diff --git a/DesktopRoot.js b/DesktopRoot.js index 5dbb2c26b..cdaa0bd26 100644 --- a/DesktopRoot.js +++ b/DesktopRoot.js @@ -58,13 +58,21 @@ exports.newDesktopRoot = function newDesktopRoot() { /* Setting up Secrets. */ - SA.secrets = { - array: require('./My-Secrets/Secrets.json').secrets, - map: new Map() + try { + SA.secrets = { + array: require('./My-Secrets/Secrets.json').secrets, + map: new Map() + } + } catch (err) { + SA.secrets = { + array: [], + map: new Map() + } } + for (let i = 0; i < SA.secrets.array.length; i++) { let secret = SA.secrets.array[i] - SA.secrets.map.set (secret.nodeCodeName, secret) + SA.secrets.map.set(secret.nodeCodeName, secret) } run() diff --git a/Environment.js b/Environment.js index 544f5ffa1..6909eb088 100644 --- a/Environment.js +++ b/Environment.js @@ -32,6 +32,7 @@ exports.newEnvironment = function () { PATH_TO_FONTS: path.join(basePath, './Platform/WebServer/Fonts'), DESKTOP_APP_SIGNING_ACCOUNT: 'Social-Trading-Desktop-App-1', DESKTOP_APP_MAX_OUTGOING_PEERS: 1, + TASK_SERVER_APP_MAX_OUTGOING_PEERS: 1, MOBILE_APP_SIGNING_ACCOUNT: 'Social-Trading-Mobile-App-1', SERVER_APP_SIGNING_ACCOUNT: 'Social-Trading-Server-App-1', PLATFORM_APP_SIGNING_ACCOUNT: 'Algo-Traders-Platform-1', diff --git a/NetworkRoot.js b/NetworkRoot.js index 4e6a3c927..f3e69ac41 100644 --- a/NetworkRoot.js +++ b/NetworkRoot.js @@ -47,7 +47,7 @@ exports.newNetworkRoot = function newNetworkRoot() { fs: require('fs'), path: require('path'), util: require('util'), - http: require('http'), + http: require('http'), nodeFetch: require('node-fetch'), web3: require('web3'), ws: require('ws'), @@ -56,10 +56,18 @@ exports.newNetworkRoot = function newNetworkRoot() { /* Setting up Secrets. */ - SA.secrets = { - array: require('./My-Secrets/Secrets.json').secrets, - map: new Map() + try { + SA.secrets = { + array: require('./My-Secrets/Secrets.json').secrets, + map: new Map() + } + } catch (err) { + SA.secrets = { + array: [], + map: new Map() + } } + for (let i = 0; i < SA.secrets.array.length; i++) { let secret = SA.secrets.array[i] SA.secrets.map.set(secret.nodeCodeName, secret) diff --git a/PM_changes b/PM_changes new file mode 100644 index 000000000..e27af9751 --- /dev/null +++ b/PM_changes @@ -0,0 +1,105 @@ +----- Changes made outside of /Projects/Portfolio-Management/ ----- + +Projects/ProjectsSchema.json: + cp Algorithmic-Trading Portfolio-Management - Some stuff definitely unneded here + +Projects/Community-Plugins/UI/Function-Libraries/ + ActionSwitch.js: + cp case 'Add Missing Plugin Trading Mines' case 'Add Missing Plugin Portfolio Mines' + cp case 'Add Missing Plugin Trading Systems' case 'Add Missing Plugin Portfolio Systems' + cp case 'Add Missing Plugin Trading Engines' case 'Add Missing Plugin Portfolio Engines' + + PluginsFunctions.js: + cp addMissingPluginTradingMines addMissingPluginPortfolioMines + cp addMissingPluginTradingSystems addMissingPluginPortfolioSystems + cp addMissingPluginTradingEngines addMissingPluginPortfolioEngines + + ../Utilities/Plugins.js: + function getPluginFolderNamesByNodeType(nodeType): + add case 'Portfolio Engine' + add case 'Portfolio Mine' + add case 'Portfolio System' + +Projects/Data-Mining/UI/Function-Libraries/ + MineFunctions.js: + cp scanBotArray(dataMine.tradingBots) scanBotArray(dataMine.portfolioBots) + +Skipping: + Projects/Foundations/TS/Function-Libraries/OutputManagementFunctions.js: + tradingProcessDate, VARS...INDEX_MAP->TRADING_PROCESSING_DAILY_FILES, ... + + +Projects/Foundations/TS/Function-Libraries/ + SingleMarketFunctions.js: + cp findNodeInNodeMesh(outputDatasetNode, 'Trading Bot') ...'Portfolio Bot') + Line 117 if...else add portfolioMineNode + +Projects/Foundations/TS/Process-Modules/ + Dataset.js: + cp startingNode.type === 'Market Trading Products' + ProcessOutput.js: + cp line 27-29, 124-126 + StatusReport.js: + Lines 102, 116, cp 172-222 dealing with finding process definitions the report depends on has been cloned from Trading -> Portfolio + +Projects/Foundations/UI/Function-Libraries/ + ActionSwitch.js: + cp case statements run-all, stop-all, add-missing, references, products, etc. + Line 506 && 512 may not need to have been cloned but I did for now - regarding live and paper trading. + ChartingSpaceFunctions.js: Needs Completion to include Portfolio at Charting Space. + 'Market Trading|Portfolio Tasks' -> 'nodeType' as param. <= If error arises note that it was not configured this way by Luis when adding the Learning Mine. This is a File that could be heavily re-factored && optimized. + ProductFunctions.js: + +Skipping: + Projects/Foundations/UI/Function-Libraries/ChartingSpaceFunctions.js: Needs Completion + Projects/Foundations/UI/Function-Libraries/CryptoEcosystemFunctions.js + +Projects/Foundations/UI/Function-Libraries/ + DataStorageFunctions.js: + Many things cloned. But on line 156 only did 'addMissingSession(livePortfolioSessionArray) not back|forward|paper + TaskFunctions.js: + run/stop | addMissing - Portfolio Tasks. Project|Exchange|Market|Mine + Line 148 - Only cloned 'Live Portfolio Session->' + Line 198 - Only cloned 'Production Portfolio Tasks->' + +Skipping: + Projects/Foundations/UI/Function-Libraries/DependenciesFilter.js: + Appears 'tradingSystem' var here is just a parameter so no need change. + +Projects/Foundations/UI/Spaces/ + /Charting-Space/PlottersManager.js: + /Plotting/RecordValues.js: + /Design-Space/Workspace.js: + /Floating-Space/FloatingSpace.js: + /Panel-Space/Layer.js: Line 173 Only 'Live Portfolio Session' + +Projects/Visual-Scripting/UI/Function-Libraries/ +<<<<<<< Updated upstream + ActionsSwitch.js: *** NOTE: Not sure how to handle line 14 at the current moment. *** + UiObjectsFromNodes.js: only if(uiObjectType === 'Live Portfolio Session') +======= + ActionsSwitch.js: + NodePath.js*** NOTE: Not sure how to handle line 14 at the current moment. *** + UIObjectsFromNodes.js: Line 977 'Live Portfolio Session' only. +>>>>>>> Stashed changes + +Skipping: + Projects/Foundations/UI/Spaces/Floating-Space/ConditionEditor.js + +Skipping: + Projects/Governance/UI/Function-Libraries/ActionSwitch.js: + Projects/Machine-Learning/TS/Bot-Modules/Learning-Bot/LearningSession.js: + Projects/Machine-Learning/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/LearningOutput.js: + Projects/Machine-Learning/* + Projects/Network/* + node_modules, */My-Workspaces, */My-Log-Files, *.json, .gitignore, desktop.js, Environment.js, README.md, run.js, setup.js, Tested-Exchanges, CODEOWNERS, DesktopApp.js, WebApp.js, Projects/Social-Bots/*, Projects/Social-Trading/*, Projects/Governance/* + + + +----- Changes made inside Portfolio-Management (Clone of Algorithmic-Trading) ----- +References to trading changed to portfolio regardless of capitalization: + Examples: + find ./ -type f -exec sed -i 's/trading/portfolio/g' {} \; + find ./ -type f -exec sed -i 's/Trading/Portfolio/g' {} \; + find ./ -type f -exec sed -i 's/TRADING/PORTFOLIO/g' {} \; + diff --git a/Platform/Client/githubServer.js b/Platform/Client/githubServer.js index b3b08503e..7834e4551 100644 --- a/Platform/Client/githubServer.js +++ b/Platform/Client/githubServer.js @@ -163,17 +163,14 @@ exports.newGithubServer = function newGithubServer() { } } - async function createGithubFork(repository, username, token) { + async function createGithubFork(token) { try { - username = unescape(username) token = unescape(token) await doGithub() async function doGithub() { try { - //const repo = 'Superalgos' - //const owner = username const { Octokit } = SA.nodeModules.octokit const octokit = new Octokit({ auth: token, @@ -334,6 +331,7 @@ exports.newGithubServer = function newGithubServer() { let lastPage = false while (lastPage === false) { + page++ await PL.projects.foundations.utilities.asyncFunctions.sleep(GITHUB_API_WAITING_TIME) let listResponse = await octokit.rest.pulls.listFiles({ owner: owner, diff --git a/Platform/Client/httpInterface.js b/Platform/Client/httpInterface.js index e355b31ca..8f9724480 100644 --- a/Platform/Client/httpInterface.js +++ b/Platform/Client/httpInterface.js @@ -1315,8 +1315,6 @@ exports.newHttpInterface = function newHttpInterface() { case 'createGithubFork': { let serverResponse = await PL.servers.GITHUB_SERVER.createGithubFork( - params.repository, - params.username, params.token ) @@ -1355,8 +1353,21 @@ exports.newHttpInterface = function newHttpInterface() { let error + await checkFork() await updateUser() + async function checkFork() { + let serverResponse = await PL.servers.GITHUB_SERVER.createGithubFork( + params.token + ) + + SA.projects.foundations.utilities.httpResponses.respondWithContent(JSON.stringify(serverResponse), httpResponse) + + if(error != undefined) { + console.log('[ERROR] httpInterface -> Gov -> createFork -> You already have a fork. Good for you!') + } + } + async function updateUser() { await doGithubUser() diff --git a/Projects/Algorithmic-Trading/Plugins/Trading-Mines/Masters.json b/Projects/Algorithmic-Trading/Plugins/Trading-Mines/Masters.json index 1bb766b6e..970d893c4 100644 --- a/Projects/Algorithmic-Trading/Plugins/Trading-Mines/Masters.json +++ b/Projects/Algorithmic-Trading/Plugins/Trading-Mines/Masters.json @@ -39,12 +39,12 @@ "id": "18c70465-bea3-4a95-ae55-b352b0f2654a", "savedPayload": { "position": { - "x": 24877.34582623302, - "y": 18460.05905646818 + "x": 24934.02015479289, + "y": 18471.42490836993 }, "targetPosition": { - "x": 24663.23365732584, - "y": 18064.261154596705 + "x": 24719.907985885708, + "y": 18075.627006498453 }, "floatingObject": { "isPinned": false, @@ -109,12 +109,12 @@ "id": "f394a0af-0968-4817-83e6-60ac1e5f3d5f", "savedPayload": { "position": { - "x": 24800.972486054878, - "y": 18492.66285284305 + "x": 24857.646814614745, + "y": 18504.028704744796 }, "targetPosition": { - "x": 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}, "targetPosition": { - "x": 24574.489586713666, - "y": 17851.462487892382 + "x": 24631.163915273533, + "y": 17862.82833979413 }, "floatingObject": { "isPinned": false, @@ -1259,12 +1259,12 @@ "id": "09d7f685-84d2-4d45-b8b9-bc822e8d6a60", "savedPayload": { "position": { - "x": 24173.5366508289, - "y": 18055.758212775178 + "x": 24230.21097938877, + "y": 18067.124064676926 }, "targetPosition": { - "x": 24574.489586713666, - "y": 17851.462487892382 + "x": 24631.163915273533, + "y": 17862.82833979413 }, "floatingObject": { "isPinned": false, @@ -1329,12 +1329,12 @@ "id": "da522180-e57c-46f8-b15a-6d19fa6b6de4", "savedPayload": { "position": { - "x": 24130.029833445853, - "y": 17781.06697862428 + "x": 24186.70416200572, + "y": 17792.432830526028 }, "targetPosition": { - "x": 24574.489586713666, - "y": 17851.462487892382 + "x": 24631.163915273533, + "y": 17862.82833979413 }, "floatingObject": { "isPinned": false, @@ -1399,12 +1399,12 @@ "id": "498b08cb-cc65-45fb-b4f9-b6be9c503d8f", "savedPayload": { "position": { - "x": 24256.29153517972, - "y": 17533.264436358437 + "x": 24312.965863739588, + "y": 17544.630288260185 }, "targetPosition": { - "x": 24574.489586713666, - "y": 17851.462487892382 + "x": 24631.163915273533, + "y": 17862.82833979413 }, "floatingObject": { "isPinned": false, @@ -1467,12 +1467,12 @@ "id": "3df22d2b-a03e-4b66-a4f3-30085e6eba64", "savedPayload": { "position": { - "x": 24574.489586713666, - "y": 17851.462487892382 + "x": 24631.163915273533, + "y": 17862.82833979413 }, "targetPosition": { - "x": 25018.94933998148, - "y": 17781.06697862428 + "x": 25075.623668541346, + "y": 17792.432830526028 }, "floatingObject": { "isPinned": false, @@ -1499,12 +1499,12 @@ "id": "aff9ff76-2e2d-4e6d-8d84-0a91059803ad", "savedPayload": { "position": { - "x": 24297.611585012008, - "y": 17959.420712429142 + "x": 24354.285913571875, + "y": 17970.78656433089 }, "targetPosition": { - "x": 24592.838148057737, - "y": 17619.801401328896 + "x": 24649.512476617605, + "y": 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24907.588657757715, - "y": 18717.48565932756 + "x": 24964.262986317583, + "y": 18728.85151122931 }, "floatingObject": { "isPinned": false, @@ -85704,12 +86134,12 @@ "id": "0d676c5a-0aac-4a77-abc3-7b77a95ba7b1", "savedPayload": { "position": { - "x": 24907.588657757715, - "y": 18717.48565932756 + "x": 24964.262986317583, + "y": 18728.85151122931 }, "targetPosition": { - "x": 24907.588657757715, - "y": 18717.48565932756 + "x": 24964.262986317583, + "y": 18728.85151122931 }, "floatingObject": { "isPinned": true, diff --git a/Projects/Algorithmic-Trading/Schemas/Docs-Nodes/T/Trading/Trading-System/trading-system.json b/Projects/Algorithmic-Trading/Schemas/Docs-Nodes/T/Trading/Trading-System/trading-system.json index 741bb366a..eedb8c353 100644 --- a/Projects/Algorithmic-Trading/Schemas/Docs-Nodes/T/Trading/Trading-System/trading-system.json +++ b/Projects/Algorithmic-Trading/Schemas/Docs-Nodes/T/Trading/Trading-System/trading-system.json @@ -27,23 +27,58 @@ }, { "style": "Text", - "text": "In practical terms, a trading system is a hierarchical arrangement organizing the actionable aspects of your investment plan. The hierarchy contains definitions regarding any number of trading strategies, all operating on the same market and sharing the same initial capital allocation." + "text": "In practical terms, a trading system is a hierarchical arrangement organizing the actionable aspects of your investment plan. The hierarchy contains definitions regarding any number of trading strategies, all operating on the same market and sharing the same initial capital allocation.", + "translations": [ + { + "language": "ES", + "text": "En términos prácticos, un Trading System es una disposición jerárquica que organiza los aspectos procesables de su plan de inversión. Esta jerarquía contiene definiciones respecto a un sinnúmero de estrategias de trading, todas operando en el mismo mercado y compartiendo la misma asignación de capital inicial.", + "updated": 1637880963165 + } + ] }, { "style": "Text", - "text": "You use a trading system to define strategies following the Superalgos Protocol, splitting strategies into four stages: trigger, open, manage, and close." + "text": "You use a trading system to define strategies following the Superalgos Protocol, splitting strategies into four stages: trigger, open, manage, and close.", + "translations": [ + { + "language": "ES", + "text": "Se utiliza un Trading System para definir estrategias acorde al protocolo de Superalgos, dividiendo a éstas en cuatro etapas: activación, apertura, gestión y cierre.", + "updated": 1637880976135 + } + ] }, { "style": "Text", - "text": "The concept of describing strategies in stages is fundamental to the methodical aspect of the trading system, as it provides a framework to run every strategy with the same framework, which contributes to developing scalable trading systems that may grow to any number of strategies." + "text": "The concept of describing strategies in stages is fundamental to the methodical aspect of the trading system, as it provides a framework to run every strategy with the same framework, which contributes to developing scalable trading systems that may grow to any number of strategies.", + "translations": [ + { + "language": "ES", + "text": "El concepto de describir estrategias en etapas es fundamental para el aspecto metódico del Trading System, ya que provee la infraestructura necesaria para ejecutar cualquier estrategia con la misma infraestructura. Esto contribuye a desarrollar Trading Systems escalables, que pueden alcanzar innumerable cantidad de estrategias.", + "updated": 1637880986625 + } + ] }, { "style": "Text", - "text": "When a trading system features more than one strategy, the first strategy has precedence over the second, the second over the third, and so on. This means that strategies are evaluated in a sequence. When a given strategy is triggered-on, the remaining strategies in the queue are no longer evaluated until the strategy triggers off. In other words, when multiple strategies are deployed within a single trading system, only one strategy may trade at any given moment, and precedence is given by the order around the trading system node." + "text": "When a trading system features more than one strategy, the first strategy has precedence over the second, the second over the third, and so on. This means that strategies are evaluated in a sequence. When a given strategy is triggered-on, the remaining strategies in the queue are no longer evaluated until the strategy triggers off. In other words, when multiple strategies are deployed within a single trading system, only one strategy may trade at any given moment, and precedence is given by the order around the trading system node.", + "translations": [ + { + "language": "ES", + "text": "Cuando un Trading System ofrece más de una estrategia, la primera estrategia tiene prioridad sobre la segunda, la segunda sobre la tercera, y así sucesivamente. Esto significa que las estrategias son analizadas de manera secuencial. Cuando una estrategia dada es activada, las estrategias restantes no serán analizadas hasta que ésta se desactive. En otras palabras, cuando se implementan múltiples estrategias bajo un único Trading System, solo una estrategia puede operar en un momento dado, y la prioridad está dada por el orden especificado en el Nodo del Trading System.", + "updated": 1637881003253 + } + ] }, { "style": "Text", - "text": "As a corollary to the above, if you wish strategies to operate in different markets, or you wish strategies to be able to take positions simultaneously, then you must set up those strategies in different trading systems." + "text": "As a corollary to the above, if you wish strategies to operate in different markets, or you wish strategies to be able to take positions simultaneously, then you must set up those strategies in different trading systems.", + "translations": [ + { + "language": "ES", + "text": "Como complemento a lo anterior, si se desea configurar estrategias que operen sobre diferentes mercados, o estrategias que tengan la posibilidad de abrir posiciones de forma simultánea, entonces se las deberá configurar bajo Trading Systems distintos.", + "updated": 1637881023208 + } + ] } ] } \ No newline at end of file diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js index 685424b19..e29bc737a 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js @@ -25,6 +25,8 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { let tradingPositionModuleObject = TS.projects.algorithmicTrading.botModules.tradingPosition.newAlgorithmicTradingBotModulesTradingPosition(processIndex) let tradingExecutionModuleObject = TS.projects.algorithmicTrading.botModules.tradingExecution.newAlgorithmicTradingBotModulesTradingExecution(processIndex) let announcementsModuleObject = TS.projects.socialBots.botModules.announcements.newSocialBotsBotModulesAnnouncements(processIndex) + let outgoingTradingSignalsModuleObject = TS.projects.tradingSignals.modules.outgoingTradingSignals.newTradingSignalsModulesOutgoingTradingSignals(processIndex) + let portfolioManagerClient = TS.projects.portfolioManagement.modules.portfolioManagerClient.newPortfolioManagementModulesPortfolioManagerClient(processIndex) let snapshotsModuleObject = TS.projects.algorithmicTrading.botModules.snapshots.newAlgorithmicTradingBotModulesSnapshots(processIndex) let tradingEpisodeModuleObject = TS.projects.algorithmicTrading.botModules.tradingEpisode.newAlgorithmicTradingBotModulesTradingEpisode(processIndex) @@ -97,15 +99,15 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { tradingPositionModuleObject.cycleBasedStatistics() } - function runTriggerStage() { + async function runTriggerStage() { /* We check if we will be triggering on, off or taking position. */ - checkTriggerOn() - checkTriggerOff() - checkTakePosition() + await checkTriggerOn() + await checkTriggerOff() + await checkTakePosition() - function checkTriggerOn() { + async function checkTriggerOn() { if ( tradingEngine.tradingCurrent.strategy.index.value === tradingEngine.tradingCurrent.strategy.index.config.initialValue ) { @@ -137,7 +139,12 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) + + let response = await portfolioManagerClient.askPortfolioEventsManager(triggerStage.triggerOn, passed) + passed = response.raiseEvent + if (passed) { + tradingSystem.highlights.push(situation.id) tradingSystem.highlights.push(triggerStage.triggerOn.id) tradingSystem.highlights.push(triggerStage.id) @@ -147,6 +154,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { /* Initialize this */ tradingEngine.tradingCurrent.tradingEpisode.distanceToTradingEvent.triggerOn.value = 1 + outgoingTradingSignalsModuleObject.broadcastSignal(triggerStage.triggerOn) announcementsModuleObject.makeAnnouncements(triggerStage.triggerOn) if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { @@ -156,9 +164,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { } } } - changeStageStatus('Trigger Stage', 'Open') - } } } @@ -167,7 +173,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { } } - function checkTriggerOff() { + async function checkTriggerOff() { if (tradingEngine.tradingCurrent.strategyTriggerStage.status.value === 'Open') { checkUserDefinedCode('Trigger Stage', 'Running', 'first'); @@ -188,12 +194,18 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) + + let response = await portfolioManagerClient.askPortfolioEventsManager(triggerStage.triggerOff, passed) + passed = response.raiseEvent + if (passed) { tradingSystem.highlights.push(situation.id) tradingSystem.highlights.push(triggerStage.triggerOff.id) tradingSystem.highlights.push(triggerStage.id) tradingEngine.tradingCurrent.tradingEpisode.distanceToTradingEvent.triggerOff.value = 1 + + outgoingTradingSignalsModuleObject.broadcastSignal(triggerStage.triggerOff) announcementsModuleObject.makeAnnouncements(triggerStage.triggerOff) changeStageStatus('Trigger Stage', 'Closed', 'Trigger Off Event') tradingStrategyModuleObject.closeStrategy('Trigger Off') @@ -204,7 +216,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { } } - function checkTakePosition() { + async function checkTakePosition() { if ( tradingEngine.tradingCurrent.strategyTriggerStage.status.value === 'Open' ) { @@ -212,7 +224,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { let triggerStage = strategy.triggerStage tradingSystem.evalConditions(strategy, 'Take Position Event') - tradingSystem.evalFormulas(strategy, 'Take Position Event') + await tradingSystem.evalFormulas(strategy, 'Take Position Event') if (triggerStage !== undefined) { if (triggerStage.takePosition !== undefined) { @@ -226,6 +238,10 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { passed = tradingSystem.checkConditions(situation, passed) tradingSystem.values.push([situation.id, passed]) + + let response = await portfolioManagerClient.askPortfolioEventsManager(triggerStage.takePosition, passed) + passed = response.raiseEvent + if (passed) { tradingSystem.highlights.push(situation.id) tradingSystem.highlights.push(triggerStage.takePosition.id) @@ -233,6 +249,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { tradingPositionModuleObject.openPosition(situation.name) + outgoingTradingSignalsModuleObject.broadcastSignal(triggerStage.takePosition) announcementsModuleObject.makeAnnouncements(triggerStage.takePosition) if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { @@ -259,14 +276,14 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { async function runOpenStage() { checkIfWeNeedToAbortTheStage() - runWhenStatusIsOpening() + await runWhenStatusIsOpening() await runWhenStatusIsOpen() await runWhenStatusIsClosing() function checkIfWeNeedToAbortTheStage() { /* Abort Open Stage Check */ if (tradingEngine.tradingCurrent.strategyOpenStage.status.value === 'Open' && - (tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Opening' || tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Open') ){ + (tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Opening' || tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Open')) { /* if the Close stage is opened while the open stage is still open that means that we need to stop placing orders, check what happened to the orders already placed, @@ -276,7 +293,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { } } - function runWhenStatusIsOpening() { + async function runWhenStatusIsOpening() { /* Opening Status Procedure */ if (tradingEngine.tradingCurrent.strategyOpenStage.status.value === 'Opening') { /* @@ -298,7 +315,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_MODULE_OBJECT.initializeNode(tradingEngine.exchangeOrders) /* Entry Position size and rate */ - tradingSystem.evalFormulas(tradingSystemStage, 'Initial Targets') + await tradingSystem.evalFormulas(tradingSystemStage, 'Initial Targets') tradingPositionModuleObject.initialTargets(tradingSystemStage, tradingEngineStage) initializeStageTargetSize() @@ -321,7 +338,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { /* Evaluate conditions and formulas so they are ready during the execution run */ tradingSystem.evalConditions(executionNode, 'Open Execution') - tradingSystem.evalFormulas(executionNode, 'Open Execution') + await tradingSystem.evalFormulas(executionNode, 'Open Execution') await tradingExecutionModuleObject.runExecution( executionNode, @@ -331,7 +348,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { /* User Defined Code if runWhileAtStage==true */ if (tradingEngine.tradingCurrent.strategyOpenStage.status.value === 'Open') { - checkUserDefinedCode('Open Stage', 'Running', 'last'); + checkUserDefinedCode('Open Stage', 'Running', 'last'); } } } @@ -351,7 +368,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { and cancel the ones that were not. */ tradingSystem.evalConditions(tradingSystemStage, 'Open Execution') - tradingSystem.evalFormulas(tradingSystemStage, 'Open Execution') + await tradingSystem.evalFormulas(tradingSystemStage, 'Open Execution') await tradingExecutionModuleObject.runExecution( executionNode, @@ -407,12 +424,12 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { } } - function runManageStage() { + async function runManageStage() { if (tradingEngine.tradingCurrent.tradingEpisode.cycle.value !== 'First') { return } runWhenStatusIsOpening() - runWhenStatusIsOpen() + await runWhenStatusIsOpen() function runWhenStatusIsOpening() { /* Opening Status Procedure */ @@ -438,7 +455,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { } } - function runWhenStatusIsOpen() { + async function runWhenStatusIsOpen() { /* Open Status Procedure */ if (tradingEngine.tradingCurrent.strategyManageStage.status.value === 'Open') { checkUserDefinedCode('Manage Stage', 'Running', 'first'); @@ -447,7 +464,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { /* Evaluate all the stage conditions and formulas to have them ready */ tradingSystem.evalConditions(manageStage, 'Manage Stage') - tradingSystem.evalFormulas(manageStage, 'Manage Stage') + await tradingSystem.evalFormulas(manageStage, 'Manage Stage') /* Stop Loss Management */ checkStopPhasesEvents() @@ -464,7 +481,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { /* If User Defined Code exists check for runWhileAtStage */ if (tradingEngine.tradingCurrent.strategyManageStage.status.value === 'Open') { - checkUserDefinedCode('Manage Stage', 'Running', 'last'); + checkUserDefinedCode('Manage Stage', 'Running', 'last'); } } @@ -696,6 +713,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { tradingPositionModuleObject.updateTakeProfit(tradingEngine.tradingCurrent.position.takeProfit.takeProfitPhase.value + 1) + outgoingTradingSignalsModuleObject.broadcastSignal(nextPhaseEvent) announcementsModuleObject.makeAnnouncements(nextPhaseEvent) /* Reset this counter */ @@ -747,6 +765,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { continue } + outgoingTradingSignalsModuleObject.broadcastSignal(moveToPhaseEvent) announcementsModuleObject.makeAnnouncements(moveToPhaseEvent) /* Reset this counter */ @@ -810,11 +829,11 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { async function runCloseStage() { - runWhenStatusIsOpening() + await runWhenStatusIsOpening() await runWhenStatusIsOpen() await runWhenStatusIsClosing() - function runWhenStatusIsOpening() { + async function runWhenStatusIsOpening() { /* Opening Status Procedure */ if (tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Opening') { @@ -834,7 +853,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { let tradingSystemStage = tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].closeStage /* Exit Position size and rate */ - tradingSystem.evalFormulas(tradingSystemStage, 'Initial Targets') + await tradingSystem.evalFormulas(tradingSystemStage, 'Initial Targets') if (tradingPositionModuleObject.initialTargets(tradingSystemStage, tradingEngine.tradingCurrent.strategyCloseStage, 'Close Stage') === false) { //console.log("No Close-Stage Target Asset to Trade: Strategy Closing."); } @@ -866,7 +885,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { let executionNode = tradingSystemStage.closeExecution tradingSystem.evalConditions(tradingSystemStage, 'Close Execution') - tradingSystem.evalFormulas(tradingSystemStage, 'Close Execution') + await tradingSystem.evalFormulas(tradingSystemStage, 'Close Execution') await tradingExecutionModuleObject.runExecution( executionNode, @@ -876,7 +895,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { checkIfStageNeedsToBeClosed(tradingEngineStage, tradingSystemStage, 'Close Stage') /* If User Defined Code exists check for runWhileAtStage */ if (tradingEngine.tradingCurrent.strategyCloseStage.status.value === 'Open') { - checkUserDefinedCode('Close Stage', 'Running', 'last'); + checkUserDefinedCode('Close Stage', 'Running', 'last'); } } } @@ -896,7 +915,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { and cancel the ones that were not. */ tradingSystem.evalConditions(tradingSystemStage, 'Close Execution') - tradingSystem.evalFormulas(tradingSystemStage, 'Close Execution') + await tradingSystem.evalFormulas(tradingSystemStage, 'Close Execution') await tradingExecutionModuleObject.runExecution( executionNode, @@ -1108,6 +1127,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { tradingSystem.highlights.push(closeStageEvent.id) tradingSystem.highlights.push(stage.id) + outgoingTradingSignalsModuleObject.broadcastSignal(closeStageEvent) announcementsModuleObject.makeAnnouncements(closeStageEvent) return true } @@ -1172,7 +1192,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { /* Recording the closing at the Trading Engine Data Structure */ stage.end.value = tradingEngine.tradingCurrent.tradingEpisode.cycle.lastEnd.value stage.endRate.value = tradingEngine.tradingCurrent.tradingEpisode.candle.close.value - + if (stageName === 'Open Stage') { if (tradingEngine.tradingCurrent.strategyCloseStage.status.value !== 'Opening' && tradingEngine.tradingCurrent.strategyCloseStage.status.value !== 'Open' && tradingEngine.tradingCurrent.strategyManageStage.status.value !== 'Opening' && tradingEngine.tradingCurrent.strategyManageStage.status.value !== 'Open') { @@ -1272,20 +1292,20 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { tradingSystemStage.userDefinedCode !== undefined) { if (status === 'Running' && when !== tradingSystemStage.userDefinedCode.config.whileAtStageWhenToRun) { return; } - switch(status) { - case 'Open' : { + switch (status) { + case 'Open': { if (tradingSystemStage.userDefinedCode.config.runWhenEnteringStage) { tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code'); } break; } - case 'Running' : { + case 'Running': { if (tradingSystemStage.userDefinedCode.config.runWhileAtStage) { tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code'); } break; } - case 'Closed' : { + case 'Closed': { if (tradingSystemStage.userDefinedCode.config.runWhenExitingStage) { tradingSystem.evalUserCode(tradingSystemStage, 'User Defined Code'); } @@ -1305,23 +1325,23 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { /* getTradingSystemStage(): takes stage name returns stage object. */ function getTradingSystemStage(stage) { - switch(stage) { - case 'Trigger Stage' : { - return tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].triggerStage; - break; + switch (stage) { + case 'Trigger Stage': { + return tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].triggerStage; + break; + } + case 'Open Stage': { + return tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].openStage; + break; + } + case 'Manage Stage': { + return tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].manageStage; + break + } + case 'Close Stage': { + return tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].closeStage; + break; + } } - case 'Open Stage' : { - return tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].openStage; - break; - } - case 'Manage Stage' : { - return tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].manageStage; - break - } - case 'Close Stage' : { - return tradingSystem.tradingStrategies[tradingEngine.tradingCurrent.strategy.index.value].closeStage; - break; - } - } } } diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js index 606af9450..c48fc4e43 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js @@ -27,6 +27,7 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { let dynamicIndicators let tradingStagesModuleObject = TS.projects.algorithmicTrading.botModules.tradingStages.newAlgorithmicTradingBotModulesTradingStages(processIndex) + let portfolioManagerClient = TS.projects.portfolioManagement.modules.portfolioManagerClient.newPortfolioManagementModulesPortfolioManagerClient(processIndex) let taskParameters = { market: TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + @@ -70,12 +71,12 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { evalNode(startingNode, 'Conditions', descendentOfNodeType) } - tradingSystem.evalFormulas = function (startingNode, descendentOfNodeType) { - evalNode(startingNode, 'Formulas', descendentOfNodeType) + tradingSystem.evalFormulas = async function (startingNode, descendentOfNodeType) { + await evalNode(startingNode, 'Formulas', descendentOfNodeType) } tradingSystem.evalUserCode = function (startingNode, descendentOfNodeType) { - evalNode(startingNode, 'User Codes', descendentOfNodeType); + evalNode(startingNode, 'User Codes', descendentOfNodeType); } tradingSystem.addError = function (errorDataArray) { @@ -203,13 +204,13 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { buildDynamicIndicators() /* Run the Trigger Stage */ - tradingStagesModuleObject.runTriggerStage() + await tradingStagesModuleObject.runTriggerStage() /* Run the Open Stage */ await tradingStagesModuleObject.runOpenStage() /* Run the Manage Stage */ - tradingStagesModuleObject.runManageStage() + await tradingStagesModuleObject.runManageStage() /* Run the Close Stage */ await tradingStagesModuleObject.runCloseStage() @@ -234,7 +235,7 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { } } - function evalNode(node, evaluating, descendentOfNodeType, isDescendent) { + async function evalNode(node, evaluating, descendentOfNodeType, isDescendent, parentNode) { if (node === undefined) { return } /* Verify if this node is descendent of the specified node type */ @@ -257,18 +258,18 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { if (node.code !== undefined) { /* We will eval this formula */ if (isDescendent === true) { - evalFormula(node) + await evalFormula(node, parentNode) } } } /* Here we check if there is a User Defined-Javascript Code to be evaluated: */ if (node.type === 'Javascript Code' && evaluating === 'User Codes') { - if (node.code !== undefined) { - if (isDescendent === true) { - evalJSCode(node); + if (node.code !== undefined) { + if (isDescendent === true) { + evalJSCode(node); + } } - } } /* Now we go down through all this node children */ @@ -284,7 +285,7 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { case 'node': { if (property.name !== previousPropertyName) { if (node[property.name] !== undefined) { - evalNode(node[property.name], evaluating, descendentOfNodeType, isDescendent) + await evalNode(node[property.name], evaluating, descendentOfNodeType, isDescendent, node) } previousPropertyName = property.name } @@ -294,7 +295,7 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { if (node[property.name] !== undefined) { let nodePropertyArray = node[property.name] for (let m = 0; m < nodePropertyArray.length; m++) { - evalNode(nodePropertyArray[m], evaluating, descendentOfNodeType, isDescendent) + await evalNode(nodePropertyArray[m], evaluating, descendentOfNodeType, isDescendent, node) } } break @@ -357,7 +358,7 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalCondition -> value = ' + value) } - function evalFormula(node) { + async function evalFormula(node, parentNode) { let value let errorMessage let docs @@ -365,6 +366,10 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { try { TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalFormula -> ' + node.name + ' -> code = ' + node.code) value = eval(node.code) + + let response = await portfolioManagerClient.askPortfolioFormulaManager(parentNode, value) + value = response.value + } catch (err) { /* One possible error is that the formula references a .previous that is undefined. This @@ -423,29 +428,29 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { } function evalJSCode(node) { - let value - let errorMessage - let docs + let value + let errorMessage + let docs - try { - value = eval(node.code); + try { + value = eval(node.code); - } catch (err) { - value = 0 - errorMessage = err.message - docs = { - project: 'Foundations', - category: 'Topic', - type: 'TS LF Trading Bot Error - Evaluating User Code Error', - placeholder: {} + } catch (err) { + value = 0 + errorMessage = err.message + docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Trading Bot Error - Evaluating User Code Error', + placeholder: {} + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, node.name, node.code, undefined) } - TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, node.name, node.code, undefined) - } - if (errorMessage !== undefined) { - tradingSystem.addError([node.id, errorMessage, docs]) - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalFormula -> errorMessage = ' + errorMessage) - return - } + if (errorMessage !== undefined) { + tradingSystem.addError([node.id, errorMessage, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalFormula -> errorMessage = ' + errorMessage) + return + } } } \ No newline at end of file diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/PMCommunicationModule_Trading.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/PMCommunicationModule_Trading.js new file mode 100644 index 000000000..ad8e6d9e3 --- /dev/null +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/PMCommunicationModule_Trading.js @@ -0,0 +1,45 @@ +/* PMCommunicationModule - Trading Bot's Version. + * Fascilitates communications between the Portfolio Manager and its managed sessions. + * Session Key naming convention: name + type + id + */ + +exports.newPMCommunicationModule_Trading = function (callerId) { + const MODULE_NAME = 'PM Communication Module - Trading'; + + moduleObj = { + beginListening: beginListening, + getQuoteAssetBalance: getQuoteAssetBalance + } + + const SESSION_ID = callerId; + + return moduleObj; + + + /* Listeners Section: */ + function beginListening() { + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.listenToEvent( + SESSION_ID, + 'Quote Asset Balance Reply', + undefined, + SESSION_ID, + undefined, + gotQuoteAssetBalance) + } + + + + /* eventsCallBack Section: */ + function getQuoteAssetBalance() { + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.raiseEvent( + SESSION_ID, + 'Quote Asset Balance', + undefined + ) + } + + function gotQuoteAssetBalance() { + let ret = arguments[0].event; + console.log("Quote Asset Balance=>" + ret); + } +} \ No newline at end of file diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/TradingSession.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/TradingSession.js index 63563f0ac..75c4c36ba 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/TradingSession.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/TradingSession.js @@ -47,6 +47,9 @@ TS.projects.foundations.globals.taskVariables.SESSION_MAP.set( TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY) + + /* We will store the PMCommunicationModule Object: */ + TS.projects.foundations.globals.processVariables.PM_COMMUNICATION_MODULE = TS.projects.algorithmicTrading.botModules.PMCommunicationModule_Trading.newPMCommunicationModule_Trading(VARIABLES_BY_PROCESS_INDEX.SESSION_KEY); /* Listen to event to start or stop the session. */ TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.listenToEvent( @@ -512,6 +515,7 @@ } function startBackTesting(message) { + return true } @@ -580,6 +584,9 @@ } function startLiveTrading() { + // Testing: + TS.projects.foundations.globals.processVariables.PM_COMMUNICATION_MODULE.beginListening(); + TS.projects.foundations.globals.processVariables.PM_COMMUNICATION_MODULE.getQuoteAssetBalance(); return checkKey() } diff --git a/Projects/Algorithmic-Trading/UI/Function-Libraries/ActionSwitch.js b/Projects/Algorithmic-Trading/UI/Function-Libraries/ActionSwitch.js index 3c57e827d..73ae33663 100644 --- a/Projects/Algorithmic-Trading/UI/Function-Libraries/ActionSwitch.js +++ b/Projects/Algorithmic-Trading/UI/Function-Libraries/ActionSwitch.js @@ -33,7 +33,6 @@ function newAlgorithmicTradingActionSwitch() { UI.projects.algorithmicTrading.functionLibraries.tradingSessionFunctions.stopSession(action.node, action.callBackFunction) } break - default: { console.log("[WARN] Action sent to Algorithmic-Trading Action Switch does not belong here. Verify at the App Schema file of the node that triggered this action that the actionProject is pointing to the right project. -> Action = " + action.name + " -> Action Node Name = " + action.node.name) } diff --git a/Projects/Algorithmic-Trading/UI/Function-Libraries/TradingSessionFunctions.js b/Projects/Algorithmic-Trading/UI/Function-Libraries/TradingSessionFunctions.js index 1a3d66ec7..93fc53504 100644 --- a/Projects/Algorithmic-Trading/UI/Function-Libraries/TradingSessionFunctions.js +++ b/Projects/Algorithmic-Trading/UI/Function-Libraries/TradingSessionFunctions.js @@ -1,13 +1,13 @@ function newAlgorithmicTradingFunctionLibraryTradingSessionFunctions() { let thisObject = { - syncronizeSessionWithBackEnd: syncronizeSessionWithBackEnd, + synchronizeSessionWithBackEnd: synchronizeSessionWithBackEnd, runSession: runSession, stopSession: stopSession } return thisObject - function syncronizeSessionWithBackEnd(node) { + function synchronizeSessionWithBackEnd(node) { let validationsResult = validations(node) if (validationsResult === undefined) { /* If something fails at validations we just quit. */ @@ -105,6 +105,9 @@ function newAlgorithmicTradingFunctionLibraryTradingSessionFunctions() { 'Managed Stop Loss->Managed Take Profit->' + 'Phase->Formula->Next Phase Event->Move To Phase Event->Phase->' + 'Situation->Condition->Javascript Code->' + + 'Outgoing Signals->Incoming Signals->Signal Reference->' + + 'Trigger On Signal->Trigger Off Signal->Take Position Signal->' + + 'Create Order Signal->Cancel Order Signal->' + 'Close Stage->' + 'Initial Targets->Target Size In Base Asset->Target Size In Quoted Asset->Target Rate->Formula->' + 'Open Execution->Close Execution->' + diff --git a/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-engines.png b/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-engines.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-engines.png differ diff --git a/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-mines.png b/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-mines.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-mines.png differ diff --git a/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-systems.png b/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-systems.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Community-Plugins/Icons/plugins/plugin-portfolio-systems.png differ diff --git a/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-engines.json b/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-engines.json new file mode 100644 index 000000000..de0c7783b --- /dev/null +++ b/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-engines.json @@ -0,0 +1,41 @@ +{ + "type": "Plugin Portfolio Engines", + "menuItems": [ + { + "action": "Add Missing Plugin Portfolio Engines", + "label": "Add Missing Portfolio Engines", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "iconPathOn": "portfolio-engine", + "iconPathOff": "portfolio-engine", + "iconProject": "Portfolio-Management", + "actionFunction": "payload.executeAction", + "actionProject": "Community-Plugins" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 1, + "propertyNameAtParent": "pluginPortfolioEngines", + "attachingRules": { + "compatibleTypes": "->Plugin Project->" + }, + "childrenNodesProperties": [ + { + "name": "pluginFiles", + "type": "array", + "childType": "Plugin File", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-mines.json b/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-mines.json new file mode 100644 index 000000000..37e4c1772 --- /dev/null +++ b/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-mines.json @@ -0,0 +1,41 @@ +{ + "type": "Plugin Portfolio Mines", + "menuItems": [ + { + "action": "Add Missing Plugin Portfolio Mines", + "label": "Add Missing Portfolio Mines", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "iconPathOn": "portfolio-mine", + "iconPathOff": "portfolio-mine", + "iconProject": "Portfolio-Management", + "actionFunction": "payload.executeAction", + "actionProject": "Community-Plugins" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 1, + "propertyNameAtParent": "pluginPortfolioMines", + "attachingRules": { + "compatibleTypes": "->Plugin Project->" + }, + "childrenNodesProperties": [ + { + "name": "pluginFiles", + "type": "array", + "childType": "Plugin File", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-systems.json b/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-systems.json new file mode 100644 index 000000000..29c5c5fa5 --- /dev/null +++ b/Projects/Community-Plugins/Schemas/App-Schema/plugin-portfolio-systems.json @@ -0,0 +1,41 @@ +{ + "type": "Plugin Portfolio Systems", + "menuItems": [ + { + "action": "Add Missing Plugin Portfolio Systems", + "label": "Add Missing Portfolio Systems", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "iconPathOn": "portfolio-system", + "iconPathOff": "portfolio-system", + "iconProject": "Portfolio-Management", + "actionFunction": "payload.executeAction", + "actionProject": "Community-Plugins" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 1, + "propertyNameAtParent": "pluginPortfolioSystems", + "attachingRules": { + "compatibleTypes": "->Plugin Project->" + }, + "childrenNodesProperties": [ + { + "name": "pluginFiles", + "type": "array", + "childType": "Plugin File", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Community-Plugins/Schemas/App-Schema/plugin-project.json b/Projects/Community-Plugins/Schemas/App-Schema/plugin-project.json index eebeb1e96..7b90a068a 100644 --- a/Projects/Community-Plugins/Schemas/App-Schema/plugin-project.json +++ b/Projects/Community-Plugins/Schemas/App-Schema/plugin-project.json @@ -53,6 +53,12 @@ "childType": "Plugin Trading Mines", "autoAdd": false }, + { + "name": "pluginPortfolioMines", + "type": "node", + "childType": "Plugin Portfolio Mines", + "autoAdd": false + }, { "name": "pluginLearningMines", "type": "node", @@ -65,6 +71,12 @@ "childType": "Plugin Trading Systems", "autoAdd": false }, + { + "name": "pluginPortfolioSystems", + "type": "node", + "childType": "Plugin Portfolio Systems", + "autoAdd": false + }, { "name": "pluginLearningSystems", "type": "node", @@ -77,6 +89,12 @@ "childType": "Plugin Trading Engines", "autoAdd": false }, + { + "name": "pluginPortfolioEngines", + "type": "node", + "childType": "Plugin Portfolio Engines", + "autoAdd": false + }, { "name": "pluginLearningEngines", "type": "node", diff --git a/Projects/Community-Plugins/UI/Function-Libraries/ActionSwitch.js b/Projects/Community-Plugins/UI/Function-Libraries/ActionSwitch.js index bfb19b124..e4abaad4d 100644 --- a/Projects/Community-Plugins/UI/Function-Libraries/ActionSwitch.js +++ b/Projects/Community-Plugins/UI/Function-Libraries/ActionSwitch.js @@ -58,6 +58,21 @@ function newCommunityPluginsActionSwitch() { UI.projects.communityPlugins.functionLibraries.pluginsFunctions.addMissingPluginTradingEngines(action.node, action.rootNodes) } break + case 'Add Missing Plugin Portfolio Mines': + { + UI.projects.communityPlugins.functionLibraries.pluginsFunctions.addMissingPluginPortfolioMines(action.node, action.rootNodes) + } + break + case 'Add Missing Plugin Portfolio Systems': + { + UI.projects.communityPlugins.functionLibraries.pluginsFunctions.addMissingPluginPortfolioSystems(action.node, action.rootNodes) + } + break + case 'Add Missing Plugin Portfolio Engines': + { + UI.projects.communityPlugins.functionLibraries.pluginsFunctions.addMissingPluginPortfolioEngines(action.node, action.rootNodes) + } + break case 'Add Missing Plugin Learning Mines': { UI.projects.communityPlugins.functionLibraries.pluginsFunctions.addMissingPluginLearningMines(action.node, action.rootNodes) diff --git a/Projects/Community-Plugins/UI/Function-Libraries/PluginsFunctions.js b/Projects/Community-Plugins/UI/Function-Libraries/PluginsFunctions.js index d5c39c775..1ebd67368 100644 --- a/Projects/Community-Plugins/UI/Function-Libraries/PluginsFunctions.js +++ b/Projects/Community-Plugins/UI/Function-Libraries/PluginsFunctions.js @@ -7,6 +7,9 @@ function newPluginsFunctionLibraryPluginsFunctions() { addMissingPluginTradingMines: addMissingPluginTradingMines, addMissingPluginTradingSystems: addMissingPluginTradingSystems, addMissingPluginTradingEngines: addMissingPluginTradingEngines, + addMissingPluginPortfolioMines: addMissingPluginPortfolioMines, + addMissingPluginPortfolioSystems: addMissingPluginPortfolioSystems, + addMissingPluginPortfolioEngines: addMissingPluginPortfolioEngines, addMissingPluginLearningMines: addMissingPluginLearningMines, addMissingPluginLearningSystems: addMissingPluginLearningSystems, addMissingPluginLearningEngines: addMissingPluginLearningEngines, @@ -140,6 +143,54 @@ function newPluginsFunctionLibraryPluginsFunctions() { } } + function addMissingPluginPortfolioMines(node, rootNodes) { + let projectName = UI.projects.communityPlugins.utilities.plugins.getProjectName(node) + if (projectName === "" || projectName === undefined) { + if (node.payload.parentNode !== undefined) { + node.payload.parentNode.payload.uiObject.setErrorMessage("Config codeName must have the name of the project.") + return + } + } + + UI.projects.communityPlugins.utilities.plugins.getPluginFileNames(projectName, 'Portfolio-Mines', onNamesArrived) + + function onNamesArrived(fileNames) { + UI.projects.communityPlugins.utilities.plugins.addMissingPluginFiles(node, fileNames, 'Portfolio-Mines', 'Portfolio Mine', 'Portfolio-Management') + } + } + + function addMissingPluginPortfolioSystems(node, rootNodes) { + let projectName = UI.projects.communityPlugins.utilities.plugins.getProjectName(node) + if (projectName === "" || projectName === undefined) { + if (node.payload.parentNode !== undefined) { + node.payload.parentNode.payload.uiObject.setErrorMessage("Config codeName must have the name of the project.") + return + } + } + + UI.projects.communityPlugins.utilities.plugins.getPluginFileNames(projectName, 'Portfolio-Systems', onNamesArrived) + + function onNamesArrived(fileNames) { + UI.projects.communityPlugins.utilities.plugins.addMissingPluginFiles(node, fileNames, 'Portfolio-Systems', 'Portfolio System', 'Portfolio-Management') + } + } + + function addMissingPluginPortfolioEngines(node, rootNodes) { + let projectName = UI.projects.communityPlugins.utilities.plugins.getProjectName(node) + if (projectName === "" || projectName === undefined) { + if (node.payload.parentNode !== undefined) { + node.payload.parentNode.payload.uiObject.setErrorMessage("Config codeName must have the name of the project.") + return + } + } + + UI.projects.communityPlugins.utilities.plugins.getPluginFileNames(projectName, 'Portfolio-Engines', onNamesArrived) + + function onNamesArrived(fileNames) { + UI.projects.communityPlugins.utilities.plugins.addMissingPluginFiles(node, fileNames, 'Portfolio-Engines', 'Portfolio Engine', 'Portfolio-Management') + } + } + function addMissingPluginLearningMines(node, rootNodes) { let projectName = UI.projects.communityPlugins.utilities.plugins.getProjectName(node) if (projectName === "" || projectName === undefined) { diff --git a/Projects/Community-Plugins/UI/Utilities/Plugins.js b/Projects/Community-Plugins/UI/Utilities/Plugins.js index 00da47b7e..affe1420b 100644 --- a/Projects/Community-Plugins/UI/Utilities/Plugins.js +++ b/Projects/Community-Plugins/UI/Utilities/Plugins.js @@ -73,6 +73,15 @@ function newPluginsUtilitiesPlugins() { case 'Trading System': { return 'Trading-Systems' } + case 'Portfolio Engine': { + return 'Portfolio-Engines' + } + case 'Portfolio Mine': { + return 'Portfolio-Mines' + } + case 'Portfolio System': { + return 'Portfolio-Systems' + } case 'Assets': { return 'Assets' } diff --git a/Projects/Data-Mining/Plugins/Data-Mines/Enhanced_Bollinger_Stochastic.json b/Projects/Data-Mining/Plugins/Data-Mines/Enhanced_Bollinger_Stochastic.json index 2cda5a1f9..95f533cf4 100644 --- a/Projects/Data-Mining/Plugins/Data-Mines/Enhanced_Bollinger_Stochastic.json +++ b/Projects/Data-Mining/Plugins/Data-Mines/Enhanced_Bollinger_Stochastic.json @@ -1,7 +1,7 @@ { "type": "Data Mine", "name": "Enhanced_Bollinger_Stochastic", - "config": "{ \n\"codeName\": \"Enhanced_Bollinger_Stochastic\"\n}", + "config": "{\"codeName\":\"Enhanced_Bollinger_Stochastic\"}", "project": "Data-Mining", "sensorBots": [], "apiDataFetcherBots": [], @@ -57,25 +57,25 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Enhanced_Bollinger", "Indicator Bot", "Data-Mining", - "72efe0e3-1897-425f-9b0d-f12c200d3599" + "5ec009e8-13ab-43ea-886b-1247ffb54195" ], [ "Enhanced_Bollinger", "Product Definition", "Foundations", - "93127c24-a605-47eb-a102-e5bbb9b55cfb" + "282e820f-b3e3-4300-8d15-b0c60c596daa" ], [ "Multi-Time-Frame-Market", "Dataset Definition", "Foundations", - "b70c789d-99d8-4405-8f1d-9eabd6356a45" + "883e89bf-1667-4fce-b30a-86bf7fe44d15" ] ] } @@ -146,25 +146,25 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Enhanced_Bollinger", "Indicator Bot", "Data-Mining", - "72efe0e3-1897-425f-9b0d-f12c200d3599" + 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undefined){\n\tvariable.prevClose = candle.close\n}\n\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - variable.prevClose), Math.abs(candle.min - variable.prevClose)))\nif(variable.TR.length > P){\n\tvariable.TR.splice(0,1)\n}\n\nvariable.sTR = 0\nif(variable.TR.length === P){\n\tfor(var i = 0; i < P; i++){\n\t\tvariable.sTR += variable.TR[i]\n\t}\n\tvariable.ATR = variable.sTR / P\n}else{\n\tvariable.ATR = candle.max - candle.min\n}\n\nvariable.prevClose = candle.close\n", + "project": "Foundations", + "id": "6221a3a1-1b9d-438b-a192-3e0c16a149cb", + "savedPayload": { + "position": { + "x": 4280.58021501371, + "y": 18982.743531676366 + }, + "targetPosition": { + "x": 4417.6120336601, + "y": 19043.754028137737 + }, + "floatingObject": { + "isPinned": false, + "isFrozen": false, + "isCollapsed": false, + "angleToParent": 2, + "distanceToParent": 2, + "arrangementStyle": 0 + }, + "uiObject": { + "isRunning": false + } + } + }, + "id": 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] } @@ -3866,37 +5390,37 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Enhenced_Bollinger", "Plotter", "Foundations", - "c3b3e31b-ee03-444e-83f5-944624f075e6" + "ac605d46-b705-4034-8d74-46dbe9fc093a" ], [ "Enhenced_Bollinger", "Plotter Module", "Foundations", - "d22a6654-447e-43a0-9b84-f70e0b8c753e" + "13a52f0c-41f7-4ffe-ae95-006a70ffa67e" ], [ "New Shapes", "Shapes", "Foundations", - "29baf4f2-927d-4b12-8a3e-d0f17187bfe1" + "7e7e3cb1-077a-4571-83f5-f8c2b4f827dd" ], [ "New Chart Points", "Chart Points", "Foundations", - "017d7edd-2289-4a93-beca-56a10d94520b" + "2799b16e-d517-41ac-965d-346e5cbfe7ea" ], [ "Lower begin", "Point", "Foundations", - "5509bbc9-65aa-4a9a-a702-818516a66667" + "ff14127e-0563-47b5-8ac6-81393748e143" ] ] } @@ -3936,37 +5460,37 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Enhenced_Bollinger", "Plotter", "Foundations", - "c3b3e31b-ee03-444e-83f5-944624f075e6" + "ac605d46-b705-4034-8d74-46dbe9fc093a" ], [ "Enhenced_Bollinger", "Plotter Module", "Foundations", - "d22a6654-447e-43a0-9b84-f70e0b8c753e" + "13a52f0c-41f7-4ffe-ae95-006a70ffa67e" ], [ "New Shapes", "Shapes", "Foundations", - "29baf4f2-927d-4b12-8a3e-d0f17187bfe1" + "7e7e3cb1-077a-4571-83f5-f8c2b4f827dd" ], [ "New Chart Points", "Chart Points", "Foundations", - "017d7edd-2289-4a93-beca-56a10d94520b" + "2799b16e-d517-41ac-965d-346e5cbfe7ea" ], [ "Lower End", "Point", "Foundations", - "b087da37-07ca-4a25-a09a-386ba4fe381c" + "69c937ad-7b51-43d3-bb0d-97d30fad240a" ] ] } @@ -4091,37 +5615,37 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Enhenced_Bollinger", "Plotter", "Foundations", - "c3b3e31b-ee03-444e-83f5-944624f075e6" + "ac605d46-b705-4034-8d74-46dbe9fc093a" ], [ "Enhenced_Bollinger", "Plotter Module", "Foundations", - "d22a6654-447e-43a0-9b84-f70e0b8c753e" + "13a52f0c-41f7-4ffe-ae95-006a70ffa67e" ], [ "New Shapes", "Shapes", "Foundations", - "29baf4f2-927d-4b12-8a3e-d0f17187bfe1" + "7e7e3cb1-077a-4571-83f5-f8c2b4f827dd" ], [ "New Chart Points", "Chart Points", "Foundations", - "017d7edd-2289-4a93-beca-56a10d94520b" + "2799b16e-d517-41ac-965d-346e5cbfe7ea" ], [ "Upper Begin", "Point", "Foundations", - "59d066ff-9bfb-48c5-9f1e-ac0f818ad5ed" + "d6df6001-ff98-47ef-bccd-da0bf43f4037" ] ] } @@ -4161,37 +5685,37 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Enhenced_Bollinger", "Plotter", "Foundations", - "c3b3e31b-ee03-444e-83f5-944624f075e6" + "ac605d46-b705-4034-8d74-46dbe9fc093a" ], [ "Enhenced_Bollinger", "Plotter Module", "Foundations", - "d22a6654-447e-43a0-9b84-f70e0b8c753e" + "13a52f0c-41f7-4ffe-ae95-006a70ffa67e" ], [ "New Shapes", "Shapes", "Foundations", - "29baf4f2-927d-4b12-8a3e-d0f17187bfe1" + "7e7e3cb1-077a-4571-83f5-f8c2b4f827dd" ], [ "New Chart Points", "Chart Points", "Foundations", - "017d7edd-2289-4a93-beca-56a10d94520b" + "2799b16e-d517-41ac-965d-346e5cbfe7ea" ], [ "Upper End", "Point", "Foundations", - "425536fd-e683-4382-be6c-cc678767693b" + "cb2f1915-f592-497f-aec8-58d8358b59cb" ] ] } @@ -5160,37 +6684,37 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Stochastic", "Plotter", "Foundations", - "2655f473-8582-4a1e-97ab-e424c0a6a594" + "47a29722-5a0f-46c2-8166-b24798eb1c50" ], [ "Stochastic", "Plotter Module", "Foundations", - "b46ae740-4cdf-46c9-9ac6-a5c3ff7c4ec0" + "f1676963-44d8-4b80-b412-eddeb7e08d4c" ], [ "New Shapes", "Shapes", "Foundations", - "0f5c66f7-a353-4b93-8d1b-0e789682f491" + "ef80ba17-b3ba-46a1-9388-04a462a13f0f" ], [ "New Chart Points", "Chart Points", "Foundations", - "58141887-5468-45e8-b35e-67f0945735a9" + "54454154-66bf-4bd9-8d2b-50fcb870a7fe" ], [ "K Begin", "Point", "Foundations", - "0f44f0b6-a4d8-4d9b-b622-f4da1c57e085" + "00ee4a82-a950-4440-ac71-f0091065afc5" ] ] } @@ -5230,37 +6754,37 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Stochastic", "Plotter", "Foundations", - "2655f473-8582-4a1e-97ab-e424c0a6a594" + "47a29722-5a0f-46c2-8166-b24798eb1c50" ], [ "Stochastic", "Plotter Module", "Foundations", - "b46ae740-4cdf-46c9-9ac6-a5c3ff7c4ec0" + "f1676963-44d8-4b80-b412-eddeb7e08d4c" ], [ "New Shapes", "Shapes", "Foundations", - "0f5c66f7-a353-4b93-8d1b-0e789682f491" + "ef80ba17-b3ba-46a1-9388-04a462a13f0f" ], [ "New Chart Points", "Chart Points", "Foundations", - "58141887-5468-45e8-b35e-67f0945735a9" + "54454154-66bf-4bd9-8d2b-50fcb870a7fe" ], [ "k End", "Point", "Foundations", - "1fd1c9fd-2aaf-4a01-be14-36d55d6d042f" + "8959d931-434d-4d1b-9db6-68c2799cf204" ] ] } @@ -5385,37 +6909,37 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - "1a1d0c54-67c6-4a72-96c3-4168aa3ad553" + "016761ba-9c82-4c1a-88d0-146911d12787" ], [ "Stochastic", "Plotter", "Foundations", - "2655f473-8582-4a1e-97ab-e424c0a6a594" + "47a29722-5a0f-46c2-8166-b24798eb1c50" ], [ "Stochastic", "Plotter Module", "Foundations", - "b46ae740-4cdf-46c9-9ac6-a5c3ff7c4ec0" + "f1676963-44d8-4b80-b412-eddeb7e08d4c" ], [ "New Shapes", "Shapes", "Foundations", - "0f5c66f7-a353-4b93-8d1b-0e789682f491" + "ef80ba17-b3ba-46a1-9388-04a462a13f0f" ], [ "New Chart Points", "Chart Points", "Foundations", - "58141887-5468-45e8-b35e-67f0945735a9" + "54454154-66bf-4bd9-8d2b-50fcb870a7fe" ], [ "Fifty begin", "Point", "Foundations", - "31a943f2-66e7-43f9-b596-cb0caf37e316" + "83563217-3b0f-4fd6-b11e-bf83db2aaf44" ] ] } @@ -5455,37 +6979,37 @@ "Enhanced_Bollinger_Stochastic", "Data Mine", "Data-Mining", - 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{ "isPinned": false, "isFrozen": false, - "isCollapsed": true, + "isCollapsed": false, "angleToParent": 1, "distanceToParent": 3, "arrangementStyle": 0 diff --git a/Projects/Data-Mining/Plugins/Data-Mines/Polus.json b/Projects/Data-Mining/Plugins/Data-Mines/Polus.json index 61f41c3d7..c2af5ecf0 100644 --- a/Projects/Data-Mining/Plugins/Data-Mines/Polus.json +++ b/Projects/Data-Mining/Plugins/Data-Mines/Polus.json @@ -26,7 +26,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Fisher MFI", "project": "Foundations", - "id": "3474e870-c9f3-4f4f-ad4b-542d3f3bd8ff", + "id": "60fc927d-033b-4a68-aa18-87b5be9e680c", "savedPayload": { "position": { "x": 37508.751212252304, @@ -50,39 +50,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "bbe99317-411b-45a4-ba5d-7d422c48e18e" + "id": "80d155ca-e5f5-4b3b-b688-a51e57026c97" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Fisher MFI", "Indicator Bot", "Data-Mining", - "c15133c4-d6f6-4323-9e7d-445c3bbd9055" + "562feb95-cec8-4d04-b7e6-5f2e97767c79" ], [ "Fisher MFI", "Product Definition", "Foundations", - "c7b4733f-86b2-43ea-807b-33e035a57766" + "f4ebd003-1c87-483c-86e9-61c9a43d70d3" ], [ "Multi-Time-Frame-Market", "Dataset Definition", "Foundations", - "0336c5bc-6988-4fd0-be79-5792124d6860" + "bbe99317-411b-45a4-ba5d-7d422c48e18e" ] ] } } ], "outputDatasetFolders": [], - "id": "535d2ea6-1678-4a58-b8ea-1a5bd2353d94", + "id": "033d347f-e533-442b-b2ba-1589f615e980", "savedPayload": { "position": { "x": 37547.57406901768, @@ -115,7 +115,7 @@ "name": "Fisher MFI Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "6b2347bb-4c31-40ba-9196-1d880905e6d3", + "id": "2c4e3f09-f7bf-455d-862e-a20251197ba0", "savedPayload": { "position": { "x": 37475.246521998866, @@ -139,32 +139,32 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "3c3b2baf-b8fd-4880-a784-d7a20531d308" + "id": "e3c7ec99-e276-4ce2-9be3-9284ea290bf3" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Fisher MFI", "Indicator Bot", "Data-Mining", - "c15133c4-d6f6-4323-9e7d-445c3bbd9055" + "562feb95-cec8-4d04-b7e6-5f2e97767c79" ], [ "Multi-Time-Frame-Market", "Process Definition", "Foundations", - "281069df-b277-4421-8467-6af3e98bf4c8" + "ba0ea68f-6cab-4e8a-88b5-68172b43361c" ], [ "Fisher MFI", "Status Report", "Foundations", - "a4d713bf-b1a2-4db7-9d08-09bbab9f173c" + "3c3b2baf-b8fd-4880-a784-d7a20531d308" ] ] } @@ -174,7 +174,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "7ec1a195-ab93-4704-aecc-5557337baba4", + "id": "436f4066-ca96-4504-9a1d-9f688710cf39", "savedPayload": { "position": { "x": 37648.341852440935, @@ -234,7 +234,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "d4b9633a-bfbd-4595-86db-a00fdcb86339", + "id": "61a610ef-6e71-45dd-aa8a-6726294b42aa", "savedPayload": { "position": { "x": 37827.43434981832, @@ -292,7 +292,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "7e7cbc7a-9d02-4558-b269-0c609d153588", + "id": "4fac5222-2621-4c1d-9433-b953f5e33603", "savedPayload": { "position": { "x": 37944.11676726298, @@ -348,7 +348,7 @@ } ], "dataMineDataDependencies": [], - "id": "9b29b304-9fd7-4d5f-ab42-1be5fe666c1f", + "id": "267e7359-2561-42c9-ae95-6da05a08f6f0", "savedPayload": { "position": { "x": 37664.04263931382, @@ -375,7 +375,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "3c3b2baf-b8fd-4880-a784-d7a20531d308", + "id": "e3c7ec99-e276-4ce2-9be3-9284ea290bf3", "savedPayload": { "position": { "x": 37798.528960139025, @@ -402,7 +402,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "2eb5a9ed-eb5d-454f-9be7-3bd281fb9ed1", + "id": "78487e6e-c091-4d2e-b077-9d00c6900735", "savedPayload": { "position": { "x": 37876.17467366978, @@ -460,7 +460,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "e39bc5f0-1279-4c22-b2fc-756cddf9b276", + "id": "c05b80f9-084f-4fa4-a4e6-fce58956c636", "savedPayload": { "position": { "x": 37876.17467366978, @@ -483,7 +483,7 @@ } } }, - "id": "ba0ea68f-6cab-4e8a-88b5-68172b43361c", + "id": "ff1a9b02-f869-492b-ad9e-4ae2a5d87327", "savedPayload": { "position": { "x": 37586.39692578306, @@ -520,7 +520,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Fisher MFI", "project": "Foundations", - "id": "f6d27d04-356b-42d6-9f8b-ae25894c0084", + "id": "53841356-26fe-4da1-85d5-1cc79b6ff080", "savedPayload": { "position": { "x": 37974.2648914271, @@ -544,39 +544,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "c5575c4e-4f43-488f-b0c0-e71af1dfce8d" + "id": "f4bd6bef-8e11-4678-99b7-2adc90def92f" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Fisher MFI", "Indicator Bot", "Data-Mining", - "c15133c4-d6f6-4323-9e7d-445c3bbd9055" + "562feb95-cec8-4d04-b7e6-5f2e97767c79" ], [ "Fisher MFI", "Product Definition", "Foundations", - "c7b4733f-86b2-43ea-807b-33e035a57766" + "f4ebd003-1c87-483c-86e9-61c9a43d70d3" ], [ "Multi-Time-Frame-Daily", "Dataset Definition", "Foundations", - "f397c4a4-b961-4903-8947-e7a90ffaaa93" + "c5575c4e-4f43-488f-b0c0-e71af1dfce8d" ] ] } } ], "outputDatasetFolders": [], - "id": "58487ac2-a3a8-470f-a16b-d514651dc504", + "id": "4e1ba909-d7be-4827-a8d1-2d4a0943153a", "savedPayload": { "position": { "x": 38274.2648914271, @@ -609,7 +609,7 @@ "name": "Fisher MFI Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "85dbba27-f113-4db0-9672-322079998693", + "id": "489e483f-0da5-4742-881c-dd33090d0000", "savedPayload": { "position": { "x": 38793.88013369776, @@ -633,32 +633,32 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "6a1207d0-e517-4bd6-91b6-02bf12470fb8" + "id": "a25897d1-7be6-48d8-bae3-53a8c9313830" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Fisher MFI", "Indicator Bot", "Data-Mining", - "c15133c4-d6f6-4323-9e7d-445c3bbd9055" + "562feb95-cec8-4d04-b7e6-5f2e97767c79" ], [ "Multi-Time-Frame-Daily", "Process Definition", "Foundations", - "53a5f792-0276-469f-8cc5-e1bb6de8cc37" + "be4e508f-2b6a-490c-bfab-1161d7f3b009" ], [ "Fisher MFI", "Status Report", "Foundations", - "16cb08d7-d16c-4946-96d4-6c52c02c3ee3" + "6a1207d0-e517-4bd6-91b6-02bf12470fb8" ] ] } @@ -668,7 +668,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "8aec9e69-ab8f-4844-b682-08fb71205c78", + "id": "32f42954-f4ef-43c4-aaf8-7b7de335e8b3", "savedPayload": { "position": { "x": 38918.14420240969, @@ -727,7 +727,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "c6f9e9a2-bb83-48c2-b480-d86f89855cb5", + "id": "6de4f06d-5edc-4eb3-a614-8d5d30cb1537", "savedPayload": { "position": { "x": 39013.49537596843, @@ -787,7 +787,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "ddb72b00-72f4-4326-b4bf-d911fcc17fa2", + "id": "bde60576-edbe-43d6-84a7-b16f1030a04b", "savedPayload": { "position": { "x": 39073.435629471205, @@ -845,7 +845,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "f105d161-041d-4bee-bbe3-6e07b9645343", + "id": "3c137ec8-fabe-419e-8f20-db5d8aefeb2a", "savedPayload": { "position": { "x": 39093.88013369776, @@ -901,7 +901,7 @@ } ], "dataMineDataDependencies": [], - "id": "a0e2ffa0-faf3-4b69-a73d-92a81ae296bf", + "id": "59c35ae6-246c-4551-be16-5a1ca2682265", "savedPayload": { "position": { "x": 38493.88013369776, @@ -928,7 +928,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "6a1207d0-e517-4bd6-91b6-02bf12470fb8", + "id": "a25897d1-7be6-48d8-bae3-53a8c9313830", "savedPayload": { "position": { "x": 38274.2648914271, @@ -955,7 +955,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "c9831a5e-de3d-4379-8a86-1d28b349e703", + "id": "4e0423e3-e34f-4b9b-b6db-abe195f4c10b", "savedPayload": { "position": { "x": 38234.07251256243, @@ -1013,7 +1013,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "f27f22a6-53db-42b4-ad85-4fdb5b915cb0", + "id": "011dce7a-8160-44bf-b0bb-11bcc4bd402d", "savedPayload": { "position": { "x": 38124.2648914271, @@ -1036,7 +1036,7 @@ } } }, - "id": "be4e508f-2b6a-490c-bfab-1161d7f3b009", + "id": "fdbb79e3-38c2-4936-ad0f-76fb6682ef3b", "savedPayload": { "position": { "x": 37974.2648914271, @@ -1072,7 +1072,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "bbe99317-411b-45a4-ba5d-7d422c48e18e", + "id": "80d155ca-e5f5-4b3b-b688-a51e57026c97", "savedPayload": { "position": { "x": 37628.48415969435, @@ -1100,7 +1100,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "c5575c4e-4f43-488f-b0c0-e71af1dfce8d", + "id": "f4bd6bef-8e11-4678-99b7-2adc90def92f", "savedPayload": { "position": { "x": 37613.981887233334, @@ -1139,7 +1139,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "762f3a78-7e27-4b6a-8a62-68303a6e2f5a", + "id": "23452bd3-d596-4326-8542-e4b6b02d1b22", "savedPayload": { "position": { "x": 37863.45014367573, @@ -1162,7 +1162,7 @@ } } }, - "id": "9e2aeec6-5a16-4830-b07b-66261333d929", + "id": "50b0c7b2-1b22-42d6-b68b-ff3bf7597463", "savedPayload": { "position": { "x": 37764.681309616215, @@ -1195,7 +1195,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "ecdbade9-a7b8-4299-bba7-88aa6e85a99e", + "id": "a1653505-f2ae-455c-bd7f-e602f6738e86", "savedPayload": { "position": { "x": 37793.30475382358, @@ -1218,7 +1218,7 @@ } } }, - "id": "0c893012-9494-46cc-9148-efb85f366c0a", + "id": "9b8c7bd2-07a7-4371-b8f2-429abe152f2b", "savedPayload": { "position": { "x": 37722.594075704925, @@ -1251,7 +1251,7 @@ "name": "New Record Formula", "code": "variable.Fisher", "project": "Foundations", - "id": "32daf6bd-7232-44dc-a7fb-fa77e3e94151", + "id": "0d4af45f-e61c-4942-a2cc-ff0f5b2b387f", "savedPayload": { "position": { "x": 37655.636674787, @@ -1274,7 +1274,7 @@ } } }, - "id": "7d26b3c5-9d4b-467d-b564-5a8d5c8c1988", + "id": "77799c83-5ded-4be5-9721-1dd1def919a2", "savedPayload": { "position": { "x": 37639.993228282976, @@ -1307,7 +1307,7 @@ "name": "New Record Formula", "code": "variable.Trigger", "project": "Foundations", - "id": "2864ee53-a881-4a22-b4c9-9ef48748aed5", + "id": "a1685ec4-5a09-45cd-814e-ad1bdd099f7d", "savedPayload": { "position": { "x": 37503.03043359206, @@ -1330,7 +1330,7 @@ } } }, - "id": "064e4026-0a18-413f-8404-66353091d0f6", + "id": "2ce79470-4a4f-4282-a6df-7ff275475690", "savedPayload": { "position": { "x": 37548.42948356601, @@ -1354,7 +1354,7 @@ } } ], - "id": "ccdc0d27-a579-4b59-a488-4ed648c73f88", + "id": "fdb3ebd9-eeb1-449a-8e5c-732e5c2f0bfe", "savedPayload": { "position": { "x": 37616.52805852694, @@ -1390,7 +1390,7 @@ "name": "New Procedure Javascript Code", "code": "\nlet candle = record.current\nlet volume = getElement('volumes', candle)\nlet len = 14 //length for sma calculation at Money Flow Ratio calculation\nlet FTs = 10 //sampling for the Fisher Transform\n\n\n//calculate and store High Low Close average\nvariable.HLC.push((candle.max + candle.min + candle.close)/3)\nif(variable.HLC.length > 2){\n\tvariable.HLC.splice(0,1)\n}\n\n//raw moneyflow calculation\nvariable.RMF = (candle.max + candle.min + candle.close)/3 * (volume.buy + volume.sell)\n\n//initializing Positive and Negative mone flow\nif(variable.posMF === undefined){\n\t\tvariable.posMF =0\n}\nif(variable.negMF === undefined){\n\t\tvariable.negMF =0\n}\n\n//Positive Money flow calculation\nif (variable.HLC[1] > variable.HLC[0]){\n\tvariable.posMF = variable.posMF + variable.RMF\n}\nvariable.PMF.push(variable.posMF) //store Positive money FLow for SMA calculation\nif(variable.PMF.length > len){\n\tvariable.PMF.splice(0,1)\n}\n\n//Negative Money flow calculation\nif (variable.HLC[1] < variable.HLC[0]){\n\tvariable.negMF = variable.negMF + variable.RMF\n}\nvariable.NMF.push(variable.negMF) //store Negative money FLow for SMA calculation\nif(variable.NMF.length > len){\n\tvariable.NMF.splice(0,1)\n}\n\n//calculating SMA of nef and pos money flow\nvariable.sPMF = 0\nvariable.sNMF = 0\nif(variable.NMF.length === len && variable.PMF.length === len){\n\tfor(var i = 0 ; i < len ; i++) {\n\t\tvariable.sPMF = variable.sPMF + variable.PMF[i]\n\t\tvariable.sNMF = variable.sNMF + variable.NMF[i]\n\t}\n\tvariable.smaPMF = variable.sPMF / len\n\tvariable.smaNMF = variable.sNMF / len\n\t\n\tvariable.MFR = variable.smaPMF / variable.smaNMF //Money FLow ratio\n\tvariable.MFI = 100 - 100 /(1 + variable.MFR) //Money Flow Index\n}\n\n//handle initialization, undefined and NaN values at MFI\nif(variable.MFI === undefined || isNaN(variable.MFI)){\n\tvariable.MFI = 100\n}\n//store MFI values on th sampling range\nvariable.allMFI.push(variable.MFI)\nif(variable.allMFI.length > FTs){\n\tvariable.allMFI.splice(0,1)\n}\n\n//Procedure for Fisher Transform\n//finding max and min MFI on the sampling range\nvariable.High = Math.max.apply(Math,variable.allMFI)\nvariable.Low = Math.min.apply(Math,variable.allMFI)\n\nif(variable.prevValue === undefined) {\n\tvariable.prevValue = 0\n}\nvariable.Value = round(0.66 * ((variable.MFI - variable.Low)/ Math.max(variable.High - variable.Low, 0.001) - 0.5) + 0.67 + variable.prevValue)\nvariable.preValue = variable.Value\n\nif(variable.prevFisher === undefined){\n\tvariable.prevFisher = 0\n}\nvariable.Fisher = 0.5 * Math.log((1 + variable.Value) / Math.max(1 - variable.Value,0.001)) + 0.5 * variable.prevFisher\nif (isNaN(variable.Fisher)){\n\tvariable.Fisher = 0\n}\nvariable.Trigger = variable.prevFisher\nvariable.prevFisher = variable.Fisher\n\n\n//Functions definition\n//Round Function\nfunction round(val){\n\tif(val > 0.99) {\n\t\tvariable.v = 0.999\n\t}\n\telse {\n\t\tvariable.v=val\n\t}\n\tif(val < -0.99){\n\t\tvariable.v = -0.999\n\t}\n\telse {\n\t\tvariable.v=val\n\t}\n\treturn variable.v\n\n}", "project": "Foundations", - "id": "e08c9951-3019-4c5a-aaff-bdd28009a6e5", + "id": "b8728ea7-929f-404e-b038-a69004e8a925", "savedPayload": { "position": { "x": 37480.438377563456, @@ -1413,7 +1413,7 @@ } } }, - "id": "52f80812-8278-418f-90f6-efa55faf06be", + "id": "40aa139e-beb8-45eb-8ea2-0b3d5f2945c5", "savedPayload": { "position": { "x": 37464.75910807331, @@ -1445,7 +1445,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.HLC = []\nvariable.PMF = []\nvariable.NMF = []\nvariable.allMFI = []", "project": "Foundations", - "id": "3d343a37-72e1-4db0-aee8-6a55a91a5409", + "id": "f373f5e2-3dff-44c6-b55c-e10c9e2ac526", "savedPayload": { "position": { "x": 37250.3690797089, @@ -1468,7 +1468,7 @@ } } }, - "id": "68612e5e-7bbf-4b34-909c-a20f0af6556d", + "id": "4f33e68b-e11f-4b65-84ff-4bfdb3c8fa07", "savedPayload": { "position": { "x": 37311.37957617027, @@ -1491,7 +1491,7 @@ } } }, - "id": "061e509c-2ce6-4629-9777-079063a10d86", + "id": "7ff384ad-0aa9-4bc3-bc38-96fc773c5cb6", "savedPayload": { "position": { "x": 37433.40056909301, @@ -1514,7 +1514,7 @@ } } }, - "id": "f4ebd003-1c87-483c-86e9-61c9a43d70d3", + "id": "695ef66b-926f-4679-a8f2-d99de8cebe25", "savedPayload": { "position": { "x": 37480.33090860508, @@ -1538,32 +1538,32 @@ "referenceParent": { "type": "Plotter Module", "name": "Fisher-MFI", - "id": "d31bd0e5-c940-4033-a033-ab0f7abd0177" + "id": "5e3caa1c-afe4-4dec-959f-0d9db18ee387" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Fisher MFI", "Plotter", "Foundations", - "dc606888-545b-4319-90e5-0b476a989c3b" + "d03f32b1-ac8c-4813-9b14-82aa1baf398d" ], [ "Fisher-MFI", "Plotter Module", "Foundations", - "dc938cc0-6917-4b5b-a0c4-c993163bdf75" + "d31bd0e5-c940-4033-a033-ab0f7abd0177" ] ] } } ], - "id": "562feb95-cec8-4d04-b7e6-5f2e97767c79", + "id": "cce5cad4-a601-43df-aeb9-ce849bc76b90", "savedPayload": { "position": { "x": 37374.2648914271, @@ -1606,7 +1606,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Monte Carlo Forecast", "project": "Foundations", - "id": "7c15b254-adff-4c97-8d1e-44e7c3262643", + "id": "17bc9882-7d74-47b0-a31f-d23f8dadbfa6", "savedPayload": { "position": { "x": 37736.39692578306, @@ -1630,39 +1630,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "f9149165-daaf-42a2-8f28-94b7d41fdc74" + "id": "c7c5cf93-2a9d-4d6a-bc2a-f4923c14ee29" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Monte Carlo Forecast", "Indicator Bot", "Data-Mining", - "ce9c9beb-f0a5-4204-864c-0ec757b5b0fe" + "fb088db6-39a0-4289-bc27-2584a48c3a42" ], [ "Monte Carlo Forecast", "Product Definition", "Foundations", - "9232fc5b-f7e8-495d-8aae-42f05e9eb9a8" + "6d1d7189-8b30-4b7a-9e1b-d92ae438d4bc" ], [ "Multi-Time-Frame-Market", "Dataset Definition", "Foundations", - "94159b6d-8194-422d-ae6a-e8dde21c0239" + "f9149165-daaf-42a2-8f28-94b7d41fdc74" ] ] } } ], "outputDatasetFolders": [], - "id": "7332ddcd-3d14-4574-bdcc-785e13ddde70", + "id": "4d3585e6-685a-43f3-815b-130f6130322e", "savedPayload": { "position": { "x": 37661.39692578306, @@ -1695,7 +1695,7 @@ "name": "Monte Carlo Forecast Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "5dd20b22-3522-445d-b3f0-3d3167d11956", + "id": "9f3daa15-c180-4c91-bbc2-40df266d22c5", "savedPayload": { "position": { "x": 37877.56308589869, @@ -1719,32 +1719,32 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "ffc6190f-26ac-4a16-b834-1e37f0721276" + "id": "e66133ac-43f2-4ae7-83d2-9881de5875a9" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Monte Carlo Forecast", "Indicator Bot", "Data-Mining", - "ce9c9beb-f0a5-4204-864c-0ec757b5b0fe" + "fb088db6-39a0-4289-bc27-2584a48c3a42" ], [ "Multi-Time-Frame-Market", "Process Definition", "Foundations", - "09f1309a-0a59-4908-81cd-8b201129f843" + "177f6b65-5095-4c08-88ae-511329b4746e" ], [ "Fisher MFI", "Status Report", "Foundations", - "676d544a-4177-41c0-8bbe-c6415ad4c8da" + "ffc6190f-26ac-4a16-b834-1e37f0721276" ] ] } @@ -1754,7 +1754,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "86b22dfd-6911-4897-b59b-9c5289eec919", + "id": "4566b735-72ea-4d28-b954-28fd8f8ac35b", "savedPayload": { "position": { "x": 38046.94372882605, @@ -1814,7 +1814,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "8fa0e800-74aa-41f6-9caf-5ace4ac83fc2", + "id": "b824e431-7112-4d0c-b5de-448f5dd32890", "savedPayload": { "position": { "x": 38139.64882713854, @@ -1872,7 +1872,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "7e6cc667-ab6a-42df-8a81-a27511bece9f", + "id": "fec1cf5d-8945-49d9-9cb8-6270b8bd81fa", "savedPayload": { "position": { "x": 38120.26818421118, @@ -1928,7 +1928,7 @@ } ], "dataMineDataDependencies": [], - "id": "69543918-23e6-46a3-afcc-f182b0cd719f", + "id": "1bef5151-cfd6-4433-9c49-2504d44c55aa", "savedPayload": { "position": { "x": 37846.204546918394, @@ -1955,7 +1955,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "ffc6190f-26ac-4a16-b834-1e37f0721276", + "id": "e66133ac-43f2-4ae7-83d2-9881de5875a9", "savedPayload": { "position": { "x": 37886.39692578306, @@ -1982,7 +1982,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "26967070-8624-4047-9ec5-f95ecb6b88a0", + "id": "4853e072-3c72-4cb6-8ab9-f80881c7d4f0", "savedPayload": { "position": { "x": 37846.204546918394, @@ -2040,7 +2040,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "eaf4b9be-b428-4fde-8178-93166a4d1423", + "id": "4a74872e-62c7-421b-abfd-d85a1772eef4", "savedPayload": { "position": { "x": 37736.39692578306, @@ -2063,7 +2063,7 @@ } } }, - "id": "177f6b65-5095-4c08-88ae-511329b4746e", + "id": "e1d74a04-5c30-41ff-98e9-2560f29addce", "savedPayload": { "position": { "x": 37623.85026044915, @@ -2100,7 +2100,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Monte Carlo Forecast", "project": "Foundations", - "id": "4ee113c0-76a2-42ea-8ea7-46b915b2d2ac", + "id": "57a3dd9d-d0fd-467a-bb89-3c471f3fcaa1", "savedPayload": { "position": { "x": 38526.15730724512, @@ -2124,39 +2124,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "9b813e27-77e6-4a8e-9b5f-f3395360d623" + "id": "a128887d-8b21-4291-9046-7ad74b4c8a35" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Monte Carlo Forecast", "Indicator