git pull

bad.txt

-{"bad":2}
+{"maxReserve":-12.310000000000004,"profit":2404.2,"bad":-195.30463038180332}
\ No newline at end of file

test_json.js

@@ -71,9 +71,9 @@ let fs = require('fs')
 // let arr=[]
 // arr.push(t)
 // arr.push(t)
-// console.log(JSON.stringify(arr))
+ console.log(JSON.stringify({bad:1}))
 
-test()
+//test()
 async function test()
 {
     let las = await fs.readFileSync('t.json', 'utf8');

tor.js

@@ -65,7 +65,7 @@ async function lastCheck(param1,param2,param3,arr5) {
     if (param3<base)
     {
         let z={maxReserve:param1,profit:param2,bad:param3}
-        await createfileADV(JSON.stringify(z))
+     //   await createfileADV(JSON.stringify(z))
         await createfileTorob(param3.toString(),JSON.stringify(arr5, null, 2))
 
     }
@@ -89,9 +89,9 @@ async function run()
     balance=lastBalance
     arr=[]
     for (let i = 0; i < size; i++) {
-        let closeDate = com[i].c.split('_')
-        let profits = com[i].p.split('_')
-        let side = com[i].s.split('_')
+        let closeDate = com[i].closeDate.split('_')
+        let profits = com[i].profitLossString.split('_')
+        let side = com[i].sideString.split('_')
         for (let j = 0; j < closeDate.length - 1; j++)
             add(closeDate[j], parseFloat(profits[j])-0.1,side[j])
 
@@ -130,6 +130,7 @@ async function run()
 
   // dates=_.orderBy(dates,['profit'])
     let arrDate=[]
+   // console.log(dates)
     for (let i = 0; i < dates.length; i++) {
         let sums = 0
         for (let j = i + 1; j < dates.length ; j++) {
@@ -176,7 +177,7 @@ async function run()
         balance=balance+arr2[i].profit
         arr2[i].balance=balance
     }
-    createfileADV(JSON.stringify(arr2, null, 2))
+    //createfileADV(JSON.stringify(arr2, null, 2))
 
     let index=arrNew[0].index
     arrNew=[]
@@ -205,7 +206,7 @@ function add(date, profit,side) {
             arr[i].profit = arr[i].profit + profit
 
             arr[i].count++
-            if ( side ==='L') {
+            if ( side ==='LONG') {
                 arr[i].longCount++
                 arr[i].longProfit= arr[i].longProfit+profit
             }

torobche.js

@@ -5,119 +5,151 @@ const uuid = require('uniqid')
 let pair = 'BNB'
 let res
 let arr = []
-let lastBalance=5000
-let size=50
-let balance =lastBalance
+let lastBalance = 5000
+let size = 50
+let balance = lastBalance
 init()
 
-let base=1
+let base = 1
 let com
 
 //profitLossString
 //drawDownString
 
+
+let year = ['2017', '2018', '2019', '2020', '2021', '2022']
+let month = ['01', '02', '03', '04', '05', '06', '07', '08', '09', '10', '11', '12']
+
+
+let dates = []
+
+
 async function init() {
     try {
         await fs.mkdirSync('torob')
-    }
-    catch (e)
-    {
+    } catch (e) {
 
     }
     com = await fs.readFileSync('t.json', 'utf8');
     let bad = await fs.readFileSync('bad.txt', 'utf8');
-bad=JSON.parse(bad)
+    bad = JSON.parse(bad)
 
-   base=parseFloat(bad.bad)
-console.log(bad)
+    base = parseFloat(bad.bad)
+    //console.log(bad)
 
     com = JSON.parse(com)
 
-run()
+    run()
 
 }
 
 
-
-
-
-async function lastCheck(param1,param2,param3,arr5) {
+async function lastCheck(param1, param2, param3, arr5) {
 
     let bad = await fs.readFileSync('bad.txt', 'utf8');
-    bad=JSON.parse(bad)
+    bad = JSON.parse(bad)
 
-    base=parseFloat(bad.bad)
+    base = parseFloat(bad.bad)
 
