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Removing Trading / Generalizing

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This commit is contained in:
Luis Fernando Molina committed 2021-02-04 16:52:23 +01:00
1 parent 7c5090a032
commit 0444f1fb12
2 files changed
+14 -7
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Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js
+8 -1
View File
@@ -28,7 +28,14 @@
dateEndOfMarket: undefined // Datetime of the last file available to be used as an input of this process.
}
if (TS.projects.superalgos.functionLibraries.processFilesFunctions.getContextVariables(processIndex, contextVariables, statusDependencies, callBackFunction) !== true) { return }
if (
TS.projects.superalgos.functionLibraries.processFilesFunctions.getContextVariables(
processIndex,
contextVariables,
statusDependencies,
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime,
callBackFunction
) !== true) { return }
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
/*
Projects/Superalgos/TS/Function-Libraries/ProcessFilesFunctions.js
+6 -6
View File
@@ -11,13 +11,13 @@ exports.newSuperalgosFunctionLibrariesProcessFilesFunctions = function () {
writeProcessFiles: writeProcessFiles
}
function getContextVariables(processIndex, contextVariables, statusDependencies, callBackFunction) {
function getContextVariables(processIndex, contextVariables, statusDependencies, initialDatetime, callBackFunction) {
try {
let thisReport
let statusReport
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(initialDatetime)
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
@@ -119,7 +119,7 @@ exports.newSuperalgosFunctionLibrariesProcessFilesFunctions = function () {
}
}
async function writeProcessFiles(processIndex, contextVariables, currentTimeFrame, tradingProcessDate, statusDependencies) {
async function writeProcessFiles(processIndex, contextVariables, currentTimeFrame, processDate, statusDependencies) {
let fileStorage = TS.projects.superalgos.taskModules.fileStorage.newFileStorage(processIndex)
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
@@ -146,7 +146,7 @@ exports.newSuperalgosFunctionLibrariesProcessFilesFunctions = function () {
async function writeDataRange(productCodeName) {
let dataRange = {
begin: contextVariables.dateBeginOfMarket.valueOf(),
end: tradingProcessDate.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
end: processDate.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
}
let fileContent = JSON.stringify(dataRange)
@@ -204,7 +204,7 @@ exports.newSuperalgosFunctionLibrariesProcessFilesFunctions = function () {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastFile = tradingProcessDate
thisReport.file.lastFile = processDate
thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
thisReport.file.timeFrames = currentTimeFrame.label
await thisReport.asyncSave()
@@ -218,7 +218,7 @@ exports.newSuperalgosFunctionLibrariesProcessFilesFunctions = function () {
thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
thisReport.file.timeFrames = currentTimeFrame.label
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(tradingProcessDate)
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(processDate)
await thisReport.asyncSave()
}
}