Bot", "Data-Mining", - "ce9c9beb-f0a5-4204-864c-0ec757b5b0fe" + "fb088db6-39a0-4289-bc27-2584a48c3a42" ], [ "Monte Carlo Forecast", "Product Definition", "Foundations", - "9232fc5b-f7e8-495d-8aae-42f05e9eb9a8" + "6d1d7189-8b30-4b7a-9e1b-d92ae438d4bc" ], [ "Multi-Time-Frame-Daily", "Dataset Definition", "Foundations", - "184af1d0-8e66-46e1-a8a2-b0ef05a79f21" + "9b813e27-77e6-4a8e-9b5f-f3395360d623" ] ] } } ], "outputDatasetFolders": [], - "id": "130bc4ae-3b28-4eaf-9714-0d1dde9eb5db", + "id": "ce858e3b-96ec-4ff6-b76c-880142792543", "savedPayload": { "position": { "x": 37939.26874680484, @@ -2189,7 +2189,7 @@ "name": "Monte Carlo Forecast Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "fc9d965f-ea73-47b6-9bf3-d9621ecb75d3", + "id": "20299664-c6ae-4666-9aa6-deb38695d548", "savedPayload": { "position": { "x": 38385.15564209127, @@ -2213,32 +2213,32 @@ "referenceParent": { "type": "Status Report", "name": "Monte Carlo Forecast", - "id": "81a5d7ee-c685-42e2-a4d8-3da60009e97a" + "id": "41bf9a6f-d81d-460a-8a11-9afa8637b201" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Monte Carlo Forecast", "Indicator Bot", "Data-Mining", - "ce9c9beb-f0a5-4204-864c-0ec757b5b0fe" + "fb088db6-39a0-4289-bc27-2584a48c3a42" ], [ "Multi-Time-Frame-Daily", "Process Definition", "Foundations", - "9b017e2e-de94-491d-a71b-4bb59a4ee655" + "864d5f05-8972-470d-84c5-df7517efd4b5" ], [ "Monte Carlo Forecast", "Status Report", "Foundations", - "2923a0e9-eed1-41e8-abbb-d63935956357" + "81a5d7ee-c685-42e2-a4d8-3da60009e97a" ] ] } @@ -2248,7 +2248,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "746bcb94-23ff-4d17-9ac7-49e1ed01b83c", + "id": "67aebd34-77a3-4e39-b599-9d208ebc310e", "savedPayload": { "position": { "x": 38332.87099616401, @@ -2307,7 +2307,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "c6626ffc-d6a0-46fa-9930-f4c3730bd317", + "id": "ae19826f-aa2d-471e-96d3-78c2679140dc", "savedPayload": { "position": { "x": 38244.15397693742, @@ -2367,7 +2367,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "d56d6d9a-1ad3-4375-9630-ad0808feccc6", + "id": "1e7a126b-292a-41d8-b9a9-ffb04e0c7ae0", "savedPayload": { "position": { "x": 38125.05050266, @@ -2425,7 +2425,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "562cf318-73c9-4c29-bf54-91f2badac28e", + "id": "d130066e-524e-47cb-a608-be749de23b26", "savedPayload": { "position": { "x": 37983.67727827596, @@ -2481,7 +2481,7 @@ } ], "dataMineDataDependencies": [], - "id": "9b5de5cd-5b41-4aad-abbc-7b486c9d7894", + "id": "609808df-cbbc-426c-ba7d-a623848adb3e", "savedPayload": { "position": { "x": 37798.267081650985, @@ -2508,7 +2508,7 @@ "type": "Status Report", "name": "Monte Carlo Forecast", "project": "Foundations", - "id": "81a5d7ee-c685-42e2-a4d8-3da60009e97a", + "id": "41bf9a6f-d81d-460a-8a11-9afa8637b201", "savedPayload": { "position": { "x": 37445.085284677036, @@ -2535,7 +2535,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "dd365f09-5bf2-40fd-9093-48f46d49099c", + "id": "3fa7deb3-5899-458a-87f5-97a7a8b91c6b", "savedPayload": { "position": { "x": 37290.00667911922, @@ -2593,7 +2593,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "94484f31-5fd7-4b86-9505-65f37fdba6f6", + "id": "2fee60ee-cd75-4c2c-8e81-f19b26eae3a7", "savedPayload": { "position": { "x": 37151.64100445689, @@ -2616,7 +2616,7 @@ } } }, - "id": "864d5f05-8972-470d-84c5-df7517efd4b5", + "id": "b29240e2-cae5-41da-9181-01a4b947f73e", "savedPayload": { "position": { "x": 37853.687754833096, @@ -2652,7 +2652,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "f9149165-daaf-42a2-8f28-94b7d41fdc74", + "id": "c7c5cf93-2a9d-4d6a-bc2a-f4923c14ee29", "savedPayload": { "position": { "x": 37870.652274782304, @@ -2680,7 +2680,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "9b813e27-77e6-4a8e-9b5f-f3395360d623", + "id": "a128887d-8b21-4291-9046-7ad74b4c8a35", "savedPayload": { "position": { "x": 37695.628648615326, @@ -2719,7 +2719,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "d29bf6cb-ea3c-4a1f-812f-ec8074394fee", + "id": "d4c17b7d-0eab-4663-a75a-263bc75cea60", "savedPayload": { "position": { "x": 38063.68835273523, @@ -2742,7 +2742,7 @@ } } }, - "id": "f4188694-44e1-4db2-8e4d-6ea8d2ff6893", + "id": "e0071358-8966-4258-9fe8-0c3c3fffd6df", "savedPayload": { "position": { "x": 37843.60514257013, @@ -2775,7 +2775,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "187df7ee-ea68-428c-b3b2-428a5b4ff78d", + "id": "516f0094-fb54-438e-9ccd-7773aeaac5bf", "savedPayload": { "position": { "x": 38033.605510125526, @@ -2798,7 +2798,7 @@ } } }, - "id": "c1860ab1-6b8e-47b5-a824-660276b21707", + "id": "69de0339-c0b2-40dc-a642-200d83965eaa", "savedPayload": { "position": { "x": 37823.549914163654, @@ -2831,7 +2831,7 @@ "name": "New Record Formula", "code": "variable.futur", "project": "Foundations", - "id": "1325b280-4051-42a1-ba8e-d559d1f7e207", + "id": "486b6352-4ce4-4be2-9418-288c417cf735", "savedPayload": { "position": { "x": 37988.00586979441, @@ -2854,7 +2854,7 @@ } } }, - "id": "c8805c39-4678-4127-9e1e-a4e34b65087b", + "id": 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"name": "New Record Formula", "code": "variable.price10", "project": "Foundations", - "id": "1dc97556-93c1-4e4d-839a-d718aa1ac27f", + "id": "7d2b84bd-2f88-4305-9c96-6a98e22794b1", "savedPayload": { "position": { "x": 37771.07007087506, @@ -3022,7 +3022,7 @@ } } }, - "id": "194a628c-87bb-49ce-84cf-239a7422dca9", + "id": "81ac28dd-ae44-41b7-a47d-2d27919a87f2", "savedPayload": { "position": { "x": 37648.526287996676, @@ -3055,7 +3055,7 @@ "name": "New Record Formula", "code": "variable.price20", "project": "Foundations", - "id": "7584dad8-8c5e-4319-a60b-555f65fe3867", + "id": "d218d2d6-1d45-483b-a777-c8ed9b648907", "savedPayload": { "position": { "x": 37677.985956316086, @@ -3078,7 +3078,7 @@ } } }, - "id": "fc6bd35c-0a39-4d59-9bf3-c91c9049f673", + "id": "acd885b7-1ee8-4a7f-851a-d47153aa9ab4", "savedPayload": { "position": { "x": 37586.47021162403, @@ -3111,7 +3111,7 @@ "name": "New Record Formula", "code": "variable.price30", "project": "Foundations", - "id": "e2e4a1c3-5369-413b-8a09-113c5bde4d02", + "id": "abfbdc11-d6a9-4772-a51e-632f521de66a", "savedPayload": { "position": { "x": 37578.14157768412, @@ -3134,7 +3134,7 @@ } } }, - "id": "8403e508-5352-40bc-be6e-bb7a3de42cc2", + "id": "ec3b9168-308b-4202-b0b2-ba6543cee426", "savedPayload": { "position": { "x": 37519.90729253605, @@ -3167,7 +3167,7 @@ "name": "New Record Formula", "code": "variable.price40", "project": "Foundations", - "id": "ee9ca8d1-6394-4b4f-b8e8-1a1d67534c2b", + "id": "46c1e22c-3830-4773-b3fa-e5443a99bff7", "savedPayload": { "position": { "x": 37473.99543494558, @@ -3190,7 +3190,7 @@ } } }, - "id": "23ac0595-b3e9-4053-95e0-3712c4ed7733", + "id": "25fa37f4-c351-44df-b6f7-44ad35685422", "savedPayload": { "position": { "x": 37450.47653071036, @@ -3223,7 +3223,7 @@ "name": "New Record Formula", "code": "variable.price45", "project": "Foundations", - "id": "b4f306c4-2054-4af6-9665-f69987cbea75", + "id": "212006f6-2ebd-4101-a35f-ff3e7a6011fd", "savedPayload": { "position": { 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"8bcdf56e-886a-44c8-9a81-308a0e6f8a55", "savedPayload": { "position": { "x": 37242.17314494453, @@ -3391,7 +3391,7 @@ "name": "New Record Formula", "code": "variable.price45d", "project": "Foundations", - "id": "c38d4168-4e45-4d85-8783-06784c31ac2b", + "id": "3548d774-ff9f-4633-be5b-b6fefeb175c0", "savedPayload": { "position": { "x": 37065.93872223992, @@ -3414,7 +3414,7 @@ } } }, - "id": "26abf824-61de-4208-a353-8bb9c64763e2", + "id": "cdb1db3a-0871-4535-b09e-a418eaad6d58", "savedPayload": { "position": { "x": 37178.43872223992, @@ -3447,7 +3447,7 @@ "name": "New Record Formula", "code": "variable.price40d", "project": "Foundations", - "id": "4b0da718-ad7f-49cb-b951-45010960fd3d", + "id": "e60265ab-52d2-409d-8f40-d21b8c5d3f18", "savedPayload": { "position": { "x": 36978.64745828127, @@ -3470,7 +3470,7 @@ } } }, - "id": "9e75bc7c-287e-4dc7-b977-aea901736458", + "id": "e1c3817a-ecf6-40dc-8a69-d34b1347b331", "savedPayload": { "position": { "x": 37120.24454626749, @@ -3503,7 +3503,7 @@ "name": "New Record Formula", "code": "variable.price30d", "project": "Foundations", - "id": "34650ba9-591a-4473-9cea-42b4073d7220", + "id": "49e444a5-8415-4b79-b960-1b2e1875c4f2", "savedPayload": { "position": { "x": 36901.815965042675, @@ -3526,7 +3526,7 @@ } } }, - "id": "3fd02873-5f1a-4056-9c43-1bd05d799966", + "id": "ceeece54-b43c-4fcf-a5ee-a36cbbbe4e55", "savedPayload": { "position": { "x": 37069.02355077509, @@ -3559,7 +3559,7 @@ "name": "New Record Formula", "code": "variable.price20d", "project": "Foundations", - "id": "741e4551-b8a8-483b-bd6a-0e279d79b56b", + "id": "9349a3d3-0673-4e3a-a2bc-4199c3fc4351", "savedPayload": { "position": { "x": 36837.33608887676, @@ -3582,7 +3582,7 @@ } } }, - "id": "5e887b78-2a94-462a-a8e3-70eacb41fc9b", + "id": "50a758d6-a62e-409f-b81c-b66d53d6d9f7", "savedPayload": { "position": { "x": 37026.03696666448, @@ -3615,7 +3615,7 @@ "name": "New Record Formula", "code": "variable.price10d", "project": "Foundations", - "id": "53f419f4-b56a-4b27-98dd-11b83d3dea1c", + "id": "8de6643a-229f-460a-a515-cb47bf751837", "savedPayload": { "position": { "x": 36786.795538331164, @@ -3638,7 +3638,7 @@ } } }, - "id": "5760f4cd-e49d-47cd-9405-9f84f8818c2a", + "id": "55610a4d-0bb0-419c-9553-90db9aef3d5e", "savedPayload": { "position": { "x": 36992.34326630075, @@ -3671,7 +3671,7 @@ "name": "New Record Formula", "code": "variable.price5d", "project": "Foundations", - "id": "ce37f7b1-00f8-48fd-8e42-eececbac1b25", + "id": "0706ae37-c7da-4ca8-a135-d34964cc5430", "savedPayload": { "position": { "x": 36751.438789494794, @@ -3694,7 +3694,7 @@ } } }, - "id": "d7b24bd0-54bc-4e37-b849-6c39c863bf5f", + "id": "5f3a8726-4702-4574-a954-75db435ab8e2", "savedPayload": { "position": { "x": 36968.772100409835, @@ -3727,7 +3727,7 @@ "name": "New Record Formula", "code": "variable.price1d", "project": "Foundations", - "id": "a0e1e527-9171-4555-b103-9c2d9205ae76", + "id": "9c6524f9-d5db-4488-a486-c723cc8a8baf", "savedPayload": { "position": { "x": 36732.13644286634, @@ -3750,7 +3750,7 @@ } } }, - "id": "0959f089-4a41-48b9-bc96-e7a8b4d480cd", + "id": "c3c25f14-4d56-4ef0-8d46-001cb760f90f", "savedPayload": { "position": { "x": 36955.9038693242, @@ -3774,7 +3774,7 @@ } } ], - "id": "280aceb3-4214-4a6c-8ccf-765cf5b839fb", + "id": "b3d3904b-8840-4d16-9e2b-8a532d74a53d", "savedPayload": { "position": { "x": 37403.43872223992, @@ -3810,7 +3810,7 @@ "name": "New Procedure Javascript Code", "code": "\tlet candle = record.current //define candle pointer\n\tlet v = 1 // variance for the gaussian distributed random number -- higer is better but in order to keep reasonable computing time it should not exceed 5\n\tlet iter = 10000 // number of iteration of the Monte Carlo simulation\n\n\t//initialize lastClose array to avoid undefined or 0 value\n\tif(variable.lastClose.length === 0 ){\n\t\tvariable.lastClose.push(candle.close)\n\t}\n\n\t//fetch candle clos and previous candle close in an array\n\tvariable.lastClose.push(candle.close) \n\tif(variable.lastClose.length > 2) {\n\t\tvariable.lastClose.splice(0,1)\n\t}\n\n\t//calculate and store Periode Daily Return on all time periods\n\tvariable.PDR.push(Math.log(variable.lastClose[1] / variable.lastClose[0]))\n\n\t//statistic calculations of PDR\n\tvariable.totalPDR = 0\n\tfor(j=0 ; j < variable.PDR.length ; j++){\n\t\tvariable.totalPDR += variable.PDR[j]\n\t}\n\tvariable.avgPDR = variable.totalPDR / variable.PDR.length //average PDR\n\n\tvariable.prodvar = 0\n\t\t\t//variance and standard deviation calculations\n\tfor( var j = 0 ; j < variable.PDR.length ; j++){\n\t\tvariable.prodvar = variable.prodvar + Math.pow(variable.PDR[j] - variable.avgPDR,2)\n\t}\n\n\tvariable.varPDR = variable.prodvar / variable.PDR.length //variance\n\tvariable.sigPDR = Math.sqrt(variable.varPDR) //standard deviation\n\n\t//Drift calculation\n\tvariable.drift = variable.avgPDR - variable.varPDR / 2\n\t\n\t//Futur price array over iter number of values\n\tvariable.frct = []\n\tfor(var j = 0 ; j < iter ; j++){\n\t\tvariable.frct.push(candle.close * Math.exp(variable.drift + random(v) * variable.sigPDR))\n\t}\n\n\t//average of futur price\n\tvariable.totalFRCT = 0\n\tfor(j=0 ; j < variable.frct.length ; j++){\n\t\tvariable.totalFRCT += variable.frct[j]\n\t}\n\tvariable.futur = variable.totalFRCT / variable.frct.length\n\t\n\t//standard deviation of futur price\n\tvariable.prodvar = 0\n\tfor(var j = 0 ; j < variable.frct.length ; j++){\n\t\tvariable.prodvar = variable.prodvar + Math.pow(variable.frct[j] - variable.futur,2)\n\t}\n\tvariable.varFRCT = variable.prodvar / variable.PDR.length //variance\n\tvariable.stdF = Math.sqrt(variable.varFRCT) //standard deviation\n\t\n\t//price at 1% probability\n\tvariable.price1 = variable.stdF * 2.34 + variable.futur\n\tvariable.price1d = variable.futur - variable.stdF * 2.34 \n\t//price at 5% probability\n\tvariable.price5 = variable.stdF * 1.64 + variable.futur\n\tvariable.price5d = variable.futur - variable.stdF * 1.64 \n\t//price at 10% probability\n\tvariable.price10 = variable.stdF * 1.28 + variable.futur\n\tvariable.price10d = variable.futur - variable.stdF * 1.28 \n\t//price at 20% probability\n\tvariable.price20 = variable.stdF * 0.84 + variable.futur\n\tvariable.price20d = variable.futur - variable.stdF * 0.84 \n\t//price at 30% probability\n\tvariable.price30 = variable.stdF * 0.525 + variable.futur\n\tvariable.price30d = variable.futur - variable.stdF * 0.525 \n\t//price at 40% probability\n\tvariable.price40 = variable.stdF * 0.25 + variable.futur\n\tvariable.price40d = variable.futur - variable.stdF * 0.25 \n\t//price at 45% probability\n\tvariable.price45 = variable.stdF * 0.125 + variable.futur\n\tvariable.price45d = variable.futur - variable.stdF * 0.125 \n\n\t//Futur Begin and End\n\tvariable.BeginF = candle.begin + (candle.end - candle.begin)\n\tvariable.EndF = candle.end + (candle.end - candle.begin)\n\n\t//function declaration\n\t //gaussian distributed random number generation\n\t function random(va){\n\t\t var r = 0\n\t\t for(var i = va ; i>0 ; i--){\n\t\t\t r += Math.random()\n\t\t }\n\t\t return r/va\n\t }", "project": "Foundations", - "id": "ce22e510-b29b-40b9-9e85-36d3ed77abc3", + "id": "14b80fd4-0a5b-4eca-bef6-66dd47ebaa34", "savedPayload": { "position": { "x": 36335.058262761384, @@ -3833,7 +3833,7 @@ } } }, - "id": "fc5dd9be-d394-486f-9e9b-49b71010e115", + "id": "51324f19-0547-4ebf-8022-1a48f16104a2", "savedPayload": { "position": { "x": 36518.0897521455, @@ -3865,7 +3865,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.lastClose = []\nvariable.PDR = []\nvariable.frct = []", "project": "Foundations", - "id": "977d6393-dab0-4f2a-b7d4-0d9cf9358466", + "id": "c8247026-780f-4609-b9e0-424b7c3dd653", "savedPayload": { "position": { "x": 35791.97978850754, @@ -3888,7 +3888,7 @@ } } }, - "id": "24c8122f-3370-4171-a9e6-af95dcb6d45c", + "id": "35813329-4767-40b3-bd3d-1a65efdd0926", "savedPayload": { "position": { "x": 36156.037435976265, @@ -3911,7 +3911,7 @@ } } }, - "id": "d7aa6737-8f29-4e71-b342-a05dc62b2629", + "id": "204b07a8-d0ba-4e58-9205-67e576683092", "savedPayload": { "position": { "x": 36884.15273091372, @@ -3934,7 +3934,7 @@ } } }, - "id": "6d1d7189-8b30-4b7a-9e1b-d92ae438d4bc", + "id": "61e345dd-b2cb-4cf1-83a2-d50514112ff2", "savedPayload": { "position": { "x": 37450.54108285857, @@ -3958,36 +3958,36 @@ "referenceParent": { "type": "Plotter Module", "name": "Monte Carlo Forecast", - "id": "447d61c3-f72d-4f93-bd79-e01615ce2bdc" + "id": "d6521de2-45cd-4d03-bae2-54b87106e03b" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Monte Carlo Forecast", "Plotter", "Foundations", - "5ea91082-c352-45cc-9555-08f14337d142" + "72655772-9bd0-4979-b0e4-84f37039b0c8" ], [ "Monte Carlo Forecast", "Plotter Module", "Foundations", - "63199de4-c123-4ed4-9238-8d3a98334162" + "447d61c3-f72d-4f93-bd79-e01615ce2bdc" ] ] } } ], - "id": "fb088db6-39a0-4289-bc27-2584a48c3a42", + "id": "efc80a49-621a-40b7-921f-984276e63d8d", "savedPayload": { "position": { - "x": 37334.07251256243, - "y": 19823.938986067013 + "x": 37344.55555179782, + "y": 19804.10410780228 }, "targetPosition": { "x": 37074.2648914271, @@ -4026,7 +4026,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market MAMA_PLUV", "project": "Foundations", - "id": "458e36e4-c133-42e6-901e-96a68ff1b683", + "id": "0fe8e25a-39fb-4403-9b53-842239593106", "savedPayload": { "position": { "x": 37591.9091755756, @@ -4050,32 +4050,32 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "7377ab5d-c90c-44fb-9b2a-7266c4561f44" + "id": "11646c57-ca4c-47e5-a513-81b4db298ed2" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", "Indicator Bot", "Data-Mining", - "12f426b0-9f3e-4424-b27f-4582d9b7eaa5" + "f4a1f3d3-157d-45a3-a7aa-46ee3e569e21" ], [ "MAMA_PLUV", "Product Definition", "Foundations", - "c7583947-d822-4580-8ce7-670aa3030b10" + "144cd1a6-c72c-4ab9-8852-41007533cf34" ], [ "Multi-Time-Frame-Market", "Dataset Definition", "Foundations", - "ce6a7b6e-0f7b-4497-825b-347117f354e7" + "7377ab5d-c90c-44fb-9b2a-7266c4561f44" ] ] } @@ -4084,7 +4084,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Keltner MAMA", "project": "Foundations", - "id": "e4ed03c7-729f-4bd3-ba08-b3dbd02f1e12", + "id": "1a3ff7c4-da15-4d90-a468-39a5db7fffa2", "savedPayload": { "position": { "x": 37899.2648914271, @@ -4108,32 +4108,32 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "afb8375a-2f8e-47c2-8ef5-46d2beaa7070" + "id": "39571c6b-5777-4208-9787-523752f6f836" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", "Indicator Bot", "Data-Mining", - "12f426b0-9f3e-4424-b27f-4582d9b7eaa5" + "f4a1f3d3-157d-45a3-a7aa-46ee3e569e21" ], [ "Keltner MAMA", "Product Definition", "Foundations", - "b7998377-9c93-4a8e-a481-5f35b1ab7b0b" + "027ff656-cff6-4ddd-bc53-c32628fc3141" ], [ "Multi-Time-Frame-Market", "Dataset Definition", "Foundations", - "b36c2cdb-cee6-4934-8d62-1bac082489b9" + "afb8375a-2f8e-47c2-8ef5-46d2beaa7070" ] ] } @@ -4142,7 +4142,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Keltner EMA", "project": "Foundations", - "id": "1db69075-28a7-4bdd-8fad-81d88962f8df", + "id": "38747c44-7a76-42f5-b6f7-54afe9a82111", "savedPayload": { "position": { "x": 37981.62060727859, @@ -4166,39 +4166,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "48fb3d36-b2d4-4813-9c5c-9ff28ec7e386" + "id": "f8f97544-9595-4426-a81f-7b4d84539d3f" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", "Indicator Bot", "Data-Mining", - "12f426b0-9f3e-4424-b27f-4582d9b7eaa5" + "f4a1f3d3-157d-45a3-a7aa-46ee3e569e21" ], [ "Keltner EMA", "Product Definition", "Foundations", - "f61660fc-466b-4a8d-9403-15d0d9d83436" + "e74cb1fd-b21c-45b6-949d-13fd91cd134b" ], [ "Multi-Time-Frame-Market", "Dataset Definition", "Foundations", - "d29d18d5-d2d5-436a-980e-4e164baaa8c9" + "48fb3d36-b2d4-4813-9c5c-9ff28ec7e386" ] ] } } ], "outputDatasetFolders": [], - "id": "ba36efdb-9c47-4ab6-a5fe-340b162aad80", + "id": "7c7dead7-0dae-465a-901e-2d2c7f4cd64c", "savedPayload": { "position": { "x": 37786.7648914271, @@ -4231,7 +4231,7 @@ "name": "Keltner Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "0ac3f890-c8df-415f-a293-aa665d198d2e", + "id": "4a320a52-d3be-46f0-8591-afe0047035fc", "savedPayload": { "position": { "x": 38111.01413160054, @@ -4255,24 +4255,32 @@ "referenceParent": { "type": "Status Report", "name": "KBS", - "id": "4b099a62-1188-4a79-a51e-c52ab3f11740" + "id": "0a3c75de-00df-474a-b6e4-449e62826d67" }, "referenceParentCombinedNodePath": [ [ "Polus", - "Data Mine" + "Data Mine", + "Data-Mining", + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", - "Indicator Bot" + "Indicator Bot", + "Data-Mining", + "f4a1f3d3-157d-45a3-a7aa-46ee3e569e21" ], [ "Multi-Time-Frame-Market", - "Process Definition" + "Process Definition", + "Foundations", + "316a6749-9f51-4620-98ff-ae6e6797235d" ], [ "KBS", - "Status Report" + "Status Report", + "Foundations", + "4b099a62-1188-4a79-a51e-c52ab3f11740" ] ] } @@ -4282,7 +4290,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "ff2bbe76-4f35-4e30-8317-cbd27c805481", + "id": "4cff67ee-b690-4cf1-b865-7e604128fcd1", "savedPayload": { "position": { "x": 38365.085095991584, @@ -4342,7 +4350,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "41d2151c-6411-4068-b504-3ee95b3b7c0d", + "id": "c82447e5-5d5a-4278-bf5c-e50678ca8891", "savedPayload": { "position": { "x": 38504.14274346031, @@ -4400,7 +4408,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "0b852b74-254e-4d6e-a1ec-a076b6029009", + "id": "873faf0a-5b2e-4b20-abe1-41142d48cbfc", "savedPayload": { "position": { "x": 38475.071779069265, @@ -4456,7 +4464,7 @@ } ], "dataMineDataDependencies": [], - "id": "14294334-cc56-4c83-89b6-416adad427cf", + "id": "a157d4e8-585a-4845-b80e-3b78b1bf306b", "savedPayload": { "position": { "x": 38063.9763231301, @@ -4483,7 +4491,7 @@ "type": "Status Report", "name": "KBS", "project": "Foundations", - "id": "4b099a62-1188-4a79-a51e-c52ab3f11740", + "id": "0a3c75de-00df-474a-b6e4-449e62826d67", "savedPayload": { "position": { "x": 38124.2648914271, @@ -4510,7 +4518,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "3667d946-c3e2-48d9-a37c-54fde6374b2b", + "id": "7860ec29-5712-463c-9f49-72368d76ec21", "savedPayload": { "position": { "x": 38063.9763231301, @@ -4568,7 +4576,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "c5308d6d-1f81-4214-80e9-85fb6e16f4f3", + "id": "beb895f7-34d9-4bc8-81fb-616515e5b58f", "savedPayload": { "position": { "x": 37899.2648914271, @@ -4591,7 +4599,7 @@ } } }, - "id": "316a6749-9f51-4620-98ff-ae6e6797235d", + "id": "808532bc-cac3-434c-b12d-350dc82da94e", "savedPayload": { "position": { "x": 37674.2648914271, @@ -4628,7 +4636,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily MAMA_PLUV", "project": "Foundations", - "id": "4cf61d78-ae58-4556-b438-2c49aea1c92a", + "id": "6000321c-a3fc-4493-a115-3deecd854df7", "savedPayload": { "position": { "x": 38418.78680302994, @@ -4652,32 +4660,32 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "549ca751-796e-4319-b665-da2c55cf604c" + "id": "bb653f7a-8c76-4354-a36c-f67e95895d54" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", "Indicator Bot", "Data-Mining", - "12f426b0-9f3e-4424-b27f-4582d9b7eaa5" + "f4a1f3d3-157d-45a3-a7aa-46ee3e569e21" ], [ "MAMA_PLUV", "Product Definition", "Foundations", - "c7583947-d822-4580-8ce7-670aa3030b10" + "144cd1a6-c72c-4ab9-8852-41007533cf34" ], [ "Multi-Time-Frame-Daily", "Dataset Definition", "Foundations", - "e74ce780-49b8-4d1a-8244-1c72d97b5f53" + "549ca751-796e-4319-b665-da2c55cf604c" ] ] } @@ -4686,7 +4694,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Keltner MAMA", "project": "Foundations", - "id": "d000e719-d546-4bd7-bae7-9eecd9f917e7", + "id": "dae1e644-e846-443d-afbb-79cdf5b40a1e", "savedPayload": { "position": { "x": 38783.110618239094, @@ -4710,32 +4718,32 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "81726cc3-cb63-482a-b142-c2ea551cb0a1" + "id": "e69337c3-1710-4aa5-92f7-5e849f6a7c9f" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", "Indicator Bot", "Data-Mining", - "12f426b0-9f3e-4424-b27f-4582d9b7eaa5" + "f4a1f3d3-157d-45a3-a7aa-46ee3e569e21" ], [ "Keltner MAMA", "Product Definition", "Foundations", - "b7998377-9c93-4a8e-a481-5f35b1ab7b0b" + "027ff656-cff6-4ddd-bc53-c32628fc3141" ], [ "Multi-Time-Frame-Daily", "Dataset Definition", "Foundations", - "74859ecb-776f-423a-b760-8684b8a4f3cd" + "81726cc3-cb63-482a-b142-c2ea551cb0a1" ] ] } @@ -4744,7 +4752,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Keltner EMA", "project": "Foundations", - "id": "2d991acb-2043-4039-89eb-0708e8add075", + "id": "ccee2aaf-0e88-443f-a340-3ecf19949deb", "savedPayload": { "position": { "x": 38843.05087174187, @@ -4768,39 +4776,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "20916735-45fb-4fc5-be38-84ae6a591f8e" + "id": "fb34053a-d7e0-4321-8f53-e2535494c8b5" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", "Indicator Bot", "Data-Mining", - "12f426b0-9f3e-4424-b27f-4582d9b7eaa5" + "f4a1f3d3-157d-45a3-a7aa-46ee3e569e21" ], [ "Keltner EMA", "Product Definition", "Foundations", - "f61660fc-466b-4a8d-9403-15d0d9d83436" + "e74cb1fd-b21c-45b6-949d-13fd91cd134b" ], [ "Multi-Time-Frame-Daily", "Dataset Definition", "Foundations", - "dbd421b9-58d1-4704-b7ae-84c0b7ac926e" + "20916735-45fb-4fc5-be38-84ae6a591f8e" ] ] } } ], "outputDatasetFolders": [], - "id": "52fa7300-68be-4102-a8e3-304111c7d780", + "id": "7c4aaa8e-912c-4b6e-8d47-96c7be251a4b", "savedPayload": { "position": { "x": 38263.49537596843, @@ -4833,7 +4841,7 @@ "name": "Keltner Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "e4c51335-7142-4d89-bd51-f16346ac8153", + "id": "acb1de2a-ec03-4033-ac15-33a2da16447d", "savedPayload": { "position": { "x": 38863.49537596843, @@ -4857,32 +4865,32 @@ "referenceParent": { "type": "Status Report", "name": "KBS", - "id": "4484201d-6952-4db2-a530-06bf3d9ac44b" + "id": "43ea7a24-7f1b-4bf3-9bf8-0f8652a13270" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", "Indicator Bot", "Data-Mining", - "12f426b0-9f3e-4424-b27f-4582d9b7eaa5" + "f4a1f3d3-157d-45a3-a7aa-46ee3e569e21" ], [ "Multi-Time-Frame-Daily", "Process Definition", "Foundations", - "457a3cb3-dd46-4523-ad2d-4af67556ece4" + "df789738-1b49-48b9-8689-77fe96ebd257" ], [ "KBS", "Status Report", "Foundations", - "ff60f2b0-6208-46d0-a882-c142676f07f1" + "4484201d-6952-4db2-a530-06bf3d9ac44b" ] ] } @@ -4892,7 +4900,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "2e5f98cf-0575-467f-998a-868ed7244074", + "id": "17be2016-49b7-4af6-9092-acac6ce78b2f", "savedPayload": { "position": { "x": 38923.435629471205, @@ -4951,7 +4959,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "921c634a-94e5-4feb-9eb7-00f6da65b5ff", + "id": "4c6bbe42-f864-4ac6-a747-e179c69403c0", "savedPayload": { "position": { "x": 38943.88013369776, @@ -5011,7 +5019,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "9f3f839e-6477-43c2-8767-7e3fa7052729", + "id": "0999e1e8-71ef-46ed-9fc8-66336462f64c", "savedPayload": { "position": { "x": 38923.435629471205, @@ -5069,7 +5077,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "fd808ec4-822a-4c5b-81b8-b79803096b03", + "id": "5f5569ec-e158-43c4-ad83-17d8b36b6f3d", "savedPayload": { "position": { "x": 38863.49537596843, @@ -5125,7 +5133,7 @@ } ], "dataMineDataDependencies": [], - "id": "59f67083-b7ab-474e-b9de-91c633dc3e97", + "id": "2a63a8aa-5873-4c1b-8b97-e10d92cef267", "savedPayload": { "position": { "x": 38343.88013369776, @@ -5152,7 +5160,7 @@ "type": "Status Report", "name": "KBS", "project": "Foundations", - "id": "4484201d-6952-4db2-a530-06bf3d9ac44b", + "id": "43ea7a24-7f1b-4bf3-9bf8-0f8652a13270", "savedPayload": { "position": { "x": 38003.687754833096, @@ -5179,7 +5187,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "01b11144-a732-466e-b76d-38a5178e6511", + "id": "1a8c5dc5-e8cd-4f13-b834-02865e832a3a", "savedPayload": { "position": { "x": 37893.88013369776, @@ -5237,7 +5245,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "34739ef4-53e0-4dd9-b629-110a81ce759a", + "id": "7ee09a35-3e0b-4361-9e42-6c681728b460", "savedPayload": { "position": { "x": 37743.88013369776, @@ -5260,7 +5268,7 @@ } } }, - "id": "df789738-1b49-48b9-8689-77fe96ebd257", + "id": "19a5faa5-4819-4bf4-b1ae-3f396331b264", "savedPayload": { "position": { "x": 37743.88013369776, @@ -5296,7 +5304,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "7377ab5d-c90c-44fb-9b2a-7266c4561f44", + "id": "11646c57-ca4c-47e5-a513-81b4db298ed2", "savedPayload": { "position": { "x": 36264.52671331307, @@ -5324,7 +5332,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "549ca751-796e-4319-b665-da2c55cf604c", + "id": "bb653f7a-8c76-4354-a36c-f67e95895d54", "savedPayload": { "position": { "x": 36039.52671331307, @@ -5362,7 +5370,7 @@ "type": "Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "e820b5af-d256-49c2-92a2-b43c7d39d48f", + "id": "df710c8d-6216-48d9-9405-71ec3de85591", "savedPayload": { "position": { "x": 35559.834360781795, @@ -5385,7 +5393,7 @@ } } }, - "id": "04a76460-bd3b-4c4b-a489-550810bbf343", + "id": "546b43b0-f9cf-4ed2-8099-c94d76223a23", "savedPayload": { "position": { "x": 35644.209360781795, @@ -5417,7 +5425,7 @@ "type": "Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "75f94fcc-1402-41cf-b71c-d120a326bd45", + "id": "ffb2e587-fb46-4f03-bee3-bc5add7ab76d", "savedPayload": { "position": { "x": 35436.30078700455, @@ -5440,7 +5448,7 @@ } } }, - "id": "1fd91cc3-05ae-4fc2-871b-62d82016a23c", + "id": "0c463b2e-edc7-4d96-ad0a-8d7e171da4d6", "savedPayload": { "position": { "x": 35582.44257389317, @@ -5472,7 +5480,7 @@ "type": "Record Formula", "code": "variable.mama", "project": "Foundations", - "id": "9ccb7e3f-2ecd-4fa4-9cd1-f29375a18b92", + "id": "74436902-0331-4985-af03-3636a105b646", "savedPayload": { "position": { "x": 35391.084360781795, @@ -5495,7 +5503,7 @@ } } }, - "id": "45afad45-c0c4-4268-82ff-04d881352948", + "id": "1d5a2754-572d-4cb3-9180-c752bd68defc", "savedPayload": { "position": { "x": 35559.834360781795, @@ -5528,7 +5536,7 @@ "name": "New Record Formula", "code": "variable.fama", "project": "Foundations", - "id": "c926c28a-fd24-4096-a7ff-7712908a1ebe", + "id": "6ac6a14a-d36d-4f05-b233-58d5169966fe", "savedPayload": { "position": { "x": 35495.84003351472, @@ -5551,7 +5559,7 @@ } } }, - "id": "0673c0b8-1674-4ea4-8c5b-dbf5bc16b0b8", + "id": "7d2d2c71-05cc-4d3f-9a48-5eafc737f7ab", "savedPayload": { "position": { "x": 35582.44257389317, @@ -5584,7 +5592,7 @@ "name": "New Record Formula", "code": "variable.closePrice", "project": "Foundations", - "id": "c048874b-1c76-4f03-9a01-3e1ba2b9cb8d", + "id": "ac91a7c7-80fa-4450-960c-de621f6b6c66", "savedPayload": { "position": { "x": 35594.209360781795, @@ -5607,7 +5615,7 @@ } } }, - "id": "a44d607b-a547-4d6e-b286-68491e1ef2c6", + "id": "bed653a7-96e4-41af-8458-62916902950f", "savedPayload": { "position": { "x": 35644.209360781795, @@ -5631,7 +5639,7 @@ } } ], - "id": "5e99109c-1dbd-4488-830d-08b605befb05", + "id": "2c50331c-2fd0-4ff2-a1c7-9669c28706e4", "savedPayload": { "position": { "x": 35728.584360781795, @@ -5666,7 +5674,7 @@ "type": "Procedure Javascript Code", "code": "/* Loop Code */\n// * NOTE * - Lookback to start is 6 - That means 6 previous before current.\nlet candle = record.current;\n\nlet hl2 = (candle.max + candle.min) / 2; // (high + low) / 2\nlet hl2ArrLen = variable.hl2Arr.push(hl2);\nif (hl2ArrLen > 16) {\n variable.hl2Arr.splice(0, 13); // Bring back to length == 4\n hl2ArrLen = variable.hl2Arr.length;\n}\n\nif (hl2ArrLen < 4) {\n variable.mama = 0;\n variable.fama = 0;\n} else {\n let sp = ( (4 * hl2) +\n (3 * variable.hl2Arr[hl2ArrLen-2]) +\n (2 * variable.hl2Arr[hl2ArrLen-3]) +\n (variable.hl2Arr[hl2ArrLen-4])) / 10;\n \n let spArrLen = variable.spArr.push(sp);\n if (spArrLen > 16) {\n variable.spArr.splice(0,10);\n spArrLen = variable.spArr.length;\n }\n\n let dt = (.0962 * sp +\n .5769 * variable.spArr[spArrLen-3] -\n .5769 * variable.spArr[spArrLen-5] -\n .0962 * variable.spArr[spArrLen-7]) *\n (.075 * variable.pPrev + .54);\n let dtArrLen = variable.dtArr.push(dt);\n if (dtArrLen > 16) {\n variable.dtArr.splice(0,10);\n dtArrLen = variable.dtArr.length;\n }\n\n let q1 = (.0962 * dt +\n .5769 * variable.dtArr[dtArrLen-3] -\n .5769 * variable.dtArr[dtArrLen-5] -\n .0962 * variable.dtArr[dtArrLen-7]) *\n (.075 * variable.pPrev + .54);\n let q1ArrLen = variable.q1Arr.push(q1);\n if (q1ArrLen > 16) {\n variable.q1Arr.splice(0,10);\n q1ArrLen = variable.q1Arr.length;\n }\n\n let i1 = variable.dtArr[dtArrLen-4];\n let i1ArrLen = variable.i1Arr.push(i1);\n if (i1ArrLen > 16) {\n variable.i1Arr.splice(0,10);\n i1ArrLen = variable.i1Arr.length;\n }\n\n let jI = (.0962 * i1 +\n .5769 * variable.i1Arr[i1ArrLen-3] -\n .5769 * variable.i1Arr[i1ArrLen-5] -\n .0962 * variable.i1Arr[i1ArrLen-7]) *\n (.075 * variable.pPrev + .54);\n \n let jq = (.0962 * q1 +\n .5769 * variable.q1Arr[q1ArrLen-3] -\n .5769 * variable.q1Arr[q1ArrLen-5] -\n .5769 * variable.q1Arr[q1ArrLen-7]) *\n (.075 * variable.pPrev + .54);\n \n let i2_ = i1 - jq;\n let q2_ = q1 + jI;\n let i2 = .2 * i2_ + .8 * variable.i2Prev;\n let q2 = .2 * q2_ + .8 * variable.q2Prev;\n let re_ = i2 * variable.i2Prev + q2 * variable.q2Prev;\n let im_ = i2 * variable.q2Prev - q2 * variable.i2Prev;\n let re = .2 * re_ + .8 * variable.rePrev;\n let im = .2 * im_ + .8 * variable.imPrev;\n\n let p1 = (im != 0 && re != 0) ? (360/Math.atan(im/re)) : variable.pPrev;\n\n let p2 = (p1 > (1.5 * variable.p1Prev)) ? \n (1.5 * variable.p1Prev) :\n (p1 < 0.67 * variable.p1Prev) ?\n (0.67 * variable.p1Prev) : p1;\n \n let p3 = (p2 < 6) ? 6 :\n (p2 > 50) ? 50 : p2;\n \n let p = .2 * p3 + .8 * variable.p3Prev;\n\n let spp = .33 * p + .67 * variable.sppPrev;\n let phase = Math.atan(q1 / i1);\n let dphase_ = variable.phasePrev - phase;\n let dphase = (dphase_ < 1) ? 1 : dphase_;\n let alpha_ = variable.fastLimit / dphase;\n\n let alpha = (alpha_ < variable.slowLimit) ?\n variable.slowLimit :\n (alpha_ > variable.fastLimit) ?\n variable.fastLimit : alpha_;\n \n /* mama && fama variable declarations: */ \n variable.mama = alpha * hl2 + (1 - alpha) * variable.mamaPrev;\n variable.fama = .5 * alpha * variable.mama + (1 - .5 * alpha) * variable.famaPrev;\n\n /* Load up variable.Prevs */\n variable.pPrev = p;\n variable.i2Prev = i2;\n variable.q2Prev = q2;\n variable.rePrev = re;\n variable.imPrev = im;\n variable.p1Prev = p1;\n variable.p3Prev = p3;\n variable.sppPrev = spp;\n variable.phasePrev = phase;\n variable.mamaPrev = variable.mama;\n variable.famaPrev = variable.fama;\n}\n\nif (!isFinite(variable.mama)) {\n variable.mama = (isFinite(variable.mamaPrev) ? variable.mamaPrev :\n ((candle.close + candle.max + candle.min) / 3));\n}\nif (!isFinite(variable.fama)) {\n variable.fama = (isFinite(variable.famaPrev) ? variable.famaPrev :\n ((candle.close + candle.max + candle.min) / 3));\n}\nvariable.closePrice = candle.close;", "project": "Foundations", - "id": "61142c67-c700-4718-aa91-213a7843926d", + "id": "821e96d7-2335-4448-861b-85735d720f66", "savedPayload": { "position": { "x": 35591.99186039734, @@ -5690,7 +5698,7 @@ } } }, - "id": "3b1fe701-85d4-455f-b1a8-7d515bf9cadd", + "id": "f78f21df-6643-41f7-86d0-cd6c9caa2791", "savedPayload": { "position": { "x": 35815.7592868552, @@ -5721,7 +5729,7 @@ "type": "Procedure Javascript Code", "code": "/* Initialization Code */\nvariable.fastLimit = 0.375; // Orig Setting:0.5\nvariable.slowLimit = 0.0375; // Orig Setting:0.05\nvariable.hl2Arr = []; // Max Length == 16\nvariable.spArr = [0,0,0,0,0,0]; // Max Length == 16\nvariable.dtArr = [0,0,0,0,0,0]; // Max Length == 16\nvariable.q1Arr = [0,0,0,0,0,0]; // Max Length == 16\nvariable.i1Arr = [0,0,0,0,0,0]; // Max Length == 16\nvariable.pPrev = 0;\nvariable.i2Prev = 0;\nvariable.q2Prev = 0;\nvariable.rePrev = 0;\nvariable.imPrev = 0;\nvariable.p1Prev = 0;\nvariable.p3Prev = 0;\nvariable.sppPrev = 0;\nvariable.phasePrev = 0;\nvariable.mamaPrev = 0;\nvariable.famaPrev = 0;", "project": "Foundations", - "id": "c1698263-8fb8-4fe5-9897-80a9481420c7", + "id": "92c44a8f-66be-47a2-a466-88ec1db1aa62", "savedPayload": { "position": { "x": 35856.495223928956, @@ -5744,7 +5752,7 @@ } } }, - "id": "65bcb60a-1ff8-4c1c-83a6-812c1cdfa192", + "id": "c8caf971-0b77-49f2-b73c-2c41479758fa", "savedPayload": { "position": { "x": 35948.01096862101, @@ -5767,7 +5775,7 @@ } } }, - "id": "67008db8-b20e-486a-8e93-a197207f85c5", + "id": "c826f0ac-e8cf-49e3-9d50-c03b35f0c3e4", "savedPayload": { "position": { "x": 36039.52671331307, @@ -5790,7 +5798,7 @@ } } }, - "id": "144cd1a6-c72c-4ab9-8852-41007533cf34", + "id": "c1e49d84-6daf-4562-9a8b-ce3be44ff70c", "savedPayload": { "position": { "x": 37449.2648914271, @@ -5814,26 +5822,26 @@ "referenceParent": { "type": "Plotter Module", "name": "Fisher-MFI", - "id": "d31bd0e5-c940-4033-a033-ab0f7abd0177" + "id": "5e3caa1c-afe4-4dec-959f-0d9db18ee387" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Fisher MFI", "Plotter", "Foundations", - "dc606888-545b-4319-90e5-0b476a989c3b" + "d03f32b1-ac8c-4813-9b14-82aa1baf398d" ], [ "Fisher-MFI", "Plotter Module", "Foundations", - "dc938cc0-6917-4b5b-a0c4-c993163bdf75" + "d31bd0e5-c940-4033-a033-ab0f7abd0177" ] ] } @@ -5849,7 +5857,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "afb8375a-2f8e-47c2-8ef5-46d2beaa7070", + "id": "39571c6b-5777-4208-9787-523752f6f836", "savedPayload": { "position": { "x": 36475.90832281661, @@ -5877,7 +5885,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "81726cc3-cb63-482a-b142-c2ea551cb0a1", + "id": "e69337c3-1710-4aa5-92f7-5e849f6a7c9f", "savedPayload": { "position": { "x": 36351.844685523836, @@ -5916,7 +5924,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "1c326f99-1b50-49a4-a3f1-7bf3c43a711a", + "id": "320744db-12a7-4e86-a761-42a9f40ea4ac", "savedPayload": { "position": { "x": 35737.91098951484, @@ -5939,7 +5947,7 @@ } } }, - "id": "6a7073b1-6d74-4ee8-91a9-323b5de0d89c", + "id": "80185b2b-0a95-45f6-ba5b-7fc3548dd78b", "savedPayload": { "position": { "x": 35838.28058046867, @@ -5972,7 +5980,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "23a5b223-f43b-4413-8dcf-d8554539cfe6", + "id": "0d858738-9224-485e-8e1a-f0c76dd7378a", "savedPayload": { "position": { "x": 35611.044330043514, @@ -5995,7 +6003,7 @@ } } }, - "id": "c007f32c-e162-4b1b-8bbc-046244f2e649", + "id": "e4d292bb-a69a-4257-82f0-ef0fdb28281d", "savedPayload": { "position": { "x": 35753.70280748779, @@ -6028,7 +6036,7 @@ "name": "New Record Formula", "code": "variable.MAMA", "project": "Foundations", - "id": "f3bd04f3-c36e-4faa-b103-7448bee1332d", + "id": "93d5d431-233f-4d22-82a7-61a7567d265f", "savedPayload": { "position": { "x": 35598.85334204612, @@ -6051,7 +6059,7 @@ } } }, - "id": "517f6d0c-017e-41a0-81f0-e245de823aca", + "id": "7dcdc775-008f-4a3f-94f2-9ed9282fcf29", "savedPayload": { "position": { "x": 35745.57548215619, @@ -6084,7 +6092,7 @@ "name": "New Record Formula", "code": "variable.Upper", "project": "Foundations", - "id": "fb40e779-bf7e-4f3d-a18f-03bad334d6f8", + "id": "8ac83ebf-bf63-4869-9abb-4f104fe5b743", "savedPayload": { "position": { "x": 35704.604590911506, @@ -6107,7 +6115,7 @@ } } }, - "id": "ac4c0be4-f00a-4726-8a67-e0a62ca50a12", + "id": "bec3c7c3-df83-4ce3-bee9-4fdeb8393174", "savedPayload": { "position": { "x": 35816.076314733116, @@ -6140,7 +6148,7 @@ "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", - "id": "508e8c59-99ad-41c3-8ac4-d93ad22082e2", + "id": "73697cbd-17d4-42e2-ba2b-76c4f1ff8650", "savedPayload": { "position": { "x": 35899.962114907605, @@ -6163,7 +6171,7 @@ } } }, - "id": "831e9de5-da53-4a52-80b6-f03674674ebb", + "id": "19047817-03d9-4e23-9c4d-4f6cecccdeef", "savedPayload": { "position": { "x": 35946.314664063844, @@ -6187,7 +6195,7 @@ } } ], - "id": "680ac674-3a17-4332-91c6-10304125e79b", + "id": "3875594b-6d8b-4f78-82a9-d74fee5ad165", "savedPayload": { "position": { "x": 36039.01976237633, @@ -6223,7 +6231,7 @@ "name": "New Procedure Javascript Code", "code": "let candle = record.current\nlet MAMA_PLUV = getElement('MAMAs', candle)\nlet P = 10 //periodes for ATR calculation\n\n//True range\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - candle.close),Math.abs(candle.min-candle.close)))\nif(variable.TR.length > P) {\n\tvariable.TR.splice(0,1)\n}\n\n//ATR\nvariable.ATR = 0\nfor(var i=0 ; i < variable.TR.length ; i++){\n\t\tvariable.ATR += variable.TR[i]\n}\nvariable.ATR = variable.ATR / P\n//put your mama in a local variable... \nif(MAMA_PLUV.mama === undefined){\n\tvariable.MAMA = candle.close\n}\nelse {\n\tvariable.MAMA = MAMA_PLUV.mama\n}\n//calculate Upper and Lower Band for Keltner channels\nif(variable.ATR === undefined || isNaN(variable.ATR)){\n\tvariable.Upper = variable.MAMA\n\tvariable.Lower = variable.MAMA\n}\nelse{\n\tvariable.Upper = variable.MAMA + 2 * variable.ATR\n\tvariable.Lower = variable.MAMA - 2* variable.ATR\n}\n", "project": "Foundations", - "id": "977ca4bb-296a-42b5-844f-4b76bc2b0a29", + "id": "ebe0895f-b9d1-4321-8967-b8f8e893fe1e", "savedPayload": { "position": { "x": 35469.626447850416, @@ -6246,7 +6254,7 @@ } } }, - "id": "1114606c-b6ac-456f-894a-a4fbde9fce54", + "id": "22633952-f5aa-4176-92b0-fe68554d7a8b", "savedPayload": { "position": { "x": 35721.22761823404, @@ -6278,7 +6286,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.TR = []", "project": "Foundations", - "id": "49a333c1-1104-479a-95df-076089a2cf5f", + "id": "ea9443c6-6d55-4a77-b370-5274cc1a46cc", "savedPayload": { "position": { "x": 35815.838509235706, @@ -6301,7 +6309,7 @@ } } }, - "id": "8e7c5668-2649-443e-aa90-88df96e3026c", + "id": "53b73c83-15db-480b-80a1-8a0bf303b64b", "savedPayload": { "position": { "x": 35952.03565915757, @@ -6324,7 +6332,7 @@ } } }, - "id": "122e69e2-ca0d-4182-9e77-4cd735323be2", + "id": "1d96abd6-64c2-45f4-a590-c1be67845c68", "savedPayload": { "position": { "x": 36224.4299590013, @@ -6347,7 +6355,7 @@ } } }, - "id": "027ff656-cff6-4ddd-bc53-c32628fc3141", + "id": "57d3d2e7-41e3-46a9-b59a-736a94d52e14", "savedPayload": { "position": { "x": 37224.2648914271, @@ -6371,26 +6379,26 @@ "referenceParent": { "type": "Plotter Module", "name": "Keltner MAMA channels", - "id": "9aac5c44-6820-452e-822d-2ba3620da4cd" + "id": "6b39c4ed-a44f-43fd-9c1e-1438fa2ba696" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Keltner", "Plotter", "Foundations", - "13bf4f10-6af6-4d3d-acc0-a41f5177eeee" + "a405d811-dba8-4ba4-8c56-55bc780426a8" ], [ "Keltner MAMA channels", "Plotter Module", "Foundations", - "555a1d5b-c6b1-480a-9b67-5076d72a9e28" + "9aac5c44-6820-452e-822d-2ba3620da4cd" ] ] } @@ -6406,7 +6414,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "48fb3d36-b2d4-4813-9c5c-9ff28ec7e386", + "id": "f8f97544-9595-4426-a81f-7b4d84539d3f", "savedPayload": { "position": { "x": 36447.929315739355, @@ -6434,7 +6442,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "20916735-45fb-4fc5-be38-84ae6a591f8e", + "id": "fb34053a-d7e0-4321-8f53-e2535494c8b5", "savedPayload": { "position": { "x": 36338.94793653855, @@ -6473,7 +6481,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "8dd276f8-16a7-4ade-8c69-f60415bd138a", + "id": "84a46c8d-2597-4d92-a4e8-94c6e4d8ee86", "savedPayload": { "position": { "x": 35719.21581018518, @@ -6496,7 +6504,7 @@ } } }, - "id": "a418555a-2cd2-466b-b100-7c7d1dd8652c", + "id": "9f2024ea-4ab6-4bad-a47b-a226dcb80c33", "savedPayload": { "position": { "x": 35830.687534006785, @@ -6529,7 +6537,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "8e53d350-c5cf-4fc0-88a9-ecbb652e9cd5", + "id": "7568fc84-f7d5-44a5-a03a-91827d13ba97", "savedPayload": { "position": { "x": 35613.46456131979, @@ -6552,7 +6560,7 @@ } } }, - "id": "b683ed64-21c0-4aff-a23d-5954f15320b1", + "id": "006dc07d-439c-4825-8196-b2ca6d978398", "savedPayload": { "position": { "x": 35760.18670142986, @@ -6585,7 +6593,7 @@ "name": "New Record Formula", "code": "variable.ema", "project": "Foundations", - "id": "907be461-5252-4d3e-bbb0-83315daba7b9", + "id": "6f8f7bfa-65a1-4132-8e7e-c834f4c745ac", "savedPayload": { "position": { "x": 35625.65554931719, @@ -6608,7 +6616,7 @@ } } }, - "id": "504544fd-1314-4603-a20f-f15eb1ea04a8", + "id": "616e843e-d11e-4637-910c-a09211b1753e", "savedPayload": { "position": { "x": 35768.31402676146, @@ -6641,7 +6649,7 @@ "name": "New Record Formula", "code": "variable.Upper", "project": "Foundations", - "id": "49f2a2ca-e5f3-4c95-953c-c43329c5dc61", + "id": "06580e79-ab71-4d22-a655-260f6e597f9a", "savedPayload": { "position": { "x": 35752.52220878852, @@ -6664,7 +6672,7 @@ } } }, - "id": "dbf4c920-1aea-42e6-9f3f-11c3d9aa4d01", + "id": "c48c80a3-f49a-4da4-aa94-a18b5602bd2d", "savedPayload": { "position": { "x": 35852.89179974235, @@ -6697,7 +6705,7 @@ "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", - "id": "2796774f-5f12-4408-8885-b98222c8675b", + "id": "e765ad6e-95c8-41e2-af7f-818f8c19a3fd", "savedPayload": { "position": { "x": 35960.070720782016, @@ -6720,7 +6728,7 @@ } } }, - "id": "e587c038-30bc-4e20-9910-ac38305a8e74", + "id": "1da500b0-f2a5-42f8-94ac-b96494e6145d", "savedPayload": { "position": { "x": 35991.25747440468, @@ -6744,7 +6752,7 @@ } } ], - "id": "bc580e8a-08e2-4165-a3c3-aeada456f044", + "id": "82fcef46-15dc-42fe-81ee-2eb1e10cec13", "savedPayload": { "position": { "x": 36053.63098165001, @@ -6780,7 +6788,7 @@ "name": "New Procedure Javascript Code", "code": "let candle = record.current\nlet P = 10 //periodes for ATR calculation\nlet len = 20 // periods for EMA calculation\n\n//Manage previousEMA undefined value\nif(variable.previousEMA === 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"76779c52-55f0-4443-b95d-fe95776124a2" ], [ "Multi-Time-Frame-Market", "Dataset Definition", "Foundations", - "23e48682-e981-4381-b9d5-04edf803d279" + "84e92999-5612-44b1-923b-a3cfe8f57f8d" ] ] } } ], "outputDatasetFolders": [], - "id": "625df9c1-7a27-4b80-80d0-5f8305a80c4d", + "id": "b9ae4fef-0b32-4017-9e2e-c51c0cacec81", "savedPayload": { "position": { "x": 36992.0366676388, @@ -7085,7 +7093,7 @@ "name": "One-Min counters Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "c66455f4-dc22-4ccc-8a41-3f1b4f6faa90", + "id": "aeb9ed01-f8be-4d4e-b1a6-22f2710b538c", "savedPayload": { "position": { "x": 37310.48942568162, @@ -7109,32 +7117,32 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "5e925ba3-db66-4780-bcb6-949c0ca9b1db" + "id": "ddf207bc-7acd-4156-af6a-7c4fe8bb7040" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + 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"savedPayload": { "position": { "x": 37074.50636431646, @@ -7262,7 +7270,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "aca81dc8-54e1-48c8-949e-274cd8b609b1", + "id": "3da82b73-5484-422e-9893-ab5f4b0f9546", "savedPayload": { "position": { "x": 36890.11186414839, @@ -7318,7 +7326,7 @@ } ], "dataMineDataDependencies": [], - "id": "435d6ca8-7082-4e07-97e6-f14e9e36e5da", + "id": "481a8a62-d537-4d88-90ac-3a79978ef1c9", "savedPayload": { "position": { "x": 37012.132857071134, @@ -7345,7 +7353,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "5e925ba3-db66-4780-bcb6-949c0ca9b1db", + "id": "ddf207bc-7acd-4156-af6a-7c4fe8bb7040", "savedPayload": { "position": { "x": 36862.132857071134, @@ -7372,7 +7380,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "7ee740db-0651-4f37-b6f5-0537d836c1a5", + "id": "466e94d6-b636-4404-ae26-49fc66289e4d", "savedPayload": { "position": { "x": 36712.132857071134, @@ -7430,7 +7438,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "8f77785b-ac89-4b58-8fcd-5677d6a141a5", + "id": "e99c5cab-62c2-44f7-a3d7-ecc4ff34d955", "savedPayload": { "position": { "x": 36602.3252359358, @@ -7453,7 +7461,7 @@ } } }, - "id": "f5b7ca46-e837-4031-ad5c-c64d6d8612f7", + "id": "58bf2d5f-0166-41f0-b1a9-010aab89bc19", "savedPayload": { "position": { "x": 36862.132857071134, @@ -7490,7 +7498,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily One minute counters", "project": "Foundations", - "id": "2ab36dd5-6130-4d8c-9b84-065a1f3807d8", + "id": "694afb5e-72b4-4a1e-a7ed-03494bc7a748", "savedPayload": { "position": { "x": 37725.657307245114, @@ -7514,39 +7522,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "22d5337b-5287-4660-8ad2-5915843c0081" + "id": "9e9454e1-e53e-488f-a761-1a8eccbd1ffd" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "One-Min counters", "Indicator Bot", "Data-Mining", - "a640bf55-b7c7-4881-9e73-d30dfc1412c2" + "11ee259b-adec-4c26-9c07-d61ed37ca3a3" ], [ "One minute counters", "Product Definition", "Foundations", - "8221bb51-225c-4573-a097-95c473d6a8cb" + "76779c52-55f0-4443-b95d-fe95776124a2" ], [ "Multi-Time-Frame-Daily", "Dataset Definition", "Foundations", - "136e06a2-83a8-4503-8ad2-74f3604b59be" + "22d5337b-5287-4660-8ad2-5915843c0081" ] ] } } ], "outputDatasetFolders": [], - "id": "17eb8b0d-bfd8-4e18-9853-8d98c9cddff6", + "id": "b628a044-ed85-4c7c-91c4-6ee337970550", "savedPayload": { "position": { "x": 37138.76874680483, @@ -7579,7 +7587,7 @@ "name": "One-Min counters Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "85ca6d84-a41c-42d2-a6cb-244ebeff603a", + "id": "31e9edf1-d7ce-42d5-80f3-e9df434e5c87", "savedPayload": { "position": { "x": 37584.65564209127, @@ -7603,32 +7611,32 @@ "referenceParent": { "type": "Status Report", "name": "Monte Carlo Forecast", - "id": "bda44efe-18a7-42e6-a009-79bf764fbfa1" + "id": "e53ebdc2-a54c-4075-88db-1bc7b344e0c2" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "One-Min counters", "Indicator Bot", "Data-Mining", - "a640bf55-b7c7-4881-9e73-d30dfc1412c2" + "11ee259b-adec-4c26-9c07-d61ed37ca3a3" ], [ "Multi-Time-Frame-Daily", "Process Definition", "Foundations", - "26ea2db2-0370-480f-9dd7-1498a4e28782" + "31d4491e-54fa-4b26-ab17-183166aade37" ], [ "Monte Carlo Forecast", "Status Report", "Foundations", - "0c8f5fd4-393a-4bca-93e3-93b4aaac3459" + "bda44efe-18a7-42e6-a009-79bf764fbfa1" ] ] } @@ -7638,7 +7646,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "15106380-15b5-46bb-b6d2-eb7b8e1f0a5e", + "id": "193d0dd2-ea36-4397-960f-c4cb95711f7a", "savedPayload": { "position": { "x": 37532.370996164005, @@ -7697,7 +7705,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "1a2f10b9-871c-442a-93e7-639a4b1c34ec", + "id": "7494fb4a-a6be-49ce-a814-22a04b076f71", "savedPayload": { "position": { "x": 37443.65397693742, @@ -7757,7 +7765,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "e17743b5-d92f-4175-8eeb-34f26d1b6354", + "id": "6a76b8bf-9e94-4217-9e7e-70fa3611f896", "savedPayload": { "position": { "x": 37324.55050266, @@ -7815,7 +7823,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "7ec386b6-a023-45b1-a384-3f45f9fb39b3", + "id": "12bc1795-f741-48e5-929b-6560e74f3658", "savedPayload": { "position": { "x": 37183.17727827595, @@ -7871,7 +7879,7 @@ } ], "dataMineDataDependencies": [], - "id": "31f469f8-4218-4ceb-b66d-36b29b3c5075", + "id": "84e2984d-943d-4aaf-bf18-b5dff5a041be", "savedPayload": { "position": { "x": 36997.767081650985, @@ -7898,7 +7906,7 @@ "type": "Status Report", "name": "Monte Carlo Forecast", "project": "Foundations", - "id": "bda44efe-18a7-42e6-a009-79bf764fbfa1", + "id": "e53ebdc2-a54c-4075-88db-1bc7b344e0c2", "savedPayload": { "position": { "x": 36644.585284677036, @@ -7925,7 +7933,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "2f6d10ca-4c6c-4de8-bef3-255fb2b84040", + "id": "8f1f7b57-e51b-4cea-8f77-57f7f3a970a3", "savedPayload": { "position": { "x": 36489.50667911922, @@ -7983,7 +7991,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "c3669017-4e21-43b8-bd39-21f4938fadfb", + "id": "cc306bd7-742b-43c4-b5d1-17fa71f8c34f", "savedPayload": { "position": { "x": 36351.14100445689, @@ -8006,7 +8014,7 @@ } } }, - "id": "31d4491e-54fa-4b26-ab17-183166aade37", + "id": "5cdf8bda-f396-4b60-8b62-9897f372455b", "savedPayload": { "position": { "x": 36437.86878835921, @@ -8042,7 +8050,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "84e92999-5612-44b1-923b-a3cfe8f57f8d", + "id": "b7bfee30-b95d-4a8f-9db6-ce78b1a55dbd", "savedPayload": { "position": { "x": 36147.62949353952, @@ -8070,7 +8078,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n 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"161f8036-fea0-40ef-905d-c52700fa7c8d", "savedPayload": { "position": { "x": 35466.40804611136, @@ -10344,7 +10352,7 @@ } } }, - "id": "8e3e8464-ad84-4382-a433-4000f1aef81a", + "id": "15345ff3-51ba-43e4-9ac1-e9aebe25f9a2", "savedPayload": { "position": { "x": 35614.96205405838, @@ -10377,7 +10385,7 @@ "name": "New Record Formula", "code": "variable.up", "project": "Foundations", - "id": "fef4348d-f06b-45d2-aef7-8e464aa712e7", + "id": "6eed9151-5dad-4a71-b873-b9648e9f537c", "savedPayload": { "position": { "x": 35341.63281925859, @@ -10400,7 +10408,7 @@ } } }, - "id": "7de323a9-99f4-4a6b-86d2-473a73289fda", + "id": "ca7f3c3b-f729-4415-a901-d3d760e08a73", "savedPayload": { "position": { "x": 35531.77856948986, @@ -10433,7 +10441,7 @@ "name": "New Record Formula", "code": "variable.low", "project": "Foundations", - "id": "0f769482-cf07-42f6-9bc7-3c4445120cff", + "id": "7a92181f-d6bb-4eb6-a783-3a9663a8efd9", "savedPayload": { "position": { "x": 35263.071025936086, @@ -10456,7 +10464,7 @@ } } }, - "id": "e2fd8a51-56a6-407b-908e-4955c4cb60d5", + "id": "1d07e18c-ac97-40eb-85ae-230ff1d862f2", "savedPayload": { "position": { "x": 35479.40404060819, @@ -10489,7 +10497,7 @@ "name": "New Record Formula", "code": "variable.Upper", "project": "Foundations", - "id": "1c72a015-523a-4f18-8f92-3ee2549afe31", + "id": "bc88e7a1-4698-482a-b17f-bb94ca8938a7", "savedPayload": { "position": { "x": 35237.08727541385, @@ -10512,7 +10520,7 @@ } } }, - "id": "c187bd48-7c2e-4061-a3af-1660088f4481", + "id": "a34d7be8-0ed6-4d1c-819a-dbd173c7c465", "savedPayload": { "position": { "x": 35462.081540260035, @@ -10545,7 +10553,7 @@ "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", - "id": "722c3a04-26ba-48a8-95b4-5d457a5bab35", + "id": "5dcab35c-6cb7-4bf6-9319-7d04f1f6f5ec", "savedPayload": { "position": { "x": 35265.786616627876, @@ -10568,7 +10576,7 @@ } } }, - "id": "91f5e16b-a97e-4d93-a05e-fbac43857251", + "id": "b9afa269-8ebe-4d13-941c-e472e017b77c", "savedPayload": 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record.current\nlet P = 10 //periods for ATR calculation\nlet len = 20 //periods for EMA calculation\nlet m = 2 //factor for standard deviation\nlet A = 20 //volatility analysis periods\n\n//fetching last len typical price\nvariable.TP = (candle.max + candle.min + candle.close) / 3\nvariable.last20TP.push(variable.TP)\nif(variable.last20TP.length > len){\n\tvariable.last20TP.splice(0,1)\n}\nvariable.sTP = 0\nvariable.sTPSquare = 0\nfor(var i=0 ; i < len ; i++){\n\tvariable.sTP += variable.last20TP[i]\n}\n//calculate MA\nif(variable.last20TP.length === 20){\n\tvariable.MA = variable.sTP / variable.last20TP.length\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n}else {\n\tvariable.MA = variable.TP\n}\n\n//calculate standard deviation\nif(variable.last20TP.length === 20){\n\tfor(var i = 0 ; i < len ; i++){\n\t\tvariable.sTPSquare += Math.pow(variable.last20TP[i] - variable.MA,2)\n\t}\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n}else{\n\tvariable.sigma = variable.MA * 0.01\n}\n\n//calculate Upper and lower Bollinger Bands\nvariable.up = variable.MA + m * variable.sigma\nvariable.low = variable.MA - m * variable.sigma\n\n//Manage previousEMA undefined value\nif(variable.previousEMA === undefined){\n\t\tvariable.previousEMA = candle.close\n}\n\n//True range\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - candle.close),Math.abs(candle.min-candle.close)))\nif(variable.TR.length > P) {\n\tvariable.TR.splice(0,1)\n}\n\n//ATR\nvariable.ATR = 0\nfor(var i=0 ; i < variable.TR.length ; i++){\n\t\tvariable.ATR += variable.TR[i]\n}\nvariable.ATR = variable.ATR / P\n\n//calculate ema\nvariable.ema = calculateEMA(len, candle.close, variable.previousEMA)\nvariable.previousEMA = variable.ema\n//calculate Upper and Lower Band for Keltner channels\nif(variable.ATR === undefined || isNaN(variable.ATR)){\n\tvariable.Upper = variable.ema\n\tvariable.Lower = variable.ema\n}\nelse{\n\tvariable.Upper = variable.ema + 2 * variable.ATR\n\tvariable.Lower = variable.ema - 2 * variable.ATR\n}\n//calculate differences between up and low band Bollinger/Keltner ans store on 20 periods\nif(variable.Upper > variable.up){\nvariable.highVolUp.push(variable.Upper - variable.up)\n}else{\n\tvariable.highVolUp.push(0)\n}\nif(variable.Upper < variable.up){\nvariable.highVolDown.push(variable.up - variable.Upper)\n}else{\n\tvariable.highVolDown.push(0)\n}\nif(variable.Lower > variable.low){\nvariable.lowVolUp.push(variable.Lower - variable.low)\n}else{\n\tvariable.lowVolUp.push(0)\n}\nif(variable.Lower < variable.low){\nvariable.lowVolDown.push(variable.low - variable.Lower)\n}else{\n\tvariable.lowVolDown.push(0)\n}\nif(variable.highVolUp.length > A){\n\tvariable.highVolUp.splice(0,1)\n}\nif(variable.highVolDown.length > A){\n\tvariable.highVolDown.splice(0,1)\n}\nif(variable.lowVolUp.length > 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calculation\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * (1-k)\n}\n", "project": "Foundations", - "id": "8562bfb4-5e97-440d-967a-615e50df91cd", + "id": "c50f6970-82de-47db-8efe-106883945cc4", "savedPayload": { "position": { "x": 34426.643825658175, @@ -10707,7 +10715,7 @@ } } }, - "id": "47f1b598-1a90-4b08-957f-fb283130f542", + "id": "ab93dd67-5eae-4fae-974b-aa68d8376ceb", "savedPayload": { "position": { "x": 34850.83249664966, @@ -10739,7 +10747,7 @@ "name": "New Procedure Javascript Code", "code": "variable.last20TP = []\nvariable.highVolUp = []\nvariable.highVolDown = []\nvariable.lowVolUp = []\nvariable.lowVolDown = []\nvariable.TR = []", "project": "Foundations", - "id": "bfb9b1b7-76b9-426c-a33e-8bd69499c819", + "id": "552f3c29-ea93-4a3e-bc63-52add360f8b7", "savedPayload": { "position": { "x": 34371.81571342128, @@ -10762,7 +10770,7 @@ } } }, - "id": "8ff653d3-4e44-4cc2-973f-24fdd86a8e37", + "id": 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20356.608286556006 }, "floatingObject": { "isPinned": false, @@ -11239,17 +11247,17 @@ "procedureJavascriptCode": { "type": "Procedure Javascript Code", "name": "New Procedure Javascript Code", - "code": "let candle = record.current\nlet P = 10 //periods for ATR calculation\nlet len = 20 //periods for EMA calculation\nlet m = 2 //factor for standard deviation\nlet A = 10 //volatility analysis periods\nlet V = 6 //periods for EMAv calculation\n\n//fetching last len typical price\nvariable.TP = (candle.max + candle.min + candle.close) / 3\nvariable.last20TP.push(variable.TP)\nif(variable.last20TP.length > len){\n\tvariable.last20TP.splice(0,1)\n}\nvariable.sTP = 0\nvariable.sTPSquare = 0\nfor(var i=0 ; i < len ; i++){\n\tvariable.sTP += variable.last20TP[i]\n}\n//calculate MA\nif(variable.last20TP.length === 20){\n\tvariable.MA = variable.sTP / variable.last20TP.length\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n}else {\n\tvariable.MA = variable.TP\n}\n\n//calculate standard deviation\nif(variable.last20TP.length === 20){\n\tfor(var i = 0 ; i < len ; i++){\n\t\tvariable.sTPSquare += Math.pow(variable.last20TP[i] - variable.MA,2)\n\t}\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n}else{\n\tvariable.sigma = variable.MA * 0.01\n}\n\n//calculate Upper and lower Bollinger Bands\nvariable.up = variable.MA + m * variable.sigma\nvariable.low = variable.MA - m * variable.sigma\n\n//Manage previousEMA undefined value\nif(variable.previousEMA === undefined){\n\t\tvariable.previousEMA = candle.close\n}\n\n//True range\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - candle.close),Math.abs(candle.min-candle.close)))\nif(variable.TR.length > P) {\n\tvariable.TR.splice(0,1)\n}\n\n//ATR\nvariable.ATR = 0\nfor(var i=0 ; i < variable.TR.length ; i++){\n\t\tvariable.ATR += variable.TR[i]\n}\nvariable.ATR = variable.ATR / P\n\n//calculate ema\nvariable.ema = calculateEMA(len, candle.close, variable.previousEMA)\nvariable.previousEMA = variable.ema\n//calculate Upper and Lower Band for Keltner channels\nif(variable.ATR === undefined || isNaN(variable.ATR)){\n\tvariable.Upper = variable.ema\n\tvariable.Lower = variable.ema\n}\nelse{\n\tvariable.Upper = variable.ema + 2 * variable.ATR\n\tvariable.Lower = variable.ema - 2 * variable.ATR\n}\n//calculate differences between up and low band Bollinger/Keltner and store on 20 periods\nif(variable.Upper > variable.up){\nvariable.highVolUp.push(variable.Upper - variable.up)\n}else{\n\tvariable.highVolUp.push(0)\n}\nif(variable.Upper < variable.up){\nvariable.highVolDown.push(variable.up - variable.Upper)\n}else{\n\tvariable.highVolDown.push(0)\n}\nif(variable.Lower > variable.low){\nvariable.lowVolUp.push(variable.Lower - variable.low)\n}else{\n\tvariable.lowVolUp.push(0)\n}\nif(variable.Lower < variable.low){\nvariable.lowVolDown.push(variable.low - variable.Lower)\n}else{\n\tvariable.lowVolDown.push(0)\n}\nif(variable.highVolUp.length > A){\n\tvariable.highVolUp.splice(0,1)\n}\nif(variable.highVolDown.length > A){\n\tvariable.highVolDown.splice(0,1)\n}\nif(variable.lowVolUp.length > A){\n\tvariable.lowVolUp.splice(0,1)\n}\nif(variable.lowVolDown.length > A){\n\tvariable.lowVolDown.splice(0,1)\n}\n\n//calculate accuéulation of Keltner bands against BB\nvariable.upVolH = 0\nvariable.lowVolH = 0\nvariable.upVolL = 0\nvariable.lowVolL = 0\nfor(var i = 0 ; i < variable.highVolDown.length ; i++){\n\tif(variable.highVolUp[i] != 0){\n\tvariable.upVolH += variable.highVolUp[i]\n\t}\n\tif(variable.highVolDown[i] != 0){\n\tvariable.lowVolH += variable.highVolDown[i]\n\t}\n\tif(variable.lowVolUp[i] != 0){\n\tvariable.upVolL += variable.lowVolUp[i]\n\t}\n\tif(variable.lowVolDown[i] != 0){\n\tvariable.lowVolL += variable.lowVolDown[i]\n\t}\n}\n//calculate volatility oscillator\nif(variable.upVolH === 0 && variable.lowVolH === 0){\n\tvariable.upperVol = 0\n}else{\n\tvariable.upperVol = (variable.upVolH - variable.lowVolH) / (variable.upVolH + variable.lowVolH)\n}\n\nif(variable.upVolL === 0 && variable.lowVolL === 0){\n\tvariable.lowerVol = 0\n}else{\n\tvariable.lowerVol = (variable.upVolL - variable.lowVolL) / (variable.upVolL + variable.lowVolL)\n}\n\n//Calculate the position of the price from the bottom of the BB\nif(variable.previousEMAv === undefined) {\n\tvariable.previousEMAv = candle.close\n}\nvariable.EMAv = calculateEMA(V, candle.close, variable.previousEMAv)\nvariable.previousEMAv = variable.EMAv\nvariable.position = (variable.EMAv - variable.low) / (variable.up - variable.low)\n\n//Calculate the volatility oscillator weighted by the position of the price in the BB\nvariable.wTopOsc = variable.position * variable.upperVol\nvariable.wBottomOsc = variable.position * variable.lowerVol * (-1)\n\n//calculate histogram\nvariable.histo = variable.wTopOsc - variable.wBottomOsc\n\n//EMA calculation\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * (1-k)\n}\n", + "code": "let candle = record.current\nlet P = 10 //periods for ATR calculation\nlet len = 20 //periods for EMA calculation\nlet m = 2 //factor for standard deviation\nlet A = 10 //volatility analysis periods\nlet V = 6 //periods for EMAv calculation\n\n//fetching last len typical price\nvariable.TP = (candle.max + candle.min + candle.close) / 3\nvariable.last20TP.push(variable.TP)\nif (variable.last20TP.length > len) {\n\tvariable.last20TP.splice(0, 1)\n}\nvariable.sTP = 0\nvariable.sTPSquare = 0\nfor (var i = 0; i < len; i++) {\n\tvariable.sTP += variable.last20TP[i]\n}\n//calculate MA\nif (variable.last20TP.length === 20) {\n\tvariable.MA = variable.sTP / variable.last20TP.length\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n} else {\n\tvariable.MA = variable.TP\n}\n\n//calculate standard deviation\nif (variable.last20TP.length === 20) {\n\tfor (var i = 0; i < len; i++) {\n\t\tvariable.sTPSquare += Math.pow(variable.last20TP[i] - variable.MA, 2)\n\t}\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n} else {\n\tvariable.sigma = variable.MA * 0.01\n}\n\n//calculate Upper and lower Bollinger Bands\nvariable.up = variable.MA + m * variable.sigma\nvariable.low = variable.MA - m * variable.sigma\n\n//Manage previousEMA undefined value\nif (variable.previousEMA === undefined) {\n\tvariable.previousEMA = candle.close\n}\n\n//True range\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - candle.close), Math.abs(candle.min - candle.close)))\nif (variable.TR.length > P) {\n\tvariable.TR.splice(0, 1)\n}\n\n//ATR\nvariable.ATR = 0\nfor (var i = 0; i < variable.TR.length; i++) {\n\tvariable.ATR += variable.TR[i]\n}\nvariable.ATR = variable.ATR / P\n\n//calculate ema\nvariable.ema = calculateEMA(len, candle.close, variable.previousEMA)\nvariable.previousEMA = variable.ema\n//calculate Upper and Lower Band for Keltner channels\nif (variable.ATR === undefined || isNaN(variable.ATR)) {\n\tvariable.Upper = variable.ema\n\tvariable.Lower = variable.ema\n}\nelse {\n\tvariable.Upper = variable.ema + 2 * variable.ATR\n\tvariable.Lower = variable.ema - 2 * variable.ATR\n}\n//calculate differences between up and low band Bollinger/Keltner and store on 20 periods\nif (variable.Upper > variable.up) {\n\tvariable.highVolUp.push(variable.Upper - variable.up)\n} else {\n\tvariable.highVolUp.push(0)\n}\nif (variable.Upper < variable.up) {\n\tvariable.highVolDown.push(variable.up - variable.Upper)\n} else {\n\tvariable.highVolDown.push(0)\n}\nif (variable.Lower > variable.low) {\n\tvariable.lowVolUp.push(variable.Lower - variable.low)\n} else {\n\tvariable.lowVolUp.push(0)\n}\nif (variable.Lower < variable.low) {\n\tvariable.lowVolDown.push(variable.low - variable.Lower)\n} else {\n\tvariable.lowVolDown.push(0)\n}\nif (variable.highVolUp.length > A) {\n\tvariable.highVolUp.splice(0, 1)\n}\nif (variable.highVolDown.length > A) {\n\tvariable.highVolDown.splice(0, 1)\n}\nif (variable.lowVolUp.length > A) {\n\tvariable.lowVolUp.splice(0, 1)\n}\nif (variable.lowVolDown.length > A) {\n\tvariable.lowVolDown.splice(0, 1)\n}\n\n//calculate accuéulation of Keltner bands against BB\nvariable.upVolH = 0\nvariable.lowVolH = 0\nvariable.upVolL = 0\nvariable.lowVolL = 0\nfor (var i = 0; i < variable.highVolDown.length; i++) {\n\tif (variable.highVolUp[i] != 0) {\n\t\tvariable.upVolH += variable.highVolUp[i]\n\t}\n\tif (variable.highVolDown[i] != 0) {\n\t\tvariable.lowVolH += variable.highVolDown[i]\n\t}\n\tif (variable.lowVolUp[i] != 0) {\n\t\tvariable.upVolL += variable.lowVolUp[i]\n\t}\n\tif (variable.lowVolDown[i] != 0) {\n\t\tvariable.lowVolL += variable.lowVolDown[i]\n\t}\n}\n//calculate volatility oscillator\nif (variable.upVolH === 0 && variable.lowVolH === 0) {\n\tvariable.upperVol = 0\n} else {\n\tvariable.upperVol = (variable.upVolH - variable.lowVolH) / (variable.upVolH + variable.lowVolH)\n}\n\nif (variable.upVolL === 0 && variable.lowVolL === 0) {\n\tvariable.lowerVol = 0\n} else {\n\tvariable.lowerVol = (variable.upVolL - variable.lowVolL) / (variable.upVolL + variable.lowVolL)\n}\n\n//Calculate the position of the price from the bottom of the BB\nif (variable.previousEMAv === undefined) {\n\tvariable.previousEMAv = candle.close\n}\nvariable.EMAv = calculateEMA(V, candle.close, variable.previousEMAv)\nvariable.previousEMAv = variable.EMAv\nvariable.position = (variable.EMAv - variable.low) / (variable.up - variable.low)\n\n//Calculate the volatility oscillator weighted by the position of the price in the BB\nvariable.wTopOsc = variable.position * variable.upperVol\nvariable.wBottomOsc = variable.position * variable.lowerVol * (-1)\n\n//calculate histogram\nvariable.histo = variable.wTopOsc - variable.wBottomOsc\n\n//EMA calculation\nfunction calculateEMA(periods, price, previousEMA) {\n\tlet k = 2 / (periods + 1)\n\treturn price * k + previousEMA * (1 - k)\n}\n", "project": "Foundations", - "id": "6c78553a-706e-439b-a1d5-0b4f5ef3d3f5", + "id": "27851893-e72c-4c7a-8b3d-877ee981b6fe", "savedPayload": { "position": { - "x": 34313.91255008905, - "y": 17375.51691844094 + "x": 34363.150181947836, + "y": 22363.492371339693 }, "targetPosition": { - "x": 35442.563753782844, - "y": 18391.759026848456 + "x": 35418.16258208244, + "y": 21270.995049575366 }, "floatingObject": { "isPinned": false, @@ -11264,15 +11272,15 @@ } } }, - "id": "05008201-f78f-405c-89bd-c0eafb469670", + "id": "1d475131-a1e5-4cca-ac40-65a43dd0fb19", "savedPayload": { "position": { - "x": 35442.563753782844, - "y": 18391.759026848456 + "x": 35418.16258208244, + "y": 21270.995049575366 }, "targetPosition": { - "x": 36194.997889578706, - "y": 19069.2537657868 + "x": 36121.504182172175, + "y": 20542.66350173248 }, "floatingObject": { "isPinned": false, @@ -11296,15 +11304,15 @@ "name": "New Procedure Javascript Code", "code": "variable.last20TP = []\nvariable.highVolUp = []\nvariable.highVolDown = []\nvariable.lowVolUp = []\nvariable.lowVolDown = []\nvariable.TR = []", "project": "Foundations", - "id": "957ddcc0-4ec7-40d7-8cf9-babc6c7d3949", + "id": "763b6e26-9c3f-426a-acda-2459151e42ae", "savedPayload": { "position": { - "x": 36721.274356961156, - "y": 16593.317651429355 + "x": 33665.44312503606, + "y": 19930.29870349582 }, "targetPosition": { - "x": 36405.508476531686, - "y": 18078.879320043823 + "x": 35139.07975931773, + "y": 20297.717582437817 }, "floatingObject": { "isPinned": false, @@ -11319,15 +11327,15 @@ } } }, - "id": "789075d6-5829-4564-8460-33f16a82747f", + "id": "eebc6d9f-28c1-4ac9-b2eb-2ee79c1cad11", "savedPayload": { "position": { - "x": 36405.508476531686, - "y": 18078.879320043823 + "x": 35139.07975931773, + "y": 20297.717582437817 }, "targetPosition": { - "x": 36194.997889578706, - "y": 19069.2537657868 + "x": 36121.504182172175, + "y": 20542.66350173248 }, "floatingObject": { "isPinned": false, @@ -11342,20 +11350,20 @@ } } }, - "id": "63e6bd0f-224d-4acc-9411-16fbed9a6711", + "id": "96aa9cc8-b144-42ca-ac0e-ce6410acd6de", "savedPayload": { "position": { - "x": 35932.36178090666, - "y": 19395.689613027957 + "x": 36121.504182172175, + "y": 20542.66350173248 }, "targetPosition": { - "x": 36384.02494019889, - "y": 19897.312370225198 + "x": 36770.35582693054, + "y": 20356.608286556006 }, "floatingObject": { "isPinned": false, "isFrozen": false, - "isCollapsed": true, + "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 @@ -11365,15 +11373,15 @@ } } }, - "id": "9e52f888-0915-4b13-b36d-8dea02e1b5e3", + "id": "33d192eb-a430-44a7-bdea-2af115bf87e8", "savedPayload": { "position": { - "x": 36467.502145645885, - "y": 20114.77792528637 + "x": 36907.37419095986, + "y": 20405.13492020338 }, "targetPosition": { - "x": 36831.55979311461, - "y": 19850.274561754755 + "x": 37007.508611240206, + "y": 19966.41735972156 }, "floatingObject": { "isPinned": false, @@ -11389,26 +11397,26 @@ "referenceParent": { "type": "Plotter Module", "name": "Oscillator", - "id": "4df88201-7725-40d5-8cad-4021717610af" + "id": "6eb6f218-6f09-4755-b960-d93234971af6" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Volatility", "Plotter", "Foundations", - "8678ac72-473f-4ef6-a9ee-ba3682372238" + "f69d5830-007b-433f-a5f4-87faa0e079fa" ], [ "Oscillator", "Plotter Module", "Foundations", - "b4965818-a031-451f-b0fc-d1260988deb6" + "4df88201-7725-40d5-8cad-4021717610af" ] ] } @@ -11424,7 +11432,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "c74079e1-ca2e-42ed-a2b3-4f389cdaa2ac", + "id": "dede2e32-0d23-415c-9d44-cf5559de0abf", "savedPayload": { "position": { "x": 36135.68201208922, @@ -11452,7 +11460,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "b78e6646-dcc4-41ad-9ea8-11a61c570d8b", + "id": "832528c3-6f83-4b79-9411-d5dcee35a551", "savedPayload": { "position": { "x": 35818.46121799664, @@ -11491,7 +11499,7 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "b3894176-a9ea-4ad9-bdd1-9178e4ef691a", + "id": "0d2c295f-9275-430c-ac9b-6f6ce47878ba", "savedPayload": { "position": { "x": 35621.71513806711, @@ -11514,7 +11522,7 @@ } } }, - "id": "ffa9b1f3-74c7-4397-8cd6-7041e005ee4d", + "id": "7754d5b4-765e-45f7-8eef-764a0d5fa68a", "savedPayload": { "position": { "x": 35950.498212534265, @@ -11547,7 +11555,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "3c84903b-ddb0-49dd-8093-b55c21ac74a5", + "id": "a212a02e-1120-4aa0-a368-bcc66d0d9bbd", "savedPayload": { "position": { "x": 35349.24980851016, @@ -11570,7 +11578,7 @@ } } }, - "id": "64772925-af10-4304-8327-8b1e551cb97d", + "id": "9d60b54a-e91c-4370-abc1-18bda60902a1", "savedPayload": { "position": { "x": 35841.51208071149, @@ -11603,7 +11611,7 @@ "name": "New Record Formula", "code": "variable.vama", "project": "Foundations", - "id": "bc1b08e6-6e28-48e7-91ec-9caed5d037b4", + "id": "b805d87d-dd2e-4131-856e-f6faf46cfbc5", "savedPayload": { "position": { "x": 35390.163573289305, @@ -11626,7 +11634,7 @@ } } }, - "id": "ac7d3ccf-3c23-4691-8297-7d6c8be3442a", + "id": "bcbc55f7-a6c1-4e73-b609-1b008a064b46", "savedPayload": { "position": { "x": 35857.877586623144, @@ -11659,7 +11667,7 @@ "name": "New Record Formula", "code": "variable.trend", "project": "Foundations", - "id": "3cc5a012-d9d3-47ab-aee8-aee1485022f2", + "id": "ab07ef4e-af6e-4555-8ad2-a61b9b5d3257", "savedPayload": { "position": { "x": 35728.82876486662, @@ -11682,7 +11690,7 @@ } } }, - "id": "28f3f7f3-1ed8-4ef6-b292-1167c642fd8f", + "id": "193d03df-d811-489a-a691-6067ad2e3c60", "savedPayload": { "position": { "x": 35993.34366325407, @@ -11706,7 +11714,7 @@ } } ], - "id": "4c2d78af-c3c9-44cf-9122-d4a6f73b53c7", + "id": "3df114bc-fcf9-4dea-895e-e734c0180249", "savedPayload": { "position": { "x": 36169.6869288457, @@ -11742,7 +11750,7 @@ "name": "New Procedure Javascript Code", "code": "\tlet candle = record.current\n\tlet L = 144\n\tlet S = 3\n\n\t//reinit of the sums for average and standard deviation\n\tvariable.sqL = 0\n\tvariable.sqS = 0\n\tvariable.sumL = 0\n\tvariable.sumS = 0\n\n\t//Fetch candles on L and S periods\n\tvariable.lastCandleL.push(candle.close)\n\tif(variable.lastCandleL.length > L){\n\t\tvariable.lastCandleL.splice(0,1)\n\t}\n\n\tvariable.lastCandleS.push(candle.close)\n\tif(variable.lastCandleS.length > S){\n\t\tvariable.lastCandleS.splice(0,1)\n\t}\n\n\t//moving average for L and S periods\n\tif(variable.lastCandleL.length === L){\n\tfor(var i = 0; i < L; i++){\n\t\tvariable.sumL += variable.lastCandleL[i]\n\t}\n\tvariable.avgL = variable.sumL / L\n\t}\n\telse {\n\t\tvariable.avgL = candle.close\n\t}\n\n\tif(variable.lastCandleS.length === S){\n\tfor(var i = 0; i < S; i++){\n\t\tvariable.sumS += variable.lastCandleS[i]\n\t}\n\tvariable.avgS = variable.sumS / S \n\t}else{\n\t\tvariable.avgS = candle.close\n\t}\n\n\t//Standard deviation for L and S\n\tif(variable.lastCandleL.length === L){\n\tfor(var i = 0 ; i < L ; i++){\n\t\tvariable.sqL += Math.pow(variable.lastCandleL[i] - variable.avgL, 2)\n\t}\n\tvariable.sigL = Math.sqrt(variable.sqL / L)\n\t}else{\n\t\tvariable.sigL = variable.avgL * 0.01\n\t}\n\n\tif(variable.lastCandleS.length === S){\n\tfor(var i = 0 ; i < S ; i++){\n\t\tvariable.sqS += Math.pow(variable.lastCandleS[i] - variable.avgS, 2)\n\t}\n\tvariable.sigS = Math.sqrt(variable.sqS / S)\n\t}else{\n\t\tvariable.sigS = variable.avgS * 0.01\n\t}\n\n\t//alpha calculation\n\tvariable.alpha = variable.sigS / variable.sigL * 0.2\n\tif(variable.alpha === undefined || isNaN(variable.alpha)){\n\t\tvariable.alpha = 1\n\t}\n\n\t//Previous VAMA initialization\n\tif(variable.previousVAMA === undefined){\n\t\t\tvariable.previousVAMA = candle.close\n\t}\n\n\t//VAMA calculation\n\tvariable.vama = variable.alpha * candle.close + (1 - variable.alpha) * variable.previousVAMA\n\tif(variable.vama === undefined || isNaN(variable.vama)){\n\t\tvariable.vama = candle.close\n\t}\n\tvariable.previousVAMA = variable.vama\n\t\n\tif(candle.close > variable.vama){\n\t\tvariable.trend = 1\n\t}else{\n\t\tvariable.trend = -1\n\t}", "project": "Foundations", - "id": "2dca752f-9984-4a9e-8933-4e13af2bf0ec", + "id": "c232dbcb-c142-4a0a-b281-067ccc285dd4", "savedPayload": { "position": { "x": 36504.74253888411, @@ -11765,7 +11773,7 @@ } } }, - "id": "0c2afa43-919f-4f76-ab6c-788cc0bbde96", + "id": "44f0f1af-7a20-4dc4-a6bf-e72ff01499ac", "savedPayload": { "position": { "x": 36603.068029640504, @@ -11797,7 +11805,7 @@ "name": "New Procedure Javascript Code", "code": "variable.lastCandleL = []\nvariable.lastCandleS = []", "project": "Foundations", - "id": "9e711677-6e98-46f9-9bb1-10bb6bed78ad", + "id": "7f56914f-d763-40ba-be24-2b6c202a02dd", "savedPayload": { "position": { "x": 36642.75024915428, @@ -11820,7 +11828,7 @@ } } }, - "id": "a7d3c445-bc3d-49e9-a4dc-39f363ba5066", + "id": "e3bddd3e-df08-4e19-a7bb-55d5be0240c7", "savedPayload": { "position": { "x": 36676.13093507765, @@ -11843,7 +11851,7 @@ } } }, - "id": "f7f99a4b-b8c7-423d-aa8b-18f89cfec259", + "id": "91d1d720-23cb-498a-a713-1f38cf8d7f42", "savedPayload": { "position": { "x": 36713.68420674145, @@ -11866,15 +11874,15 @@ } } }, - "id": "0999a40f-c5a0-4f01-a51f-603fa54f9cb8", + "id": "fb2a6d84-8a93-4a0d-a5cb-cb71b1e43bf6", "savedPayload": { "position": { - "x": 36393.993328935656, - "y": 19955.32497548991 + "x": 36747.106527959295, + "y": 20333.419750753226 }, "targetPosition": { - "x": 36831.55979311461, - "y": 19850.274561754755 + "x": 37007.508611240206, + "y": 19966.41735972156 }, "floatingObject": { "isPinned": false, @@ -11890,26 +11898,26 @@ "referenceParent": { "type": "Plotter Module", "name": "VAMA", - "id": "18b5d034-1683-46e7-9fb7-93b2c0a5293b" + "id": "235975ef-f8eb-4f3a-9aae-3888dbd565ef" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Volatility", "Plotter", "Foundations", - "8678ac72-473f-4ef6-a9ee-ba3682372238" + "f69d5830-007b-433f-a5f4-87faa0e079fa" ], [ "VAMA", "Plotter Module", "Foundations", - "6b33780c-f1c8-47a5-a12b-fa3e2e5b0a0d" + "18b5d034-1683-46e7-9fb7-93b2c0a5293b" ] ] } @@ -11925,7 +11933,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "d102aeac-3fbe-4931-b5b5-4dad9bf42746", + "id": "8442a6c1-a7d4-41e9-bcce-d9216175cc46", "savedPayload": { "position": { "x": 35827.137817944946, @@ -11953,7 +11961,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "7de1ef93-7d25-4918-ae9f-36a855766a8f", + "id": "0c75f15e-4812-4f03-b174-a67a6341e424", "savedPayload": { "position": { "x": 35771.139331475, @@ -11992,7 +12000,7 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "9ad7830d-2370-4d77-a078-aa2e01444b70", + "id": "9f0f36c8-f5bd-4196-bc3c-8e0076b6b940", "savedPayload": { "position": { "x": 35263.00004522656, @@ -12015,7 +12023,7 @@ } } }, - "id": "47b23c55-222b-43ff-9e11-f62862d9e290", + "id": "c1d32ff2-1cad-443a-84a1-32004a04df80", "savedPayload": { "position": { "x": 35550.10456739604, @@ -12048,7 +12056,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "f4c97c9c-2c32-4f34-abed-1b34f146c581", + "id": "0874823c-f8fc-464e-9c5c-6621333b8979", "savedPayload": { "position": { "x": 34853.44188174278, @@ -12071,7 +12079,7 @@ } } }, - "id": "b931b552-8a3f-4cda-8cd7-56294e2f52dd", + "id": "1934c6e7-2405-43ef-8e7f-c54820bf5597", "savedPayload": { "position": { "x": 35488.877746738886, @@ -12104,7 +12112,7 @@ "name": "New Record Formula", "code": "variable.RVI", "project": "Foundations", - "id": "345c75e4-7564-4eeb-a077-8bf959128704", + "id": "55c9c69c-11d6-41c7-9b2c-8b87b52cf826", "savedPayload": { "position": { "x": 34452.0858887516, @@ -12127,7 +12135,7 @@ } } }, - "id": "04dd90e9-de1c-465f-bd6d-731f48f73f45", + "id": "62e326a3-f22f-455c-9514-8c8eda0dbac9", "savedPayload": { "position": { "x": 35455.42252254164, @@ -12160,7 +12168,7 @@ "name": "New Record Formula", "code": "variable.signal", "project": "Foundations", - "id": "c4a89c29-51d7-49c8-9024-bd6b836485af", + "id": "1225db27-c0ee-4c5f-80b0-ad152b8e55ec", "savedPayload": { "position": { "x": 34441.53220399175, @@ -12183,7 +12191,7 @@ } } }, - "id": "e7d87abe-0580-46ae-ad04-77f37050beb6", + "id": "a9f4d55c-2ce5-469f-b8cb-95ddd57cdb17", "savedPayload": { "position": { "x": 35451.2010486377, @@ -12216,7 +12224,7 @@ "name": "New Record Formula", "code": "variable.Va", "project": "Foundations", - "id": "30122225-46c6-4535-a6ee-e2d249413cae", + "id": "92c68107-8fb5-4908-a6b4-5f9fa1e2c5bb", "savedPayload": { "position": { "x": 34504.524141631366, @@ -12239,7 +12247,7 @@ } } }, - "id": "ef630690-cc3b-4b2f-994a-faa7b6368fc7", + "id": "13533f5b-734e-4ae2-93e6-c0e66cfc3406", "savedPayload": { "position": { "x": 35476.39782369354, @@ -12272,7 +12280,7 @@ "name": "New Record Formula", "code": "variable.Vb", "project": "Foundations", - "id": "507b6640-76f9-4e1d-ae93-6ddbe87971c6", + "id": "56df17ff-793a-412f-b590-9bab1a5ace48", "savedPayload": { "position": { "x": 34638.308651726744, @@ -12295,7 +12303,7 @@ } } }, - "id": "c465906e-e1c6-4fa9-be54-c98f7ba3a49f", + "id": "eae61f42-f5f8-449e-bf29-0d429b35e67b", "savedPayload": { "position": { "x": 35529.91162773169, @@ -12328,7 +12336,7 @@ "name": "New Record Formula", "code": "variable.Vc", "project": "Foundations", - "id": "c9165a62-1b1a-4b8a-bdeb-29d0dc3e38bb", + "id": "097ef46c-6155-4394-9a0f-600ea3d22450", "savedPayload": { "position": { "x": 34837.03870921741, @@ -12351,7 +12359,7 @@ } } }, - "id": "5ef1f8d8-4410-4549-9eea-7f5136dc7ebb", + "id": "60f76308-352e-48e6-ad19-6a04c3a75d65", "savedPayload": { "position": { "x": 35609.40365072796, @@ -12384,7 +12392,7 @@ "name": "New Record Formula", "code": "variable.Vd", "project": "Foundations", - "id": "14d93989-3091-40d3-ae97-602f694d4aaa", + "id": "a74cc721-816d-4af5-8b08-51adc6a0c7cc", "savedPayload": { "position": { "x": 35092.02885697842, @@ -12407,7 +12415,7 @@ } } }, - "id": "8b03db10-07ca-4b35-9883-e865d644d473", + "id": "8f0d3521-7252-4d6e-85fa-6b96e9cde9a7", "savedPayload": { "position": { "x": 35711.39970983236, @@ -12440,7 +12448,7 @@ "name": "New Record Formula", "code": "variable.Ve", "project": "Foundations", - "id": "0e58fc15-205d-44a1-9184-bb3d36f7963a", + "id": "8c7ad370-3df1-43ab-aa8d-2b23c25e651c", "savedPayload": { "position": { "x": 