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Commits
b3afa61f
Commit
b3afa61f
authored
Dec 05, 2021
by
Ahmad Nemati
Browse files
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init
parent
a4e1231d
Changes
4
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Showing
4 changed files
with
23 additions
and
21 deletions
+23
-21
ai.js
ai.js
+2
-1
csv.js
csv.js
+19
-18
generate.js
generate.js
+1
-1
run.js
run.js
+1
-1
No files found.
ai.js
View file @
b3afa61f
...
@@ -162,7 +162,8 @@ function run(data, config,risk,pfTrade) {
...
@@ -162,7 +162,8 @@ function run(data, config,risk,pfTrade) {
minus
:
minus
,
minus
:
minus
,
risk
:
risk
,
risk
:
risk
,
levels
:
newLevelText
,
levels
:
newLevelText
,
pftrade
:
newP
pftrade
:
newP
,
countOfTrade
:
data
.
length
}
}
...
...
csv.js
View file @
b3afa61f
...
@@ -6,61 +6,63 @@ let moment = require('moment-timezone')
...
@@ -6,61 +6,63 @@ let moment = require('moment-timezone')
let
ai
=
require
(
'
./ai
'
)
let
ai
=
require
(
'
./ai
'
)
async
function
parse
(
directory
,
name
,
configs
,
risk
,
pfTra
de
)
{
async
function
parse
(
directory
,
name
,
configs
,
risk
,
pfTrade
,
si
de
)
{
return
new
Promise
(
function
(
resolve
,
reject
)
{
return
new
Promise
(
function
(
resolve
,
reject
)
{
let
arr
=
[]
let
arr
=
[]
// console.log(name)
// console.log(name)
fs
.
createReadStream
(
directory
+
'
/
'
+
name
)
fs
.
createReadStream
(
directory
+
'
/
'
+
name
)
.
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
,
pfTra
de
)));
.
on
(
'
end
'
,
rowCount
=>
resolve
(
initData
(
arr
,
configs
,
name
,
risk
,
pfTrade
,
si
de
)));
});
});
}
}
function
initData
(
data
,
config
,
name
,
risk
,
pfTra
de
)
{
function
initData
(
data
,
config
,
name
,
risk
,
pfTrade
,
si
de
)
{
data
=
JSON
.
stringify
(
data
)
data
=
JSON
.
stringify
(
data
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Trade #
'
,
'
g
'
),
'
id
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Trade #
'
,
'
g
'
),
'
id
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Profit %
'
,
'
g
'
),
'
profit
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Profit %
'
,
'
g
'
),
'
profit
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Run-up %
'
,
'
g
'
),
'
runUp
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Run-up %
'
,
'
g
'
),
'
runUp
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Drawdown %
'
,
'
g
'
),
'
drawDown
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Drawdown %
'
,
'
g
'
),
'
drawDown
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Price
'
,
'
g
'
),
'
price
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Price
'
,
'
g
'
),
'
price
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Date/Time
'
,
'
g
'
),
'
date
'
)
data
=
_
.
replace
(
data
,
new
RegExp
(
'
Date/Time
'
,
'
g
'
),
'
date
'
)
// data = _.replace(data, new RegExp('Open_Price', 'g'), 'openPrice')
// data = _.replace(data, new RegExp('Open_Price', 'g'), 'openPrice')
// data = _.replace(data, new RegExp('Num.', 'g'), 'id')
// data = _.replace(data, new RegExp('Num.', 'g'), 'id')
let
t
=
data
let
t
=
data
// console.log(data)
// console.log(data)
data
=
JSON
.
parse
(
data
)
data
=
JSON
.
parse
(
data
)
let
arr
=
[]
let
arr
=
[]
if
(
t
.
includes
(
'
Open_Time
'
))
{
if
(
t
.
includes
(
'
Open_Time
'
))
{
for
(
let
i
=
0
;
i
<
data
.
length
;
i
++
)
{
for
(
let
i
=
0
;
i
<
data
.
length
;
i
++
)
{
if
(
data
.
length
-
1
===
i
)
if
(
data
.
length
-
1
===
i
)
continue
continue
// console.log(data[i])
// console.log(data[i])
if
(
data
[
i
].
dAgeHiPrfInPrPc_RunUpPc
===
''
)
if
(
data
[
i
].
dAgeHiPrfInPrPc_RunUpPc
===
''
)
continue
continue
let
obj
=
{}
let
obj
=
{}
obj
.
id
=
(
i
+
1
)
obj
.
id
=
(
i
+
1
)
obj
.
signal
=
name
obj
.
signal
=
name
if
(
data
[
i
].
