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forex
Commits
8fa731dd
Commit
8fa731dd
authored
Jan 20, 2022
by
Ahmad Nemati
Browse files
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Browse Files
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Plain Diff
init
parent
61a4b8cd
Pipeline
#139
failed with stages
Changes
4
Pipelines
1
Hide whitespace changes
Inline
Side-by-side
Showing
4 changed files
with
15 additions
and
15 deletions
+15
-15
ai.js
ai.js
+2
-2
csv.js
csv.js
+4
-4
generate.js
generate.js
+8
-8
run.js
run.js
+1
-1
No files found.
ai.js
View file @
8fa731dd
...
@@ -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
)
{
function
run
(
data
,
config
,
risk
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
,
durr
)
{
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
)
...
@@ -42,7 +42,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss) {
...
@@ -42,7 +42,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss) {
}
}
if
(
dur
<
1
)
if
(
dur
<
durr
)
return
null
return
null
let
newP
=
dur
/
data
.
length
let
newP
=
dur
/
data
.
length
...
...
csv.js
View file @
8fa731dd
...
@@ -6,7 +6,7 @@ let moment = require('moment-timezone')
...
@@ -6,7 +6,7 @@ let moment = require('moment-timezone')
let
ai
=
require
(
'
./ai
'
)
let
ai
=
require
(
'
./ai
'
)
async
function
parse
(
directory
,
name
,
configs
,
risk
,
pfTrade
,
side
,
riskFreeLevel
,
detail
,
onlyShortLong
,
loss
)
{
async
function
parse
(
directory
,
name
,
configs
,
risk
,
pfTrade
,
side
,
riskFreeLevel
,
detail
,
onlyShortLong
,
loss
,
dur
)
{
return
new
Promise
(
function
(
resolve
,
reject
)
{
return
new
Promise
(
function
(
resolve
,
reject
)
{
let
arr
=
[]
let
arr
=
[]
...
@@ -15,12 +15,12 @@ async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLeve
...
@@ -15,12 +15,12 @@ async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLeve
.
pipe
(
csv
.
parse
({
headers
:
true
}))
.
pipe
(
csv
.
parse
({
headers
:
true
}))
.
on
(
'
error
'
,
error
=>
reject
(
error
))
.
on
(
'
error
'
,
error
=>
reject
(
error
))
.
on
(
'
data
'
,
row
=>
arr
.
push
(
row
))
.
on
(
'
data
'
,
row
=>
arr
.
push
(
row
))
.
on
(
'
end
'
,
rowCount
=>
resolve
(
initData
(
arr
,
configs
,
name
,
risk
,
pfTrade
,
side
,
riskFreeLevel
,
detail
,
onlyShortLong
,
loss
)));
.
on
(
'
end
'
,
rowCount
=>
resolve
(
initData
(
arr
,
configs
,
name
,
risk
,
pfTrade
,
side
,
riskFreeLevel
,
detail
,
onlyShortLong
,
loss
,
dur
)));
});
});
}
}
function
initData
(
data
,
config
,
name
,
risk
,
pfTrade
,
side
,
riskFreeLevel
,
detail
,
onlyShortLong
,
loss
)
{
function
initData
(
data
,
config
,
name
,
risk
,
pfTrade
,
side
,
riskFreeLevel
,
detail
,
onlyShortLong
,
loss
,
dur
)
{
data
=
JSON
.
stringify
(
data
)
data
=
JSON
.
stringify
(
data
)
...
@@ -144,7 +144,7 @@ function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,
...
@@ -144,7 +144,7 @@ function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,
let
cz
=
[]
let
cz
=
[]
for
(
let
i
=
0
;
i
<
config
.
length
;
i
++
)
{
for
(
let
i
=
0
;
i
<
config
.
length
;
i
++
)
{
let
d
=
ai
.
run
(
arr
,
config
[
i
],
risk
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
)
let
d
=
ai
.
run
(
arr
,
config
[
i
],
risk
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
,
dur
)
if
(
d
!==
null
)
if
(
d
!==
null
)
cz
.
push
(
d
)
cz
.
push
(
d
)
}
}
...