35392.13480197411, @@ -12463,7 +12471,7 @@ } } }, - "id": "ed5a57d0-d0cf-463d-8733-7bec89ddbd79", + "id": "6dfdb49b-297f-47d6-94d6-2e2b8ae1b9e8", "savedPayload": { "position": { "x": 35831.44208783064, @@ -12496,7 +12504,7 @@ "name": "New Record Formula", "code": "variable.Vf", "project": "Foundations", - "id": "336f8a60-a644-4e4d-8121-769c23c227f0", + "id": "bad3ef9e-0305-4df8-bdb7-c268ea3e8bd7", "savedPayload": { "position": { "x": 35724.24047434009, @@ -12519,7 +12527,7 @@ } } }, - "id": "ce547c80-6f05-405d-937c-85765ac45ed5", + "id": "24c01ffe-0e56-4ce0-9512-7176a4861ba8", "savedPayload": { "position": { "x": 35964.28435677703, @@ -12552,7 +12560,7 @@ "name": "New Record Formula", "code": "variable.Vg", "project": "Foundations", - "id": "5c7f1a33-cf92-4612-80d9-21a7dd817ee7", + "id": "359a7f85-0c09-4dab-b013-e6c9b95021df", "savedPayload": { "position": { "x": 36073.83126257413, @@ -12575,7 +12583,7 @@ } } }, - "id": "4f74896a-1ebe-42dd-a65e-29862391be48", + "id": "24be9aea-aa53-423a-a48d-47859270eb42", "savedPayload": { "position": { "x": 36104.12067207065, @@ -12608,7 +12616,7 @@ "name": "New Record Formula", "code": "variable.Vh", "project": "Foundations", - "id": "c3cccd0b-e2a0-4957-8c3f-0ae71c7999e4", + "id": "bbc3b810-fed6-4f7f-a57c-d36587ac909a", "savedPayload": { "position": { "x": 36425.628371707695, @@ -12631,7 +12639,7 @@ } } }, - "id": "46d5e79d-afb1-4b7a-a2fd-fd982ceb3c9b", + "id": "488853b4-4fb5-4aff-94d9-3298264dabbf", "savedPayload": { "position": { "x": 36244.839515724074, @@ -12664,7 +12672,7 @@ "name": "New Record Formula", "code": "variable.Num", "project": "Foundations", - "id": "df0fcf8e-63e3-4726-9b71-9fcd1b5e99fc", + "id": "e7696ea2-4635-4760-9f46-ff1c5880af2e", "savedPayload": { "position": { "x": 36764.25657996181, @@ -12687,7 +12695,7 @@ } } }, - "id": "0388b224-98de-402b-b395-84a5450b5b82", + "id": "58129e22-2bfe-4916-bbc4-b08183a1ff40", "savedPayload": { "position": { "x": 36380.29079902572, @@ -12720,7 +12728,7 @@ "name": "New Record Formula", "code": "variable.Den", "project": "Foundations", - "id": "07562cdc-b2f2-41bc-bf13-95de19ef61cd", + "id": "8ba63e57-439c-4676-a287-c43ae44bf621", "savedPayload": { "position": { "x": 37074.916209717354, @@ -12743,7 +12751,7 @@ } } }, - "id": "76a5678f-dd06-4492-b122-5a088a6e4a6a", + "id": "58c92921-4ca0-459f-8de3-3ef03b0038de", "savedPayload": { "position": { "x": 36504.55465092794, @@ -12767,7 +12775,7 @@ } } ], - "id": "055fa079-9039-4bcf-a7a2-7b10573470bf", + "id": "14645c71-2c1e-46dd-bcf1-87176735ff19", "savedPayload": { "position": { "x": 36124.31361173499, @@ -12803,7 +12811,7 @@ "name": "New Procedure Javascript Code", "code": "let candle = record.current\nlet P = 10 //periods for SMA Num and Den\n\nvariable.lastOpen.push(candle.open)\nif(variable.lastOpen.length > 4){\n variable.lastOpen.splice(0,1)\n}\n\nvariable.lastHigh.push(candle.max)\nif(variable.lastHigh.length > 4){\n variable.lastHigh.splice(0,1)\n}\n\nvariable.lastLow.push(candle.min)\nif(variable.lastLow.length > 4){\n variable.lastLow.splice(0,1)\n}\n\nvariable.Va = candle.close - candle.open\n\nif(variable.lastOpen.length >= 2){\nvariable.Vb = (candle.close - variable.lastOpen[2])*2\n} else {\nvariable.Vb = variable.Va \n}\n\nif(variable.lastOpen.length >= 3){\n variable.Vc = (candle.close - variable.lastOpen[1]) * 2\n}else{\n variable.Vc = variable.Vb\n}\n\nif(variable.lastOpen.length === 4){\n variable.Vd = candle.close - variable.lastOpen[0]\n}else{\n variable.Vd = variable.Vc\n}\n\nvariable.Ve = candle.max - candle.min\n\nif(variable.lastLow.length >= 2){\nvariable.Vf = (candle.max - variable.lastLow[2])*2\n} else {\nvariable.Vf = variable.Ve \n}\nif(variable.lastLow.length >= 3){\n variable.Vg = (candle.max - variable.lastLow[1]) * 2\n}else{\n variable.Vg = variable.Vf\n}\n\nif(variable.lastLow.length === 4){\n variable.Vh = candle.max - variable.lastLow[0]\n}else{\n variable.Vh = variable.Vg\n}\n\nif(variable.Vb === undefined || isNaN(variable.Vb)){\n\tvariable.Vb = variable.Va\n}\nif(variable.Vc === undefined || isNaN(variable.Vc)){\n\tvariable.Vc = variable.Va\n}\nif(variable.Vd === undefined || isNaN(variable.Vd)){\n\tvariable.Vd = variable.Va\n}\nif(variable.Vf === undefined || isNaN(variable.Vf)){\n\tvariable.Vf = variable.Ve\n}\nif(variable.Vg === undefined || isNaN(variable.Vg)){\n\tvariable.Vg = variable.Ve\n}\nif(variable.Vh === undefined || isNaN(variable.Vh)){\n\tvariable.Vh = variable.Ve\n}\n\nvariable.Num = (variable.Va + variable.Vb + variable.Vc + variable.Vd)/6\nvariable.Den = (variable.Ve + variable.Vf + variable.Vg + variable.Vh)/6\n\nvariable.lastN.push(variable.Num)\nvariable.lastD.push(variable.Den)\n\nif(variable.lastN.length > P){\n variable.lastN.splice(0,1)\n variable.lastD.splice(0,1)\n}\n\nvariable.sumN = 0\nvariable.sumD = 0\nfor(var i = 0 ; i < variable.lastN.length ; i++){\n variable.sumN += variable.lastN[i]\n variable.sumD += variable.lastD[i]\n}\n\n//calculate RVI\nvariable.RVI = variable.sumN / variable.sumD\nvariable.pastRVI.push(variable.RVI)\n\n//prepare RVI values for signal line calculation\nif(variable.pastRVI.length > 4){\n variable.pastRVI.splice(0,1)\n}\n//signal calculation\nif(variable.pastRVI.length === 4){\n variable.signal = (variable.pastRVI[3] + 2 * variable.pastRVI[2] + 2 * variable.pastRVI[1]+ variable.pastRVI[0]) / 6\n} else {\n variable.signal = variable.RVI\n}", "project": "Foundations", - "id": "e9516e30-312c-42e0-8b53-e49187e80f9d", + "id": "f12daae1-843f-4884-be32-a45e10e967e3", "savedPayload": { "position": { "x": 36162.11937268545, @@ -12826,7 +12834,7 @@ } } }, - "id": "54d77c09-ed2e-4181-b329-39bb5b0ba143", + "id": "3994112f-d030-4f40-9e1b-92e7b73f8f85", "savedPayload": { "position": { "x": 36316.96208589894, @@ -12858,7 +12866,7 @@ "name": "New Procedure Javascript Code", "code": "variable.lastOpen = []\nvariable.lastHigh = []\nvariable.lastLow = []\nvariable.pastRVI = []\nvariable.lastN = []\nvariable.lastD = []", "project": "Foundations", - "id": "42b2c0a4-cc6c-4641-8feb-25013a7e8a03", + "id": "aa74604e-835e-471e-8025-d817e1e17e2b", "savedPayload": { "position": { "x": 36580.1763034313, @@ -12881,7 +12889,7 @@ } } }, - "id": "2737061d-b84d-4f55-b365-aaa573f171c7", + "id": "c8712a25-505a-44c0-a5bd-28e099ea1df1", "savedPayload": { "position": { "x": 36484.18485819727, @@ -12904,7 +12912,7 @@ } } }, - "id": "f406cc88-36a1-4a6d-a47c-21deb2ba9457", + "id": "b00a16bc-4162-48bf-9275-e86922bb4c62", "savedPayload": { "position": { "x": 36374.88683416114, @@ -12927,15 +12935,15 @@ } } }, - "id": "37b28270-8f49-4bc1-9859-6fa04e0c4f39", + "id": "c475c256-caae-46cb-8587-c2a71bca654d", "savedPayload": { "position": { - "x": 36387.1000398468, - "y": 19779.879052486653 + "x": 36626.482721587476, + "y": 20205.831794153462 }, "targetPosition": { - "x": 36831.55979311461, - "y": 19850.274561754755 + "x": 37007.508611240206, + "y": 19966.41735972156 }, "floatingObject": { "isPinned": false, @@ -12951,26 +12959,26 @@ "referenceParent": { "type": "Plotter Module", "name": "RVI", - "id": "7aa8551d-accb-493f-8792-a3e299f19486" + "id": "0bdf47b7-296e-430e-9275-38b0f8dc6b4e" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Volatility", "Plotter", "Foundations", - "8678ac72-473f-4ef6-a9ee-ba3682372238" + "f69d5830-007b-433f-a5f4-87faa0e079fa" ], [ "RVI", "Plotter Module", "Foundations", - "a733dcbb-ca03-4a65-977a-b138e5332cf0" + "7aa8551d-accb-493f-8792-a3e299f19486" ] ] } @@ -12986,7 +12994,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "ebdd76f0-00c7-4955-8a49-555350e77bfb", + "id": "a23fca9b-0eb3-4d70-a7fe-8b7875c136f8", "savedPayload": { "position": { "x": 35824.25303471016, @@ -13014,7 +13022,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "8afa09dd-0f3c-4ca1-8149-6258c51c9228", + "id": "3b13b976-acf1-487a-830d-549c5940fd27", "savedPayload": { "position": { "x": 35791.52202288684, @@ -13053,7 +13061,7 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "1d0c987e-b011-442a-b659-05d769480b58", + "id": "f64e0746-826a-492b-b838-80ca0fca35c6", "savedPayload": { "position": { "x": 34724.81300283004, @@ -13076,7 +13084,7 @@ } } }, - "id": "ffd780b7-30da-44ed-b3c4-27d526dbbd6b", + "id": "67246351-f6af-4e78-8713-4a290c0a6e0b", "savedPayload": { "position": { "x": 35695.61798438408, @@ -13109,7 +13117,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "767ec3fe-1821-416c-9fe2-880fe90cce38", + "id": "91e30cad-0fd2-42b3-844d-1202ce36406b", "savedPayload": { "position": { "x": 35181.2229589369, @@ -13132,7 +13140,7 @@ } } }, - "id": "171320be-db3e-4a3e-9eed-13e0ddc3c9bb", + "id": "4d5c6b25-2ed8-4bb6-95f2-cc626bd3e7e4", "savedPayload": { "position": { "x": 35878.18196682683, @@ -13165,7 +13173,7 @@ "name": "New Record Formula", "code": "variable.vama", "project": "Foundations", - "id": "38822ecc-3800-4b42-84dc-f24232f55d52", + "id": "d7fc7aff-e8bc-44f7-92fe-2cfb3bd50d3b", "savedPayload": { "position": { "x": 35948.882253913274, @@ -13188,7 +13196,7 @@ } } }, - "id": "9705a12d-b0d7-4144-b7a1-e30a7f9e704c", + "id": "32c42db2-96df-491e-bba8-a54ae163999f", "savedPayload": { "position": { "x": 36185.245684817375, @@ -13221,7 +13229,7 @@ "name": "New Record Formula", "code": "variable.Up", "project": "Foundations", - "id": "fc722e20-0a2a-4f43-9af1-d8413b1feb2e", + "id": "e5b1d3f1-2bba-4ccb-9458-f9f89b0cb5d8", "savedPayload": { "position": { "x": 36822.09719960798, @@ -13244,7 +13252,7 @@ } } }, - "id": "eec33293-b816-468e-bb3c-78a56563492a", + "id": "4ff84c64-e368-4bb2-84b3-5ddfa502c40e", "savedPayload": { "position": { "x": 36534.53166309526, @@ -13277,7 +13285,7 @@ "name": "New Record Formula", "code": "variable.Low", "project": "Foundations", - "id": "376112ab-2c94-406b-8302-dc786b2dea68", + "id": "b4d642a1-3d18-47c8-b9c6-db392b2fe619", "savedPayload": { "position": { "x": 37566.89055650335, @@ -13300,7 +13308,7 @@ } } }, - "id": "f2e0d9ce-0cd5-4dde-8707-abf666f34077", + "id": "3d8a8f2c-1add-472a-9576-f8b696032590", "savedPayload": { "position": { "x": 36832.44900585341, @@ -13324,7 +13332,7 @@ } } ], - "id": "6a704509-4cf0-44e2-84af-8b80e85c72f6", + "id": "d2855086-aba0-490c-b082-c550225b4294", "savedPayload": { "position": { "x": 36155.62009740669, @@ -13360,7 +13368,7 @@ "name": "New Procedure Javascript Code", "code": "\tlet candle = record.current\n\tlet L = 144\n\tlet S = 3\n\tlet C = 30\n\n\t//reinit of the sums for average and standard deviation\n\tvariable.sqL = 0\n\tvariable.sqS = 0\n\tvariable.sqC = 0\n\tvariable.sumL = 0\n\tvariable.sumS = 0\n\tvariable.sumC = 0\n\n\t//Fetch candles on L and S + C periods\n\tvariable.lastCandleL.push(candle.close)\n\tif(variable.lastCandleL.length > L){\n\t\tvariable.lastCandleL.splice(0,1)\n\t}\n\n\tvariable.lastCandleS.push(candle.close)\n\tif(variable.lastCandleS.length > S){\n\t\tvariable.lastCandleS.splice(0,1)\n\t}\n\t\n\tvariable.lastCandleC.push(candle.close)\n\tif(variable.lastCandleC.length > C){\n\t\tvariable.lastCandleC.splice(0,1)\n\t}\n\n\n\t//moving average for L and S + C periods\n\tif(variable.lastCandleL.length === L){\n\tfor(var i = 0; i < L; i++){\n\t\tvariable.sumL += variable.lastCandleL[i]\n\t}\n\tvariable.avgL = variable.sumL / L\n\t}\n\telse {\n\t\tvariable.avgL = candle.close\n\t}\n\n\tif(variable.lastCandleS.length === S){\n\tfor(var i = 0; i < S; i++){\n\t\tvariable.sumS += variable.lastCandleS[i]\n\t}\n\tvariable.avgS = variable.sumS / S \n\t}else{\n\t\tvariable.avgS = candle.close\n\t}\n\n\tif(variable.lastCandleC.length === C){\n\tfor(var i = 0; i < C; i++){\n\t\tvariable.sumC += variable.lastCandleC[i]\n\t}\n\tvariable.avgC = variable.sumC / C\n\t}\n\telse {\n\t\tvariable.avgC = candle.close\n\t}\n\n\t//Standard deviation for L and S + C\n\tif(variable.lastCandleL.length === L){\n\tfor(var i = 0 ; i < L ; i++){\n\t\tvariable.sqL += Math.pow(variable.lastCandleL[i] - variable.avgL, 2)\n\t}\n\tvariable.sigL = Math.sqrt(variable.sqL / L)\n\t}else{\n\t\tvariable.sigL = variable.avgL * 0.01\n\t}\n\n\tif(variable.lastCandleS.length === S){\n\tfor(var i = 0 ; i < S ; i++){\n\t\tvariable.sqS += Math.pow(variable.lastCandleS[i] - variable.avgS, 2)\n\t}\n\tvariable.sigS = Math.sqrt(variable.sqS / S)\n\t}else{\n\t\tvariable.sigS = variable.avgS * 0.01\n\t}\n\t\n\tif(variable.lastCandleC.length === C){\n\tfor(var i = 0 ; i < C ; i++){\n\t\tvariable.sqC += Math.pow(variable.lastCandleC[i] - variable.avgC, 2)\n\t}\n\tvariable.sigC = Math.sqrt(variable.sqC / C)\n\t}else{\n\t\tvariable.sigC = variable.avgC * 0.01\n\t}\n\t\n\t//alpha calculation\n\tvariable.alpha = variable.sigS / variable.sigL * 0.2\n\tif(variable.alpha === undefined || isNaN(variable.alpha)){\n\t\tvariable.alpha = 1\n\t}\n\n\t//Previous VAMA initialization\n\tif(variable.previousVAMA === undefined){\n\t\t\tvariable.previousVAMA = candle.close\n\t}\n\n\t//VAMA calculation\n\tvariable.vama = variable.alpha * candle.close + (1 - variable.alpha) * variable.previousVAMA\n\tif(variable.vama === undefined || isNaN(variable.vama)){\n\t\tvariable.vama = candle.close\n\t}\n\tvariable.previousVAMA = variable.vama\n\t\n\tif(candle.close > variable.vama){\n\t\tvariable.trend = 1\n\t}else{\n\t\tvariable.trend = -1\n\t}\n\t//Volatility bands calculation\n\tvariable.Up = 3 * variable.sigC + variable.vama\n\tvariable.Low = variable.vama - 3 * variable.sigC", "project": "Foundations", - "id": "a436a48b-2248-4082-9c99-b4339cc8b299", + "id": "1d073337-d4af-4947-8b52-0fb4366ec3a9", "savedPayload": { "position": { "x": 35902.7995128454, @@ -13383,7 +13391,7 @@ } } }, - "id": "8738d0ae-ed26-4f91-a5c5-84815a7575d1", + "id": "e165e23e-9f60-458e-8ed5-65b908277023", "savedPayload": { "position": { "x": 36157.68231946157, @@ -13415,7 +13423,7 @@ "name": "New Procedure Javascript Code", "code": "variable.lastCandleL = []\nvariable.lastCandleS = []\nvariable.lastCandleC = []\n", "project": "Foundations", - "id": "aa4d367e-e593-4434-a084-13ef94eaecce", + "id": "871f709d-a3a6-4091-889c-225e430738e2", "savedPayload": { "position": { "x": 36800.025113205214, @@ -13438,7 +13446,7 @@ } } }, - "id": "5ef3ce28-501b-4f32-ab6a-ab0cda28c3af", + "id": "3b542f56-27ae-4073-bfaa-57801ba0016f", "savedPayload": { "position": { "x": 36606.29511964148, @@ -13461,7 +13469,7 @@ } } }, - "id": "1a924516-ed5f-451c-917f-155c2178f4d1", + "id": "d98013af-57e4-4462-a396-bc3339aea218", "savedPayload": { "position": { "x": 36412.565126077745, @@ -13484,15 +13492,15 @@ } } }, - "id": "c96c7d72-13ea-4949-a438-ab18543bbd47", + "id": "dc57f065-ecb1-47b7-a5cd-89766683c2b5", "savedPayload": { "position": { - "x": 36447.87171915527, - "y": 19615.150207632578 + "x": 36563.866652907, + "y": 20041.79516020869 }, "targetPosition": { - "x": 36831.55979311461, - "y": 19850.274561754755 + "x": 37007.508611240206, + "y": 19966.41735972156 }, "floatingObject": { "isPinned": false, @@ -13508,36 +13516,36 @@ "referenceParent": { "type": "Plotter Module", "name": "Volatility Bands", - "id": "b92f2766-7dc0-4d3c-8f63-0c4069076c55" + "id": "bf24e837-6b36-4930-a1ef-a984aaf3c02d" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Volatility", "Plotter", "Foundations", - "8678ac72-473f-4ef6-a9ee-ba3682372238" + "f69d5830-007b-433f-a5f4-87faa0e079fa" ], [ "Volatility Bands", "Plotter Module", "Foundations", - "52815612-8a67-4e3f-a166-66f2de0a9691" + "b92f2766-7dc0-4d3c-8f63-0c4069076c55" ] ] } } ], - "id": "ecd9db2b-cc5b-4553-b8f8-fdf44840316f", + "id": "6681b7c4-bda7-43c5-8ac2-59d4298e9e12", "savedPayload": { "position": { - "x": 36924.2648914271, - "y": 19933.746607202345 + "x": 37007.508611240206, + "y": 19966.41735972156 }, "targetPosition": { "x": 37074.2648914271, @@ -13576,7 +13584,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Ehlers Signal to Noise", "project": "Foundations", - "id": "16615bae-a2b5-4ad8-8ee7-602496ba8a89", + "id": "c95c3248-7952-4bfc-9b7f-85e96c570d2f", "savedPayload": { "position": { "x": 36798.78264571866, @@ -13600,39 +13608,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "dbf0edeb-4bec-48d5-b134-83af317cc9a5" + "id": "56f5c33e-f083-4e04-bfd8-1bf114f8dae3" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Ehlers signal-to-noise", "Indicator Bot", "Data-Mining", - "532b64de-98aa-4cd2-8e47-0bad8282590f" + "2f6d9340-bd62-4328-b2e7-3592c0718db4" ], [ "Ehlers Signal to Noise", "Product Definition", "Foundations", - "68eff8f1-cfa3-4651-b6b6-a801abd6392f" + "5364cdfb-ea3f-4467-864f-e91f6d6ae56d" ], [ "Multi-Time-Frame-Market", "Dataset Definition", "Foundations", - "63999493-a161-483a-be7d-168cf799ff35" + "dbf0edeb-4bec-48d5-b134-83af317cc9a5" ] ] } } ], "outputDatasetFolders": [], - "id": "1fd0c786-84fe-4fd9-bcdb-3c147355d06f", + "id": "b5f39ce4-2701-482e-b257-863d29e5011e", "savedPayload": { "position": { "x": 36720.7124745227, @@ -13665,7 +13673,7 @@ "name": "Ehlers signal-to-noise Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "2dbc7e78-e000-4ac9-baf6-5a9c4c1faad7", + "id": "5d2c989e-f2f6-426f-8af6-d47b9a269ee0", "savedPayload": { "position": { "x": 36896.61435622804, @@ -13689,32 +13697,32 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "95f927f1-61c4-431e-8bec-7235ecd65646" + "id": "bf2c5474-488c-41c4-a772-944a32d66b85" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Ehlers signal-to-noise", "Indicator Bot", "Data-Mining", - "532b64de-98aa-4cd2-8e47-0bad8282590f" + "2f6d9340-bd62-4328-b2e7-3592c0718db4" ], [ "Multi-Time-Frame-Market", "Process Definition", "Foundations", - "da416042-a8c8-417c-ba88-ef402293ecf3" + "d261ace8-69f2-440f-b1e6-b43e951e6d3a" ], [ "Fisher MFI", "Status Report", "Foundations", - "604fa76b-681d-460b-b532-59d2d7b76ede" + "95f927f1-61c4-431e-8bec-7235ecd65646" ] ] } @@ -13724,7 +13732,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "51b14dc3-93da-42c5-8ba0-41db00d4b002", + "id": "e6db1371-06a4-487a-b611-4489dbcd71fc", "savedPayload": { "position": { "x": 36749.250342924446, @@ -13784,7 +13792,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "cbcd6d63-b90f-43dd-a516-69db0ccb20c4", + "id": "1587dc83-c5b2-48ea-9929-a9f2af97a7d5", "savedPayload": { "position": { "x": 36563.89265545111, @@ -13842,7 +13850,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "acd5a5d3-eabb-43a4-9749-1bef0df3cc5c", + "id": "0381a787-e9ce-4c3e-9df7-e9c714877a0d", "savedPayload": { "position": { "x": 36411.34163034677, @@ -13898,7 +13906,7 @@ } ], "dataMineDataDependencies": [], - "id": "457494b9-d56c-4455-a5ff-6377c5159e26", + "id": "ccc43971-6e80-41bc-9a3f-98c65cd428b7", "savedPayload": { "position": { "x": 36649.78161259057, @@ -13925,7 +13933,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "95f927f1-61c4-431e-8bec-7235ecd65646", + "id": "bf2c5474-488c-41c4-a772-944a32d66b85", "savedPayload": { "position": { "x": 36498.86760731072, @@ -13952,7 +13960,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "aa2f4c10-5d0a-417a-b499-117c57913484", + "id": "b4ee22cf-e1ad-46a4-bf31-f2720297e641", "savedPayload": { "position": { "x": 36386.47791572039, @@ -14010,7 +14018,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "f9e34acf-4796-4a56-bdec-4c3cadac3cfc", + "id": "b58166a6-355d-47b8-99f5-50d13dd8520e", "savedPayload": { "position": { "x": 36342.727264918794, @@ -14033,15 +14041,15 @@ } } }, - "id": "d261ace8-69f2-440f-b1e6-b43e951e6d3a", + "id": "f9165a0e-30d4-42c6-a901-4f53a600d9c7", "savedPayload": { "position": { - "x": 36736.81155676101, - "y": 20113.716733953734 + "x": 36920.80729370047, + "y": 20206.602093775393 }, "targetPosition": { - "x": 36814.457270291765, - "y": 19823.938986067013 + "x": 36887.217950869475, + "y": 19908.48843080742 }, "floatingObject": { "isPinned": false, @@ -14070,7 +14078,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Ehlers Signal to Noise", "project": "Foundations", - "id": "f9a5e984-9380-472e-9a34-582a67968e6d", + "id": "dcdd0d55-9242-4aed-a50f-4c936735bcb9", "savedPayload": { "position": { "x": 37113.7648914271, @@ -14094,39 +14102,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "53fd896e-f6e4-43d7-bc46-70ce4b530e10" + "id": "82d76ff3-f93c-493b-ae3b-0b191b1f2371" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Ehlers signal-to-noise", "Indicator Bot", "Data-Mining", - "532b64de-98aa-4cd2-8e47-0bad8282590f" + "2f6d9340-bd62-4328-b2e7-3592c0718db4" ], [ "Ehlers Signal to Noise", "Product Definition", "Foundations", - "68eff8f1-cfa3-4651-b6b6-a801abd6392f" + "5364cdfb-ea3f-4467-864f-e91f6d6ae56d" ], [ "Multi-Time-Frame-Daily", "Dataset Definition", "Foundations", - "aa0f4b33-b85b-4897-8beb-79ffa5f64bad" + "53fd896e-f6e4-43d7-bc46-70ce4b530e10" ] ] } } ], "outputDatasetFolders": [], - "id": "e8d46e19-a643-4a1d-b0ef-9066a9d1ecfa", + "id": "4989f835-032d-4e3b-8067-3408129add7f", "savedPayload": { "position": { "x": 36294.8420280211, @@ -14159,7 +14167,7 @@ "name": "Ehlers signal-to-noise Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "b0e199b4-29d9-48dd-818e-015c706e9e31", + "id": "23873d6b-24cc-4be9-b111-bbe52bde5fe1", "savedPayload": { "position": { "x": 37933.38013369776, @@ -14183,32 +14191,32 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "6f987569-6e76-471a-a0f5-4e1b7730a1c1" + "id": "caa3cd6b-8724-4112-b3c2-7ad6a3b7ac23" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", - "cfe6d5c0-d11a-421a-a3f1-51e8078e82c6" + "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Ehlers signal-to-noise", "Indicator Bot", "Data-Mining", - "532b64de-98aa-4cd2-8e47-0bad8282590f" + "2f6d9340-bd62-4328-b2e7-3592c0718db4" ], [ "Multi-Time-Frame-Daily", "Process Definition", "Foundations", - "ff885f3c-36b2-47ac-9058-c5559e6e45ba" + "ed50d200-f51a-40ce-a0f9-b5ed53a04dc1" ], [ "Fisher MFI", "Status Report", "Foundations", - "8377a653-4a2a-4c6e-96e1-cc78dd867e9a" + "6f987569-6e76-471a-a0f5-4e1b7730a1c1" ] ] } @@ -14218,7 +14226,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "bd26d7ce-5925-4d6b-9ed3-f9f54485305f", + "id": "b257313f-d451-4102-b32e-5dc11492dc0f", "savedPayload": { "position": { "x": 38057.64420240969, @@ -14277,7 +14285,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "92e2dc60-dfe4-4ab8-a259-5c03719aa709", + "id": "4c478f2d-554d-4e60-a5dc-ba41ac5ed9b5", "savedPayload": { "position": { "x": 38152.99537596843, @@ -14337,7 +14345,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "c4012e41-a2d6-4554-9f13-890861b77d16", + "id": "43731e5f-6312-4777-b86f-35b6796c6e56", "savedPayload": { "position": { "x": 38212.935629471205, @@ -14395,7 +14403,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "86175bde-613d-4838-8380-eddde5821cb6", + "id": "27ebba3f-9e96-4c00-8b31-7690c9290943", "savedPayload": { "position": { "x": 38233.38013369776, @@ -14451,7 +14459,7 @@ } ], "dataMineDataDependencies": [], - "id": "21953cf1-f3d3-4220-90df-ca1fdfbe5bfd", + "id": "5452face-c4d8-4a23-bf32-c4ffdaaa9f78", "savedPayload": { "position": { "x": 35994.8420280211, @@ -14478,7 +14486,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "6f987569-6e76-471a-a0f5-4e1b7730a1c1", + "id": "caa3cd6b-8724-4112-b3c2-7ad6a3b7ac23", "savedPayload": { "position": { "x": 36035.03440688577, @@ -14505,7 +14513,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "507020fe-efe2-497a-a364-004f72806a21", + "id": "eefe91a1-ac8e-48dc-8099-bf04327241df", "savedPayload": { "position": { "x": 35994.8420280211, @@ -14563,7 +14571,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "4c921285-108f-46ee-914b-7221cd0aab37", + "id": "f3d825b4-72c9-4a23-8d53-e5b959af134a", "savedPayload": { "position": { "x": 36035.03440688577, @@ -14586,15 +14594,15 @@ } } }, - "id": "ed50d200-f51a-40ce-a0f9-b5ed53a04dc1", + "id": "52ec8bef-6dd3-4950-8909-15a1681bbaf8", "savedPayload": { "position": { - "x": 36294.8420280211, - "y": 20123.938986067013 + "x": 36513.12406975424, + "y": 20377.58732028824 }, "targetPosition": { - "x": 36814.457270291765, - "y": 19823.938986067013 + "x": 36887.217950869475, + "y": 19908.48843080742 }, "floatingObject": { "isPinned": false, @@ -14622,7 +14630,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "dbf0edeb-4bec-48d5-b134-83af317cc9a5", + "id": "56f5c33e-f083-4e04-bfd8-1bf114f8dae3", "savedPayload": { "position": { "x": 36552.996502129856, @@ -14650,7 +14658,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "53fd896e-f6e4-43d7-bc46-70ce4b530e10", + "id": "82d76ff3-f93c-493b-ae3b-0b191b1f2371", "savedPayload": { "position": { "x": 36519.77396613522, @@ -14689,7 +14697,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "16da904a-51d2-458a-a9a4-c062356f1b13", + "id": "2e9d5ef7-e7c0-4a86-b49b-3c5dc4e16a09", "savedPayload": { "position": { "x": 35659.21559491769, @@ -14712,7 +14720,7 @@ } } }, - "id": "fb0fb267-8b4e-48bc-9258-e27deae3843a", + "id": "cb06a447-c71f-4838-952e-e4ce04a7aa0f", "savedPayload": { "position": { "x": 35748.31624733652, @@ -14745,7 +14753,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "89ecd106-22ff-4d61-95a5-55cc85488d74", + "id": "f1ebdf6f-1d25-4199-bed8-3b930d8917dc", "savedPayload": { "position": { "x": 35632.30984227613, @@ -14768,7 +14776,7 @@ } } }, - "id": "984b4809-98da-4aca-8ccb-a688807fb07b", + "id": "7a8462ab-d37d-47cb-ad9b-df85ed4ce6b0", "savedPayload": { "position": { "x": 35732.17279575159, @@ -14801,7 +14809,7 @@ "name": "New Record Formula", "code": "variable.snr", "project": "Foundations", - "id": "413b7261-f826-411a-8ba8-96c9a8e92fb9", + "id": "7e945cd4-a338-4673-8d71-148f6671b5ad", "savedPayload": { "position": { "x": 35672.29958397842, @@ -14824,7 +14832,7 @@ } } }, - "id": "fdd24a51-2ef6-4dda-ac42-22f4ef8b458e", + "id": "0d408c2b-4e14-4a8d-b485-46d56fb938ff", "savedPayload": { "position": { "x": 35756.166640772964, @@ -14857,7 +14865,7 @@ "name": "New Record Formula", "code": "variable.smooth", "project": "Foundations", - "id": "8a4120d0-645f-48a4-89c3-9aa52d698ffc", + "id": "b5477fb2-e673-4a8c-b972-528aaae822ff", "savedPayload": { "position": { "x": 35768.469601029894, @@ -14880,7 +14888,7 @@ } } }, - "id": "9edbacca-e75e-4ef4-acc2-9bf65870cfdf", + "id": "1c68cf86-3f55-4c93-8643-2aff30bd4d37", "savedPayload": { "position": { "x": 35813.868651003846, @@ -14913,7 +14921,7 @@ "name": "New Record Formula", "code": "variable.recHL2", "project": "Foundations", - "id": "b48a871d-d99e-4377-a702-a25df4a4f519", + "id": "312c3e1d-9e90-44c9-a91a-a2566b4fcb10", "savedPayload": { "position": { "x": 35895.051215025516, @@ -14936,7 +14944,7 @@ } } }, - "id": "6de9f881-8761-41cc-94ef-7e4a1e1dd936", + "id": "88354456-9764-450c-81a7-ec3c394ce67f", "savedPayload": { "position": { "x": 35889.81761940122, @@ -14960,7 +14968,7 @@ } } ], - "id": "860cd5f1-f824-425d-ae02-5af83bc38e47", + "id": "662de8ee-4cd8-49b8-9315-0ab474ced396", "savedPayload": { "position": { "x": 35881.96722596478, @@ -14996,7 +15004,7 @@ "name": "New Procedure Javascript Code", "code": "let candle = record.current\nlet len = 4 //length of the HL2 Array\nlet P = 7 //period for super smoother filter and detrender\nlet Pi = Math.PI\nlet m = len -1\n\nif(variable.lastPeriod === undefined || isNaN(variable.lastPeriod)){\n\tvariable.lastPeriod = 0\n}\n\nvariable.recHL2 = (candle.max + candle.min)/2\nvariable.HL2.push((candle.max + candle.min)/2)\nif(variable.HL2.length > len){\n\tvariable.HL2.splice(0,1)\n}\n\nif(variable.HL2.length === len){\n\tvariable.smooth = (4 * variable.HL2[m] + 3 * variable.HL2[len - 2] + 2 * variable.HL2[len - 3] + variable.HL2[len - 4]) / 10\n}else{\n\tvariable.smooth = 0\n}\n\nvariable.sSmooth.push(variable.smooth)\nif(variable.sSmooth.length > P){\n\tvariable.detrender = ((0.0962 * variable.sSmooth[P - 1]) + (0.5769 * variable.sSmooth[P - 3])) - (0.5769 * variable.sSmooth[P - 5]) - (0.0962 * variable.sSmooth[P - 7]) * ((0.075 * variable.lastPeriod) + 0.54)\n}else{\n\tvariable.detrender = variable.smooth\n}\n\nvariable.lastDetrend.push(variable.detrender)\nif(variable.lastDetrend.length > P){\n\tvariable.lastDetrend.splice(0,1)\n}\n\nif(variable.lastDetrend.length === P){\n\tvariable.qA = ((0.0962 * variable.lastDetrend[P - 1]) + (0.5769 * variable.lastDetrend[P - 3])) - (0.5769 * variable.lastDetrend[P - 5]) - (0.0962 * variable.lastDetrend[P - 7]) * (((0.075 * variable.lastPeriod)) + 0.54)\n}else{\n\tvariable.qA = variable.detrender\n}\n\nvariable.lastQA.push(variable.qA)\nif(variable.lastQA.length > P){\n\tvariable.lastQA.splice(0,1)\n}\n\nif(variable.lastDetrend.length >= 6){\n\tvariable.iA = variable.lastDetrend[P - 2]\n}else{\n\tvariable.iA = 0\n}\n\nvariable.lastIA.push(variable.iA)\nif(variable.lastIA.length > P){\n\tvariable.lastIA.splice(0,1)\n}\n\nif(variable.lastIA.length === P){\n\tvariable.jI = ((0.0962 * variable.lastIA[P - 1]) + (0.5769 * variable.lastIA[P-3])) - (0.5769 * variable.lastIA[P-5]) - (0.0962 * variable.lastIA[P-7]) * (((0.075 * variable.lastPeriod)) + 0.54)\n}else{\n\tvariable.jI = 0\n}\nif(variable.lastQA.length === P){\n\tvariable.jQ = ((0.0962 * variable.lastQA[P - 1]) + (0.5769 * variable.lastQA[P-3])) - (0.5769 * variable.lastQA[P-5]) - (0.0962 * variable.lastQA[P-7]) * (((0.075 * variable.lastPeriod)) + 0.54)\n}else{\n\tvariable.jQ = 0\n}\n\nif (variable.lastIB === undefined || isNaN(variable.lastIB)){\n\tvariable.lastIB = 0\n}\nvariable.IB = variable.iA - variable.jQ\nvariable.IB = (0.2 * variable.IB) + (0.8 * variable.lastIB)\n\nif(variable.lastQB === undefined || isNaN(variable.lastQB)){\n\tvariable.lastQB = 0\n}\nvariable.qB = variable.qA + variable.jI\nvariable.qB = (0.2 * variable.qB) + (0.8 * variable.lastQB)\n\nif(variable.lastRE === undefined || isNaN(variable.lastRE)){\n\tvariable.lastRE = 0\n}\nvariable.RE = (variable.IB * variable.lastIB) + (variable.qB *variable.lastQB)\nvariable.RE = (0.2 * variable.RE) + (0.8 * variable.lastRE)\nif(variable.lastIM === undefined || isNaN(variable.lastIM)){\n\tvariable.lastIM = 0\n}\nvariable.IM = (variable.IB * variable.lastQB) - (variable.qB * variable.lastIB)\nvariable.IM = (0.2 * variable.IM) + (0.8 * variable.lastIM)\n\nif(variable.IM != 0 && variable.RE != 0){\n\tvariable.Period = 2 * Pi / Math.atan(variable.IM / variable.RE)\n}else{\n\tvariable.Period = 0\n}\nvariable.Period = Math.min(Math.max(variable.Period, 0.67 * variable.lastPeriod), 1.5 * variable.lastPeriod)\nvariable.Period = Math.min(Math.max(variable.Period, 6), 50)\nvariable.Period = (0.2 * variable.Period) + (0.8 * variable.lastPeriod)\n\nif(variable.lastSmoothPeriod === undefined || isNaN(variable.lastSmoothPeriod)){\n\tvariable.lastSmoothPeriod = 0\n}\nvariable.smoothPeriod = (0.33 * variable.Period) + (0.67 * variable.lastSmoothPeriod)\n\nif(variable.sSmooth.length >= 5){\n\tvariable.qC = 0.5 * (variable.smooth - variable.sSmooth[P - 3]) * ((0.1759 * variable.smoothPeriod) + 0.4607)\n}else{\n\tvariable.qC = 0\n}\nvariable.lastQC.push(variable.qC)\n\nif(variable.lastQC.length > 25){\n\tvariable.lastQC.splice(0,1)\n}\n\nvariable.i3 = 0\nvariable.sp = Math.ceil(variable.smoothPeriod / 2)\nif(variable.lastQC === 25){\n\tfor(var i = 24 ; i >= 25 - variable.sp ; i--){\n\t\tvariable.i3 += variable.lastQC[i]\n\t}\n}\nvariable.i3 = 1.57 * variable.i3 / variable.sp\n\nvariable.signal = Math.pow(variable.i3, 2) + Math.pow(variable.qC, 2)\nif(variable.lastNoise === undefined || isNaN(variable.lastNoise)){\n\tvariable.lastNoise = 0\n}\nvariable.Noise = (Math.pow(candle.max - candle.min, 2) * 0.1 * 0.25) + (0.9 * variable.lastNoise)\n\n\nif(variable.lastSNR === undefined || isNaN(variable.lastSNR)){\n\tvariable.lastSNR = 0\n}\nif(variable.Noise != 0 && variable.signal != 0){\n\tvariable.snr = (0.33 * (10 * Math.log(variable.signal / variable.Noise) / Math.log(10))) + (0.67 * variable.lastSNR)\n}else{\n\tvariable.snr = 0\n}\n\nvariable.lastIB = variable.IB\nvariable.lastQB = variable.qB\nvariable.lastPeriod = variable.Period\nvariable.lastRE = variable.RE\nvariable.lastIM = variable.IM\nvariable.lastSmoothPeriod = variable.smoothPeriod\nvariable.lastNoise = variable.Noise\nvariable.lastSNR = variable.snr\n", "project": "Foundations", - "id": "2a747893-6158-4681-8685-2d5e1fdc92b1", + "id": "c0ca89c3-624e-463a-a86d-6c4f66a6e2d3", "savedPayload": { "position": { "x": 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record.previous.trig", "project": "Foundations", - "id": "59464c1d-df20-41d8-bced-f8320f6d724c", + "id": "6daf84b9-be85-41ec-98f8-d56ffa0b6f08", "savedPayload": { "position": { "x": 36623.1896949175, @@ -15357,7 +18291,7 @@ } } }, - "id": "7496f023-c79c-4656-af06-5d9d14b59a2e", + "id": "d454292c-635e-4cb7-b0e5-692b72f9f45a", "savedPayload": { "position": { "x": 36562.179198456135, @@ -15389,7 +18323,7 @@ "name": "New Point Formula", "code": "x = record.end\ny = record.trig", "project": "Foundations", - "id": "a693e4ea-10cc-4bb8-96b1-d7e395b30fb0", + "id": "e40c67c5-ccd2-45c1-876f-4eb33876c077", "savedPayload": { "position": { "x": 36278.22525435155, @@ -15412,7 +18346,7 @@ } } }, - "id": "b7c4a76b-6a15-40d7-8d57-4861a5de0725", + "id": "be5b33bc-a7ca-47e5-9b2d-d86748b5ef86", "savedPayload": { "position": { "x": 36389.69697817315, @@ -15436,7 +18370,7 @@ } } ], - "id": "28b4ccbc-e7df-4a92-8e3b-6cc82e306dce", + "id": "0f88f7fd-f668-4bc1-8174-783c78701ad9", "savedPayload": { "position": { 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b/Projects/Foundations/Icons/close-stage-pm-event.png differ diff --git a/Projects/Foundations/Icons/create-order-pm-event.png b/Projects/Foundations/Icons/create-order-pm-event.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Foundations/Icons/create-order-pm-event.png differ diff --git a/Projects/Foundations/Icons/exchange-portfolio-products.png b/Projects/Foundations/Icons/exchange-portfolio-products.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Foundations/Icons/exchange-portfolio-products.png differ diff --git a/Projects/Foundations/Icons/live-portfolio-session.png b/Projects/Foundations/Icons/live-portfolio-session.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Foundations/Icons/live-portfolio-session.png differ diff --git a/Projects/Foundations/Icons/managed-sessions.png b/Projects/Foundations/Icons/managed-sessions.png new file mode 100644 index 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000000000..278950703 Binary files /dev/null and b/Projects/Foundations/Icons/task-reference.png differ diff --git a/Projects/Foundations/Icons/trigger-off-pm-event.png b/Projects/Foundations/Icons/trigger-off-pm-event.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Foundations/Icons/trigger-off-pm-event.png differ diff --git a/Projects/Foundations/Icons/trigger-on-pm-event.png b/Projects/Foundations/Icons/trigger-on-pm-event.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Foundations/Icons/trigger-on-pm-event.png differ diff --git a/Projects/Foundations/Schemas/App-Schema/annualized-rate-of-return.json b/Projects/Foundations/Schemas/App-Schema/annualized-rate-of-return.json index dc3693518..5c3214e34 100644 --- a/Projects/Foundations/Schemas/App-Schema/annualized-rate-of-return.json +++ b/Projects/Foundations/Schemas/App-Schema/annualized-rate-of-return.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Statistics->Episode Base Asset->Episode Quoted Asset->" + "compatibleTypes": "->Trading Episode Statistics->Portfolio Episode Statistics->Position Statistics->Episode Base Asset->Episode Quoted Asset->" }, "propertyNameAtParent": "annualizedRateOfReturn" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/begin-rate.json b/Projects/Foundations/Schemas/App-Schema/begin-rate.json index 96f454470..099c141e8 100644 --- a/Projects/Foundations/Schemas/App-Schema/begin-rate.json +++ b/Projects/Foundations/Schemas/App-Schema/begin-rate.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->Strategy->Position->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->Strategy->Position->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->" }, "propertyNameAtParent": "beginRate" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/begin.json b/Projects/Foundations/Schemas/App-Schema/begin.json index cf5fbc2a8..bbc7e8721 100644 --- a/Projects/Foundations/Schemas/App-Schema/begin.json +++ b/Projects/Foundations/Schemas/App-Schema/begin.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->Strategy->Position->Candle->Cycle->Market Order->Limit Order->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->Stop Loss->Take Profit->Prediction->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->Strategy->Position->Candle->Cycle->Market Order->Limit Order->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->Stop Loss->Take Profit->Prediction->" }, "propertyNameAtParent": "begin" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/bot-products.json b/Projects/Foundations/Schemas/App-Schema/bot-products.json index 579f01023..1f639549a 100644 --- a/Projects/Foundations/Schemas/App-Schema/bot-products.json +++ b/Projects/Foundations/Schemas/App-Schema/bot-products.json @@ -31,7 +31,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Data Mine Products->Trading Mine Products->Learning Mine Products->" + "compatibleTypes": "->Data Mine Products->Trading Mine Products->Portfolio Mine Products->Learning Mine Products->" }, "propertyNameAtParent": "botProducts", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/cancel-order-event.json b/Projects/Foundations/Schemas/App-Schema/cancel-order-event.json index cbc1c7be9..b94b4ad3d 100644 --- a/Projects/Foundations/Schemas/App-Schema/cancel-order-event.json +++ b/Projects/Foundations/Schemas/App-Schema/cancel-order-event.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Cancel Order Portfolio Event", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "cancelOrderPMEvent", + "relatedUiObject": "Cancel Order PM Event", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Add UI Object", "label": "Add Announcement", @@ -40,6 +50,11 @@ "childType": "Situation", "autoAdd": true }, + { + "name": "cancelOrderPMEvent", + "type": "node", + "childType": "Cancel Order PM Event" + }, { "name": "announcements", "type": "array", diff --git a/Projects/Foundations/Schemas/App-Schema/cancel-order-pm-event.json b/Projects/Foundations/Schemas/App-Schema/cancel-order-pm-event.json new file mode 100644 index 000000000..667138691 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/cancel-order-pm-event.json @@ -0,0 +1,29 @@ +{ + "type": "Cancel Order PM Event", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Cancel Order Event->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "cancelOrderPMEvent" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/candle.json b/Projects/Foundations/Schemas/App-Schema/candle.json index c1117956d..10ab9e024 100644 --- a/Projects/Foundations/Schemas/App-Schema/candle.json +++ b/Projects/Foundations/Schemas/App-Schema/candle.json @@ -9,6 +9,14 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -23,7 +31,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->" }, "propertyNameAtParent": "candle", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/close-stage-event.json b/Projects/Foundations/Schemas/App-Schema/close-stage-event.json index 2633feaa6..b43c74d28 100644 --- a/Projects/Foundations/Schemas/App-Schema/close-stage-event.json +++ b/Projects/Foundations/Schemas/App-Schema/close-stage-event.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Close Stage Portfolio Event", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "closeStagePMEvent", + "relatedUiObject": "Close Stage PM Event", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Add UI Object", "label": "Add Announcement", @@ -40,6 +50,11 @@ "childType": "Situation", "autoAdd": true }, + { + "name": "closeStagePMEvent", + "type": "node", + "childType": "Close Stage PM Event" + }, { "name": "announcements", "type": "array", diff --git a/Projects/Foundations/Schemas/App-Schema/close-stage-pm-event.json b/Projects/Foundations/Schemas/App-Schema/close-stage-pm-event.json new file mode 100644 index 000000000..881836fb7 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/close-stage-pm-event.json @@ -0,0 +1,29 @@ +{ + "type": "Close Stage PM Event", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Close Stage Event->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "closeStagePMEvent" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/close-stage.json b/Projects/Foundations/Schemas/App-Schema/close-stage.json index d8ff85567..ced6e4645 100644 --- a/Projects/Foundations/Schemas/App-Schema/close-stage.json +++ b/Projects/Foundations/Schemas/App-Schema/close-stage.json @@ -44,7 +44,7 @@ "addLeftIcons": true, "level": 2, "attachingRules": { - "compatibleTypes": "->Trading Strategy->" + "compatibleTypes": "->Trading Strategy->Portfolio Strategy->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/create-order-event.json b/Projects/Foundations/Schemas/App-Schema/create-order-event.json index 12efdf1ee..12e682b0e 100644 --- a/Projects/Foundations/Schemas/App-Schema/create-order-event.json +++ b/Projects/Foundations/Schemas/App-Schema/create-order-event.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Create Order Portfolio Event", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "createOrderPMEvent", + "relatedUiObject": "Create Order PM Event", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Add UI Object", "label": "Add Announcement", @@ -40,6 +50,11 @@ "childType": "Situation", "autoAdd": true }, + { + "name": "createOrderPMEvent", + "type": "node", + "childType": "Create Order PM Event" + }, { "name": "announcements", "type": "array", diff --git a/Projects/Foundations/Schemas/App-Schema/create-order-pm-event.json b/Projects/Foundations/Schemas/App-Schema/create-order-pm-event.json new file mode 100644 index 000000000..3bddd9388 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/create-order-pm-event.json @@ -0,0 +1,29 @@ +{ + "type": "Create Order PM Event", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Create Order Event->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "createOrderPMEvent" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/data-product.json b/Projects/Foundations/Schemas/App-Schema/data-product.json index 280df2fa1..39b4f17cb 100644 --- a/Projects/Foundations/Schemas/App-Schema/data-product.json +++ b/Projects/Foundations/Schemas/App-Schema/data-product.json @@ -22,7 +22,7 @@ "compatibleTypes": "->Product Definition->" }, "attachingRules": { - "compatibleTypes": "->Market Data Products->Data Product Folder->Bot Products->Trading Session Reference->" + "compatibleTypes": "->Market Data Products->Data Product Folder->Bot Products->Trading Session Reference->Portfolio Session Reference->" }, "propertyNameAtParent": "dataProducts", "childrenNodesProperties": [] diff --git a/Projects/Foundations/Schemas/App-Schema/data-storage.json b/Projects/Foundations/Schemas/App-Schema/data-storage.json index e6fdc8edb..41046837a 100644 --- a/Projects/Foundations/Schemas/App-Schema/data-storage.json +++ b/Projects/Foundations/Schemas/App-Schema/data-storage.json @@ -21,6 +21,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "portfolioMinesData", + "label": "Add Portfolio Mines Data", + "relatedUiObject": "Portfolio Mines Data", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, { "action": "Add UI Object", "disableIfPropertyIsDefined": true, @@ -61,6 +71,12 @@ "childType": "Trading Mines Data", "autoAdd": true }, + { + "name": "portfolioMinesData", + "type": "node", + "childType": "Portfolio Mines Data", + "autoAdd": true + }, { "name": "learningMinesData", "type": "node", diff --git a/Projects/Foundations/Schemas/App-Schema/days.json b/Projects/Foundations/Schemas/App-Schema/days.json index d5124cb5f..cd053d174 100644 --- a/Projects/Foundations/Schemas/App-Schema/days.json +++ b/Projects/Foundations/Schemas/App-Schema/days.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Statistics->Learning Episode Statistics->Position Statistics->Order Statistics->" + "compatibleTypes": "->Trading Episode Statistics->Portfolio Episode Statistics->Position Statistics->Learning Episode Statistics->Position Statistics->Order Statistics->" }, "propertyNameAtParent": "days" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/distance-to-portfolio-event.json b/Projects/Foundations/Schemas/App-Schema/distance-to-portfolio-event.json new file mode 100644 index 000000000..5a8d8a59f --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/distance-to-portfolio-event.json @@ -0,0 +1,85 @@ +{ + "type": "Distance To Portfolio Event", + "menuItems": [ + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "attachingRules": { + "compatibleTypes": "->Portfolio Episode->" + }, + "propertyNameAtParent": "distanceToPortfolioEvent", + "childrenNodesProperties": [ + { + "name": "triggerOn", + "type": "node", + "childType": "Trigger On", + "autoAdd": true + }, + { + "name": "triggerOff", + "type": "node", + "childType": "Trigger Off", + "autoAdd": true + }, + { + "name": "takePosition", + "type": "node", + "childType": "Take Position", + "autoAdd": true + }, + { + "name": "closePosition", + "type": "node", + "childType": "Close Position", + "autoAdd": true + }, + { + "name": "nextPhase", + "type": "node", + "childType": "Next Phase", + "autoAdd": true + }, + { + "name": "moveToPhase", + "type": "node", + "childType": "Move To Phase", + "autoAdd": true + }, + { + "name": "createOrder", + "type": "node", + "childType": "Create Order", + "autoAdd": true + }, + { + "name": "cancelOrder", + "type": "node", + "childType": "Cancel Order", + "autoAdd": true + }, + { + "name": "closeOrder", + "type": "node", + "childType": "Close Order", + "autoAdd": true + } + ] +} diff --git a/Projects/Foundations/Schemas/App-Schema/dynamic-indicators.json b/Projects/Foundations/Schemas/App-Schema/dynamic-indicators.json index fd4f25e27..36193a763 100644 --- a/Projects/Foundations/Schemas/App-Schema/dynamic-indicators.json +++ b/Projects/Foundations/Schemas/App-Schema/dynamic-indicators.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading System->" + "compatibleTypes": "->Trading System->Portfolio System->" }, "propertyNameAtParent": "dynamicIndicators", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/end-rate.json b/Projects/Foundations/Schemas/App-Schema/end-rate.json index 424c3e1d1..8f206d0e5 100644 --- a/Projects/Foundations/Schemas/App-Schema/end-rate.json +++ b/Projects/Foundations/Schemas/App-Schema/end-rate.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->Strategy->Position->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->Strategy->Position->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->" }, "propertyNameAtParent": "endRate" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/end.json b/Projects/Foundations/Schemas/App-Schema/end.json index 06c579861..8ba4df0d9 100644 --- a/Projects/Foundations/Schemas/App-Schema/end.json +++ b/Projects/Foundations/Schemas/App-Schema/end.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->Strategy->Position->Candle->Cycle->Market Order->Limit Order->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->Stop Loss->Take Profit->Prediction->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->Strategy->Position->Candle->Cycle->Market Order->Limit Order->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->Stop Loss->Take Profit->Prediction->" }, "propertyNameAtParent": "end" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/episode-base-asset.json b/Projects/Foundations/Schemas/App-Schema/episode-base-asset.json index 4af2eca80..7da34e2b4 100644 --- a/Projects/Foundations/Schemas/App-Schema/episode-base-asset.json +++ b/Projects/Foundations/Schemas/App-Schema/episode-base-asset.json @@ -9,6 +9,14 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -23,7 +31,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->" }, "propertyNameAtParent": "episodeBaseAsset", "childrenNodesProperties": [ @@ -88,4 +96,4 @@ "autoAdd": true } ] -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/episode-quoted-asset.json b/Projects/Foundations/Schemas/App-Schema/episode-quoted-asset.json index f00382c42..8dc53f049 100644 --- a/Projects/Foundations/Schemas/App-Schema/episode-quoted-asset.json +++ b/Projects/Foundations/Schemas/App-Schema/episode-quoted-asset.json @@ -9,6 +9,14 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -23,7 +31,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->" }, "propertyNameAtParent": "episodeQuotedAsset", "childrenNodesProperties": [ @@ -88,4 +96,4 @@ "autoAdd": true } ] -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/exchange-orders.json b/Projects/Foundations/Schemas/App-Schema/exchange-orders.json index b235b5bbb..c6f5d95fe 100644 --- a/Projects/Foundations/Schemas/App-Schema/exchange-orders.json +++ b/Projects/Foundations/Schemas/App-Schema/exchange-orders.json @@ -55,7 +55,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Engine->" + "compatibleTypes": "->Trading Engine->Portfolio Engine->" }, "propertyNameAtParent": "exchangeOrders", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/exchange-portfolio-products.json b/Projects/Foundations/Schemas/App-Schema/exchange-portfolio-products.json new file mode 100644 index 000000000..a44f3a284 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/exchange-portfolio-products.json @@ -0,0 +1,55 @@ +{ + "type": "Exchange Portfolio Products", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Market Portfolio Products", + "relatedUiObject": "Market Portfolio Products", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Market Portfolio Products", + "label": "Add Missing Markets", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Market Portfolio Products", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "alternativeIcons": "Use Reference Parent", + "title": [ + "Use Reference Parent" + ], + "isTitleAllwaysVisible": true, + "addLeftIcons": true, + "level": 3, + "referencingRules": { + "compatibleTypes": "->Crypto Exchange->" + }, + "attachingRules": { + "compatibleTypes": "->Project Portfolio Products->" + }, + "propertyNameAtParent": "exchangePortfolioProducts", + "childrenNodesProperties": [ + { + "name": "marketPortfolioProducts", + "type": "array", + "childType": "Market Portfolio Products", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/exchange-portfolio-tasks.json b/Projects/Foundations/Schemas/App-Schema/exchange-portfolio-tasks.json new file mode 100644 index 000000000..17511a7b5 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/exchange-portfolio-tasks.json @@ -0,0 +1,75 @@ +{ + "type": "Exchange Portfolio Tasks", + "menuItems": [ + { + "action": "Run All Market Portfolio Tasks", + "label": "Run All Market Portfolio Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Run", + "workDoneLabel": "Run Request Sent", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction" + }, + { + "action": "Stop All Market Portfolio Tasks", + "label": "Stop All Market Portfolio Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Stop", + "workDoneLabel": "Stop Request Sent", + "iconPathOn": "stop", + "iconPathOff": "stop", + "actionFunction": "payload.executeAction" + }, + { + "action": "Add UI Object", + "label": "Add Market Portfolio Tasks", + "relatedUiObject": "Market Portfolio Tasks", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Market Portfolio Tasks", + "label": "Add Missing Markets", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Market Portfolio Tasks", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "referencingRules": { + "compatibleTypes": "->Crypto Exchange->" + }, + "attachingRules": { + "compatibleTypes": "->Project Portfolio Tasks->" + }, + "alternativeIcons": "Use Reference Parent", + "title": [ + "Use Reference Parent" + ], + "isTitleAllwaysVisible": true, + "propertyNameAtParent": "exchangePortfolioTasks", + "childrenNodesProperties": [ + { + "name": "marketPortfolioTasks", + "type": "array", + "childType": "Market Portfolio Tasks", + "monitorChildrenRunning": true + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/exit-type.json b/Projects/Foundations/Schemas/App-Schema/exit-type.json index f1e5a8c55..f95efd092 100644 --- a/Projects/Foundations/Schemas/App-Schema/exit-type.json +++ b/Projects/Foundations/Schemas/App-Schema/exit-type.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->Strategy->->Position->Market Order->Limit Order->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->Strategy->->Position->Market Order->Limit Order->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->" }, "propertyNameAtParent": "exitType" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/fails.json b/Projects/Foundations/Schemas/App-Schema/fails.json index a9804bb9c..fd3031169 100644 --- a/Projects/Foundations/Schemas/App-Schema/fails.json +++ b/Projects/Foundations/Schemas/App-Schema/fails.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Counters->Learning Episode Counters->Episode Base Asset->Episode Quoted Asset->" + "compatibleTypes": "->Trading Episode Counters->Portfolio Episode Counters->Learning Episode Counters->Episode Base Asset->Episode Quoted Asset->" }, "propertyNameAtParent": "fails" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/fee-structure.json b/Projects/Foundations/Schemas/App-Schema/fee-structure.json index d906ed451..c4990e58e 100644 --- a/Projects/Foundations/Schemas/App-Schema/fee-structure.json +++ b/Projects/Foundations/Schemas/App-Schema/fee-structure.json @@ -28,7 +28,7 @@ }, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->" }, "propertyNameAtParent": "feeStructure" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/head-of-the-market.json b/Projects/Foundations/Schemas/App-Schema/head-of-the-market.json index 4ae8334fb..23cad3b04 100644 --- a/Projects/Foundations/Schemas/App-Schema/head-of-the-market.json +++ b/Projects/Foundations/Schemas/App-Schema/head-of-the-market.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->" }, "propertyNameAtParent": "headOfTheMarket" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/heartbeats.json b/Projects/Foundations/Schemas/App-Schema/heartbeats.json index 93fb66c5c..f228c31ea 100644 --- a/Projects/Foundations/Schemas/App-Schema/heartbeats.json +++ b/Projects/Foundations/Schemas/App-Schema/heartbeats.json @@ -28,7 +28,7 @@ }, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Parameters->Learning Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->Learning Parameters->" }, "propertyNameAtParent": "heartbeats" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/hit-fail.json b/Projects/Foundations/Schemas/App-Schema/hit-fail.json index 8214b3356..4e45539f4 100644 --- a/Projects/Foundations/Schemas/App-Schema/hit-fail.json +++ b/Projects/Foundations/Schemas/App-Schema/hit-fail.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Statistics->Learning Episode Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->" + "compatibleTypes": "->Trading Episode Statistics->Portfolio Episode Statistics->Position Statistics->Learning Episode Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->" }, "propertyNameAtParent": "hitFail" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/hits.json b/Projects/Foundations/Schemas/App-Schema/hits.json index 54f778ef0..471604ad3 100644 --- a/Projects/Foundations/Schemas/App-Schema/hits.json +++ b/Projects/Foundations/Schemas/App-Schema/hits.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Counters->Learning Episode Counters->Episode Base Asset->Episode Quoted Asset->" + "compatibleTypes": "->Trading Episode Counters->Portfolio Episode Counters->Learning Episode Counters->Episode Base Asset->Episode Quoted Asset->" }, "propertyNameAtParent": "hits" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/identifier.json b/Projects/Foundations/Schemas/App-Schema/identifier.json index 1369c2397..c0b0c51ba 100644 --- a/Projects/Foundations/Schemas/App-Schema/identifier.json +++ b/Projects/Foundations/Schemas/App-Schema/identifier.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->Strategy->Position->Market Order->Limit Order->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->Strategy->Position->Market Order->Limit Order->" }, "propertyNameAtParent": "identifier" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/key-reference.json b/Projects/Foundations/Schemas/App-Schema/key-reference.json index 79c3e880b..3e2035c58 100644 --- a/Projects/Foundations/Schemas/App-Schema/key-reference.json +++ b/Projects/Foundations/Schemas/App-Schema/key-reference.json @@ -18,7 +18,7 @@ "addLeftIcons": true, "level": 4, "attachingRules": { - "compatibleTypes": "->Task->" + "compatibleTypes": "->Task->Portfolio Task->" }, "referencingRules": { "compatibleTypes": "->Exchange Account Key->" diff --git a/Projects/Foundations/Schemas/App-Schema/lan-network-node.json b/Projects/Foundations/Schemas/App-Schema/lan-network-node.json index 3a9d1aa25..df213c903 100644 --- a/Projects/Foundations/Schemas/App-Schema/lan-network-node.json +++ b/Projects/Foundations/Schemas/App-Schema/lan-network-node.json @@ -49,6 +49,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "productionPortfolioTasks", + "label": "Add Production Portfolio Tasks", + "relatedUiObject": "Production Portfolio Tasks", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, { "action": "Add UI Object", "disableIfPropertyIsDefined": true, @@ -107,6 +117,12 @@ "childType": "Production Trading Tasks", "autoAdd": true }, + { + "name": "productionPortfolioTasks", + "type": "node", + "childType": "Production Portfolio Tasks", + "autoAdd": true + }, { "name": "dataStorage", "type": "node", diff --git a/Projects/Foundations/Schemas/App-Schema/limit-order.json b/Projects/Foundations/Schemas/App-Schema/limit-order.json index 5475bd1cc..4aacf2d15 100644 --- a/Projects/Foundations/Schemas/App-Schema/limit-order.json +++ b/Projects/Foundations/Schemas/App-Schema/limit-order.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Limit Buy Orders->Limit Sell Orders->Trading Last->" + "compatibleTypes": "->Limit Buy Orders->Limit Sell Orders->Trading Last->Portfolio Last->" }, "propertyNameAtParent": "limitOrders", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/live-portfolio-session.json b/Projects/Foundations/Schemas/App-Schema/live-portfolio-session.json new file mode 100644 index 000000000..5e0a6b6ba --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/live-portfolio-session.json @@ -0,0 +1,130 @@ +{ + "type": "Live Portfolio Session", + "menuItems": [ + { + "action": "Run Portfolio Session", + "label": "Run", + "workingLabel": "Run Request Sent", + "workDoneLabel": "Session Running", + "workFailedLabel": "Session Cannot be Run", + "secondaryAction": "Stop Portfolio Session", + "secondaryLabel": "Stop", + "secondaryWorkingLabel": "Stopping...", + "secondaryWorkDoneLabel": "Session Stopped", + "secondaryWorkFailedLabel": "Session Cannot be Stopped", + "secondaryIcon": "stop", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction", + "actionProject": "Portfolio-Management" + }, + { + "action": "Resume Portfolio Session", + "label": "Resume", + "workingLabel": "Resume Request Sent", + "workDoneLabel": "Session Running", + "workFailedLabel": "Session Cannot be Resumed", + "secondaryAction": "Stop Portfolio Session", + "secondaryLabel": "Stop", + "secondaryWorkingLabel": "Stopping...", + "secondaryWorkDoneLabel": "Session Stopped", + "secondaryWorkFailedLabel": "Session Cannot be Stopped", + "secondaryIcon": "stop", + "iconPathOn": "resume", + "iconPathOff": "resume", + "actionFunction": "payload.executeAction", + "actionProject": "Portfolio-Management" + }, + { + "action": "Configure", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration", + "dontShowAtFullscreen": true, + "actionFunction": "uiObject.configEditor.activate" + }, + { + "action": "Add UI Object", + "label": "Add Social Bots", + "relatedUiObject": "Social Bots", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Social-Bots", + "actionProject": "Visual-Scripting" + }, + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "managedSessions", + "label": "Add Managed Sessions", + "relatedUiObject": "Managed Sessions", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "isTitleAllwaysVisible": true, + "addLeftIcons": true, + "editors": { + "config": true + }, + "initialValues": { + "config": "{ \n\"folderName\": \"Your-Session-Folder-Name\"\n}" + }, + "level": 2, + "referencingRules": { + "compatibleTypes": "->Portfolio System->" + }, + "attachingRules": { + "compatibleTypes": "->Portfolio Process Instance->" + }, + "childrenNodesProperties": [ + { + "name": "portfolioParameters", + "type": "node", + "childType": "Portfolio Parameters", + "autoAdd": true + }, + { + "name": "portfolioSystemReference", + "type": "node", + "childType": "Portfolio System Reference", + "autoAdd": true + }, + { + "name": "portfolioEngineReference", + "type": "node", + "childType": "Portfolio Engine Reference", + "autoAdd": true + }, + { + "name": "socialBots", + "type": "node", + "childType": "Social Bots", + "project": "Social-Bots" + }, + { + "name": "managedSessions", + "type": "node", + "childType": "Managed Sessions" + } + ], + "propertyNameAtParent": "session" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/manage-stage.json b/Projects/Foundations/Schemas/App-Schema/manage-stage.json index 71e227691..4e9d97c97 100644 --- a/Projects/Foundations/Schemas/App-Schema/manage-stage.json +++ b/Projects/Foundations/Schemas/App-Schema/manage-stage.json @@ -31,7 +31,7 @@ "addLeftIcons": true, "level": 1, "attachingRules": { - "compatibleTypes": "->Trading Strategy->" + "compatibleTypes": "->Trading Strategy->Portfolio Strategy->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/managed-sessions.json b/Projects/Foundations/Schemas/App-Schema/managed-sessions.json new file mode 100644 index 000000000..b54d4657b --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/managed-sessions.json @@ -0,0 +1,60 @@ +{ + "type": "Managed Sessions", + "menuItems": [ + { + "action": "Run Managed Sessions", + "label": "Run Managed Sessions", + "askConfirmation": true, + "confirmationLabel": "Confirm to Run", + "workDoneLabel": "Run Request Sent", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction", + "actionProject": "Portfolio-Management" + }, + { + "action": "Stop Managed Sessions", + "label": "Stop Managed Sessions", + "askConfirmation": true, + "confirmationLabel": "Confirm to Stop", + "workDoneLabel": "Stop Request Sent", + "iconPathOn": "stop", + "iconPathOff": "stop", + "actionFunction": "payload.executeAction", + "actionProject": "Portfolio-Management" + }, + { + "action": "Add UI Object", + "label": "Add Session Reference", + "relatedUiObject": "Session Reference", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Live Portfolio Session->" + }, + "childrenNodesProperties": [ + { + "name": "sessionReference", + "type": "array", + "childType": "Session Reference", + "autoAdd": false, + "monitorChildrenRunning": true + } + ], + "propertyNameAtParent": "managedSessions" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/managed-stop-loss-pm-formula.json b/Projects/Foundations/Schemas/App-Schema/managed-stop-loss-pm-formula.json new file mode 100644 index 000000000..8fdc0a8c3 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/managed-stop-loss-pm-formula.json @@ -0,0 +1,29 @@ +{ + "type": "Managed Stop Loss PM Formula", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Managed Stop Loss->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "managedStopLossPMFormula" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/managed-stop-loss.json b/Projects/Foundations/Schemas/App-Schema/managed-stop-loss.json index e447eee47..85f84e10d 100644 --- a/Projects/Foundations/Schemas/App-Schema/managed-stop-loss.json +++ b/Projects/Foundations/Schemas/App-Schema/managed-stop-loss.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Manged SL Portfolio Formula", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "managedStopLossPMFormula", + "relatedUiObject": "Managed Stop Loss PM Formula", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -31,6 +41,11 @@ "type": "array", "childType": "Phase", "autoAdd": true + }, + { + "name": "managedStopLossPMFormula", + "type": "node", + "childType": "Managed Stop Loss PM Formula" } ], "propertyNameAtParent": "managedStopLoss" diff --git a/Projects/Foundations/Schemas/App-Schema/managed-take-profit-pm-formula.json b/Projects/Foundations/Schemas/App-Schema/managed-take-profit-pm-formula.json new file mode 100644 index 000000000..876496877 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/managed-take-profit-pm-formula.json @@ -0,0 +1,29 @@ +{ + "type": "Managed Take Profit PM Formula", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Managed Take Profit->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "managedTakeProfitPMFormula" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/managed-take-profit.json b/Projects/Foundations/Schemas/App-Schema/managed-take-profit.json index 97f44d17f..2f23d8154 100644 --- a/Projects/Foundations/Schemas/App-Schema/managed-take-profit.json +++ b/Projects/Foundations/Schemas/App-Schema/managed-take-profit.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Manged TP Portfolio Formula", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "managedTakeProfitPMFormula", + "relatedUiObject": "Managed Take Profit PM Formula", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -31,6 +41,11 @@ "type": "array", "childType": "Phase", "autoAdd": true + }, + { + "name": "managedTakeProfitPMFormula", + "type": "node", + "childType": "Managed Take Profit PM Formula" } ], "propertyNameAtParent": "managedTakeProfit" diff --git a/Projects/Foundations/Schemas/App-Schema/managed-tasks.json b/Projects/Foundations/Schemas/App-Schema/managed-tasks.json new file mode 100644 index 000000000..10e314428 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/managed-tasks.json @@ -0,0 +1,58 @@ +{ + "type": "Managed Tasks", + "menuItems": [ + { + "action": "Run All Managed Tasks", + "label": "Run All Managed Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Run", + "workDoneLabel": "Run Request Sent", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction" + }, + { + "action": "Stop All Managed Tasks", + "label": "Stop All Managed Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Stop", + "workDoneLabel": "Stop Request Sent", + "iconPathOn": "stop", + "iconPathOff": "stop", + "actionFunction": "payload.executeAction" + }, + { + "action": "Add UI Object", + "label": "Add Task Reference", + "relatedUiObject": "Task Reference", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Portfolio Task->" + }, + "childrenNodesProperties": [ + { + "name": "taskReference", + "type": "array", + "childType": "Task Reference", + "autoAdd": false, + "monitorChildrenRunning": true + } + ], + "propertyNameAtParent": "managedTasks" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/market-order.json b/Projects/Foundations/Schemas/App-Schema/market-order.json index 434683bf3..72b8d0f46 100644 --- a/Projects/Foundations/Schemas/App-Schema/market-order.json +++ b/Projects/Foundations/Schemas/App-Schema/market-order.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Market Buy Orders->Market Sell Orders->Trading Last->" + "compatibleTypes": "->Market Buy Orders->Market Sell Orders->Trading Last->Portfolio Last->" }, "propertyNameAtParent": "marketOrders", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/market-portfolio-products.json b/Projects/Foundations/Schemas/App-Schema/market-portfolio-products.json new file mode 100644 index 000000000..be31ad1cc --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/market-portfolio-products.json @@ -0,0 +1,54 @@ +{ + "type": "Market Portfolio Products", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Portfolio Session Reference", + "relatedUiObject": "Portfolio Session Reference", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Portfolio Session References", + "label": "Add Missing Sessions", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Portfolio Session Reference", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "isTitleAllwaysVisible": true, + "title": [ + "Use Reference Parent Parent Parent", + "Use Reference Parent" + ], + "referencingRules": { + "compatibleTypes": "->Market->" + }, + "attachingRules": { + "compatibleTypes": "->Exchange Portfolio Products->" + }, + "propertyNameAtParent": "marketPortfolioProducts", + "childrenNodesProperties": [ + { + "name": "portfolioSessionReferences", + "type": "array", + "childType": "Portfolio Session Reference" + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/market-portfolio-tasks.json b/Projects/Foundations/Schemas/App-Schema/market-portfolio-tasks.json new file mode 100644 index 000000000..b3cebeadf --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/market-portfolio-tasks.json @@ -0,0 +1,76 @@ +{ + "type": "Market Portfolio Tasks", + "menuItems": [ + { + "action": "Run All Portfolio Mine Tasks", + "label": "Run All Portfolio Mine Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Run", + "workDoneLabel": "Run Request Sent", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction" + }, + { + "action": "Stop All Portfolio Mine Tasks", + "label": "Stop All Portfolio Mine Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Stop", + "workDoneLabel": "Stop Request Sent", + "iconPathOn": "stop", + "iconPathOff": "stop", + "actionFunction": "payload.executeAction" + }, + { + "action": "Add UI Object", + "label": "Add Portfolio Mine Tasks", + "relatedUiObject": "Portfolio Mine Tasks", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Portfolio Mine Tasks", + "label": "Add Missing Portfolio Mine Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Portfolio Mine Tasks", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "referencingRules": { + "compatibleTypes": "->Market->" + }, + "attachingRules": { + "compatibleTypes": "->Exchange Portfolio Tasks->" + }, + "alternativeIcons": "Use Reference Parent", + "title": [ + "Use Reference Parent Parent Parent", + "Use Reference Parent" + ], + "isTitleAllwaysVisible": true, + "propertyNameAtParent": "marketPortfolioTasks", + "childrenNodesProperties": [ + { + "name": "portfolioMineTasks", + "type": "array", + "childType": "Portfolio Mine Tasks", + "monitorChildrenRunning": true + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/move-to-phase-event.json b/Projects/Foundations/Schemas/App-Schema/move-to-phase-event.json index 1cf88e4e0..751b79b41 100644 --- a/Projects/Foundations/Schemas/App-Schema/move-to-phase-event.json +++ b/Projects/Foundations/Schemas/App-Schema/move-to-phase-event.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Move Phase Portfolio Event", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "moveToPhasePMEvent", + "relatedUiObject": "Move To Phase PM Event", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Add UI Object", "label": "Add Announcement", @@ -43,6 +53,11 @@ "childType": "Situation", "autoAdd": true }, + { + "name": "moveToPhasePMEvent", + "type": "node", + "childType": "Move To Phase PM Event" + }, { "name": "announcements", "type": "array", diff --git a/Projects/Foundations/Schemas/App-Schema/move-to-phase-pm-event.json b/Projects/Foundations/Schemas/App-Schema/move-to-phase-pm-event.json new file mode 100644 index 000000000..dd5f847b9 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/move-to-phase-pm-event.json @@ -0,0 +1,29 @@ +{ + "type": "Move To Phase PM Event", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Move To Phase Event->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "moveToPhasePMEvent" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/next-phase-event.json b/Projects/Foundations/Schemas/App-Schema/next-phase-event.json index 4839e8aa1..86528a31c 100644 --- a/Projects/Foundations/Schemas/App-Schema/next-phase-event.json +++ b/Projects/Foundations/Schemas/App-Schema/next-phase-event.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Next Phase Portfolio Event", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "nextPhasePMEvent", + "relatedUiObject": "Next Phase PM Event", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Add UI Object", "label": "Add Announcement", @@ -40,6 +50,11 @@ "childType": "Situation", "autoAdd": true }, + { + "name": "nextPhasePMEvent", + "type": "node", + "childType": "Next Phase PM Event" + }, { "name": "announcements", "type": "array", diff --git a/Projects/Foundations/Schemas/App-Schema/next-phase-pm-event.json b/Projects/Foundations/Schemas/App-Schema/next-phase-pm-event.json new file mode 100644 index 000000000..a63674412 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/next-phase-pm-event.json @@ -0,0 +1,29 @@ +{ + "type": "Next Phase PM Event", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Next Phase Event->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "nextPhasePMEvent" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/open-stage.json b/Projects/Foundations/Schemas/App-Schema/open-stage.json index 812c97665..1e18b4209 100644 --- a/Projects/Foundations/Schemas/App-Schema/open-stage.json +++ b/Projects/Foundations/Schemas/App-Schema/open-stage.json @@ -44,7 +44,7 @@ "addLeftIcons": true, "level": 1, "attachingRules": { - "compatibleTypes": "->Trading Strategy->" + "compatibleTypes": "->Trading Strategy->Portfolio Strategy->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/order-rate-pm-formula.json b/Projects/Foundations/Schemas/App-Schema/order-rate-pm-formula.json new file mode 100644 index 000000000..8e3ca04b7 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/order-rate-pm-formula.json @@ -0,0 +1,29 @@ +{ + "type": "Order Rate PM Formula", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Order Rate->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "orderRatePMFormula" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/order-rate.json b/Projects/Foundations/Schemas/App-Schema/order-rate.json index 613b8bc18..fd6ec309b 100644 --- a/Projects/Foundations/Schemas/App-Schema/order-rate.json +++ b/Projects/Foundations/Schemas/App-Schema/order-rate.json @@ -11,6 +11,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Order Rate Portfolio Formula", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "orderRatePMFormula", + "relatedUiObject": "Order Rate PM Formula", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -33,6 +43,11 @@ "type": "node", "childType": "Formula", "autoAdd": true + }, + { + "name": "orderRatePMFormula", + "type": "node", + "childType": "Order Rate PM Formula" } ], "propertyNameAtParent": "orderRate" diff --git a/Projects/Foundations/Schemas/App-Schema/orders.json b/Projects/Foundations/Schemas/App-Schema/orders.json index 47e9e454f..970d30589 100644 --- a/Projects/Foundations/Schemas/App-Schema/orders.json +++ b/Projects/Foundations/Schemas/App-Schema/orders.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Counters->" + "compatibleTypes": "->Trading Episode Counters->Portfolio Episode Counters->" }, "propertyNameAtParent": "orders" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/periods.json b/Projects/Foundations/Schemas/App-Schema/periods.json index dabd957a8..1857c1055 100644 --- a/Projects/Foundations/Schemas/App-Schema/periods.json +++ b/Projects/Foundations/Schemas/App-Schema/periods.