Type
.
includes
(
'
Buy
'
))
if
(
data
[
i
].
Type
.
includes
(
'
Buy
'
))
obj
.
side
=
'
LONG
'
obj
.
side
=
'
LONG
'
else
else
obj
.
side
=
'
SHORT
'
obj
.
side
=
'
SHORT
'
if
(
side
===
'
long
'
&&
obj
.
side
===
'
SHORT
'
)
continue
if
(
side
===
'
short
'
&&
obj
.
side
===
'
LONG
'
)
continue
obj
.
openPrice
=
parseFloat
(
data
[
i
].
Open_price
)
obj
.
openPrice
=
parseFloat
(
data
[
i
].
Open_price
)
obj
.
closePrice
=
parseFloat
(
data
[
i
].
Close_price
)
obj
.
closePrice
=
parseFloat
(
data
[
i
].
Close_price
)
obj
.
openDate
=
moment
(
data
[
i
].
Open_Time
,
'
YYYY.MM.DD HH:mm:ss
'
).
format
(
'
YYYY-MM-DD HH:mm:ss
'
)
obj
.
openDate
=
moment
(
data
[
i
].
Open_Time
,
'
YYYY.MM.DD HH:mm:ss
'
).
format
(
'
YYYY-MM-DD HH:mm:ss
'
)
obj
.
closeDate
=
moment
(
data
[
i
].
Close_Time
,
'
YYYY.MM.DD HH:mm:ss
'
).
format
(
'
YYYY-MM-DD HH:mm:ss
'
)
obj
.
closeDate
=
moment
(
data
[
i
].
Close_Time
,
'
YYYY.MM.DD HH:mm:ss
'
).
format
(
'
YYYY-MM-DD HH:mm:ss
'
)
obj
.
profit
=
parseFloat
(
data
[
i
].
dPrfPipWrtOpPrPc
)
obj
.
profit
=
parseFloat
(
data
[
i
].
dPrfPipWrtOpPrPc
)
obj
.
runUp
=
parseFloat
(
data
[
i
].
dAgeHiPrfInPrPc_RunUpPc
)
obj
.
runUp
=
parseFloat
(
data
[
i
].
dAgeHiPrfInPrPc_RunUpPc
)
...
@@ -103,10 +105,9 @@ function initData(data, config, name,risk,pfTrade) {
...
@@ -103,10 +105,9 @@ function initData(data, config, name,risk,pfTrade) {
}
}
let
cz
=
[]
let
cz
=
[]
for
(
let
i
=
0
;
i
<
config
.
length
;
i
++
)
{
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
))
}
}
return
cz
return
cz
...
...
generate.js
View file @
b3afa61f
...
@@ -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
:
0
,
start
:
10000
,
pfTrade
:
0.1
}
let
obj
=
{
sort
:
'
profitPerMonthDrawDown
'
,
alocatedReserve
:
3
,
alocatedReserveCompound
:
3
,
risk
:
0
,
start
:
10000
,
pfTrade
:
0.1
,
side
:
'
both
'
}
let
all
=
[]
let
all
=
[]
for
(
let
i
=
0
;
i
<
arr
.
length
;
i
++
)
for
(
let
i
=
0
;
i
<
arr
.
length
;
i
++
)
all
.
push
(
add
(
arr
[
i
]))
all
.
push
(
add
(
arr
[
i
]))
...
...
run.js
View file @
b3afa61f
...
@@ -20,7 +20,7 @@ async function run() {
...
@@ -20,7 +20,7 @@ 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
))
arr
.
push
(
csv
.
parse
(
directory
,
files
[
i
],
configs
.
data
,
configs
.
risk
,
configs
.
pfTrade
,
configs
.
side
))
}
}
arr
=
await
Promise
.
all
(
arr
)
arr
=
await
Promise
.
all
(
arr
)
...
...
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