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Administrator
ai
Commits
7fb65be1
Commit
7fb65be1
authored
Jun 12, 2022
by
Ahmad Nemati
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git pull
parent
ec7f68bf
Changes
2
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2 changed files
with
20 additions
and
23 deletions
+20
-23
ai.js
ai.js
+19
-22
run.js
run.js
+1
-1
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ai.js
View file @
7fb65be1
...
@@ -14,7 +14,7 @@ let startt = 30
...
@@ -14,7 +14,7 @@ let startt = 30
//
//
function
run
(
data
,
config
,
risk
,
forceZero
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
,
durs
,
maxTradeDays
,
targetPercentage
,
candlesData
,
fft
,
ProfitZeroProfit
,
fftRunup
,
ProfitZeroProfitRunup
,
ProfitZeroDrawDownProfit
,
ProfitZeroDrawDown
,
ddPlusRunCount
,
RunupDrawDownZeroRunupDrawDown
,
ProfitZeroRunupProfit
,
ProfitZeroRunupDrawDown
,
RunUpDrawDownZeroProfit
,
RunUpDrawDownZeroDrawDownProfit
,
RunUpDrawDownZeroDrawdown
,
RunUpDrawDownZeroRunupProfit
,
RunupZeroRunupDrawDown
,
RunupZeroProfit
,
RunupZeroProfitDrawDown
,
RunupZeroDrawDown
,
RunupZeroProfitRunup
,
DrawDownZeroDrawDown
,
DrawDownnZeroProfit
,
DrawDownZeroProfitDrawDown
,
DrawDownZeroProfitRunup
,
DrawDownZeroRunupDrawDown
,
ProfitDrawDownZeroDrawDown
,
ProfitDrawDownZeroProfit
,
ProfitDrawDownZeroProfitDrawDown
,
ProfitDrawDownZeroProfitRunup
,
ProfitDrawDownZeroRunupDrawDown
function
run
(
data
,
config
,
risk
,
forceZero
,
pfTrade
,
riskFreeLevel
,
detail
,
loss
,
durs
,
maxTradeDays
,
targetPercentage
,
candlesData
,
fft
,
ProfitZeroProfit
,
fftRunup
,
ProfitZeroProfitRunup
,
ProfitZeroDrawDownProfit
,
ProfitZeroDrawDown
,
ddPlusRunCount
,
RunupDrawDownZeroRunupDrawDown
,
ProfitZeroRunupProfit
,
ProfitZeroRunupDrawDown
,
RunUpDrawDownZeroProfit
,
RunUpDrawDownZeroDrawDownProfit
,
RunUpDrawDownZeroDrawdown
,
RunUpDrawDownZeroRunupProfit
,
RunupZeroRunupDrawDown
,
RunupZeroProfit
,
RunupZeroProfitDrawDown
,
RunupZeroDrawDown
,
RunupZeroProfitRunup
,
DrawDownZeroDrawDown
,
DrawDownnZeroProfit
,
DrawDownZeroProfitDrawDown
,
DrawDownZeroProfitRunup
,
DrawDownZeroRunupDrawDown
,
ProfitDrawDownZeroDrawDown
,
ProfitDrawDownZeroProfit
,
ProfitDrawDownZeroProfitDrawDown
,
ProfitDrawDownZeroProfitRunup
,
ProfitDrawDownZeroRunupDrawDown
,
ProfitRunupZeroDrawDown
,
ProfitRunupZeroProfit
,
ProfitRunupZeroProfitDrawDown
,
ProfitRunupZeroProfitRunup
,
ProfitRunupZeroRunupDrawDown
,
usage
)
{
,
ProfitRunupZeroDrawDown
,
ProfitRunupZeroProfit
,
ProfitRunupZeroProfitDrawDown
,
ProfitRunupZeroProfitRunup
,
ProfitRunupZeroRunupDrawDown
,
usage
)
{
// let data2 = []
// let data2 = []
...
@@ -575,9 +575,6 @@ function run(data, config, risk,forceZero, pfTrade, riskFreeLevel, detail, loss,
...
@@ -575,9 +575,6 @@ function run(data, config, risk,forceZero, pfTrade, riskFreeLevel, detail, loss,
baseCompund
=
baseCompund
+
percentage2
(
baseCompund
,
data
[
i
].
profit
-
0.1
)
baseCompund
=
baseCompund
+
percentage2
(
baseCompund
,
data
[
i
].
profit
-
0.1
)
if
(
data
[
i
].
profit
>
0.1
)
{
if
(
data
[
i
].
profit
>
0.1
)
{
tempMeta
=
0
tempMeta
=
0
tempDrawDown
=
0
tempDrawDown
=
0
...
@@ -947,32 +944,35 @@ function run(data, config, risk,forceZero, pfTrade, riskFreeLevel, detail, loss,
...
