDate, 'YYYY.MM.DD HH:mm:ss','GMT').unix()
-            obj.signal.closeTimeStamp= moment.tz(data[i].closeDate, 'YYYY.MM.DD HH:mm:ss','GMT').unix()
+            obj.signal.openTimeStamp = moment.tz(data[i].openDate, 'YYYY.MM.DD HH:mm:ss', 'GMT').unix()
+            obj.signal.closeTimeStamp = moment.tz(data[i].closeDate, 'YYYY.MM.DD HH:mm:ss', 'GMT').unix()
 
 
             if (d.meta < 0)
@@ -176,6 +184,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             if (endDays > maxDays)
                 maxDays = endDays
 
+            let runnigTime = 0
+            // runnigTime = calculateRunnigTime(data[i].side, moment.tz(data[i].openDate, 'YYYY.MM.DD HH:mm:ss', 'GMT').unix(), moment.tz(data[i].closeDate, 'YYYY.MM.DD HH:mm:ss', 'GMT').unix(), d.targetPrice)
+            // if (step !== 0)
+            //     runnigTime = runnigTime + (unixMid - unixStart)
+            //
+            //
+            // if (needPrintData)
+            //     obj.runnigTime = runnigTime
 
 
             listDays.push(endDays)
@@ -184,6 +200,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             //   console.log(maxDays)
             levels.push(step)
             step = 0
+            unixStart = 0
+            unixMid = 0
             reserv = 0
             profit = 0
             maxMetaStep = 0
@@ -195,7 +213,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                 total++
 
         } else {
-
+            unixMid = moment.tz(data[i].closeDate, 'YYYY.MM.DD HH:mm:ss', 'GMT').unix()
             step++
             profit = profit + d.profit
             lastMoney = d.lastMoney
@@ -317,11 +335,10 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     //  }
 
 
-
     let sum = Math.abs(maxAllocatedMoney)
 
     for (let i = 0; i < total; i++)
-        sum = sum + (sum * getperp(targets[i],maxAllocatedMoney))
+        sum = sum + (sum * getperp(targets[i], maxAllocatedMoney))
     sum = sum - Math.abs(maxAllocatedMoney)
     let newCompund = sum / dur
 
@@ -383,8 +400,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     // console.log(data)
 }
 
-function getperp(target,maxAllocatedMoney)
-{
+function getperp(target, maxAllocatedMoney) {
     let perp = (target * 100) / Math.abs(maxAllocatedMoney)
     perp = perp / 100
     return perp
@@ -453,7 +469,7 @@ function inlineCheck(money, com, data, profit, lastCom, tar, riskFree, targetPer
     let reserve = percentage(money, data.drawDown)
 
     let profitMoney = percentageMinus(money, data.profit)
-    let targetPrice=getTargetPrice(money,target,data.openPrice,data.side)
+    let targetPrice = getTargetPrice(money, target, data.openPrice, data.side)
 
     let diff = reserve - money
     diff = diff - com - lastCom + profit
@@ -475,7 +491,7 @@ function inlineCheck(money, com, data, profit, lastCom, tar, riskFree, targetPer
             profit: profitMoney,
             lastCom: lastCom,
             com: com,
-            targetPrice:targetPrice,
+            targetPrice: targetPrice,
             target: target,
             targetDetail: targetDetail
         }
@@ -491,19 +507,13 @@ function inlineCheck(money, com, data, profit, lastCom, tar, riskFree, targetPer
             com: com,
             target: target,
             targetDetail: targetDetail,
-            targetPrice:targetPrice
+            targetPrice: targetPrice
         }
 
 
 }
 
-function getTargetPrice(money,target,basePrice,side) {
-    let diffMoney = calPer(money, target)
-    if (side === 'LONG')
-        return percentageAdv(basePrice, diffMoney)
-    else
-        return percentageAdv(basePrice, (-1 * diffMoney))
-}
+
 
 function percentageAdv(base, per) {
 
@@ -565,15 +575,53 @@ function getNewMinDiff(s, c) {
 
 }
 
-function getTargetPrice(side,money,targetMoney,basePrice) {
+function getTargetPrice(side, money, targetMoney, basePrice) {
     let diffMoney = calPer(money, targetMoney)
-    if (side ==='LONG')
+    if (side === 'LONG')
         return percentageAdv(basePrice, diffMoney)
     else
         return percentageAdv(basePrice, (-1 * diffMoney))
 }
 
 
+function calculateRunnigTime(side, startTime, endTime, targetPrice) {
+    let arr = grabData(startTime, endTime)
+
+    for (let i = 0; i < arr.length; i++) {
+
+        if (side === 'LONG') {
+            if (targetPrice <= arr[i].h)
+                return timeFrame * (i + 1)
+        } else {
+            if (targetPrice >= arr[i].l) {
+                return timeFrame * (i + 1)
+            }
+
+
+        }
+    }
+
+
+}
+
+function grabData(start, end) {
+    let arr = []
+    let indexStart = false
+    for (let i = 0; i < candles.length; i++) {
+        if (indexStart && candles[i].t <= end)
+            arr.push(candles[i])
+
+        else if (candles[i].t === start) {
+            indexStart = true
+            arr.push(candles[i])
+        }
+    }
+
+
+    return arr
+
+}
+
 module.exports =
     {
 

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,targetPercentage) {
+async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles) {
 
     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)));
+            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles)));
     });
 }
 
 
-function initData(data, config, 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,targetPercentage,candles) {
 
     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,targetPercentage)
+        let d = ai.run(arr, config[i], risk, pfTrade, riskFreeLevel,detail,loss,dur,maxTradeDays,targetPercentage,candles)
         if (d !== null)
             cz.push(d)
     }

run.js

@@ -43,7 +43,7 @@ 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))
+            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))
         }
 
     arr = await Promise.all(arr)

test_file.js

@@ -20,11 +20,32 @@ async function reaD() {
     }
 
     candles = arr
-grabData(1547635200,1547636700)
+    let d = calculateRunnigTime('LONG', 1547632800, 1577653500, 2.04)
+    console.log(d)
     //
 }
 
 
+function calculateRunnigTime(side, startTime, endTime, targetPrice) {
+    let arr = grabData(startTime, endTime)
+    let timeFrame = arr[1].t - arr[0].t
+    for (let i = 0; i < arr.length; i++) {
+
+        if (side === 'LONG') {
+            if (targetPrice <= arr[i].h)
+                return timeFrame * (i + 1)
+        } else {
+            if (targetPrice >= arr[i].l) {
+                return timeFrame * (i + 1)
+            }
+
+
+        }
+    }
+
+
+}
+
 function grabData(start, end) {
     let arr = []
     let indexStart = false
@@ -39,6 +60,6 @@ function grabData(start, end) {
     }
 
 
-    console.log(arr)
+    return arr
 
 }
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