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Counters->Learning Episode Counters->Position Counters->Strategy Counters->Order Counters->" + "compatibleTypes": "->Trading Episode Counters->Portfolio Episode Counters->Learning Episode Counters->Position Counters->Strategy Counters->Order Counters->" }, "propertyNameAtParent": "periods" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/plotter.json b/Projects/Foundations/Schemas/App-Schema/plotter.json index e0df63abe..ed31d44e8 100644 --- a/Projects/Foundations/Schemas/App-Schema/plotter.json +++ b/Projects/Foundations/Schemas/App-Schema/plotter.json @@ -38,7 +38,7 @@ }, "level": 2, "attachingRules": { - "compatibleTypes": "->Data Mine->" + "compatibleTypes": "->Data Mine->Trading Mine->Portfolio Mine->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-bot-instance.json b/Projects/Foundations/Schemas/App-Schema/portfolio-bot-instance.json new file mode 100644 index 000000000..ff9f7fe1c --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-bot-instance.json @@ -0,0 +1,37 @@ +{ + "type": "Portfolio Bot Instance", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Process Instance", + "relatedUiObject": "Portfolio Process Instance", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "attachingRules": { + "compatibleTypes": "->Portfolio Task->" + }, + "childrenNodesProperties": [ + { + "name": "processes", + "type": "array", + "childType": "Portfolio Process Instance", + "autoAdd": false + } + ], + "propertyNameAtParent": "bot" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-current.json b/Projects/Foundations/Schemas/App-Schema/portfolio-current.json new file mode 100644 index 000000000..9a96bd5e6 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-current.json @@ -0,0 +1,73 @@ +{ + "type": "Portfolio Current", + "menuItems": [ + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "attachingRules": { + "compatibleTypes": "->Portfolio Engine->" + }, + "propertyNameAtParent": "portfolioCurrent", + "childrenNodesProperties": [ + { + "name": "portfolioEpisode", + "type": "node", + "childType": "Portfolio Episode", + "autoAdd": true + }, + { + "name": "strategy", + "type": "node", + "childType": "Strategy", + "autoAdd": true + }, + { + "name": "position", + "type": "node", + "childType": "Position", + "autoAdd": true + }, + { + "name": "strategyTriggerStage", + "type": "node", + "childType": "Strategy Trigger Stage", + "autoAdd": true + }, + { + "name": "strategyOpenStage", + "type": "node", + "childType": "Strategy Open Stage", + "autoAdd": true + }, + { + "name": "strategyManageStage", + "type": "node", + "childType": "Strategy Manage Stage", + "autoAdd": true + }, + { + "name": "strategyCloseStage", + "type": "node", + "childType": "Strategy Close Stage", + "autoAdd": true + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-engine-reference.json b/Projects/Foundations/Schemas/App-Schema/portfolio-engine-reference.json new file mode 100644 index 000000000..aabcabc2d --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-engine-reference.json @@ -0,0 +1,27 @@ +{ + "type": "Portfolio Engine Reference", + "menuItems": [ + { + "action": "Delete UI Object", +"actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "title": [ + "Use Reference Parent" + ], + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Live Portfolio Session->" + }, + "referencingRules": { + "compatibleTypes": "->Portfolio Engine->" + }, + "propertyNameAtParent": "portfolioEngineReference" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-episode-counters.json b/Projects/Foundations/Schemas/App-Schema/portfolio-episode-counters.json new file mode 100644 index 000000000..d01cc45de --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-episode-counters.json @@ -0,0 +1,81 @@ +{ + "type": "Portfolio Episode Counters", + "menuItems": [ + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add UI Object", + "label": "Add User Defined Counter", + "relatedUiObject": "User Defined Counter", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "attachingRules": { + "compatibleTypes": "->Portfolio Episode->" + }, + "propertyNameAtParent": "portfolioEpisodeCounters", + "childrenNodesProperties": [ + { + "name": "periods", + "type": "node", + "childType": "Periods", + "autoAdd": true + }, + { + "name": "strategies", + "type": "node", + "childType": "Strategies", + "autoAdd": true + }, + { + "name": "positions", + "type": "node", + "childType": "Positions", + "autoAdd": true + }, + { + "name": "orders", + "type": "node", + "childType": "Orders", + "autoAdd": true + }, + { + "name": "hits", + "type": "node", + "childType": "Hits", + "autoAdd": true + }, + { + "name": "fails", + "type": "node", + "childType": "Fails", + "autoAdd": true + }, + { + "name": "userDefinedCounters", + "type": "array", + "childType": "User Defined Counter", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-episode-statistics.json b/Projects/Foundations/Schemas/App-Schema/portfolio-episode-statistics.json new file mode 100644 index 000000000..11e332a8d --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-episode-statistics.json @@ -0,0 +1,75 @@ +{ + "type": "Portfolio Episode Statistics", + "menuItems": [ + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add UI Object", + "label": "Add User Defined Statistic", + "relatedUiObject": "User Defined Statistic", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "attachingRules": { + "compatibleTypes": "->Portfolio Episode->" + }, + "propertyNameAtParent": "portfolioEpisodeStatistics", + "childrenNodesProperties": [ + { + "name": "profitLoss", + "type": "node", + "childType": "Profit Loss", + "autoAdd": true + }, + { + "name": "ROI", + "type": "node", + "childType": "ROI", + "autoAdd": true + }, + { + "name": "hitFail", + "type": "node", + "childType": "Hit Fail", + "autoAdd": true + }, + { + "name": "days", + "type": "node", + "childType": "Days", + "autoAdd": true + }, + { + "name": "annualizedRateOfReturn", + "type": "node", + "childType": "Annualized Rate Of Return", + "autoAdd": true + }, + { + "name": "userDefinedStatistics", + "type": "array", + "childType": "User Defined Statistic", + "autoAdd": true + } + ] +} diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-episode.json b/Projects/Foundations/Schemas/App-Schema/portfolio-episode.json new file mode 100644 index 000000000..d08d0aeaa --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-episode.json @@ -0,0 +1,139 @@ +{ + "type": "Portfolio Episode", + "menuItems": [ + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "attachingRules": { + "compatibleTypes": "->Portfolio Current->" + }, + "propertyNameAtParent": "portfolioEpisode", + "childrenNodesProperties": [ + { + "name": "serialNumber", + "type": "node", + "childType": "Serial Number", + "autoAdd": true + }, + { + "name": "identifier", + "type": "node", + "childType": "Identifier", + "autoAdd": true + }, + { + "name": "begin", + "type": "node", + "childType": "Begin", + "autoAdd": true + }, + { + "name": "end", + "type": "node", + "childType": "End", + "autoAdd": true + }, + { + "name": "beginRate", + "type": "node", + "childType": "Begin Rate", + "autoAdd": true + }, + { + "name": "endRate", + "type": "node", + "childType": "End Rate", + "autoAdd": true + }, + { + "name": "status", + "type": "node", + "childType": "Status", + "autoAdd": true + }, + { + "name": "exitType", + "type": "node", + "childType": "Exit Type", + "autoAdd": true + }, + { + "name": "headOfTheMarket", + "type": "node", + "childType": "Head Of The Market", + "autoAdd": true + }, + { + "name": "processDate", + "type": "node", + "childType": "Process Date", + "autoAdd": true + }, + { + "name": "episodeBaseAsset", + "type": "node", + "childType": "Episode Base Asset", + "autoAdd": true + }, + { + "name": "episodeQuotedAsset", + "type": "node", + "childType": "Episode Quoted Asset", + "autoAdd": true + }, + { + "name": "portfolioEpisodeCounters", + "type": "node", + "childType": "Portfolio Episode Counters", + "autoAdd": true + }, + { + "name": "portfolioEpisodeStatistics", + "type": "node", + "childType": "Portfolio Episode Statistics", + "autoAdd": true + }, + { + "name": "distanceToPortfolioEvent", + "type": "node", + "childType": "Distance To Portfolio Event", + "autoAdd": true + }, + { + "name": "candle", + "type": "node", + "childType": "Candle", + "autoAdd": true + }, + { + "name": "cycle", + "type": "node", + "childType": "Cycle", + "autoAdd": true + }, + { + "name": "userDefinedVariables", + "type": "node", + "childType": "User Defined Variables", + "autoAdd": false + } + ] +} diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-last.json b/Projects/Foundations/Schemas/App-Schema/portfolio-last.json new file mode 100644 index 000000000..4808a0f9d --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-last.json @@ -0,0 +1,55 @@ +{ + "type": "Portfolio Last", + "menuItems": [ + { + "action": "Add Missing Children", + "label": "Add Missing Children", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "attachingRules": { + "compatibleTypes": "->Portfolio Engine->" + }, + "propertyNameAtParent": "portfolioLast", + "childrenNodesProperties": [ + { + "name": "position", + "type": "node", + "childType": "Position", + "autoAdd": true + }, + { + "name": "strategy", + "type": "node", + "childType": "Strategy", + "autoAdd": true + }, + { + "name": "limitOrders", + "type": "node", + "childType": "Limit Order", + "autoAdd": true + }, + { + "name": "marketOrders", + "type": "node", + "childType": "Market Order", + "autoAdd": true + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-mine-products.json b/Projects/Foundations/Schemas/App-Schema/portfolio-mine-products.json new file mode 100644 index 000000000..fa356c3de --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-mine-products.json @@ -0,0 +1,54 @@ +{ + "type": "Portfolio Mine Products", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Bot Products", + "relatedUiObject": "Bot Products", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add All Data Products", + "label": "Add All Data Products", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Data Product", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "isTitleAllwaysVisible": true, + "title": [ + "Use Reference Parent" + ], + "referencingRules": { + "compatibleTypes": "->Portfolio Mine->" + }, + "attachingRules": { + "compatibleTypes": "->Portfolio Session Reference->" + }, + "propertyNameAtParent": "portfolioMineProducts", + "childrenNodesProperties": [ + { + "name": "botProducts", + "type": "array", + "childType": "Bot Products", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-mine-tasks.json b/Projects/Foundations/Schemas/App-Schema/portfolio-mine-tasks.json new file mode 100644 index 000000000..d988010c5 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-mine-tasks.json @@ -0,0 +1,75 @@ +{ + "type": "Portfolio Mine Tasks", + "menuItems": [ + { + "action": "Run All Task Managers", + "label": "Run All Task Managers", + "askConfirmation": true, + "confirmationLabel": "Confirm to Run", + "workDoneLabel": "Run Request Sent", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction" + }, + { + "action": "Stop All Task Managers", + "label": "Stop All Task Managers", + "askConfirmation": true, + "confirmationLabel": "Confirm to Stop", + "workDoneLabel": "Stop Request Sent", + "iconPathOn": "stop", + "iconPathOff": "stop", + "actionFunction": "payload.executeAction" + }, + { + "action": "Add UI Object", + "label": "Add Task Manager", + "relatedUiObject": "Portfolio Task Manager", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add All Tasks", + "label": "Add All Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Portfolio Task", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "referencingRules": { + "compatibleTypes": "->Portfolio Mine->" + }, + "attachingRules": { + "compatibleTypes": "->Market Portfolio Tasks->" + }, + "alternativeIcons": "Use Reference Parent", + "title": [ + "Use Reference Parent" + ], + "isTitleAllwaysVisible": true, + "propertyNameAtParent": "portfolioMineTasks", + "childrenNodesProperties": [ + { + "name": "portfolioTaskManagers", + "type": "array", + "childType": "Portfolio Task Manager", + "monitorChildrenRunning": true + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-mines-data.json b/Projects/Foundations/Schemas/App-Schema/portfolio-mines-data.json new file mode 100644 index 000000000..4d495a7e3 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-mines-data.json @@ -0,0 +1,46 @@ +{ + "type": "Portfolio Mines Data", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Project Portfolio Products", + "relatedUiObject": "Project Portfolio Products", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Project Portfolio Products", + "label": "Add Missing Projects", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Project Portfolio Products", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 3, + "attachingRules": { + "compatibleTypes": "->Data Storage->" + }, + "propertyNameAtParent": "portfolioMinesData", + "childrenNodesProperties": [ + { + "name": "projectPortfolioProducts", + "type": "array", + "childType": "Project Portfolio Products" + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-parameters.json b/Projects/Foundations/Schemas/App-Schema/portfolio-parameters.json new file mode 100644 index 000000000..91918cb61 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-parameters.json @@ -0,0 +1,85 @@ +{ + "type": "Portfolio Parameters", + "menuItems": [ + { + "action": "Add Missing Children", + "label": "Add Missing Parameters", + "relatedUiObject": "Portfolio Parameters", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Live Portfolio Session->" + }, + "childrenNodesProperties": [ + { + "name": "sessionBaseAsset", + "type": "node", + "childType": "Session Base Asset", + "autoAdd": true + }, + { + "name": "sessionQuotedAsset", + "type": "node", + "childType": "Session Quoted Asset", + "autoAdd": true + }, + { + "name": "timeRange", + "type": "node", + "childType": "Time Range", + "autoAdd": true + }, + { + "name": "timeFrame", + "type": "node", + "childType": "Time Frame", + "autoAdd": true + }, + { + "name": "slippage", + "type": "node", + "childType": "Slippage", + "autoAdd": true + }, + { + "name": "feeStructure", + "type": "node", + "childType": "Fee Structure", + "autoAdd": true + }, + { + "name": "snapshots", + "type": "node", + "childType": "Snapshots", + "autoAdd": true + }, + { + "name": "heartbeats", + "type": "node", + "childType": "Heartbeats", + "autoAdd": true + }, + { + "name": "userDefinedParameters", + "type": "node", + "childType": "User Defined Parameters", + "autoAdd": true + } + ], + "propertyNameAtParent": "portfolioParameters" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-process-instance.json b/Projects/Foundations/Schemas/App-Schema/portfolio-process-instance.json new file mode 100644 index 000000000..dc2ac49d2 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-process-instance.json @@ -0,0 +1,62 @@ +{ + "type": "Portfolio Process Instance", + "menuItems": [ + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "session", + "label": "Add Live Portfolio Session", + "relatedUiObject": "Live Portfolio Session", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "executionStartedEvent", + "label": "Add Execution Started Event", + "relatedUiObject": "Execution Started Event", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "isTitleAllwaysVisible": true, + "title": [ + "Use Reference Parent Parent", + "Use Reference Parent" + ], + "addLeftIcons": true, + "level": 2, + "referencingRules": { + "compatibleTypes": "->Process Definition->" + }, + "attachingRules": { + "compatibleTypes": "->Portfolio Bot Instance->" + }, + "childrenNodesProperties": [ + { + "name": "session", + "type": "node", + "childType": "Live Portfolio Session" + }, + { + "name": "executionStartedEvent", + "type": "node", + "childType": "Execution Started Event", + "autoAdd": false + } + ], + "propertyNameAtParent": "processes" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-session-reference.json b/Projects/Foundations/Schemas/App-Schema/portfolio-session-reference.json new file mode 100644 index 000000000..0397a56b7 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-session-reference.json @@ -0,0 +1,71 @@ +{ + "type": "Portfolio Session Reference", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Data Product", + "relatedUiObject": "Data Product", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add UI Object", + "label": "Add Portfolio Mine Products", + "relatedUiObject": "Portfolio Mine Products", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add All Portfolio Mine Products", + "label": "Add All Portfolio Mine Products", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Portfolio Mine Products", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "isTitleAllwaysVisible": true, + "title": [ + "Use Reference Parent", + "Use Reference Parent Type", + "Use Child @marketDataProducts" + ], + "addLeftIcons": true, + "level": 3, + "alternativeIcons": "Use Reference Parent", + "referencingRules": { + "compatibleTypes": "->Live Portfolio Session->" + }, + "attachingRules": { + "compatibleTypes": "->Market Portfolio Products->" + }, + "propertyNameAtParent": "portfolioSessionReferences", + "childrenNodesProperties": [ + { + "name": "dataProducts", + "type": "array", + "childType": "Data Product", + "autoAdd": false + }, + { + "name": "portfolioMineProducts", + "type": "array", + "childType": "Portfolio Mine Products", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-strategy.json b/Projects/Foundations/Schemas/App-Schema/portfolio-strategy.json new file mode 100644 index 000000000..868969958 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-strategy.json @@ -0,0 +1,56 @@ +{ + "type": "Portfolio Strategy", + "menuItems": [ + { + "action": "Add Missing Children", + "label": "Add Missing Stages", + "relatedUiObject": "Portfolio Strategy", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "isTitleAllwaysVisible": true, + "addLeftIcons": true, + "level": 1, + "attachingRules": { + "compatibleTypes": "->Portfolio System->" + }, + "childrenNodesProperties": [ + { + "name": "triggerStage", + "type": "node", + "childType": "Trigger Stage", + "autoAdd": true + }, + { + "name": "openStage", + "type": "node", + "childType": "Open Stage", + "autoAdd": true + }, + { + "name": "manageStage", + "type": "node", + "childType": "Manage Stage", + "autoAdd": true + }, + { + "name": "closeStage", + "type": "node", + "childType": "Close Stage", + "autoAdd": true + } + ], + "propertyNameAtParent": "portfolioStrategies" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-system-reference.json b/Projects/Foundations/Schemas/App-Schema/portfolio-system-reference.json new file mode 100644 index 000000000..30c41a05e --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-system-reference.json @@ -0,0 +1,27 @@ +{ + "type": "Portfolio System Reference", + "menuItems": [ + { + "action": "Delete UI Object", +"actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "title": [ + "Use Reference Parent" + ], + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Live Portfolio Session->" + }, + "referencingRules": { + "compatibleTypes": "->Portfolio System->" + }, + "propertyNameAtParent": "portfolioSystemReference" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-task-manager.json b/Projects/Foundations/Schemas/App-Schema/portfolio-task-manager.json new file mode 100644 index 000000000..8b0412847 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-task-manager.json @@ -0,0 +1,58 @@ +{ + "type": "Portfolio Task Manager", + "menuItems": [ + { + "action": "Run All Tasks", + "label": "Run All Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Run", + "workDoneLabel": "Run Request Sent", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction" + }, + { + "action": "Stop All Tasks", + "label": "Stop All Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Stop", + "workDoneLabel": "Stop Request Sent", + "iconPathOn": "stop", + "iconPathOff": "stop", + "actionFunction": "payload.executeAction" + }, + { + "action": "Add UI Object", + "label": "Add Portfolio Task", + "relatedUiObject": "Portfolio Task", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "Portfolio Mine Tasks->" + }, + "childrenNodesProperties": [ + { + "name": "portfolioTasks", + "type": "array", + "childType": "Portfolio Task", + "autoAdd": false, + "monitorChildrenRunning": true + } + ], + "propertyNameAtParent": "portfolioTaskManagers" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio-task.json b/Projects/Foundations/Schemas/App-Schema/portfolio-task.json new file mode 100644 index 000000000..507b81657 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio-task.json @@ -0,0 +1,95 @@ +{ + "type": "Portfolio Task", + "menuItems": [ + { + "action": "Run Task", + "label": "Run", + "workingLabel": "Stop", + "workDoneLabel": "Task Running", + "workFailedLabel": "Task Cannot be Run", + "secondaryAction": "Stop Task", + "secondaryLabel": "Stop", + "secondaryWorkingLabel": "Stopping...", + "secondaryWorkDoneLabel": "Task Stopped", + "secondaryWorkFailedLabel": "Task Cannot be Stopped", + "secondaryIcon": "stop", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction" + }, + { + "action": "Debug Task", + "label": "Debug", + "workingLabel": "Debugging", + "workDoneLabel": "Debug Request Sent", + "workFailedLabel": "Task Cannot be Debugged", + "iconPathOn": "status-dependency", + "iconPathOff": "status-dependency", + "actionFunction": "payload.executeAction" + }, + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "bot", + "label": "Add Portfolio Bot Instance", + "relatedUiObject": "Portfolio Bot Instance", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "keyReference", + "label": "Add Key Reference", + "relatedUiObject": "Key Reference", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "managedTasks", + "label": "Add Managed Tasks", + "relatedUiObject": "Managed Tasks", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "isTitleAllwaysVisible": true, + "addLeftIcons": true, + "level": 0, + "attachingRules": { + "compatibleTypes": "->Portfolio Task Manager->" + }, + "childrenNodesProperties": [ + { + "name": "bot", + "type": "node", + "childType": "Portfolio Bot Instance" + }, + { + "name": "keyReference", + "type": "node", + "childType": "Key Reference" + }, + { + "name": "managedTasks", + "type": "node", + "childType": "Managed Tasks" + } + ], + "propertyNameAtParent": "portfolioTasks" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/portfolio.json b/Projects/Foundations/Schemas/App-Schema/portfolio.json new file mode 100644 index 000000000..46c0cff84 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/portfolio.json @@ -0,0 +1,36 @@ +{ + "type": "Portfolio", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Portfolio System", + "relatedUiObject": "Portfolio System", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Portfolio-Management" + }, + { + "action": "Add UI Object", + "label": "Add Portfolio Engine", + "relatedUiObject": "Portfolio Engine", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Portfolio-Management" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "actionFunction": "payload.executeAction", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity" + } + ], + "isTitleAllwaysVisible": false, + "addLeftIcons": true, + "isPinned": false, + "level": 2, + "propertyNameAtParent": "mines" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/position.json b/Projects/Foundations/Schemas/App-Schema/position.json index e535615de..cc227df07 100644 --- a/Projects/Foundations/Schemas/App-Schema/position.json +++ b/Projects/Foundations/Schemas/App-Schema/position.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Current->Trading Last->" + "compatibleTypes": "->Trading Current->Trading Last->Portfolio Current->Portfolio Last->" }, "propertyNameAtParent": "position", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/process-date.json b/Projects/Foundations/Schemas/App-Schema/process-date.json index 712232b2b..6127bd68a 100644 --- a/Projects/Foundations/Schemas/App-Schema/process-date.json +++ b/Projects/Foundations/Schemas/App-Schema/process-date.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->" }, "propertyNameAtParent": "processDate" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/process-definition.json b/Projects/Foundations/Schemas/App-Schema/process-definition.json index 22878e847..3ce9f66bc 100644 --- a/Projects/Foundations/Schemas/App-Schema/process-definition.json +++ b/Projects/Foundations/Schemas/App-Schema/process-definition.json @@ -38,7 +38,7 @@ }, "level": 1, "attachingRules": { - "compatibleTypes": "->Data-Mining|Sensor Bot->Data-Mining|API Data Fetcher Bot->Data-Mining|Indicator Bot->Trading Bot->Learning Bot->" + "compatibleTypes": "->Data-Mining|Sensor Bot->Data-Mining|API Data Fetcher Bot->Data-Mining|Indicator Bot->Trading Bot->Portfolio Bot->Learning Bot->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/product-definition-folder.json b/Projects/Foundations/Schemas/App-Schema/product-definition-folder.json index f636071ee..a66caff98 100644 --- a/Projects/Foundations/Schemas/App-Schema/product-definition-folder.json +++ b/Projects/Foundations/Schemas/App-Schema/product-definition-folder.json @@ -31,7 +31,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Bot->Learning Bot->Product Definition Folder->" + "compatibleTypes": "->Trading Bot->Portfolio Bot->Learning Bot->Product Definition Folder->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/product-definition.json b/Projects/Foundations/Schemas/App-Schema/product-definition.json index ccb455e73..bc5605d59 100644 --- a/Projects/Foundations/Schemas/App-Schema/product-definition.json +++ b/Projects/Foundations/Schemas/App-Schema/product-definition.json @@ -70,7 +70,7 @@ "compatibleTypes": "->Plotter Module->" }, "attachingRules": { - "compatibleTypes": "->Data-Mining|Sensor Bot->Data-Mining|API Data Fetcher Bot->Data-Mining|Indicator Bot->Trading Bot->Learning Bot->Product Definition Folder->" + "compatibleTypes": "->Sensor Bot->API Data Fetcher Bot->Indicator Bot->Portfolio Bot->Trading Bot->Learning Bot->Product Definition Folder->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/production-portfolio-tasks.json b/Projects/Foundations/Schemas/App-Schema/production-portfolio-tasks.json new file mode 100644 index 000000000..c8e4cd687 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/production-portfolio-tasks.json @@ -0,0 +1,67 @@ +{ + "type": "Production Portfolio Tasks", + "menuItems": [ + { + "action": "Run All Project Portfolio Tasks", + "label": "Run All Project Portfolio Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Run", + "workDoneLabel": "Run Request Sent", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction" + }, + { + "action": "Stop All Project Portfolio Tasks", + "label": "Stop All Project Portfolio Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Stop", + "workDoneLabel": "Stop Request Sent", + "iconPathOn": "stop", + "iconPathOff": "stop", + "actionFunction": "payload.executeAction" + }, + { + "action": "Add UI Object", + "label": "Add Project Portfolio Tasks", + "relatedUiObject": "Project Portfolio Tasks", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Project Portfolio Tasks", + "label": "Add Missing Projects", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Project Portfolio Tasks", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 0, + "attachingRules": { + "compatibleTypes": "->LAN Network Node->" + }, + "propertyNameAtParent": "productionPortfolioTasks", + "childrenNodesProperties": [ + { + "name": "projectPortfolioTasks", + "type": "array", + "childType": "Project Portfolio Tasks", + "monitorChildrenRunning": true + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/profit-loss.json b/Projects/Foundations/Schemas/App-Schema/profit-loss.json index 7f17e7c39..0a4a6f877 100644 --- a/Projects/Foundations/Schemas/App-Schema/profit-loss.json +++ b/Projects/Foundations/Schemas/App-Schema/profit-loss.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->" + "compatibleTypes": "->Trading Episode Statistics->Portfolio Episode Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->" }, "propertyNameAtParent": "profitLoss" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/project-portfolio-products.json b/Projects/Foundations/Schemas/App-Schema/project-portfolio-products.json new file mode 100644 index 000000000..0d391a65f --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/project-portfolio-products.json @@ -0,0 +1,53 @@ +{ + "type": "Project Portfolio Products", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Exchange Portfolio Products", + "relatedUiObject": "Exchange Portfolio Products", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Exchange Portfolio Products", + "label": "Add Missing Exchanges", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Exchange Portfolio Products", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "title": [ + "Use Reference Parent" + ], + "alternativeIcons": "Use Reference Parent Parent", + "addLeftIcons": true, + "level": 2, + "referencingRules": { + "compatibleTypes": "->Project Definition->" + }, + "attachingRules": { + "compatibleTypes": "->Portfolio Mines Data->" + }, + "propertyNameAtParent": "projectPortfolioProducts", + "childrenNodesProperties": [ + { + "name": "exchangePortfolioProducts", + "type": "array", + "childType": "Exchange Portfolio Products" + } + ] +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/project-portfolio-tasks.json b/Projects/Foundations/Schemas/App-Schema/project-portfolio-tasks.json new file mode 100644 index 000000000..fa9dcb775 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/project-portfolio-tasks.json @@ -0,0 +1,75 @@ +{ + "type": "Project Portfolio Tasks", + "menuItems": [ + { + "action": "Run All Exchange Portfolio Tasks", + "label": "Run All Exchange Portfolio Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Run", + "workDoneLabel": "Run Request Sent", + "iconPathOn": "run", + "iconPathOff": "run", + "actionFunction": "payload.executeAction" + }, + { + "action": "Stop All Exchange Portfolio Tasks", + "label": "Stop All Exchange Portfolio Tasks", + "askConfirmation": true, + "confirmationLabel": "Confirm to Stop", + "workDoneLabel": "Stop Request Sent", + "iconPathOn": "stop", + "iconPathOff": "stop", + "actionFunction": "payload.executeAction" + }, + { + "action": "Add UI Object", + "label": "Add Exchange Portfolio Tasks", + "relatedUiObject": "Exchange Portfolio Tasks", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Add Missing Exchange Portfolio Tasks", + "label": "Add Missing Exchanges", + "askConfirmation": true, + "confirmationLabel": "Confirm to Proceed", + "workDoneLabel": "Done", + "relatedUiObject": "Exchange Portfolio Tasks", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "title": [ + "Use Reference Parent" + ], + "alternativeIcons": "Use Reference Parent Parent", + "addLeftIcons": true, + "level": 2, + "referencingRules": { + "compatibleTypes": "->Project Definition->" + }, + "attachingRules": { + "compatibleTypes": "->Testing Portfolio Tasks->Production Portfolio Tasks->" + }, + "propertyNameAtParent": "projectPortfolioTasks", + "childrenNodesProperties": [ + { + "name": "exchangePortfolioTasks", + "type": "array", + "childType": "Exchange Portfolio Tasks", + "monitorChildrenRunning": true + } + ], + "icon": "bitcoin" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/roi.json b/Projects/Foundations/Schemas/App-Schema/roi.json index a9cf9b7a6..78454c0e2 100644 --- a/Projects/Foundations/Schemas/App-Schema/roi.json +++ b/Projects/Foundations/Schemas/App-Schema/roi.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->" + "compatibleTypes": "->Trading Episode Statistics->Portfolio Episode Statistics->Position Statistics->Position Statistics->Position Base Asset->Position Quoted Asset->Episode Base Asset->Episode Quoted Asset->" }, "propertyNameAtParent": "ROI" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/serial-number.json b/Projects/Foundations/Schemas/App-Schema/serial-number.json index 20f1aa76b..07f115394 100644 --- a/Projects/Foundations/Schemas/App-Schema/serial-number.json +++ b/Projects/Foundations/Schemas/App-Schema/serial-number.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->Strategy->Position->Market Order->Limit Order->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->Strategy->Position->Market Order->Limit Order->" }, "propertyNameAtParent": "serialNumber" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/session-base-asset.json b/Projects/Foundations/Schemas/App-Schema/session-base-asset.json index 179fbb177..e22c95b02 100644 --- a/Projects/Foundations/Schemas/App-Schema/session-base-asset.json +++ b/Projects/Foundations/Schemas/App-Schema/session-base-asset.json @@ -32,7 +32,7 @@ "compatibleTypes": "->Exchange Account Asset->" }, "attachingRules": { - "compatibleTypes": "->Trading Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->" }, "alternativeIcons": "Use Reference Grandparent", "title": [ diff --git a/Projects/Foundations/Schemas/App-Schema/session-quoted-asset.json b/Projects/Foundations/Schemas/App-Schema/session-quoted-asset.json index 7a9f1ebaf..b8928686f 100644 --- a/Projects/Foundations/Schemas/App-Schema/session-quoted-asset.json +++ b/Projects/Foundations/Schemas/App-Schema/session-quoted-asset.json @@ -32,7 +32,7 @@ "compatibleTypes": "->Exchange Account Asset->" }, "attachingRules": { - "compatibleTypes": "->Trading Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->" }, "alternativeIcons": "Use Reference Grandparent", "title": [ diff --git a/Projects/Foundations/Schemas/App-Schema/session-reference.json b/Projects/Foundations/Schemas/App-Schema/session-reference.json new file mode 100644 index 000000000..95eea45cb --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/session-reference.json @@ -0,0 +1,26 @@ +{ + "type": "Session Reference", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "title": [ "Use Reference Parent" ], + "isTitleAllwaysVisible": true, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Managed Sessions->" + }, + "referencingRules": { + "compatibleTypes": "->Backtesting Session->Forward Testing Session->Paper Trading Session->Live Trading Session->Back Learning Session->Live Learning Session->" + }, + "propertyNameAtParent": "sessionReference" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/slippage.json b/Projects/Foundations/Schemas/App-Schema/slippage.json index df58ed3a0..36696ecff 100644 --- a/Projects/Foundations/Schemas/App-Schema/slippage.json +++ b/Projects/Foundations/Schemas/App-Schema/slippage.json @@ -28,7 +28,7 @@ }, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->" }, "propertyNameAtParent": "slippage" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/snapshots.json b/Projects/Foundations/Schemas/App-Schema/snapshots.json index af7598826..4205783d4 100644 --- a/Projects/Foundations/Schemas/App-Schema/snapshots.json +++ b/Projects/Foundations/Schemas/App-Schema/snapshots.json @@ -28,7 +28,7 @@ }, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->" }, "propertyNameAtParent": "snapshots" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/status.json b/Projects/Foundations/Schemas/App-Schema/status.json index a76b40c7f..9840f8beb 100644 --- a/Projects/Foundations/Schemas/App-Schema/status.json +++ b/Projects/Foundations/Schemas/App-Schema/status.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->Learning Episode->Strategy->Position->Market Order->Limit Order->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->Learning Episode->Strategy->Position->Market Order->Limit Order->Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->" }, "propertyNameAtParent": "status" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/strategy-close-stage.json b/Projects/Foundations/Schemas/App-Schema/strategy-close-stage.json index a4703053c..cb14d84b2 100644 --- a/Projects/Foundations/Schemas/App-Schema/strategy-close-stage.json +++ b/Projects/Foundations/Schemas/App-Schema/strategy-close-stage.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Current->" + "compatibleTypes": "->Trading Current->Portfolio Current->" }, "propertyNameAtParent": "strategyCloseStage", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/strategy-manage-stage.json b/Projects/Foundations/Schemas/App-Schema/strategy-manage-stage.json index fb82ad3bd..b82716802 100644 --- a/Projects/Foundations/Schemas/App-Schema/strategy-manage-stage.json +++ b/Projects/Foundations/Schemas/App-Schema/strategy-manage-stage.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Current->" + "compatibleTypes": "->Trading Current->Portfolio Current->" }, "propertyNameAtParent": "strategyManageStage", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/strategy-open-stage.json b/Projects/Foundations/Schemas/App-Schema/strategy-open-stage.json index eb1bbc053..678a20ad2 100644 --- a/Projects/Foundations/Schemas/App-Schema/strategy-open-stage.json +++ b/Projects/Foundations/Schemas/App-Schema/strategy-open-stage.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Current->" + "compatibleTypes": "->Trading Current->Portfolio Current->" }, "propertyNameAtParent": "strategyOpenStage", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/strategy-trigger-stage.json b/Projects/Foundations/Schemas/App-Schema/strategy-trigger-stage.json index 2a53d18ce..e36b76171 100644 --- a/Projects/Foundations/Schemas/App-Schema/strategy-trigger-stage.json +++ b/Projects/Foundations/Schemas/App-Schema/strategy-trigger-stage.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Current->" + "compatibleTypes": "->Trading Current->Portfolio Current->" }, "propertyNameAtParent": "strategyTriggerStage", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/strategy.json b/Projects/Foundations/Schemas/App-Schema/strategy.json index 649f51411..5f4aab40e 100644 --- a/Projects/Foundations/Schemas/App-Schema/strategy.json +++ b/Projects/Foundations/Schemas/App-Schema/strategy.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Current->Trading Last->" + "compatibleTypes": "->Trading Current->Trading Last->Portfolio Current->Portfolio Last->" }, "propertyNameAtParent": "strategy", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/take-position-event.json b/Projects/Foundations/Schemas/App-Schema/take-position-event.json index e73143628..c37f494fa 100644 --- a/Projects/Foundations/Schemas/App-Schema/take-position-event.json +++ b/Projects/Foundations/Schemas/App-Schema/take-position-event.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Take Position Portfolio Event", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "takePositionPMEvent", + "relatedUiObject": "Take Position PM Event", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Add UI Object", "label": "Add Announcement", @@ -17,6 +27,26 @@ "relatedUiObjectProject": "Social-Bots", "actionProject": "Visual-Scripting" }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "outgoingSignals", + "actionFunction": "payload.executeAction", + "label": "Add Outgoing Signals", + "relatedUiObject": "Outgoing Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "incomingSignals", + "actionFunction": "payload.executeAction", + "label": "Add Incoming Signals", + "relatedUiObject": "Incoming Signals", + "relatedUiObjectProject": "Trading-Signals" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -40,11 +70,28 @@ "childType": "Situation", "autoAdd": true }, + { + "name": "takePositionPMEvent", + "type": "node", + "childType": "Take Position PM Event" + }, { "name": "announcements", "type": "array", "childType": "Announcement", "project": "Social-Bots" + }, + { + "name": "outgoingSignals", + "type": "node", + "childType": "Outgoing Signals", + "project": "Trading-Signals" + }, + { + "name": "incomingSignals", + "type": "node", + "childType": "Incoming Signals", + "project": "Trading-Signals" } ], "propertyNameAtParent": "takePosition" diff --git a/Projects/Foundations/Schemas/App-Schema/take-position-pm-event.json b/Projects/Foundations/Schemas/App-Schema/take-position-pm-event.json new file mode 100644 index 000000000..25c110eeb --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/take-position-pm-event.json @@ -0,0 +1,29 @@ +{ + "type": "Take Position PM Event", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Take Position Event->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "takePositionPMEvent" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/target-rate-pm-formula.json b/Projects/Foundations/Schemas/App-Schema/target-rate-pm-formula.json new file mode 100644 index 000000000..f6bc4fd75 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/target-rate-pm-formula.json @@ -0,0 +1,29 @@ +{ + "type": "Target Rate PM Formula", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Target Rate->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "targetRatePMFormula" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/target-rate.json b/Projects/Foundations/Schemas/App-Schema/target-rate.json index 44b2cf9e5..20c4eeed6 100644 --- a/Projects/Foundations/Schemas/App-Schema/target-rate.json +++ b/Projects/Foundations/Schemas/App-Schema/target-rate.json @@ -11,6 +11,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Target Rate Portfolio Formula", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "targetRatePMFormula", + "relatedUiObject": "Target Rate PM Formula", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -33,6 +43,11 @@ "type": "node", "childType": "Formula", "autoAdd": true + }, + { + "name": "targetRatePMFormula", + "type": "node", + "childType": "Target Rate PM Formula" } ], "propertyNameAtParent": "targetRate" diff --git a/Projects/Foundations/Schemas/App-Schema/target-size-in-base-asset-pm-formula.json b/Projects/Foundations/Schemas/App-Schema/target-size-in-base-asset-pm-formula.json new file mode 100644 index 000000000..85cf1e49e --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/target-size-in-base-asset-pm-formula.json @@ -0,0 +1,29 @@ +{ + "type": "Target Size In Base Asset PM Formula", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Target Size In Base Asset->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "targetSizeInBaseAssetPMFormula" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/target-size-in-base-asset.json b/Projects/Foundations/Schemas/App-Schema/target-size-in-base-asset.json index b86e01958..43febaff7 100644 --- a/Projects/Foundations/Schemas/App-Schema/target-size-in-base-asset.json +++ b/Projects/Foundations/Schemas/App-Schema/target-size-in-base-asset.json @@ -11,6 +11,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Target Base Size Portfolio Formula", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "targetSizeInBaseAssetPMFormula", + "relatedUiObject": "Target Size In Base Asset PM Formula", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -33,6 +43,11 @@ "type": "node", "childType": "Formula", "autoAdd": true + }, + { + "name": "targetSizeInBaseAssetPMFormula", + "type": "node", + "childType": "Target Size In Base Asset PM Formula" } ], "propertyNameAtParent": "targetSizeInBaseAsset" diff --git a/Projects/Foundations/Schemas/App-Schema/target-size-in-quoted-asset-pm-formula.json b/Projects/Foundations/Schemas/App-Schema/target-size-in-quoted-asset-pm-formula.json new file mode 100644 index 000000000..36c943848 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/target-size-in-quoted-asset-pm-formula.json @@ -0,0 +1,29 @@ +{ + "type": "Target Size In Quoted Asset PM Formula", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 4, + "attachingRules": { + "compatibleTypes": "->Target Size In Quoted Asset->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "targetSizeInQuotedAssetPMFormula" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/target-size-in-quoted-asset.json b/Projects/Foundations/Schemas/App-Schema/target-size-in-quoted-asset.json index 36abcf0ee..284e0c4f4 100644 --- a/Projects/Foundations/Schemas/App-Schema/target-size-in-quoted-asset.json +++ b/Projects/Foundations/Schemas/App-Schema/target-size-in-quoted-asset.json @@ -11,6 +11,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Target Quoted Size Portfolio Formula", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "targetSizeInQuotedAssetPMFormula", + "relatedUiObject": "Target Size In Quoted Asset PM Formula", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -33,6 +43,11 @@ "type": "node", "childType": "Formula", "autoAdd": true + }, + { + "name": "targetSizeInQuotedAssetPMFormula", + "type": "node", + "childType": "Target Size In Quoted Asset PM Formula" } ], "propertyNameAtParent": "targetSizeInQuotedAsset" diff --git a/Projects/Foundations/Schemas/App-Schema/task-manager.json b/Projects/Foundations/Schemas/App-Schema/task-manager.json index 299039fc6..65b1bcca2 100644 --- a/Projects/Foundations/Schemas/App-Schema/task-manager.json +++ b/Projects/Foundations/Schemas/App-Schema/task-manager.json @@ -43,7 +43,7 @@ "addLeftIcons": true, "level": 2, "attachingRules": { - "compatibleTypes": "->Data Mine Tasks->Trading Mine Tasks->Learning Mine Tasks->" + "compatibleTypes": "->Data Mine Tasks->Trading Mine Tasks->Portfolio Mine Tasks->Learning Mine Tasks->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/task-reference.json b/Projects/Foundations/Schemas/App-Schema/task-reference.json new file mode 100644 index 000000000..4ee3db582 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/task-reference.json @@ -0,0 +1,26 @@ +{ + "type": "Task Reference", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "title": [ "Use Reference Parent" ], + "isTitleAllwaysVisible": true, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Managed Tasks->" + }, + "referencingRules": { + "compatibleTypes": "->Task->" + }, + "propertyNameAtParent": "taskReference" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/task.json b/Projects/Foundations/Schemas/App-Schema/task.json index c13b68202..bd0891240 100644 --- a/Projects/Foundations/Schemas/App-Schema/task.json +++ b/Projects/Foundations/Schemas/App-Schema/task.json @@ -87,6 +87,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "taskServerAppReference", + "label": "Add Task Server App Reference", + "relatedUiObject": "Task Server App Reference", + "actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Governance" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -134,6 +144,12 @@ "name": "keyReference", "type": "node", "childType": "Key Reference" + }, + { + "name": "taskServerAppReference", + "type": "node", + "childType": "Task Server App Reference", + "project": "Governance" } ], "propertyNameAtParent": "tasks" diff --git a/Projects/Foundations/Schemas/App-Schema/template-structure.json b/Projects/Foundations/Schemas/App-Schema/template-structure.json index 35f8d14cc..22bdb3a12 100644 --- a/Projects/Foundations/Schemas/App-Schema/template-structure.json +++ b/Projects/Foundations/Schemas/App-Schema/template-structure.json @@ -35,6 +35,11 @@ "type": "node", "childType": "Trading Session Reference" }, + { + "name": "portfolioSessionReferences", + "type": "node", + "childType": "Portfolio Session Reference" + }, { "name": "timeMachines", "type": "node", diff --git a/Projects/Foundations/Schemas/App-Schema/template-target.json b/Projects/Foundations/Schemas/App-Schema/template-target.json index d9e0b0734..df562a549 100644 --- a/Projects/Foundations/Schemas/App-Schema/template-target.json +++ b/Projects/Foundations/Schemas/App-Schema/template-target.json @@ -20,7 +20,7 @@ "compatibleTypes": "->Template Script->" }, "referencingRules": { - "compatibleTypes": "->Dashboard->Data Mines Data->Trading Mines Data->Data Tasks->Testing Trading Tasks->Production Trading Tasks->" + "compatibleTypes": "->Dashboard->Data Mines Data->Trading Mines Data->Data Tasks->Testing Trading Tasks->Production Trading Tasks->Portfolio Mines Data->Production Portfolio Tasks->" }, "childrenNodesProperties": [] } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/time-frame.json b/Projects/Foundations/Schemas/App-Schema/time-frame.json index 765294fc2..481697d84 100644 --- a/Projects/Foundations/Schemas/App-Schema/time-frame.json +++ b/Projects/Foundations/Schemas/App-Schema/time-frame.json @@ -28,7 +28,7 @@ }, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Parameters->Learning Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->Learning Parameters->" }, "propertyNameAtParent": "timeFrame" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/time-range.json b/Projects/Foundations/Schemas/App-Schema/time-range.json index 77ee3147b..29ba3fd7a 100644 --- a/Projects/Foundations/Schemas/App-Schema/time-range.json +++ b/Projects/Foundations/Schemas/App-Schema/time-range.json @@ -28,7 +28,7 @@ }, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Parameters->Learning Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->Learning Parameters->" }, "propertyNameAtParent": "timeRange" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/trigger-off-event.json b/Projects/Foundations/Schemas/App-Schema/trigger-off-event.json index d8f19e01d..51ec3d7fb 100644 --- a/Projects/Foundations/Schemas/App-Schema/trigger-off-event.json +++ b/Projects/Foundations/Schemas/App-Schema/trigger-off-event.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Trigger Off Portfolio Event", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "triggerOffPMEvent", + "relatedUiObject": "Trigger Off PM Event", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Add UI Object", "label": "Add Announcement", @@ -17,6 +27,26 @@ "relatedUiObjectProject": "Social-Bots", "actionProject": "Visual-Scripting" }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "outgoingSignals", + "actionFunction": "payload.executeAction", + "label": "Add Outgoing Signals", + "relatedUiObject": "Outgoing Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "incomingSignals", + "actionFunction": "payload.executeAction", + "label": "Add Incoming Signals", + "relatedUiObject": "Incoming Signals", + "relatedUiObjectProject": "Trading-Signals" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -40,11 +70,28 @@ "childType": "Situation", "autoAdd": true }, + { + "name": "triggerOffPMEvent", + "type": "node", + "childType": "Trigger Off PM Event" + }, { "name": "announcements", "type": "array", "childType": "Announcement", "project": "Social-Bots" + }, + { + "name": "outgoingSignals", + "type": "node", + "childType": "Outgoing Signals", + "project": "Trading-Signals" + }, + { + "name": "incomingSignals", + "type": "node", + "childType": "Incoming Signals", + "project": "Trading-Signals" } ], "propertyNameAtParent": "triggerOff" diff --git a/Projects/Foundations/Schemas/App-Schema/trigger-off-pm-event.json b/Projects/Foundations/Schemas/App-Schema/trigger-off-pm-event.json new file mode 100644 index 000000000..aa154aec5 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/trigger-off-pm-event.json @@ -0,0 +1,29 @@ +{ + "type": "Trigger Off PM Event", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Trigger Off Event->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "triggerOffPMEvent" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/trigger-on-event.json b/Projects/Foundations/Schemas/App-Schema/trigger-on-event.json index 6d7876cd7..32463f8fe 100644 --- a/Projects/Foundations/Schemas/App-Schema/trigger-on-event.json +++ b/Projects/Foundations/Schemas/App-Schema/trigger-on-event.json @@ -9,6 +9,16 @@ "actionProject": "Visual-Scripting", "relatedUiObjectProject": "Foundations" }, + { + "action": "Add UI Object", + "label": "Add Trigger On Portfolio Event", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "triggerOnPMEvent", + "relatedUiObject": "Trigger On PM Event", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Foundations", + "actionProject": "Visual-Scripting" + }, { "action": "Add UI Object", "label": "Add Announcement", @@ -17,6 +27,26 @@ "relatedUiObjectProject": "Social-Bots", "actionProject": "Visual-Scripting" }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "outgoingSignals", + "actionFunction": "payload.executeAction", + "label": "Add Outgoing Signals", + "relatedUiObject": "Outgoing Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "incomingSignals", + "actionFunction": "payload.executeAction", + "label": "Add Incoming Signals", + "relatedUiObject": "Incoming Signals", + "relatedUiObjectProject": "Trading-Signals" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -40,11 +70,28 @@ "childType": "Situation", "autoAdd": true }, + { + "name": "triggerOnPMEvent", + "type": "node", + "childType": "Trigger On PM Event" + }, { "name": "announcements", "type": "array", "childType": "Announcement", "project": "Social-Bots" + }, + { + "name": "outgoingSignals", + "type": "node", + "childType": "Outgoing Signals", + "project": "Trading-Signals" + }, + { + "name": "incomingSignals", + "type": "node", + "childType": "Incoming Signals", + "project": "Trading-Signals" } ], "propertyNameAtParent": "triggerOn" diff --git a/Projects/Foundations/Schemas/App-Schema/trigger-on-pm-event.json b/Projects/Foundations/Schemas/App-Schema/trigger-on-pm-event.json new file mode 100644 index 000000000..946f49c52 --- /dev/null +++ b/Projects/Foundations/Schemas/App-Schema/trigger-on-pm-event.json @@ -0,0 +1,29 @@ +{ + "type": "Trigger On PM Event", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "initialValues": { + "config": "{}" + }, + "editors": { + "config": true + }, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Trigger On Event->" + }, + "childrenNodesProperties": [ + ], + "propertyNameAtParent": "triggerOnPMEvent" +} \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/trigger-stage.json b/Projects/Foundations/Schemas/App-Schema/trigger-stage.json index 4f802be7a..cd844bcb2 100644 --- a/Projects/Foundations/Schemas/App-Schema/trigger-stage.json +++ b/Projects/Foundations/Schemas/App-Schema/trigger-stage.json @@ -31,7 +31,7 @@ "addLeftIcons": true, "level": 2, "attachingRules": { - "compatibleTypes": "->Trading Strategy->" + "compatibleTypes": "->Trading Strategy->Portfolio Strategy->" }, "childrenNodesProperties": [ { diff --git a/Projects/Foundations/Schemas/App-Schema/user-defined-counter.json b/Projects/Foundations/Schemas/App-Schema/user-defined-counter.json index bb080eefc..11c3fe13d 100644 --- a/Projects/Foundations/Schemas/App-Schema/user-defined-counter.json +++ b/Projects/Foundations/Schemas/App-Schema/user-defined-counter.json @@ -52,7 +52,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Counters->Learning Episode Counters->Position Counters->Strategy Counters->" + "compatibleTypes": "->Trading Episode Counters->Portfolio Episode Counters->Portfolio Episode Counters->Learning Episode Counters->Position Counters->Strategy Counters->" }, "propertyNameAtParent": "userDefinedCounters" -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/App-Schema/user-defined-parameters.json b/Projects/Foundations/Schemas/App-Schema/user-defined-parameters.json index e707a811f..c15041c13 100644 --- a/Projects/Foundations/Schemas/App-Schema/user-defined-parameters.json +++ b/Projects/Foundations/Schemas/App-Schema/user-defined-parameters.json @@ -28,7 +28,7 @@ }, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Parameters->Learning Parameters->" + "compatibleTypes": "->Trading Parameters->Portfolio Parameters->Learning Parameters->" }, "propertyNameAtParent": "userDefinedParameters" } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/App-Schema/user-defined-statistic.json b/Projects/Foundations/Schemas/App-Schema/user-defined-statistic.json index 32e6e2641..24a4235ce 100644 --- a/Projects/Foundations/Schemas/App-Schema/user-defined-statistic.json +++ b/Projects/Foundations/Schemas/App-Schema/user-defined-statistic.json @@ -62,7 +62,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode Statistics->Learning Episode Statistics->Position Statistics->" + "compatibleTypes": "->Trading Episode Statistics->Portfolio Episode Statistics->Position Statistics->Learning Episode Statistics->Position Statistics->" }, "propertyNameAtParent": "userDefinedStatistics", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/App-Schema/user-defined-variables.json b/Projects/Foundations/Schemas/App-Schema/user-defined-variables.json index 4b3960b27..15370e90e 100644 --- a/Projects/Foundations/Schemas/App-Schema/user-defined-variables.json +++ b/Projects/Foundations/Schemas/App-Schema/user-defined-variables.json @@ -23,7 +23,7 @@ "addLeftIcons": true, "level": 3, "attachingRules": { - "compatibleTypes": "->Trading Episode->" + "compatibleTypes": "->Trading Episode->Portfolio Episode->" }, "propertyNameAtParent": "userDefinedVariables", "childrenNodesProperties": [ diff --git a/Projects/Foundations/Schemas/Docs-Books/first-steps-tutorials.json b/Projects/Foundations/Schemas/Docs-Books/first-steps-tutorials.json index e88b59dc4..ea9795210 100644 --- a/Projects/Foundations/Schemas/Docs-Books/first-steps-tutorials.json +++ b/Projects/Foundations/Schemas/Docs-Books/first-steps-tutorials.json @@ -8,6 +8,11 @@ "language": "ES", "text": "Este libro lo guía por el camino que lo ayudará a aprender Superalgos de la manera más eficiente posible. Los tutoriales interactivos son la mejor herramienta para abordar la curva de aprendizaje. Es muy recomendable hacer los tutoriales en el orden propuesto.", "updated": 1628207193722 + }, + { + "language": "RU", + "text": "Эта книга проведет вас по пути, который поможет вам изучить Superalgos наиболее эффективным способом. Интерактивные учебники - лучший инструмент для преодоления кривой обучения. Настоятельно рекомендуется выполнять учебники в предложенном порядке.", + "updated": 1637920073292 } ] }, @@ -15,7 +20,14 @@ { "style": "Title", "text": "How to Use This Book", - "updated": 1610955545072 + "updated": 1610955545072, + "translations": [ + { + "language": "RU", + "text": "Как использовать эту книгу", + "updated": 1637920084060 + } + ] }, { "style": "Text", @@ -25,6 +37,11 @@ "language": "ES", "text": "Los Tutoriales proveen la mejor experiencia de aprendizaje práctico. Hacer todos los tutoriales existentes ha demostrado ser la forma más eficaz de abordar la curva de aprendizaje.", "updated": 1636560408468 + }, + { + "language": "RU", + "text": "Учебники обеспечивают максимальный практический опыт обучения. Изучение всех существующих учебников оказалось наиболее эффективным способом преодоления кривой обучения.", + "updated": 1637920111715 } ] }, @@ -37,6 +54,11 @@ "language": "ES", "text": "Para hacer un tutorial, cargue el correspondiente plugin workspace,busque el tutorial en la parte inferior del espacio de diseño y seleccione Play en el menu.", "updated": 1636560468727 + }, + { + "language": "RU", + "text": "Чтобы сделать учебник, загрузите соответствующее рабочее пространство плагина, найдите учебник в нижней части пространства проектирования и выберите в меню пункт Play.", + "updated": 1637920130755 } ] }, @@ -48,6 +70,11 @@ "language": "ES", "text": "Cuando necesite un repaso rápido, siempre puede volver atrás y rehacer todo el tutorial o algunos pasos. Debido a que los tutoriales se componen de páginas en las que se pueden realizar búsquedas, también puede escanear el contenido sin hacer el tutorial.", "updated": 1636560519878 + }, + { + "language": "RU", + "text": "Когда вам нужно быстрое обновление, вы всегда можете вернуться и переделать весь учебник или несколько шагов. Поскольку учебники состоят из страниц с возможностью поиска, вы также можете сканировать содержимое, фактически не выполняя учебник.", + "updated": 1637920230871 } ] }, @@ -60,12 +87,24 @@ "language": "ES", "text": "El orden recomendado viene dado por la lista a continuación, pero la verdad es que hacer todos los tutoriales es lo que importa, sin importar el orden.", "updated": 1636560552820 + }, + { + "language": "RU", + "text": "Рекомендуемый порядок приведен в списке ниже, но правда в том, что все учебники имеют значение, независимо от порядка.", + "updated": 1637920246813 } ] }, { "style": "Title", - "text": "List of Plugin Workspaces and Tutorials" + "text": "List of Plugin Workspaces and Tutorials", + "translations": [ + { + "language": "RU", + "text": "Список рабочих пространств и учебников по плагинам", + "updated": 1637920261835 + } + ] }, { "style": "Text", @@ -76,6 +115,11 @@ "language": "ES", "text": "Para su conveniencia, encuentre la relación del Plugin Workspaces y los tutoriales de cada uno de ellos.", "updated": 1636560626471 + }, + { + "language": "RU", + "text": "Для вашего удобства приведено соотношение рабочих пространств плагинов (Plugin Workspaces) и учебников, которые есть в каждом из них.", + "updated": 1637920336885 } ] }, diff --git a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-001-app-error-contribution-not-sent.json b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-001-app-error-contribution-not-sent.json index f2aa802c8..aafe42731 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-001-app-error-contribution-not-sent.json +++ b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-001-app-error-contribution-not-sent.json @@ -4,13 +4,27 @@ "type": "App Error - Contribution Not Sent", "definition": { "text": "There was a problem trying to send your contribution to your fork of the Superalgos repository, or from your fork to the Superalgos/Superalgos main repository.", - "updated": 1611129378492 + "updated": 1611129378492, + "translations": [ + { + "language": "DE", + "text": "Es gab ein Problem beim Versuch, Ihren Beitrag (contribution) an Ihre Fork des Superalgos-Repositorys oder von Ihrer Fork an das Superalgos/Superalgos main repository zu senden.", + "updated": 1637847176279 + } + ] }, "paragraphs": [ { "style": "Text", "text": "Check the following section for details on what may have happened. After you fix the issue that prevented the App Contribute Command to run, you may try again.", - "updated": 1611152997869 + "updated": 1611152997869, + "translations": [ + { + "language": "DE", + "text": "Lesen Sie den folgenden Abschnitt, um zu erfahren, was passiert sein könnte. Nachdem Sie das Problem behoben haben, das die Ausführung des App Contribute Command verhindert hat, können Sie es erneut versuchen.", + "updated": 1637847279708 + } + ] }, { "style": "Title", @@ -19,20 +33,48 @@ }, { "style": "Text", - "text": "In the following section, you will find the information recorded when the error occurred." + "text": "In the following section, you will find the information recorded when the error occurred.", + "translations": [ + { + "language": "DE", + "text": "Im folgenden Abschnitt finden Sie die Informationen, die beim Auftreten des Fehlers aufgezeichnet wurden.", + "updated": 1637847305339 + } + ] }, { "style": "Note", "text": "You will only see the information if you opened this page as a result of the error actually occurring.", - "updated": 1611153032408 + "updated": 1611153032408, + "translations": [ + { + "language": "DE", + "text": "Hinweis: Diese Informationen werden nur angezeigt, wenn Sie diese Seite geöffnet haben, weil der Fehler tatsächlich aufgetreten ist.", + "updated": 1637847343322 + } + ] }, { "style": "Subtitle", - "text": "Error Message" + "text": "Error Message", + "translations": [ + { + "language": "DE", + "text": "Fehlermeldung (Error Message)", + "updated": 1637847408680 + } + ] }, { "style": "Text", - "text": "The following is the Error Message of the Exception that occurred at the Client:" + "text": "The following is the Error Message of the Exception that occurred at the Client:", + "translations": [ + { + "language": "DE", + "text": "Im Folgenden wird die Fehlermeldung der beim Client aufgetretenen Ausnahme angezeigt:", + "updated": 1637847389630 + } + ] }, { "style": "Placeholder", @@ -44,7 +86,14 @@ }, { "style": "Text", - "text": "The following is the Error Stack of the Exception that occurred at the Client:" + "text": "The following is the Error Stack of the Exception that occurred at the Client:", + "translations": [ + { + "language": "DE", + "text": "Im Folgenden ist der Error Stack der beim Client aufgetretenen Ausnahme dargestellt:", + "updated": 1637847442850 + } + ] }, { "style": "Placeholder", @@ -56,7 +105,14 @@ }, { "style": "Text", - "text": "The following is the Error Code of the Exception that occurred at the Client:" + "text": "The following is the Error Code of the Exception that occurred at the Client:", + "translations": [ + { + "language": "DE", + "text": "Im Folgenden wird der Fehlercode der beim Client aufgetretenen Ausnahme angegeben:", + "updated": 1637847479023 + } + ] }, { "style": "Placeholder", @@ -70,7 +126,14 @@ { "style": "Text", "text": "The following are all the Error details of the Exception that occurred at the Client:", - "updated": 1611154675224 + "updated": 1611154675224, + "translations": [ + { + "language": "DE", + "text": "Im Folgenden werden alle Fehlerdetails der beim Client aufgetretenen Ausnahme aufgeführt:", + "updated": 1637847501074 + } + ] }, { "style": "Placeholder", diff --git a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-002-app-error-github-credentials-missing.json b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-002-app-error-github-credentials-missing.json index 61e3b7704..7179e1e11 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-002-app-error-github-credentials-missing.json +++ b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-002-app-error-github-credentials-missing.json @@ -4,7 +4,17 @@ "type": "App Error - Github Credentials Missing", "definition": { "text": "To manage contributions from within the app or update the app by running a command, you must first provide your Github.com credentials so that the Client can get you authenticated when pushing your changes to the remote repository.", - "updated": 1611129104270 + "updated": 1611129104270, + "translations": [ + { + "language": "ES", + "text": "Para administrar las contribuciones desde la aplicación o actualizar la aplicación ejecutando un comando, primero debe proporcionar sus credenciales de Github.com para que el Client (Cliente) puede conseguir que se autentique cuando envíe sus cambios al repositorio remoto.", + "updated": 1637851982343 }, { + "language": "DE", + "text": "Um Beiträge aus der App heraus zu verwalten oder die App durch Ausführen eines Befehls zu aktualisieren, müssen Sie zunächst Ihre Github.com Anmeldedaten (Github-credentials) angeben, damit der Client Sie authentifizieren kann, wenn Sie Ihre Änderungen an das remote Repository übertragen.", + "updated": 1637872276765 + } + ] }, "paragraphs": [ { @@ -15,12 +25,29 @@ { "style": "Error", "text": "Github Credentials are Missing. Please solve this issue and try again.", - "updated": 1620591786589 + "updated": 1620591786589, + "translations": [ + { + "language": "DE", + "text": "Die Github-Anmeldeinformationen (Github Credentials) fehlen. Bitte lösen Sie dieses Problem und versuchen Sie es erneut.", + "updated": 1637872324423 + } + ] }, { "style": "Text", "text": "To solve this issue follow the following instructions on how to set up your GitHub.com credentials so that the system can automate the tasks needed to submit your contributions to the main repository of the Superalgos project.", - "updated": 1609945787577 + "updated": 1609945787577, + "translations": [ + { + "language": "ES", + "text": "Para resolver este problema, siga las siguientes instrucciones sobre cómo configurar sus credenciales de GitHub.com para que el sistema pueda automatizar las tareas necesarias para enviar sus contribuciones al repositorio principal del proyecto Superalgos.", + "updated": 1637852010003}, { + "language": "DE", + "text": "Um dieses Problem zu lösen, befolgen Sie die folgenden Anweisungen, um Ihre GitHub.com-Anmeldedaten (GitHub.com credentials) einzurichten, damit das System die Aufgaben automatisieren kann, die erforderlich sind, um Ihre Beiträge in das main repository des Superalgos-Projekts einzureichen.", + "updated": 1637872432244 + } + ] }, { "style": "Anchor", @@ -29,7 +56,14 @@ { "style": "Error", "text": "Github Credentials are Missing. The Hierarchy APIs was not found at your workspace. Please create it following the guide below and try again.", - "updated": 1620591795457 + "updated": 1620591795457, + "translations": [ + { + "language": "DE", + "text": "Die Github-Anmeldeinformationen (Github Credentials) fehlen. Die Hierarchy APIs wurden in Ihrem Workspace nicht gefunden. Bitte erstellen Sie sie gemäß der unten stehenden Anleitung und versuchen Sie es erneut.", + "updated": 1637872483733 + } + ] }, { "style": "Anchor", @@ -39,7 +73,14 @@ { "style": "Error", "text": "Github Credentials are Missing. The Hierarchy APIs does not have a child of type Github API. Please create it following the guide below and try again.", - "updated": 1620591802895 + "updated": 1620591802895, + "translations": [ + { + "language": "DE", + "text": "Github-Anmeldeinformationen (Github Credentials) fehlen. Die Hierarchie-APIs haben kein child (Node welche von Node abgeht) vom Typ Github API. Bitte erstellen Sie sie gemäß der unten stehenden Anleitung und versuchen Sie es erneut.", + "updated": 1637872623504 + } + ] }, { "style": "Anchor", @@ -49,7 +90,14 @@ { "style": "Error", "text": "Github Credentials are Missing. The property username is missing or empty. Please create it following the guide below and try again.", - "updated": 1620591810613 + "updated": 1620591810613, + "translations": [ + { + "language": "DE", + "text": "Github-Anmeldeinformationen (Github Credentials) fehlen. Die Eigenschaft username fehlt oder ist leer. Bitte erstellen Sie sie gemäß der unten stehenden Anleitung und versuchen Sie es erneut.", + "updated": 1637872711952 + } + ] }, { "style": "Anchor", @@ -59,7 +107,14 @@ { "style": "Error", "text": "Github Credentials are Missing. The property token is missing or empty. Please create it following the guide below and try again.", - "updated": 1610559900470 + "updated": 1610559900470, + "translations": [ + { + "language": "DE", + "text": "Github-Anmeldeinformationen (Github Credentials) fehlen. Das Property-Token fehlt oder ist leer. Bitte erstellen Sie sie gemäß der unten stehenden Anleitung und versuchen Sie es erneut.", + "updated": 1637872739244 + } + ] }, { "style": "Text", @@ -67,7 +122,14 @@ }, { "style": "Title", - "text": "Applies to" + "text": "Applies to", + "translations": [ + { + "language": "DE", + "text": "Gilt für:", + "updated": 1637872755816 + } + ] }, { "style": "List", @@ -87,4 +149,4 @@ "updated": 1609945833844 } ] -} \ No newline at end of file +} diff --git a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-003-app-error-update-failed.json b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-003-app-error-update-failed.json index 58d8a360d..a759eb37c 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-003-app-error-update-failed.json +++ b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Errors/app-commands-errors-003-app-error-update-failed.json @@ -4,7 +4,14 @@ "type": "App Error - Update Failed", "definition": { "text": "There was a problem trying to update the Client. Check the console for errors and make sure your GitHub.com credentials are correct.", - "updated": 1611129344277 + "updated": 1611129344277, + "translations": [ + { + "language": "DE", + "text": "Es gab ein Problem beim aktualisieren ihres client`s. Überprüfen sie die Konsole nach error-Meldungen und vergewissern sie sich, das ihre Github.com credentials korrekt sind.", + "updated": 1637772440444 + } + ] }, "paragraphs": [ { diff --git a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Messages/app-commands-messages-002-app-message-creating-pull-request.json b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Messages/app-commands-messages-002-app-message-creating-pull-request.json index 384c56c2e..2c2fa5cde 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Messages/app-commands-messages-002-app-message-creating-pull-request.json +++ b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands-Messages/app-commands-messages-002-app-message-creating-pull-request.json @@ -16,6 +16,11 @@ "language": "DE", "text": "Warten Sie, während die Änderungen auf GitHub.com hochgeladen werden und ein Pull Request erstellt wird. Sie werden eine neue Nachricht erhalten, wenn der Vorgang abgeschlossen ist.", "updated": 1634163736599 + }, + { + "language": "ES", + "text": "Espere mientras se cargan los cambios en GitHub.com y una Pull Request es creada. Recibirá un nuevo mensaje cuando se complete la operación.", + "updated": 1637852411598 } ] }, @@ -53,6 +58,11 @@ "language": "DE", "text": "Es ist keine weitere Aktion von Ihnen erforderlich. Jemand wird Ihren Pull Request überprüfen und ihn in die neueste Version der Software einfügen, wenn alles in Ordnung ist. Wenn Ihre Änderungen aus irgendeinem Grund abgelehnt werden, müssen Sie das Thema auf Github.com weiterverfolgen.", "updated": 1634163822210 + }, + { + "language": "ES", + "text": "No es necesario que realice ninguna otra acción. Alguien revisará su Pull Request ay fusionarlo con la última versión del software si todo está en orden. Si sus cambios son rechazados por cualquier motivo, deberá hacer un seguimiento del problema en Github.com.", + "updated": 1637852466417 } ] }, @@ -71,6 +81,11 @@ "language": "DE", "text": "Sollten Sie weitere Beiträge einreichen, während der Pull Request geprüft wird, werden diese automatisch an den offenen Pull Request angehängt.", "updated": 1634163831841 + }, + { + "language": "ES", + "text": "Si envía más contribuciones mientras la Pull Request está en revisión, se agregarán automáticamente a la Pull Request abierta.", + "updated": 1637852529296 } ] }, @@ -89,6 +104,11 @@ "language": "DE", "text": "Sie sollten eine E-Mail von Github.com erhalten, wenn Änderungen zusammengeführt werden, oder wenn der Prüfer Kommentare abgibt oder die Änderungen ablehnt. Sie können Ihre E-Mail-Einstellungen auf GitHub.com verwalten.", "updated": 1634163842377 + }, + { + "language": "ES", + "text": "Debería recibir un correo electrónico de Github.com cuando se fusionen los cambios, o si el revisor hace comentarios o rechaza los cambios. Puede administrar la configuración de su suscripción de correo electrónico en GitHub.com.", + "updated": 1637852558644 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands/app-commands-001-app-contribute-command.json b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands/app-commands-001-app-contribute-command.json index 06b8b7c02..e4af2986d 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands/app-commands-001-app-contribute-command.json +++ b/Projects/Foundations/Schemas/Docs-Topics/A/App/App-Commands/app-commands-001-app-contribute-command.json @@ -447,13 +447,13 @@ }, { "style": "Subtitle", - "text": "Linux and iOS", - "updated": 1621085154588, + "text": "Linux and macOS", + "updated": 1637872934184, "translations": [ { "language": "DE", - "text": "Linux und iOS", - "updated": 1636813726982 + "text": "Linux und macOS", + "updated": 1637873000919 } ] }, diff --git a/Projects/Foundations/Schemas/Docs-Topics/D/Debugging/Debugging-Your-Indicator/debugging-your-indicator-005-debugging-let-the-hunt-begin.json b/Projects/Foundations/Schemas/Docs-Topics/D/Debugging/Debugging-Your-Indicator/debugging-your-indicator-005-debugging-let-the-hunt-begin.json index abfe95556..eaca6398c 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/D/Debugging/Debugging-Your-Indicator/debugging-your-indicator-005-debugging-let-the-hunt-begin.json +++ b/Projects/Foundations/Schemas/Docs-Topics/D/Debugging/Debugging-Your-Indicator/debugging-your-indicator-005-debugging-let-the-hunt-begin.json @@ -11,6 +11,11 @@ "text": "Use F11 to zoom in to the code once it stops at the breaking point, and use F5 to take it step by step forward. ", "updated": 1614338803641, "style": "Definition" + }, + { + "language": "DE", + "text": "Verwenden Sie F11, um in den Code zu zoomen, sobald er am breaking point anhält, und verwenden Sie F5, um ihn Schritt für Schritt weiterzuverfolgen.", + "updated": 1637875078405 } ] }, @@ -18,12 +23,26 @@ { "style": "Title", "text": "Ssssh, be quiet... wait for it...", - "updated": 1614512153973 + "updated": 1614512153973, + "translations": [ + { + "language": "DE", + "text": "Pssst, sei still... warte ...", + "updated": 1637875098578 + } + ] }, { "style": "Text", "text": "As soon as the data for your indicator is being processed, your IDE will pause the process at the break point we set earlier...", - "updated": 1614512188902 + "updated": 1614512188902, + "translations": [ + { + "language": "DE", + "text": "Sobald die Daten für Ihren Indikator verarbeitet werden, hält Ihre IDE den Prozess an dem zuvor festgelegten break point an...", + "updated": 1637875140804 + } + ] }, { "style": "Javascript", @@ -31,12 +50,26 @@ }, { "style": "Text", - "text": "... allowing you to zoom in to the details what's really going on." + "text": "... allowing you to zoom in to the details what's really going on.", + "translations": [ + { + "language": "DE", + "text": "...so dass Sie in die Details zoomen können, um zu sehen was wirklich vor sich geht.", + "updated": 1637875228203 + } + ] }, { "style": "Text", "text": "Keep an eye out for when your Breaking point changes from a dot to an arrow.", - "updated": 1614334261604 + "updated": 1614334261604, + "translations": [ + { + "language": "DE", + "text": "Achten Sie darauf, wann Ihr Breaking Point von einem Punkt zu einem Pfeil wird.", + "updated": 1637875252248 + } + ] }, { "style": "Png", @@ -50,15 +83,36 @@ }, { "style": "Text", - "text": "Use F11 to zoom into the code and F5 to step forward." + "text": "Use F11 to zoom into the code and F5 to step forward.", + "translations": [ + { + "language": "DE", + "text": "Benutze F11 um in den code zu zoomen und F5 um einen Schritt weiterzugehen.", + "updated": 1637875286767 + } + ] }, { "style": "Text", - "text": "Keep stepping forward to follow the flow of data." + "text": "Keep stepping forward to follow the flow of data.", + "translations": [ + { + "language": "DE", + "text": "Treten Sie weiter vor, um dem Datenfluss zu folgen.", + "updated": 1637875300199 + } + ] }, { "style": "Text", - "text": "Monitor what's going on in the code, and hover over your variables to check what values they get." + "text": "Monitor what's going on in the code, and hover over your variables to check what values they get.", + "translations": [ + { + "language": "DE", + "text": "Beobachten Sie, was im Code vor sich geht, und schweben sie mit ihrer Maus über Ihre Variablen, um zu sehen, welche Werte sie erhalten.", + "updated": 1637875367673 + } + ] }, { "style": "Png", @@ -66,9 +120,16 @@ "updated": 1623411423507 }, { - "style": "Note", - "text": "Tip: In cases where the values turn to \"NaN\" or stays \"undefined\" without a logical reason - There's a point to raise doubt.", - "updated": 1614512232138 + "style": "Success", + "text": "In cases where the values turn to \"NaN\" or stays \"undefined\" without a logical reason - There's a point to raise doubt.", + "updated": 1637882309343, + "translations": [ + { + "language": "DE", + "text": "In Fällen, in denen die Werte ohne logischen Grund zu \"NaN\" werden oder \"undefiniert\" bleiben, ist es angebracht, Zweifel zu äußern.", + "updated": 1637875568347 + } + ] } ] } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Commands-Messages/docs-commands-messages-001-docs-message-saving-done.json b/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Commands-Messages/docs-commands-messages-001-docs-message-saving-done.json index 8e184c888..9f5a074be 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Commands-Messages/docs-commands-messages-001-docs-message-saving-done.json +++ b/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Commands-Messages/docs-commands-messages-001-docs-message-saving-done.json @@ -28,6 +28,11 @@ "language": "DE", "text": "Der Befehl docs.save war erfolgreich und alle Änderungen wurden auf dem Superalgos Client gespeichert.", "updated": 1633901325278 + }, + { + "language": "RU", + "text": "Команда docs.save была выполнена успешно, и все изменения были сохранены в клиенте (Client) Superalgos .", + "updated": 1637920657694 } ] }, @@ -53,6 +58,11 @@ "language": "DE", "text": "Alle aktuellen Änderungen an node, concept, topic, tutorial, review, and book pages wurden auf der Festplatte gespeichert.", "updated": 1633901444521 + }, + { + "language": "RU", + "text": "Все последние изменения на страницах узлов, концепций, тем, учебников, обзоров и книг были сохранены на диске.", + "updated": 1637920599631 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Languages/docs-languages-003-docs-in-russian.json b/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Languages/docs-languages-003-docs-in-russian.json index 07854f757..a10b305cb 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Languages/docs-languages-003-docs-in-russian.json +++ b/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Languages/docs-languages-003-docs-in-russian.json @@ -10,6 +10,11 @@ "language": "DE", "text": "Die Docs-Seiten von Superalgos und anderen integrierten Projekten sind ursprünglich in Englisch verfasst. Das System ermöglicht es den Nutzern, die Seiten auch in anderen Sprachen zu suchen und zu durchsuchen, sofern die Nutzer zuvor die entsprechenden Übersetzungen beigetragen haben.", "updated": 1636750003639 + }, + { + "language": "RU", + "text": "Страницы Docs Superalgos и других интегрированных проектов изначально написаны на английском языке. Система позволяет пользователям искать и просматривать страницы и на других языках, при условии, что пользователи предварительно предоставили соответствующие переводы.", + "updated": 1637919515814 } ] }, @@ -23,6 +28,11 @@ "language": "DE", "text": "Englisch gilt als Standardsprache. Wenn Sie zu einer anderen Sprache wechseln, versucht das System, den Inhalt in der neuen Sprache anzuzeigen. Wenn die Übersetzung jedoch noch nicht verfügbar ist, wird stattdessen die englische Version angezeigt.", "updated": 1636750015798 + }, + { + "language": "RU", + "text": "Английский язык считается языком по умолчанию. При переходе на другой язык система пытается показать содержимое на новом языке. Однако, если перевод еще не доступен, то вместо этого он покажет английскую версию.", + "updated": 1637919584958 } ] }, @@ -34,6 +44,11 @@ "language": "DE", "text": "Node types, variable names, der Titel von Seiten in den Docs und einige weitere Elemente von Superalgos werden nicht übersetzt, da sie eindeutige Bezeichner der genannten Elemente sind. Sie erhalten diese immer auf Englisch.", "updated": 1636750023487 + }, + { + "language": "RU", + "text": "Типы узлов (Node), имена переменных, название страниц в Docs и несколько других элементов Superalgos могут быть переведены, так как они являются уникальными идентификаторами указанных элементов. Вы всегда получите их на английском языке.", + "updated": 1637919662038 } ] }, @@ -45,6 +60,11 @@ "language": "DE", "text": "Wenn Sie Übersetzungen beisteuern möchten, lesen Sie die Seite: How to Contribute Translations.", "updated": 1636750035891 + }, + { + "language": "RU", + "text": "Если вы хотите внести свой вклад в переводы, прочитайте страницу Как вносить переводы (How to Contribute Translations ).", + "updated": 1637919738801 } ] }, @@ -57,6 +77,11 @@ "language": "DE", "text": "Um die Sprache zu wechseln, klicken Sie auf die Flaggen in der Fußzeile der Docs.", "updated": 1636750056716 + }, + { + "language": "RU", + "text": "Пользователи могут переключаться между языками с помощью ссылок/флагов, представленных в нижнем колонтитуле каждой страницы Docs.", + "updated": 1637919818588 } ] }, @@ -69,6 +94,11 @@ "language": "DE", "text": "Sie können nur Seiten zu den Docs hinzufügen oder löschen, wenn die Sprache auf Englisch eingestellt ist. Für die Übersetzung müssen Sie die Sprache auswählen, in die Sie übersetzen möchten. ", "updated": 1636750092775 + }, + { + "language": "RU", + "text": "Вы можете добавлять или удалять страницы в Документах только в том случае, если для этого языка установлен английский. Для перевода вы должны выбрать язык, на который вы хотите перевести. (В данном случае русский)", + "updated": 1637919928768 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Languages/docs-languages-005-docs-in-simplified-chinese-mandarin.json b/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Languages/docs-languages-005-docs-in-simplified-chinese-mandarin.json index 6f2f2614a..b1b49951c 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Languages/docs-languages-005-docs-in-simplified-chinese-mandarin.json +++ b/Projects/Foundations/Schemas/Docs-Topics/D/Docs/Docs-Languages/docs-languages-005-docs-in-simplified-chinese-mandarin.json @@ -4,30 +4,72 @@ "type": "Docs In Simplified Chinese-Mandarin", "definition": { "text": "The Docs pages of Superalgos and other projects integrated are originally written in English. The system allows users to search and browse pages in other languages as well, as long as users have previously contributed the corresponding translations.", - "updated": 1613820592771 + "updated": 1613820592771, + "translations": [ + { + "language": "DE", + "text": "Die Docs-Seiten von Superalgos und anderen integrierten Projekten sind ursprünglich in Englisch verfasst. Das System ermöglicht es den Nutzern, die Seiten auch in anderen Sprachen zu suchen und zu durchsuchen, sofern die Nutzer zuvor die entsprechenden Übersetzungen beigetragen haben.", + "updated": 1637874117986 + } + ] }, "paragraphs": [ { "style": "Text", "text": "English is considered the default language. When you switch to a different language, the system attempts to show the content in the new language. However, if the translation is not yet available, it shows the English version instead.", - "updated": 1613820612132 + "updated": 1613820612132, + "translations": [ + { + "language": "DE", + "text": "Englisch gilt als Standardsprache. Wenn Sie zu einer anderen Sprache wechseln, versucht das System, den Inhalt in der neuen Sprache anzuzeigen. Wenn die Übersetzung jedoch noch nicht verfügbar ist, wird stattdessen die englische Version angezeigt.", + "updated": 1637874156323 + } + ] }, { "style": "Text", - "text": "Node types, variable names, the title of pages in the Docs, and a few more elements of Superalgos may not be translated, as they are unique identifiers of the said elements. You will always get those in English." + "text": "Node types, variable names, the title of pages in the Docs, and a few more elements of Superalgos may not be translated, as they are unique identifiers of the said elements. You will always get those in English.", + "translations": [ + { + "language": "DE", + "text": "Node types, variable names, der Titel von Seiten in den Docs und einige weitere Elemente von Superalgos werden nicht übersetzt, da sie eindeutige Bezeichner der genannten Elemente sind. Sie erhalten diese immer auf Englisch.", + "updated": 1637874166523 + } + ] }, { "style": "Success", - "text": "If you wish to contribute translations, read the How to Contribute Translations page." + "text": "If you wish to contribute translations, read the How to Contribute Translations page.", + "translations": [ + { + "language": "DE", + "text": "Wenn Sie Übersetzungen beisteuern möchten, lesen Sie die Seite: How to Contribute Translations.", + "updated": 1637874205878 + } + ] }, { "style": "Success", - "text": "To switch languages, click on the flags on the footer of the Docs." + "text": "To switch languages, click on the flags on the footer of the Docs.", + "translations": [ + { + "language": "DE", + "text": "Um die Sprache zu wechseln, klicken Sie auf die Flaggen in der Fußzeile der Docs.", + "updated": 1637874233687 + } + ] }, { "style": "Note", "text": "You may only add or delete pages to the Docs when the language is set to English.", - "updated": 1613820648230 + "updated": 1613820648230, + "translations": [ + { + "language": "DE", + "text": "Note: Sie können nur Seiten zu den Dokumenten hinzufügen oder löschen, wenn die Sprache auf Englisch eingestellt ist. Für die Übersetzung müssen Sie die Sprache auswählen, in die Sie übersetzen möchten.", + "updated": 1637874245715 + } + ] } ] } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/Docs-Topics/E/Error/Error-Causes/error-causes-005-value-zero.json b/Projects/Foundations/Schemas/Docs-Topics/E/Error/Error-Causes/error-causes-005-value-zero.json index 03b09f8f5..99f1f7bb0 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/E/Error/Error-Causes/error-causes-005-value-zero.json +++ b/Projects/Foundations/Schemas/Docs-Topics/E/Error/Error-Causes/error-causes-005-value-zero.json @@ -4,12 +4,26 @@ "type": "Value Zero", "definition": { "text": "At runtime some nodes might acquire a value, and when it is expected not to be zero this type of error will pop up. To avoid this type of error, Make sure that the Node where the error popped up never get a zero value.", - "updated": 1611652416098 + "updated": 1611652416098, + "translations": [ + { + "language": "DE", + "text": "Zur Laufzeit (runtime) können einige nodes einen Wert erhalten, und wenn erwartet wird, dass er nicht Null sein wird, wird diese Art von Fehler angezeigt. Um diese Art von Error zu vermeiden, stellen Sie sicher, dass die Node, bei dem der Fehler auftrat, niemals einen Nullwert erhält (zero value).", + "updated": 1637874566068 + } + ] }, "paragraphs": [ { "style": "Text", - "text": "Right click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode. Then you can use docs.save to save your changes and app.contribute to send it to the main repository." + "text": "Right click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode. Then you can use docs.save to save your changes and app.contribute to send it to the main repository.", + "translations": [ + { + "language": "DE", + "text": "Klicken Sie mit der rechten Maustaste auf \"Bearbeiten\", um in den Bearbeitungsmodus zu gelangen und diesen Text zu ändern. ENTER, um neue Absätze zu schreiben. ESC, um den Bearbeitungsmodus zu verlassen. Dann können Sie docs.save verwenden, um Ihre Änderungen zu speichern und app.contribute, um sie an das Haupt-Repository zu senden.", + "updated": 1637874594189 + } + ] } ] } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/Docs-Topics/E/Error/Error-Causes/error-causes-006-value-zero-or-negative.json b/Projects/Foundations/Schemas/Docs-Topics/E/Error/Error-Causes/error-causes-006-value-zero-or-negative.json index cb6b3303e..bb6a77f88 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/E/Error/Error-Causes/error-causes-006-value-zero-or-negative.json +++ b/Projects/Foundations/Schemas/Docs-Topics/E/Error/Error-Causes/error-causes-006-value-zero-or-negative.json @@ -4,12 +4,26 @@ "type": "Value Zero Or Negative", "definition": { "text": "At runtime some nodes might acquire a value, and when it is expected not to be zero or negative this type of error will pop up. To avoid this type of error, Make sure that the Node where the error popped up never get a zero or negative value.", - "updated": 1611652451957 + "updated": 1611652451957, + "translations": [ + { + "language": "DE", + "text": "Zur Laufzeit können einige Nodes einen Wert erhalten, und wenn erwartet wird, dass er nicht Null oder negativ ist, wird diese Art von Fehler angezeigt. Um diese Art von Fehler zu vermeiden, stellen Sie sicher, dass die Node, bei dem der Fehler auftrat, niemals einen Null- oder Negativwert erhält.", + "updated": 1637874899636 + } + ] }, "paragraphs": [ { "style": "Text", - "text": "Right click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode. Then you can use docs.save to save your changes and app.contribute to send it to the main repository." + "text": "Right click and Edit to enter edit mode and change this text. ENTER to write new paragraphs. ESC to exit edit mode. Then you can use docs.save to save your changes and app.contribute to send it to the main repository.", + "translations": [ + { + "language": "DE", + "text": "Klicken Sie mit der rechten Maustaste auf \"Bearbeiten\", um in den Bearbeitungsmodus zu gelangen und diesen Text zu ändern. ENTER, um neue Absätze zu schreiben. ESC, um den Bearbeitungsmodus zu verlassen. Dann können Sie docs.save verwenden, um Ihre Änderungen zu speichern und app.contribute, um sie an das Haupt-Repository zu senden.", + "updated": 1637874816277 + } + ] } ] } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/Docs-Topics/R/Repository/Repository-Branches/repository-branches-004-plugins-docs.json b/Projects/Foundations/Schemas/Docs-Topics/R/Repository/Repository-Branches/repository-branches-004-plugins-docs.json index 1b47f7dbe..bd9e23b5a 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/R/Repository/Repository-Branches/repository-branches-004-plugins-docs.json +++ b/Projects/Foundations/Schemas/Docs-Topics/R/Repository/Repository-Branches/repository-branches-004-plugins-docs.json @@ -3,7 +3,7 @@ "pageNumber": "4", "type": "Plugins-Docs", "definition": { - "text": "The branch Plugins-Docs is used by contributors of Plugins, documentations or tutorials. This branch in syncronized with Develop and Master everytime a new version is released, and it's purpose is to allow the flow of docs pages, plugins and tutorials into the master branch at a higher rate than changes at the codebase done at the Develop branch. This means that the Master branch might have many updates in between releases.", + "text": "The branch Plugins-Docs is used by contributors of Plugins, documentations or tutorials. This branch in synchronized with Develop and Master everytime a new version is released, and it's purpose is to allow the flow of docs pages, plugins and tutorials into the master branch at a higher rate than changes at the codebase done at the Develop branch. This means that the Master branch might have many updates in between releases.", "updated": 1622467789596, "translations": [ { diff --git a/Projects/Foundations/Schemas/Docs-Topics/T/Tested/Tested-Exchanges/tested-exchanges-010-bittrex-test-status.json b/Projects/Foundations/Schemas/Docs-Topics/T/Tested/Tested-Exchanges/tested-exchanges-010-bittrex-test-status.json index 508e1303a..9794a5b25 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/T/Tested/Tested-Exchanges/tested-exchanges-010-bittrex-test-status.json +++ b/Projects/Foundations/Schemas/Docs-Topics/T/Tested/Tested-Exchanges/tested-exchanges-010-bittrex-test-status.json @@ -3,8 +3,8 @@ "pageNumber": 10, "type": "Bittrex Test Status", "definition": { - "text": "Bittrex is tested for data mining BUT not for live trading.", - "updated": 1634135329154 + "text": "Bittrex passed all tests.", + "updated": 1637964636009 }, "paragraphs": [ { @@ -24,13 +24,13 @@ }, { "style": "List", - "text": "Trading Capability [**]: Unknown. The ability to run strategies in live-trading mode has not been verified.", - "updated": 1616005641922 + "text": "Trading Capability [**]: Yes. The ability to run strategies in live-trading mode has been verified.", + "updated": 1637964666144 }, { "style": "List", - "text": "Comments: Raw Data mining it's extremely slow due to API restriction", - "updated": 1615450349464 + "text": "Comments: KYC needed before using the platform. Google Authenticator needed to create API keys", + "updated": 1637964814435 }, { "style": "Title", @@ -38,8 +38,8 @@ }, { "style": "Json", - "text": "{\n \"codeName\": \"bittrex\",\n \"API\": [\n {\n \"method\": \"fetchOHLCV\",\n \"limit\": 1500\n }\n ]\n}", - "updated": 1634135616222 + "text": "{ \n\"codeName\": \"bittrex\",\n \n\"sandBox\": \"false\"\n}", + "updated": 1637964874756 }, { "style": "Text", diff --git a/Projects/Foundations/Schemas/Docs-Topics/T/Trading/Trading-Farms/trading-farms-002-trading-farms-set-up-a-network-of-nodes.json b/Projects/Foundations/Schemas/Docs-Topics/T/Trading/Trading-Farms/trading-farms-002-trading-farms-set-up-a-network-of-nodes.json index cdcc13aaa..b6453adb1 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/T/Trading/Trading-Farms/trading-farms-002-trading-farms-set-up-a-network-of-nodes.json +++ b/Projects/Foundations/Schemas/Docs-Topics/T/Trading/Trading-Farms/trading-farms-002-trading-farms-set-up-a-network-of-nodes.json @@ -4,77 +4,189 @@ "type": "Trading Farms - Set Up a Network of Nodes", "definition": { "text": "Install Superalgos on each machine, to then create and set up a network node for each machine. ", - "updated": 1614352888183 + "updated": 1614352888183, + "translations": [ + { + "language": "DE", + "text": "Installieren Sie Superalgos auf jedem Rechner, um dann für jeden Rechner eine Netzwerknode (Netzwerk Knoten) zu erstellen und einzurichten.