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fix: tv chart, price direction in backtest

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This commit is contained in:
zenix 2022-05-25 01:48:14 +09:00
parent 99122f44bc
commit c6bad0ba08
2 changed files with 5 additions and 5 deletions
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6
apps/backtest-report/components/TradingViewChart.tsx
View File

@ -155,7 +155,7 @@ const ordersToMarkets = (interval: string, orders: Array<Order> | void): Array<M
// var markers = [{ time: data[data.length - 48].time, position: 'aboveBar', color: '#f68410', shape: 'circle', text: 'D' }];
for (let i = 0; i < orders.length; i++) {
let order = orders[i];
let t = order.update_time.getTime() / 1000.0;
let t = (order.update_time || order.time).getTime() / 1000.0;
let lastMarker = markers.length > 0 ? markers[markers.length - 1] : null;
if (lastMarker) {
let remainder = lastMarker.time % intervalSecs;
@ -264,7 +264,7 @@ const positionBaseHistoryToLineData = (interval: string, hs: Array<PositionHisto
}
// ignore duplicated entry
if (hs[i].time.getTime() === hs[i - 1].time.getTime()) {
if (i > 0 && hs[i].time.getTime() === hs[i - 1].time.getTime()) {
continue
}
@ -296,7 +296,7 @@ const positionAverageCostHistoryToLineData = (interval: string, hs: Array<Positi
}
// ignore duplicated entry
if (hs[i].time.getTime() === hs[i - 1].time.getTime()) {
if (i > 0 && hs[i].time.getTime() === hs[i - 1].time.getTime()) {
continue
}

4
pkg/backtest/matching.go
View File

@ -414,9 +414,9 @@ func (m *SimplePriceMatching) processKLine(kline types.KLine) {
m.LastPrice = kline.Open
} else {
if m.LastPrice.Compare(kline.Open) > 0 {
m.BuyToPrice(kline.Open)
} else {
m.SellToPrice(kline.Open)
} else {
m.BuyToPrice(kline.Open)
}
}