Commit cb990d8c authored by Ahmad Nemati's avatar Ahmad Nemati

init

parent 68fac1fd
...@@ -17,12 +17,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel,detail) { ...@@ -17,12 +17,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel,detail) {
let total = 0 let total = 0
let allTotal=0 let allTotal=0
let maxReserve = 0 let maxReserve = 0
let maxMeta=0
let maxAllocatedMoney = 0 let maxAllocatedMoney = 0
let maxLevel = 0 let maxLevel = 0
// console.log(data) // console.log(data)
let step = 0 let step = 0
let reserv = 0 let reserv = 0
let meta=0
let profit = 0 let profit = 0
let lastCom = 0 let lastCom = 0
let lastMoney = 0 let lastMoney = 0
...@@ -67,6 +69,10 @@ let obj ...@@ -67,6 +69,10 @@ let obj
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
if (d.meta <0 && Math.abs(d.meta) > Math.abs(maxMeta))
maxMeta=d.meta
// console.log(maxAllocatedMoney) // console.log(maxAllocatedMoney)
if (money > maxAllocatedMoney) if (money > maxAllocatedMoney)
maxAllocatedMoney = money maxAllocatedMoney = money
...@@ -114,7 +120,7 @@ let obj ...@@ -114,7 +120,7 @@ let obj
if (needPrintData) if (needPrintData)
{ {
obj.profit=profit obj.profitAll=profit
obj.lastMoney=lastMoney obj.lastMoney=lastMoney
...@@ -209,6 +215,7 @@ let obj ...@@ -209,6 +215,7 @@ let obj
CompoundPerMonthDrawDown: compoundPerMonth / drawDown, CompoundPerMonthDrawDown: compoundPerMonth / drawDown,
profitPerMonthDrawDown: Math.abs(profitPerMonth) / drawDown, profitPerMonthDrawDown: Math.abs(profitPerMonth) / drawDown,
maxReseve: maxReserve, maxReseve: maxReserve,
maxMeta:maxMeta,
avgReserve: maxReserve / total, avgReserve: maxReserve / total,
percentage: percentage, percentage: percentage,
avgProfitPerDay: newT, avgProfitPerDay: newT,
...@@ -217,6 +224,7 @@ let obj ...@@ -217,6 +224,7 @@ let obj
risk: risk, risk: risk,
levels: newLevelText, levels: newLevelText,
pftrade: newP, pftrade: newP,
countOfTrade: data.length countOfTrade: data.length
...@@ -280,13 +288,15 @@ let targetDetail='('+money+')' +'+'+'('+minProf+')+('+com +')+('+lastCom+')' ...@@ -280,13 +288,15 @@ let targetDetail='('+money+')' +'+'+'('+minProf+')+('+com +')+('+lastCom+')'
let diff = reserve - money let diff = reserve - money
diff = diff - com - lastCom + profit diff = diff - com - lastCom + profit
let meta=profitMoney+profit-com-lastCom
// console.log('reserve->'+reserve + ' money->'+money +' com->'+com +' lastCom->'+lastCom + 'profit->'+profit +' diff->'+diff) // console.log('reserve->'+reserve + ' money->'+money +' com->'+com +' lastCom->'+lastCom + 'profit->'+profit +' diff->'+diff)
if (percentage(money, data.runUp) > target) if (percentage(money, data.runUp) > target)
return {done: true,money:money, reserve: diff,riskFree,profitLastSteps:profit,profit: profitMoney,lastCom:lastCom,com: com,target:target,targetDetail:targetDetail} return {done: true,money:money, meta:meta,reserve: diff,riskFree,profitLastSteps:profit,profit: profitMoney,lastCom:lastCom,com: com,target:target,targetDetail:targetDetail}
else else
return {done: false,money:money, reserve: diff, profitLastSteps:profit,profit: profitMoney, lastMoney: money,com: com,target:target,targetDetail:targetDetail} return {done: false,money:money,meta:meta, reserve: diff, profitLastSteps:profit,profit: profitMoney, lastMoney: money,com: com,target:target,targetDetail:targetDetail}
} }
......
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