Several Improvementes - Contains Provisional Simulator Code
This commit is contained in:
Luis Fernando Molina committed
1 parent
7f229f731f
commit
04228bb8af
7 files changed
+2954
-20
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+5
-3
@@ -102,7 +102,7 @@
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromExchange -> onTicker -> We could not get the Market Price now."); }
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callBackFunction(err);
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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@@ -653,11 +653,13 @@
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let sumAssetA = 0;
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let sumAssetB = 0;
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let sumRate = 0;
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for (let k = 0; k < pTrades.length; k++) {
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let trade = pTrades[k];
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sumAssetA = sumAssetA + thisObject.truncDecimals(trade.amountA);
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sumAssetB = sumAssetB + thisObject.truncDecimals(trade.amountB);
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sumRate = sumRate + thisObject.truncDecimals(trade.rate);
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}
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sumAssetA = thisObject.truncDecimals(sumAssetA);
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@@ -683,9 +685,9 @@
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position.status = "executed";
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if (position.type === "sell") {
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context.newHistoryRecord.sellExecRate = position.rate;
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context.newHistoryRecord.sellExecRate = sumRate / pTrades.length;
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} else {
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context.newHistoryRecord.buyExecRate = position.rate;
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context.newHistoryRecord.buyExecRate = sumRate / pTrades.length;
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}
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applyTradesToContext(pTrades);
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+2349
File diff suppressed because it is too large.
Load diff
+8
-8
@@ -161,8 +161,8 @@
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getExecutionHistory -> Entering function."); }
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let fileName = "/Execution.History." + bot.startMode + "." + runIndex + ".json";
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let filePath = bot.filePathRoot + "/Output/" + bot.process + fileName;
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let fileName = "Execution.History." + bot.startMode + "." + runIndex + ".json";
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let filePath = bot.filePathRoot + "/Output/Trading-Process/" + fileName;
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fileStorage.getTextFile(global.DEV_TEAM, filePath, onFileReceived);
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@@ -223,7 +223,7 @@
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let fileName = "/Execution.Context." + bot.startMode + "." + runIndex + ".json";
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let dateForPath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2) + '/' + utilities.pad(date.getUTCHours(), 2) + '/' + utilities.pad(date.getUTCMinutes(), 2);
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let filePath = bot.filePathRoot + "/Output/" + bot.process + '/' + dateForPath + fileName;
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let filePath = bot.filePathRoot + "/Output/Trading-Process/" + dateForPath + fileName;
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fileStorage.getTextFile(global.DEV_TEAM, filePath, onFileReceived);
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@@ -397,7 +397,7 @@
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let fileName = "/Execution.Context." + bot.startMode + "." + runIndex +".json";
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let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2) + '/' + utilities.pad(bot.processDatetime.getUTCHours(), 2) + '/' + utilities.pad(bot.processDatetime.getUTCMinutes(), 2);
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let filePath = bot.filePathRoot + "/Output/" + bot.process + '/' + dateForPath + fileName;
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let filePath = bot.filePathRoot + "/Output/Trading-Process/" + dateForPath + fileName;
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let fileContent = JSON.stringify(thisObject.executionContext);
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if(fileContent === undefined){
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@@ -436,8 +436,8 @@
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] saveThemAll -> writeExucutionHistory -> Entering function."); }
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let fileName = "/Execution.History." + bot.startMode + "." + runIndex + ".json";
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let filePath = bot.filePathRoot + "/Output/" + bot.process + fileName;
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let fileName = "Execution.History." + bot.startMode + "." + runIndex + ".json";
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let filePath = bot.filePathRoot + "/Output/Trading-Process/" + fileName;
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let newRecord = [
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thisObject.newHistoryRecord.date.valueOf(),
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@@ -487,8 +487,8 @@
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/* Here we will write the file containing the max sequence number. */
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fileContent = runIndex;
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fileName = "/Execution.History." + bot.startMode + "." + "Sequence" + ".json";
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filePath = bot.filePathRoot + "/Output/" + bot.process + fileName;
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fileName = "Execution.History." + bot.startMode + "." + "Sequence" + ".json";
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filePath = bot.filePathRoot + "/Output/Trading-Process/" + fileName;
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fileStorage.createTextFile(global.DEV_TEAM, filePath, fileContent + '\n', onSequenceFileCreated);
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@@ -24,6 +24,7 @@
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<Compile Include="Assistant.js">
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<SubType>Code</SubType>
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</Compile>
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<Compile Include="Commons.js" />
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<Compile Include="Integrations\Ecosystem.js" />
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<Compile Include="Integrations\FileStorage.js" />
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<Compile Include="Integrations\Strategy.js" />
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@@ -36,6 +37,7 @@
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<Compile Include="TradingEngineProcessMainLoop.js">
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<SubType>Code</SubType>
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</Compile>
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<Compile Include="User.Bot.js" />
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<Compile Include="utils\logger.js">
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<SubType>Code</SubType>
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</Compile>
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@@ -1,4 +1,5 @@
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require('dotenv').config()
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const strategy = require('./Integrations/Strategy')
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global.SHALL_BOT_STOP = false;
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global.AT_BREAKPOINT = false; // This is used only when running at the browser.
