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Administrator
ai
Commits
b4718d0a
Commit
b4718d0a
authored
Feb 13, 2022
by
Ahmad Nemati
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parent
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37 additions
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22 deletions
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ai.js
ai.js
+37
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ai.js
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b4718d0a
...
@@ -8,7 +8,7 @@ let dynamic = 'dynamic'
...
@@ -8,7 +8,7 @@ let dynamic = 'dynamic'
let
elsa
=
'
elsa
'
let
elsa
=
'
elsa
'
function
run
(
data
,
config
,
risk
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
,
durs
,
maxTradeDays
)
{
function
run
(
data
,
config
,
risk
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
,
durs
,
maxTradeDays
)
{
let
type
=
config
.
type
+
'
param:
'
+
config
.
param
+
'
base:
'
+
config
.
base
+
'
target:
'
+
config
.
target
let
type
=
config
.
type
+
'
param:
'
+
config
.
param
+
'
base:
'
+
config
.
base
+
'
target:
'
+
config
.
target
let
saveData
=
[]
let
saveData
=
[]
let
needPrintData
=
shouldPrint
(
detail
,
data
[
0
].
signal
+
'
&
'
+
type
)
let
needPrintData
=
shouldPrint
(
detail
,
data
[
0
].
signal
+
'
&
'
+
type
)
...
@@ -18,9 +18,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
...
@@ -18,9 +18,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
let
money
=
config
.
base
let
money
=
config
.
base
let
total
=
0
let
total
=
0
let
maxDays
=
0
let
maxDays
=
0
let
startDays
=
0
let
startDays
=
0
let
allTotal
=
0
let
allTotal
=
0
let
listDays
=
[]
let
listDays
=
[]
let
maxReserve
=
0
let
maxReserve
=
0
let
maxMeta
=
0
let
maxMeta
=
0
let
allLoss
=
0
let
allLoss
=
0
...
@@ -37,6 +37,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
...
@@ -37,6 +37,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
let
lastCom
=
0
let
lastCom
=
0
let
lastMoney
=
0
let
lastMoney
=
0
let
levels
=
[]
let
levels
=
[]
let
detailLevel
=
[]
let
dur
let
dur
try
{
try
{
...
@@ -56,14 +57,13 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
...
@@ -56,14 +57,13 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
return
null
return
null
for
(
let
i
=
0
;
i
<
data
.
length
;
i
++
)
{
for
(
let
i
=
0
;
i
<
data
.
length
;
i
++
)
{
if
(
maxDays
>
maxTradeDays
)
if
(
maxDays
>
maxTradeDays
)
return
null
return
null
let
obj
let
obj
if
(
step
===
0
)
{
if
(
step
===
0
)
{
startDays
=
data
[
i
].
openDate
startDays
=
data
[
i
].
openDate
money
=
config
.
base
money
=
config
.
base
}
}
else
{
else
{
if
(
config
.
type
===
zarib
)
if
(
config
.
type
===
zarib
)
money
=
lastMoney
*
config
.
param
money
=
lastMoney
*
config
.
param
if
(
config
.
type
===
base
)
if
(
config
.
type
===
base
)
...
@@ -96,8 +96,6 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
...
@@ -96,8 +96,6 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
let
d
=
inlineCheck
(
money
,
commision
,
data
[
i
],
profit
,
lastCom
,
config
.
target
,
riskfree
)
let
d
=
inlineCheck
(
money
,
commision
,
data
[
i
],
profit
,
lastCom
,
config
.
target
,
riskfree
)
if
(
d
.
reserve
<
0
&&
Math
.
abs
(
d
.
reserve
)
>
Math
.
abs
(
maxReserve
))
if
(
d
.
reserve
<
0
&&
Math
.
abs
(
d
.
reserve
)
>
Math
.
abs
(
maxReserve
))
maxReserve
=
d
.
reserve
maxReserve
=
d
.
reserve
...
@@ -154,14 +152,15 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
...
@@ -154,14 +152,15 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
}
}
if
(
d
.
done
===
true
)
{
if
(
d
.
done
===
true
)
{
let
endDays
=
getNewMinDiff
(
startDays
,
data
[
i
].
closeDate
)
let
endDays
=
getNewMinDiff
(
startDays
,
data
[
i
].
closeDate
)
// console.log(typeof endDays)
detailLevel
.
push
({
step
:
step
,
dur
:
endDays
})
// console.log(typeof endDays)
//console.log(endDays)
//console.log(endDays)
if
(
endDays
>
maxDays
)
if
(
endDays
>
maxDays
)
maxDays
=
endDays
maxDays
=
endDays
listDays
.
push
(
endDays
)
listDays
.
push
(
endDays
)
// console.log(maxDays)
// console.log(maxDays)
levels
.
push
(
step
)
levels
.
push
(
step
)
step
=
0
step
=
0
reserv
=
0
reserv
=
0
...
