init

ai.js

@@ -6,7 +6,7 @@ let zarib = 'zarib'
 let base = 'base'
 
 
-function run(data, config,risk,pfTrade) {
+function run(data, config, risk, pfTrade, riskFreeLevel) {
     let commision = config.commision
     let money = config.base
     let total = 0
@@ -20,12 +20,12 @@ function run(data, config,risk,pfTrade) {
     let profit = 0
     let lastCom = 0
     let lastMoney = 0
-    let levels=[]
+    let levels = []
     let dur = getMinDiff(data[0].openDate, data[data.length - 1].closeDate)
-    let newP=dur/data.length
+    let newP = dur / data.length
     //  console.log(data.length)
     //  console.log(newP)
-    if (pfTrade<newP)
+    if (pfTrade < newP)
         return null
     for (let i = 0; i < data.length; i++) {
 
@@ -39,8 +39,10 @@ function run(data, config,risk,pfTrade) {
             else if (config.type === plus)
                 money = config.base * (step + 1)
         }
-
-        let d = inlineCheck(money, commision, data[i], profit, lastCom, config.target)
+        let riskfree = false
+        if (step > riskFreeLevel)
+            riskfree = true
+        let d = inlineCheck(money, commision, data[i], profit, lastCom, config.target,riskfree)
 
 
         if (Math.abs(d.reserve) > Math.abs(maxReserve))
@@ -73,41 +75,34 @@ function run(data, config,risk,pfTrade) {
 
         }
     }
-    let firstMaxAllocatedMoney=maxAllocatedMoney
-    if (config.param !==0)
-    {
-        for (let i=0;i<risk;i++)
-            maxAllocatedMoney=maxAllocatedMoney*config.param
+    let firstMaxAllocatedMoney = maxAllocatedMoney
+    if (config.param !== 0) {
+        for (let i = 0; i < risk; i++)
+            maxAllocatedMoney = maxAllocatedMoney * config.param
     }
 
-    let newLevel=[]
-    let newLevelText=''
-    for (let i=0;i<(maxLevel+1);i++)
-    {
-        let count=counter(i,levels)
+    let newLevel = []
+    let newLevelText = ''
+    for (let i = 0; i < (maxLevel + 1); i++) {
+        let count = counter(i, levels)
         //   newLevel.push({level:i,count:count})
-        let per=parseFloat((count/total)*100).toFixed(1)
+        let per = parseFloat((count / total) * 100).toFixed(1)
 
 
+        newLevelText = newLevelText + i + ':' + count + ':' + per + '%' + ','
+        if ((i + 2) % 12 === 0) {
 
-         newLevelText=newLevelText+i+':'+count+':'+per+'%'+','
-          if ((i+2) %12 ===0)
-          {
-
-              newLevelText+newLevelText+'\\n'
+            newLevelText + newLevelText + '\\n'
 
         }
 
 
-
     }
     // console.log(newLevelText)
 
     //  for (let i=0;i<newLevel)
 
 
-
-
     let totalFinal = total * config.target
     let newT = totalFinal / dur
     let percentage = maxReserve + totalFinal
@@ -136,7 +131,7 @@ function run(data, config,risk,pfTrade) {
 
     for (let i = 0; i < total; i++)
         sum = sum + (sum * perp)
-    sum=sum-Math.abs(maxAllocatedMoney)
+    sum = sum - Math.abs(maxAllocatedMoney)
     let newCompund = sum / dur
 
     let compoundPerMonth = (newCompund * 30 * 100) / Math.abs(maxAllocatedMoney)
@@ -154,23 +149,23 @@ function run(data, config,risk,pfTrade) {
         profitPerMonth: Math.abs(profitPerMonth),
         compoundPerMonth: compoundPerMonth,
 
-        firstMaxAllocatedMoney:firstMaxAllocatedMoney,
+        firstMaxAllocatedMoney: firstMaxAllocatedMoney,
         maxAllocatedMoney: maxAllocatedMoney,
 
         avgAllocatedMoney: maxAllocatedMoney / total,
         drawDown: drawDown,
-        CompoundPerMonthDrawDown:compoundPerMonth/drawDown,
-        profitPerMonthDrawDown:Math.abs(profitPerMonth)/drawDown,
+        CompoundPerMonthDrawDown: compoundPerMonth / drawDown,
+        profitPerMonthDrawDown: Math.abs(profitPerMonth) / drawDown,
         maxReseve: maxReserve,
         avgReserve: maxReserve / total,
         percentage: percentage,
         avgProfitPerDay: newT,
         allocatedReserve: (maxAllocatedMoney) / Math.abs(maxReserve),
         minus: minus,
-        risk:risk,
-        levels:newLevelText,
-        pftrade:newP,
-        countOfTrade:data.length
+        risk: risk,
+        levels: newLevelText,
+        pftrade: newP,
+        countOfTrade: data.length
 
 
     }
@@ -183,10 +178,9 @@ function run(data, config,risk,pfTrade) {
 }
 
 
-function counter(count,array)
-{
-    let sum=0
-    for (let i=0;i<array.length;i++)
+function counter(count, array) {
+    let sum = 0
+    for (let i = 0; i < array.length; i++)
         if (array[i] === count)
             sum++
 
@@ -204,12 +198,15 @@ function percentage2(base, per) {
 }
 
 
-function inlineCheck(money, com, data, profit, lastCom, tar) {
+function inlineCheck(money, com, data, profit, lastCom, tar,riskFree) {
     //  console.log(profit)
 
     com = com * money
 
-    let target = money + Math.abs(profit) + com + lastCom + tar
+    let target = money + Math.abs(profit) + com + lastCom
+
+    if (!riskFree)
+        target=target+tar
 
     let reserve = percentage(money, data.drawDown)
 

csv.js

@@ -6,7 +6,7 @@ let moment = require('moment-timezone')
 let ai = require('./ai')
 
 
-async function parse(directory, name, configs, risk, pfTrade, side) {
+async function parse(directory, name, configs, risk, pfTrade, side,riskFreeLevel) {
     return new Promise(function (resolve, reject) {
         let arr = []
         // console.log(name)
@@ -14,12 +14,12 @@ async function parse(directory, name, configs, risk, pfTrade, side) {
             .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)));
+            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side,riskFreeLevel)));
     });
 }
 
 
-function initData(data, config, name, risk, pfTrade, side) {
+function initData(data, config, name, risk, pfTrade, side,riskFreeLevel) {
 
     data = JSON.stringify(data)
 
@@ -107,7 +107,7 @@ function initData(data, config, name, risk, pfTrade, side) {
 
     let cz = []
     for (let i = 0; i < config.length; i++) {
-        cz.push(ai.run(arr, config[i], risk, pfTrade))
+        cz.push(ai.run(arr, config[i], risk, pfTrade,riskFreeLevel))
     }
     return cz
 

generate.js

@@ -20,7 +20,7 @@ run()
 
 async function run()
 {
-    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:10000,pfTrade:2,side:'both'}
+    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:10000,pfTrade:2,side:'both',riskFreeLevel:5}
     let all=[]
     for (let i=0;i<arr.length;i++)
         all.push(add(arr[i]))

run.js

@@ -20,7 +20,7 @@ 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))
+            arr.push(csv.parse(directory, files[i], configs.data, configs.risk, configs.pfTrade,configs.side,configs.riskFreeLevel))
         }
 
     arr = await Promise.all(arr)