-    if (param3<base)
-    {
-        let z={maxReserve:param1,profit:param2,bad:param3}
+    if (param3 < base) {
+        let z = {maxReserve: param1, profit: param2, bad: param3}
         await createfileADV(JSON.stringify(z))
-        await createfileTorob(param3.toString(),JSON.stringify(arr5, null, 2))
+        await createfileTorob(param3.toString(), JSON.stringify(arr5, null, 2))
 
     }
 
 
+}
 
-
-
-
-
-
+function resetDates() {
+    dates = []
+    for (let i = 0; i < year.length; i++) {
+        for (let j = 0; j < month.length; j++) {
+            let t = year[i] + '-' + month[j]
+            if (!(t === '2017-01' || t === '2017-02' || t === '2017-03' || t === '2017-04' || t === '2017-05' || t === '2017-06' || t === '2017-07' || t === '2022-05' || t === '2022-06' || t === '2022-07' || t === '2022-08' || t === '2022-09' || t === '2022-10' || t === '2022-11' || t === '2022-12'))
+                dates.push({date: t, profit: 0, count: 0, longCount: 0, shortCount: 0, longProfit: 0, shortProfit: 0})
+        }
+    }
 }
 
 async function sleep(millis) {
     return new Promise(resolve => setTimeout(resolve, millis));
 }
 
-async function run()
-{
-    com=_.shuffle(com)
-    balance=lastBalance
-    arr=[]
+async function run() {
+    com = _.shuffle(com)
+    balance = lastBalance
+    arr = []
+    resetDates()
     for (let i = 0; i < size; i++) {
-        let closeDate = com[i].c.split('_')
-        let profits = com[i].p.split('_')
-        let side = com[i].s.split('_')
+        let closeDate = com[i].closeDate.split('_')
+        let profits = com[i].profitLossString.split('_')
+        let side = com[i].sideString.split('_')
         for (let j = 0; j < closeDate.length - 1; j++)
-            add(closeDate[j], parseFloat(profits[j])-0.1,side[j])
+            add(closeDate[j], parseFloat(profits[j]) - 0.1, side[j])
 
     }
 
-    arr=_.orderBy(arr,['date'])
-
+    arr = _.orderBy(arr, ['date'])
 
 
-    for (let i=0;i<arr.length;i++)
-    {
-        balance=balance+arr[i].profit
-        arr[i].balance=balance
+    for (let i = 0; i < arr.length; i++) {
+        balance = balance + arr[i].profit
+        arr[i].balance = balance
     }
-    let arrNew=[]
+    let arrNew = []
     for (let i = 0; i < arr.length; i++) {
         let sums = 0
-        for (let j = i + 1; j < arr.length ; j++) {
+        for (let j = i + 1; j < arr.length; j++) {
 
             sums = sums + parseFloat(arr[j].profit)
 
-            if (arrNew.length ===0)
-                arrNew.push({sum: sums, index: i,startDate:arr[i+1].date,date:arr[j].date})
-            else if (arrNew[arrNew.length-1].sum > sums)
-                arrNew.push({sum: sums, index: i,startDate:arr[i+1].date,date:arr[j].date})
+            if (arrNew.length === 0)
+                arrNew.push({sum: sums, index: i, startDate: arr[i + 1].date, date: arr[j].date})
+            else if (arrNew[arrNew.length - 1].sum > sums)
+                arrNew.push({sum: sums, index: i, startDate: arr[i + 1].date, date: arr[j].date})
 
 
         }
 
     }
     arrNew = _.orderBy(arrNew, ['sum'])
+
+    for (let i=0;i<arr.length;i++)
+        addDate(arr[i])
+
+
+    let arrDate=[]
+    for (let i = 0; i < dates.length; i++) {
+        let sums = 0
+        for (let j = i + 1; j < dates.length ; j++) {
+
+            sums = sums + parseFloat(dates[j].profit)
+
+            if (arrDate.length ===0)
+                arrDate.push({sum: sums, index: i,startDate:dates[i+1].date,date:dates[j].date})
+            else if (arrDate[arrDate.length-1].sum > sums)
+                arrDate.push({sum: sums, index: i,startDate:dates[i+1].date,date:dates[j].date})
+
+
+        }
+
+    }
+    arrDate = _.orderBy(arrDate, ['sum'])
+    balance=lastBalance
+    for (let i = 0; i < dates.length; i++) {
+        balance = balance + dates[i].profit
+        dates[i].balance = balance
+    }
     // console.log(arr)
     //  console.log('Balance ->',balance)
     // console.log('Worth ->',arrNew[0])
 