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@@ -29,9 +30,31 @@ process.on('exit', function (code) {
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readExecutionConfiguration();
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function readExecutionConfiguration() {
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async function readExecutionConfiguration() {
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try {
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console.log("[INFO] Run -> readExecutionConfiguration -> Entering function. ");
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/*Try to get the begin and end dates from the Definition*/
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let definition = await strategy.getStrategy();
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let initialDatetime = process.env.BEGIN_DATE_TIME
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let finalDatetime = process.env.END_DATE_TIME
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if (definition !== undefined) {
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if (definition.tradingSystem !== undefined) {
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if (definition.tradingSystem.parameters !== undefined) {
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if (definition.tradingSystem.parameters.baseAsset !== undefined) {
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if (definition.tradingSystem.parameters.baseAsset.formula !== undefined) {
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if (definition.tradingSystem.parameters.baseAsset.formula.code !== undefined) {
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let code = JSON.parse(definition.tradingSystem.parameters.baseAsset.formula.code)
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initialDatetime = code.initialDatetime
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finalDatetime = code.finalDatetime
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}
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}
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}
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}
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}
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}
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let startMode
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// General Financial Being Configuration
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@@ -42,22 +65,22 @@ function readExecutionConfiguration() {
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let live = {
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run: "false",
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resumeExecution: process.env.RESUME_EXECUTION,
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beginDatetime: process.env.BEGIN_DATE_TIME,
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endDatetime: process.env.END_DATE_TIME
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beginDatetime: initialDatetime,
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endDatetime: finalDatetime
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}
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let backtest = {
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run: "false",
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resumeExecution: process.env.RESUME_EXECUTION,
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beginDatetime: process.env.BEGIN_DATE_TIME,
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endDatetime: process.env.END_DATE_TIME
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beginDatetime: initialDatetime,
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endDatetime: finalDatetime
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}
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let competition = {
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run: "false",
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resumeExecution: process.env.RESUME_EXECUTION,
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beginDatetime: process.env.BEGIN_DATE_TIME,
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endDatetime: process.env.END_DATE_TIME
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beginDatetime: initialDatetime,
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endDatetime: finalDatetime
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}
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startMode = {
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@@ -54,7 +54,8 @@
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}
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USER_BOT_MODULE = {}
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USER_BOT_MODULE.newUserBot = eval(text); // TODO This needs to be changed function
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USER_BOT_MODULE.newUserBot = require(ROOT_DIR + 'User.Bot').newUserBot // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
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//USER_BOT_MODULE.newUserBot = eval(text); // Use this for production
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filePath = global.DEV_TEAM + "/" + "bots" + "/" + bot.repo;
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filePath += "/Commons.js"
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@@ -69,7 +70,8 @@
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return;
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}
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COMMONS_MODULE = {}
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COMMONS_MODULE.newCommons = eval(text); // TODO This needs to be changed function
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COMMONS_MODULE.newCommons = require(ROOT_DIR + 'Commons').newCommons // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
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//COMMONS_MODULE.newCommons = eval(text); // Use this for production
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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}
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+556
@@ -0,0 +1,556 @@
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exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const MODULE_NAME = "User Bot";
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const EXECUTION_FOLDER_NAME = "Trading-Execution";
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const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
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const CONDITIONS_FOLDER_NAME = "Simulation-Conditions";
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const STRATEGIES_FOLDER_NAME = "Simulation-Strategies";
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const TRADES_FOLDER_NAME = "Simulation-Trades";
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const commons = COMMONS.newCommons(bot, logger, UTILITIES);
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thisObject = {
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initialize: initialize,
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start: start
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};
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let utilities = UTILITIES.newCloudUtilities(bot, logger);
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let dataDependencies;
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let assistant;
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return thisObject;
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function initialize(pDataDependencies, callBackFunction, pAssistant) {
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try {
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logger.fileName = MODULE_NAME;
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logger.initialize();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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dataDependencies = pDataDependencies;
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assistant = pAssistant;
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function start(dataFiles, timePeriod, outputPeriodLabel, currentDay, startDate, endDate, interExecutionMemory, callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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let market = global.MARKET;
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let dataFile;
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let recordsArray
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let conditionsArray
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let strategiesArray
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let tradesArray
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let lastObjectsArray
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let tradingSystem = {};
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commons.initializeData();
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for (let i = 0; i < dataDependencies.config.length; i++) {
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let dependency = dataDependencies.config[i];
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dataFile = dataFiles[i];
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switch (i) {
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case 0: {
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commons.buildLRC(dataFile, callBackFunction);
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break;
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}
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case 1: {
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commons.buildPercentageBandwidthMap(dataFile, callBackFunction);
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break;
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}
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case 2: {
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commons.buildBollingerBandsMap(dataFile, callBackFunction);
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break;
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}
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case 3: {
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commons.buildBollingerChannelsArray(dataFile, callBackFunction);
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break;
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}
