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Administrator
ai
Commits
c5ee3b13
Commit
c5ee3b13
authored
May 25, 2022
by
Ahmad Nemati
Browse files
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git pu
parent
3b3ebdfe
Changes
3
Show whitespace changes
Inline
Side-by-side
Showing
3 changed files
with
28 additions
and
43 deletions
+28
-43
ai-new.js
ai-new.js
+5
-22
change.js
change.js
+13
-11
test_json.js
test_json.js
+10
-10
No files found.
ai-new.js
View file @
c5ee3b13
function
run
(
data
,
vars
)
{
let
avgRunup
=
0
let
avgDrawdown
=
0
let
avgProfit
=
0
function
run
(
data
,
avgRunup
,
avgDrawdown
,
vars
)
{
let
countDrop
=
0
let
allLossProfit
=
0
...
...
@@ -47,23 +46,10 @@ function run(data, vars) {
let
VarProfitRunupZeroRunupDrawDown
=
0
if
(
data
.
length
>
3
)
{
for
(
let
i
=
0
;
i
<
data
.
length
;
i
++
)
{
avgProfit
=
avgProfit
+
data
[
i
].
profit
avgDrawdown
=
avgDrawdown
+
data
[
i
].
drawDown
avgRunup
=
avgRunup
+
data
[
i
].
runUp
}
avgProfit
=
avgProfit
/
data
.
length
avgRunup
=
avgRunup
/
data
.
length
avgDrawdown
=
avgDrawdown
/
data
.
length
}
if
(
vars
)
{
avgProfit
=
vars
.
avgProfit
avgDrawdown
=
vars
.
avgDrawdown
avgRunup
=
vars
.
avgRunup
countDrop
=
vars
.
countDrop
allLossProfit
=
vars
.
allLossProfit
RunUpDrawDownAllLossProfit
=
vars
.
RunUpDrawDownAllLossProfit
...
...
@@ -244,10 +230,7 @@ function run(data, vars) {
VarProfitZeroRunupDrawDown
,
diffDrawdownProfitAll
,
countDrop
,
ProfitZeroDrawDownPercent
,
avgProfit
,
avgDrawdown
,
avgRunup
ProfitZeroDrawDownPercent
}
...
...
change.js
View file @
c5ee3b13
...
...
@@ -44,7 +44,9 @@ async function run() {
if
(
!
files
[
i
].
includes
(
'
id
'
))
continue
let
fl
=
files
[
i
].
split
(
'
_
'
)
let
avgRunup
=
parseFloat
(
fl
[
5
])
let
avgDrawDown
=
parseFloat
(
fl
[
6
])
let
lastFile
=
await
fs
.
readFileSync
(
path
+
files
[
i
],
'
utf8
'
)
let
stats
=
await
fs
.
statSync
(
path
+
files
[
i
])
lastFile
=
lastFile
.
split
(
'
\n
'
)
...
...
@@ -53,13 +55,13 @@ async function run() {
let
data
=
grabData
(
lastFile
)
let
vars
=
ai
.
run
(
data
)
let
vars
=
ai
.
run
(
data
,
avgRunup
,
avgDrawDown
)
let
sp
=
files
[
i
].
split
(
'
_
'
)
let
id
=
sp
[
4
]
let
usage
=
sp
[
5
]
let
value
=
parseFloat
(
sp
[
6
])
let
usage
=
sp
[
7
]
let
value
=
parseFloat
(
sp
[
8
])
//console.log(vars.VarProfitDrawDownZeroProfit)
datas
.
push
({
name
:
files
[
i
],
size
:
stats
.
size
,
vars
:
vars
,
id
:
id
,
usage
:
usage
,
value
:
(
-
1
*
value
)})
datas
.
push
({
name
:
files
[
i
],
size
:
stats
.
size
,
vars
:
vars
,
id
:
id
,
usage
:
usage
,
value
:
(
-
1
*
value
)
,
avgRunup
:
avgRunup
,
avgDrawDown
:
avgDrawDown
})
}
// console.log(datas)
...
...
@@ -147,7 +149,7 @@ async function updateVars(name) {
let
data
=
grabData
([
lastData
])
closer
(
sig
,
data
[
0
].
closeTime
)
let
vars
=
ai
.
run
(
data
,
getVarsFromName
(
name
))
let
vars
=
ai
.
run
(
data
,
allData
.
avgRunup
,
allData
.
avgDrawdown
,
getVarsFromName
(
name
))
let
varUsage
=
getVarFromUsage
(
vars
,
allData
.
usage
)
console
.
log
(
allData
.
id
,
allData
.
usage
,
allData
.
value
,
varUsage
)
...
