02-06-2018, 11:50 PM
Hi, for real operations with Trader plugin it works correctly before and after, but always reports NaN.
Here is more debug log.
I added a debug line in performanceAnalyzer.prototype.logRoundtripPart in order to log trade object and I discovered a NaN value for price atttibute.
Maybe a problem on PortfolioManager when doing or checking order?
Instead, the simulation with PaperTrader reports correct P&L and profit values:
Here is more debug log.
I added a debug line in performanceAnalyzer.prototype.logRoundtripPart in order to log trade object and I discovered a NaN value for price atttibute.
Code:
2018-02-06 10:52:18 (INFO): Trader Received advice to go short. Selling ETH
2018-02-06 10:52:19 (INFO): Attempting to SELL 1.46884272 ETH at Bitstamp price: 647.79
2018-02-06 10:52:36 (DEBUG): Requested ETH/USD trade data from Bitstamp ...
2018-02-06 10:52:37 (DEBUG): No new trades.
2018-02-06 10:52:56 (DEBUG): Requested ETH/USD trade data from Bitstamp ...
2018-02-06 10:52:58 (DEBUG): Processing 42 new trades. From 2018-02-06 09:52:08 UTC to 2018-02-06 09:52:35 UTC. (a few seconds)
2018-02-06 10:53:16 (DEBUG): Requested ETH/USD trade data from Bitstamp ...
2018-02-06 10:53:18 (DEBUG): Processing 41 new trades. From 2018-02-06 09:52:36 UTC to 2018-02-06 09:53:02 UTC. (a few seconds)
2018-02-06 10:53:19 (INFO): SELL was successfull
2018-02-06 10:53:20 (INFO): (PROFIT REPORT) original simulated balance: 1000.00000000 USD
2018-02-06 10:53:20 (INFO): (PROFIT REPORT) current simulated balance: 961.01000000 USD
2018-02-06 10:53:20 (INFO): (PROFIT REPORT) simulated profit: -38.99000000 USD (-3.89900000%)
2018-02-06 10:53:20 (DEBUG): trade { date: moment("2018-02-06T09:52:26.000"), price: NaN, portfolio: { currency: 961.01, asset: 0, balance: 961.01 }, balance: 961.01, action: 'sell' }
2018-02-06 10:53:20 (INFO): (ROUNDTRIP) entry date (UTC) exit date (UTC) exposed duration P&L profit
2018-02-06 10:53:20 (INFO): (ROUNDTRIP) 2018-02-06 00:34 2018-02-06 08:52 8 hours NaN NaN
Instead, the simulation with PaperTrader reports correct P&L and profit values:
Code:
2018-02-05 21:08:11 (DEBUG): Requested BTC/USD trade data from Bitstamp ...
2018-02-05 21:08:15 (DEBUG): Processing 87 new trades. From 2018-02-05 20:07:47 UTC to 2018-02-05 20:08:06 UTC. (a few seconds)
2018-02-05 21:08:15 (INFO): (PROFIT REPORT) original simulated balance: 1000.00000000 USD
2018-02-05 21:08:15 (INFO): (PROFIT REPORT) current simulated balance: 1058.05192644 USD
2018-02-05 21:08:15 (INFO): (PROFIT REPORT) simulated profit: 58.05192644 USD (5.80519264%)
2018-02-05 21:08:15 (INFO): (ROUNDTRIP) entry date (UTC) exit date (UTC) exposed duration P&L profit
2018-02-05 21:08:15 (INFO): (ROUNDTRIP) 2018-02-05 18:58 2018-02-05 19:58 an hour 27.21 2.64