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case 4: {
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commons.buildBollingerSubChannelsArray(dataFile, callBackFunction);
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break;
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}
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case 5: {
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commons.buildCandles(dataFile, callBackFunction);
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break;
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}
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}
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}
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commons.runSimulation(
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timePeriod,
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currentDay,
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startDate,
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endDate,
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interExecutionMemory,
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assistant,
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writeFiles,
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callBackFunction)
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function writeFiles(pTradingSystem, pExecutionArray, pRecordsArray, pConditionsArray, pStrategiesArray, pTradesArray, pLastObjectsArray) {
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tradingSystem = pTradingSystem
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executionArray = pExecutionArray
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recordsArray = pRecordsArray
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conditionsArray = pConditionsArray
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strategiesArray = pStrategiesArray
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tradesArray = pTradesArray
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lastObjectsArray = pLastObjectsArray
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writeExecutionFile()
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}
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function writeExecutionFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> Entering function."); }
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let separator = "";
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let fileRecordCounter = 0;
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let fileContent = "";
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for (let i = 0; i < executionArray.length; i++) {
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let record = executionArray[i];
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/* Will only add to the file the records of the current day */
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if (record.begin < currentDay.valueOf()) { continue; }
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fileContent = fileContent + separator + '[' +
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record.begin + "," +
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record.end + "," +
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JSON.stringify(record.executionRecord) + "]";
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if (separator === "") { separator = ","; }
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fileRecordCounter++;
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}
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fileContent = "[" + fileContent + "]";
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let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + EXECUTION_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
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function onFileCreated(err) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> fileContent = " + fileContent); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack);
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logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
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callBackFunction(err);
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return;
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}
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writeRecordsFile();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function writeRecordsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> Entering function."); }
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let separator = "";
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let fileRecordCounter = 0;
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let fileContent = "";
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||||
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for (let i = 0; i < recordsArray.length; i++) {
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let record = recordsArray[i];
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/* Will only add to the file the records of the current day */
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if (record.begin < currentDay.valueOf()) { continue; }
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fileContent = fileContent + separator + '[' +
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record.begin + "," +
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record.end + "," +
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record.type + "," +
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record.marketRate + "," +
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record.amount + "," +
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record.balanceA + "," +
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record.balanceB + "," +
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record.profit + "," +
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record.lastTradeProfitLoss + "," +
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record.stopLoss + "," +
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record.roundtrips + "," +
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record.hits + "," +
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record.fails + "," +
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record.hitRatio + "," +
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record.ROI + "," +
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record.periods + "," +
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record.days + "," +
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record.anualizedRateOfReturn + "," +
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record.positionRate + "," +
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record.lastTradeROI + "," +
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record.strategy + "," +
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record.strategyStageNumber + "," +
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record.takeProfit + "," +
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record.stopLossPhase + "," +
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record.takeProfitPhase + "," +
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JSON.stringify(record.executionRecord) + "," +
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record.positionSize + "," +
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record.initialBalanceA + "," +
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record.minimumBalanceA + "," +
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record.maximumBalanceA + "," +
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record.initialBalanceB + "," +
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record.minimumBalanceB + "," +
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record.maximumBalanceB + "," +
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record.baseAsset + "]";
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if (separator === "") { separator = ","; }
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fileRecordCounter++;
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}
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fileContent = "[" + fileContent + "]";
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let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeConditionsFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeConditionsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < conditionsArray.length; i++) {
|
||||
|
||||
let record = conditionsArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
let conditions = "";
|
||||
let conditionsSeparator = "";
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
for (let j = 0; j < record.length - 3; j++) {
|
||||
conditions = conditions + conditionsSeparator + record[j];
|
||||
if (conditionsSeparator === "") { conditionsSeparator = ","; }
|
||||
}
|
||||
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
|
||||
|
||||
fileContent = fileContent + separator + '[' + conditions + ']';
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
fileContent = "[" + JSON.stringify(tradingSystem) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeStrategiesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeStrategiesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < strategiesArray.length; i++) {
|
||||
let record = strategiesArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
|
||||
at the current date. */
|
||||
|
||||
if (record.end < currentDay.valueOf()) { continue; }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.status + "," +
|
||||
record.number + "," +
|
||||
record.beginRate + "," +
|
||||
record.endRate + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeTradesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeTradesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < tradesArray.length; i++) {
|
||||
|
||||
let record = tradesArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
|
||||
at the current date. */
|
||||
|
||||
if (record.end < currentDay.valueOf()) { continue; }
|
||||
if (record.stopRate === undefined) { record.stopRate = 0}
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.status + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.beginRate + "," +
|
||||
record.endRate + "," +
|
||||
record.exitType + "," +
|
||||
record.stopRate + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
};
|
||||
Reference in new issue
Block a user