init

ai.js

+
+
+
+
+let plus='plus'
+let zarib='zarib'
+
+
+
+
+  function run(data,config) {
+    let commision = config.commision
+    let money = config.base
+    let total = 0
+    let maxReserve = 0
+    let maxAllocatedMoney = 0
+    let maxLevel = 0
+    //  console.log(data)
+
+    let step = 0
+    let reserv=0
+    let profit=0
+    let lastCom=0
+    for (let i = 0; i < data.length; i++) {
+
+        if (step === 0)
+            money = config.base
+        else
+        {
+            if (config.type ===zarib)
+                money = config.base * config.param * step
+            else if (config.type ===plus)
+                money = config.base +(config.param * step)
+        }
+
+        let d = inlineCheck(money, commision, data[i],profit,lastCom)
+
+
+        if (Math.abs(d.reserve) > Math.abs(maxReserve))
+            maxReserve = d.reserve
+        if (money > maxAllocatedMoney)
+            maxAllocatedMoney = money
+
+      //      console.log(data[i])
+     //   console.log( 'step->'+step)
+     //   console.log(d)
+
+        if (step>maxLevel)
+            maxLevel=step
+        if (d.done === true) {
+            step = 0
+            reserv=0
+            profit=0
+            lastCom=0
+            total++
+
+        } else {
+            step++
+            profit=profit+d.profit
+            lastCom=lastCom+d.com
+
+        }
+    }
+
+    let percentage=maxReserve+total
+    percentage=maxAllocatedMoney/percentage
+    let minus=0
+    if (percentage<0) {
+        minus=percentage
+        percentage = null
+    }
+
+    let opt = {
+        platform: data[0].signal,
+        type:config.type  +' param:'+config.param+' base:'+config.base,
+        total: total,
+        avgLevel: maxLevel/total,
+        maxLevel: maxLevel,
+
+
+        maxAllocatedMoney: maxAllocatedMoney,
+        avgAllocatedMoney: maxAllocatedMoney/total,
+
+        maxReseve: maxReserve,
+        avgReserve: maxReserve/total,
+        percentage:percentage,
+        minus:minus
+
+
+    }
+
+
+
+    return opt
+
+
+    // console.log(data)
+}
+
+
+function inlineCheck(money, com, data,profit,lastCom) {
+    //  console.log(profit)
+
+    com = com * money
+
+    let target = money +Math.abs(profit)+ com+lastCom + 1
+
+    let reserve = percentage(money, data.drawDown)
+
+    let profitMoney = percentageMinus(money, data.profit)
+
+    let diff=reserve - money
+    diff=diff-com-lastCom+profit
+
+    //  console.log('reserve->'+reserve + ' money->'+money +' com->'+com +' lastCom->'+lastCom + 'profit->'+profit  +' diff->'+diff)
+
+
+    if (percentage(money,data.runUp) > target)
+        return {done: true, reserve: diff}
+    else
+        return {done: false, reserve: diff,profit:profitMoney,com:com}
+
+
+}
+
+
+function calPer(entry, last) {
+    return ((last - entry) / entry) * 100
+}
+
+function percentage(base, per) {
+
+    base = parseFloat(base)
+    per = parseFloat(per)
+    let percentager = per / 100
+    let temp = base * percentager
+    return base + temp
+}
+
+function percentageMinus(base, per) {
+
+    base = parseFloat(base)
+    per = parseFloat(per)
+    let percentager = per / 100
+    let temp = base * percentager
+    return temp
+}
+
+
+
+module.exports =
+    {
+
+        run:run,
+
+
+    }
\ No newline at end of file

config.json

+{
+  "sort": "platform",
+  "data": [
+    {
+      "type": "plus",
+      "commision": 0.0008,
+      "base": 100,
+      "param": 1000
+    },
+    {
+      "type": "zarib",
+      "commision": 0.0008,
+      "base": 100,
+      "param": 2
+    }
+  ]
+}
\ No newline at end of file

