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Hedging 27 Yield Statistics System Supports Multiple Account Statistics

Hedging 2.7 yield statistics system supports multiple groups of account statistics. Add exchanges with an even length to start statistics. Every two are added as a group. The coin price will use the first exchange's…

JavaScriptOther
Author
Zero
Complexity
Intermediate · 106 lines
Parameters
4

Hedging 2.7 yield statistics system supports multiple groups of account statistics. Add exchanges with an even length to start statistics. Every two are added as a group. The coin price will use the first exchange's best bid as a reference

Parameters

NameDefaultWhat it controls
Interval60Statistics interval (seconds)
InitMode0Mode of counting initial funds: automatic statistics | manual input
InitBalancefalseInitial total money
InitStocksfalseInitial total coins

Source JavaScript

//

function main() {
    if (exchanges.length == 0 || exchanges.length % 2 !== 0) {
        throw "Exchange parameters must be integers of 2";
    }
    var cfg = {
        __isStock: true,
        tooltip: {
            xDateFormat: '%Y-%m-%d %H:%M:%S, %A'
        },
        title: {
            text: 'Multi-platform return statistics'
        },
        subtitle: {
            text: 'Counting...'
        },
        xAxis: {
            type: 'datetime'
        },
        legend: {
            enabled: true,
        },
        rangeSelector: {
            buttons: [{
                type: 'hour',
                count: 1,
                text: '1h'
            }, {
                type: 'hour',
                count: 3,
                text: '3h'
            }, {
                type: 'hour',
                count: 8,
                text: '8h'
            }, {
                type: 'all',
                text: 'All'
            }],
            selected: 0,
            inputEnabled: false
        },
        series: []
    };
    var i = 0;
    for (i = 0; i < exchanges.length; i += 2) {
        cfg.series.push({
            name: exchanges[i].GetLabel() + '/' + exchanges[i + 1].GetLabel(),
            data: [],
            tooltip: {
                valueDecimals: 4
            }
        });
    }
    var chart = Chart(cfg);
    var counter = 0;
    var getAccounts = function() {
        var accounts = [];
        for (var i = 0; i < exchanges.length; i++) {
            accounts.push(_C(exchanges[i].GetAccount));
        }
        return accounts;
    };
    var initAccounts = getAccounts();
    if (InitMode == 1) {
        Log("Initial total funds manually specified as, Money: ", InitBalance, "Currency:", InitStocks);
    } else {
        InitBalance = 0;
        InitStocks = 0;
        for (var i = 0; i < initAccounts.length; i++) {
            InitBalance += initAccounts[i].Balance + initAccounts[i].FrozenBalance;
            InitStocks += initAccounts[i].Stocks + initAccounts[i].FrozenStocks;
        }
        Log("Initial total funds automatically specified as, Money: ", InitBalance, "Currency:", InitStocks);
    }
    while (true) {
        if (counter > 0) {
            Sleep(Interval * 1000);
        }
        counter++;
        var tbl = {
            type: 'table',
            title: 'Account Information',
            cols: ['Exchange', 'Current group income', 'Initial money', 'Initial coin', 'Current money', 'Current currency'],
            rows: []
        };
        var ticker = _C(exchange.GetTicker);
        var accounts = getAccounts();
        var ts = new Date().getTime();
        var allBalance = 0;
        var allStocks = 0;
        for (i = 0; i < accounts.length; i += 2) {
            var profit = (accounts[i].Balance + accounts[i].FrozenBalance + accounts[i + 1].Balance + accounts[i + 1].FrozenBalance) - (initAccounts[i].Balance + initAccounts[i].FrozenBalance + initAccounts[i + 1].Balance + initAccounts[i + 1].FrozenBalance) + (((accounts[i].Stocks + accounts[i].FrozenStocks + accounts[i + 1].Stocks + accounts[i + 1].FrozenStocks) - (initAccounts[i].Stocks + initAccounts[i].FrozenStocks + initAccounts[i + 1].Stocks + initAccounts[i + 1].FrozenStocks)) * ticker.Buy);
            chart.add(i / 2, [ts, _N(profit)]);
            for (var j = i; j < (i+2); j++) {
                tbl.rows.push([exchanges[j].GetLabel(), j % 2 == 0 ? _N(profit, 4) : '--', initAccounts[j].Balance + (initAccounts[j].FrozenBalance > 0 ? ' ( freeze: ' + initAccounts[j].FrozenBalance + ' )' : ''), initAccounts[j].Stocks+ (initAccounts[j].FrozenStocks > 0 ? ' ( freeze: ' + initAccounts[j].FrozenStocks + ' )' : ''), accounts[j].Balance+ (accounts[j].FrozenBalance > 0 ? ' ( freeze: ' + accounts[j].FrozenBalance + ' )' : ''), accounts[j].Stocks+ (accounts[j].FrozenStocks > 0 ? ' ( freeze: ' + accounts[j].FrozenStocks + ' )' : '')]);
                allBalance += accounts[j].Balance + accounts[j].FrozenBalance;
                allStocks += accounts[j].Stocks + accounts[j].FrozenStocks;
            }
        }
        cfg.subtitle.text = "Initial total money: " + _N(InitBalance) + ", Initial total coins: " + _N(InitStocks) + ", Current total money: " + _N(allBalance) + ", Current total coins: " + _N(allStocks) + ", Buy one price: " + ticker.Last + ", Total profit: " + _N((allBalance-InitBalance) + ((allStocks-InitStocks) * ticker.Buy)) + " element";
        chart.update(cfg);
        LogStatus('`' + JSON.stringify(tbl) + '`');
    }
}

Published by Zero on the FMZ strategy square · last modified 2016-08-13. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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