-    let worth=(balance-lastBalance)/(arrNew[0].sum)
-if (worth < base) {
-    base=worth
-    console.log(arrNew[0].sum,balance-lastBalance,worth)
-    let arr5=[]
+    let worth = (balance - lastBalance) / (arrDate[0].sum)
+    if (worth < base) {
+        base = worth
+        console.log(arrDate[0].sum, balance - lastBalance, worth)
+        let arr5 = []
         for (let f = 0; f < size; f++) {
             arr5.push(com[f])
 
@@ -125,8 +157,8 @@ if (worth < base) {
         //   let z={maxReserve:arrNew[0].sum,balance:balance,bad:base}
         //
         // await  createfileADV(JSON.stringify(z))
-    await lastCheck(arrNew[0].sum,balance-lastBalance,base,arr5)
-}
+        await lastCheck(arrDate[0].sum, balance - lastBalance, base, arr5)
+    }
     // let start=false
     // let arr2=[]
     // for (let i=0;i<arr.length;i++)
@@ -173,28 +205,62 @@ if (worth < base) {
     return run()
 }
 
+function addDate(data) {
+    for (let i = 0; i < dates.length; i++)
+        if (data.date.includes(dates[i].date)) {
+            dates[i].profit = dates[i].profit + data.profit
 
-function add(date, profit,side) {
+            dates[i].count=dates[i].count+data.count
+            dates[i].longCount=dates[i].longCount+data.longCount
+            dates[i].longProfit= dates[i].longProfit+data.longProfit
+
+            dates[i].shortCount=dates[i].shortCount+data.shortCount
+            dates[i].shortProfit= dates[i].shortProfit+data.shortProfit
+
+
+            return
+        }
+
+
+}
+
+
+function add(date, profit, side) {
     for (let i = 0; i < arr.length; i++)
         if (arr[i].date === date) {
             arr[i].profit = arr[i].profit + profit
 
             arr[i].count++
-            if ( side ==='L') {
+            if (side === 'LONG') {
                 arr[i].longCount++
-                arr[i].longProfit= arr[i].longProfit+profit
-            }
-            else {
+                arr[i].longProfit = arr[i].longProfit + profit
+            } else {
                 arr[i].shortCount++
-                arr[i].shortProfit= arr[i].shortProfit+profit
+                arr[i].shortProfit = arr[i].shortProfit + profit
             }
             return
         }
 
-    if ( side ==='LONG')
-        arr.push({date: date, profit: profit,count:1,longCount:1,shortCount:0,longProfit:profit,shortProfit:0})
+    if (side === 'LONG')
+        arr.push({
+            date: date,
+            profit: profit,
+            count: 1,
+            longCount: 1,
+            shortCount: 0,
+            longProfit: profit,
+            shortProfit: 0
+        })
     else
-        arr.push({date: date, profit: profit,count:1,longCount:1,shortCount:1,longProfit:0,shortProfit:profit})
+        arr.push({
+            date: date,
+            profit: profit,
+            count: 1,
+            longCount: 1,
+            shortCount: 1,
+            longProfit: 0,
+            shortProfit: profit
+        })
 
 }
 
@@ -205,7 +271,6 @@ function get(date) {
         }
 
 
-
 }
 
 function createfileADV(data) {
@@ -218,10 +283,10 @@ function createfileADV(data) {
     });
 }
 
-function createfileTorob(name,data) {
+function createfileTorob(name, data) {
     // console.log(data)
     return new Promise(function (resolve, reject) {
-        fs.writeFile('torob/'+name+'.json', data, 'utf8', function (err) {
+        fs.writeFile('torob/' + name + '.json', data, 'utf8', function (err) {
             if (err) reject(err);
             else resolve(data);
         });