Merge pull request #1023 from daniila/dca_orders_on_chart

Dca orders on chart

src/shared/charts/tradeChartData.ts

@@ -1,20 +1,34 @@
-import { formatPercent } from '@/shared/formatters';
+import { formatPercent, formatPriceCurrency } from '@/shared/formatters';
 import { roundTimeframe } from '@/shared/timemath';
-import { PairHistory, Trade } from '@/types';
+import { Order, PairHistory, Trade } from '@/types';
 
 function buildToolTip(trade: Trade, side: string): string {
   return `${trade.is_short ? 'Short' : 'Long'} ${side}  ${formatPercent(
     trade.profit_ratio,
   )} \nEnter-tag: ${trade.enter_tag ?? ''} \nExit-Tag: ${trade.exit_reason ?? ''}`;
 }
+
+function buildAdjustmentToolTip(trade: Trade, order: Order): string {
+  return `${trade.is_short ? 'Short' : 'Long'} adjustment
+    ${order.ft_order_side === 'buy' ? '+' : '-'}${formatPriceCurrency(
+    order.cost,
+    trade.quote_currency ?? '',
+  )}\nEnter-tag: ${trade.enter_tag ?? ''}`;
+}
+
 // const ENTRY_SYMB = 'circle';
 // const EXIT_SYMB = 'rect';
 
-const ENTRY_SYMB =
+const ADJUSTMENT_SYMBOL =
   'path://m 52.444161,104.1909 8.386653,25.34314 8.386651,25.34313 -16.731501,0.0422 -16.731501,0.0422 8.344848,-25.38539 z m 0.08656,-48.368126 8.386652,25.343139 8.386652,25.343137 -16.731501,0.0422 -16.731502,0.0422 8.344848,-25.385389 z';
-const EXIT_SYMB =
+const OPEN_CLOSE_SYMBOL =
   'path://m 102.20764,19.885384 h 24.1454 v 41.928829 h -24.1454 z m 12.17344,36.423813 8.38665,25.343139 8.38666,25.343134 -16.7315,0.0422 -16.731507,0.0422 8.344847,-25.385386 z';
 
+const SHORT_COLOR = '#AD00FF';
+//const SHORT_ADJUST_COLOR = '#CE3BFF';
+const LONG_COLOR = '#0066FF';
+//const LONG_ADJUST_COLOR = '#00A9FF';
+
 /** Return trade entries for charting */
 export function getTradeEntries(dataset: PairHistory, filteredTrades: Trade[]) {
   const tradeData: (number | string)[][] = [];
@@ -26,45 +40,66 @@ export function getTradeEntries(dataset: PairHistory, filteredTrades: Trade[]) {
   // 4: color
   // 5: label
   // 6: tooltip
-
   for (let i = 0, len = filteredTrades.length; i < len; i += 1) {
     const trade: Trade = filteredTrades[i];
     if (
       trade.open_timestamp >= dataset.data_start_ts &&
       trade.open_timestamp <= dataset.data_stop_ts
+    ) {
+      if (trade.orders) {
+        for (let i = 0; i < trade.orders.length; i++) {
+          const order: Order = trade.orders[i];
+          if (
+            order.order_filled_timestamp &&
+            order.order_filled_timestamp <= dataset.data_stop_ts &&
+            order.order_filled_timestamp > dataset.data_start_ts
           ) {
             // Trade entry
+            if (i === 0) {
               tradeData.push([
                 roundTimeframe(dataset.timeframe_ms ?? 0, trade.open_timestamp),
-        trade.open_rate,
+                order.safe_price,
-        ENTRY_SYMB,
+                OPEN_CLOSE_SYMBOL,
-        trade.is_short ? 180 : 0,
+                order.ft_order_side == 'sell' ? 180 : 0,
-        // (trade.profit_abs ?? 0) > 0 ? '#31e04b' : '#fc0505',
+                trade.is_short ? SHORT_COLOR : LONG_COLOR,
-        trade.is_short ? '#AD00FF' : '#0066FF',
+                trade.is_short ? 'Short' : 'Long',
-        '',
-        // trade.profit_abs,
                 buildToolTip(trade, 'entry'),
               ]);
-    }
-    if (
-      trade.close_timestamp !== undefined &&
-      trade.close_timestamp <= dataset.data_stop_ts &&
-      trade.close_timestamp > dataset.data_start_ts
-    ) {
-      if (trade.close_date !== undefined && trade.close_rate !== undefined) {
               // Trade exit
+            } else if (i === trade.orders.length - 1 && trade.close_timestamp) {
+              if (
+                trade.close_timestamp <= dataset.data_stop_ts &&
+                trade.close_timestamp > dataset.data_start_ts &&
+                trade.is_open === false
+              ) {
                 tradeData.push([
                   roundTimeframe(dataset.timeframe_ms ?? 0, trade.close_timestamp),
-          trade.close_rate,
+                  order.safe_price,
-          EXIT_SYMB,
+                  OPEN_CLOSE_SYMBOL,
-          trade.is_short ? 180 : 0,
+                  trade.is_short ? 0 : 180,
-          trade.is_short ? '#AD00FF' : '#0066FF',
+                  trade.is_short ? SHORT_COLOR : LONG_COLOR,
                   // (trade.profit_abs ?? 0) > 0 ? '#31e04b' : '#fc0505',
                   formatPercent(trade.profit_ratio, 2),
                   buildToolTip(trade, 'exit'),
                 ]);
               }
             }
+            // Position adjustment
+            else {
+              tradeData.push([
+                roundTimeframe(dataset.timeframe_ms ?? 0, order.order_filled_timestamp),
+                order.safe_price,
+                ADJUSTMENT_SYMBOL,
+                order.ft_order_side == 'sell' ? 180 : 0,
+                trade.is_short ? SHORT_COLOR : LONG_COLOR,
+                '',
+                buildAdjustmentToolTip(trade, order),
+              ]);
+            }
+          }
+        }
+      }
+    }
   }
   return { tradeData };
 }