...
generate.js
View file @
8fa731dd
...
@@ -2,11 +2,11 @@ let arr=[
...
@@ -2,11 +2,11 @@ let arr=[
{
{
type
:
"
zarib
"
,
type
:
"
dynamic
"
,
commision
:
0.00
1
,
commision
:
0.00
016
,
paramStart
:
1
,
paramStart
:
0
,
paramEnd
:
2
,
paramEnd
:
48
,
inidicator
:
0.1
inidicator
:
2
}
}
...
@@ -20,7 +20,7 @@ run()
...
@@ -20,7 +20,7 @@ run()
async
function
run
()
async
function
run
()
{
{
let
obj
=
{
sort
:
'
profitPerMonthDrawDown
'
,
alocatedReserve
:
3
,
alocatedReserveCompound
:
3
,
risk
:
1
,
start
:
2000
,
pfTrade
:
2
,
side
:
'
both
'
,
riskFreeLevel
:
100
,
onlyShortLong
:
false
,
loss
:
0
,
level
:
200
}
let
obj
=
{
sort
:
'
profitPerMonthDrawDown
'
,
alocatedReserve
:
3
,
alocatedReserveCompound
:
3
,
risk
:
1
,
start
:
2000
,
pfTrade
:
100
,
side
:
'
both
'
,
riskFreeLevel
:
100
,
onlyShortLong
:
false
,
loss
:
0
,
level
:
200
,
dur
:
365
}
let
detail
=
[
'
configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv&zarib param:1.1 base:200 target:1
'
]
let
detail
=
[
'
configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv&zarib param:1.1 base:200 target:1
'
]
obj
.
detail
=
detail
obj
.
detail
=
detail
let
all
=
[]
let
all
=
[]
...
@@ -80,9 +80,9 @@ async function add(data)
...
@@ -80,9 +80,9 @@ async function add(data)
// })
// })
if
(
data
.
type
!==
'
plus
'
)
if
(
data
.
type
!==
'
plus
'
)
{
{
for
(
let
i
=
1000
;
i
<
1
001
;
i
=
i
+
10
)
for
(
let
i
=
1000
00
;
i
<
100
001
;
i
=
i
+
10
)
{
{
for
(
let
z
=
1
;
z
<
101
;
z
=
z
+
1
)
for
(
let
z
=
1
0
;
z
<
1010
;
z
=
z
+
10
)
arr
.
push
({
arr
.
push
({
type
:
data
.
type
,
type
:
data
.
type
,
commision
:
data
.
commision
,
commision
:
data
.
commision
,
...
...
run.js
View file @
8fa731dd
...
@@ -25,7 +25,7 @@ async function run() {
...
@@ -25,7 +25,7 @@ async function run() {
for
(
let
i
=
0
;
i
<
files
.
length
;
i
++
)
for
(
let
i
=
0
;
i
<
files
.
length
;
i
++
)
if
(
files
[
i
].
includes
(
'
.csv
'
))
{
if
(
files
[
i
].
includes
(
'
.csv
'
))
{
csvFile
=
files
[
i
]
csvFile
=
files
[
i
]
arr
.
push
(
csv
.
parse
(
directory
,
files
[
i
],
configs
.
data
,
configs
.
risk
,
configs
.
pfTrade
,
configs
.
side
,
configs
.
riskFreeLevel
,
JSON
.
parse
(
checks
),
configs
.
onlyShortLong
,
configs
.
loss
))
arr
.
push
(
csv
.
parse
(
directory
,
files
[
i
],
configs
.
data
,
configs
.
risk
,
configs
.
pfTrade
,
configs
.
side
,
configs
.
riskFreeLevel
,
JSON
.
parse
(
checks
),
configs
.
onlyShortLong
,
configs
.
loss
,
configs
.
dur
))
}
}
arr
=
await
Promise
.
all
(
arr
)
arr
=
await
Promise
.
all
(
arr
)
...
...
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