\nIns deutsche Übersetzt von gitforkgit.", + "updated": 1637876698345 + } + ] }, "paragraphs": [ { "style": "Text", "text": "There are essentially two approaches from here. ", - "updated": 1614354810094 + "updated": 1614354810094, + "translations": [ + { + "language": "DE", + "text": "Von hier aus gibt es im Wesentlichen zwei Ansätze.", + "updated": 1637875828713 + } + ] }, { "style": "List", "text": "Install All in One Node: The first one and probably the easiest one is to first install the markets at one Network Node and later move the branches you want to move to other Network Nodes.", - "updated": 1614354841546 + "updated": 1614354841546, + "translations": [ + { + "language": "DE", + "text": "All in One Node installieren: Die erste und wahrscheinlich einfachste Möglichkeit besteht darin, die Markets zunächst an einer Netzwerk node zu installieren und später die branches (Zweigstellen), die Sie verschieben möchten, zu anderen Netzwerk nodes zu verschieben.", + "updated": 1637875895046 + } + ] }, { "style": "List", - "text": "Install All in All Nodes: In this approach, you first create all Network Nodes and the install the markets you wish to work with, the install procedure will install each market at all nodes, so then you will need to delete all the duplicate stuff by hand." + "text": "Install All in All Nodes: In this approach, you first create all Network Nodes and the install the markets you wish to work with, the install procedure will install each market at all nodes, so then you will need to delete all the duplicate stuff by hand.", + "translations": [ + { + "language": "DE", + "text": "All in All Node installieren: Bei diesem Ansatz erstellen Sie zunächst alle Network Nodes und installieren dann die markets, mit denen Sie arbeiten möchten. Die Installationsprozedur installiert jeden Markt auf allen Knoten, so dass Sie anschließend alle doppelten Daten (Duplikate) von Hand löschen müssen.", + "updated": 1637875971847 + } + ] }, { "style": "Title", - "text": "Install Market" + "text": "Install Market", + "translations": [ + { + "language": "DE", + "text": "Market installieren", + "updated": 1637875998237 + } + ] }, { "style": "Text", "text": "The procedure to setup a Network Node is by executing the Install Market menu option of a certain Market node. This is a complex procedure that will connect all the dots for you from A to Z. You can do by hand what this procedure does, but it will take you a lot of time, and you will need to know all the details of how to connect everything together.", - "updated": 1617263888269 + "updated": 1617263888269, + "translations": [ + { + "language": "DE", + "text": "Das Verfahren zur Einrichtung einer Network node besteht darin, die Market menu option einer bestimmten Market node zu installieren. Dies ist ein komplexes Verfahren, das alle Punkte für Sie von A bis Z verbindet. Sie können dieses Verfahren auch von Hand ausführen, aber es wird Sie viel Zeit kosten, und Sie müssen alle Details kennen, um alles miteinander zu verbinden.", + "updated": 1637876433613 + } + ] }, { "style": "Important", - "text": "One of the most important things to understand of this procedure is that it takes into account the things you have at the workspace at the moment you run this command. " + "text": "One of the most important things to understand of this procedure is that it takes into account the things you have at the workspace at the moment you run this command. ", + "translations": [ + { + "language": "DE", + "text": "Eines der wichtigsten Dinge, die Sie bei diesem Verfahren verstehen müssen, ist, dass es die Dinge berücksichtigt, die Sie zum Zeitpunkt der Ausführung dieses Befehls im Workspace haben.", + "updated": 1637876525803 + } + ] }, { "style": "Text", "text": "For example: if you have 2 trading systems, it will automatically create backtesting and live trading tasks for both of them.", - "updated": 1617263908126 + "updated": 1617263908126, + "translations": [ + { + "language": "DE", + "text": "Ein Beispiel: Wenn Sie 2 trading systems haben, werden automatisch Backtesting und Live-Trading tasks für beide erstellt.", + "updated": 1637876565042 + } + ] }, { "style": "Text", "text": "The procedure will also be applied to each Network Node found at the workspace, assuming that you will later delete the Tasks or other branches you don't need. But in order to do so, you need to know what is being added as a result of this execution.", - "updated": 1617263931507 + "updated": 1617263931507, + "translations": [ + { + "language": "DE", + "text": "Das Verfahren wird auch auf jede Network Node im Workspace angewandt, vorausgesetzt, Sie löschen später die tasks oder andere nicht benötigte branches. Dazu müssen Sie aber wissen, was als Ergebnis dieser Ausführung hinzugefügt wird.", + "updated": 1637876635609 + } + ] }, { "style": "Subtitle", - "text": "At the LAN Network Hierarchy" + "text": "At the LAN Network Hierarchy", + "translations": [ + { + "language": "DE", + "text": "In der LAN Network Hierarchy (LAN-Netzwerkhierarchie)", + "updated": 1637876677554 + } + ] }, { "style": "Text", "text": "Here this procedure will essentially add 2 things:", - "updated": 1617263943061 + "updated": 1617263943061, + "translations": [ + { + "language": "DE", + "text": "Hier wird dieses Verfahren im Wesentlichen 2 Dinge hinzufügen:", + "updated": 1637876719719 + } + ] }, { "style": "List", - "text": "Tasks: This includes Backtesting, Live Trading, Learning or any other supported type of Task." + "text": "Tasks: This includes Backtesting, Live Trading, Learning or any other supported type of Task.", + "translations": [ + { + "language": "DE", + "text": "Tasks: Dazu gehören Backtesting, Live Trading, Learning oder jede andere unterstützte Art von Task.", + "updated": 1637876758941 + } + ] }, { "style": "List", "text": "Data Products: You can think of this as references to the physical data. These definitions are what tells the system in general where the data is physically located.", - "updated": 1617263962570 + "updated": 1617263962570, + "translations": [ + { + "language": "DE", + "text": "Data Products: Sie können sich dies als Verweise auf die physischen Daten vorstellen. Diese Definitionen sagen dem System im Allgemeinen, wo sich die Daten physisch befinden.", + "updated": 1637876822591 + } + ] }, { "style": "Subtitle", - "text": "At the Charting Space Hierarchy" + "text": "At the Charting Space Hierarchy", + "translations": [ + { + "language": "DE", + "text": "In der Charting Space Hierarchie", + "updated": 1637876836807 + } + ] }, { "style": "Text", "text": "Here this procedure will add Time Machine s with Timeline Chart s inside of them. Deeper inside this branch, you will find Layer s node, which references the Data Products at the LAN Network Hierarchy. That reference is crucial for the system to know when you turn on a Layer at the charts, where the data needs to be fetched from (which Client).", - "updated": 1617263990004 + "updated": 1617263990004, + "translations": [ + { + "language": "DE", + "text": "Hier wird dieses Verfahren Time Machine s mit Timeline Chart s in ihnen hinzufügen. Tiefer in dieser Branch finden Sie die Node Layer s, welche auf die Data products (Datenprodukte) in der LAN Network Hierarchy verweist. Diese reference (Referenz) ist wichtig, damit das System weiß, woher die Daten geholt werden müssen (von welchem Client), wenn Sie eine Layer in den Charts (Diagrammen) einschalten.", + "updated": 1637877101462 + } + ] }, { "style": "Success", "text": "If you understand all the previous relationships, you can go ahead and install a market in all Network Node s at the same time, and then try to delete all the duplicated definitions. If you don't have all that clear, it is recommended that you install all your markets at one single Network Node and then move the branches you want from one Network Node to the other.", - "updated": 1617264010597 + "updated": 1617264010597, + "translations": [ + { + "language": "DE", + "text": "Wenn Sie alle vorherigen Beziehungen verstehen, können Sie einen Markt in allen Network Node s gleichzeitig installieren und dann versuchen, alle duplizierten Definitionen zu löschen. Wenn Ihnen das nicht klar ist, empfiehlt es sich, alle markets in einer einzigen Network Node zu installieren und dann die gewünschten branches von einer Networknode zur anderen zu verschieben.", + "updated": 1637877260476 + } + ] }, { "style": "Title", diff --git a/Projects/Foundations/Schemas/Docs-Topics/T/Troubleshooting/Troubleshooting/troubleshooting-018-problems-with-computer-time.json b/Projects/Foundations/Schemas/Docs-Topics/T/Troubleshooting/Troubleshooting/troubleshooting-018-problems-with-computer-time.json index cca89cec4..918cd18d9 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/T/Troubleshooting/Troubleshooting/troubleshooting-018-problems-with-computer-time.json +++ b/Projects/Foundations/Schemas/Docs-Topics/T/Troubleshooting/Troubleshooting/troubleshooting-018-problems-with-computer-time.json @@ -3,7 +3,7 @@ "pageNumber": "18", "type": "Problems With Computer Time", "definition": { - "text": "Some exchanges force the computer that is running your bot to be highly synchronized with their servers, and to achieve that you need that machine's time to keep itself syncronized with an Internet Time Server.", + "text": "Some exchanges force the computer that is running your bot to be highly synchronized with their servers, and to achieve that you need that machine's time to keep itself synchronized with an Internet Time Server.", "updated": 1622140103759 }, "paragraphs": [ diff --git a/Projects/Foundations/Schemas/Docs-Topics/Z/Zeus/Zeus-Data-Mine/zeus-data-mine-001-zeus-by-@9808us.json b/Projects/Foundations/Schemas/Docs-Topics/Z/Zeus/Zeus-Data-Mine/zeus-data-mine-001-zeus-by-@9808us.json index 81a834fc9..8855f378b 100644 --- a/Projects/Foundations/Schemas/Docs-Topics/Z/Zeus/Zeus-Data-Mine/zeus-data-mine-001-zeus-by-@9808us.json +++ b/Projects/Foundations/Schemas/Docs-Topics/Z/Zeus/Zeus-Data-Mine/zeus-data-mine-001-zeus-by-@9808us.json @@ -19,7 +19,14 @@ }, { "style": "Success", - "text": "Collaborate with this data mine and report issues directly at the contributor’s repository." + "text": "Collaborate with this data mine and report issues directly at the contributor’s repository.", + "translations": [ + { + "language": "DE", + "text": "Arbeiten Sie mit dieser Datamine zusammen und melden Sie Probleme direkt an das Repository des Mitwirkenden.", + "updated": 1637874691756 + } + ] } ] } \ No newline at end of file diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-001-setting-up-a-new-chart-tutorial.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-001-setting-up-a-new-chart-tutorial.json index d4321a6d1..81b0b2fe8 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-001-setting-up-a-new-chart-tutorial.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-001-setting-up-a-new-chart-tutorial.json @@ -10,6 +10,11 @@ "language": "DE", "text": "Dieses Tutorial führt Sie durch die grundlegenden Funktionen des Charting Space, damit Sie lernen, wie Sie Ihre eigenen benutzerdefinierten Charts erstellen können.", "updated": 1637608066574 + }, + { + "language": "RU", + "text": "В этом Tutorial рассматриваются основные внутренние механизмы работы с Charting Space чтобы помочь вам научиться создавать собственные пользовательские графики.", + "updated": 1637912833054 } ] }, @@ -23,6 +28,11 @@ "language": "DE", "text": "Über dieses Tutorial:", "updated": 1637608082763 + }, + { + "language": "RU", + "text": "Об этом учебнике", + "updated": 1637912854224 } ] }, diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-002-tutorial-step-welcome-to-the-otherside.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-002-tutorial-step-welcome-to-the-otherside.json index 497315124..9beec2be3 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-002-tutorial-step-welcome-to-the-otherside.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-002-tutorial-step-welcome-to-the-otherside.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Heute werden wir lernen, wie Sie Ihre eigenen benutzerdefinierten Diagramme hinzufügen können! Am Ende dieses Tutorials werden Sie über die grundlegenden Kenntnisse verfügen, die Sie benötigen, um die Möglichkeiten des Charting Space zu nutzen.", "updated": 1637608290435 + }, + { + "language": "RU", + "text": "Сегодня мы узнаем, как добавить свои собственные пользовательские диаграммы! К концу этого урока у вас будут базовые знания, необходимые для раскрытия возможностей Charting Space.", + "updated": 1637913040668 } ] }, @@ -37,6 +42,11 @@ "language": "DE", "text": "Das charting system ist leistungsstark! Es fasst Informationen aus dem gesamten System zusammen, so dass Sie sie bequem an einem Ort visualisieren können. Wie Sie vielleicht schon gemerkt haben, gibt es bei Superalgos eine Menge beweglicher Teile. Mit dem Charting Space können Sie die spezifischen Informationen abrufen, die Sie sehen möchten.", "updated": 1637608487988 + }, + { + "language": "RU", + "text": "Система построения графиков очень мощная! Она собирает информацию из всей системы, чтобы вы могли удобно визуализировать ее в одном месте. Как вы уже догадались, в Superalgos очень много движущихся частей. Charting Space позволяет получить конкретную информацию, которую вы хотите увидеть.", + "updated": 1637913209029 } ] }, @@ -54,6 +64,11 @@ "language": "DE", "text": "Sie können verschiedene Kombinationen von Indikatoren, Backtesting- und Live Trading Ergebnissen und sogar Daten von verschiedenen Markets (Märkten) und Exchanges (Börsen) betrachten! Dank dieser Flexibilität können Sie die Charts nach Herzenslust anpassen. Ziemlich cool, oder?", "updated": 1637608620263 + }, + { + "language": "RU", + "text": "Вы можете просматривать различные комбинации индикаторов, результаты бэктестинга и реальной торговли Trading , даже данные с разных рынков и бирж! Такая гибкость позволяет настраивать графики по своему усмотрению. Очень круто!", + "updated": 1637913366764 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-003-tutorial-step-before-we-begin.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-003-tutorial-step-before-we-begin.json index c789d4bb6..0ce8d6815 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-003-tutorial-step-before-we-begin.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-003-tutorial-step-before-we-begin.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Bevor Sie mit der Erstellung von benutzerdefinierten Diagrammen beginnen, sollten Sie sicherstellen, dass Sie sich mit den Grundlagen in Superalgos vertraut gemacht haben.", "updated": 1637608746725 + }, + { + "language": "RU", + "text": "Прежде чем приступить к созданию пользовательских графиков, необходимо убедиться, что вы знаете основы работы в Superalgos.", + "updated": 1637914097943 } ] }, @@ -37,24 +42,57 @@ "language": "DE", "text": "Bevor wir beginnen, geht dieses Tutorial davon aus, dass Sie die folgenden Tutorials abgeschlossen haben:", "updated": 1637608800606 + }, + { + "language": "RU", + "text": "Прежде чем мы начнем, в этом руководстве предполагается, что вы закончили следующие руководства:", + "updated": 1637914133306 } ] }, { "style": "List", - "text": "Welcome to Superalgos Tutorial" + "text": "Welcome to Superalgos Tutorial", + "translations": [ + { + "language": "RU", + "text": "Welcome to Superalgos Tutorial (Добро пожаловать в учебник Superalgos)", + "updated": 1637914330246 + } + ] }, { "style": "List", - "text": "Basic Education Tutorial" + "text": "Basic Education Tutorial", + "translations": [ + { + "language": "RU", + "text": "Basic Education Tutorial (Учебный курс по базовому образованию)", + "updated": 1637914368864 + } + ] }, { "style": "List", - "text": "Beyond the Basics Tutorial" + "text": "Beyond the Basics Tutorial", + "translations": [ + { + "language": "RU", + "text": "Beyond the Basics Tutorial (За пределами базового урока)", + "updated": 1637914402201 + } + ] }, { "style": "List", - "text": "Install a New Market Tutorial" + "text": "Install a New Market Tutorial", + "translations": [ + { + "language": "RU", + "text": "Install a New Market Tutorial (Установка нового учебника по рынку)", + "updated": 1637914425622 + } + ] }, { "style": "Text", @@ -70,6 +108,11 @@ "language": "DE", "text": "Wenn Sie diese Tutorials noch nicht absolviert haben und nicht wissen, wie Sie sich in Ihrem Arbeitsbereich bewegen, kann dieses Tutorial verwirrend sein. Ich würde vorschlagen, dass Sie eine Pause einlegen und hierher zurückkommen, sobald Sie sich ein wenig auskennen.", "updated": 1637609330133 + }, + { + "language": "RU", + "text": "Если вы не прошли эти уроки и не имеете базовых знаний о том, как перемещаться в рабочей области (Workspace), этот урок может показаться вам непонятным. Я бы предложил вам сделать паузу и вернуться сюда, когда вы немного освоитесь.", + "updated": 1637914221449 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-004-tutorial-step-charts-without-tears.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-004-tutorial-step-charts-without-tears.json index 21b86d42d..5261d5f69 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-004-tutorial-step-charts-without-tears.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-004-tutorial-step-charts-without-tears.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Es ist frustrierend, auf eine leere chart zu schauen. Ich bin hier, um dafür zu sorgen, dass Sie nicht das Gefühl haben, die charts Ihrer Träume nicht erstellen zu können.", "updated": 1637612228833 + }, + { + "language": "RU", + "text": "Обидно смотреть на пустой график. Я здесь, чтобы убедиться, что вы не застрянете в настройке графиков вашей мечты.", + "updated": 1637914550680 } ] }, @@ -37,6 +42,11 @@ "language": "DE", "text": "Wenn Sie gerade erst in Superalgos anfangen, könnte all diese Freiheit ein wenig überwältigend sein. Superalgos erlaubt es Ihnen, fast alles zu tun, was Sie sich ausdenken können, aber es gibt einige wichtige Puzzlestücke, die an ihrem Platz sein müssen.", "updated": 1637612271526 + }, + { + "language": "RU", + "text": "Если вы только начинаете работать в Superalgos, вся эта свобода может показаться вам немного подавляющей. Superalgos позволяет вам делать практически все, что вы можете придумать, но есть несколько ключевых частей головоломки, которые должны быть на месте.", + "updated": 1637914687650 } ] }, @@ -54,6 +64,11 @@ "language": "DE", "text": "Genau da komme ich ins Spiel! Meine Freunde und ich werden Ihnen zeigen, wie Sie charts (Diagramme) von Anfang bis Ende anpassen können! Wenn wir fertig sind, werden Sie die Werkzeuge haben, um charts zu erstellen, die nur durch Ihre Fantasie begrenzt sind.", "updated": 1637612350300 + }, + { + "language": "RU", + "text": "Вот тут-то я и прихожу на помощь! Я и мои друзья расскажем вам, как настроить диаграммы от начала до конца! К тому времени, когда мы закончим, у вас будут инструменты для создания диаграмм, ограниченные только вашим воображением.", + "updated": 1637914717905 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-005-tutorial-step-basic-building-blocks.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-005-tutorial-step-basic-building-blocks.json index f9d7fa95b..0fafdd8bf 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-005-tutorial-step-basic-building-blocks.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-005-tutorial-step-basic-building-blocks.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Ich habe einige grundlegende building blocks (Bausteine) in diesem Arbeitsbereich installiert, damit wir schnell mit der Erstellung benutzerdefinierter charts beginnen können.", "updated": 1637612559440 + }, + { + "language": "RU", + "text": "Я установил несколько основных строительных блоков в этом рабочем пространстве (Workspace) чтобы мы могли быстро перейти к созданию пользовательских графиков.", + "updated": 1637914880463 } ] }, @@ -37,20 +42,46 @@ "language": "DE", "text": "Die von mir installierten building blocks sind:", "updated": 1637612546766 + }, + { + "language": "RU", + "text": "Строительные блоки, которые я установил, следующие:", + "updated": 1637914914956 } ] }, { "style": "List", - "text": "Data Mine" + "text": "Data Mine", + "translations": [ + { + "language": "RU", + "text": "Data Mine (Шахта данных)", + "updated": 1637914966428 + } + ] }, { "style": "List", - "text": "Trading System " + "text": "Trading System ", + "translations": [ + { + "language": "RU", + "text": "Trading System (Торговая система)", + "updated": 1637914984112 + } + ] }, { "style": "List", - "text": "Market " + "text": "Market ", + "translations": [ + { + "language": "RU", + "text": "Market (Рынок)", + "updated": 1637914999664 + } + ] }, { "style": "Text", @@ -66,6 +97,11 @@ "language": "DE", "text": "Alles, was wir heute tun, wird auf diesem Basic setup aufbauen. Ich werde Ihnen zeigen, was ich installiert habe, um Ihnen eine Vorstellung davon zu geben, worauf wir heute aufbauen werden.", "updated": 1637612647749 + }, + { + "language": "RU", + "text": "Все, что мы будем делать сегодня, будет построено на основе этой базовой установки. Я расскажу вам о том, что я установил, чтобы дать вам представление о том, на чем мы будем строить сегодня.", + "updated": 1637915029388 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-006-tutorial-step-charting-workspace-setup.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-006-tutorial-step-charting-workspace-setup.json index cfce830cf..e50f56a8c 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-006-tutorial-step-charting-workspace-setup.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-006-tutorial-step-charting-workspace-setup.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Bevor wir uns Charts ansehen können, brauchen wir Daten! Ich habe ein paar Data Mines und ein Trading System installiert.", "updated": 1637612731757 + }, + { + "language": "RU", + "text": "Прежде чем рассматривать графики, нам нужны данные! Я установил несколько шахт данных (Data Mines) и торговую систему (Trading System).", + "updated": 1637915147584 } ] }, @@ -37,6 +42,11 @@ "language": "DE", "text": "Sie sollten die Candles, Masters und Sparta data mine plugins ansehen. Diese ermöglichen uns den Zugang zu einer Reihe interessanter Indikatoren. In diesem Tutorial werden wir nur die Candles Data Mine verwenden. Meine Freunde werden Ihnen später zeigen, wie Sie charts mit den anderen data mines erstellen können. Ich habe auch das Lighting Strike Trading System Plugin installiert.", "updated": 1637613044410 + }, + { + "language": "RU", + "text": "Вы должны увидеть плагины Candles, Masters и Sparta data mine. Они дают нам доступ к ряду интересных индикаторов. Для этого учебника мы будем использовать только шахты данных свечей (Data Mine). Мои друзья научат вас создавать графики с использованием других шахт данных позже. Я также установил плагин торговой системы Lighting Strike (Trading System).", + "updated": 1637915564262 } ] }, @@ -54,6 +64,11 @@ "language": "DE", "text": "Dies ist dasselbe trading system, mit dem Sie während der Willkommens-Tutorials interagiert haben.", "updated": 1637613102882 + }, + { + "language": "RU", + "text": "Это та же самая торговая система, с которой вы взаимодействовали во время приветственных уроков.", + "updated": 1637915579748 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-007-tutorial-step-adjust-for-your-exchange.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-007-tutorial-step-adjust-for-your-exchange.json index b5a35b512..811051e61 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-007-tutorial-step-adjust-for-your-exchange.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-007-tutorial-step-adjust-for-your-exchange.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Vielleicht erinnern Sie sich an diese Frage aus dem Willkommenstutorial. Handeln Sie bei binance.com oder binance.us?", "updated": 1637613425795 + }, + { + "language": "RU", + "text": "Возможно, вы помните этот вопрос из приветственного урока. Вы торгуете на binance.com или binance.us?", + "updated": 1637915646125 } ] }, @@ -37,6 +42,11 @@ "language": "DE", "text": "Dieser workspace wurde mit binance.com erstellt. Wenn dies Ihr exchange ist, können Sie diesen Schritt überspringen. Wenn Ihre Daten jedoch auf binance.us gespeichert sind, müssen Sie eine kurze Anpassung vornehmen.", "updated": 1637613649493 + }, + { + "language": "RU", + "text": "Это рабочее пространство было построено с использованием binance.com. Если это ваш обмен, продолжайте и пропустите этот шаг. Однако, если ваши данные хранятся на binance.us вам нужно будет сделать одну быструю настройку.", + "updated": 1637915731066 } ] }, @@ -54,6 +64,11 @@ "language": "DE", "text": "Konfigurieren Sie die Binance Node zu Ihrer Linken.", "updated": 1637613673124 + }, + { + "language": "RU", + "text": "Настройте узел Binance слева от вас.", + "updated": 1637915753924 } ] }, @@ -71,6 +86,11 @@ "language": "DE", "text": "Öffnen Sie die configuration und ändern Sie den CodeName in binance.us. Bewegen Sie den Mauszeiger aus der Konfigurationsblase und sie wird automatisch geschlossen und gespeichert", "updated": 1637614015199 + }, + { + "language": "RU", + "text": "Откройте конфигурацию и измените CodeName на binanceus. Выведите указатель мыши из пузырька конфигурации, и он автоматически закроется и сохранится.", + "updated": 1637915859838 } ] }, @@ -88,6 +108,11 @@ "language": "DE", "text": "Ändern Sie die Bezeichnung der Node so, dass sie Binanceus lautet.", "updated": 1637614035479 + }, + { + "language": "RU", + "text": "Отредактируйте метку узла так, чтобы она читалась как Binanceus.", + "updated": 1637915855217 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-008-tutorial-step-charting-workspace-market.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-008-tutorial-step-charting-workspace-market.json index 090f5bd7f..10de46f7a 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-008-tutorial-step-charting-workspace-market.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-008-tutorial-step-charting-workspace-market.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Um dieses basic setup abzuschließen, habe ich den BTC/USDT-Markt für Sie installiert.", "updated": 1637614250929 + }, + { + "language": "RU", + "text": "Чтобы завершить эту базовую настройку, я установил для вас рынок BTC/USDT.", + "updated": 1637916046153 } ] }, @@ -37,6 +42,11 @@ "language": "DE", "text": "Im Tutorial \"Install a New Market Tutorial\" haben Sie gelernt, dass die Installation eines Marktes alles einrichtet, was Sie für einen grundlegenden Superalgos Workspace benötigen. Dazu gehört das automatische Einrichten einer Backtesting Session, Live Trading Session, und von Charts für jedes Trading System, das im Workspace vorhanden ist.", "updated": 1637614488304 + }, + { + "language": "RU", + "text": "В руководстве по установке нового рынка (Install a New Market Tutorial) вы узнали, что установка рынка настраивает все необходимое для базового рабочего пространства Superalgos. Это включает в себя автоматическую настройку сеанса бэктестинга (Backtesting Session),торговой сессии в реальном времени (Live Trading Session), и графиков для каждой торговой системы (Trading System) присутствующей в рабочем пространстве.", + "updated": 1637916802936 } ] }, @@ -54,6 +64,11 @@ "language": "DE", "text": "Sie können dieses basic setup in ihrer jetzigen Form verwenden. Wenn Sie nach einer einfachen Möglichkeit suchen, die Dinge einzurichten, reicht es aus, eine Plugin Data Mine, ein trading system und schließlich einen Markt zu installieren, damit Sie im Handumdrehen loslegen können. Aber das ist nicht der Sinn dieses Tutorials! Schauen wir uns ein paar custom charts (Benutzerdefinierte) an!", "updated": 1637614729947 + }, + { + "language": "RU", + "text": "Вы можете использовать эту базовую установку в ее нынешнем виде. На самом деле, если вы ищете базовый способ настройки, установка плагина Data Mine, Trading System, и, наконец, установка Market позволит вам быстро начать работу. Но это не главное в этом учебнике (Tutorial)! Давайте рассмотрим некоторые пользовательские графики!", + "updated": 1637917553893 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-009-tutorial-step-your-first-chart.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-009-tutorial-step-your-first-chart.json index 23f9c0050..35942c859 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-009-tutorial-step-your-first-chart.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-009-tutorial-step-your-first-chart.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Dieses Tutorial hilft Ihnen, Ihre erste benutzerdefinierte chart zu erstellen. Die grundlegenden Konzepte, die Sie hier lernen, werden Ihnen helfen, das Beste aus dem Charting Space herauszuholen.", "updated": 1637615937010 + }, + { + "language": "RU", + "text": "Этот учебник поможет вам настроить свою первую пользовательскую диаграмму. Основополагающие концепции, которые вы здесь изучите, помогут вам максимально использовать возможности Charting Space.", + "updated": 1637918595225 } ] }, @@ -37,6 +42,11 @@ "language": "DE", "text": "Insbesondere werden wir eine Time Machine mit den Indikatoren der Candles Data Mine verbinden. Diese Indikatoren werden die Kerndaten sein, die wir in unserer chart plotten (darstellen).", "updated": 1637616024944 + }, + { + "language": "RU", + "text": "В частности, мы собираемся подключить машину времени (Time Machine) к индикаторам шахты Candles Data Mine. Эти индикаторы будут основными данными, которые мы наносим на наш график.", + "updated": 1637918725340 } ] }, @@ -54,6 +64,11 @@ "language": "DE", "text": "Zum Beispiel candles, bollinger bands, supports, etc.", "updated": 1637616191419 + }, + { + "language": "RU", + "text": "Например, свечи, полосы Боллинджера, поддержки и т.д.", + "updated": 1637918742832 } ] }, @@ -71,6 +86,11 @@ "language": "DE", "text": "Wir werden auch die Backtesting Session mit dem Lighting Strike Trading System verbinden. So können wir den Output des trading systems auch in unserem Chart sehen!", "updated": 1637616271842 + }, + { + "language": "RU", + "text": "Мы также приложим сессию бэктестинга (Backtesting Session) для торговой системы (Trading System) Lighting Strike. Это позволит нам увидеть вывод торговой системы на нашем графике!", + "updated": 1637918901245 } ] } diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-010-tutorial-step-dashing-dashboards.json b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-010-tutorial-step-dashing-dashboards.json index f0a0f612c..f40a5de19 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-010-tutorial-step-dashing-dashboards.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/S/Setting/Setting-Up-a-New-Chart/setting-up-a-new-chart-010-tutorial-step-dashing-dashboards.json @@ -19,6 +19,11 @@ "language": "DE", "text": "Die erste node, welche wir heute kennenlernen werden, ist das Dashboard. Ein Dashboard hilft uns, organisiert zu bleiben.", "updated": 1637616416519 + }, + { + "language": "RU", + "text": "Первый узел, о котором мы сегодня узнаем, - это Dashboard. Dashboard - Приборная панель помогает нам оставаться организованными.", + "updated": 1637920880908 } ] }, @@ -37,6 +42,11 @@ "language": "DE", "text": "Für den Anfang möchte ich, dass Sie sich ein wenig mit dem Aufbau des Charting Space vertraut machen.", "updated": 1637616455845 + }, + { + "language": "RU", + "text": "Чтобы начать, я хочу, чтобы вы немного освоились с тем, как настроено пространство графиков (Charting Space).", + "updated": 1637920928928 } ] }, @@ -54,6 +64,11 @@ "language": "DE", "text": "Nehmen Sie sich ein paar Minuten Zeit und sehen Sie sich in dieser Hierarchie um. Was fällt Ihnen auf?", "updated": 1637616473699 + }, + { + "language": "RU", + "text": "Уделите несколько минут и оглянитесь вокруг этой иерархии. Что вы заметили?", + "updated": 1637920975675 } ] }, @@ -71,6 +86,11 @@ "language": "DE", "text": "Das ist richtig! Es gibt ein Dashboard für das Backtesting, eines für das Live Trading und ein drittes für Learning Tasks. Dashboards sind eine bequeme Möglichkeit, Charts nach ihrem Typ oder nach anderen Kriterien zu gruppieren.", "updated": 1637616563270 + }, + { + "language": "RU", + "text": "Правильно! Одна приборная панель (Dashboard) настроена для бэктестинга, другая - для реальной торговли Live (Trading), а третья - для учебных задач (Learning Tasks). Приборные панели - это удобный способ группировки графиков по типу или любым другим критериям, если на то пошло.", + "updated": 1637921124261 } ] }, diff --git a/Projects/Foundations/Schemas/Docs-Tutorials/W/Welcome/Welcome-to-Superalgos/welcome-to-superalgos-012-tutorial-step-ready-to-rock.json b/Projects/Foundations/Schemas/Docs-Tutorials/W/Welcome/Welcome-to-Superalgos/welcome-to-superalgos-012-tutorial-step-ready-to-rock.json index 09ea76bd7..d0f413eb1 100644 --- a/Projects/Foundations/Schemas/Docs-Tutorials/W/Welcome/Welcome-to-Superalgos/welcome-to-superalgos-012-tutorial-step-ready-to-rock.json +++ b/Projects/Foundations/Schemas/Docs-Tutorials/W/Welcome/Welcome-to-Superalgos/welcome-to-superalgos-012-tutorial-step-ready-to-rock.json @@ -35,8 +35,8 @@ }, { "language": "DE", - "text": "Der Knoten Data Tasks steuert alle für diesen Netzwerkknoten definierten Data-Mining-Aufgaben.", - "updated": 1634162078401, + "text": "Die Data Tasks node steuert alle für diese LAN-Netzwerk node definierten Data-Mining-Aufgaben (Data Mining Tasks).", + "updated": 1637873413099, "style": "Definition" }, { diff --git a/Projects/Foundations/TS/Function-Libraries/SingleMarketFunctions.js b/Projects/Foundations/TS/Function-Libraries/SingleMarketFunctions.js index fa73c9078..1906e02a0 100644 --- a/Projects/Foundations/TS/Function-Libraries/SingleMarketFunctions.js +++ b/Projects/Foundations/TS/Function-Libraries/SingleMarketFunctions.js @@ -74,7 +74,7 @@ TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[WARN] start -> Product Definition " + outputDatasetNode.referenceParent.parentNode.name + " without a Data Building Procedure. Product Definition Name = " + outputDatasetNode.referenceParent.parentNode.name); } if (outputDatasetNode.referenceParent.config.codeName === undefined) { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Dataset witn no codeName defined. Product Dataset = " + JSON.stringify(outputDatasetNode.referenceParent)); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Dataset with no codeName defined. Product Dataset = " + JSON.stringify(outputDatasetNode.referenceParent)); callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); return } @@ -86,7 +86,7 @@ } if (outputDatasetNode.referenceParent.parentNode.config.codeName === undefined) { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Product Definition witn no codeName defined. Product Definition = " + JSON.stringify(outputDatasetNode.referenceParent.parentNode)); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Product Definition with no codeName defined. Product Definition = " + JSON.stringify(outputDatasetNode.referenceParent.parentNode)); callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); return } @@ -95,6 +95,9 @@ if (botNode === undefined) { botNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDatasetNode, 'Trading Bot') } + if (botNode === undefined) { + botNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDatasetNode, 'Portfolio Bot') + } if (botNode === undefined) { botNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDatasetNode, 'Learning Bot') } @@ -105,7 +108,7 @@ } if (botNode.config.codeName === undefined) { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Bot witn no codeName defined."); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Bot with no codeName defined."); callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); return } @@ -114,28 +117,37 @@ if (dataMineNode === undefined) { let tradingMineNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDatasetNode, 'Trading Mine') if (tradingMineNode === undefined) { - let learningMineNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDatasetNode, 'Learning Mine') - if (learningMineNode === undefined) { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Bot not attached to a Data Mine, Trading Mine or Learning Mine."); - callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); - return - } else { - if (learningMineNode.config.codeName === undefined) { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Learning Mine witn no codeName defined."); + let portfolioMineNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDatasetNode, 'Portfolio Mine'); + if (portfolioMineNode === undefined) { + let learningMineNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDatasetNode, 'Learning Mine') + if (learningMineNode === undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Bot not attached to a Data Mine, Trading Mine or Learning Mine."); callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); return + } else { + if (learningMineNode.config.codeName === undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Learning Mine with no codeName defined."); + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); + return + } + } + } else { + if (portfolioMineNode.config.codeName === undefined) { + TS.project.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Portfolio Mine with no codeName defined."); + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); + return; } } } else { if (tradingMineNode.config.codeName === undefined) { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Trading Mine witn no codeName defined."); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Trading Mine with no codeName defined."); callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); return } } } else { if (dataMineNode.config.codeName === undefined) { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Data Mine witn no codeName defined."); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] start -> Data Mine with no codeName defined."); callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); return } @@ -212,7 +224,7 @@ function calculationsProcedure(processIndex, jsonArray, recordDefinition, calculationsProcedure, variableName, timeFrame) { - /* + /* This function has as an input an array of JSON objects, and it adds calculated properties to complete the set of properties that will be available for Formulas. */ @@ -301,7 +313,7 @@ parametersDefinition ) { - /* + /* This function has as an input the products object, with all the information of all products calculated so far by the process. Based on that information the function will evaluate user supplied code and formulas in order to build @@ -320,7 +332,7 @@ /* We are going to build a map structure so that users can easily get the current object of - each data dependency based on the current element of the main data dependency. + each data dependency based on the current element of the main data dependency. We will use as key for these maps the begin and end property, meaning only elements with exactly the same begin and end property will be matched. */ @@ -349,7 +361,7 @@ } } /* - This function allows users to locate an object at a dataset based on the begins and end properties + This function allows users to locate an object at a dataset based on the begins and end properties of another object provided to the function as a parameter. For example, users can locate the bollinger band object that has the same begin and end than a candle object. */ @@ -510,7 +522,7 @@ Here we have an special problem that occurs when an object spans several time periods. If not taken care of it can happen that the object gets splitted between 2 days, which we dont want since it would loose some of its properties. - + To solve this issue, we wont save objects which ends at the last candle of the day, because we will save it at the next day, in whole, even if it starts in the previous day. */ @@ -603,8 +615,8 @@ } function checkUpstreamOfTaskNode(processIndex) { - /* - Here we check that the Task Node received, comes with all the upstream nodes that will be + /* + Here we check that the Task Node received, comes with all the upstream nodes that will be needed to run this task in the context of a Single Market Bot. */ /* Validate that the minimum amount of input required are defined. */ @@ -632,7 +644,7 @@ return false } /* - Checking the Market that is referenced. + Checking the Market that is referenced. */ if (TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent === undefined) { TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, @@ -682,7 +694,7 @@ function initializeFilePathRoot(processIndex) { /* - For Single Market Files, the Root Path for files takes an specific structure + For Single Market Files, the Root Path for files takes an specific structure which includes the exchange and market. Here that structure is defined. */ TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT = diff --git a/Projects/Foundations/TS/Globals/ProcessVariables.js b/Projects/Foundations/TS/Globals/ProcessVariables.js index af99acbd2..bb99e7ac0 100644 --- a/Projects/Foundations/TS/Globals/ProcessVariables.js +++ b/Projects/Foundations/TS/Globals/ProcessVariables.js @@ -7,7 +7,8 @@ exports.newFoundationsGlobalsProcessVariables = function () { let thisObject = { ENDED_PROCESSES_COUNTER: 0, TOTAL_PROCESS_INSTANCES_CREATED: 0, - VARIABLES_BY_PROCESS_INDEX_MAP: new Map() + VARIABLES_BY_PROCESS_INDEX_MAP: new Map(), + PM_COMMUNICATION_MODULE: undefined } /* diff --git a/Projects/Foundations/TS/Globals/TaskConstants.js b/Projects/Foundations/TS/Globals/TaskConstants.js index a3c8e5cc9..8eca28160 100644 --- a/Projects/Foundations/TS/Globals/TaskConstants.js +++ b/Projects/Foundations/TS/Globals/TaskConstants.js @@ -9,7 +9,10 @@ exports.newFoundationsGlobalsTaskConstants = function () { PROJECT_DEFINITION_NODE: undefined, PROJECTS_SCHEMA: undefined, EVENT_SERVER_CLIENT_MODULE_OBJECT: undefined, // This is an instance of the Event Server Client pointing to the localhost server - TASK_HEARTBEAT_INTERVAL_HANDLER: undefined + P2P_NETWORK: undefined, + TASK_HEARTBEAT_INTERVAL_HANDLER: undefined, + MANAGED_TASKS: undefined, + MANAGED_SESSIONS_MAP: new Map() // Naming convention => Key: name-type-id, Value:PMCommunicationModule } return thisObject diff --git a/Projects/Foundations/TS/Process-Modules/DataDependencies.js b/Projects/Foundations/TS/Process-Modules/DataDependencies.js index 62df1f3cc..595487af7 100644 --- a/Projects/Foundations/TS/Process-Modules/DataDependencies.js +++ b/Projects/Foundations/TS/Process-Modules/DataDependencies.js @@ -1,15 +1,15 @@ -exports.newFoundationsProcessModulesDataDependencies = function (processIndex) { +exports.newFoundationsProcessModulesDataDependencies = function (processIndex) { /* This module maintains a curated array of Data Dependency nodes, which is not exactly the ones listed at the Process Dependencies, but a smaller subset based on the circumstances found at the user's workspace. For example: - + 1. Dependencies without a Reference Parent are filtered out. - 2. Dependencies which don't have a Data Set are filtered out. + 2. Dependencies which don't have a Data Set are filtered out. It also maintains an array of Data Set Modules, which are the - one's that ultimately know how to load a file based on the + one's that ultimately know how to load a file based on the network configuration found at the workspace at the moment this Task was launched. @@ -47,8 +47,8 @@ try { /* Basic Validations */ if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processDependencies !== undefined) { - /* - First we will get all the data dependencies of the bot, as defined at the Trading Mine. + /* + First we will get all the data dependencies of the bot, as defined at the Trading|Portfolio Mine. */ thisObject.curatedDependencyNodeArray = SA.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processDependencies, 'Data Dependency') if (thisObject.curatedDependencyNodeArray.length === 0) { @@ -56,10 +56,10 @@ callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE) return } - /* + /* We will filter out declared dependencies that are not present in the workspace. This will allow the user to have less Data Mines loaded at the workspace - that the ones that a Trading Mine depends on. + that the ones that a Trading|Portfolio Mine depends on. */ thisObject.curatedDependencyNodeArray = SA.projects.visualScripting.utilities.nodeFunctions.filterOutNodeWihtoutReferenceParentFromNodeArray(thisObject.curatedDependencyNodeArray) @@ -89,9 +89,9 @@ let receivedDependencyFilters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).DEPENDENCY_FILTER if (receivedDependencyFilters !== undefined) { - /* + /* Javascript Maps can not travel stringified at ta JSON object, so we receive - these maps in an Array format, and here we will just convert them to Maps, + these maps in an Array format, and here we will just convert them to Maps, that is how we need them. */ arrayToMap(receivedDependencyFilters.market.list, thisObject.filters.market.list) @@ -110,7 +110,7 @@ } /* In case we do not receive any filters, like in the case of Indicators and Sensors, - or simply because the Learning System is still empty, + or simply because the Learning System is still empty, we need to add the default exchange and market to these maps in order for the following sections to work, and later we at least have candles at the Learning Simulation. @@ -121,15 +121,19 @@ thisObject.filters.exchange.markets.set(thisObject.defaultExchange + '-' + thisObject.defaultMarket, true) /* - For each dependency declared at the curatedDependencyNodeArray, we will initialize a + For each dependency declared at the curatedDependencyNodeArray, we will initialize a DataSet as part of this initialization process. */ let alreadyCalledBack = false - /* + /* +<<<<<<< HEAD + The current curatedDependencyNodeArray that we have includes all the dependencies daclared in the Data Mine | Trading Mine | Portfolio Mine | Learning Mine +======= The current curatedDependencyNodeArray that we have includes all the dependencies declared in the Data Mine | Trading Mine | Learning Mine +>>>>>>> upstream/develop process dependencies, minus the ones without reference parent, meaning that references Data Mines that are - not present at the workspace. From all the remaining dependencies there will be others that we need to + not present at the workspace. From all the remaining dependencies there will be others that we need to filter out, and they are the ones which the user does not have a data product anywhere on the network where this task is running, that is storing the data associated to this dependency. The way we use to filter this out is by analyzing the response of the initialization call to the DataSet module. If it did not fail but @@ -150,7 +154,7 @@ let market = marketList[m] if (receivedDependencyFilters !== undefined) { /* - If we received a Dependency Filter from the UI, we will apply it here so + If we received a Dependency Filter from the UI, we will apply it here so as not to add DataSets that we wont actually need. */ if (thisObject.filters.exchange.markets.get(exchange + '-' + market) === true) { @@ -195,12 +199,12 @@ } let foundAtDependencyFilters = false /* - This is the product related to this Data Dependency, as the user would type it + This is the product related to this Data Dependency, as the user would type it at a Condition or Formula and appear at the UI provided filter. */ let product - /* - We will filter out all the data dependencies which are not at the filters, except for candles, + /* + We will filter out all the data dependencies which are not at the filters, except for candles, because we will need the candles dataset to run the simulation. */ if (dataDependency.referenceParent.parentNode.config.codeName === 'Candles') { diff --git a/Projects/Foundations/TS/Process-Modules/Dataset.js b/Projects/Foundations/TS/Process-Modules/Dataset.js index 74c76193a..e1e6f6639 100644 --- a/Projects/Foundations/TS/Process-Modules/Dataset.js +++ b/Projects/Foundations/TS/Process-Modules/Dataset.js @@ -68,7 +68,7 @@ exports.newFoundationsProcessModulesDataset = function (processIndex) { } if (thisObject.node.parentNode.parentNode.parentNode === undefined) { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] initialize -> Bot not attached to a Data Mine or Trading Mine. Bot = " + JSON.stringify(thisObject.node.parentNode.parentNode)); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] initialize -> Bot not attached to a Data Mine, Trading Mine, or Portfolio Mine. Bot = " + JSON.stringify(thisObject.node.parentNode.parentNode)); callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); return } @@ -188,7 +188,7 @@ exports.newFoundationsProcessModulesDataset = function (processIndex) { The problem that we need to solve here is the following: A. We are interested in a particular Exchange and Market. - B. We have the Network we received from the UI whe the user ran the Task. + B. We have the Network we received from the UI where the user ran the Task. C. We have the Product Definition that is the parent node of the Data Set represented by this object. D. This Product Definition is referenced by one or more Data Products nodes at some branch of the LAN Network Hierarchy. E. We need to find the right Data Product node, the one who is itself a descendent of the Market Data Products @@ -197,7 +197,7 @@ exports.newFoundationsProcessModulesDataset = function (processIndex) { So, the strategy we will implement is the following: 1. We will scan all the branches of the Network received from the UI. - 2. Once we find a Market Data Products, Market Trading Products o Market Learning Products we will check + 2. Once we find a Market Data Products, Market Trading Products, Market Portfolio Products or Market Learning Products we will check that they are referencing the market and exchange we need, other wise we ignore them and continue with the scanning. 3. Once found, we will go into their own branches and find a path until the Product Definition we need to reach. @@ -244,8 +244,9 @@ exports.newFoundationsProcessModulesDataset = function (processIndex) { } if ( - startingNode.type === 'Market Data Products' || - startingNode.type === 'Market Trading Products' || + startingNode.type === 'Market Data Products' || + startingNode.type === 'Market Trading Products' || + startingNode.type === 'Market Portfolio Products' || startingNode.type === 'Market Learning Products' ) { /* diff --git a/Projects/Foundations/TS/Process-Modules/ProcessOutput.js b/Projects/Foundations/TS/Process-Modules/ProcessOutput.js index c76eee859..c18b43b85 100644 --- a/Projects/Foundations/TS/Process-Modules/ProcessOutput.js +++ b/Projects/Foundations/TS/Process-Modules/ProcessOutput.js @@ -27,6 +27,9 @@ if (botNode === undefined) { botNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDataset, 'Trading Bot') } + if (botNode === undefined) { + botNode = TS.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDataset, 'Portfolio Bot') + } if (botNode === undefined) { botNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDataset, 'Sensor Bot') } @@ -63,7 +66,7 @@ return } } else { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] raiseEvents -> Bot not attached to a Data Mine or Trading Mine. Bot = " + JSON.stringify(botNode)); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] raiseEvents -> Bot not attached to a Data Mine, Trading Mine or Portfolio Mine. Bot = " + JSON.stringify(botNode)); callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); return } @@ -121,6 +124,9 @@ if (botNode === undefined) { botNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDataset, 'Trading Bot') } + if (botNode === undefined) { + botNode = TS.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDataset, 'Portfolio Bot') + } if (botNode === undefined) { botNode = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(outputDataset, 'Sensor Bot') } @@ -153,7 +159,7 @@ throw (TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); } } else { - TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] raiseEvents -> Bot not attached to a Data Mine | Trading Mine | Learning Mine. Bot = " + JSON.stringify(botNode)); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] raiseEvents -> Bot not attached to a Data Mine | Trading Mine | Portfolio Mine | Learning Mine. Bot = " + JSON.stringify(botNode)); throw (TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); } } else { diff --git a/Projects/Foundations/TS/Process-Modules/StatusReport.js b/Projects/Foundations/TS/Process-Modules/StatusReport.js index 3dc95eaf1..30083015c 100644 --- a/Projects/Foundations/TS/Process-Modules/StatusReport.js +++ b/Projects/Foundations/TS/Process-Modules/StatusReport.js @@ -98,7 +98,8 @@ } } - if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE !== undefined && statusDependencyNode.bottype === "Trading Bot") { + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE !== undefined && + (statusDependencyNode.bottype === "Trading Bot" || statusDependencyNode.bottype === "Portfolio Bot") ) { sessionPath = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/" } @@ -112,6 +113,7 @@ if (checkThisDataBranch(lanNetworkNode.dataTasks) === true) { return } if (checkThisTradingBranch(lanNetworkNode.testingTradingTasks) === true) { return } if (checkThisTradingBranch(lanNetworkNode.productionTradingTasks) === true) { return } + if (checkThisPortfolioBranch(lanNetworkNode.productionPortfolioTasks) === true) { return } if (checkThisLearningBranch(lanNetworkNode.learningTasks) === true) { return } function checkThisDataBranch(branch) { @@ -219,6 +221,58 @@ } } + function checkThisPortfolioBranch(branch) { + if (branch === undefined) { return } + for (let z = 0; z < branch.projectPortfolioTasks.length; z++) { + let projectPortfolioTasks = branch.projectPortfolioTasks[z] + for (let j = 0; j < projectPortfolioTasks.exchangePortfolioTasks.length; j++) { + let exchangeTasks = projectPortfolioTasks.exchangePortfolioTasks[j] + for (let p = 0; p < exchangeTasks.marketPortfolioTasks.length; p++) { + let marketTasks = exchangeTasks.marketPortfolioTasks[p] + if (marketTasks.referenceParent === undefined) { continue } + if (marketTasks.referenceParent.id !== TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.id) { continue } + for (let q = 0; q < marketTasks.portfolioMineTasks.length; q++) { + let mineTasks = marketTasks.portfolioMineTasks[q] + for (let k = 0; k < mineTasks.taskManagers.length; k++) { + let taskManager = mineTasks.taskManagers[k] + for (let m = 0; m < taskManager.tasks.length; m++) { + let task = taskManager.tasks[m] + if (task.bot === undefined) { continue } + if (task.bot.processes === undefined) { continue } + for (let n = 0; n < task.bot.processes.length; n++) { + let process = task.bot.processes[n] + if (process.referenceParent === undefined) { continue } + let processDefinition = process.referenceParent + if (processThisDependsOn.id === processDefinition.id) { + if (process.type === 'Portfolio Process Instance') { + if (process.session !== undefined) { + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.id !== process.session.id) { + continue + } + } else { + continue + } + } + /* + We found where the task that runs the process definition this status report depends on + and where it is located on the network. + */ + thisObject.lanNetworkNode = lanNetworkNode + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] initialize -> Retrieving status report from " + lanNetworkNode.name + " -> host = " + lanNetworkNode.config.host + ' -> port = ' + lanNetworkNode.config.webPort + '.') + + fileStorage = TS.projects.foundations.taskModules.fileStorage.newFileStorage(processIndex, lanNetworkNode.config.host, lanNetworkNode.config.webPort) + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE) + return true + } + } + } + } + } + } + } + } + } + function checkThisLearningBranch(branch) { if (branch === undefined) { return } for (let z = 0; z < branch.projectLearningTasks.length; z++) { diff --git a/Projects/Foundations/UI/Function-Libraries/ActionSwitch.js b/Projects/Foundations/UI/Function-Libraries/ActionSwitch.js index 39c5c771c..0d00c7e95 100644 --- a/Projects/Foundations/UI/Function-Libraries/ActionSwitch.js +++ b/Projects/Foundations/UI/Function-Libraries/ActionSwitch.js @@ -53,6 +53,28 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.taskFunctions.stopAllTaskManagers(action.node) } break + + case 'Run All Portfolio Task Managers': + { + UI.projects.foundations.functionLibraries.taskFunctions.runAllTaskManagers(action.node) + } + break + case 'Stop All Portfolio Task Managers': + { + UI.projects.foundations.functionLibraries.taskFunctions.stopAllTaskManagers(action.node) + } + break + + case 'Run All Managed Tasks': + { /* Portfolio Task References */ + UI.projects.foundations.functionLibraries.taskFunctions.runAllManagedTasks(action.node); + } + break; + case 'Stop All Managed Tasks': + { /* Portfolio Task References */ + UI.projects.foundations.functionLibraries.taskFunctions.stopAllManagedTasks(action.node); + } + break; case 'Run All Exchange Data Tasks': { UI.projects.foundations.functionLibraries.taskFunctions.runAllExchangeDataTasks(action.node) @@ -73,6 +95,16 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.taskFunctions.stopAllExchangeTradingTasks(action.node) } break + case 'Run All Exchange Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.runAllExchangePortfolioTasks(action.node) + } + break + case 'Stop All Exchange Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.stopAllExchangePortfolioTasks(action.node) + } + break case 'Run All Exchange Learning Tasks': { UI.projects.foundations.functionLibraries.taskFunctions.runAllExchangeLearningTasks(action.node) @@ -103,6 +135,16 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.taskFunctions.stopAllProjectTradingTasks(action.node) } break + case 'Run All Project Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.runAllProjectPortfolioTasks(action.node) + } + break + case 'Stop All Project Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.stopAllProjectPortfolioTasks(action.node) + } + break case 'Run All Project Learning Tasks': { UI.projects.foundations.functionLibraries.taskFunctions.runAllProjectLearningTasks(action.node) @@ -133,6 +175,16 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.taskFunctions.stopAllMarketTradingTasks(action.node) } break + case 'Run All Market Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.runAllMarketPortfolioTasks(action.node) + } + break + case 'Stop All Market Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.stopAllMarketPortfolioTasks(action.node) + } + break case 'Run All Market Learning Tasks': { UI.projects.foundations.functionLibraries.taskFunctions.runAllMarketLearningTasks(action.node) @@ -163,6 +215,16 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.taskFunctions.stopAllTradingMineTasks(action.node) } break + case 'Run All Portfolio Mine Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.runAllPortfolioMineTasks(action.node) + } + break + case 'Stop All Portfolio Mine Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.stopAllPortfolioMineTasks(action.node) + } + break case 'Run All Learning Mine Tasks': { UI.projects.foundations.functionLibraries.taskFunctions.runAllLearningMineTasks(action.node) @@ -213,6 +275,26 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.taskFunctions.addMissingTradingMineTasks(action.node, action.rootNodes) } break + case 'Add Missing Project Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.addMissingProjectPortfolioTasks(action.node, action.rootNodes) + } + break + case 'Add Missing Exchange Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.addMissingExchangePortfolioTasks(action.node, action.rootNodes) + } + break + case 'Add Missing Market Portfolio Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.addMissingMarketPortfolioTasks(action.node) + } + break + case 'Add Missing Portfolio Mine Tasks': + { + UI.projects.foundations.functionLibraries.taskFunctions.addMissingPortfolioMineTasks(action.node, action.rootNodes) + } + break case 'Add Missing Project Learning Tasks': { UI.projects.foundations.functionLibraries.taskFunctions.addMissingProjectLearningTasks(action.node, action.rootNodes) @@ -288,6 +370,16 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingTradingSessionReferences(action.node, action.rootNodes) } break + case 'Add All Portfolio Mine Products': + { + UI.projects.foundations.functionLibraries.dataStorageFunctions.addAllPortfolioMineProducts(action.node, action.rootNodes) + } + break + case 'Add Missing Portfolio Session References': + { + UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingPortfolioSessionReferences(action.node, action.rootNodes) + } + break case 'Add Missing Learning Session References': { UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingLearningSessionReferences(action.node, action.rootNodes) @@ -303,6 +395,11 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingMarketTradingProducts(action.node, action.rootNodes) } break + case 'Add Missing Market Portfolio Products': + { + UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingMarketPortfolioProducts(action.node, action.rootNodes) + } + break case 'Add Missing Market Learning Products': { UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingMarketLearningProducts(action.node, action.rootNodes) @@ -318,6 +415,11 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingExchangeTradingProducts(action.node, action.rootNodes) } break + case 'Add Missing Exchange Portfolio Products': + { + UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingExchangePortfolioProducts(action.node, action.rootNodes) + } + break case 'Add Missing Exchange Data Products': { UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingExchangeDataProducts(action.node, action.rootNodes) @@ -333,6 +435,11 @@ function newFoundationsActionSwitch() { UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingProjectTradingProducts(action.node, action.rootNodes) } break + case 'Add Missing Project Portfolio Products': + { + UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingProjectPortfolioProducts(action.node, action.rootNodes) + } + break case 'Add Missing Project Data Products': { UI.projects.foundations.functionLibraries.dataStorageFunctions.addMissingProjectDataProducts(action.node, action.rootNodes) @@ -440,6 +547,18 @@ function newFoundationsActionSwitch() { UI.projects.foundations.spaces.floatingSpace.uiObjectConstructor.createUiObject(true, action.node.payload) } break + case 'Switch To Live Portfolio': + { + action.node.type = "Live Portfolio Session" + UI.projects.foundations.spaces.floatingSpace.uiObjectConstructor.createUiObject(true, action.node.payload) + } + break + case 'Switch To Paper Portfolio': + { + action.node.type = "Paper Portfolio Session" + UI.projects.foundations.spaces.floatingSpace.uiObjectConstructor.createUiObject(true, action.node.payload) + } + break case 'Switch To Backtesting': { action.node.type = "Backtesting Session" diff --git a/Projects/Foundations/UI/Function-Libraries/ChartingSpaceFunctions.js b/Projects/Foundations/UI/Function-Libraries/ChartingSpaceFunctions.js index 2fdac867e..6c91b96b3 100644 --- a/Projects/Foundations/UI/Function-Libraries/ChartingSpaceFunctions.js +++ b/Projects/Foundations/UI/Function-Libraries/ChartingSpaceFunctions.js @@ -111,23 +111,25 @@ function newFoundationsFunctionLibraryChartingSpaceFunctions() { let fordwardTestingSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Forward Testing Session') let paperTradingSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Paper Trading Session') let liveTradingSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Live Trading Session') + let livePortfolioSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Live Portfolio Session') let backLearningSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Back Learning Session') let liveLearningSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Live Learning Session') - scanSessionArray(backtestingSessionsArray) - scanSessionArray(fordwardTestingSessionsArray) - scanSessionArray(paperTradingSessionsArray) - scanSessionArray(liveTradingSessionsArray) - scanSessionArray(backLearningSessionsArray) - scanSessionArray(liveLearningSessionsArray) + scanSessionArray(backtestingSessionsArray, 'Market Trading Tasks') + scanSessionArray(fordwardTestingSessionsArray, 'Market Trading Tasks') + scanSessionArray(paperTradingSessionsArray, 'Market Trading Tasks') + scanSessionArray(liveTradingSessionsArray, 'Market Trading Tasks') + scanSessionArray(livePortfolioSessionsArray, 'Market Portfolio Tasks') + scanSessionArray(backLearningSessionsArray, 'Market Trading Tasks') + scanSessionArray(liveLearningSessionsArray, 'Market Trading Tasks') - function scanSessionArray(sessionsArray) { + function scanSessionArray(sessionsArray, nodeType) { for (let i = 0; i < sessionsArray.length; i++) { let session = sessionsArray[i] let environment = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(session, node.payload.referenceParent.type, undefined, true, false, true, false) if (environment === undefined) { continue } if (environment.id !== node.payload.referenceParent.id) { continue } - let market = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(session, 'Market Trading Tasks', undefined, true, false, true, false) + let market = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(session, nodeType, undefined, true, false, true, false) if (market.payload.referenceParent === undefined) { continue } if (UI.projects.visualScripting.utilities.nodeChildren.isMissingChildrenById(node, session, true) === true) { createTimeMachine(node, session, market.payload.referenceParent, lanNetworkNode, rootNodes) @@ -148,9 +150,10 @@ function newFoundationsFunctionLibraryChartingSpaceFunctions() { timeMachine.timeFrameScale.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_180 timeMachine.timeScale.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_180 timeMachine.rateScale.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_180 + /* - We will create 3 Time Line Charts for the Trading Mine Products - */ + * We will create 3 Time Line Charts for the Trading Mine Products: + */ mineProducts = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Trading Mine Products') for (let j = 0; j < mineProducts.length; j++) { let mineProduct = mineProducts[j] @@ -160,13 +163,13 @@ function newFoundationsFunctionLibraryChartingSpaceFunctions() { */ if (mineProduct.payload.parentNode === undefined) { continue } if (mineProduct.payload.parentNode.payload.referenceParent.id !== session.id) { continue } + /* At the current version of Superalgos, beta 6, there is only one Trading Mine, with only one bot, and it has so many data products that we want to put them in 3 different timeline charts. So we will create 3 charts, connect them, and delete from each one 1/3 of the layers. We do all that next: */ - for (let k = 0; k < 3; k++) { let timelineChart = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(timeMachine, 'Timeline Chart') @@ -207,9 +210,68 @@ function newFoundationsFunctionLibraryChartingSpaceFunctions() { } } } + /* - We will create 3 Time Line Charts for the Learning Mine Products - */ + * We will create 3 Time Line Charts for the Portfolio Mine Products: + */ + mineProducts = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Portfolio Mine Products') + for (let j = 0; j < mineProducts.length; j++) { + let mineProduct = mineProducts[j] + /* + The mine products found so far, belongs to any session. To filter all the sessions + that are not the one we are interested in, we do the following: + */ + if (mineProduct.payload.parentNode === undefined) { continue } + if (mineProduct.payload.parentNode.payload.referenceParent.id !== session.id) { continue } + + /* + For the legacy reasons stated above @Trading Mine Products we will create 3 charts, connect them, + and delete from each one 1/3 of the layers. We do all that next: + */ + for (let k = 0; k < 3; k++) { + let timelineChart = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(timeMachine, 'Timeline Chart') + + UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(timelineChart.layerManager, mineProduct) + timelineChart.payload.floatingObject.collapseToggle() + timelineChart.layerManager.payload.floatingObject.collapseToggle() + timelineChart.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_180 + timelineChart.layerManager.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_180 + + let menu = timelineChart.layerManager.payload.uiObject.menu + menu.internalClick('Add All Mine Layers') + menu.internalClick('Add All Mine Layers') + + switch (k) { + case 0: { + timelineChart.name = 'Portfolio Engine' + deleteNodeByName('Portfolio System') + deleteNodeByName('Simulation Objects') + break + } + case 1: { + timelineChart.name = 'Portfolio System' + deleteNodeByName('Portfolio Engine') + deleteNodeByName('Simulation Objects') + break + } + case 2: { + timelineChart.name = 'Simulation Objects' + deleteNodeByName('Portfolio Engine') + deleteNodeByName('Portfolio System') + break + } + } + function deleteNodeByName(nodeName) { + let nodeToDelete = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(timelineChart.layerManager, undefined, nodeName, true, true, false, false) + if (nodeToDelete === undefined) { return } + UI.projects.visualScripting.functionLibraries.nodeDeleter.deleteUIObject(nodeToDelete, rootNodes) + } + } + } + + /* + * We will create 3 Time Line Charts for the Learning Mine Products: + */ mineProducts = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Learning Mine Products') for (let j = 0; j < mineProducts.length; j++) { let mineProduct = mineProducts[j] @@ -219,13 +281,13 @@ function newFoundationsFunctionLibraryChartingSpaceFunctions() { */ if (mineProduct.payload.parentNode === undefined) { continue } if (mineProduct.payload.parentNode.payload.referenceParent.id !