init

ai.js

@@ -6,7 +6,12 @@ let zarib = 'zarib'
 let base = 'base'
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel) {
+function run(data, config, risk, pfTrade, riskFreeLevel,detail) {
+    let type=config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target
+    let saveData=[]
+    let needPrintData=shouldPrint(detail,data[0].signal)
+   // console.log(needPrintData)
+
     let commision = config.commision
     let money = config.base
     let total = 0
@@ -33,7 +38,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel) {
 
     }
 
-    if (dur <1400)
+    if (dur <2)
         return  null
 
     let newP = dur / data.length
@@ -42,7 +47,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel) {
     if (pfTrade < newP)
         return null
     for (let i = 0; i < data.length; i++) {
-
+let obj
         if (step === 0)
             money = config.base
         else {
@@ -70,8 +75,21 @@ function run(data, config, risk, pfTrade, riskFreeLevel) {
         //   console.log( 'step->'+step)
         //   console.log(d)
 
+
+
         if (step > maxLevel)
             maxLevel = step
+
+        if  (needPrintData)
+        {
+            obj=d
+            obj.maxReserve=maxReserve
+            obj.maxAllocatedMoney=maxAllocatedMoney
+            obj.maxLevel=maxReserve
+            obj.step=step
+            obj.money=money
+
+        }
         if (d.done === true) {
             levels.push(step)
             step = 0
@@ -89,7 +107,20 @@ function run(data, config, risk, pfTrade, riskFreeLevel) {
             lastMoney = d.lastMoney
             lastCom = lastCom + d.com
 
+            if  (needPrintData)
+            {
+
+                obj.profit=profit
+                obj.lastMoney=lastMoney
+                obj.lastCom=lastCom
+
+
+            }
+
         }
+
+        if (needPrintData)
+            saveData.push(obj)
     }
     let firstMaxAllocatedMoney = maxAllocatedMoney
     if (config.param !== 0) {
@@ -155,7 +186,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel) {
     let drawDown = Math.abs(((maxReserve * 100) / maxAllocatedMoney))
     let opt = {
         platform: data[0].signal,
-        type: config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target,
+        type: type,
         total: total,
         allTotal:allTotal,
         avgLevel: maxLevel / total,
@@ -187,6 +218,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel) {
 
     }
 
+    if (needPrintData)
+    {
+        fs.writeFile('detail/'+data[0].signal, JSON.stringify(saveData, null, 2), 'utf8', function (err) {
+
+        });
+    }
+
+
 
     return opt
 
@@ -248,6 +287,14 @@ function calPer(entry, last) {
     return ((last - entry) / entry) * 100
 }
 
+function shouldPrint(details,type)
+{
+    for (let i=0;i<details.length;i++)
+        if (details[i] ===type)
+            return true
+    return false
+}
+
 function percentage(base, per) {
 
     base = parseFloat(base)

brain.js

@@ -11,7 +11,13 @@ let cores = 15
 copyAllFiles()
 
 async function init() {
+    try {
+        await fs.mkdirSync('detail')
+    }
+    catch (e)
+    {
 
+    }
 
     for (let i = 0; i < cores; i++) {
         let res = await fs.existsSync(prefix + i)
@@ -52,7 +58,7 @@ async function check() {
         }
 
         let stats = await fs.statSync('allFiles/' + files[i])
-        if (stats.size < 10000) {
+        if (stats.size < 6) {
 
             await fs.unlinkSync('allFiles/' + files[i])
             continue
@@ -95,6 +101,7 @@ async function copyAllFiles()
 
         }
 
+
         let files = await fs.readdirSync('files')
         let size = await fs.read
         for (let i = 0; i < files.length; i++) {
@@ -105,7 +112,7 @@ async function copyAllFiles()
             }
 
             let stats = await fs.statSync('files/' + files[i])
-            if (stats.size < 10000) {
+            if (stats.size < 6) {
 
                 await fs.unlinkSync('files/' + files[i])
                 continue

csv.js

@@ -6,7 +6,7 @@ let moment = require('moment-timezone')
 let ai = require('./ai')
 
 
-async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel) {
+async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong) {
     return new Promise(function (resolve, reject) {
         let arr = []
         // console.log(name)
@@ -14,12 +14,12 @@ async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLeve
             .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, riskFreeLevel)));
+            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong)));
     });
 }
 
 
-function initData(data, config, name, risk, pfTrade, side, riskFreeLevel) {
+function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong) {
 
     data = JSON.stringify(data)
 
@@ -108,12 +108,35 @@ function initData(data, config, name, risk, pfTrade, side, riskFreeLevel) {
     }
 
 
+    if (onlyShortLong ===true)
+    {
+        let arr2=[]
+        let lastSide=''
+        for (let i=0;i<arr.length;i++)
+        {
+            if (lastSide ==='') {
+                arr2.push(arr[i])
+                lastSide = arr[i].side
+                continue
+            }
+
+            if (lastSide === arr[i].side)
+                continue
+            arr2.push(arr[i])
+            lastSide=arr[i].side
+        }
+
+        arr=arr2
+
+    }
+
+
     // console.log(arr)
 
 
     let cz = []
     for (let i = 0; i < config.length; i++) {
-        let d = ai.run(arr, config[i], risk, pfTrade, riskFreeLevel)
+        let d = ai.run(arr, config[i], risk, pfTrade, riskFreeLevel,detail)
         if (d !== null)
             cz.push(d)
     }

generate.js

@@ -20,7 +20,9 @@ run()
 
 async function run()
 {
-    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:1,start:2000,pfTrade:2,side:'both',riskFreeLevel:100}
+    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:1,start:2000,pfTrade:2,side:'both',riskFreeLevel:100,onlyShortLong:false}
+    let detail=['configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv','configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv']
+    obj.detail=detail
     let all=[]
     for (let i=0;i<arr.length;i++)
         all.push(add(arr[i]))

run.js

@@ -22,7 +22,7 @@ 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,configs.riskFreeLevel))
+            arr.push(csv.parse(directory, files[i], configs.data, configs.risk, configs.pfTrade,configs.side,configs.riskFreeLevel,configs.detail,configs.onlyShortLong))
         }
 
     arr = await Promise.all(arr)