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February 9, 2019 09:59
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Part of my engine.js
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function onTrade(trade, is_preroll, cb) { | |
if (s.period && trade.time < s.period.time) { | |
return | |
} | |
var day = (new Date(trade.time)).getDate() | |
if (s.last_day && day !== s.last_day) { | |
s.day_count++ | |
} | |
s.last_day = day | |
if (!s.period) { | |
initBuffer(trade) | |
} | |
s.in_preroll = is_preroll || (so.start && trade.time < so.start) | |
if (!s.period.last_try_trade && !s.in_preroll) { | |
s.period.last_try_trade = now() | |
} | |
if(trade.time > s.period.close_time || | |
(!s.in_preroll && so.mode != "sim" && moment.duration(moment(now()).diff(s.period.last_try_trade)).asMinutes() >= 1)){ | |
var period_id = tb(trade.time).resize(so.period_length).toString() | |
s.period.last_try_trade = now() | |
s.strategy.onPeriod.call(s.ctx, s, function () { | |
writeReport() | |
s.acted_on_stop = false | |
if (!s.in_preroll && !so.manual) { | |
executeStop(true) | |
if (s.signal) { | |
executeSignal(s.signal) | |
} | |
} | |
s.action = null | |
s.signal = null | |
if (trade.time > s.period.close_time) { | |
s.lookback.unshift(s.period) | |
initBuffer(trade) | |
} | |
withOnPeriod(trade, period_id, cb) | |
}) | |
} | |
else { | |
withOnPeriod(trade, period_id, cb) | |
} | |
} |
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