== session.id) { continue } + /* At the current version of Superalgos, beta 6, there is only one Learning Mine, with only one bot, and it has so many data products that we want to put them in 3 different timeline charts. So we will create 3 charts, connect them, and delete from each one 1/3 of the layers. We do all that next: */ - for (let k = 0; k < 3; k++) { let timelineChart = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(timeMachine, 'Timeline Chart') @@ -319,6 +381,7 @@ function newFoundationsFunctionLibraryChartingSpaceFunctions() { function scanNetworkNode(lanNetworkNode) { let testingTradingTasks = UI.projects.visualScripting.utilities.branches.findInBranch(lanNetworkNode, 'Testing Trading Tasks', node, true) let productionTradingTasks = UI.projects.visualScripting.utilities.branches.findInBranch(lanNetworkNode, 'Production Trading Tasks', node, true) + let productionPortfolioTasks = UI.projects.visualScripting.utilities.branches.findInBranch(lanNetworkNode, 'Production Portfolio Tasks', node, true) if (UI.projects.visualScripting.utilities.nodeChildren.isMissingChildrenById(node, testingTradingTasks, true) === true) { let dashboard = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(node, 'Dashboard') @@ -331,6 +394,12 @@ function newFoundationsFunctionLibraryChartingSpaceFunctions() { UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(dashboard, productionTradingTasks) dashboard.name = productionTradingTasks.type + ' ' + lanNetworkNode.name } + + if (UI.projects.visualScripting.utilities.nodeChildren.isMissingChildrenById(node, productionPortfolioTasks, true) === true) { + let dashboard = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(node, 'Dashboard') + UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(dashboard, productionPortfolioTasks) + dashboard.name = productionPortfolioTasks.type + ' ' + lanNetworkNode.name + } } } } diff --git a/Projects/Foundations/UI/Function-Libraries/CryptoEcosystemFunctions.js b/Projects/Foundations/UI/Function-Libraries/CryptoEcosystemFunctions.js index efa57a5e9..f234311b3 100644 --- a/Projects/Foundations/UI/Function-Libraries/CryptoEcosystemFunctions.js +++ b/Projects/Foundations/UI/Function-Libraries/CryptoEcosystemFunctions.js @@ -216,7 +216,6 @@ function newFoundationsFunctionLibraryCryptoEcosystemFunctions() { node, rootNodes ) { - let market = node let cryptoExchange = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(node, 'Crypto Exchange', undefined, true, false, true, false) if (cryptoExchange === undefined) { @@ -256,15 +255,18 @@ function newFoundationsFunctionLibraryCryptoEcosystemFunctions() { function installInNetworkNode(lanNetworkNode) { let tradingSessionsCreatedArray = [] + let portfolioSessionsCreatedArray = [] let learningSessionsCreatedArray = [] installDataTasksTasks() installLearningTasksTasks() - isntallTradingTasksTasks() + installTradingTasksTasks() + installPortfolioTasksTasks() installDataMinesData() installLearningMinesData() installTradingMineData() + installPortfolioMineData() function installDataTasksTasks() { /* @@ -343,7 +345,7 @@ function newFoundationsFunctionLibraryCryptoEcosystemFunctions() { } } - function isntallTradingTasksTasks() { + function installTradingTasksTasks() { /* Next we complete the missing stuff at Testing Trading Tasks */ @@ -400,6 +402,64 @@ function newFoundationsFunctionLibraryCryptoEcosystemFunctions() { } } + function installPortfolioTasksTasks() { + /* + Next we complete the missing stuff at Testing Portfolio Tasks + */ + //installEnvironment('Testing Portfolio Tasks') + /* + Next we complete the missing stuff at Production Portfolio Tasks + */ + installEnvironment('Production Portfolio Tasks') + + function installEnvironment(environmentType) { + /* + Now we install the environment at the current Network Node + */ + let portfolioTasks = UI.projects.visualScripting.utilities.branches.findInBranch(lanNetworkNode, environmentType, node, true) + if (portfolioTasks === undefined) { + portfolioTasks = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(lanNetworkNode, environmentType) + } + /* + We will make ourselves sure that the Project Portfolio Tasks nodes are there. + */ + portfolioTasks.payload.uiObject.menu.internalClick('Add Missing Project Portfolio Tasks') + portfolioTasks.payload.uiObject.menu.internalClick('Add Missing Project Portfolio Tasks') + + for (let i = 0; i < portfolioTasks.projectPortfolioTasks.length; i++) { + let projectPortfolioTasks = portfolioTasks.projectPortfolioTasks[i] + projectPortfolioTasks.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_90 + + if (projectPortfolioTasks.project === "Foundations") { + installTheRestOfTheBranch(projectPortfolioTasks) + } + } + + function installTheRestOfTheBranch(projectPortfolioTasks) { + let exchangePortfolioTasks = UI.projects.visualScripting.utilities.nodeChildren.findOrCreateChildWithReference(projectPortfolioTasks, 'Exchange Portfolio Tasks', cryptoExchange) + exchangePortfolioTasks.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_180 + let marketPortfolioTask = UI.projects.visualScripting.utilities.nodeChildren.findAndRecreateChildWithReference(exchangePortfolioTasks, 'Market Portfolio Tasks', market, rootNodes) + + UI.projects.foundations.utilities.menu.menuClick(marketPortfolioTask, 'Add Missing Portfolio Mine Tasks', true) + UI.projects.foundations.utilities.menu.menuClickOfNodeArray(marketPortfolioTask.portfolioMineTasks, 'Add All Tasks', true) + + /* This will be needed at the charting space, for creating Dashboards */ + //let backtestingSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(marketPortfolioTask, 'Backtesting Session') + let livePortfolioSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(marketPortfolioTask, 'Live Portfolio Session') + //let paperPortfolioSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(marketPortfolioTask, 'Paper Portfolio Session') + //let forwardSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(marketPortfolioTask, 'Forward Testing Session') + let allSessionsArray = livePortfolioSessionsArray; + /*backtestingSessionsArray + .concat(livePortfolioSessionsArray) + .concat(paperPortfolioSessionsArray) + .concat(forwardSessionsArray)*/ + portfolioSessionsCreatedArray = portfolioSessionsCreatedArray.concat(allSessionsArray) + + dashboardsArray.push({ environmentNode: portfolioTasks, lanNetworkNode: lanNetworkNode, sessionsArray: allSessionsArray }) + } + } + } + function installDataMinesData() { /* Here we complete the missing stuff at Data Mines Data @@ -548,6 +608,61 @@ function newFoundationsFunctionLibraryCryptoEcosystemFunctions() { } } } + + function installPortfolioMineData() { + /* + Here we complete the missing stuff at Data Mines Data + */ + let dataStorage = UI.projects.visualScripting.utilities.branches.findInBranch(lanNetworkNode, 'Data Storage', node, true) + if (dataStorage === undefined) { + dataStorage = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(lanNetworkNode, 'Data Storage') + } + let portfolioMinesData = UI.projects.visualScripting.utilities.branches.findInBranch(dataStorage, 'Portfolio Mines Data', node, true) + if (portfolioMinesData === undefined) { + portfolioMinesData = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(dataStorage, 'Portfolio Mines Data') + } + portfolioMinesData.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_90 + /* + We will make ourselves sure that the Project Portfolio Products nodes are there. + */ + portfolioMinesData.payload.uiObject.menu.internalClick('Add UI Object') + portfolioMinesData.payload.uiObject.menu.internalClick('Add Missing Project Portfolio Products') + + for (let i = 0; i < portfolioMinesData.projectPortfolioProducts.length; i++) { + let projectPortfolioProducts = portfolioMinesData.projectPortfolioProducts[i] + projectPortfolioProducts.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_45 + + if (projectPortfolioProducts.project === "Foundations") { + installTheRestOfTheBranch(projectPortfolioProducts) + } + } + + function installTheRestOfTheBranch(projectPortfolioProducts) { + + let exchangePortfolioProducts = UI.projects.visualScripting.utilities.nodeChildren.findOrCreateChildWithReference(projectPortfolioProducts, 'Exchange Portfolio Products', cryptoExchange) + exchangePortfolioProducts.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_180 + let marketPortfolioProducts = UI.projects.visualScripting.utilities.nodeChildren.findAndRecreateChildWithReference(exchangePortfolioProducts, 'Market Portfolio Products', market, rootNodes) + marketPortfolioProducts.payload.floatingObject.collapseToggle() + /* + Create the new session references. + */ + for (let i = 0; i < portfolioSessionsCreatedArray.length; i++) { + let session = portfolioSessionsCreatedArray[i] + if (UI.projects.visualScripting.utilities.nodeChildren.isMissingChildrenById(marketPortfolioProducts, session, true) === true) { + UI.projects.foundations.functionLibraries.dataStorageFunctions.createSessionReference(marketPortfolioProducts, session, 'Portfolio Session Reference') + } + } + /* + Create everything inside the session references. + */ + for (let j = 0; j < marketPortfolioProducts.portfolioSessionReferences.length; j++) { + let sessionReference = marketPortfolioProducts.portfolioSessionReferences[j] + UI.projects.foundations.utilities.menu.menuClick(sessionReference, 'Add All Portfolio Mine Products', true) + UI.projects.foundations.utilities.menu.menuClickOfNodeArray(sessionReference.portfolioMineProducts, 'Add All Data Products', true) + sessionReference.payload.floatingObject.collapseToggle() + } + } + } } } @@ -605,6 +720,14 @@ function newFoundationsFunctionLibraryCryptoEcosystemFunctions() { if (marketTradingTasks.payload.referenceParent.id === market.id) { UI.projects.visualScripting.functionLibraries.nodeDeleter.deleteUIObject(timeMachine, rootNodes) } + + let marketPortfolioTasks = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(session, 'Market Portfolio Tasks', undefined, true, false, true, false) + if (marketPortfolioTasks === undefined) { continue } + if (marketPortfolioTasks.payload === undefined) { continue } + if (marketPortfolioTasks.payload.referenceParent === undefined) { continue } + if (marketPortfolioTasks.payload.referenceParent.id === market.id) { + UI.projects.visualScripting.functionLibraries.nodeDeleter.deleteUIObject(timeMachine, rootNodes) + } } /* We create a time machine for each session added during the previous processing. @@ -651,6 +774,14 @@ function newFoundationsFunctionLibraryCryptoEcosystemFunctions() { if (marketTradingTasks.payload.referenceParent.id === market.id) { UI.projects.visualScripting.functionLibraries.nodeDeleter.deleteUIObject(timeMachine, rootNodes) } + + let marketPortfolioTasks = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(session, 'Market Portfolio Tasks', undefined, true, false, true, false) + if (marketPortfolioTasks === undefined) { continue } + if (marketPortfolioTasks.payload === undefined) { continue } + if (marketPortfolioTasks.payload.referenceParent === undefined) { continue } + if (marketPortfolioTasks.payload.referenceParent.id === market.id) { + UI.projects.visualScripting.functionLibraries.nodeDeleter.deleteUIObject(timeMachine, rootNodes) + } } /* Delete all Dashboards that does not have time machines inside. */ @@ -688,16 +819,20 @@ function newFoundationsFunctionLibraryCryptoEcosystemFunctions() { let marketDataTasksArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(network, 'Market Data Tasks') let marketTradingTasksArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(network, 'Market Trading Tasks') + let marketPortfolioTasksArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(network, 'Market Portfolio Tasks') let marketLearningTasksArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(network, 'Market Learning Tasks') let marketDataProductsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(network, 'Market Data Products') let marketTradingProductsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(network, 'Market Trading Products') + let marketPortfolioProductsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(network, 'Market Portfolio Products') let marketLearningProductsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(network, 'Market Learning Products') uninstalMarketArray(marketDataTasksArray) uninstalMarketArray(marketTradingTasksArray) + uninstalMarketArray(marketPortfolioTasksArray) uninstalMarketArray(marketLearningTasksArray) uninstalMarketArray(marketDataProductsArray) uninstalMarketArray(marketTradingProductsArray) + uninstalMarketArray(marketPortfolioProductsArray) uninstalMarketArray(marketLearningProductsArray) function uninstalMarketArray(marketArray) { diff --git a/Projects/Foundations/UI/Function-Libraries/DataStorageFunctions.js b/Projects/Foundations/UI/Function-Libraries/DataStorageFunctions.js index 20e30da7d..692bdd180 100644 --- a/Projects/Foundations/UI/Function-Libraries/DataStorageFunctions.js +++ b/Projects/Foundations/UI/Function-Libraries/DataStorageFunctions.js @@ -15,7 +15,12 @@ function newFoundationsFunctionLibraryDataStorageFunctions() { addMissingProjectDataProducts: addMissingProjectDataProducts, addMissingProjectTradingProducts: addMissingProjectTradingProducts, addMissingProjectLearningProducts: addMissingProjectLearningProducts, - createSessionReference: createSessionReference + createSessionReference: createSessionReference, + addAllPortfolioMineProducts: addAllPortfolioMineProducts, + addMissingPortfolioSessionReferences: addMissingPortfolioSessionReferences, + addMissingMarketPortfolioProducts: addMissingMarketPortfolioProducts, + addMissingExchangePortfolioProducts: addMissingExchangePortfolioProducts, + addMissingProjectPortfolioProducts: addMissingProjectPortfolioProducts, } return thisObject @@ -45,6 +50,7 @@ function newFoundationsFunctionLibraryDataStorageFunctions() { scanBotArray(mine.apiDataFetcherBots) scanBotArray(mine.indicatorBots) scanBotArray(mine.tradingBots) + scanBotArray(mine.portfolioBots) scanBotArray(mine.learningBots) function scanBotArray(botArray) { @@ -92,6 +98,17 @@ function newFoundationsFunctionLibraryDataStorageFunctions() { } } + function addAllPortfolioMineProducts(node, rootNodes) { + for (let i = 0; i < rootNodes.length; i++) { + let rootNode = rootNodes[i] + + if (rootNode.type === 'Portfolio Mine') { + let portfolioMineProducts = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(node, 'Portfolio Mine Products') + UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(portfolioMineProducts, rootNode) + } + } + } + function addAllLearningMineProducts(node, rootNodes) { for (let i = 0; i < rootNodes.length; i++) { let rootNode = rootNodes[i] @@ -130,6 +147,27 @@ function newFoundationsFunctionLibraryDataStorageFunctions() { } } + function addMissingPortfolioSessionReferences(node, rootNodes) { + let lanNetworkNode = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(node, 'LAN Network Node', undefined, true, false, true, false) + if (lanNetworkNode === undefined) { return } + + let livePortfolioSessionsArray = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(lanNetworkNode, 'Live Portfolio Session') + + addMissingSession(livePortfolioSessionsArray) + + function addMissingSession(sessionsArray) { + for (let i = 0; i < sessionsArray.length; i++) { + let session = sessionsArray[i] + /* We will filter out all the sessions that does not belong to the market we are in */ + let marketPortfolioTasks = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(session, 'Market Portfolio Tasks', undefined, true, false, true, false) + if (node.payload.referenceParent.id !== marketPortfolioTasks.payload.referenceParent.id) { continue } + if (UI.projects.visualScripting.utilities.nodeChildren.isMissingChildrenById(node, session, true) === true) { + createSessionReference(node, session, 'Portfolio Session Reference') + } + } + } + } + function addMissingLearningSessionReferences(node, rootNodes) { let lanNetworkNode = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(node, 'LAN Network Node', undefined, true, false, true, false) if (lanNetworkNode === undefined) { return } @@ -166,6 +204,10 @@ function newFoundationsFunctionLibraryDataStorageFunctions() { addMissingMarketProducts(node, rootNodes, 'Market Trading Products') } + function addMissingMarketPortfolioProducts(node, rootNodes) { + addMissingMarketProducts(node, rootNodes, 'Market Portfolio Products') + } + function addMissingMarketLearningProducts(node, rootNodes) { addMissingMarketProducts(node, rootNodes, 'Market Learning Products') } @@ -192,6 +234,10 @@ function newFoundationsFunctionLibraryDataStorageFunctions() { addMissingExchange(node, rootNodes, 'Exchange Trading Products') } + function addMissingExchangePortfolioProducts(node, rootNodes) { + addMissingExchange(node, rootNodes, 'Exchange Portfolio Products') + } + function addMissingExchangeLearningProducts(node, rootNodes) { addMissingExchange(node, rootNodes, 'Exchange Learning Products') } @@ -224,6 +270,10 @@ function newFoundationsFunctionLibraryDataStorageFunctions() { addMissingProject(node, rootNodes, 'Project Trading Products') } + function addMissingProjectPortfolioProducts(node, rootNodes) { + addMissingProject(node, rootNodes, 'Project Portfolio Products') + } + function addMissingProjectLearningProducts(node, rootNodes) { addMissingProject(node, rootNodes, 'Project Learning Products') } diff --git a/Projects/Foundations/UI/Function-Libraries/ProductFunctions.js b/Projects/Foundations/UI/Function-Libraries/ProductFunctions.js index a5a34fd60..f7ec33c56 100644 --- a/Projects/Foundations/UI/Function-Libraries/ProductFunctions.js +++ b/Projects/Foundations/UI/Function-Libraries/ProductFunctions.js @@ -39,6 +39,13 @@ function newFoundationsFunctionLibraryProductFunctions() { } } + for (let i = 0; i < rootNodes.length; i++) { + let rootNode = rootNodes[i] + if (rootNode.type === 'Portfolio Mine') { + installInPortfolioMine(rootNode) + } + } + for (let i = 0; i < rootNodes.length; i++) { let rootNode = rootNodes[i] if (rootNode.type === 'LAN Network') { @@ -255,6 +262,72 @@ function newFoundationsFunctionLibraryProductFunctions() { } + function installInPortfolioMine(portfolioMine) { + let savePlugin = false + for (let j = 0; j < portfolioMine.portfolioBots.length; j++) { + let portfolioBotNode = portfolioMine.portfolioBots[j] + + for (let k = 0; k < portfolioBotNode.processes.length; k++) { + let process = portfolioBotNode.processes[k] + + /** + * In case the data mine is not referenced at all, we must add it + */ + + let dataMineDependency = UI.projects.visualScripting.utilities.nodeChildren.findOrCreateChildWithReference(process.processDependencies, 'Data Mine Data Dependencies', productDataMineParent) + + let botDataDependencies = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(dataMineDependency, undefined, productIndicatorBot.name, false, true, false, false) + + /** + * If Bot Data Dependency exists add Data Dependencies + * Otherwise create the Bot Data Dependency and add Data Dependencies to newly created Bot Data + */ + if (botDataDependencies !== undefined) { + addAllDataDependenciesIfNotExists(botDataDependencies) + } else { + let newBotDataDependencies = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(dataMineDependency, 'Bot Data Dependencies') + newBotDataDependencies.name = productIndicatorBot.name + addAllDataDependenciesIfNotExists(newBotDataDependencies) + } + + + function addAllDataDependenciesIfNotExists(botDataDependencies) { + for (let l = 0; l < product.datasets.length; l++) { + let dataset = product.datasets[l] + + // Explicit check is needed so we know if we have to save the plugin or not + if (UI.projects.visualScripting.utilities.nodeChildren.isMissingChildrenById(botDataDependencies, dataset, true) === true) { + savePlugin = true + let dataDependency = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(botDataDependencies, 'Data Dependency') + UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(dataDependency, dataset) + } + } + } + } + } + /** + * There is no reason to save the plugin if no modifications have been made to the hierarchy + * We will save the plugin only if we get to the point were we have to add the data dependencies + * + */ + if (savePlugin) { + for (let i = 0; i < rootNodes.length; i++) { + let rootNode = rootNodes[i] + if (rootNode.type === 'Plugins') { + let portfolioMinePlugin = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(rootNode, 'Plugin Portfolio Mines', undefined, false, true, false, false) + + for (let j = 0; j < portfolioMinePlugin.pluginFiles.length; j++) { + let pluginFile = portfolioMinePlugin.pluginFiles[j] + + UI.projects.communityPlugins.functionLibraries.pluginsFunctions.savePlugin(pluginFile) + } + } + } + + } + + } + /** * This function will install the product into existing Charting Space * It is mandatory to have at least a dashboard which contains at least one time machine diff --git a/Projects/Foundations/UI/Function-Libraries/TaskFunctions.js b/Projects/Foundations/UI/Function-Libraries/TaskFunctions.js index 4e1884a41..e596f3aca 100644 --- a/Projects/Foundations/UI/Function-Libraries/TaskFunctions.js +++ b/Projects/Foundations/UI/Function-Libraries/TaskFunctions.js @@ -1,6 +1,6 @@ function newFoundationsFunctionLibraryTaskFunctions() { let thisObject = { - syncronizeTaskWithBackEnd: syncronizeTaskWithBackEnd, + synchronizeTaskWithBackEnd: synchronizeTaskWithBackEnd, runTask: runTask, stopTask: stopTask, @@ -50,12 +50,28 @@ function newFoundationsFunctionLibraryTaskFunctions() { addMissingMarketLearningTasks: addMissingMarketLearningTasks, addMissingLearningMineTasks: addMissingLearningMineTasks, + runAllProjectPortfolioTasks: runAllProjectPortfolioTasks, + stopAllProjectPortfolioTasks: stopAllProjectPortfolioTasks, + runAllExchangePortfolioTasks: runAllExchangePortfolioTasks, + stopAllExchangePortfolioTasks: stopAllExchangePortfolioTasks, + runAllMarketPortfolioTasks: runAllMarketPortfolioTasks, + stopAllMarketPortfolioTasks: stopAllMarketPortfolioTasks, + runAllPortfolioMineTasks: runAllPortfolioMineTasks, + stopAllPortfolioMineTasks: stopAllPortfolioMineTasks, + addMissingProjectPortfolioTasks: addMissingProjectPortfolioTasks, + addMissingExchangePortfolioTasks: addMissingExchangePortfolioTasks, + addMissingMarketPortfolioTasks: addMissingMarketPortfolioTasks, + addMissingPortfolioMineTasks: addMissingPortfolioMineTasks, + + runAllManagedTasks: runAllManagedTasks, + stopAllManagedTasks: stopAllManagedTasks, + addAllTasks: addAllTasks } return thisObject - function syncronizeTaskWithBackEnd(node) { + function synchronizeTaskWithBackEnd(node) { let lanNetworkNode = validations(node) if (lanNetworkNode === undefined) { /* Nodes that do not belong to a network can not get ready. */ @@ -64,7 +80,7 @@ function newFoundationsFunctionLibraryTaskFunctions() { let eventsServerClient = UI.projects.foundations.spaces.designSpace.workspace.eventsServerClients.get(lanNetworkNode.id) - /* First we setup everything so as to listen to the response from the Task Manger */ + /* First we setup everything so as to listen to the response from the Task Manager */ let eventSubscriptionIdOnStatus let key = 'Task Client - ' + node.id eventsServerClient.listenToEvent(key, 'Task Status', undefined, node.id, onResponse, onStatus) @@ -115,24 +131,28 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } - let taskLightingPath = '->Task->' + + let taskLightingPath = '->Portfolio Task->Task->' + + 'Task Server App Reference->Task Server App->Signing Account->' + + 'Portfolio Bot Instance->' + 'Sensor Bot Instance->' + 'API Data Fetcher Bot Instance->' + 'Indicator Bot Instance->' + 'Trading Bot Instance->' + 'Learning Bot Instance->' + + 'Social Trading Bot Reference->Signing Account->' + 'Sensor Process Instance->Time Frames Filter->API Data Fetcher Process Instance->Indicator Process Instance->Trading Process Instance->Learning Process Instance->' + + 'Social Trading Bot Reference->Social Trading Bot->Signing Account->' + 'Execution Started Event->' + 'Key Reference->Exchange Account Key->' + - 'Task Manager->' + - 'Data Mine Tasks->Trading Mine Tasks->Learning Mine Tasks->' + - 'Market Data Tasks->Market Trading Tasks->Market Learning Tasks->' + - 'Exchange Data Tasks->Exchange Trading Tasks->Exchange Learning Tasks->' + + 'Task Manager->Portfolio Task Manager->' + + 'Data Mine Tasks->Trading Mine Tasks->Portfolio Mine Tasks->Learning Mine Tasks->' + + 'Market Data Tasks->Market Trading Tasks->Market Portfolio Tasks->Market Learning Tasks->' + + 'Exchange Data Tasks->Exchange Trading Tasks->Exchange Portfolio Tasks->Exchange Learning Tasks->' + 'Market->Exchange Markets->Crypto Exchange->' + 'Market Base Asset->Market Quoted Asset->Asset->' + - 'Project Data Tasks->Project Trading Tasks->Project Learning Tasks->Project Definition->' + - 'Backtesting Session->Live Trading Session->Paper Trading Session->Forward Testing Session->' + - 'Back Learning Session->Live Learning Session->' + + 'Project Data Tasks->Project Trading Tasks->Project Portfolio Tasks->Project Learning Tasks->Project Definition->' + + 'Backtesting Session->Live Trading Session->Paper Trading Session->Forward Testing Session->Live Portfolio Session->' + + 'Back Learning Session->Live Learning Session->Managed Sessions->Session Reference->' + 'Process Definition->' + 'Process Output->' + 'Output Dataset Folder->Output Dataset Folder->Output Dataset Folder->Output Dataset Folder->Output Dataset Folder->' + @@ -160,9 +180,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { 'API Data Fetcher Bot->' + 'Indicator Bot->' + 'Trading Bot->' + + 'Portfolio Bot->' + 'Learning Bot->' + 'Product Definition Folder->Product Definition Folder->Product Definition Folder->Product Definition Folder->Product Definition Folder->' + - 'Data Mine->Trading Mine->Learning Mine->' + + 'Data Mine->Trading Mine->Portfolio Mine->Learning Mine->' + 'API Map Reference->' + 'API Map->API Version->API Endpoint->API Query Parameters->API Query Parameter->API Path Parameters->API Path Parameter->API Query Responses->API Query Response->API Response Schema->' + 'API Response Field->API Response Field->API Response Field->API Response Field->API Response Field->API Response Field->API Response Field->API Response Field->API Response Field->' @@ -171,30 +192,43 @@ function newFoundationsFunctionLibraryTaskFunctions() { let networkLightingPath = '->LAN Network->LAN Network Node->' + 'Data Storage->' + - 'Data Mines Data->Trading Mines Data->Learning Mines Data->' + - 'Project Data Products->Project Trading Products->Project Learning Products->' + - 'Exchange Data Products->Exchange Trading Products->Exchange Learning Products->' + - 'Market Data Products->Market Trading Products->Market Learning Products->' + + 'Data Mines Data->Trading Mines Data->Portfolio Mines Data->Learning Mines Data->' + + 'Project Data Products->Project Trading Products->Project Portfolio Products->Project Learning Products->' + + 'Exchange Data Products->Exchange Trading Products->Exchange Portfolio Products->Exchange Learning Products->' + + 'Market Data Products->Market Trading Products->Market Portfolio Products->Market Learning Products->' + 'Market->Market Base Asset->Market Quoted Asset->Asset->' + 'Exchange Markets->Crypto Exchange->' + 'Data Mine Products->Bot Products->' + 'Data Product Folder->Data Product Folder->Data Product Folder->Data Product Folder->Data Product Folder->' + 'Data Product->Product Definition->' + - 'Data Tasks->Learning Tasks->Testing Trading Tasks->Production Trading Tasks->' + - 'Project Data Tasks->Project Trading Tasks->Project Learning Tasks->' + - 'Exchange Data Tasks->Exchange Trading Tasks->Exchange Learning Tasks->Crypto Exchange->' + - 'Market Data Tasks->Market Trading Tasks->Market Learning Tasks->Market->' + - 'Data Mine Tasks->Trading Mine Tasks->Learning Mine Tasks->' + - 'Task Manager->Task->' + - 'Indicator Bot Instance->Sensor Bot Instance->API Data Fetcher Bot Instance->Trading Bot Instance->Learning Bot Instance->' + - 'Indicator Process Instance->Sensor Process Instance->API Data Fetcher Process Instance->Trading Process Instance->Learning Process Instance->' + - 'Paper Trading Session->Forward Testing Session->Backtesting Session->Live Trading Session->Back Learning Session->Live Learning Session->' + + 'Data Tasks->Learning Tasks->Testing Trading Tasks->Production Trading Tasks->Production Portfolio Tasks->' + + 'Project Data Tasks->Project Trading Tasks->Project Portfolio Tasks->Project Learning Tasks->' + + 'Exchange Data Tasks->Exchange Trading Tasks->Exchange Portfolio Tasks->Exchange Learning Tasks->Crypto Exchange->' + + 'Market Data Tasks->Market Trading Tasks->Market Portfolio Tasks->Market Learning Tasks->Market->' + + 'Data Mine Tasks->Trading Mine Tasks->Portfolio Mine Tasks->Learning Mine Tasks->' + + 'Task Manager->Portfolio Task Manager->Portfolio Task->Managed Tasks->Task Reference->Task->' + + 'Indicator Bot Instance->Sensor Bot Instance->API Data Fetcher Bot Instance->Trading Bot Instance->Portfolio Bot Instance->Learning Bot Instance->' + + 'Indicator Process Instance->Sensor Process Instance->API Data Fetcher Process Instance->Trading Process Instance->Portfolio Process Instance->Learning Process Instance->' + + 'Paper Trading Session->Forward Testing Session->Backtesting Session->Live Trading Session->Live Portfolio Session->Back Learning Session->Live Learning Session->Managed Sessions->' + 'API Map Reference->' + 'Market->' + 'Process Definition->' let networkDefinition = UI.projects.visualScripting.functionLibraries.protocolNode.getProtocolNode(lanNetworkNode.payload.parentNode, false, true, true, false, false, networkLightingPath) + let managedTasksLightingPath = '->Portfolio Task->Managed Tasks->Portfolio Bot Instance->' + + 'Task Reference->Task->Sensor Bot Instance->API Data Fetcher Bot->Indicator Bot Instance->Trading Bot Instance->Learning Bot Instance->' + + 'Sensor Process Instance->Time Frames Filter->API Data Fetcher Process Instance->Indicator Process Instance->Trading Process Instance->Learning Process Instance->' + + 'Execution Started Event->Key Reference->Exchange Account Key->' + + 'Task Manager->Portfolio Task Manager->' + + 'Data Mine Tasks->Trading Mine Tasks->Learning Mine Tasks->Portfolio Mine Tasks->' + + 'Market Trading Tasks->Market Data Tasks->Market Learning Tasks->Market Portfolio Tasks->' + + 'Market->Exchange Markets->Crypto Exchange->Crypto Exchanges->exchange Markets->Market->' + + 'Portfolio Process Instance->Live Portfolio Session->Portfolio Parameters->Portfolio Engine Reference->Portfolio System Reference->Managed Sessions->Session Reference->Live Trading Session->Backtesting Session->Forward Testing Session->Live Portfolio Session->Back Learning Session->Paper Trading Session->Trading Parameters->Trading Engine Reference->' + + let managedTasksDefinition = + UI.projects.visualScripting.functionLibraries.protocolNode.getProtocolNode(node, false, true, true, false, false, managedTasksLightingPath); + /* We will also send all the project schemas we have to the Task Server. */ @@ -207,12 +241,14 @@ function newFoundationsFunctionLibraryTaskFunctions() { } projectSchemas.push(project) } + let event = { projectSchemas: JSON.stringify(projectSchemas), taskId: node.id, taskName: node.name, taskDefinition: JSON.stringify(taskDefinition), - networkDefinition: JSON.stringify(networkDefinition) + networkDefinition: JSON.stringify(networkDefinition), + managedTasksDefinition: JSON.stringify(managedTasksDefinition) } if (isDebugging === true) { @@ -223,6 +259,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { node.payload.uiObject.run(eventsServerClient, callBackFunction) eventsServerClient.raiseEvent('Task Manager', 'Run Task', event) + + if (node.managedTasks !== undefined) { + runAllManagedTasks(node.managedTasks); + } } function stopTask(node, callBackFunction) { @@ -241,6 +281,12 @@ function newFoundationsFunctionLibraryTaskFunctions() { callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) return } + + /* Deal with shutting down any managed tasks: */ + if (node.managedTasks !== undefined) { + stopAllManagedTasks(node.managedTasks); + } + let eventsServerClient = UI.projects.foundations.spaces.designSpace.workspace.eventsServerClients.get(lanNetworkNode.id) let event = { @@ -296,7 +342,7 @@ function newFoundationsFunctionLibraryTaskFunctions() { } if (taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { - node.payload.uiObject.setErrorMessage('Task needs to be inside a Data Tasks, Learning Tasks, Testing or Production Trading Tasks node.') + node.payload.uiObject.setErrorMessage('Task needs to be inside a Data Tasks, Learning Tasks, Portfolio Tasks, Testing or Production Trading Tasks node.') return } @@ -326,17 +372,19 @@ function newFoundationsFunctionLibraryTaskFunctions() { } function runAllTasks(taskManager) { - for (let i = 0; i < taskManager.tasks.length; i++) { - let node = taskManager.tasks[i] - let menu = node.payload.uiObject.menu + let tasks = (taskManager.type !== 'Portfolio Task Manager') ? taskManager.tasks : taskManager.portfolioTasks; + for (let i = 0; i < tasks.length; i++) { + let node = tasks[i]; + let menu = node.payload.uiObject.menu; menu.internalClick('Run Task') } } function stopAllTasks(taskManager) { - for (let i = 0; i < taskManager.tasks.length; i++) { - let node = taskManager.tasks[i] + let tasks = (taskManager.type !== 'Portfolio Task Manager') ? taskManager.tasks : taskManager.portfolioTasks; + for (let i = 0; i < tasks.length; i++) { + let node = tasks[i]; let menu = node.payload.uiObject.menu menu.internalClick('Stop Task') @@ -344,9 +392,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { } function runAllTaskManagers(parent) { - for (let i = 0; i < parent.taskManagers.length; i++) { - let node = parent.taskManagers[i] - let menu = node.payload.uiObject.menu + let manager = (parent.type !== 'Portfolio Mine Tasks') ? parent.taskManagers : parent.portfolioTaskManagers; + for (let i = 0; i < manager.length; i++) { + let node = manager[i]; + let menu = node.payload.uiObject.menu; menu.internalClick('Run All Tasks') menu.internalClick('Run All Tasks') @@ -354,9 +403,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { } function stopAllTaskManagers(parent) { - for (let i = 0; i < parent.taskManagers.length; i++) { - let node = parent.taskManagers[i] - let menu = node.payload.uiObject.menu + let manager = (parent.type !== 'Portfolio Mine Tasks') ? parent.taskManagers : parent.portfolioTaskManagers; + for (let i = 0; i < manager.length; i++) { + let node = manager[i]; + let menu = node.payload.uiObject.menu; menu.internalClick('Stop All Tasks') menu.internalClick('Stop All Tasks') @@ -403,6 +453,26 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } + function runAllProjectPortfolioTasks(parent) { + for (let i = 0; i < parent.projectPortfolioTasks.length; i++) { + let node = parent.projectPortfolioTasks[i] + let menu = node.payload.uiObject.menu + + menu.internalClick('Run All Exchange Portfolio Tasks') + menu.internalClick('Run All Exchange Portfolio Tasks') + } + } + + function stopAllProjectPortfolioTasks(parent) { + for (let i = 0; i < parent.projectPortfolioTasks.length; i++) { + let node = parent.projectPortfolioTasks[i] + let menu = node.payload.uiObject.menu + + menu.internalClick('Stop All Exchange Portfolio Tasks') + menu.internalClick('Stop All Exchange Portfolio Tasks') + } + } + function runAllProjectLearningTasks(parent) { for (let i = 0; i < parent.projectLearningTasks.length; i++) { let node = parent.projectLearningTasks[i] @@ -463,6 +533,26 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } + function runAllExchangePortfolioTasks(parent) { + for (let i = 0; i < parent.exchangePortfolioTasks.length; i++) { + let node = parent.exchangePortfolioTasks[i] + let menu = node.payload.uiObject.menu + + menu.internalClick('Run All Market Portfolio Tasks') + menu.internalClick('Run All Market Portfolio Tasks') + } + } + + function stopAllExchangePortfolioTasks(parent) { + for (let i = 0; i < parent.exchangePortfolioTasks.length; i++) { + let node = parent.exchangePortfolioTasks[i] + let menu = node.payload.uiObject.menu + + menu.internalClick('Stop All Market Portfolio Tasks') + menu.internalClick('Stop All Market Portfolio Tasks') + } + } + function runAllExchangeLearningTasks(parent) { for (let i = 0; i < parent.exchangeLearningTasks.length; i++) { let node = parent.exchangeLearningTasks[i] @@ -513,6 +603,16 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } + function runAllMarketPortfolioTasks(parent) { + for (let i = 0; i < parent.marketPortfolioTasks.length; i++) { + let node = parent.marketPortfolioTasks[i] + let menu = node.payload.uiObject.menu + + menu.internalClick('Run All Portfolio Mine Tasks') + menu.internalClick('Run All Portfolio Mine Tasks') + } + } + function runAllMarketLearningTasks(parent) { for (let i = 0; i < parent.marketLearningTasks.length; i++) { let node = parent.marketLearningTasks[i] @@ -533,6 +633,16 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } + function stopAllMarketPortfolioTasks(parent) { + for (let i = 0; i < parent.marketPortfolioTasks.length; i++) { + let node = parent.marketPortfolioTasks[i] + let menu = node.payload.uiObject.menu + + menu.internalClick('Stop All Portfolio Mine Tasks') + menu.internalClick('Stop All Portfolio Mine Tasks') + } + } + function stopAllMarketLearningTasks(parent) { for (let i = 0; i < parent.marketLearningTasks.length; i++) { let node = parent.marketLearningTasks[i] @@ -573,6 +683,16 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } + function runAllPortfolioMineTasks(parent) { + for (let i = 0; i < parent.portfolioMineTasks.length; i++) { + let node = parent.portfolioMineTasks[i] + let menu = node.payload.uiObject.menu + + menu.internalClick('Run All Task Managers') + menu.internalClick('Run All Task Managers') + } + } + function runAllLearningMineTasks(parent) { for (let i = 0; i < parent.learningMineTasks.length; i++) { let node = parent.learningMineTasks[i] @@ -593,6 +713,16 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } + function stopAllPortfolioMineTasks(parent) { + for (let i = 0; i < parent.portfolioMineTasks.length; i++) { + let node = parent.portfolioMineTasks[i] + let menu = node.payload.uiObject.menu + + menu.internalClick('Stop All Task Managers') + menu.internalClick('Stop All Task Managers') + } + } + function stopAllLearningMineTasks(parent) { for (let i = 0; i < parent.learningMineTasks.length; i++) { let node = parent.learningMineTasks[i] @@ -603,6 +733,19 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } + /* run|stop ManagedTasks(): Portfolio Management managed tasks runners: */ + function runAllManagedTasks(managedTasks) { + for (let i = 0; i < managedTasks.taskReference.length; i++) { + managedTasks.taskReference[i].payload.referenceParent.payload.uiObject.menu.internalClick('Run Task'); + } + } + + function stopAllManagedTasks(managedTasks) { + for (let i = 0; i < managedTasks.taskReference.length; i++) { + managedTasks.taskReference[i].payload.referenceParent.payload.uiObject.menu.internalClick('Stop Task'); + } + } + function addMissingProjectDataTasks(node, rootNodes) { addMissingProjectTasks(node, rootNodes, 'Project Data Tasks', 'Data Tasks') } @@ -611,6 +754,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { addMissingProjectTasks(node, rootNodes, 'Project Trading Tasks', 'Trading Tasks') } + function addMissingProjectPortfolioTasks(node, rootNodes) { + addMissingProjectTasks(node, rootNodes, 'Project Portfolio Tasks', 'Portfolio Tasks') + } + function addMissingProjectLearningTasks(node, rootNodes) { addMissingProjectTasks(node, rootNodes, 'Project Learning Tasks', 'Learning Tasks') } @@ -647,6 +794,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { addMissingExchangeTasks(node, rootNodes, 'Exchange Trading Tasks') } + function addMissingExchangePortfolioTasks(node, rootNodes) { + addMissingExchangeTasks(node, rootNodes, 'Exchange Portfolio Tasks') + } + function addMissingExchangeLearningTasks(node, rootNodes) { addMissingExchangeTasks(node, rootNodes, 'Exchange Learning Tasks') } @@ -678,6 +829,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { addMissingMarketTasks(node, 'Market Trading Tasks') } + function addMissingMarketPortfolioTasks(node) { + addMissingMarketTasks(node, 'Market Portfolio Tasks') + } + function addMissingMarketLearningTasks(node) { addMissingMarketTasks(node, 'Market Learning Tasks') } @@ -707,6 +862,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { addMissingMineTasks(node, rootNodes, 'Trading Mine', 'Trading Mine Tasks') } + function addMissingPortfolioMineTasks(node, rootNodes) { + addMissingMineTasks(node, rootNodes, 'Portfolio Mine', 'Portfolio Mine Tasks') + } + function addMissingLearningMineTasks(node, rootNodes) { addMissingMineTasks(node, rootNodes, 'Learning Mine', 'Learning Mine Tasks') } @@ -729,7 +888,9 @@ function newFoundationsFunctionLibraryTaskFunctions() { if (node.payload === undefined) { return } if (node.payload.referenceParent === undefined) { return } - let taskManager = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(node, 'Task Manager') + let taskManager = (node.type !== 'Portfolio Mine Tasks') ? + UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(node, 'Task Manager') : + UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(node, 'Portfolio Task Manager'); taskManager.name = node.payload.referenceParent.name taskManager.payload.floatingObject.collapseToggle() @@ -746,6 +907,10 @@ function newFoundationsFunctionLibraryTaskFunctions() { addTradingTasks() break } + case 'Portfolio Mine Tasks': { + addPortfolioTasks() + break + } } function addDataTasks() { @@ -770,6 +935,15 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } + function addPortfolioTasks() { + for (let i = 0; i < rootNodes.length; i++) { + let rootNode = rootNodes[i] + if (rootNode.type === 'Portfolio System') { + addTasks(rootNode) + } + } + } + function addTasks(systemNode) { let mine = node.payload.referenceParent @@ -777,6 +951,7 @@ function newFoundationsFunctionLibraryTaskFunctions() { addTasksForBotArray(mine.apiDataFetcherBots) addTasksForBotArray(mine.indicatorBots) addTasksForBotArray(mine.tradingBots) + addTasksForBotArray(mine.portfolioBots) addTasksForBotArray(mine.learningBots) function addTasksForBotArray(botsArray) { @@ -823,6 +998,15 @@ function newFoundationsFunctionLibraryTaskFunctions() { addProcessInstance(task, bot, botInstance) break } + case 'Portfolio Bot': { + let task = addTask(taskManager) + + botInstance = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(task, 'Portfolio Bot Instance') + botInstance.name = bot.name + + addProcessInstance(task, bot, botInstance) + break + } case 'Learning Bot': { let task /* @@ -849,7 +1033,9 @@ function newFoundationsFunctionLibraryTaskFunctions() { } function addTask(taskManager) { - let task = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(taskManager, 'Task') + let task = (taskManager.type !== 'Portfolio Task Manager') ? + UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(taskManager, 'Task') : + UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(taskManager, 'Portfolio Task'); if (systemNode !== undefined) { task.name = systemNode.name @@ -937,6 +1123,49 @@ function newFoundationsFunctionLibraryTaskFunctions() { } } } + case 'Portfolio Bot': { + processInstance = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(botInstance, 'Portfolio Process Instance') + UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(processInstance, process) + + if (node.payload.parentNode === undefined) { return } + if (node.payload.parentNode.payload === undefined) { return } + if (node.payload.parentNode.payload.parentNode === undefined) { return } + if (node.payload.parentNode.payload.parentNode.payload === undefined) { return } + if (node.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { return } + if (node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { return } + + let environment = node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode + let session + + switch (environment.type) { + case 'Testing Portfolio Tasks': { + addSession('Backtesting Session') + break + } + case 'Production Portfolio Tasks': { + addSession('Live Portfolio Session') + break + } + } + break + + function addSession(sessionType) { + session = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(processInstance, sessionType) + session.name = task.name + let config = JSON.parse(session.config) + config.folderName = session.name.split(" ").join("-") + session.config = JSON.stringify(config) + + for (let m = 0; m < rootNodes.length; m++) { + let rootNode = rootNodes[m] + if (rootNode.type === 'Portfolio Engine' && rootNode.isPlugin === true) { + let portfolioEngine = rootNode + UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(session.portfolioEngineReference, portfolioEngine) + UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(session.portfolioSystemReference, systemNode) + } + } + } + } case 'Learning Bot': { processInstance = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(botInstance, 'Learning Process Instance') UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(processInstance, process) diff --git a/Projects/Foundations/UI/Spaces/Charting-Space/PlottersManager.js b/Projects/Foundations/UI/Spaces/Charting-Space/PlottersManager.js index d64e2365c..cb0f8170e 100644 --- a/Projects/Foundations/UI/Spaces/Charting-Space/PlottersManager.js +++ b/Projects/Foundations/UI/Spaces/Charting-Space/PlottersManager.js @@ -138,8 +138,8 @@ function newPlottersManager() { let exchange = layer.exchange let plotterModule = layer.plotterModule let session - let tradingOrLearningSystem - let tradingOrLearningEngine + let tradingOrLearningOrPortfolioSystem + let tradingOrLearningOrPortfolioEngine /* A layer can be referencing a Data Product in 3 different branches of the Network hierarchy. @@ -149,6 +149,9 @@ function newPlottersManager() { if (sessionReference === undefined) { sessionReference = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(layer.definition, 'Learning Session Reference', undefined, false, true, true, true) } + if (sessionReference === undefined) { + sessionReference = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(layer.definition, 'Portfolio Session Reference', undefined, false, true, true, true) + } if (sessionReference !== undefined) { session = sessionReference.referenceParent @@ -158,16 +161,22 @@ function newPlottersManager() { } /* From the session we might be able to reach the Trading System or the Trading Engine */ if (session.tradingSystemReference !== undefined) { - tradingOrLearningSystem = session.tradingSystemReference.referenceParent + tradingOrLearningOrPortfolioSystem = session.tradingSystemReference.referenceParent } if (session.tradingEngineReference !== undefined) { - tradingOrLearningEngine = session.tradingEngineReference.referenceParent + tradingOrLearningOrPortfolioEngine = session.tradingEngineReference.referenceParent + } + if (session.portfolioSystemReference !== undefined) { + tradingOrLearningOrPortfolioSystem = session.portfolioSystemReference.referenceParent + } + if (session.portfolioEngineReference !== undefined) { + tradingOrLearningOrPortfolioEngine = session.portfolioEngineReference.referenceParent } if (session.learningSystemReference !== undefined) { - tradingOrLearningSystem = session.learningSystemReference.referenceParent + tradingOrLearningOrPortfolioSystem = session.learningSystemReference.referenceParent } if (session.learningEngineReference !== undefined) { - tradingOrLearningEngine = session.learningEngineReference.referenceParent + tradingOrLearningOrPortfolioEngine = session.learningEngineReference.referenceParent } } @@ -263,16 +272,22 @@ function newPlottersManager() { connector.nodesHighlights = newNodesHighlights() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesHighlights.initialize(tradingOrLearningSystem) + connector.nodesHighlights.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesHighlights.initialize(tradingOrLearningEngine) + connector.nodesHighlights.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesHighlights.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesHighlights.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesHighlights.initialize(tradingOrLearningSystem) + connector.nodesHighlights.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesHighlights.initialize(tradingOrLearningEngine) + connector.nodesHighlights.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesHighlights.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesHighlights.onRecordChange) @@ -281,16 +296,22 @@ function newPlottersManager() { connector.nodesValues = newNodesValues() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesValues.initialize(tradingOrLearningSystem) + connector.nodesValues.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesValues.initialize(tradingOrLearningEngine) + connector.nodesValues.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesValues.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesValues.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesValues.initialize(tradingOrLearningSystem) + connector.nodesValues.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesValues.initialize(tradingOrLearningEngine) + connector.nodesValues.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesValues.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesValues.onRecordChange) @@ -299,16 +320,22 @@ function newPlottersManager() { connector.nodesErrors = newNodesErrors() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesErrors.initialize(tradingOrLearningSystem) + connector.nodesErrors.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesErrors.initialize(tradingOrLearningEngine) + connector.nodesErrors.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesErrors.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesErrors.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesErrors.initialize(tradingOrLearningSystem) + connector.nodesErrors.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesErrors.initialize(tradingOrLearningEngine) + connector.nodesErrors.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesErrors.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesErrors.onRecordChange) @@ -317,16 +344,22 @@ function newPlottersManager() { connector.nodesWarnings = newNodesWarnings() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesWarnings.initialize(tradingOrLearningSystem) + connector.nodesWarnings.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesWarnings.initialize(tradingOrLearningEngine) + connector.nodesWarnings.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesWarnings.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesWarnings.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesWarnings.initialize(tradingOrLearningSystem) + connector.nodesWarnings.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesWarnings.initialize(tradingOrLearningEngine) + connector.nodesWarnings.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesWarnings.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesWarnings.onRecordChange) @@ -335,16 +368,22 @@ function newPlottersManager() { connector.nodesInfos = newNodesInfos() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesInfos.initialize(tradingOrLearningSystem) + connector.nodesInfos.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesInfos.initialize(tradingOrLearningEngine) + connector.nodesInfos.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesInfos.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesInfos.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesInfos.initialize(tradingOrLearningSystem) + connector.nodesInfos.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesInfos.initialize(tradingOrLearningEngine) + connector.nodesInfos.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesInfos.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesInfos.onRecordChange) @@ -353,16 +392,22 @@ function newPlottersManager() { connector.nodesRunning = newNodesRunning() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesRunning.initialize(tradingOrLearningSystem) + connector.nodesRunning.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesRunning.initialize(tradingOrLearningEngine) + connector.nodesRunning.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesRunning.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesRunning.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesRunning.initialize(tradingOrLearningSystem) + connector.nodesRunning.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesRunning.initialize(tradingOrLearningEngine) + connector.nodesRunning.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesRunning.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesRunning.onRecordChange) @@ -371,16 +416,22 @@ function newPlottersManager() { connector.nodesStatus = newNodesStatus() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesStatus.initialize(tradingOrLearningSystem) + connector.nodesStatus.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesStatus.initialize(tradingOrLearningEngine) + connector.nodesStatus.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesStatus.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesStatus.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesStatus.initialize(tradingOrLearningSystem) + connector.nodesStatus.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesStatus.initialize(tradingOrLearningEngine) + connector.nodesStatus.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesStatus.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesStatus.onRecordChange) @@ -389,16 +440,22 @@ function newPlottersManager() { connector.nodesProgress = newNodesProgress() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesProgress.initialize(tradingOrLearningSystem) + connector.nodesProgress.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesProgress.initialize(tradingOrLearningEngine) + connector.nodesProgress.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesProgress.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesProgress.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesProgress.initialize(tradingOrLearningSystem) + connector.nodesProgress.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesProgress.initialize(tradingOrLearningEngine) + connector.nodesProgress.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesProgress.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesProgress.onRecordChange) @@ -407,16 +464,22 @@ function newPlottersManager() { connector.nodesAnnounements = newNodesAnnouncements() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesAnnounements.initialize(tradingOrLearningSystem) + connector.nodesAnnounements.initialize(tradingOrLearningOrPortfolioSystem) break case 'Trading Engine': - connector.nodesAnnounements.initialize(tradingOrLearningEngine) + connector.nodesAnnounements.initialize(tradingOrLearningOrPortfolioEngine) + break + case 'Portfolio System': + connector.nodesAnnounements.initialize(tradingOrLearningOrPortfolioSystem) + break + case 'Portfolio Engine': + connector.nodesAnnounements.initialize(tradingOrLearningOrPortfolioEngine) break case 'Learning System': - connector.nodesAnnounements.initialize(tradingOrLearningSystem) + connector.nodesAnnounements.initialize(tradingOrLearningOrPortfolioSystem) break case 'Learning Engine': - connector.nodesAnnounements.initialize(tradingOrLearningEngine) + connector.nodesAnnounements.initialize(tradingOrLearningOrPortfolioEngine) break } connector.nodesAnnounements.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesAnnounements.onRecordChange) @@ -427,7 +490,7 @@ function newPlottersManager() { */ if (plotterModule.recordValues !== undefined) { connector.recordValues = newRecordValues() - connector.recordValues.initialize(tradingOrLearningSystem, tradingOrLearningEngine, productDefinition) + connector.recordValues.initialize(tradingOrLearningOrPortfolioSystem, tradingOrLearningOrPortfolioEngine, productDefinition) connector.recordValues.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.recordValues.onRecordChange) } } diff --git a/Projects/Foundations/UI/Spaces/Charting-Space/Plotting/RecordValues.js b/Projects/Foundations/UI/Spaces/Charting-Space/Plotting/RecordValues.js index 6791d4546..107d4a9dd 100644 --- a/Projects/Foundations/UI/Spaces/Charting-Space/Plotting/RecordValues.js +++ b/Projects/Foundations/UI/Spaces/Charting-Space/Plotting/RecordValues.js @@ -11,6 +11,8 @@ function newRecordValues() { let tradingSystem let tradingEngine + let portfolioSystem + let portfolioEngine let learningSystem let learningEngine let productDefinition @@ -20,24 +22,32 @@ function newRecordValues() { function finalize() { tradingSystem = undefined tradingEngine = undefined + portfolioSystem = undefined + portfolioEngine = undefined learningSystem = undefined learningEngine = undefined productDefinition = undefined propertyTargetNodeMap = undefined } - function initialize(pTradingOrLearningSystem, pTradingOrLearningEngine, pProductDefinition) { - if (pTradingOrLearningSystem.type === 'Trading System') { - tradingSystem = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningSystem.id) + function initialize(pTradingOrLearningOrPortfolioSystem, pTradingOrLearningOrPortfolioEngine, pProductDefinition) { + if (pTradingOrLearningOrPortfolioSystem.type === 'Trading System') { + tradingSystem = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningOrPortfolioSystem.id) } - if (pTradingOrLearningSystem.type === 'Learning System') { - learningSystem = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningSystem.id) + if (pTradingOrLearningOrPortfolioSystem.type === 'Portfolio System') { + portfolioSystem = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningOrPortfolioSystem.id) } - if (pTradingOrLearningEngine.type === 'Trading Engine') { - tradingEngine = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningEngine.id) + if (pTradingOrLearningOrPortfolioSystem.type === 'Learning System') { + learningSystem = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningOrPortfolioSystem.id) } - if (pTradingOrLearningEngine.type === 'Learning Engine') { - learningEngine = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningEngine.id) + if (pTradingOrLearningOrPortfolioEngine.type === 'Trading Engine') { + tradingEngine = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningOrPortfolioEngine.id) + } + if (pTradingOrLearningOrPortfolioEngine.type === 'Portfolio Engine') { + portfolioEngine = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningOrPortfolioEngine.id) + } + if (pTradingOrLearningOrPortfolioEngine.type === 'Learning Engine') { + learningEngine = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningOrPortfolioEngine.id) } productDefinition = pProductDefinition diff --git a/Projects/Foundations/UI/Spaces/Design-Space/Workspace.js b/Projects/Foundations/UI/Spaces/Design-Space/Workspace.js index 8253be306..01223daca 100644 --- a/Projects/Foundations/UI/Spaces/Design-Space/Workspace.js +++ b/Projects/Foundations/UI/Spaces/Design-Space/Workspace.js @@ -157,6 +157,7 @@ function newWorkspace() { function runTasksAndSessions() { executeAction({ name: 'Syncronize Tasks', project: 'Visual-Scripting' }) executeAction({ name: 'Syncronize Trading Sessions', project: 'Visual-Scripting' }) + executeAction({ name: 'Syncronize Portfolio Sessions', project: 'Visual-Scripting' }) executeAction({ name: 'Syncronize Learning Sessions', project: 'Visual-Scripting' }) } @@ -519,6 +520,14 @@ function newWorkspace() { lanNetworkNode.productionTradingTasks.payload.uiObject.menu.internalClick('Stop All Exchange Trading Tasks') lanNetworkNode.productionTradingTasks.payload.uiObject.menu.internalClick('Stop All Exchange Trading Tasks') } + if (lanNetworkNode.testingPortfolioTasks !== undefined && lanNetworkNode.testingPortfolioTasks.payload !== undefined) { + lanNetworkNode.testingPortfolioTasks.payload.uiObject.menu.internalClick('Stop All Exchange Portfolio Tasks') + lanNetworkNode.testingPortfolioTasks.payload.uiObject.menu.internalClick('Stop All Exchange Portfolio Tasks') + } + if (lanNetworkNode.productionPortfolioTasks !== undefined && lanNetworkNode.productionPortfolioTasks.payload !== undefined) { + lanNetworkNode.productionPortfolioTasks.payload.uiObject.menu.internalClick('Stop All Exchange Portfolio Tasks') + lanNetworkNode.productionPortfolioTasks.payload.uiObject.menu.internalClick('Stop All Exchange Portfolio Tasks') + } } } } diff --git a/Projects/Foundations/UI/Spaces/Floating-Space/FloatingSpace.js b/Projects/Foundations/UI/Spaces/Floating-Space/FloatingSpace.js index 47fd79866..7595b89a9 100644 --- a/Projects/Foundations/UI/Spaces/Floating-Space/FloatingSpace.js +++ b/Projects/Foundations/UI/Spaces/Floating-Space/FloatingSpace.js @@ -270,15 +270,18 @@ function newFoundationsFloatingSpace() { /* Exceptions that are never considered far. */ if ( - payload.node.type === 'Trading System' || - payload.node.type === 'Learning System' || - payload.node.type === 'Trading Engine' || - payload.node.type === 'Learning Engine' || - payload.node.type === 'LAN Network' || - payload.node.type === 'Crypto Ecosystem' || - payload.node.type === 'Charting Space' || - payload.node.type === 'Data Mine' || - payload.node.type === 'Trading Mine' || + payload.node.type === 'Trading System' || + payload.node.type === 'Portfolio System' || + payload.node.type === 'Learning System' || + payload.node.type === 'Trading Engine' || + payload.node.type === 'Portfolio Engine' || + payload.node.type === 'Learning Engine' || + payload.node.type === 'LAN Network' || + payload.node.type === 'Crypto Ecosystem' || + payload.node.type === 'Charting Space' || + payload.node.type === 'Data Mine' || + payload.node.type === 'Trading Mine' || + payload.node.type === 'Portfolio Mine' || payload.node.type === 'Learning Mine' ) { return false diff --git a/Projects/Foundations/UI/Spaces/Panel-Space/Layer.js b/Projects/Foundations/UI/Spaces/Panel-Space/Layer.js index adf68e3b7..77a2c7b31 100644 --- a/Projects/Foundations/UI/Spaces/Panel-Space/Layer.js +++ b/Projects/Foundations/UI/Spaces/Panel-Space/Layer.js @@ -160,25 +160,28 @@ function newLayer() { '->Layer->' + 'Data Product->' + 'Data Product Folder->Data Product Folder->Data Product Folder->Data Product Folder->Data Product Folder->' + - 'Bot Products->Data Mine Products->Trading Mine Products->Learning Mine Products->' + + 'Bot Products->Data Mine Products->Trading Mine Products->Portfolio Mine Products->Learning Mine Products->' + 'Market Data Products->Exchange Data Products->' + - 'Trading Session Reference->Learning Session Reference->' + + 'Trading Session Reference->Portfolio Session Reference->Learning Session Reference->' + 'Market Trading Products->Exchange Trading Products->' + + 'Market Portfolio Products->Exchange Portfolio Products->' + 'Market Learning Products->Exchange Learning Products->' + - 'Project Data Products->Project Learning Products->Project Trading Products->' + - 'Data Mines Data->Trading Mines Data->Learning Mines Data->Data Storage->LAN Network Node->' + + 'Project Data Products->Project Learning Products->Project Portfolio Products->Project Trading Products->' + + 'Data Mines Data->Trading Mines Data->Portfolio Mines Data->Learning Mines Data->Data Storage->LAN Network Node->' + 'Data Storage->LAN Network Node->' + 'Backtesting Session->Paper Trading Session->Forward Testing Session->Live Trading Session->' + + 'Live Portfolio Session->' + 'Back Learning Session->Live Learning Session->' + 'Trading System Reference->Trading Engine Reference->Trading System->Trading Engine->' + + 'Portfolio System Reference->Portfolio Engine Reference->Portfolio System->Portfolio Engine->' + 'Learning System Reference->Learning Engine Reference->Learning System->Learning Engine->' + 'Market->Market Base Asset->Asset->' + 'Market Quoted Asset->Asset->' + 'Exchange Markets->Crypto Exchange->' + 'Product Definition->' + 'Product Definition Folder->Product Definition Folder->Product Definition Folder->Product Definition Folder->Product Definition Folder->' + - 'Sensor Bot->API Data Fetcher Bot->Indicator Bot->Trading Bot->Learning Bot->' + - 'Data Mine->Trading Mine->Learning Mine->' + + 'Sensor Bot->API Data Fetcher Bot->Indicator Bot->Trading Bot->Portfolio Bot->Learning Bot->' + + 'Data Mine->Trading Mine->Portfolio Mine->Learning Mine->' + 'Dataset Definition->' + 'Record Definition->Record Property->Record Formula->' + 'Data Building Procedure->Procedure Loop->Procedure Javascript Code->Procedure Initialization->Procedure Javascript Code->' + @@ -235,6 +238,9 @@ function newLayer() { if (thisObject.bot === undefined) { thisObject.bot = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(thisObject.definition, 'Trading Bot', undefined, false, true, true, true) } + if (thisObject.bot === undefined) { + thisObject.bot = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(thisObject.definition, 'Portfolio Bot', undefined, false, true, true, true) + } if (thisObject.bot === undefined) { thisObject.bot = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(thisObject.definition, 'Learning Bot', undefined, false, true, true, true) } @@ -249,8 +255,11 @@ function newLayer() { if (thisObject.mine === undefined) { thisObject.mine = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(thisObject.definition, 'Learning Mine', undefined, false, true, true, true) if (thisObject.mine === undefined) { - thisObject.payload.uiObject.setErrorMessage('Data Mine or Trading Mine or Learning Mine not Found') - return + thisObject.mine = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(thisObject.definition, 'Portfolio Mine', undefined, false, true, true, true) + if (thisObject.mine === undefined) { + thisObject.payload.uiObject.setErrorMessage('Data Mine or Trading Mine or Portfolio Mine or Learning Mine not Found') + return + } } } } @@ -714,4 +723,3 @@ function newLayer() { UI.projects.foundations.utilities.drawPrint.drawIcon(thisObject.quotedAssetIcon, 4.6 / 8, 2 / 10, 0, 0, 14, thisObject.container) } } - diff --git a/Projects/Governance/Icons/task-server-app-reference.png b/Projects/Governance/Icons/task-server-app-reference.png new file mode 100644 index 000000000..a4ee2a209 Binary files /dev/null and b/Projects/Governance/Icons/task-server-app-reference.png differ diff --git a/Projects/Governance/Icons/task-server-app.png b/Projects/Governance/Icons/task-server-app.png new file mode 100644 index 000000000..a4ee2a209 Binary files /dev/null and b/Projects/Governance/Icons/task-server-app.png differ diff --git a/Projects/Governance/Plugins/Assets/Superalgos.json b/Projects/Governance/Plugins/Assets/Superalgos.json index 90033d890..a20ccdd45 100644 --- a/Projects/Governance/Plugins/Assets/Superalgos.json +++ b/Projects/Governance/Plugins/Assets/Superalgos.json @@ -11,15 +11,15 @@ "project": "Governance", "assetClasses": [], "assets": [], - "id": "2b4ec759-9ac7-40c5-b1dc-36bb11dbf5ee", + "id": "6b131134-62fa-4073-a9b6-9d360f9c1c4a", "savedPayload": { "position": { - "x": 32872.666666666664, - "y": 45107.54540763674 + "x": 32607.666666666664, + "y": 45099.54540763674 }, "targetPosition": { - "x": 32872.666666666664, - "y": 44807.54540763674 + "x": 32607.666666666664, + "y": 44799.54540763674 }, "floatingObject": { "isPinned": false, @@ -36,15 +36,15 @@ } ], "assets": [], - "id": "0e1a2d5f-5e3e-4fb6-9197-7c41f89f7ddc", + "id": "e5bdeaed-a241-4e2a-87bc-e0fe483fa080", "savedPayload": { "position": { - "x": 32872.666666666664, - "y": 44807.54540763674 + "x": 32884.666666666664, + "y": 44799.54540763674 }, "targetPosition": { - "x": 32872.666666666664, - "y": 44807.54540763674 + "x": 32884.666666666664, + "y": 44799.54540763674 }, "floatingObject": { "isPinned": false, diff --git a/Projects/Governance/Plugins/Features/Superalgos.json b/Projects/Governance/Plugins/Features/Superalgos.json index dfcc4f33c..5a053f612 100644 --- a/Projects/Governance/Plugins/Features/Superalgos.json +++ b/Projects/Governance/Plugins/Features/Superalgos.json @@ -11,15 +11,15 @@ "project": "Governance", "featureClasses": [], "features": [], - "id": "791d4a3d-f4a5-495a-9d9b-be157c24c14a", + "id": "8b71e340-2bd2-421b-932a-1eff7031f56e", "savedPayload": { "position": { - "x": 26712.625, - "y": 45116.344169246644 + "x": 26405.625, + "y": 45105.344169246644 }, "targetPosition": { - "x": 26712.625, - "y": 44816.344169246644 + "x": 26405.625, + "y": 44805.344169246644 }, "floatingObject": { "isPinned": false, @@ -36,15 +36,15 @@ } ], "features": [], - "id": "7c27de79-0ac7-4d48-81f0-5d7b6a4d93c6", + "id": "b8bcd102-7ae5-4407-ae00-784158e98b4e", "savedPayload": { "position": { - "x": 26712.625, - "y": 44816.344169246644 + "x": 26702.625, + "y": 44810.344169246644 }, "targetPosition": { - "x": 26712.625, - "y": 44816.344169246644 + "x": 26702.625, + "y": 44810.344169246644 }, "floatingObject": { "isPinned": false, diff --git a/Projects/Governance/Plugins/Pools/Superalgos.json b/Projects/Governance/Plugins/Pools/Superalgos.json index 6daaa0923..e4b41c636 100644 --- a/Projects/Governance/Plugins/Pools/Superalgos.json +++ b/Projects/Governance/Plugins/Pools/Superalgos.json @@ -30,15 +30,15 @@ "project": "Governance", "poolClasses": [], "pools": [], - "id": "2e9dff69-e407-4ccb-9a42-e4a476e28d7c", + "id": "c8b8a87e-c689-488a-acdf-08c57d8e1c41", "savedPayload": { "position": { - "x": 16367.687619802575, - "y": 43963.95530705624 + "x": 16378.687619802571, + "y": 43961.45530705624 }, "targetPosition": { - "x": 16517.687619802575, - "y": 44223.76292819157 + "x": 16528.68761980257, + "y": 44221.26292819157 }, "floatingObject": { "isPinned": false, @@ -60,15 +60,15 @@ "project": "Governance", "poolClasses": [], "pools": [], - "id": "af1984a3-465b-48ed-9944-c101a8ed376c", + "id": "8d8696a1-0f83-4f82-bf9e-7a26bfc4298c", "savedPayload": { "position": { - "x": 16478.52976213656, - "y": 43926.329469779426 + "x": 16489.529762136557, + "y": 43923.829469779426 }, "targetPosition": { - "x": 16517.687619802575, - "y": 44223.76292819157 + "x": 16528.68761980257, + "y": 44221.26292819157 }, "floatingObject": { "isPinned": false, @@ -84,15 +84,15 @@ } } ], - "id": "9f94d0e0-ddf7-4e04-8a3c-9485c09e079d", + "id": "f546235b-fa31-4410-9e01-a3a36b33c218", "savedPayload": { "position": { - "x": 16517.687619802575, - "y": 44223.76292819157 + "x": 16528.68761980257, + "y": 44221.26292819157 }, "targetPosition": { - "x": 16595.333333333332, - "y": 44513.54067607829 + "x": 16606.33333333333, + "y": 44511.04067607829 }, "floatingObject": { "isPinned": false, @@ -121,15 +121,15 @@ "project": "Governance", "poolClasses": [], "pools": [], - "id": "c41497c5-7440-4ebd-aabb-fbc3d022136b", + "id": "b6a45b2b-4a0c-4cde-9f12-3572b628cd05", "savedPayload": { "position": { - "x": 16822.97904686409, - "y": 43963.95530705624 + "x": 16833.979046864086, + "y": 43961.45530705624 }, "targetPosition": { - "x": 16745.333333333332, - "y": 44253.73305494296 + "x": 16756.33333333333, + "y": 44251.23305494296 }, "floatingObject": { "isPinned": false, @@ -151,15 +151,15 @@ "project": "Governance", "poolClasses": [], "pools": [], - "id": "6625953a-6026-4686-9091-2796fd08b9a7", + "id": "0472f38b-b5a6-41da-af06-5577c1dec66e", "savedPayload": { "position": { - "x": 16927.96176203595, - "y": 44015.72705285559 + "x": 16938.961762035946, + "y": 44013.22705285559 }, "targetPosition": { - "x": 16745.333333333332, - "y": 44253.73305494296 + "x": 16756.33333333333, + "y": 44251.23305494296 }, "floatingObject": { "isPinned": false, @@ -175,15 +175,15 @@ } } ], - "id": "174e7d3b-fe3c-4fb1-825c-4ea488d82171", + "id": "81983d96-e6a0-42f8-96e9-a862539015d1", "savedPayload": { "position": { - "x": 16745.333333333332, - "y": 44253.73305494296 + "x": 16756.33333333333, + "y": 44251.23305494296 }, "targetPosition": { - "x": 16595.333333333332, - "y": 44513.54067607829 + "x": 16606.33333333333, + "y": 44511.04067607829 }, "floatingObject": { "isPinned": false, @@ -212,15 +212,15 @@ "project": "Governance", "poolClasses": [], "pools": [], - "id": "53ddcc36-f693-4193-8284-999a88f1c944", + "id": "dcdc490e-b18c-4220-9550-feeaca598f20", "savedPayload": { "position": { - "x": 17144.918702355386, - "y": 44285.894962547536 + "x": 17155.918702355382, + "y": 44283.394962547536 }, "targetPosition": { - "x": 16885.111081220053, - "y": 44435.894962547536 + "x": 16896.11108122005, + "y": 44433.394962547536 }, "floatingObject": { "isPinned": false, @@ -242,15 +242,15 @@ "project": "Governance", "poolClasses": [], "pools": [], - "id": "ff1e4a84-3363-4348-ad15-31a34898fa82", + "id": "e9c5bfc1-ed3c-40dc-a8f9-bcc59796cd05", "savedPayload": { "position": { - "x": 17182.544539632196, - "y": 44396.73710488152 + "x": 17193.544539632192, + "y": 44394.23710488152 }, "targetPosition": { - "x": 16885.111081220053, - "y": 44435.894962547536 + "x": 16896.11108122005, + "y": 44433.394962547536 }, "floatingObject": { "isPinned": false, @@ -266,15 +266,15 @@ } } ], - "id": "8b3714a0-3bf2-491e-8ffc-9c4286446382", + "id": "34ca58d9-0a55-4e60-9135-17d6a3c2155f", "savedPayload": { "position": { - "x": 16885.111081220053, - "y": 44435.894962547536 + "x": 16896.11108122005, + "y": 44433.394962547536 }, "targetPosition": { - "x": 16595.333333333332, - "y": 44513.54067607829 + "x": 16606.33333333333, + "y": 44511.04067607829 }, "floatingObject": { "isPinned": false, @@ -291,20 +291,20 @@ } ], 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Assets", - "name": "New Plugin Assets", - "project": "Community-Plugins", - "pluginFiles": [ - { - "type": "Plugin File", - "name": "Superalgos", - "config": "{\n \"project\": \"Governance\",\n \"fileName\": \"Superalgos\",\n \"folderName\": \"Assets\",\n \"nodeType\": \"Assets\",\n \"saveWithWorkspace\": false\n}", - "project": "Community-Plugins", - "id": "99887440-5fb5-46ed-88d6-d73d76e02c24", - "savedPayload": { - "position": { - "x": 34924.55137172921, - "y": 4764.242498942966 - }, - "targetPosition": { - "x": 35167.2564700417, - "y": 4940.578074630708 - }, - "floatingObject": { - "isPinned": false, - "isFrozen": false, - "isCollapsed": true, - "angleToParent": 2, - "distanceToParent": 3, - "arrangementStyle": 0 - }, - "uiObject": { - "isRunning": false - } - } - } - ], - "id": "ad439a02-6b2c-40b5-b5df-3f1965860d87", "savedPayload": { "position": { "x": 35167.2564700417, @@ -2496,64 +2971,7 @@ "floatingObject": { "isPinned": false, "isFrozen": false, - "isCollapsed": true, - 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{ - "position": { - "x": 35287.94057543144, - "y": 5652.85001302567 - }, - "targetPosition": { - "x": 35409.961568354185, - "y": 5926.91365031845 - }, - "floatingObject": { - "isPinned": false, - "isFrozen": false, - "isCollapsed": true, + "isCollapsed": false, "angleToParent": 2, "distanceToParent": 3, "arrangementStyle": 0 @@ -2576,12 +2994,12 @@ "id": "85e44bba-0b8d-4477-958a-30e25854785b", "savedPayload": { "position": { - "x": 35472.67864631478, - "y": 5330.200513097486 + "x": 35316.10088933005, + "y": 5334.300645961367 }, "targetPosition": { - "x": 35441.32010733448, - "y": 5628.557081707968 + "x": 35363.03122884212, + "y": 5630.6071481399085 }, "floatingObject": { "isPinned": false, @@ -2600,8 +3018,8 @@ "id": "4da2e910-5bbb-4932-9d02-c6a99d7d4039", "savedPayload": { "position": { - "x": 35441.32010733448, - "y": 5628.557081707968 + "x": 35363.03122884212, + "y": 5630.6071481399085 }, "targetPosition": { "x": 35409.961568354185, @@ -4037,19 +4455,27 @@ "referenceParentCombinedNodePath": [ [ "New Plugins", - "Plugins" + "Plugins", + "Community-Plugins", + "bfb0b514-3b9f-4e9a-85ca-d0ca714b09f6" ], [ "Governance", - "Plugin Project" + "Plugin Project", + "Community-Plugins", + "63a93d05-d353-4b5f-a641-957e031b28a9" ], [ "New Plugin User Profiles", - "Plugin User Profiles" + "Plugin User Profiles", + "Community-Plugins", + "64e9f828-b908-4bbb-9435-e65839c4a011" ], [ "Dummy", - "Plugin File" + "Plugin File", + "Community-Plugins", + "945cacf7-ac9d-4907-bf4a-85d245916621" ] ] } @@ -4404,11 +4830,15 @@ "referenceParentCombinedNodePath": [ [ "New APIs", - "APIs" + "APIs", + "Foundations", + "8d63ecea-f77e-4dc6-8988-e6cfc81a6d1d" ], [ "New Github API", - "Github API" + "Github API", + "Foundations", + "ca62704e-f59c-491a-bfe0-896f26dc65bb" ] ] } @@ -4629,7 +5059,6 @@ "arrangementStyle": 1 }, "uiObject": { - "isPlaying": true, "isRunning": false }, "tutorial": { diff --git a/Projects/Governance/Schemas/App-Schema/server-apps.json b/Projects/Governance/Schemas/App-Schema/server-apps.json index 97890a68f..116b64b1e 100644 --- a/Projects/Governance/Schemas/App-Schema/server-apps.json +++ b/Projects/Governance/Schemas/App-Schema/server-apps.json @@ -8,6 +8,14 @@ "iconPathOn": "configuration", "iconPathOff": "configuration" }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Task Server App", + "relatedUiObject": "Task Server App", + "relatedUiObjectProject": "Governance" + }, { "action": "Add UI Object", "actionProject": "Visual-Scripting", @@ -40,6 +48,12 @@ }, "propertyNameAtParent": "serverApps", "childrenNodesProperties": [ + { + "name": "taskServerApps", + "type": "array", + "childType": "Task Server App", + "autoAdd": false + }, { "name": "socialTradingServerApps", "type": "array", diff --git a/Projects/Governance/Schemas/App-Schema/social-trading-bot.json b/Projects/Governance/Schemas/App-Schema/social-trading-bot.json index 8c48020a7..6b80b1421 100644 --- a/Projects/Governance/Schemas/App-Schema/social-trading-bot.json +++ b/Projects/Governance/Schemas/App-Schema/social-trading-bot.json @@ -18,6 +18,16 @@ "relatedUiObject": "Social Trading Bots Following", "relatedUiObjectProject": "Governance" }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "availableSignals", + "actionFunction": "payload.executeAction", + "label": "Add Available Signals", + "relatedUiObject": "Available Signals", + "relatedUiObjectProject": "Trading-Signals" + }, { "action": "Delete UI Object", "actionProject": "Visual-Scripting", @@ -53,6 +63,12 @@ "type": "node", "childType": "Signing Account", "autoAdd": false + }, + { + "name": "availableSignals", + "type": "node", + "childType": "Available Signals", + "autoAdd": false } ] } \ No newline at end of file diff --git a/Projects/Governance/Schemas/App-Schema/task-server-app-reference.json b/Projects/Governance/Schemas/App-Schema/task-server-app-reference.json new file mode 100644 index 000000000..14431fffb --- /dev/null +++ b/Projects/Governance/Schemas/App-Schema/task-server-app-reference.json @@ -0,0 +1,25 @@ +{ + "type": "Task Server App Reference", + "menuItems": [ + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 1, + "attachingRules": { + "compatibleTypes": "->Task->" + }, + "referencingRules": { + "compatibleTypes": "->Task Server App->" + }, + "childrenNodesProperties": [], + "propertyNameAtParent": "taskServerAppReference" +} \ No newline at end of file diff --git a/Projects/Governance/Schemas/App-Schema/task-server-app.json b/Projects/Governance/Schemas/App-Schema/task-server-app.json new file mode 100644 index 000000000..e009fd499 --- /dev/null +++ b/Projects/Governance/Schemas/App-Schema/task-server-app.json @@ -0,0 +1,44 @@ +{ + "type": "Task Server App", + "menuItems": [ + { + "action": "Configure", + "actionProject": "Foundations", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration", + "dontShowAtFullscreen": true, + "actionFunction": "uiObject.configEditor.activate" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{ \n\"codeName\": \"\"\n}" + }, + "addLeftIcons": true, + "level": 