...
@@ -157,7 +159,7 @@ async function updateVars(name) {
sig
=
allData
.
id
+
'
_Sell
'
else
sig
=
allData
.
id
+
'
_Buy
'
adder
(
sig
,
0.01
,
data
[
0
].
closeTime
)
adder
(
sig
,
0.0
0
1
,
data
[
0
].
closeTime
)
}
// console.log(name,vars)
updateVarsFromName
(
name
,
vars
)
...
...
@@ -261,9 +263,9 @@ async function closer(sig,date) {
qty
=
qty
.
qty
console
.
log
(
'
try reduce
'
,
sig
,
qty
)
if
(
sig
.
includes
(
'
Buy
'
))
{
exchange
.
createMarketOrder
(
'
ETH
USDT
'
,
'
Sell
'
,
qty
,
0
,
{
reduceOnly
:
true
,
order_link_id
:
lastToken
})
exchange
.
createMarketOrder
(
'
BTC
USDT
'
,
'
Sell
'
,
qty
,
0
,
{
reduceOnly
:
true
,
order_link_id
:
lastToken
})
}
else
{
exchange
.
createMarketOrder
(
'
ETH
USDT
'
,
'
Buy
'
,
qty
,
0
,
{
reduceOnly
:
true
,
order_link_id
:
lastToken
})
exchange
.
createMarketOrder
(
'
BTC
USDT
'
,
'
Buy
'
,
qty
,
0
,
{
reduceOnly
:
true
,
order_link_id
:
lastToken
})
}
...
...
@@ -275,7 +277,7 @@ async function adder(sig, qty, date) {
console
.
log
(
'
Add db and ex :
'
,
lastToken
)
if
(
sig
.
includes
(
'
Buy
'
))
{
let
d
=
await
exchange
.
createMarketOrder
(
'
ETH
USDT
'
,
'
Buy
'
,
qty
,
0
,
{
order_link_id
:
lastToken
})
let
d
=
await
exchange
.
createMarketOrder
(
'
BTC
USDT
'
,
'
Buy
'
,
qty
,
0
,
{
order_link_id
:
lastToken
})
// console.log('Add Suc With id',sig)
if
(
typeof
d
.
id
!==
"
undefined
"
)
{
console
.
log
(
'
Suc Exchange id
'
,
d
.
id
,
sig
)
...
...
@@ -285,7 +287,7 @@ async function adder(sig, qty, date) {
.
exec
();
}
}
else
{
let
d
=
await
exchange
.
createMarketOrder
(
'
ETH
USDT
'
,
'
Sell
'
,
qty
,
0
,
{
order_link_id
:
lastToken
})
let
d
=
await
exchange
.
createMarketOrder
(
'
BTC
USDT
'
,
'
Sell
'
,
qty
,
0
,
{
order_link_id
:
lastToken
})
// console.log('Add Suc With id',sig)
if
(
typeof
d
.
id
!==
"
undefined
"
)
{
console
.
log
(
'
Add Suc With id
'
,
d
.
id
,
sig
)
...
...
test_json.js
View file @
c5ee3b13
...
...
@@ -5,17 +5,17 @@
// for (let i=0;i<t.length;i++)
// console.log(i,t[i])
// let t='dynamic param:1.0 base:100 target:1000 targetPercentage:false RunupZeroDrawDown -1.5
'
// t=t.split('
')
//
console.log(t)
let
t
=
'
220525110858_O1_BTCUSDT_Lp994_BTCLp24148RZDD10_5.3109028571428585_-2.2305485714285695_RunupZeroDrawDown_1_BTC.csv
'
t
=
t
.
split
(
'
_
'
)
console
.
log
(
t
)
let
t
=
'
ProfitDrawDownZeroDrawDown
'
let
f
=
''
for
(
let
j
=
0
;
j
<
t
.
length
;
j
++
)
if
(
isUpper
(
t
[
j
]))
f
=
f
+
t
[
j
]
console
.
log
(
f
)
//
//
let t='ProfitDrawDownZeroDrawDown'
//
let f=''
//
for (let j=0;j<t.length;j++)
//
if (isUpper(t[j]))
//
f=f+t[j]
//
console.log(f)
function
isUpper
(
str
)
{
return
!
/
[
a-z
]
/
.
test
(
str
)
&&
/
[
A-Z
]
/
.
test
(
str
);
...
...
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