@@ -197,12 +196,11 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
...
@@ -197,12 +196,11 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
if
(
needPrintData
)
if
(
needPrintData
)
saveData
.
push
(
obj
)
saveData
.
push
(
obj
)
}
}
let
s
=
0
let
s
=
0
for
(
let
i
=
0
;
i
<
listDays
.
length
;
i
++
)
for
(
let
i
=
0
;
i
<
listDays
.
length
;
i
++
)
{
{
s
=
s
+
listDays
[
i
]
s
=
s
+
listDays
[
i
]
}
}
s
=
s
/
(
listDays
.
length
)
s
=
s
/
(
listDays
.
length
)
let
newReserv
=
maxReserve
let
newReserv
=
maxReserve
...
@@ -236,11 +234,12 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
...
@@ -236,11 +234,12 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
let
newLevelText
=
''
let
newLevelText
=
''
for
(
let
i
=
0
;
i
<
(
maxLevel
+
1
);
i
++
)
{
for
(
let
i
=
0
;
i
<
(
maxLevel
+
1
);
i
++
)
{
let
count
=
counter
(
i
,
levels
)
let
count
=
counter
(
i
,
levels
)
let
avgDur
=
getAvgDur
(
i
,
detailLevel
)
// newLevel.push({level:i,count:count})
// newLevel.push({level:i,count:count})
let
per
=
parseFloat
((
count
/
allTotal
)
*
100
).
toFixed
(
1
)
let
per
=
parseFloat
((
count
/
allTotal
)
*
100
).
toFixed
(
1
)
newLevelText
=
newLevelText
+
i
+
'
:
'
+
count
+
'
:
'
+
per
+
'
%
'
+
'
,
'
newLevelText
=
newLevelText
+
i
+
'
:
'
+
count
+
'
:
'
+
per
+
'
%
'
+
'
,
'
+
avgDur
+
'
,
'
if
((
i
+
2
)
%
12
===
0
)
{
if
((
i
+
2
)
%
12
===
0
)
{
newLevelText
+
newLevelText
+
'
\\
n
'
newLevelText
+
newLevelText
+
'
\\
n
'
...
@@ -299,8 +298,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
...
@@ -299,8 +298,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs,maxT
avgLevel
:
maxLevel
/
total
,
avgLevel
:
maxLevel
/
total
,
maxLevel
:
maxLevel
,
maxLevel
:
maxLevel
,
dur
:
dur
,
dur
:
dur
,
maxDays
:
maxDays
,
maxDays
:
maxDays
,
avgDays
:
s
,
avgDays
:
s
,
allLoss
:
allLoss
,
allLoss
:
allLoss
,
totalFinal
:
oldTotalFinal
,
totalFinal
:
oldTotalFinal
,
totalPlus
:
totalPlus
,
totalPlus
:
totalPlus
,
...
@@ -355,6 +354,23 @@ function counter(count, array) {
...
@@ -355,6 +354,23 @@ function counter(count, array) {
}
}
function
getAvgDur
(
step
,
detailLevel
)
{
let
allDur
=
0
let
count
=
0
for
(
let
i
=
0
;
i
<
detailLevel
.
length
;
i
++
)
if
(
detailLevel
[
i
].
step
===
step
)
{
count
++
allDur
=
allDur
+
detailLevel
[
i
].
dur
}
try
{
return
allDur
/
count
}
catch
(
e
)
{
return
0
}
}
function
percentage2
(
base
,
per
)
{
function
percentage2
(
base
,
per
)
{
base
=
parseFloat
(
base
)
base
=
parseFloat
(
base
)
...
@@ -467,9 +483,8 @@ function getMinDiff(start, closed) {
...
@@ -467,9 +483,8 @@ function getMinDiff(start, closed) {
function
getNewMinDiff
(
s
,
c
)
{
function
getNewMinDiff
(
s
,
c
)
{
const
diffInMs
=
new
Date
(
c
)
-
new
Date
(
s
)
const
diffInMs
=
new
Date
(
c
)
-
new
Date
(
s
)
return
diffInMs
/
(
1000
*
60
*
60
*
24
);
return
diffInMs
/
(
1000
*
60
*
60
*
24
);
}
}
...
...
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