init

ai.js

@@ -6,7 +6,7 @@ let zarib = 'zarib'
 let base = 'base'
 
 
-function run(data, config,risk) {
+function run(data, config,risk,pfTrade) {
     let commision = config.commision
     let money = config.base
     let total = 0
@@ -21,6 +21,10 @@ function run(data, config,risk) {
     let lastCom = 0
     let lastMoney = 0
     let levels=[]
+    let dur = getMinDiff(data[0].openDate, data[data.length - 1].closeDate)
+    let newP=dur/data.length
+    if (pfTrade>newP)
+        return null
     for (let i = 0; i < data.length; i++) {
 
         if (step === 0)
@@ -94,7 +98,7 @@ function run(data, config,risk) {
 
 
 
-    let dur = getMinDiff(data[0].openDate, data[data.length - 1].closeDate)
+
     let totalFinal = total * config.target
     let newT = totalFinal / dur
     let percentage = maxReserve + totalFinal

csv.js

@@ -6,7 +6,7 @@ let moment = require('moment-timezone')
 let ai = require('./ai')
 
 
-async function parse(directory,name, configs,risk) {
+async function parse(directory,name, configs,risk,pfTrade) {
     return new Promise(function (resolve, reject) {
         let arr = []
        // console.log(name)
@@ -14,12 +14,12 @@ async function parse(directory,name, configs,risk) {
             .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)));
+            .on('end', rowCount => resolve(initData(arr, configs, name,risk,pfTrade)));
     });
 }
 
 
-function initData(data, config, name,risk) {
+function initData(data, config, name,risk,pfTrade) {
 
     data = JSON.stringify(data)
 
@@ -106,7 +106,7 @@ function initData(data, config, name,risk) {
 
     let cz = []
     for (let i = 0; i < config.length; i++) {
-        cz.push(ai.run(arr, config[i],risk))
+        cz.push(ai.run(arr, config[i],risk,pfTrade))
     }
     return cz
 

generate.js

@@ -20,7 +20,7 @@ run()
 
 async function run()
 {
-    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:1000}
+    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:1000,pfTrade:1}
     let all=[]
     for (let i=0;i<arr.length;i++)
         all.push(add(arr[i]))

run.js

@@ -19,7 +19,7 @@ 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))
+            arr.push(csv.parse(directory, files[i], configs.data, configs.risk,configs.pfTrade))
         }
 
     arr = await Promise.all(arr)
@@ -35,7 +35,7 @@ async function run() {
         }
     }
     //   console.log(arr2)
-
+    arr2=_.without(arr2,undefined,null);
     arr2 = _.orderBy(arr2, ['profitPerMonthDrawDown'], ['desc']);
     let arr20Max = []
     let arr1000Compound = []