csv.js

+const fs = require('fs');
+const csv = require('fast-csv');
+let _ = require('lodash')
+
+let ai=require('./ai')
+
+
+
+
+
+async function parse(name,configs) {
+    return new Promise(function (resolve, reject) {
+        let arr = []
+        fs.createReadStream('./work/'+name)
+            .pipe(csv.parse({headers: true}))
+            .on('error', error => reject(error))
+            .on('data', row => arr.push(row))
+            .on('end', rowCount => resolve(initData(arr,configs)));
+    });
+}
+
+
+function initData(data,config) {
+    // console.log(data)
+    data = JSON.stringify(data)
+    // data.replace(/Trade #/g, 'id').replace(/Profit %/g, 'profitPer')
+    data = _.replace(data, new RegExp('Trade #', 'g'), 'id')
+    data = _.replace(data, new RegExp('Profit %', 'g'), 'profit')
+    data = _.replace(data, new RegExp('Run-up %', 'g'), 'runUp')
+    data = _.replace(data, new RegExp('Drawdown %', 'g'), 'drawDown')
+    data = _.replace(data, new RegExp('Price', 'g'), 'price')
+    data = _.replace(data, new RegExp('Date/Time', 'g'), 'date')
+
+    data = JSON.parse(data)
+    // console.log(data)
+    let arr = []
+    for (let i = 0; i < data.length; i = i + 2) {
+        if (data[i].runUp === '')
+            continue
+        let obj = {}
+        obj.id=parseInt(data[i].id)
+        obj.signal=data[i].Signal
+        if (data[i].Type.includes('Long'))
+            obj.side = 'LONG'
+        else
+            obj.side = 'SHORT'
+        obj.openPrice = parseFloat(data[i].price)
+        obj.closePrice=parseFloat(data[i+1].price)
+        obj.openDate = data[i].date
+        obj.closeDate=data[i+1].date
+        obj.profit=parseFloat(data[i].profit)
+        obj.runUp=parseFloat(data[i].runUp)
+        obj.drawDown=parseFloat(data[i].drawDown)
+
+        obj.drawDown = obj.drawDown * -1
+
+
+
+        arr.push(obj)
+        //  let arr=
+
+    }
+
+    //console.log(arr)
+    let cz=[]
+    for (let i=0;i<config.length;i++)
+    {
+        cz.push(ai.run(arr,config[i]))
+    }
+    return cz
+}
+
+
+
+
+module.exports =
+    {
+
+        parse:parse,
+
+
+    }

test.js

+let fs = require('fs')
+let csv = require('./csv')
+let _ = require('lodash')
+
+test()
+
+async function test() {
+    let configs = await fs.readFileSync('./config.json', 'utf8')
+    configs = JSON.parse(configs)
+    let arr = []
+    let files = await fs.readdirSync('./work')
+
+    for (let i = 0; i < files.length; i++)
+        if (files[i].includes('.csv'))
+            arr.push(csv.parse(files[i], configs.data))
+
+    arr = await Promise.all(arr)
+
+    let arr2 = []
+    for (let i = 0; i < arr.length; i++) {
+        let inline = arr[i]
+        for (let j = 0; j < inline.length; j++)
+            arr2.push(inline[j])
+    }
+    console.log(arr2)
+
+    arr2 = _.orderBy(arr2, [configs.sort], ['asc']);
+
+    // for (let i=0;i<files.length;i++)
+
+    createfile(JSON.stringify(arr2, null, 2))
+    console.log('Done')
+    // console.log(d)
+}
+
+function createfile(data) {
+    return new Promise(function (resolve, reject) {
+        fs.writeFile('work/result.json', data, 'utf8', function (err) {
+            if (err) reject(err);
+            else resolve(data);
+        });
+    });
+}
+
+
+async function test2() {
+    let configs = await fs.readFileSync('./config.json', 'utf8')
+    configs = JSON.parse(configs)
+    console.log(configs)
+}
+
+
+