@@ -947,32 +944,35 @@ function run(data, config, risk,forceZero, pfTrade, riskFreeLevel, detail, loss,
sum
=
sum
-
Math
.
abs
(
maxAllocatedMoney
)
sum
=
sum
-
Math
.
abs
(
maxAllocatedMoney
)
let
newCompund
=
sum
/
dur
let
newCompund
=
sum
/
dur
let
newBasePerComp
=
allDonePer
/
allDoneCount
let
newBasePerComp
=
allDonePer
/
allDoneCount
let
lastSumCompound
=
100
let
lastSumCompound
=
100
for
(
let
z
=
0
;
z
<
allDoneCount
;
z
++
)
for
(
let
z
=
0
;
z
<
allDoneCount
;
z
++
)
{
{
lastSumCompound
=
lastSumCompound
+
percentage2
(
lastSumCompound
,
newBasePerComp
)
lastSumCompound
=
lastSumCompound
+
percentage2
(
lastSumCompound
,
newBasePerComp
)
}
}
let
compoundPerMonth
=
(
newCompund
*
30
*
100
)
/
Math
.
abs
(
maxAllocatedMoney
)
let
compoundPerMonth
=
(
newCompund
*
30
*
100
)
/
Math
.
abs
(
maxAllocatedMoney
)
let
arrNew
=
[]
let
arrNew
=
[]
let
tt
=
profitLossString
let
tt
=
profitLossString
tt
=
tt
.
split
(
'
_
'
)
tt
=
tt
.
split
(
'
_
'
)
for
(
let
i
=
0
;
i
<
tt
.
length
-
1
;
i
++
)
{
for
(
let
i
=
0
;
i
<
tt
.
length
-
1
;
i
++
)
{
let
sums
=
0
let
sums
=
0
for
(
let
j
=
i
+
1
;
j
<
tt
.
length
-
1
;
j
++
)
{
for
(
let
j
=
i
+
1
;
j
<
tt
.
length
-
1
;
j
++
)
{
sums
=
sums
+
parseFloat
(
tt
[
j
])
sums
=
sums
+
parseFloat
(
tt
[
j
])
// console.log(sum,parseFloat(t[j]))
// console.log(sum,parseFloat(t[j]))
arrNew
.
push
({
sum
:
sums
,
index
:
i
})
arrNew
.
push
({
sum
:
sums
,
index
:
i
})
//console.log(sum)
//console.log(sum)
}
}
}
}
arrNew
=
_
.
orderBy
(
arrNew
,[
'
sum
'
])
arrNew
=
_
.
orderBy
(
arrNew
,
[
'
sum
'
])
if
(
typeof
arrNew
[
0
]
===
"
undefined
"
)
return
null
let
drawDown
=
Math
.
abs
(((
maxReserve
*
100
)
/
maxAllocatedMoney
))
let
drawDown
=
Math
.
abs
(((
maxReserve
*
100
)
/
maxAllocatedMoney
))
let
opt
=
{
let
opt
=
{
...
@@ -981,7 +981,7 @@ let arrNew=[]
...
@@ -981,7 +981,7 @@ let arrNew=[]
total
:
total
,
total
:
total
,
allTotal
:
allTotal
,
allTotal
:
allTotal
,
allDonePer
:
allDonePer
,
allDonePer
:
allDonePer
,
newAllDonePer
:
(
allDonePer
/
Math
.
abs
(
arrNew
[
0
].
sum
)),
newAllDonePer
:
(
allDonePer
/
Math
.
abs
(
arrNew
[
0
].
sum
)),
allDone
:
allDone
,
allDone
:
allDone
,
countOfTrade
:
data
.
length
,
countOfTrade
:
data
.
length
,
pftrade
:
newP
,
pftrade
:
newP
,
...
@@ -1036,11 +1036,8 @@ let arrNew=[]
...
@@ -1036,11 +1036,8 @@ let arrNew=[]
minus
:
minus
,
minus
:
minus
,
risk
:
risk
,
risk
:
risk
,
levels
:
newLevelText
,
levels
:
newLevelText
,
avgRunup
:
avgRunup
,
avgRunup
:
avgRunup
,
avgDrawdown
:
avgDrawdown
avgDrawdown
:
avgDrawdown
}
}
...
...
run.js
View file @
7fb65be1
...
@@ -75,7 +75,7 @@ async function run() {
...
@@ -75,7 +75,7 @@ async function run() {
let
arr1000Compound
=
[]
let
arr1000Compound
=
[]
let
arrReserv
=
_
.
orderBy
(
arr2
,
[
'
percentage
'
],
[
'
asc
'
]);
let
arrReserv
=
_
.
orderBy
(
arr2
,
[
'
percentage
'
],
[
'
asc
'
]);
let
arrCompound
=
_
.
orderBy
(
arr2
,
[
'
a
llDonePer
'
],
[
'
desc
'
]);
let
arrCompound
=
_
.
orderBy
(
arr2
,
[
'
newA
llDonePer
'
],
[
'
desc
'
]);
let
arrResrv200
=
[]
let
arrResrv200
=
[]
let
arr1000Maxtime
=
[]
let
arr1000Maxtime
=
[]
let
arrReservCompound
=
[]
let
arrReservCompound
=
[]
...
...
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