1, + "attachingRules": { + "compatibleTypes": "->Server Apps->" + }, + "childrenNodesProperties": [ + { + "name": "signingAccount", + "type": "node", + "childType": "Signing Account", + "autoAdd": false + } + ], + "propertyNameAtParent": "taskServerApps" +} \ No newline at end of file diff --git a/Projects/Governance/Schemas/Docs-Concepts/B/Bonus/Bonus-Pool/bonus-pool.json b/Projects/Governance/Schemas/Docs-Concepts/B/Bonus/Bonus-Pool/bonus-pool.json index 0d247503b..8d4849b7f 100644 --- a/Projects/Governance/Schemas/Docs-Concepts/B/Bonus/Bonus-Pool/bonus-pool.json +++ b/Projects/Governance/Schemas/Docs-Concepts/B/Bonus/Bonus-Pool/bonus-pool.json @@ -2,7 +2,14 @@ "type": "Bonus Pool", "definition": { "text": "A Bonus Pool allocates tokens to incentivize participation in specific Governance Programs. Each program that features a Tokens Bonus node has its Bonus Pool defined under the Governance Programs section of the Superalgos Pools hierarchy. A bonus is an incentive to participate in the given program and its value is displayed in the Tokens Bonus node.", - "updated": 1630399869123 + "updated": 1630399869123, + "translations": [ + { + "language": "ES", + "text": "Un Bonus Pool asigna tokens para incentivar la participación en los Governance Programs ( los programas de gobernanza). Cada programa que cuenta con un nodo de bonificación de tokens tiene su fondo de bonificación definido en la sección Programas de gobernanza de la jerarquía de Superalgos Pools.. Un bono es un incentivo para participar en el programa dado y su valor se muestra en el nodo Tokens Bonus.", + "updated": 1637844463074 + } + ] }, "paragraphs": [ { diff --git a/Projects/Governance/Schemas/Docs-Concepts/D/Distribution/Distribution-Event/distribution-event.json b/Projects/Governance/Schemas/Docs-Concepts/D/Distribution/Distribution-Event/distribution-event.json index 81d2e696e..ea418f117 100644 --- a/Projects/Governance/Schemas/Docs-Concepts/D/Distribution/Distribution-Event/distribution-event.json +++ b/Projects/Governance/Schemas/Docs-Concepts/D/Distribution/Distribution-Event/distribution-event.json @@ -2,7 +2,14 @@ "type": "Distribution Event", "definition": { "text": "The Superalgos Project distributes its native Superalgos SA Tokens after each release to reward contributions and incentivize desirable behaviors. The Distribution Event represents the moment in time and the act of running the process that distributes tokens from the Treasury Account to the Governance Address associated with each User Profile that participates in governance.", - "updated": 1630570602251 + "updated": 1630570602251, + "translations": [ + { + "language": "ES", + "text": "El Superalgos Project distribuye sus tokens nativos de Superalgos SA después de cada lanzamiento para recompensar las contribuciones e incentivar los comportamientos deseables. El evento de distribución representa el momento en el tiempo y el acto de ejecutar el proceso que distribuye los tokens fdesde la Treasury Account ( Cuenta del tesoro) a la Governance Address asociada con cada User Profile que participa en la gobernanza.", + "updated": 1637851695478 + } + ] }, "paragraphs": [ { @@ -13,15 +20,36 @@ { "style": "Text", "text": "The Superalgos Project announces each release through all official channels, including the Telegram Announcements channel and the Superalgos Medium Blog.", - "updated": 1630235099973 + "updated": 1630235099973, + "translations": [ + { + "language": "ES", + "text": "El Superalgos Project anuncia cada lanzamiento a través de todos los canales oficiales, incluido el canal de Anuncios de Telegram y el Blog de Superalgos Medium.", + "updated": 1637851873356 + } + ] }, { "style": "Text", - "text": "At the moment of the announcement, a time window opens for the Community to participate in governance. At this point, the window is of an indeterminate span. Users may set up their User Profiles until the window closes. " + "text": "At the moment of the announcement, a time window opens for the Community to participate in governance. At this point, the window is of an indeterminate span. Users may set up their User Profiles until the window closes. ", + "translations": [ + { + "language": "ES", + "text": "En el momento del anuncio, se abre una ventana de tiempo para que la Community participe en la gobernanza.. En este punto, la ventana tiene un tramo indeterminado. Los usuarios pueden configurar sus perfiles de usuario hasta que se cierre la ventana.", + "updated": 1637851833645 + } + ] }, { "style": "Text", - "text": "Once the window closes, no further modifications are accepted on governance hierarchies until the Distribution Event takes place." + "text": "Once the window closes, no further modifications are accepted on governance hierarchies until the Distribution Event takes place.", + "translations": [ + { + "language": "ES", + "text": "Una vez que se cierra la ventana, no se aceptan más modificaciones en las jerarquías de gobierno hasta que tenga lugar el Evento de distribución.", + "updated": 1637851866405 + } + ] } ] } \ No newline at end of file diff --git a/Projects/Governance/Schemas/Docs-Concepts/R/Rewards/Rewards-Pool/rewards-pool.json b/Projects/Governance/Schemas/Docs-Concepts/R/Rewards/Rewards-Pool/rewards-pool.json index 263148226..13ee7b972 100644 --- a/Projects/Governance/Schemas/Docs-Concepts/R/Rewards/Rewards-Pool/rewards-pool.json +++ b/Projects/Governance/Schemas/Docs-Concepts/R/Rewards/Rewards-Pool/rewards-pool.json @@ -2,7 +2,14 @@ "type": "Rewards Pool", "definition": { "text": "A Rewards Pool allocates tokens to reward contributions to specific Governance Programs. Each program that features a Tokens Awarded node distributes rewards from a Rewards Pool defined under the Governance Programs section of the Superalgos Pools hierarchy. Rewards represent the value of your contributions to each of the programs. Each program calculates rewards in a particular way and displays the result in the Tokens Awarded node.", - "updated": 1630399801989 + "updated": 1630399801989, + "translations": [ + { + "language": "ES", + "text": "Un grupo de recompensas asigna tokens para recompensar las contribuciones a los Governance Programs. Cada programa que cuenta con un nodo Tokens Awarded Distribuye recompensas de una Rewards Pool definido bajo la sección de Governance Programs de la jerarquía Superalgos Pools . Las recompensas representan el valor de sus contribuciones a cada uno de los programas. Cada programa calcula las recompensas de una manera particular y muestra el resultado en el nodo Tokens Awarded.", + "updated": 1637845109838 + } + ] }, "paragraphs": [ { diff --git a/Projects/Governance/Schemas/Docs-Nodes/A/Airdrop/Airdrop-Program/airdrop-program.json b/Projects/Governance/Schemas/Docs-Nodes/A/Airdrop/Airdrop-Program/airdrop-program.json index 1beb86056..9d7bc042b 100644 --- a/Projects/Governance/Schemas/Docs-Nodes/A/Airdrop/Airdrop-Program/airdrop-program.json +++ b/Projects/Governance/Schemas/Docs-Nodes/A/Airdrop/Airdrop-Program/airdrop-program.json @@ -2,7 +2,14 @@ "type": "Airdrop Program", "definition": { "text": "We don't like meaningless airdrops. But what if airdrops bring users a step closer to participating in governance? The Airdrops program incentivizes users to take the first step to participate in governance: creating and submitting a User Profile.", - "updated": 1630221752804 + "updated": 1630221752804, + "translations": [ + { + "language": "ES", + "text": "No nos gustan los lanzamientos airdrop sin sentido. Pero, ¿qué pasa si los lanzamientos airdrop acercan a los usuarios un paso más a participar en la gobernanza? El programa Airdrops incentiva a los usuarios a dar el primer paso para participar en la gobernanza: crear y enviar un User Profile.", + "updated": 1637845243827 + } + ] }, "paragraphs": [ { @@ -13,16 +20,37 @@ { "style": "Text", "text": "The Airdrop program distributes the Rewards Pool defined under the Governance Programs > Onboarding Programs section of the Superalgos Pools hierarchy.", - "updated": 1630221764293 + "updated": 1630221764293, + "translations": [ + { + "language": "ES", + "text": "El programa Airdrop distribuye la Rewards Pool definido bajo los Governance Programs > Onboarding Programs section de la jerarquía de Superalgos Pools.", + "updated": 1637845331924 + } + ] }, { "style": "Callout", "text": "Spawning the Airdrop Program and submitting your User Profile is the sole requirement to receive the airdropped tokens and is — at the same time — the first step to participate in governance and contribute to the project.", - "updated": 1630228015309 + "updated": 1630228015309, + "translations": [ + { + "language": "ES", + "text": "Generando el programa Airdrop y enviándole al User Profile es el único requisito para recibir los tokens lanzados del airdrop y, al mismo tiempo, es el primer paso para participar en la gobernanza y contribuir al proyecto.", + "updated": 1637845446790 + } + ] }, { "style": "Text", - "text": "The program distributes the Rewards Pool evenly to all existing profiles, with a cap of SA 1,000 per profile, on each release!" + "text": "The program distributes the Rewards Pool evenly to all existing profiles, with a cap of SA 1,000 per profile, on each release!", + "translations": [ + { + "language": "ES", + "text": "El programa distribuye el Rewards Pool uniformemente a todos los perfiles existentes, con un límite de 1000 SA por perfil, en cada versión.", + "updated": 1637845507274 + } + ] }, { "style": "Block", diff --git a/Projects/Governance/Schemas/Docs-Nodes/D/Delegation/Delegation-Program/delegation-program.json b/Projects/Governance/Schemas/Docs-Nodes/D/Delegation/Delegation-Program/delegation-program.json index f3a18692a..f77942125 100644 --- a/Projects/Governance/Schemas/Docs-Nodes/D/Delegation/Delegation-Program/delegation-program.json +++ b/Projects/Governance/Schemas/Docs-Nodes/D/Delegation/Delegation-Program/delegation-program.json @@ -2,7 +2,14 @@ "type": "Delegation Program", "definition": { "text": "The Delegation Program allows you to delegate Token Power to empower other members of the Community, giving them a louder voice in governance. The Token Power you delegate may be used by the recipient in any Governance Program, with no restrictions.", - "updated": 1630408676672 + "updated": 1630408676672, + "translations": [ + { + "language": "ES", + "text": "The Delegation Program ( el programa de Delegación) le permite delegar Token Power para empoderar otros miembros de la Community, dándoles una voz más influeyente en la gobernanza. El Token Power que delega puede ser usado por el receptor de cualquier Governance Program, sin restricciones.", + "updated": 1637845810465 + } + ] }, "paragraphs": [ { @@ -17,11 +24,25 @@ { "style": "Text", "text": "When you delegate Voting Power through the Voting Program, the recipient may only use the delegated power within the Voting Program. Instead, the Delegation Program allows you to delegate Token Power, which may be used by the recipient in any program.", - "updated": 1630408794134 + "updated": 1630408794134, + "translations": [ + { + "language": "ES", + "text": "Cuando delega Voting Power a través del Voting Program, el destinatario solo puede usar el poder delegado dentro del Voting Program. IEn vexz de ello, el Delegation Program le permite delegar Token Power, que puede ser utilizado por el destinatario en cualquier programa.", + "updated": 1637845952973 + } + ] }, { "style": "Warning", - "text": "Only 10% of the Token Power you drive into a User Delegate node reaches the recipient User Profile. This is to disincentivize fraudulent behaviors that may arise involving circular declarations, fake profiles, or trading of votes." + "text": "Only 10% of the Token Power you drive into a User Delegate node reaches the recipient User Profile. This is to disincentivize fraudulent behaviors that may arise involving circular declarations, fake profiles, or trading of votes.", + "translations": [ + { + "language": "ES", + "text": "Sólo 10% del Token Power que envíe al nodo User Delegate llega al receptor del User Profile. TEl suyo es desincentivar las conductas fraudulentas que puedan surgir en declaraciones circulares, perfiles falsos o intercambio de votos.", + "updated": 1637846057133 + } + ] }, { "style": "Block", diff --git a/Projects/Governance/Schemas/Docs-Nodes/G/Github/Github-Program/github-program.json b/Projects/Governance/Schemas/Docs-Nodes/G/Github/Github-Program/github-program.json index f2c89f130..60f428207 100644 --- a/Projects/Governance/Schemas/Docs-Nodes/G/Github/Github-Program/github-program.json +++ b/Projects/Governance/Schemas/Docs-Nodes/G/Github/Github-Program/github-program.json @@ -2,7 +2,14 @@ "type": "Github Program", "definition": { "text": "This program incentivizes users to fork the Superalgos repository, a necessary step to contribute. It also incentivizes users to give a star and watch the repository, which helps developers find the project when searching on Github.com.", - "updated": 1630221291041 + "updated": 1630221291041, + "translations": [ + { + "language": "ES", + "text": "Este programa incentiva a los usuarios a bifurcar el repositorio de Superalgos, un paso necesario para contribuir. También incentiva a los usuarios a dar una estrella y ver el repositorio, lo que ayuda a los desarrolladores a encontrar el proyecto cuando buscan en Github.com.", + "updated": 1637844555204 + } + ] }, "paragraphs": [ { @@ -13,20 +20,48 @@ { "style": "Text", "text": "The Github Program distributes the Rewards Pool defined under the Governance Programs > Onboarding Programs section of the Superalgos Pools hierarchy.", - "updated": 1630221340561 + "updated": 1630221340561, + "translations": [ + { + "language": "ES", + "text": "The Github Program distribuye los Rewards Pool definidos debajo de los Governance Programs > Onboarding Programssección de la jerarquía de Superalgos Pools.", + "updated": 1637844639051 + } + ] }, { "style": "Callout", - "text": "Spawning the Github Program and submitting your User Profile is all you need to do to participate in the program. To maximize your Tokens Awarded, make sure you have a fork, a star, and are watching the repository! The system does automatic checks on Github.com and verifies their existence in real-time." + "text": "Spawning the Github Program and submitting your User Profile is all you need to do to participate in the program. To maximize your Tokens Awarded, make sure you have a fork, a star, and are watching the repository! The system does automatic checks on Github.com and verifies their existence in real-time.", + "translations": [ + { + "language": "ES", + "text": "Generando el programa Github y enviando su User Profile ies todo lo que necesita hacer para participar en el programa. Para maximizar sus Tokens Awarded, ¡asegúrese de tener una bifurcación, una estrella y esté mirando el repositorio! El sistema realiza comprobaciones automáticas en Github.com y verifica su existencia en tiempo real.", + "updated": 1637844741335 + } + ] }, { "style": "Text", "text": "There is a cap of SA 1,000 for each of these incentives. This means that you may get up to SA 3,000 in Tokens Awarded if you maximize your participation. ", - "updated": 1630228105213 + "updated": 1630228105213, + "translations": [ + { + "language": "ES", + "text": "Hay un límite de 1.000 SA para cada uno de estos incentivos. Esto significa que puede obtener hasta 3000 SA en Tokens Awarded si maximiza su participación.", + "updated": 1637844797302 + } + ] }, { "style": "Text", - "text": "In case there aren't enough tokens in the Rewards Pool to cover each incentive up to the defined cap for all User Profiles, then each profile gets an equal proportion for each of the applicable incentives." + "text": "In case there aren't enough tokens in the Rewards Pool to cover each incentive up to the defined cap for all User Profiles, then each profile gets an equal proportion for each of the applicable incentives.", + "translations": [ + { + "language": "ES", + "text": "En caso de que no haya suficientes tokens en el Rewards Pool para cubrir cada incentivo hasta el límite definido para todos los User Profiles,luego, cada perfil obtiene una proporción igual para cada uno de los incentivos aplicables.", + "updated": 1637844863885 + } + ] }, { "style": "Text", diff --git a/Projects/Governance/Schemas/Docs-Nodes/M/Mentorship/Mentorship-Program/mentorship-program.json b/Projects/Governance/Schemas/Docs-Nodes/M/Mentorship/Mentorship-Program/mentorship-program.json index 4889ea903..8a82155f4 100644 --- a/Projects/Governance/Schemas/Docs-Nodes/M/Mentorship/Mentorship-Program/mentorship-program.json +++ b/Projects/Governance/Schemas/Docs-Nodes/M/Mentorship/Mentorship-Program/mentorship-program.json @@ -2,7 +2,14 @@ "type": "Mentorship Program", "definition": { "text": "Becoming proficient enough with Superalgos to the point in which you may produce valuable contributions may be a lengthy process. The mentorship program incentivizes deep collaboration, apprenticeship, and the formation of Contributors.", - "updated": 1630232204309 + "updated": 1630232204309, + "translations": [ + { + "language": "ES", + "text": "Llegar a ser lo suficientemente competente con Superalgos hasta el punto en que pueda producir contribuciones valiosas puede ser un proceso largo. El programa de mentores incentiva la colaboración profunda, el aprendizaje y la formación de Colaboradores.", + "updated": 1637848935693 + } + ] }, "paragraphs": [ { @@ -17,16 +24,37 @@ }, { "style": "Text", - "text": "With this program, you may earn Superalgos SA Tokens for every user you mentor, and also for the users they mentor!" + "text": "With this program, you may earn Superalgos SA Tokens for every user you mentor, and also for the users they mentor!", + "translations": [ + { + "language": "ES", + "text": "Con este programa, puede ganar Superalgos SA Tokens por cada usuario que mentoree, ¡y también por los usuarios a los que ellos mentoreen!", + "updated": 1637849011950 + } + ] }, { "style": "Callout", "text": "To participate, you must spawn the Mentorship Program and declare your mentors. To do that, add a User Mentor node and use it to establish a reference to the User Profile of the person that mentored you. If you have more than one mentor, add more User Mentor nodes!", - "updated": 1630232305651 + "updated": 1630232305651, + "translations": [ + { + "language": "ES", + "text": "Para participar, debe desplegar el Mentorship Program ( programa de mentoría) y declarar sus mentores. Para hacer esto, agregue el nodo del User Mentor yuselo para establecer una referencia al User Profile de la persona que le ha mentoreado. Si tiene más de un mentor, agregue más nodos de User Mentor!", + "updated": 1637849198793 + } + ] }, { "style": "Text", - "text": "Superalgos is meant to grow into a massive global collaboration. To do that, the project needs an ever-growing group of Contributors!" + "text": "Superalgos is meant to grow into a massive global collaboration. To do that, the project needs an ever-growing group of Contributors!", + "translations": [ + { + "language": "ES", + "text": "Superalgos está destinado a convertirse en una colaboración global masiva. ¡Para hacer eso, el proyecto necesita un grupo cada vez mayor de Colaboradores!", + "updated": 1637849221755 + } + ] }, { "style": "Include", diff --git a/Projects/Governance/Schemas/Docs-Nodes/S/Staking/Staking-Program/staking-program.json b/Projects/Governance/Schemas/Docs-Nodes/S/Staking/Staking-Program/staking-program.json index 69a97a6c2..dade4349f 100644 --- a/Projects/Governance/Schemas/Docs-Nodes/S/Staking/Staking-Program/staking-program.json +++ b/Projects/Governance/Schemas/Docs-Nodes/S/Staking/Staking-Program/staking-program.json @@ -2,7 +2,14 @@ "type": "Staking Program", "definition": { "text": "The staking program allows the Superalgos Community to compensate token holders for the sake of holding tokens. Holding tokens may be a valuable contribution that the Community may decide to incentivize at any point.", - "updated": 1630399040101 + "updated": 1630399040101, + "translations": [ + { + "language": "ES", + "text": "El programa de staking program le permite a la comunidad de Superalgos compensar a los token holders por mantener sus tokens. Mantener los tokens puede ser una contribución muy valiosa que la comunidad puede decidir incentivar en cualquier momento.", + "updated": 1637849563660 + } + ] }, "paragraphs": [ { @@ -12,21 +19,49 @@ }, { "style": "Text", - "text": "This is a very simple program, as it doesn't involve smart contracts or transferring funds out of your Governance Address." + "text": "This is a very simple program, as it doesn't involve smart contracts or transferring funds out of your Governance Address.", + "translations": [ + { + "language": "ES", + "text": "Este es un programa muy simple, ya que no implica contratos inteligentes o transferencia de fondos fuera de su Governance Address.", + "updated": 1637849587765 + } + ] }, { "style": "Callout", "text": "You may participate in the Staking Program with the Token Power that you haven’t used for other purposes. All you need to do is spawn the program from within the Financial Programs node and let some Token Power flow into it.", - "updated": 1630399445299 + "updated": 1630399445299, + "translations": [ + { + "language": "ES", + "text": "Puede participar en el Staking Program con el Token Power que no haya usado para otras propuestas. Todo lo que necesita hacer es deplegar el programa dentro del nodo de Financial Programs y permitir que algo de Token Power fluya en él.", + "updated": 1637849740621 + } + ] }, { "style": "Text", - "text": "You will get tokens from the Staking Rewards Pool defined in the Superalgos Pools hierarchy under the Governance Programs node, proportional to the Staking Power you direct to the program." + "text": "You will get tokens from the Staking Rewards Pool defined in the Superalgos Pools hierarchy under the Governance Programs node, proportional to the Staking Power you direct to the program.", + "translations": [ + { + "language": "ES", + "text": "Recibirá tokens desde Staking Rewards Pool definido en la jerarquía de Superalgos Pools debajo del nodo de Governance Programs, proporcional al Staking Power que haya dirigido al programa.", + "updated": 1637849858949 + } + ] }, { "style": "Text", "text": "The calculation of the Tokens Awarded for this program is similar to how Tokens Bonus is calculated on other programs: as a direct Rule of Three.", - "updated": 1630409043816 + "updated": 1630409043816, + "translations": [ + { + "language": "ES", + "text": "El cálculo de Tokens Awarded por este programa es similar a cómo el Tokens Bonus es calculado en otros programas: como una regla de tres directa.", + "updated": 1637849947801 + } + ] }, { "style": "Json", @@ -36,7 +71,14 @@ { "style": "Note", "text": "Notice that staking may not be the best way to accumulate more tokens. Some other programs, like the Community Building Programs, may offer a better financial opportunity through their Tokens Bonus! You may want to check how big are the Bonus Pool incentives in other programs and compare those with the Staking Rewards Pool!", - "updated": 1630399853495 + "updated": 1630399853495, + "translations": [ + { + "language": "ES", + "text": "Tenga en cuenta que stakingpuede no ser la mejor manera de acumular más tokens. Algunos otros programas, como los Community Building Programs, puede ofrecer una mejor oportunidad financiera a través de su Tokens Bonus! Es posible que desee comprobar cuán grandes son las Bonus Pool que incentiva en otros programas and compare esos con la Staking Rewards Pool!", + "updated": 1637850123572 + } + ] }, { "style": "Block", diff --git a/Projects/Governance/Schemas/Docs-Nodes/T/Tokens/Tokens-Awarded/tokens-awarded.json b/Projects/Governance/Schemas/Docs-Nodes/T/Tokens/Tokens-Awarded/tokens-awarded.json index c9a6bb2bf..6b8a0abfc 100644 --- a/Projects/Governance/Schemas/Docs-Nodes/T/Tokens/Tokens-Awarded/tokens-awarded.json +++ b/Projects/Governance/Schemas/Docs-Nodes/T/Tokens/Tokens-Awarded/tokens-awarded.json @@ -2,7 +2,14 @@ "type": "Tokens Awarded", "definition": { "text": "The Tokens Awarded node represents the number of tokens you get in reward for your contributions. The node is present on many of the Governance Programs.", - "updated": 1630436769778 + "updated": 1630436769778, + "translations": [ + { + "language": "ES", + "text": "El nodo de tokens otorgados representa la cantidad de tokens que obtiene como recompensa por sus contribuciones. El nodo está presente en muchos de los Governance Programs.", + "updated": 1637848415668 + } + ] }, "paragraphs": [ { @@ -13,7 +20,14 @@ { "style": "Text", "text": "The information on how many tokens the particular program has awarded you is displayed as a notice below the node, along with other relevant information that depends on the context, like the number of people that helped you get them, or the number of claims computed, etc.", - "updated": 1630095366072 + "updated": 1630095366072, + "translations": [ + { + "language": "ES", + "text": "La información sobre cuántos tokens le ha otorgado el programa en particular se muestra como un aviso debajo del nodo, junto con otra información relevante que depende del contexto, como la cantidad de personas que lo ayudaron a obtenerlos o la cantidad de reclamos calculados, etc.", + "updated": 1637848456975 + } + ] }, { "style": "Subtitle", @@ -23,30 +37,72 @@ { "style": "Note", "text": "Each program calculates Tokens Awarded in a particular way. Follow the links below to learn the details about each program.", - "updated": 1630324671871 + "updated": 1630324671871, + "translations": [ + { + "language": "ES", + "text": "Cada prgrama calcula Tokens Awarded de un modo particular.Siga los enlaces a continuación para conocer los detalles de cada programa.", + "updated": 1637848524992 + } + ] }, { "style": "List", "text": "In the Airdrop Program.", - "updated": 1630324552707 + "updated": 1630324552707, + "translations": [ + { + "language": "ES", + "text": "En el Airdrop Program.", + "updated": 1637848536168 + } + ] }, { "style": "List", "text": "In the Github Program.", - "updated": 1630324714648 + "updated": 1630324714648, + "translations": [ + { + "language": "ES", + "text": "En el Github Program.", + "updated": 1637848540889 + } + ] }, { "style": "List", "text": "The Community Building Programs node page explains how Tokens Awarded is calculated for the referral, support, and mentorship programs.", - "updated": 1630324749961 + "updated": 1630324749961, + "translations": [ + { + "language": "ES", + "text": "La página de los nodos de Community Building Programs explica como el Tokens Awarded es calculado para los programas de referido, soporte y mentoria.", + "updated": 1637848710841 + } + ] }, { "style": "List", - "text": "The How Claims are Resolved page explains how tokens are awarded in the Claims Program." + "text": "The How Claims are Resolved page explains how tokens are awarded in the Claims Program.", + "translations": [ + { + "language": "ES", + "text": "La página How Claims are Resolved ( Cómo se resuelven las solicitudes ) explica como los tokens son recompensados en el Claims Program.", + "updated": 1637848835630 + } + ] }, { "style": "List", - "text": "In the Staking Program." + "text": "In the Staking Program.", + "translations": [ + { + "language": "ES", + "text": "En el Staking Program.", + "updated": 1637848846372 + } + ] }, { "style": "Text", diff --git a/Projects/Governance/Schemas/Docs-Nodes/U/User/User-Delegate/user-delegate.json b/Projects/Governance/Schemas/Docs-Nodes/U/User/User-Delegate/user-delegate.json index 373ee70c6..5b85a1a76 100644 --- a/Projects/Governance/Schemas/Docs-Nodes/U/User/User-Delegate/user-delegate.json +++ b/Projects/Governance/Schemas/Docs-Nodes/U/User/User-Delegate/user-delegate.json @@ -2,7 +2,14 @@ "type": "User Delegate", "definition": { "text": "Use this node to establish a reference with a colleague's User Profile. With this reference, you are passing on Token Power directly into your colleague's profile, effectively delegating your Token Power. Your colleague may use the power in any of the Governance Programs.", - "updated": 1630423548110 + "updated": 1630423548110, + "translations": [ + { + "language": "ES", + "text": "Utilice este nodo para establecer una referencia con un User Profile de un colega. Con esta referencia, estás transmitiendo Token Power directamente en el profile de su colega, efectivamente delegando su Token Power. Su colega pude usar el power en cualquiera de los Governance Programs.", + "updated": 1637850332829 + } + ] }, "paragraphs": [ { @@ -12,29 +19,71 @@ }, { "style": "Text", - "text": "The main use case for delegating Token Power is when mentors wish to help their mentees make their first few Contribution Claims. " + "text": "The main use case for delegating Token Power is when mentors wish to help their mentees make their first few Contribution Claims. ", + "translations": [ + { + "language": "ES", + "text": "El caso de uso principal para delegar Token Power es cuando los mentores desean ayudar a quienes mentorean en sus primeras pocas Contribution Claims.", + "updated": 1637850432761 + } + ] }, { "style": "Text", "text": "Contributors need to drive Claim Power to their claims for them to be effective. However, when they are new to Superalgos, they may not have enough tokens to back their claims.", - "updated": 1630423586473 + "updated": 1630423586473, + "translations": [ + { + "language": "ES", + "text": "Los colaboradores necesitan conducir Claim Power a sus claims para que se hagan efectivas. De todas formas , cuando son nuevos en Superalgos, pueden no tener suficientes tokens para apoyar sus claims.", + "updated": 1637850531307 + } + ] }, { "style": "Text", - "text": "Mentors are happy to help their mentees get their first few tokens, and are rewarded for their work and generosity through the Mentorship Program." + "text": "Mentors are happy to help their mentees get their first few tokens, and are rewarded for their work and generosity through the Mentorship Program.", + "translations": [ + { + "language": "ES", + "text": "Los Mentores están felices de ayudar a sus mentoreados a obtener sus primeros pocos tokens, y son recompensados por su trabajo y generosidad a través del Mentorship Program.", + "updated": 1637850643331 + } + ] }, { "style": "Note", - "text": "This form of Token Power delegation is inspired in the concept of Liquid Democracy, also implemented in the Voting Program." + "text": "This form of Token Power delegation is inspired in the concept of Liquid Democracy, also implemented in the Voting Program.", + "translations": [ + { + "language": "ES", + "text": "Esta forma de delegación deToken Power está inspirada en el concepto de Liquid Democracy (democracia líquida), también implentada en el Voting Program.", + "updated": 1637850724160 + } + ] }, { "style": "Text", - "text": "The same Token Power may be delegated multiple times with the caveat in the below warning box. The delegation may be withdrawn at any point as well, simply by removing the User Delegate node or its reference." + "text": "The same Token Power may be delegated multiple times with the caveat in the below warning box. The delegation may be withdrawn at any point as well, simply by removing the User Delegate node or its reference.", + "translations": [ + { + "language": "ES", + "text": "El mismo Token Power puede ser delegado muchas veces con la advertencia en el cuadro de advertencia a continuación.La delegación también puede retirarse en cualquier momento, simplemente eliminando el nodo del User Delegate o su referencia.", + "updated": 1637850830048 + } + ] }, { "style": "Warning", "text": "Only 10% of the Delegate Power you drive into a User Delegate node reaches the recipient User Profile. This is to disincentivize fraudulent behaviors that may arise involving circular declarations, fake profiles, or trading of votes.", - "updated": 1630423731772 + "updated": 1630423731772, + "translations": [ + { + "language": "ES", + "text": "Solo el 10% del Delegate Power que conduzca al nodo del User Delegate alcanza el User Profile receptor. Esto es para desincentivar los comportamientos fraudulentos que puedan surgir relacionados con declaraciones circulares, perfiles falsos o intercambio de votos..", + "updated": 1637850937586 + } + ] }, { "style": "Block", diff --git a/Projects/Governance/Schemas/Docs-Nodes/U/User/User-Profile/user-profile.json b/Projects/Governance/Schemas/Docs-Nodes/U/User/User-Profile/user-profile.json index c58116d8c..7838feb4c 100644 --- a/Projects/Governance/Schemas/Docs-Nodes/U/User/User-Profile/user-profile.json +++ b/Projects/Governance/Schemas/Docs-Nodes/U/User/User-Profile/user-profile.json @@ -2,7 +2,14 @@ "type": "User Profile", "definition": { "text": "The User Profile is the hierarchy that allows you to define how you intend to use the Token Power conferred by your holdings of Superalgos SA Tokens. These definitions are spread across several programs, and your Token Power cascades down to these programs from the head of the hierarchy. Each program is designed to get Contributors involved in different governance needs.", - "updated": 1624726047712 + "updated": 1624726047712, + "translations": [ + { + "language": "ES", + "text": "Token Power fmínimos en cascada desde el nodo Perfil de usuario hasta el nodo Token Power Switch, a su descendencia, y así sucesivamente, siguiendo la estructura de la jerarquía.", + "updated": 1637851334389 + } + ] }, "paragraphs": [ { @@ -13,12 +20,26 @@ { "style": "Text", "text": "As explained in the Building Your Profile page, your User Profile is paired with your Governance Address. The tokens you hold in this address confer you Token Power that you may use to influence how Superalgos distributes the tokens allocated to each release.", - "updated": 1630091460767 + "updated": 1630091460767, + "translations": [ + { + "language": "ES", + "text": "Como se explica en la página Building Your Profile, su perfil de usuario está emparejado con su Governance Address. Los tokens que tiene en esta dirección le confieren Token Power que puede utilizar para influir en la forma en que Superalgos distribuye los tokens asignados a cada lanzamiento.", + "updated": 1637851209460 + } + ] }, { "style": "Text", "text": "After building your profile, you should see your Token Power flowing to the Token Power Switch node, the first offspring of the head of the hierarchy. This principle is maintained throughout the hierarchy: Token Power flows down to offspring nodes, through each section of the hierarchy.", - "updated": 1630094400877 + "updated": 1630094400877, + "translations": [ + { + "language": "ES", + "text": "Después de crear su perfil, debería ver su Token Powerfluyendo al nodo de Token Power Switch, tel primer vástago del jefe de la jerarquía. Este principio se mantiene en toda la jerarquía:Token Power fluye hacia los nodos descendientes, a través de cada sección de la jerarquía.", + "updated": 1637851292698 + } + ] }, { "style": "Title", diff --git a/Projects/Governance/Schemas/Docs-Topics/G/Gov/Gov-Commands-Errors/gov-commands-errors-002-gov-error-github-credentials-missing.json b/Projects/Governance/Schemas/Docs-Topics/G/Gov/Gov-Commands-Errors/gov-commands-errors-002-gov-error-github-credentials-missing.json index d545184b6..707aaf6a4 100644 --- a/Projects/Governance/Schemas/Docs-Topics/G/Gov/Gov-Commands-Errors/gov-commands-errors-002-gov-error-github-credentials-missing.json +++ b/Projects/Governance/Schemas/Docs-Topics/G/Gov/Gov-Commands-Errors/gov-commands-errors-002-gov-error-github-credentials-missing.json @@ -4,7 +4,14 @@ "type": "Gov Error - Github Credentials Missing", "definition": { "text": "To manage pull requests from within the app, you must first provide your Github.com credentials so that the Client can get you authenticated when while accessing Github.com.", - "updated": 1611129104270 + "updated": 1611129104270, + "translations": [ + { + "language": "ES", + "text": "Para administrar los cpull requests desde dentro de la app, debe proveer sus credenciales de Github.com para que el Clientpuede conseguir que se autentique al acceder a Github.com.", + "updated": 1637852263275 + } + ] }, "paragraphs": [ { @@ -20,7 +27,14 @@ { "style": "Text", "text": "To solve this issue follow the following instructions on how to set up your GitHub.com credentials so that the system can automate the tasks needed to submit your contributions to the main repository of the Superalgos project.", - "updated": 1609945787577 + "updated": 1609945787577, + "translations": [ + { + "language": "ES", + "text": "Para resolver este problema, siga las siguientes instrucciones sobre cómo configurar sus credenciales de GitHub.com para que el sistema pueda automatizar las tareas necesarias para enviar sus contribuciones al repositorio principal del proyecto Superalgos.", + "updated": 1637852304242 + } + ] }, { "style": "Anchor", diff --git a/Projects/Governance/Schemas/Docs-Tutorials/C/Creating/Creating-Your-User-Profile-Tutorial/creating-your-user-profile-tutorial-010-tutorial-step-where-it-all-begins.json b/Projects/Governance/Schemas/Docs-Tutorials/C/Creating/Creating-Your-User-Profile-Tutorial/creating-your-user-profile-tutorial-010-tutorial-step-where-it-all-begins.json index 455dbce2a..362118b66 100644 --- a/Projects/Governance/Schemas/Docs-Tutorials/C/Creating/Creating-Your-User-Profile-Tutorial/creating-your-user-profile-tutorial-010-tutorial-step-where-it-all-begins.json +++ b/Projects/Governance/Schemas/Docs-Tutorials/C/Creating/Creating-Your-User-Profile-Tutorial/creating-your-user-profile-tutorial-010-tutorial-step-where-it-all-begins.json @@ -20,6 +20,11 @@ "language": "TR", "text": "Burada, Yönetişim Projesi ( Governance Project ) hiyerarşisinin başındayız. Hadi o profili oluşturalım!", "updated": 1637159854108 + }, + { + "language": "DE", + "text": "Hier befinden wir uns an der Spitze der Governance Project hierarchy. Lassen Sie uns das Profil erstellen!", + "updated": 1637873509200 } ] }, @@ -39,6 +44,11 @@ "language": "TR", "text": "Profil Oluşturucu Ekle ( Profile Constructor ) düğmesini tıklayın.", "updated": 1637159899288 + }, + { + "language": "DE", + "text": "Klicken Sie auf die Schaltfläche Add Profile Constructor.", + "updated": 1637873524931 } ] }, @@ -57,6 +67,11 @@ "language": "TR", "text": "Şimdi ortaya çıkan Profil Oluşturucu düğümünü ( Profile Constructor ), görülmesi ve üzerinde çalışılması kolay bir yere konumlandırın.", "updated": 1637159941130 + }, + { + "language": "DE", + "text": "Positionieren Sie nun die resultierende Profile Constructor Node an einer Stelle, an der sie leicht zu sehen und zu bearbeiten ist.", + "updated": 1637873567603 } ] }, @@ -74,6 +89,11 @@ "language": "TR", "text": "Önemli: Kullanıcı Profilinizi oluşturmak için bu düğümü kullanacağız. Daha sonra, kurucunun üreteceği bilgilerle birlikte girdiğiniz tüm hassas bilgileri silmek için bu düğümü sileceksiniz. Bu noktada endişelenmenize gerek yok! Ne zaman sileceğinizi size bildireceğim!", "updated": 1637160020895 + }, + { + "language": "DE", + "text": "Wir werden diese Node verwenden, um Ihr Benutzerprofil (User Profile) zu erstellen. Später werden Sie diese Node löschen, um alle sensiblen Informationen, die Sie zusammen mit den vom Konstruktor generierten Informationen eingeben, zu löschen. Aber das ist im Moment kein Grund zur Sorge! Ich lasse Sie wissen, wann Sie sie löschen müssen!", + "updated": 1637873720461 } ] } diff --git a/Projects/Governance/UI/Function-Libraries/ProfileConstructor.js b/Projects/Governance/UI/Function-Libraries/ProfileConstructor.js index 4a5d7e5b5..106575b8e 100644 --- a/Projects/Governance/UI/Function-Libraries/ProfileConstructor.js +++ b/Projects/Governance/UI/Function-Libraries/ProfileConstructor.js @@ -124,6 +124,8 @@ function newGovernanceFunctionLibraryProfileConstructor() { 'User Profile', UI.projects.foundations.spaces.designSpace.workspace.workspaceNode.rootNodes ) + + UI.projects.visualScripting.functionLibraries.attachDetach.referenceAttachNode(node, userProfile) /* Set up a basic profile to start receiving benefits */ @@ -142,62 +144,6 @@ function newGovernanceFunctionLibraryProfileConstructor() { let liquidProg = UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.addUIObject(liquidProgs, "Liquidity Program", userProfile) liquidProg.payload.floatingObject.angleToParent = ANGLE_TO_PARENT.RANGE_180 liquidProg.payload.uiObject.menu.internalClick('Add Tokens Awarded') - - /* - Check if the user already has the SA fork. If not, do it for them. - */ - - const hasFork = UI.projects.governance.spaces.userProfileSpace.githubForks.get(githubUsername) - if (hasFork === undefined) { - // New user! Probably doesn't have a fork, so let's create it. - let apisNode = UI.projects.foundations.spaces.designSpace.workspace.getHierarchyHeadByNodeType('APIs') - if (apisNode === undefined) { - UI.projects.education.spaces.docsSpace.navigateTo('Governance', 'Topic', 'Gov Error - Github Credentials Missing', 'Anchor Github Credentials Missing') - return - } - if (apisNode.githubAPI === undefined) { - UI.projects.education.spaces.docsSpace.navigateTo('Governance', 'Topic', 'Gov Error - Github Credentials Missing', 'Anchor Github Credentials Missing') - return - } - - let config = JSON.parse(apisNode.githubAPI.config) - if (config.username === undefined || config.username === "") { - UI.projects.education.spaces.docsSpace.navigateTo('Governance', 'Topic', 'Gov Error - Github Credentials Missing', 'Anchor Github Credentials Missing') - return - } - if (config.token === undefined || config.token === "") { - UI.projects.education.spaces.docsSpace.navigateTo('Governance', 'Topic', 'Gov Error - Github Credentials Missing', 'Anchor Github Credentials Missing') - return - } - - let params = { - method: 'createGithubFork', - username: config.username, - token: config.token, - } - - let url = 'GOV' // We will access the default Client GOV endpoint. - - httpRequest(JSON.stringify(params), url, onResponse) - - function onResponse(err, data) { - - data = JSON.parse(data) - if (err.result === GLOBAL.DEFAULT_OK_RESPONSE.result && data.result === GLOBAL.DEFAULT_OK_RESPONSE.result) { - UI.projects.education.spaces.docsSpace.navigateTo('Governance', 'Topic', 'Gov Message - Automated User Profile Contribute Done') - } else { - if (data.docs === undefined) { return } - UI.projects.education.spaces.docsSpace.navigateTo( - data.docs.project, - data.docs.category, - data.docs.type, - data.docs.anchor, - undefined, - data.docs.placeholder - ) - } - } - } /* We store at the User Profile the Signed githubUsername */ @@ -217,10 +163,6 @@ function newGovernanceFunctionLibraryProfileConstructor() { Delete the mnemonic from the Profile Constructor config. */ node.config = "{}" - /* - TODO: Let's create a nice basic profile to start with liquidity and community - */ - /* Show nice message. */ @@ -275,6 +217,7 @@ function newGovernanceFunctionLibraryProfileConstructor() { let socialTradingDesktopApp = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(userProfile.userApps, 'Social Trading Desktop App') let socialTradingMobileApp = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(userProfile.userApps, 'Social Trading Mobile App') let socialTradingServerApp = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(userProfile.userApps, 'Social Trading Server App') + let taskServerApp = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(userProfile.userApps, 'Task Server App') let socialTradingBots = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(userProfile.userBots, 'Social Trading Bot') let socialPersonas = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(userProfile.socialPersonas, 'Social Persona') let p2pNetworkNodes = UI.projects.visualScripting.utilities.branches.nodeBranchToArray(userProfile.p2pNetworkNodes, 'P2P Network Node') @@ -283,6 +226,7 @@ function newGovernanceFunctionLibraryProfileConstructor() { addSigningAccounts(socialTradingDesktopApp, 'Social Trading Desktop App') addSigningAccounts(socialTradingMobileApp, 'Social Trading Mobile App') addSigningAccounts(socialTradingServerApp, 'Social Trading Server App') + addSigningAccounts(taskServerApp, 'Task Server App') addSigningAccounts(socialTradingBots, 'Social Trading Bot') addSigningAccounts(socialPersonas, 'Social Persona') addSigningAccounts(p2pNetworkNodes, 'P2P Network Node') diff --git a/Projects/Machine-Learning/UI/Function-Libraries/LearningSessionFunctions.js b/Projects/Machine-Learning/UI/Function-Libraries/LearningSessionFunctions.js index 5ebd62595..55b1b0156 100644 --- a/Projects/Machine-Learning/UI/Function-Libraries/LearningSessionFunctions.js +++ b/Projects/Machine-Learning/UI/Function-Libraries/LearningSessionFunctions.js @@ -1,13 +1,13 @@ function newMachineLearningFunctionLibraryLearningSessionFunctions() { let thisObject = { - syncronizeSessionWithBackEnd: syncronizeSessionWithBackEnd, + synchronizeSessionWithBackEnd: synchronizeSessionWithBackEnd, runSession: runSession, stopSession: stopSession } return thisObject - function syncronizeSessionWithBackEnd(node) { + function synchronizeSessionWithBackEnd(node) { let validationsResult = validations(node) if (validationsResult === undefined) { /* If something fails at validations we just quit. */ diff --git a/Projects/Network/SA/Modules/UserProfiles.js b/Projects/Network/SA/Modules/UserProfiles.js index ee068b497..5dcb1d1ba 100644 --- a/Projects/Network/SA/Modules/UserProfiles.js +++ b/Projects/Network/SA/Modules/UserProfiles.js @@ -102,6 +102,7 @@ exports.newNetworkModulesUserProfiles = function newNetworkModulesUserProfiles() let socialTradingDesktopApp = SA.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(userProfilePlugin.userApps, 'Social Trading Desktop App') let socialTradingMobileApp = SA.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(userProfilePlugin.userApps, 'Social Trading Mobile App') let socialTradingServerApp = SA.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(userProfilePlugin.userApps, 'Social Trading Server App') + let taskServerApp = SA.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(userProfilePlugin.userApps, 'Task Server App') let socialTradingBots = SA.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(userProfilePlugin.userBots, 'Social Trading Bot') let socialPersonas = SA.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(userProfilePlugin.socialPersonas, 'Social Persona') let p2pNetworkNodes = SA.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(userProfilePlugin.p2pNetworkNodes, 'P2P Network Node') @@ -110,6 +111,7 @@ exports.newNetworkModulesUserProfiles = function newNetworkModulesUserProfiles() checkNwetworkClients(socialTradingDesktopApp) checkNwetworkClients(socialTradingMobileApp) checkNwetworkClients(socialTradingServerApp) + checkNwetworkClients(taskServerApp) checkNwetworkClients(socialTradingBots) checkNwetworkClients(socialPersonas) checkNwetworkClients(p2pNetworkNodes) diff --git a/Projects/Portfolio-Management/Icons/Portfolio/portfolio-bot.png b/Projects/Portfolio-Management/Icons/Portfolio/portfolio-bot.png new file mode 100644 index 000000000..7783471df Binary files /dev/null and b/Projects/Portfolio-Management/Icons/Portfolio/portfolio-bot.png differ diff --git a/Projects/Portfolio-Management/Icons/Portfolio/portfolio-engine.png b/Projects/Portfolio-Management/Icons/Portfolio/portfolio-engine.png new file mode 100644 index 000000000..8ba2a5668 Binary files /dev/null and b/Projects/Portfolio-Management/Icons/Portfolio/portfolio-engine.png differ diff --git a/Projects/Portfolio-Management/Icons/Portfolio/portfolio-mine.png b/Projects/Portfolio-Management/Icons/Portfolio/portfolio-mine.png new file mode 100644 index 000000000..9c5299e7f Binary files /dev/null and b/Projects/Portfolio-Management/Icons/Portfolio/portfolio-mine.png differ diff --git a/Projects/Portfolio-Management/Icons/Portfolio/portfolio-system.png b/Projects/Portfolio-Management/Icons/Portfolio/portfolio-system.png new file mode 100644 index 000000000..278950703 Binary files /dev/null and b/Projects/Portfolio-Management/Icons/Portfolio/portfolio-system.png differ diff --git a/Projects/Portfolio-Management/Icons/portfolio-management-project.png b/Projects/Portfolio-Management/Icons/portfolio-management-project.png new file mode 100644 index 000000000..9c5299e7f Binary files /dev/null and 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"actionFunction": "payload.executeAction", + "actionProject": "Visual-Scripting", + "relatedUiObjectProject": "Foundations" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "isHierarchyHead": true, + "addLeftIcons": true, + "level": 0, + "childrenNodesProperties": [ + { + "name": "portfolioStrategies", + "type": "array", + "childType": "Portfolio Strategy", + "autoAdd": true, + "project": "Foundations" + }, + { + "name": "dynamicIndicators", + "type": "node", + "childType": "Dynamic Indicators", + "autoAdd": true, + "project": "Foundations" + } + ] +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Bot/portfolio-bot.json b/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Bot/portfolio-bot.json new file mode 100644 index 000000000..05c3d3816 --- /dev/null +++ b/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Bot/portfolio-bot.json @@ -0,0 +1,45 @@ +{ + "type": "Portfolio Bot", + "definition": { + "text": "A portfolio bot is a computer program that—based on datasets exposed as products by other bots (counting sensors, indicators and even other portfolio bots)—applies the portfolio logic defined on a Portfolio System to, on one side, generate a complete portfolio simulation (outputting datasets that include trades, the action of strategies, validation of conditions, etc.), and on the other side, manage the execution of orders when on a forward testing or live portfolio session.", + "updated": 1609861419818, + "translations": [ + { + "language": "ES", + "text": "Un Portfolio Bot es un programa informático que, basado en conjuntos de datos expuestos como productos por otros bots (sensores de conteo, indicadores e incluso otros portfolio bots ), aplica la lógica portfolio definida en un Portfolio System para, por un lado, generar una simulación de portfolio completa (generando conjuntos de datos que incluyen operaciones, la acción de estrategias, validación de condiciones, etc.) y, por otro lado, gestiona la ejecución de órdenes en una sesión ya sea en vivo o no.", + "updated": 1624375084844 + } + ] + }, + "paragraphs": [ + { + "style": "Block", + "text": "Content" + }, + { + "style": "Text", + "text": "In Superalgos, a portfolio bot is a computer program designed to leverage the Superalgos infrastructure to provide smart portfolio features to users building, testing, and deploying portfolio systems. As such, a portfolio bot does not feature portfolio logic in and of itself. Instead, it executes the logic defined in portfolio systems." + }, + { + "style": "Text", + "text": "Put in other words, when Superalgos users define portfolio systems and the portfolio strategies within, they are not building a portfolio bot. Instead, they are defining a set of instructions that a portfolio bot will then interpret and execute." + }, + { + "style": "Text", + "text": "Portfolio bots have access to every piece of infrastructure built in Superalgos. One of the noteworthy sections of the infrastructure relevant to portfolio bots are portfolio mines themselves. Portfolio bots may be quite complex pieces of software. To name two of the most prominent characteristics: the bot needs to consider multiple dimensions of information and needs to be highly reliable, as its activity entails monetary transactions." + }, + { + "style": "Text", + "text": "Portfolio mines make building portfolio bots a more accessible feat, providing a framework to produce compartmentalized definitions for the bots' processes and products, just like data mines do for sensors and indicators." + }, + { + "style": "Block", + "text": "Configuring" + }, + { + "style": "Title", + "text": "Portfolio Bot Configuration", + "updated": 1609861438022 + } + ] +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Engine/trading-engine.json b/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Engine/trading-engine.json new file mode 100644 index 000000000..8b4a7a4a5 --- /dev/null +++ b/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Engine/trading-engine.json @@ -0,0 +1,66 @@ +{ + "type": "Portfolio Engine", + "definition": { + "text": "The portfolio engine hierarchy is the data structure used by the portfolio bot to keep runtime information highly accessible and exposed to others.", + "translations": [ + { + "language": "ES", + "text": "La jerarquia portfolio engine es la estructura de datos utilizada por el robot comercial para mantener la información en tiempo de ejecución altamente accesible y expuesta a otros.", + "updated": 1624452474129 + } + ] + }, + "paragraphs": [ + { + "style": "Block", + "text": "Content" + }, + { + "style": "Text", + "text": "You will use this hierarchy for two main purposes:" + }, + { + "style": "List", + "text": "To let your portfolio systems access the information processed by the portfolio bot. This allows strategies to keep track of and react to current and past events—including those involving the exchange, such as orders placed or filled—as the bot is running." + }, + { + "style": "List", + "text": "To keep track of the actions of the portfolio bot via the design space visual environment and panels over the charts. By analyzing runtime information, you may gain a detailed understanding of what happens, when, and why, throughout a portfolio session." + }, + { + "style": "Title", + "text": "Frequently Asked Questions" + }, + { + "style": "Subtitle", + "text": "Can a Portfolio Engine be shared between two Portfolio Bots?" + }, + { + "style": "Text", + "text": "The same portfolio engine can be used from multiple portfolio sessions, because it is just a node-based representation of a data structure.", + "updated": 1621987910896 + }, + { + "style": "Text", + "text": "Every time a Task is ran, a snapshot of that data structure, together with a snapshot of the Network and the Bots definitions at their Data Mine is sent from the UI to the Task Server, and from there is consumed by the running Bot. That means that a second Bot can receive the same Portfolio Engine snapshot and it will never know if other bots were fed with the same information or not.", + "updated": 1621987965915 + }, + { + "style": "Subtitle", + "text": "Do I need to change something at the Portfolio Engine?" + }, + { + "style": "Text", + "text": "You don't need to physically change anything inside portfolio engine via the UI. The portfolio engine is a visual representation of the data structure that the portfolio system uses to store its values, so to speak." + }, + { + "style": "Subtitle", + "text": "Can I change the values inside the Portfolio Engine?" + }, + { + "style": "Text", + "text": "You access the Portfolio Engine from within your portfolio system if there is something in there you would like to change. This is the whole purpose of the User Defined Code node.", + "updated": 1621988418300 + } + ] +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Mine/trading-mine.json b/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Mine/trading-mine.json new file mode 100644 index 000000000..97dcf85d4 --- /dev/null +++ b/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-Mine/trading-mine.json @@ -0,0 +1,41 @@ +{ + "type": "Portfolio Mine", + "definition": { + "text": "A portfolio mine is a hierarchy that contains definitions of portfolio bots and their plotters. These definitions make up the actual programs of such bots—the source code.", + "translations": [ + { + "language": "ES", + "text": "Un portfolio mine es una jerarquía que contiene definiciones de portfolio bots y sus conspiradores. Estas definiciones constituyen los programas reales de dichos bots: el código fuente.", + "updated": 1628906153772 + } + ] + }, + "paragraphs": [ + { + "style": "Block", + "text": "Content" + }, + { + "style": "Text", + "text": "Altough Superalgos is starting out with a single portfolio bot, the system is prepared to feature as many portfolio bots as developers are willing to create. As such, a portfolio mine is a catalog of portfolio bots." + }, + { + "style": "Text", + "text": "Notice that, in the context of Superalgos, a portfolio bot has nothing to do with the portfolio logic. Think of portfolio logic as the business rules which—in Superalgos—are defined in portfolio systems. Anyone may build a Portfolio System, meaning that creating portfolio systems and the portfolio strategies within does not require coding.", + "updated": 1609861342619 + }, + { + "style": "Text", + "text": "Portfolio mines work similarly to data mines in the sense that they provide the same kind of tools to structure the definitions of bots, including process definitions, product definitions, and plotters." + }, + { + "style": "Block", + "text": "Configuring" + }, + { + "style": "Title", + "text": "Portfolio Mine Configuration", + "updated": 1609861240385 + } + ] +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-System/trading-system.json b/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-System/trading-system.json new file mode 100644 index 000000000..abb92d5ad --- /dev/null +++ b/Projects/Portfolio-Management/Schemas/Docs-Nodes/T/Trading/Trading-System/trading-system.json @@ -0,0 +1,39 @@ +{ + "type": "Portfolio System", + "definition": { + "text": "A portfolio system is a framework handling the low-level logic that serves to structure the processes and methods used to implement and deploy portfolio strategies.", + "translations": [ + { + "language": "ES", + "text": "Un portfolio system es un marco que maneja la lógica de bajo nivel que sirve para estructurar los procesos y métodos utilizados para implementar y desplegar estrategias de portfolio.", + "updated": 1624375355452 + } + ] + }, + "paragraphs": [ + { + "style": "Block", + "text": "Content" + }, + { + "style": "Text", + "text": "In practical terms, a portfolio system is a hierarchical arrangement organizing the actionable aspects of your investment plan. The hierarchy contains definitions regarding any number of portfolio strategies, all operating on the same market and sharing the same initial capital allocation." + }, + { + "style": "Text", + "text": "You use a portfolio system to define strategies following the Superalgos Protocol, splitting strategies into four stages: trigger, open, manage, and close." + }, + { + "style": "Text", + "text": "The concept of describing strategies in stages is fundamental to the methodical aspect of the portfolio system, as it provides a framework to run every strategy with the same framework, which contributes to developing scalable portfolio systems that may grow to any number of strategies." + }, + { + "style": "Text", + "text": "When a portfolio system features more than one strategy, the first strategy has precedence over the second, the second over the third, and so on. This means that strategies are evaluated in a sequence. When a given strategy is triggered-on, the remaining strategies in the queue are no longer evaluated until the strategy triggers off. In other words, when multiple strategies are deployed within a single portfolio system, only one strategy may trade at any given moment, and precedence is given by the order around the portfolio system node." + }, + { + "style": "Text", + "text": "As a corollary to the above, if you wish strategies to operate in different markets, or you wish strategies to be able to take positions simultaneously, then you must set up those strategies in different portfolio systems." + } + ] +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/APIs/ExchangeAPI.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/APIs/ExchangeAPI.js new file mode 100644 index 000000000..232db427a --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/APIs/ExchangeAPI.js @@ -0,0 +1,284 @@ +exports.newPortfolioManagementBotModulesExchangeAPI = function (processIndex) { + + let MODULE_NAME = "Exchange API"; + + let thisObject = { + getOrder: getOrder, + createOrder: createOrder, + cancelOrder: cancelOrder, + initialize: initialize, + finalize: finalize + }; + + let portfolioSystem + + let exchangeId + let options = {} + let exchange + + const ccxt = SA.nodeModules.ccxt + + return thisObject; + + function initialize() { + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + + exchangeId = TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.config.codeName + + let key + let secret + let uid + let password + let sandBox = TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.config.sandbox || false; + + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference !== undefined) { + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent !== undefined) { + key = TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent.config.codeName + secret = TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent.config.secret + uid = TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent.config.uid + password = TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent.config.password + } + } + const exchangeClass = ccxt[exchangeId] + const exchangeConstructorParams = { + 'apiKey': key, + 'secret': secret, + 'uid': uid, + 'password': password, + 'timeout': 30000, + 'enableRateLimit': true, + verbose: false, + 'adjustForTimeDifference': true, + options: options + } + exchange = new exchangeClass(exchangeConstructorParams) + // enable sandbox mode based on exchange sandbox param value + if (sandBox) { + exchange.setSandboxMode(sandBox); + } + console.log('Sandbox mode = ' + sandBox); + // uncomment the following line if you want to log the exchange api being used + // console.log(exchange.urls.api); + } + + function finalize() { + portfolioSystem = undefined + exchangeId = undefined + options = undefined + exchange = undefined + } + + async function getOrder(portfolioSystemOrder, portfolioEngineOrder) { + + let orderId = portfolioEngineOrder.exchangeId.value + const symbol = TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName + + /* Basic Logging */ + logInfo("getOrder -> orderId = " + orderId) + logInfo("getOrder -> symbol = " + symbol) + + /* Basic Validations */ + if (exchange.has['fetchOrder'] === false) { + logError("getOrder -> Exchange does not support fetchOrder command."); + return + } + + try { + let order = await exchange.fetchOrder(orderId, symbol) + + logInfo("getOrder -> Response from the Exchange: " + JSON.stringify(order)); + return order + } catch (err) { + const message = 'Get Order Unexpected Error' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + let contextInfo = { + symbol: symbol, + orderId: orderId + } + + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, portfolioSystemOrder.name, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addError([portfolioSystemOrder.id, message, docs]) + + logError("getOrder -> Error = " + err.message); + if (/[0-9a-z]+ NotFound/.test(err.message)) { + logInfo("getOrder -> NotFound, so order is actually closed.") + order = { + status: 'NotFound' + } + return order + } + } + } + + async function createOrder(portfolioSystemOrder, portfolioEngineOrder) { + + let price = portfolioEngineOrder.rate.value // CCXT: how much quote currency you are willing to pay for a trade lot of base currency (for limit orders only) + let type // CCXT: a string literal type of order, ccxt currently unifies market and limit orders only + let side // CCXT: a string literal for the direction of your order, buy or sell + let symbol = TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName // CCXT: a string literal symbol of the market you wish to trade on, like BTC/USD, ZEC/ETH, DOGE/DASH, etc + let amount = portfolioEngineOrder.orderBaseAsset.size.value // CCXT: how much of currency you want to trade, in Base Asset. + + switch (portfolioSystemOrder.type) { + case 'Market Buy Order': { + type = 'market' + side = 'buy' + break + } + case 'Market Sell Order': { + type = 'market' + side = 'sell' + break + } + case 'Limit Buy Order': { + type = 'limit' + side = 'buy' + break + } + case 'Limit Sell Order': { + type = 'limit' + side = 'sell' + break + } + } + + /* Basic Logging */ + logInfo("createOrder -> symbol = " + symbol); + logInfo("createOrder -> side = " + side); + logInfo("createOrder -> type = " + type); + logInfo("createOrder -> amount = " + amount); + logInfo("createOrder -> price = " + price); + + /* Basic Validations */ + if (side !== "buy" && side !== "sell") { + logError("createOrder -> side must be either 'buy' or 'sell'."); + return + } + if (exchange.has['createOrder'] === false) { + logError("createOrder -> Exchange does not support createOrder command."); + return + } + + try { + let order = await (exchange.createOrder(symbol, type, side, amount, price)) + + logInfo("createOrder -> Response from the Exchange: " + JSON.stringify(order)); + return order.id + } catch (err) { + + let exchangeApiKey = TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent + let message = 'Create Order Unexpected Error' + + logError("createOrder -> Error = " + err.message) + logError("createOrder -> symbol = " + symbol); + logError("createOrder -> side = " + side); + logError("createOrder -> type = " + type); + logError("createOrder -> amount = " + amount); + logError("createOrder -> price = " + price); + if ( + err.message.indexOf('API-key format invalid') >= 0 || + err.message.indexOf('Invalid API-key, IP, or permissions for action.') >= 0 || + err.message.indexOf('"code":-2015') >= 0 + ) { + logError('The exchange says the API key provided is not good or it is not in the correct format. This is what you are using:') + errorFooter() + + message = 'Invalid Exchange API Key' + } + if ( + err.message.indexOf('Signature for this request is not valid.') >= 0 || + err.message.indexOf('"code":-1022') >= 0 + ) { + logError('The exchange says the secret provided is not good, incorrect or not in the correct format. This is what you are using:') + errorFooter() + + message = 'Invalid Exchange API Secret' + } + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + let contextInfo = { + symbol: symbol, + side: side, + type: type, + amount: amount, + price: price, + key: exchangeApiKey.config.codeName, + secret: exchangeApiKey.config.secret, + keyLength: exchangeApiKey.config.codeName.length, + secretLength: exchangeApiKey.config.secret.length + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, exchangeApiKey.name, undefined, exchangeApiKey.config, undefined, contextInfo) + + portfolioSystem.addError([exchangeApiKey.id, message, docs]) + + function errorFooter() { + logError('key: ->' + exchangeApiKey.config.codeName + '<-') + logError('secret: ->' + exchangeApiKey.config.secret + '<-') + logError('key.length:' + exchangeApiKey.config.codeName.length) + logError('secret.length:' + exchangeApiKey.config.secret.length) + logError('Double check that you copied the key at the codeName property and the secret at secret property without bringing any invisible caracter from the exchange web site, or leaving any character from the sample text. Also check that the keys are not disabled at the exchange ot that they are not restricted by IP.') + logError('As a remainder. Binance key and secret are 64 bytes in lenght each one. ') + } + } + } + + async function cancelOrder(portfolioSystemOrder, portfolioEngineOrder) { + + let orderId = portfolioEngineOrder.exchangeId.value + + /* Basic Logging */ + logInfo("cancelOrder -> Entering function. orderId = " + orderId); + + const symbol = TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName + + /* Basic Validations */ + if (exchange.has['fetchOrder'] === false) { + logError("cancelOrder -> Exchange does not support fetchOrder command."); + return + } + + try { + let order = await exchange.cancelOrder(orderId, symbol) + + logInfo("cancelOrder -> Response from the Exchange: " + JSON.stringify(order)); + return true + } catch (err) { + const message = 'Cancel Order Unexpected Error' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + let contextInfo = { + symbol: symbol, + orderId: orderId + } + + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, portfolioSystemOrder.name, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addError([portfolioSystemOrder.id, message, docs]) + logError("cancelOrder -> Error = " + err.message); + } + } + + function logInfo(message) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] ' + message) + } + + function logError(message) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] ' + message) + } + }; + diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/OrdersCalculations.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/OrdersCalculations.js new file mode 100644 index 000000000..f210a430a --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/OrdersCalculations.js @@ -0,0 +1,352 @@ +exports.newPortfolioManagementBotModulesOrdersCalculations = function (processIndex) { + /* + When we are live portfolio, we need to synchronize with the exchange. + */ + + let thisObject = { + actualSizeCalculation: actualSizeCalculation, + actualRateCalculation: actualRateCalculation, + feesToBePaidCalculation: feesToBePaidCalculation, + amountReceivedCalculation: amountReceivedCalculation, + percentageFilledCalculation: percentageFilledCalculation, + feesPaidCalculation: feesPaidCalculation, + sizeFilledCalculation: sizeFilledCalculation, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let portfolioSystem + let sessionParameters + + return thisObject + + function initialize() { + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + } + + function finalize() { + sessionParameters = undefined + portfolioEngine = undefined + portfolioSystem = undefined + } + + async function actualSizeCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) { + /* + When we submit the order to the exchange, we do it specifying the order size + in Base Asset. It is mandatory to be in Base Asset as per CCXT Library API and + probably as per the Exchange API too. + + The exchange might take that size or might change it a little + bit. For example, if it does not accept as many decimals as we are sending. + + We have also seen that for Market Orders, the exchange usually does not take + the size requested exactly. Sometimes is a little bit less or even a little bit + more. For Limit orders it is usually the same. + + If it happens that the size accepted (Actual Size) is different than the + size requested (Size), we need to make several adjustments so that the + accounting synchronizes with reality. + */ + + /* This calculation needs to happen only once, the first time the order is checked. */ + if (portfolioEngineOrder.orderBaseAsset.actualSize.value !== portfolioEngineOrder.orderBaseAsset.actualSize.config.initialValue) { return } + + if ( order.amount !== undefined) { + /* We receive the actual size from the exchange at the order.amount field. */ + portfolioEngineOrder.orderBaseAsset.actualSize.value = order.amount + } + + recalculateActualSize() + recalculateSizePlaced() + + function recalculateActualSize() { + /* + We will recalculate the Quoted Asset Actual Size. This will also give to it an initial value. + In the next formula, we are unsing the rate of the order because we dont know yet the Actual Rate. + This rate might be replaced afteerwards for the Actual Rate when this is calculated again once + the Actual Rate is known. + */ + portfolioEngineOrder.orderQuotedAsset.actualSize.value = portfolioEngineOrder.orderBaseAsset.actualSize.value * portfolioEngineOrder.rate.value + + portfolioEngineOrder.orderBaseAsset.actualSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderBaseAsset.actualSize.value, 10) + portfolioEngineOrder.orderQuotedAsset.actualSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.actualSize.value, 10) + } + + function recalculateSizePlaced() { + /* + We will also recalculate the Size Placed that was previously calculated with the order Size, + and now we will do it with the order Actual Size. + + We need to unaccount the previous size placed and correctly account + for the the new actual sizes we now know. + */ + portfolioEngineStage.stageBaseAsset.sizePlaced.value = + portfolioEngineStage.stageBaseAsset.sizePlaced.value - + portfolioEngineOrder.orderBaseAsset.size.value + + portfolioEngineStage.stageBaseAsset.sizePlaced.value = + portfolioEngineStage.stageBaseAsset.sizePlaced.value + + portfolioEngineOrder.orderBaseAsset.actualSize.value + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = + portfolioEngineStage.stageQuotedAsset.sizePlaced.value - + portfolioEngineOrder.orderQuotedAsset.size.value + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = + portfolioEngineStage.stageQuotedAsset.sizePlaced.value + + portfolioEngineOrder.orderQuotedAsset.actualSize.value + + portfolioEngineStage.stageBaseAsset.sizePlaced.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageBaseAsset.sizePlaced.value, 10) + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageQuotedAsset.sizePlaced.value, 10) + } + } + + async function actualRateCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) { + /* + Actual Rate Calculation: Let's remember that the exchange may not take the rate + we send it with the order (in Limit orders) and for any reason change it a little bit. + For example we might have sent a rate with too many decimals and the exchange truncate + them. Another thing that might happen is that we send a rate that is matching orders already + at the order book. In this case we would get an actual rate not only different than the one + we sent, but also, better since the portfolio engine inside the exchange would match orders + with the first orders best by price. + + In the case of Market Orders we don't even send a rate. For all those reason + we get and store the Actual Rate at which the order was filled. + */ + if (order.average !== undefined) { + /* + We will use the average whenever is available. As of today it is not 100% clear when this is + available, but it seems sometimes it is not. In those cases we use the price. + */ + portfolioEngineOrder.orderStatistics.actualRate.value = order.average + } else if (order.price !== undefined) { + /* + We use the order.price when the average is not available. + */ + portfolioEngineOrder.orderStatistics.actualRate.value = order.price + } + + portfolioEngineOrder.orderStatistics.actualRate.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderStatistics.actualRate.value, 10) + + /* + If the Actual Rate happens to be exctly the same than the order rate, then there is + nothing else to do here. Otherwise there are adjustments to be made. + */ + if (portfolioEngineOrder.orderStatistics.actualRate.value === portfolioEngineOrder.rate.value) { return } + + let previousQuotedAssetActualSize = portfolioEngineOrder.orderQuotedAsset.actualSize.value + + recalculateActualSize() + recalculateSizePlaced() + + function recalculateActualSize() { + /* + Now we know the Actual Rate at which the order was filled. Since the actual rate + is not the same as the Rate we defined for the order, we need to synchronize + the Actual Order Size for Quoted Asset since it was calculated with the Order Size that we + now know it is not the one really used at the exchange. We will recalculate the + Actual Size in Quoted Asset and not in Base Asset, since the Actual Size in Base Asset + is the one we accepted by the exchange, so that is fixed, regardless of how we initially + got the Order Size in Base Asset, either from direct imput from the user or calculated + from the Order Size in Quoted Asset input it by the user. So here we go. + */ + previousQuotedAssetActualSize = portfolioEngineOrder.orderQuotedAsset.actualSize.value + + portfolioEngineOrder.orderQuotedAsset.actualSize.value = + portfolioEngineOrder.orderBaseAsset.actualSize.value * + portfolioEngineOrder.orderStatistics.actualRate.value + + portfolioEngineOrder.orderQuotedAsset.actualSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.actualSize.value, 10) + + const message = 'Calculating - Actual Size Recalculated' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousQuotedAssetActualSize: previousQuotedAssetActualSize, + recalculatedQuotedAssetActualSize: portfolioEngineOrder.orderQuotedAsset.actualSize.value, + actualRate: portfolioEngineOrder.orderStatistics.actualRate.value, + orderRate: portfolioEngineOrder.rate.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngineOrder.orderQuotedAsset.actualSize.id, portfolioEngineOrder.orderStatistics.actualRate.id], + message, + docs + ] + ) + } + + function recalculateSizePlaced() { + let previousStageQuotedAssetSizePlaced = portfolioEngineStage.stageQuotedAsset.sizePlaced.value + /* + Since we changed the Actual Size in Quoted Asset, we need to fix the Size Placed in Quoted Asset + that was previously calculated with the previous value of actualSize. + */ + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = + portfolioEngineStage.stageQuotedAsset.sizePlaced.value - + previousQuotedAssetActualSize + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = + portfolioEngineStage.stageQuotedAsset.sizePlaced.value + + portfolioEngineOrder.orderQuotedAsset.actualSize.value + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageQuotedAsset.sizePlaced.value, 10) + + const message = 'Calculating - Size Placed Recalculated' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousStageQuotedAssetSizePlaced: previousStageQuotedAssetSizePlaced, + recalculatedStageQuotedAssetSizePlaced: portfolioEngineStage.stageQuotedAsset.sizePlaced.value, + actualRate: portfolioEngineOrder.orderStatistics.actualRate.value, + orderRate: portfolioEngineOrder.rate.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngineStage.stageQuotedAsset.sizePlaced.id, portfolioEngineOrder.orderStatistics.actualRate.id], + message, + docs + ] + ) + } + } + + async function feesToBePaidCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) { + /* + The Fees To Be Paid are the fees that will be paid once the order is 100% Filled. + */ + switch (portfolioEngineOrder.type) { + case 'Market Order': { + await applyFeePercentage( + 'feesToBePaid', + portfolioEngineOrder, + portfolioSystemOrder, + sessionParameters.feeStructure.config.taker, + 100 + ) + break + } + case 'Limit Order': { + await applyFeePercentage( + 'feesToBePaid', + portfolioEngineOrder, + portfolioSystemOrder, + sessionParameters.feeStructure.config.maker, + 100 + ) + break + } + } + } + + async function percentageFilledCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) { + /* + Percentage Filled Calculation: The only relevant information we get from the exchange is the order.filled. + We know this field will go up until reaching the Actual Size. Once it reaches that number + the order will be 100% filled. + */ + if (order.filled !== undefined) { + portfolioEngineOrder.orderStatistics.percentageFilled.value = order.filled * 100 / portfolioEngineOrder.orderBaseAsset.actualSize.value + portfolioEngineOrder.orderStatistics.percentageFilled.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderStatistics.percentageFilled.value, 10) + } + } + + async function feesPaidCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) { + /* + Within the order information received from the exchange we can not see the fees paid so we need to + calculate them ourselves. Knwowing the Fees Paid is critical to later update the balances correctly, + since at every trade we will receive less than just the Actual Size. In fact we will receive the Actual + Size minus the Fees Paid. + + The percentage at which the exchange will charge fees needs to be configured at the the Session Fees Parameters. + */ + switch (portfolioEngineOrder.type) { + case 'Market Order': { + await applyFeePercentage( + 'feesPaid', + portfolioEngineOrder, + portfolioSystemOrder, + sessionParameters.feeStructure.config.taker, + portfolioEngineOrder.orderStatistics.percentageFilled.value + ) + break + } + case 'Limit Order': { + await applyFeePercentage( + 'feesPaid', + portfolioEngineOrder, + portfolioSystemOrder, + sessionParameters.feeStructure.config.maker, + portfolioEngineOrder.orderStatistics.percentageFilled.value + ) + break + } + } + } + + async function sizeFilledCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) { + /* + CCXT returns order.filled with an amount denominated in Base Asset. We will + take it from there for our Order Base Asset. The amount in order.filled does + not reflect the Fees Paid, even if we are paying the fees in Base Asset. + */ + if (order.filled !