fix sim backtest leverage bug

rainfu · May 31, 2023 · e8ec698 · e8ec698
1 parent ace7e8f
commit e8ec698
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Showing 5 changed files with 581 additions and 422 deletions.
diff --git a/commands/trade.js b/commands/trade.js
@@ -212,9 +212,10 @@ module.exports = function (program, conf) {
                           s.symbols[b.product_id]["last_buy_type"] =
                             "prev_buy_" +
                             (b.positionSide === "SHORT" ? "short" : "long");
+                          let orderTime = new Date().getTime();
                           s.symbols[b.product_id].my_trades.push({
                             order_id: crypto.randomBytes(4).toString("hex"),
-                            time: new Date().getTime(),
+                            time: orderTime,
                             execution_time: 0,
                             slippage: 0,
                             type: "buy",
@@ -227,8 +228,7 @@ module.exports = function (program, conf) {
                             usdtProfit: 0,
                             position_side: b.positionSide,
                           });
-                          s.symbols[b.product_id].last_trade_time =
-                            s.symbols[b.product_id].time;
+                          s.symbols[b.product_id].last_trade_time = orderTime;
                           s.symbols[b.product_id].sell_stop = n(b.entry_price)
                             .subtract(
                               n(b.entry_price).multiply(so.sell_stop_pct / 100)

diff --git a/extensions/exchanges/sim/exchange.js b/extensions/exchanges/sim/exchange.js
@@ -48,7 +48,7 @@ module.exports = function sim(conf, so, s) {
     initFees: function () {
       //User can change the fees from client ,so we sould reset the fees for this
       real_exchange.initFees();
-      if (so.mode !== "sim" && so.future) {
+      if (so.future) {
         this.makerFee = real_exchange.makerFee * (so.leverage || 20);
         this.takerFee = real_exchange.takerFee * (so.leverage || 20);
       } else {

diff --git a/extensions/output/panacea/api/backtest.js b/extensions/output/panacea/api/backtest.js
@@ -118,15 +118,15 @@ const addSim = (message, cb) => {
   var command_args = [
     "sim",
     message.data.exchange,
-    "--debug",
     "--conf",
     "./data/sim/temp.json",
     "--start",
     message.data.options.startTime,
     "--end",
     message.data.options.endTime,
+    "--debug",
   ];
-  console.log("Start backtest from client ".green);
+  console.log("\n ----- Start backtest from client ".cyan, command_args);
   var simProcess = spawn(
     path.resolve(__dirname, "../../../../", xcoin_cmd),
     command_args
@@ -137,7 +137,7 @@ const addSim = (message, cb) => {
         console.log(`sim: ${data}`);
       }); */
   simProcess.on("error", (error) => {
-    console.log("error", error);
+    console.log("error".cyan, error);
     let data = {
       action: message.action,
       toast: "backtest." + message.action + "Error",
@@ -147,7 +147,11 @@ const addSim = (message, cb) => {
   });
   simProcess.on("exit", (code) => {
     if (code) {
-      console.log("simProcess exit with code".green, code);
+      console.log(
+        "\n ----- Sim error,exit with code".cyan,
+        code.yellow,
+        " ------\n"
+      );
       let data = {
         action: message.action,
         toast: "backtest." + message.action + "Error",
@@ -160,6 +164,7 @@ const addSim = (message, cb) => {
       toast: "backtest." + message.action + "Ok",
     };
     if (cb) cb(data);
+    console.log("\n ----- Sim ok ------\n".cyan);
   });
 };
 module.exports = {