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Interactive CUI (DeviaVir#518)
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Added more simple interaction options and some colors. Some early statistics on exit.
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@nedievas @DeviaVir
nedievas authored and DeviaVir committed Sep 4, 2017
1 parent 68758a3 commit 83ec992
Showing 1 changed file with 115 additions and 3 deletions.
118 changes: 115 additions & 3 deletions commands/trade.js
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@ var tb = require('timebucket')
, moment = require('moment')
, crypto = require('crypto')
, readline = require('readline')
, colors = require('colors')

module.exports = function container (get, set, clear) {
var c = get('conf')
Expand Down Expand Up @@ -68,6 +69,96 @@ module.exports = function container (get, set, clear) {
process.exit(1)
}
var engine = get('lib.engine')(s)

const keyMap = new Map()
keyMap.set('b', 'limit'.grey + ' BUY'.green)
keyMap.set('B', 'market'.grey + ' BUY'.green)
keyMap.set('s', 'limit'.grey + ' SELL'.red)
keyMap.set('S', 'market'.grey + ' SELL'.red)
keyMap.set('c', 'cancel order'.grey)
keyMap.set('m', '\'Manual Mode\' ON / OFF'.grey)
keyMap.set('T', 'switch to \'Taker\' order type'.grey)
keyMap.set('M', 'switch to \'Maker\' order type'.grey)
keyMap.set('X', 'exit program with statistical output'.grey)

function listKeys() {
console.log('\nAvailable command keys:')
keyMap.forEach((value, key) => {
console.log(' ' + key + ' - ' + value)
})
}

/* Implementing statistical Exit */
function exitTrade () {
console.log()
var output_lines = []
if (s.my_trades.length) {
s.my_trades.push({
price: s.period.close,
size: s.balance.asset,
type: 'sell',
time: s.period.time
})
}
s.balance.currency = n(s.balance.currency).add(n(s.period.close).multiply(s.balance.asset)).format('0.00000000')
s.balance.asset = 0
s.lookback.unshift(s.period)
var profit = s.start_capital ? n(s.balance.currency).subtract(s.start_capital).divide(s.start_capital) : n(0)
output_lines.push('last balance: ' + n(s.balance.currency).format('0.00000000').yellow + ' (' + profit.format('0.00%') + ')')
var buy_hold = s.start_price ? n(s.period.close).multiply(n(s.start_capital).divide(s.start_price)) : n(s.balance.currency)
var buy_hold_profit = s.start_capital ? n(buy_hold).subtract(s.start_capital).divide(s.start_capital) : n(0)
output_lines.push('buy hold: ' + buy_hold.format('0.00000000').yellow + ' (' + n(buy_hold_profit).format('0.00%') + ')')
output_lines.push('vs. buy hold: ' + n(s.balance.currency).subtract(buy_hold).divide(buy_hold).format('0.00%').yellow)
output_lines.push(s.my_trades.length + ' trades over ' + s.day_count + ' days (avg ' + n(s.my_trades.length / s.day_count).format('0.00') + ' trades/day)')
var last_buy
var losses = 0, sells = 0
s.my_trades.forEach(function (trade) {
if (trade.type === 'buy') {
last_buy = trade.price
}
else {
if (last_buy && trade.price < last_buy) {
losses++
}
sells++
}
})
if (s.my_trades.length) {
output_lines.push('win/loss: ' + (sells - losses) + '/' + losses)
output_lines.push('error rate: ' + (sells ? n(losses).divide(sells).format('0.00%') : '0.00%').yellow)
}
output_lines.forEach(function (line) {
console.log(line)
})
var html_output = output_lines.map(function (line) {
return colors.stripColors(line)
}).join('\n')
var data = s.lookback.slice(0, s.lookback.length - so.min_periods).map(function (period) {
return {
time: period.time,
open: period.open,
high: period.high,
low: period.low,
close: period.close,
volume: period.volume
}
})
var code = 'var data = ' + JSON.stringify(data) + ';\n'
code += 'var trades = ' + JSON.stringify(s.my_trades) + ';\n'
var tpl = fs.readFileSync(path.resolve(__dirname, '..', 'templates', 'sim_result.html.tpl'), {encoding: 'utf8'})
var out = tpl
.replace('{{code}}', code)
.replace('{{trend_ema_period}}', so.trend_ema || 36)
.replace('{{output}}', html_output)
.replace(/\{\{symbol\}\}/g, so.selector + ' - zenbot ' + require('../package.json').version)
if (so.filename !== 'none') {
var out_target = so.filename || 'simulations/trade_result_' + so.selector +'_' + new Date().toISOString().replace(/T/, '_').replace(/\..+/, '').replace(/-/g, '').replace(/:/g, '').replace(/20/, '') + '_UTC.html'
fs.writeFileSync(out_target, out)
console.log('\nwrote'.grey, out_target)
}
process.exit(0)
}
/* The end of exitTrade */

var order_types = ['maker', 'taker']
if (!so.order_type in order_types || !so.order_type) {
Expand Down Expand Up @@ -128,6 +219,7 @@ module.exports = function container (get, set, clear) {
if (so.mode === 'paper') {
console.log('!!! Paper mode enabled. No real trades are performed until you remove --paper from the startup command.')
}
console.log('Press ' + ' l '.inverse + ' to list available commands.')
engine.syncBalance(function (err) {
if (err) {
if (err.desc) console.error(err.desc)
Expand Down Expand Up @@ -160,25 +252,45 @@ module.exports = function container (get, set, clear) {
if (!so.non_interactive && process.stdin.setRawMode) {
process.stdin.setRawMode(true)
process.stdin.on('keypress', function (key, info) {
if (key === 'b' && !info.ctrl ) {
if (key === 'l') {
listKeys()
}
else if (key === 'b' && !info.ctrl ) {
engine.executeSignal('buy')
console.log('\nmanual'.grey + ' limit ' + 'BUY'.green + ' command executed'.grey)
}
else if (key === 'B' && !info.ctrl) {
engine.executeSignal('buy', null, null, false, true)
console.log('\nmanual'.grey + ' market ' + 'BUY'.green + ' command executed'.grey)
}
else if (key === 's' && !info.ctrl) {
engine.executeSignal('sell')
console.log('\nmanual'.grey + ' limit ' + 'SELL'.red + ' command executed'.grey)
}
else if (key === 'S' && !info.ctrl) {
engine.executeSignal('sell', null, null, false, true)
console.log('\nmanual'.grey + ' market ' + 'SELL'.red + ' command executed'.grey)
}
else if ((key === 'c' || key === 'C') && !info.ctrl) {
delete s.buy_order
delete s.sell_order
console.log('\nmanual'.grey + ' order cancel' + ' command executed'.grey)
}
else if ((key === 'm' || key === 'M') && !info.ctrl) {
else if (key === 'm' && !info.ctrl) {
so.manual = !so.manual
console.log('\nmanual mode: ' + (so.manual ? 'ON' : 'OFF') + '\n')
console.log('\nMANUAL trade mode: ' + (so.manual ? 'ON'.green.inverse : 'OFF'.red.inverse))
}
else if (key === 'T' && !info.ctrl) {
so.order_type = 'taker'
console.log('\n' + 'Taker fees activated'.bgRed)
}
else if (key === 'M' && !info.ctrl) {
so.order_type = 'maker'
console.log('\n' + 'Maker fees activated'.black.bgGreen)
}
else if (key === 'X' && !info.ctrl) {
console.log('\nExiting... ' + '\nWriting statistics...'.grey)
exitTrade()
}
else if (info.name === 'c' && info.ctrl) {
// @todo: cancel open orders before exit
Expand Down

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