== undefined) { + portfolioEngineOrder.orderBaseAsset.sizeFilled.value = order.filled + portfolioEngineOrder.orderBaseAsset.sizeFilled.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderBaseAsset.sizeFilled.value, 10) + } + /* + For Quoted Asset, CCXT does not return any field with the size filled, so we + need to calculate that by ourselves. + */ + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value = + portfolioEngineOrder.orderQuotedAsset.actualSize.value * portfolioEngineOrder.orderStatistics.percentageFilled.value / 100 + + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.sizeFilled.value, 10) + } + + async function amountReceivedCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) { + /* + This calculation is for informational purposes, so that users do not have to calculate + it by themselves. The Amount Received out of the trade depends if we are Buying or Selling + the Base Asset. If we are Buying, then the Amount Receiced will be in Base Asset. If we + are selling then it will be in Quoted Asset. + */ + + switch (true) { + case portfolioSystemOrder.type === 'Market Buy Order' || portfolioSystemOrder.type === 'Limit Buy Order': { + /* + In this case the Amount Received is in Base Asset. + */ + portfolioEngineOrder.orderBaseAsset.amountReceived.value = + portfolioEngineOrder.orderBaseAsset.sizeFilled.value - + portfolioEngineOrder.orderBaseAsset.feesPaid.value + break + } + case portfolioSystemOrder.type === 'Market Sell Order' || portfolioSystemOrder.type === 'Limit Sell Order': { + /* + In this case the Amount Received is in Quoted Asset. + */ + portfolioEngineOrder.orderQuotedAsset.amountReceived.value = + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value - + portfolioEngineOrder.orderQuotedAsset.feesPaid.value + break + } + } + } +} diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/OrdersSimulations.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/OrdersSimulations.js new file mode 100644 index 000000000..26a7bda74 --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/OrdersSimulations.js @@ -0,0 +1,538 @@ +exports.newPortfolioManagementBotModulesOrdersSimulations = function (processIndex) { + /* + When we are backtesting or paper portfolio, we need to simulate what would have happened at the exchange. + */ + + let thisObject = { + actualSizeSimulation: actualSizeSimulation, + actualRateSimulation: actualRateSimulation, + feesToBePaidSimulation: feesToBePaidSimulation, + amountReceivedSimulation: amountReceivedSimulation, + percentageFilledSimulation: percentageFilledSimulation, + feesPaidSimulation: feesPaidSimulation, + sizeFilledSimulation: sizeFilledSimulation, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let portfolioSystem + let sessionParameters + + return thisObject + + function initialize() { + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + } + + function finalize() { + sessionParameters = undefined + portfolioEngine = undefined + portfolioSystem = undefined + } + + async function actualSizeSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) { + /* + The Actual Size is the size the exchange accepts for the order, + regarless of the size sent in the request to the exchange. + + While backtesting and paper portfolio, we do not really need to + simulate an Actual Size. We will just copy to that field the + size of the order. + + This calculation needs to happen only once, so as to set these values. + */ + if (portfolioEngineOrder.orderBaseAsset.actualSize.value !== portfolioEngineOrder.orderBaseAsset.actualSize.config.initialValue) { return } + + portfolioEngineOrder.orderBaseAsset.actualSize.value = portfolioEngineOrder.orderBaseAsset.size.value + portfolioEngineOrder.orderQuotedAsset.actualSize.value = portfolioEngineOrder.orderQuotedAsset.size.value + } + + function actualRateSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) { + /* Actual Rate Simulation */ + let previousQuotedAssetActualSize = portfolioEngineOrder.orderQuotedAsset.actualSize.value + + if (portfolioEngineOrder.orderStatistics.actualRate.value === portfolioEngineOrder.orderStatistics.actualRate.config.initialValue) { + /* + The default value for the Actual Rate is the rate of the order. + */ + portfolioEngineOrder.orderStatistics.actualRate.value = portfolioEngineOrder.rate.value + } + + basedOnSessionParameters() + basedOnPortfolioSystem() + considerBestMatchWithOrderBook() + recalculateActualSize() + recalculateSizePlaced() + + function basedOnSessionParameters() { + /* + The default way to calculate the Actual Rate is to apply the Slippage defined + at the Session Parameters Definition. We are not going to apply the default if there + is a definition for this order on how to calculate the actual rate. + */ + if (portfolioSystemOrder.simulatedExchangeEvents !== undefined) { + if (portfolioSystemOrder.simulatedExchangeEvents.simulatedActualRate !== undefined) { + return + } + } + switch (portfolioEngineOrder.type) { + case 'Market Order': { + + /* Actual Rate is simulated based on the Session Paremeters */ + let slippageAmount = portfolioEngineOrder.rate.value * sessionParameters.slippage.config.marketOrderRate / 100 + if (slippageAmount !== 0) { + switch (portfolioSystemOrder.type) { + case 'Market Sell Order': { + portfolioEngineOrder.orderStatistics.actualRate.value = portfolioEngineOrder.rate.value - slippageAmount + portfolioEngineOrder.orderStatistics.actualRate.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderStatistics.actualRate.value, 10) + + const message = 'Simulating - Slippage Subtracted' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + slippageAmount: slippageAmount, + orderRate: portfolioEngineOrder.rate.value, + actualRate: portfolioEngineOrder.orderStatistics.actualRate.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [sessionParameters.slippage.id, portfolioEngineOrder.rate.id, portfolioEngineOrder.orderStatistics.actualRate.id], + message, + docs + ] + ) + break + } + case 'Market Buy Order': { + portfolioEngineOrder.orderStatistics.actualRate.value = portfolioEngineOrder.rate.value + slippageAmount + portfolioEngineOrder.orderStatistics.actualRate.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderStatistics.actualRate.value, 10) + + const message = 'Simulating - Slippage Added' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + slippageAmount: slippageAmount, + orderRate: portfolioEngineOrder.rate.value, + actualRate: portfolioEngineOrder.orderStatistics.actualRate.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [sessionParameters.slippage.id, portfolioEngineOrder.rate.id, portfolioEngineOrder.orderStatistics.actualRate.id], + message, + docs + ] + ) + break + } + } + } + break + } + case 'Limit Order': { + /* In Limit Orders the actual rate is the rate of the order, there is no slippage */ + portfolioEngineOrder.orderStatistics.actualRate.value = portfolioEngineOrder.rate.value + break + } + } + } + + function basedOnPortfolioSystem() { + /* + If the user specified a Formula to simulate the Actual Rate for this order, + we use that formula here. Note that if this Formula exists, this will override + the calculation based on Slippage. + */ + if (portfolioSystemOrder.simulatedExchangeEvents !== undefined) { + if (portfolioSystemOrder.simulatedExchangeEvents.simulatedActualRate !== undefined) { + if (portfolioSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula !== undefined) { + /* Calculate this only once for this order */ + if (portfolioEngineOrder.orderStatistics.actualRate.value === portfolioEngineOrder.orderStatistics.actualRate.config.initialValue) { + let newValue = portfolioSystem.formulas.get(portfolioSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula.id) + newValue = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(newValue, 10) + + const message = 'Simulating - Actual Rate Based On Formula' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousActualRate: portfolioEngineOrder.orderStatistics.actualRate.value, + recalculatedActualRate: newValue + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + portfolioSystemOrder.simulatedExchangeEvents.simulatedActualRate.formula.id, + message, + docs + ] + ) + portfolioEngineOrder.orderStatistics.actualRate.value = newValue + } + } + } + } + } + + function considerBestMatchWithOrderBook() { + /* + Until here we have got the Actual Rate based on the formula definition or based on session parameters slippage. + The last check is about watching what happened in the market. Let's remember that the exchange will + fill the order with the best possible matches at it's order book. That means that if the rate + we set for the order was too low (for a sale order) or too hight (for a buy order), the actual rate + should be better than expected. + + We don't know what it is at the order book, but whe know that the last candle includes trades that bounced between + the min an max of the candle. That could tell us the above the max and below the min, the order would be matched + with orders at the order book. For that reason, we do this: + */ + switch (true) { + case portfolioSystemOrder.type === 'Market Buy Order' || portfolioSystemOrder.type === 'Limit Buy Order': { + if (portfolioEngineOrder.orderStatistics.actualRate.value > portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value) { + + const message = 'Simulating - Actual Rate Too Hight' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousActualRate: portfolioEngineOrder.orderStatistics.actualRate.value, + recalculatedActualRate: portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngineOrder.orderStatistics.actualRate.id, portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.id], + message, + docs + ] + ) + portfolioEngineOrder.orderStatistics.actualRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value + } + break + } + case portfolioSystemOrder.type === 'Market Sell Order' || portfolioSystemOrder.type === 'Limit Sell Order': { + if (portfolioEngineOrder.orderStatistics.actualRate.value < portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.value) { + + const message = 'Simulating - Actual Rate Too Low' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousActualRate: portfolioEngineOrder.orderStatistics.actualRate.value, + recalculatedActualRate: portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngineOrder.orderStatistics.actualRate.id, portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.id], + message, + docs + ] + ) + portfolioEngineOrder.orderStatistics.actualRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.value + } + break + } + } + portfolioEngineOrder.orderStatistics.actualRate.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderStatistics.actualRate.value, 10) + } + + function recalculateActualSize() { + if (portfolioEngineOrder.orderStatistics.actualRate.value === portfolioEngineOrder.rate.value) { return } + /* + Now that we have an Actual Rate, we need to adjust the Actual Size in Quoted Asset, since + Base Asset is what the exchange accepts as input and give information at. Quotes Asset properties are always calculated. + */ + portfolioEngineOrder.orderQuotedAsset.actualSize.value = + portfolioEngineOrder.orderBaseAsset.actualSize.value * + portfolioEngineOrder.orderStatistics.actualRate.value + + portfolioEngineOrder.orderQuotedAsset.actualSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.actualSize.value, 10) + + const message = 'Simulating - Actual Size Recalculated' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousQuotedAssetActualSize: previousQuotedAssetActualSize, + recalculatedQuotedAssetActualSize: portfolioEngineOrder.orderQuotedAsset.actualSize.value, + actualRate: portfolioEngineOrder.orderStatistics.actualRate.value, + orderRate: portfolioEngineOrder.rate.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngineOrder.orderQuotedAsset.actualSize.id, portfolioEngineOrder.orderStatistics.actualRate.id], + message, + docs + ] + ) + } + + function recalculateSizePlaced() { + if (portfolioEngineOrder.orderStatistics.actualRate.value === portfolioEngineOrder.rate.value) { return } + /* + Since the Actual Rate might have changed, we need to recalculate the Size Placed, where we accumulate all the Size Placed of + all orders of a Stage. For Base Asset there is nothing to do, since the Actual Rate does not have an inpact on it. + + For Quoted Asset, we need to first unaccount what this same orded added before to Size Placed (with the precious Actual Size) and + account with the new Actual Size. + */ + let previousStageQuotedAssetSizePlaced = portfolioEngineStage.stageQuotedAsset.sizePlaced.value + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = + portfolioEngineStage.stageQuotedAsset.sizePlaced.value - + previousQuotedAssetActualSize + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = + portfolioEngineStage.stageQuotedAsset.sizePlaced.value + + portfolioEngineOrder.orderQuotedAsset.actualSize.value + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageQuotedAsset.sizePlaced.value, 10) + + const message = 'Simulating - Size Placed Recalculated' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousStageQuotedAssetSizePlaced: previousStageQuotedAssetSizePlaced, + recalculatedStageQuotedAssetSizePlaced: portfolioEngineStage.stageQuotedAsset.sizePlaced.value, + actualRate: portfolioEngineOrder.orderStatistics.actualRate.value, + orderRate: portfolioEngineOrder.rate.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngineStage.stageQuotedAsset.sizePlaced.id, portfolioEngineOrder.orderStatistics.actualRate.id], + message, + docs + ] + ) + } + } + + async function feesToBePaidSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) { + /* + The Fees To Be Paid are the fees that will be paid once the order is 100% Filled. + */ + switch (portfolioEngineOrder.type) { + case 'Market Order': { + await applyFeePercentage( + 'feesToBePaid', + portfolioEngineOrder, + portfolioSystemOrder, + sessionParameters.feeStructure.config.taker, + 100 + ) + break + } + case 'Limit Order': { + await applyFeePercentage( + 'feesToBePaid', + portfolioEngineOrder, + portfolioSystemOrder, + sessionParameters.feeStructure.config.maker, + 100 + ) + break + } + } + } + + function percentageFilledSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) { + /* + When we are live, it is the exchange who knows which order was filled and in + which amount. Since we are backtesting here, we need to simulate what happens + at the exchange. We can not simulate that an order is filled if the candle we + see did not touch the order. + + For limit buy orders we are going to check if the price was below the order actual rate, and + for limit sell orders we are going to check if the price was above the order actual rate. + + If we have a partial filling defined specifically for this order, + we are going to use it to estimate how much of the order we will consider filled. + */ + let orderWasHit + switch (portfolioSystemOrder.type) { + case 'Limit Buy Order': { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.value <= portfolioEngineOrder.orderStatistics.actualRate.value) { + orderWasHit = true + } + break + } + case 'Limit Sell Order': { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value >= portfolioEngineOrder.orderStatistics.actualRate.value) { + orderWasHit = true + } + break + } + case 'Market Buy Order': { + orderWasHit = true + break + } + case 'Market Sell Order': { + orderWasHit = true + break + } + } + if (orderWasHit === true) { + /* + Initially, we will assume that 100% of the order was filled. This might be overwritten + if there is a configuration for this order that details how much is must be considered + filled each time we check this. + */ + portfolioEngineOrder.orderStatistics.percentageFilled.value = 100 + + /* Based on the Portfolio System Definition */ + if (portfolioSystemOrder.simulatedExchangeEvents !== undefined) { + if (portfolioSystemOrder.simulatedExchangeEvents.simulatedPartialFill !== undefined) { + if (portfolioSystemOrder.simulatedExchangeEvents.simulatedPartialFill.config.fillProbability !== undefined) { + + /* Percentage Filled */ + let percentageFilled = portfolioSystemOrder.simulatedExchangeEvents.simulatedPartialFill.config.fillProbability * 100 + if (portfolioEngineOrder.orderStatistics.percentageFilled.value + percentageFilled > 100) { + percentageFilled = 100 - portfolioEngineOrder.orderStatistics.percentageFilled.value + } + portfolioEngineOrder.orderStatistics.percentageFilled.value = portfolioEngineOrder.orderStatistics.percentageFilled.value + percentageFilled + portfolioEngineOrder.orderStatistics.percentageFilled.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderStatistics.percentageFilled.value, 10) + } + } + } + } + } + + function feesPaidSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) { + /* + The way the Fess Paid are calculated is as follows: From the order Actual Size we apply the % of fee, + that would give us the total fees for that order. To that we apply the % filled of the orders, + that give use the final result of the fees paid for the current % filled. + + But before that, we will see if there is an specific definition on how to simulate the fees for + this order, or if there is not, we use the Fees Structure defined at the Session Parameters. + */ + + /* Based on the Portfolio System Definition */ + if (portfolioSystemOrder.simulatedExchangeEvents !== undefined) { + if (portfolioSystemOrder.simulatedExchangeEvents.simulatedFeesPaid !== undefined) { + if (portfolioSystemOrder.simulatedExchangeEvents.simulatedFeesPaid.config.percentage !== undefined) { + applyFeePercentage( + 'feesPaid', + portfolioEngineOrder, + portfolioSystemOrder, + portfolioSystemOrder.simulatedExchangeEvents.simulatedFeesPaid.config.percentage, + portfolioEngineOrder.orderStatistics.percentageFilled.value + ) + return + } + } + } + + /* + Another way to simulate the Fees Paid is by using the Session Paremeters configuration for Fees. + */ + switch (portfolioEngineOrder.type) { + case 'Market Order': { + applyFeePercentage( + 'feesPaid', + portfolioEngineOrder, + portfolioSystemOrder, + sessionParameters.feeStructure.config.taker, + portfolioEngineOrder.orderStatistics.percentageFilled.value + ) + break + } + case 'Limit Order': { + applyFeePercentage( + 'feesPaid', + portfolioEngineOrder, + portfolioSystemOrder, + sessionParameters.feeStructure.config.maker, + portfolioEngineOrder.orderStatistics.percentageFilled.value + ) + break + } + } + } + + function sizeFilledSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) { + /* + Size Filled is the amount of Base Asset or Quoted Asset that at the exchange matches + another counterparty order. We calculate this using the Percentage Filled we already simulated. + */ + + portfolioEngineOrder.orderBaseAsset.sizeFilled.value = + portfolioEngineOrder.orderBaseAsset.actualSize.value * + portfolioEngineOrder.orderStatistics.percentageFilled.value / 100 + + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value = + portfolioEngineOrder.orderQuotedAsset.actualSize.value * + portfolioEngineOrder.orderStatistics.percentageFilled.value / 100 + + portfolioEngineOrder.orderBaseAsset.sizeFilled.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderBaseAsset.sizeFilled.value, 10) + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.sizeFilled.value, 10) + } + + async function amountReceivedSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) { + /* + This simulation is for informational purposes, so that users do not have to calculate + it by themselves. The Amount Received out of the trade depends if we are Buying or Selling + the Base Asset. If we are Buying, then the Amount Receiced will be in Base Asset. If we + are selling then it will be in Quoted Asset. + */ + + switch (true) { + case portfolioSystemOrder.type === 'Market Buy Order' || portfolioSystemOrder.type === 'Limit Buy Order': { + /* + In this case the Amount Received is in Base Asset. + */ + portfolioEngineOrder.orderBaseAsset.amountReceived.value = + portfolioEngineOrder.orderBaseAsset.sizeFilled.value - + portfolioEngineOrder.orderBaseAsset.feesPaid.value + break + } + case portfolioSystemOrder.type === 'Market Sell Order' || portfolioSystemOrder.type === 'Limit Sell Order': { + /* + In this case the Amount Received is in Quoted Asset. + */ + portfolioEngineOrder.orderQuotedAsset.amountReceived.value = + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value - + portfolioEngineOrder.orderQuotedAsset.feesPaid.value + break + } + } + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioEngine.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioEngine.js new file mode 100644 index 000000000..dff0b8c1b --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioEngine.js @@ -0,0 +1,229 @@ +exports.newPortfolioManagementBotModulesPortfolioEngine = function (processIndex) { + /* + We call the Portfolio Engine to the data structure that is needed in order to exevute the + portfolio protocol with the specific rules defined at the Portfolio System. + */ + + let thisObject = { + mantain: mantain, + reset: reset, + getNodeById: getNodeById, + cloneValues: cloneValues, + setCurrentCandle: setCurrentCandle, + setCurrentCycle: setCurrentCycle, + initializeNode: initializeNode, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let sessionParameters + let nodesMap = new Map() + + return thisObject + + function initialize() { + + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + + initializeNodeMap(portfolioEngine) + + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true) { + /* + Here we will go through all the nodes in the Portfolio Engine hiriarchy and + apply the initial value to the value property when needed + */ + initializeNode(portfolioEngine) + } + } + + function finalize() { + portfolioEngine = undefined + sessionParameters = undefined + nodesMap = undefined + } + + function mantain() { + } + + function reset() { + + } + + function getNodeById(NodeId) { + return nodesMap.get(NodeId) + } + + function setCurrentCandle(candle) { + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value = candle.begin + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value = candle.end + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.open.value = candle.open + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value = candle.close + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.value = candle.min + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value = candle.max + } + + function setCurrentCycle(cycle) { + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.value = cycle + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastBegin.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.begin.value + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.end.value + switch (cycle) { + case 'First': { + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.begin.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value + + sessionParameters.timeFrame.config.value + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.end.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value + + sessionParameters.timeFrame.config.value + + sessionParameters.timeFrame.config.value / 2 - 1 + break + } + case 'Second': { + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.begin.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value + + sessionParameters.timeFrame.config.value + + sessionParameters.timeFrame.config.value / 2 + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.end.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value + + sessionParameters.timeFrame.config.value + + sessionParameters.timeFrame.config.value * 4 / 4 - 1 + break + } + } + /* + We can not have the last begin or last end to be zero, because that would prevent + objects starting with lastBegin in zero to being saved on file. For that reason + we will do this: + */ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastBegin.value === 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastBegin.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.begin.value + } + if (portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value === 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.end.value + } + } + + function cloneValues(originNode, destinationNode) { + if (originNode === undefined) { return } + if (destinationNode === undefined) { return } + + /* Here copy the node value */ + destinationNode.value = originNode.value + + /* Now we go down through all the children of the origin node, assuming the destination node has the same children structure*/ + let schemaDocument = TS.projects.foundations.globals.taskConstants.APP_SCHEMA_MAP.get(originNode.project + '-' + originNode.type) + if (schemaDocument === undefined) { return } + + if (schemaDocument.childrenNodesProperties !== undefined) { + let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. + for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { + let property = schemaDocument.childrenNodesProperties[i] + + switch (property.type) { + case 'node': { + if (property.name !== previousPropertyName) { + if (originNode[property.name] !== undefined && destinationNode[property.name] !== undefined) { + cloneValues(originNode[property.name], destinationNode[property.name]) + } + previousPropertyName = property.name + } + break + } + case 'array': { + if (originNode[property.name] !== undefined && destinationNode[property.name] !== undefined) { + let originNodePropertyArray = originNode[property.name] + let destinationNodePropertyArray = destinationNode[property.name] + for (let m = 0; m < originNodePropertyArray.length; m++) { + cloneValues(originNodePropertyArray[m], destinationNodePropertyArray[m]) + } + } + break + } + } + } + } + } + + function initializeNodeMap(node) { + if (node === undefined) { return } + /* Add to Node Map */ + nodesMap.set(node.id, node) + + /* Now we go down through all this node children */ + let schemaDocument = TS.projects.foundations.globals.taskConstants.APP_SCHEMA_MAP.get(node.project + '-' + node.type) + if (schemaDocument === undefined) { return } + + if (schemaDocument.childrenNodesProperties !== undefined) { + let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. + for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { + let property = schemaDocument.childrenNodesProperties[i] + + switch (property.type) { + case 'node': { + if (property.name !== previousPropertyName) { + if (node[property.name] !== undefined) { + initializeNodeMap(node[property.name]) + } + previousPropertyName = property.name + } + break + } + case 'array': { + if (node[property.name] !== undefined) { + let nodePropertyArray = node[property.name] + for (let m = 0; m < nodePropertyArray.length; m++) { + initializeNodeMap(nodePropertyArray[m]) + } + } + break + } + } + } + } + } + + function initializeNode(node) { + if (node === undefined) { return } + + /* Here we initialize the node value */ + if (node.config !== undefined) { + if (node.config.initialValue !== undefined) { + node.value = node.config.initialValue + } + } + + /* Now we go down through all this node children */ + let schemaDocument = TS.projects.foundations.globals.taskConstants.APP_SCHEMA_MAP.get(node.project + '-' + node.type) + if (schemaDocument === undefined) { return } + + if (schemaDocument.childrenNodesProperties !== undefined) { + let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. + for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { + let property = schemaDocument.childrenNodesProperties[i] + + switch (property.type) { + case 'node': { + if (property.name !== previousPropertyName) { + if (node[property.name] !== undefined) { + initializeNode(node[property.name]) + } + previousPropertyName = property.name + } + break + } + case 'array': { + if (node[property.name] !== undefined) { + let nodePropertyArray = node[property.name] + for (let m = 0; m < nodePropertyArray.length; m++) { + initializeNode(nodePropertyArray[m]) + } + } + break + } + } + } + } + } +} + diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioEpisode.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioEpisode.js new file mode 100644 index 000000000..50306a40f --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioEpisode.js @@ -0,0 +1,319 @@ +exports.newPortfolioManagementBotModulesPortfolioEpisode = function (processIndex) { + /* + This module packages all functions related to Episodes. + */ + let thisObject = { + mantain: mantain, + reset: reset, + openEpisode: openEpisode, + updateExitType: updateExitType, + closeEpisode: closeEpisode, + cycleBasedStatistics: cycleBasedStatistics, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let portfolioSystem + let sessionParameters + + return thisObject + + function initialize() { + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + } + + function finalize() { + portfolioEngine = undefined + portfolioSystem = undefined + sessionParameters = undefined + } + + function mantain() { + updateCounters() + updateStatistics() + updateEnds() + updateDistanceToPortfolioEventsCounters() + } + + function reset() { + resetPortfolioEngineDataStructure() + } + + function openEpisode() { + /* + This function is called each time the simulation starts. That does not mean the Episode + must be opened there, since it might happen that it is looping at the end of the market + or the task / session was restarted. We will only execute if the episode was never opened before. + */ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.begin.value !== portfolioEngine.portfolioCurrent.portfolioEpisode.begin.config.initialValue) { return } + + /* Starting begin and end */ + portfolioEngine.portfolioCurrent.portfolioEpisode.begin.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value + portfolioEngine.portfolioCurrent.portfolioEpisode.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value + + /* Getting the begin Balance from the session configuration */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.beginBalance.value = sessionParameters.sessionBaseAsset.config.initialBalance + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.beginBalance.value = sessionParameters.sessionQuotedAsset.config.initialBalance + + /* The current balance is also the begin balance, that is how this starts. */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value = sessionParameters.sessionBaseAsset.config.initialBalance + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value = sessionParameters.sessionQuotedAsset.config.initialBalance + + /* Recording the opening at the Portfolio Engine Data Structure */ + portfolioEngine.portfolioCurrent.portfolioEpisode.status.value = 'Open' + portfolioEngine.portfolioCurrent.portfolioEpisode.serialNumber.value = 1 + portfolioEngine.portfolioCurrent.portfolioEpisode.identifier.value = SA.projects.foundations.utilities.miscellaneousFunctions.genereteUniqueId() + portfolioEngine.portfolioCurrent.portfolioEpisode.beginRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + } + + function updateExitType(exitType) { + portfolioEngine.portfolioCurrent.portfolioEpisode.exitType.value = exitType + } + + function closeEpisode() { + portfolioEngine.portfolioCurrent.portfolioEpisode.status.value = 'Closed' + portfolioEngine.portfolioCurrent.portfolioEpisode.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value + portfolioEngine.portfolioCurrent.portfolioEpisode.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.endBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.endBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + } + + function resetEpisode() { + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.initializeNode(portfolioEngine.portfolioCurrent.learningEpisode) + } + + function updateEnds() { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.status.value === 'Open') { + portfolioEngine.portfolioCurrent.portfolioEpisode.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.end.value + sessionParameters.timeFrame.config.value + portfolioEngine.portfolioCurrent.portfolioEpisode.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.endBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.endBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + } + } + + function resetPortfolioEngineDataStructure() { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.status.value === 'Closed') { + resetEpisode() + } + } + + function updateCounters() { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.status.value === 'Open') { + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.periods.value++ + } + } + + function updateStatistics() { + + /* Daus Calculation */ + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.days.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.periods.value * + sessionParameters.timeFrame.config.value / + SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS + } + + function cycleBasedStatistics() { + + calculateAssetsStatistics() + calculateEpisodeStatistics() + + function calculateAssetsStatistics() { + /* Updating Profit Loss */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value - + sessionParameters.sessionBaseAsset.config.initialBalance + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value - + sessionParameters.sessionQuotedAsset.config.initialBalance + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value, 10) + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value, 10) + + /* + Updating ROI + + https://www.investopedia.com/articles/basics/10/guide-to-calculating-roi.asp + */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.ROI.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value / + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.beginBalance.value * 100 + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.ROI.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value / + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.beginBalance.value * 100 + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.ROI.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.ROI.value, 10) + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.ROI.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.ROI.value, 10) + + /* Updating Hit Ratio */ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.positions.value > 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.hitRatio.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.hits.value / + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.positions.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.hitRatio.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.hits.value / + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.positions.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.hitRatio.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.hitRatio.value, 10) + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.hitRatio.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.hitRatio.value, 10) + } + + /* + Updating Annualized Rate Of Return + + https://www.investopedia.com/terms/a/annualized-rate.asp + */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.annualizedRateOfReturn.value = + Math.pow( + ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.beginBalance.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value + ) / portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.beginBalance.value + , + (365 / portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.days.value) + ) - 1 + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.annualizedRateOfReturn.value = + Math.pow( + ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.beginBalance.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value + ) / portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.beginBalance.value + , + (365 / portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.days.value) + ) - 1 + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.annualizedRateOfReturn.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.annualizedRateOfReturn.value, 10) + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.annualizedRateOfReturn.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.annualizedRateOfReturn.value, 10) + + /* Updating Hit or Fail */ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value > 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.hitFail.value = 'Hit' + } else { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.hitFail.value = 'Fail' + } + if (portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value > 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.hitFail.value = 'Hit' + } else { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.hitFail.value = 'Fail' + } + } + + function calculateEpisodeStatistics() { + /* Updating Profit Loss */ + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.profitLoss.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value * portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.profitLoss.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.profitLoss.value, 10) + + /* + Updating ROI + + https://www.investopedia.com/articles/basics/10/guide-to-calculating-roi.asp + */ + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.ROI.value = + ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value * portfolioEngine.portfolioCurrent.portfolioEpisode.endRate.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value + ) / ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.beginBalance.value * portfolioEngine.portfolioCurrent.portfolioEpisode.beginRate.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.beginBalance.value + ) * 100 + + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.ROI.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.ROI.value, 10) + + /* + Updating Annualized Rate Of Return + + https://www.investopedia.com/terms/a/annualized-rate.asp + */ + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.annualizedRateOfReturn.value = + Math.pow( + ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.beginBalance.value * portfolioEngine.portfolioCurrent.portfolioEpisode.beginRate.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.beginBalance.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value + ) / + ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.beginBalance.value * portfolioEngine.portfolioCurrent.portfolioEpisode.beginRate.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.beginBalance.value + ) + , + (365 / portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.days.value) + ) - 1 + + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.annualizedRateOfReturn.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.annualizedRateOfReturn.value, 10) + + /* Updating Hit or Fail */ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.profitLoss.value > 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.hitFail.value = 'Hit' + } else { + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeStatistics.hitFail.value = 'Fail' + } + } + } + + function updateDistanceToPortfolioEventsCounters() { + /* Keeping Distance Counters Up-to-date while avoinding counting before the first event happens. */ + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.triggerOn.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.triggerOn.value++ + } + + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.triggerOff.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.triggerOff.value++ + } + + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.takePosition.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.takePosition.value++ + } + + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closePosition.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closePosition.value++ + } + + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.nextPhase.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.nextPhase.value++ + } + + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.moveToPhase.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.moveToPhase.value++ + } + + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.createOrder.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.createOrder.value++ + } + + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.cancelOrder.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.cancelOrder.value++ + } + + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closeOrder.value > 0 + ) { + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closeOrder.value++ + } + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioExecution.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioExecution.js new file mode 100644 index 000000000..00abca6cc --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioExecution.js @@ -0,0 +1,123 @@ +exports.newPortfolioManagementBotModulesPortfolioExecution = function (processIndex) { + /* + The Portfolio Execution modules manages the execution nodes and execution algoritms. + */ + const MODULE_NAME = 'Portfolio Execution' + + let thisObject = { + mantain: mantain, + reset: reset, + runExecution: runExecution, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let portfolioSystem + let sessionParameters + + let portfolioOrdersModuleObject = TS.projects.portfolioManagement.botModules.portfolioOrders.newPortfolioManagementBotModulesPortfolioOrders(processIndex) + + return thisObject + + function initialize() { + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + + portfolioOrdersModuleObject.initialize() + } + + function finalize() { + portfolioSystem = undefined + portfolioEngine = undefined + sessionParameters = undefined + + portfolioOrdersModuleObject.finalize() + portfolioOrdersModuleObject = undefined + } + + function mantain() { + portfolioOrdersModuleObject.mantain() + } + + function reset() { + portfolioOrdersModuleObject.reset() + } + + async function runExecution( + executionNode, + portfolioEngineStage + ) { + try { + /* Portfolio Engine Stage Validations */ + if (portfolioEngineStage.stageBaseAsset === undefined) { badDefinitionUnhandledException(undefined, 'Stage Base Asset Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageBaseAsset.targetSize === undefined) { badDefinitionUnhandledException(undefined, 'Target Size Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageBaseAsset.sizePlaced === undefined) { badDefinitionUnhandledException(undefined, 'Size Placed Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageBaseAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'Size Filled Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageBaseAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'Fees Paid Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageQuotedAsset === undefined) { badDefinitionUnhandledException(undefined, 'Stage Quoted Asset Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageQuotedAsset.targetSize === undefined) { badDefinitionUnhandledException(undefined, 'Target Size Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageQuotedAsset.sizePlaced === undefined) { badDefinitionUnhandledException(undefined, 'Size Placed Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageQuotedAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'Size Filled Node Missing', portfolioEngineStage) } + if (portfolioEngineStage.stageQuotedAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'Fees Paid Node Missing', portfolioEngineStage) } + + await checkExecutionAlgorithms(executionNode) + + async function checkExecutionAlgorithms(executionNode) { + for (let i = 0; i < executionNode.executionAlgorithms.length; i++) { + let executionAlgorithm = executionNode.executionAlgorithms[i] + await portfolioOrdersModuleObject.checkOrders(portfolioEngineStage, executionAlgorithm.marketBuyOrders, executionAlgorithm, executionNode) + await portfolioOrdersModuleObject.checkOrders(portfolioEngineStage, executionAlgorithm.marketSellOrders, executionAlgorithm, executionNode) + await portfolioOrdersModuleObject.checkOrders(portfolioEngineStage, executionAlgorithm.limitBuyOrders, executionAlgorithm, executionNode) + await portfolioOrdersModuleObject.checkOrders(portfolioEngineStage, executionAlgorithm.limitSellOrders, executionAlgorithm, executionNode) + } + } + + } catch (err) { + if (err !== 'Error Already Recorded') { + + const message = 'Execution Unexpected Error' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err) + + portfolioSystem.addError([executionNode.id, message, docs]) + } + + if (typeof err === 'string' || err instanceof String) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] runExecution -> err = ' + err) + } + if (err.stack !== undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] runExecution -> err = ' + err.stack) + } + } + } + + function badDefinitionUnhandledException(err, message, node) { + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + portfolioSystem.addError([node.id, message, docs]) + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> " + message); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.name = " + node.name); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.type = " + node.type); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.config = " + JSON.stringify(node.config)); + if (err !== undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> err.stack = " + err.stack); + } + throw 'Error Already Recorded' + } +} + diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioOrders.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioOrders.js new file mode 100644 index 000000000..59caab78d --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioOrders.js @@ -0,0 +1,1332 @@ +exports.newPortfolioManagementBotModulesPortfolioOrders = function (processIndex) { + /* + The Portfolio Orders modules manages the execution of orders against the exchanges. + */ + const MODULE_NAME = 'Portfolio Orders' + + let thisObject = { + mantain: mantain, + reset: reset, + checkOrders: checkOrders, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let portfolioSystem + let sessionParameters + + let exchangeAPIModuleObject = TS.projects.portfolioManagement.botModules.exchangeAPI.newPortfolioManagementBotModulesExchangeAPI(processIndex) + let announcementsModuleObject = TS.projects.socialBots.botModules.announcements.newSocialBotsBotModulesAnnouncements(processIndex) + + return thisObject + + function initialize() { + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + + exchangeAPIModuleObject.initialize() + announcementsModuleObject.initialize() + } + + function finalize() { + portfolioSystem = undefined + portfolioEngine = undefined + sessionParameters = undefined + + exchangeAPIModuleObject.finalize() + exchangeAPIModuleObject = undefined + + announcementsModuleObject.finalize() + announcementsModuleObject = undefined + } + + function mantain() { + mantainReset(true, false) + } + + function reset() { + mantainReset(false, true) + } + + function mantainReset(mantain, reset) { + + if (portfolioEngine.portfolioCurrent.strategy.index.value === portfolioEngine.portfolioCurrent.strategy.index.config.initialValue) { return } + + let stageNode + let executionNode + + stageNode = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].openStage + + if (stageNode !== undefined) { // The Open Stage is optional. It might be undefined. + executionNode = stageNode.openExecution + processExecutionNode(executionNode, portfolioEngine.portfolioCurrent.strategyOpenStage.status.value) + } + + stageNode = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].closeStage + if (stageNode !== undefined) { // The Close Stage is optional. It might be undefined. + executionNode = stageNode.closeExecution + processExecutionNode(executionNode, portfolioEngine.portfolioCurrent.strategyCloseStage.status.value) + } + + function processExecutionNode(executionNode, stageStatus) { + + preocessExecutionAlgorithms(executionNode) + + function preocessExecutionAlgorithms(executionNode) { + for (let i = 0; i < executionNode.executionAlgorithms.length; i++) { + let executionAlgorithm = executionNode.executionAlgorithms[i] + processOrders(executionAlgorithm.marketBuyOrders) + processOrders(executionAlgorithm.marketSellOrders) + processOrders(executionAlgorithm.limitBuyOrders) + processOrders(executionAlgorithm.limitSellOrders) + } + } + + function processOrders(orders) { + for (let i = 0; i < orders.length; i++) { + let portfolioSystemOrder = orders[i] + if (portfolioSystemOrder.referenceParent === undefined) { + badDefinitionUnhandledException(undefined, 'Order Reference Missing', portfolioSystemOrder) + } + let portfolioEngineOrder = TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.getNodeById(portfolioSystemOrder.referenceParent.id) + + if (portfolioEngineOrder.status === undefined) { + badDefinitionUnhandledException(undefined, 'Status Node Missing', portfolioEngineOrder) + } + + if (mantain === true) { + updateCounters(portfolioEngineOrder) + updateEnds(portfolioEngineOrder) + updateStatistics(portfolioEngineOrder) + } + if (reset === true) { + resetPortfolioEngineDataStructure(portfolioEngineOrder, portfolioSystemOrder, stageStatus) + } + } + } + } + } + + async function checkOrders(portfolioEngineStage, orders, executionAlgorithm, executionNode) { + for (let i = 0; i < orders.length; i++) { + + let portfolioSystemOrder = orders[i] + portfolioSystemValidations(portfolioSystemOrder) + let portfolioEngineOrder = TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.getNodeById(portfolioSystemOrder.referenceParent.id) + portfolioEngineValidations(portfolioEngineOrder) + + switch (portfolioEngineOrder.status.value) { + case 'Not Open': { + { + /* During the First cycle we can not create new orders. That is reserved for the Second cycle. */ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.value === 'First') { continue } + /* When the stage is closing we can not create new orders */ + if (portfolioEngineStage.status.value === 'Closing') { continue } + /* + Check if we can create an order based on the config value for spawnMultipleOrders. + Portfolio System Orders that cannot spawn more than one Portfolio Engine Order needs to check if + at the Portfolio Engine Order the lock is Open or Closed. + */ + if (portfolioSystemOrder.config.spawnMultipleOrders !== true) { + if (portfolioEngineOrder.lock.value === 'Closed') { + + let message = "Order Skipped" + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Info - ' + message, + placeholder: {} + } + + portfolioSystem.addInfo([portfolioSystemOrder.id, message, docs]) + continue + } + } + /* Check if we need to Create this Order */ + let situationName = await checkOrderEvent(portfolioSystemOrder.createOrderEvent, portfolioSystemOrder, executionAlgorithm, executionNode) + if (situationName !== undefined) { + + /* Open a new order */ + await tryToOpenOrder(portfolioEngineStage, executionAlgorithm, portfolioSystemOrder, portfolioEngineOrder, situationName) + } + } + break + } + case 'Open': { + /* During the Second cycle we can not cancel orders. That is reserved for the First cycle. */ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.value === 'Second') { continue } + + /* Simulate Events that happens at the Exchange, if needed. */ + simulateCheckExchangeEvents(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder) + + /* Check Events that happens at the Exchange, if needed. */ + let allGood = await checkExchangeEvents(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder) + + if (allGood !== true) { + /* + For some reason we could not check the order at the exchange, so we will not even check if we + need to cancel it, since we could end up with inconsistent information at the accounting level. + */ + if (portfolioSystemOrder.cancelOrderEvent !== undefined) { + + const message = 'Skipping Cancel Order Event' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + + portfolioSystem.addWarning( + [ + portfolioSystemOrder.cancelOrderEvent.id, + message, + docs + ] + ) + } + return + } + + /* Check if we need to cancel the order */ + await checkCancelOrderEvent(portfolioEngineStage, executionAlgorithm, executionNode, portfolioEngineOrder, portfolioSystemOrder) + /* + If by this time the order is closed, we need to clone it and get the close + to the Last node at the Portfolio Engine data structure. + */ + if (portfolioEngineOrder.status.value === 'Closed') { + switch (portfolioEngineOrder.type) { + case 'Market Order': { + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.cloneValues(portfolioEngineOrder, portfolioEngine.portfolioLast.marketOrders) + break + } + case 'Limit Order': { + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.cloneValues(portfolioEngineOrder, portfolioEngine.portfolioLast.limitOrders) + break + } + } + } + } + } + } + } + + async function checkCancelOrderEvent(portfolioEngineStage, executionAlgorithm, executionNode, portfolioEngineOrder, portfolioSystemOrder) { + /* + In the previous steps, we might have discovered that the order was cancelled + at the exchange, or filled, so the order might still not be Open. + If the stage is closing or the order is not Open, we wont be cancelling orders + based on defined events. + */ + if (portfolioEngineStage.status.value !== 'Closing' && portfolioEngineOrder.status.value === 'Open') { + + /* Check if we need to Cancel this Order */ + let situationName = await checkOrderEvent(portfolioSystemOrder.cancelOrderEvent, portfolioSystemOrder, executionAlgorithm, executionNode) + if (situationName !== undefined) { + + /* Simulate Order Cancelation, if needed. */ + simulateCancelOrder(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, 'Cancel Event') + + /* Cancel the order at the Exchange, if needed. */ + await exchangeCancelOrder(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, 'Cancel Event') + + await updateEndsWithCycle(portfolioEngineOrder) + } + } + } + + function portfolioSystemValidations(portfolioSystemOrder) { + /* Portfolio System Validations */ + if (portfolioSystemOrder.config.percentageOfAlgorithmSize === undefined) { badDefinitionUnhandledException(undefined, 'Percentage Of Algorithm Size Property Missing', portfolioSystemOrder) } + if (portfolioSystemOrder.referenceParent === undefined) { badDefinitionUnhandledException(undefined, 'Order Reference Missing', portfolioSystemOrder) } + } + + function portfolioEngineValidations(portfolioEngineOrder) { + /* Portfolio Engine Order Validations */ + if (portfolioEngineOrder.serialNumber === undefined) { badDefinitionUnhandledException(undefined, 'Serial Number Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.identifier === undefined) { badDefinitionUnhandledException(undefined, 'Identifier Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.exchangeId === undefined) { badDefinitionUnhandledException(undefined, 'Exchange Id Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.begin === undefined) { badDefinitionUnhandledException(undefined, 'Begin Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.end === undefined) { badDefinitionUnhandledException(undefined, 'End Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.rate === undefined) { badDefinitionUnhandledException(undefined, 'Rate Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.status === undefined) { badDefinitionUnhandledException(undefined, 'Status Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.algorithmName === undefined) { badDefinitionUnhandledException(undefined, 'Algorithm Name Node Missing', portfolioEngineOrder) } + + if (portfolioEngineOrder.orderCounters === undefined) { badDefinitionUnhandledException(undefined, 'Order Counters Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.orderCounters.periods === undefined) { badDefinitionUnhandledException(undefined, 'Periods Node Missing', portfolioEngineOrder.orderCounters) } + + if (portfolioEngineOrder.orderStatistics === undefined) { badDefinitionUnhandledException(undefined, 'Order Statistics Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.orderStatistics.days === undefined) { badDefinitionUnhandledException(undefined, 'Days Node Missing', portfolioEngineOrder.orderStatistics) } + if (portfolioEngineOrder.orderStatistics.percentageFilled === undefined) { badDefinitionUnhandledException(undefined, 'Percentage Filled Node Missing', portfolioEngineOrder.orderStatistics) } + if (portfolioEngineOrder.orderStatistics.actualRate === undefined) { badDefinitionUnhandledException(undefined, 'Actual Rate Node Missing', portfolioEngineOrder.orderStatistics) } + + if (portfolioEngineOrder.orderBaseAsset === undefined) { badDefinitionUnhandledException(undefined, 'Order Base Asset Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.orderBaseAsset.size === undefined) { badDefinitionUnhandledException(undefined, 'Size Node Missing', portfolioEngineOrder.orderBaseAsset) } + if (portfolioEngineOrder.orderBaseAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'Size Filled Node Missing', portfolioEngineOrder.orderBaseAsset) } + if (portfolioEngineOrder.orderBaseAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'Fees Paid Node Missing', portfolioEngineOrder.orderBaseAsset) } + if (portfolioEngineOrder.orderBaseAsset.actualSize === undefined) { badDefinitionUnhandledException(undefined, 'Actual Size Node Missing', portfolioEngineOrder.orderBaseAsset) } + if (portfolioEngineOrder.orderBaseAsset.amountReceived === undefined) { badDefinitionUnhandledException(undefined, 'Amount Received Node Missing', portfolioEngineOrder.orderBaseAsset) } + if (portfolioEngineOrder.orderBaseAsset.feesToBePaid === undefined) { badDefinitionUnhandledException(undefined, 'Fees To Be Paid Node Missing', portfolioEngineOrder.orderBaseAsset) } + + if (portfolioEngineOrder.orderQuotedAsset === undefined) { badDefinitionUnhandledException(undefined, 'Order Quoted Asset Node Missing', portfolioEngineOrder) } + if (portfolioEngineOrder.orderQuotedAsset.size === undefined) { badDefinitionUnhandledException(undefined, 'Size Node Missing', portfolioEngineOrder.orderQuotedAsset) } + if (portfolioEngineOrder.orderQuotedAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'Size Filled Node Missing', portfolioEngineOrder.orderQuotedAsset) } + if (portfolioEngineOrder.orderQuotedAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'Fees Paid Node Missing', portfolioEngineOrder.orderQuotedAsset) } + if (portfolioEngineOrder.orderQuotedAsset.actualSize === undefined) { badDefinitionUnhandledException(undefined, 'Actual Size Node Missing', portfolioEngineOrder.orderQuotedAsset) } + if (portfolioEngineOrder.orderQuotedAsset.amountReceived === undefined) { badDefinitionUnhandledException(undefined, 'Amount Received Node Missing', portfolioEngineOrder.orderQuotedAsset) } + if (portfolioEngineOrder.orderQuotedAsset.feesToBePaid === undefined) { badDefinitionUnhandledException(undefined, 'Fees To Be Paid Node Missing', portfolioEngineOrder.orderQuotedAsset) } + } + + async function tryToOpenOrder(portfolioEngineStage, executionAlgorithm, portfolioSystemOrder, portfolioEngineOrder, situationName) { + + await calculateOrderRate() + await calculateOrderSize() + + /* Check Size: We are not going to create Orders which size is equal or less to zero. */ + if (portfolioEngineOrder.orderBaseAsset.size.value <= 0) { + + const message = 'Order Size Value Zero Or Negative' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + + portfolioSystem.addWarning( + [ + [portfolioEngineOrder.orderBaseAsset.size.id, portfolioSystemOrder.id], + message, + docs + ] + ) + return + } + + if (portfolioEngineOrder.orderQuotedAsset.size.value <= 0) { + + const message = 'Order Size Value Zero Or Negative' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + + portfolioSystem.addWarning( + [ + [portfolioEngineOrder.orderQuotedAsset.size.id, portfolioSystemOrder.id], + message, + docs + ] + ) + return + } + + /* Place Order at the Exchange, if needed. */ + let result = await createOrderAtExchange(portfolioSystemOrder, portfolioEngineOrder) + if (result !== true) { + + const message = 'Order Could Not Be Opened' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + + portfolioSystem.addWarning( + [ + [portfolioSystemOrder.id, portfolioEngineOrder], + message, + docs + ] + ) + return + } + + /* Update Stage Placed Size */ + portfolioEngineStage.stageBaseAsset.sizePlaced.value = portfolioEngineStage.stageBaseAsset.sizePlaced.value + portfolioEngineOrder.orderBaseAsset.size.value + portfolioEngineStage.stageBaseAsset.sizePlaced.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageBaseAsset.sizePlaced.value, 10) + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = portfolioEngineStage.stageQuotedAsset.sizePlaced.value + portfolioEngineOrder.orderQuotedAsset.size.value + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageQuotedAsset.sizePlaced.value, 10) + + /* Updating Episode Counters */ + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.orders.value++ + + /* Initialize this */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.createOrder.value = 1 + + /* Create Order Procedure */ + portfolioEngineOrder.status.value = 'Open' + portfolioEngineOrder.identifier.value = SA.projects.foundations.utilities.miscellaneousFunctions.genereteUniqueId() + portfolioEngineOrder.begin.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.begin.value + portfolioEngineOrder.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.end.value + portfolioEngineOrder.serialNumber.value = portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.orders.value + portfolioEngineOrder.orderName.value = portfolioSystemOrder.name + portfolioEngineOrder.algorithmName.value = executionAlgorithm.name + portfolioEngineOrder.situationName.value = situationName + + async function calculateOrderRate() { + + /* Optional Rate Definition */ + if (portfolioSystemOrder.type === 'Limit Buy Order' || portfolioSystemOrder.type === 'Limit Sell Order') { + if (portfolioSystemOrder.orderRate === undefined) { badDefinitionUnhandledException(undefined, 'Order Rate Node Missing', portfolioSystemOrder) } + if (portfolioSystemOrder.orderRate.formula === undefined) { badDefinitionUnhandledException(undefined, 'Formula Node Missing', portfolioSystemOrder) } + + /* Extract the rate value from the user-defined formula */ + portfolioEngineOrder.rate.value = portfolioSystem.formulas.get(portfolioSystemOrder.orderRate.formula.id) + + /* Final rate validations */ + if (portfolioEngineOrder.rate.value === undefined) { badDefinitionUnhandledException(undefined, 'Rate Value Undefined', portfolioEngineOrder.rate) } + if (isNaN(portfolioEngineOrder.rate.value) === true) { badDefinitionUnhandledException(undefined, 'Rate Value Not A Number', portfolioSystemOrder) } + if (portfolioEngineOrder.rate.value <= 0) { badDefinitionUnhandledException(undefined, 'Rate Value Zero Or Negative', portfolioSystemOrder) } + + portfolioEngineOrder.rate.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.rate.value, 10) + } else { + /* + For Market Orders, the rate is irrelevant, since it is not sent to the Exchange. + We store at this field the last know price as a reference. + */ + portfolioEngineOrder.rate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + } + } + + async function calculateOrderSize() { + let algorithmSizeInBaseAsset + let algorithmSizeInQuotedAsset + + requiredConfigurationValidation() + notPassingTargetSizeValidation() + notNegativeBalanceValidation() + + function requiredConfigurationValidation() { + /* Validate that this config exists */ + if (executionAlgorithm.config.percentageOfStageTargetSize === undefined) { + badDefinitionUnhandledException(undefined, 'Percentage Of Stage Target Size Property Missing', executionAlgorithm) + } + if (isNaN(executionAlgorithm.config.percentageOfStageTargetSize) === true) { + badDefinitionUnhandledException(undefined, 'Percentage Of Stage Target Size Property Not A Number', executionAlgorithm) + } + + algorithmSizeInBaseAsset = portfolioEngineStage.stageBaseAsset.targetSize.value * executionAlgorithm.config.percentageOfStageTargetSize / 100 + algorithmSizeInQuotedAsset = portfolioEngineStage.stageQuotedAsset.targetSize.value * executionAlgorithm.config.percentageOfStageTargetSize / 100 + + /* Validate that this config exists */ + if (portfolioSystemOrder.config.percentageOfAlgorithmSize === undefined) { + badDefinitionUnhandledException(undefined, 'Percentage Of Algorithm Size Property Missing', portfolioSystemOrder) + } + if (isNaN(portfolioSystemOrder.config.percentageOfAlgorithmSize) === true) { + badDefinitionUnhandledException(undefined, 'Percentage Of Algorithm Size Property Not A Number', portfolioSystemOrder) + } + } + + function notPassingTargetSizeValidation() { + /* + The Size calculation depends on how the user defined the size of the position. + The user could have defined the size of the position in Base Asset or Quoted Asset. + */ + switch (portfolioEngineStage.stageDefinedIn.value) { + case 'Base Asset': { + /* Size in Base Asset */ + portfolioEngineOrder.orderBaseAsset.size.value = algorithmSizeInBaseAsset * portfolioSystemOrder.config.percentageOfAlgorithmSize / 100 + portfolioEngineOrder.orderBaseAsset.size.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderBaseAsset.size.value, 10) + + /* Check that the Size calculated would not surpass Stage Target Size */ + if ( + portfolioEngineOrder.orderBaseAsset.size.value + portfolioEngineStage.stageBaseAsset.sizePlaced.value > + portfolioEngineStage.stageBaseAsset.targetSize.value + ) { + let previousValue = portfolioEngineOrder.orderBaseAsset.size.value + portfolioEngineOrder.orderBaseAsset.size.value = + portfolioEngineStage.stageBaseAsset.targetSize.value - + portfolioEngineStage.stageBaseAsset.sizePlaced.value + + portfolioEngineOrder.orderBaseAsset.size.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderBaseAsset.size.value, 10) + + const message = 'Order Size Shrinked' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousOrderSize: previousValue, + recalculatedOrderSize: portfolioEngineOrder.orderBaseAsset.size.value, + sizePlaced: portfolioEngineStage.stageBaseAsset.sizePlaced.value, + targetSize: portfolioEngineStage.stageBaseAsset.targetSize.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngineStage.stageBaseAsset.targetSize.id, portfolioEngineOrder.orderBaseAsset.size.id, portfolioEngineStage.stageBaseAsset.sizePlaced.id], + message, + docs + ] + ) + } + + /* Size in Quoted Asset */ + portfolioEngineOrder.orderQuotedAsset.size.value = portfolioEngineOrder.orderBaseAsset.size.value * portfolioEngineOrder.rate.value + portfolioEngineOrder.orderQuotedAsset.size.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.size.value, 10) + break + } + case 'Quoted Asset': { + /* Size in Quoted Asset */ + portfolioEngineOrder.orderQuotedAsset.size.value = algorithmSizeInQuotedAsset * portfolioSystemOrder.config.percentageOfAlgorithmSize / 100 + portfolioEngineOrder.orderQuotedAsset.size.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.size.value, 10) + + /* Check that the Size calculated would not surpass Stage Target Size */ + if ( + portfolioEngineOrder.orderQuotedAsset.size.value + portfolioEngineStage.stageQuotedAsset.sizePlaced.value > + portfolioEngineStage.stageQuotedAsset.targetSize.value + ) { + let previousValue = portfolioEngineOrder.orderQuotedAsset.size.value + portfolioEngineOrder.orderQuotedAsset.size.value = + portfolioEngineStage.stageQuotedAsset.targetSize.value - + portfolioEngineStage.stageQuotedAsset.sizePlaced.value + + portfolioEngineOrder.orderQuotedAsset.size.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.size.value, 10) + + const message = 'Order Size Shrinked' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + previousOrderSize: previousValue, + recalculatedOrderSize: portfolioEngineOrder.orderQuotedAsset.size.value, + sizePlaced: portfolioEngineStage.stageQuotedAsset.sizePlaced.value, + targetSize: portfolioEngineStage.stageQuotedAsset.targetSize.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngineStage.stageQuotedAsset.targetSize.id, portfolioEngineOrder.orderQuotedAsset.size.id, portfolioEngineStage.stageQuotedAsset.sizePlaced.id], + message, + docs + ] + ) + } + + /* Size in Base Asset */ + portfolioEngineOrder.orderBaseAsset.size.value = portfolioEngineOrder.orderQuotedAsset.size.value / portfolioEngineOrder.rate.value + portfolioEngineOrder.orderBaseAsset.size.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderBaseAsset.size.value, 10) + break + } + } + } + + function notNegativeBalanceValidation() { + /* Check that the Size calculated would not leave a negative balance */ + switch (true) { + case portfolioSystemOrder.type === 'Market Buy Order' || portfolioSystemOrder.type === 'Limit Buy Order': { + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value - portfolioEngineOrder.orderQuotedAsset.size.value < 0 + ) { + const message = 'Possible Negative Balance' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + orderQuotedAssetSize: portfolioEngineOrder.orderQuotedAsset.size.value, + episodeQuotedAssetBalance: portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.id, portfolioEngineOrder.orderQuotedAsset.size.id], + message, + docs + ] + ) + + portfolioEngineOrder.orderQuotedAsset.size.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + portfolioEngineOrder.orderBaseAsset.size.value = portfolioEngineOrder.orderQuotedAsset.size.value / portfolioEngineOrder.rate.value + } + break + } + case portfolioSystemOrder.type === 'Market Sell Order' || portfolioSystemOrder.type === 'Limit Sell Order': { + if ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value - portfolioEngineOrder.orderBaseAsset.size.value < 0 + ) { + const message = 'Possible Negative Balance' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + contextInfo = { + orderBaseAssetSize: portfolioEngineOrder.orderBaseAsset.size.value, + episodeBaseAssetBalance: portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addWarning( + [ + [portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.id, portfolioEngineOrder.orderBaseAsset.size.id], + message, + docs + ] + ) + + portfolioEngineOrder.orderBaseAsset.size.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + portfolioEngineOrder.orderQuotedAsset.size.value = portfolioEngineOrder.orderBaseAsset.size.value * portfolioEngineOrder.rate.value + } + break + } + } + } + + portfolioEngineOrder.orderBaseAsset.size.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderBaseAsset.size.value, 10) + portfolioEngineOrder.orderQuotedAsset.size.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderQuotedAsset.size.value, 10) + } + + async function createOrderAtExchange(portfolioSystemOrder, portfolioEngineOrder) { + + /* Filter by Session Type */ + switch (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) { + case 'Backtesting Session': { + return true + } + case 'Live Portfolio Session': { + break + } + case 'Fordward Testing Session': { + break + } + case 'Paper Portfolio Session': { + return true + } + } + + let orderId = await exchangeAPIModuleObject.createOrder(portfolioSystemOrder, portfolioEngineOrder) + + if (orderId !== undefined) { + portfolioEngineOrder.exchangeId.value = orderId + return true + } + } + } + + async function checkExchangeEvents(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder) { + + /* Filter by Session Type */ + switch (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) { + case 'Backtesting Session': { + return true + } + case 'Live Portfolio Session': { + break + } + case 'Fordward Testing Session': { + break + } + case 'Paper Portfolio Session': { + return true + } + } + + let order = await exchangeAPIModuleObject.getOrder(portfolioSystemOrder, portfolioEngineOrder) + + let message + let docs + + if (order === undefined) { + + message = 'Order Status Not Sync With Exchange' + docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + + portfolioSystem.addWarning( + [ + [portfolioSystemOrder.id, portfolioEngineOrder.id], + message, + docs + ] + ) + return false + } + + const AT_EXCHANGE_STATUS = { + OPEN: 'open', + CLOSED: 'closed', + CANCELLED: 'canceled' + } + + /* Status Checks */ + if (order.remaining === 0 && order.status === AT_EXCHANGE_STATUS.CLOSED) { + /* Close this Order */ + portfolioEngineOrder.status.value = 'Closed' + portfolioEngineOrder.exitType.value = 'Filled' + + /* Initialize this */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closeOrder.value = 1 + + await updateEndsWithCycle(portfolioEngineOrder) + + let message = "Order Closed" + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Info - ' + message, + placeholder: {} + } + contextInfo = { + exitType: portfolioEngineOrder.exitType.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addInfo([portfolioSystemOrder.id, message, docs]) + + await syncWithExchange(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order) + return + } + + if (order.remaining > 0 && order.status === AT_EXCHANGE_STATUS.CLOSED) { + /* Close this Order */ + portfolioEngineOrder.status.value = 'Closed' + portfolioEngineOrder.exitType.value = 'Closed at the Exchange' + /* Initialize this */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closeOrder.value = 1 + + await updateEndsWithCycle(portfolioEngineOrder) + + let message = "Order Closed" + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Info - ' + message, + placeholder: {} + } + contextInfo = { + exitType: portfolioEngineOrder.exitType.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addInfo([portfolioSystemOrder.id, message, docs]) + + await syncWithExchange(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order) + await recalculateStageSize(portfolioEngineStage, portfolioEngineOrder) + return + } + + if (order.status === AT_EXCHANGE_STATUS.CANCELLED) { + /* Close this Order */ + portfolioEngineOrder.status.value = 'Closed' + /* + We must be carefull here not to overide an already defined exitType. It can happen + for instance that the order was cancellerd from the but veryfing the cancellation + was not possible because of a connection to the exchange problem. In that case + the exit type was defined but the order was kept open until the verification could be done. + */ + if (portfolioEngineOrder.exitType.value === portfolioEngineOrder.exitType.config.initialValue) { + portfolioEngineOrder.exitType.value = 'Cancelled at the Exchange' + } + /* Initialize this */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closeOrder.value = 1 + + await updateEndsWithCycle(portfolioEngineOrder) + + let message = "Order Closed" + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Info - ' + message, + placeholder: {} + } + contextInfo = { + exitType: portfolioEngineOrder.exitType.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addInfo([portfolioSystemOrder.id, message, docs]) + + await syncWithExchange(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order) + await recalculateStageSize(portfolioEngineStage, portfolioEngineOrder) + return + } + + /* + If the order happens to be at least partially filled, there is a syncronization work + we need to do, that includes discovering which is the Actual Rate the order is being filled, + the Fees Paid and many other thing we need to account for. + */ + if (order.filled > 0) { + await syncWithExchange(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order) + } + + /* + Forced Cancellation Check: Here we check if we need to cancel this order because the + stage is closing. + */ + if (portfolioEngineStage.status.value === 'Closing' && portfolioEngineOrder.status.value !== 'Closed') { + await exchangeCancelOrder(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, 'Closing Stage') + } + + return true + } + + function simulateCheckExchangeEvents(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder) { + + /* Filter by Session Type */ + switch (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) { + case 'Backtesting Session': { + break + } + case 'Live Portfolio Session': { + return + } + case 'Fordward Testing Session': { + return + } + case 'Paper Portfolio Session': { + break + } + } + + simulateSyncWithExchange(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder) + + /* Check if we need to close the order */ + if (portfolioEngineOrder.orderStatistics.percentageFilled.value === 100) { + + /* Close this Order */ + portfolioEngineOrder.status.value = 'Closed' + portfolioEngineOrder.exitType.value = 'Filled' + + /* Initialize this */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closeOrder.value = 1 + + updateEndsWithCycle(portfolioEngineOrder) + + let message = "Order Closed" + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Info - ' + message, + placeholder: {} + } + contextInfo = { + exitType: portfolioEngineOrder.exitType.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addInfo([portfolioSystemOrder.id, message, docs]) + } + + /* If the Stage is Closing and this order is still open, we need to cancel it now */ + if (portfolioEngineStage.status.value === 'Closing' && portfolioEngineOrder.status.value !== 'Closed') { + simulateCancelOrder(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, 'Closing Stage') + } + } + + function simulateSyncWithExchange(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder) { + + let previousBaseAssetSizeFilled = portfolioEngineOrder.orderBaseAsset.sizeFilled.value + let previousQuotedAssetSizeFilled = portfolioEngineOrder.orderQuotedAsset.sizeFilled.value + let previousBaseAssetFeesPaid = portfolioEngineOrder.orderBaseAsset.feesPaid.value + let previousQuotedAssetFeesPaid = portfolioEngineOrder.orderQuotedAsset.feesPaid.value + + let ordersSimulationsModuleObject = TS.projects.portfolioManagement.botModules.ordersSimulations.newPortfolioManagementBotModulesOrdersSimulations(processIndex) + ordersSimulationsModuleObject.initialize() + + ordersSimulationsModuleObject.actualSizeSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.actualRateSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.feesToBePaidSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.percentageFilledSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.feesPaidSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.sizeFilledSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) + ordersSimulationsModuleObject.amountReceivedSimulation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, applyFeePercentage) + + ordersSimulationsModuleObject.finalize() + + doTheAccounting( + portfolioEngineStage, + portfolioSystemOrder, + portfolioEngineOrder, + previousBaseAssetSizeFilled, + previousQuotedAssetSizeFilled, + previousBaseAssetFeesPaid, + previousQuotedAssetFeesPaid + ) + } + + async function syncWithExchange(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order) { + + let previousBaseAssetSizeFilled = portfolioEngineOrder.orderBaseAsset.sizeFilled.value + let previousQuotedAssetSizeFilled = portfolioEngineOrder.orderQuotedAsset.sizeFilled.value + let previousBaseAssetFeesPaid = portfolioEngineOrder.orderBaseAsset.feesPaid.value + let previousQuotedAssetFeesPaid = portfolioEngineOrder.orderQuotedAsset.feesPaid.value + + let ordersCalculationsModuleObject = TS.projects.portfolioManagement.botModules.ordersCalculations.newPortfolioManagementBotModulesOrdersCalculations(processIndex) + ordersCalculationsModuleObject.initialize() + + await ordersCalculationsModuleObject.actualSizeCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.actualRateCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.feesToBePaidCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.percentageFilledCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.feesPaidCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.sizeFilledCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) + await ordersCalculationsModuleObject.amountReceivedCalculation(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order, applyFeePercentage) + + ordersCalculationsModuleObject.finalize() + + await doTheAccounting( + portfolioEngineStage, + portfolioSystemOrder, + portfolioEngineOrder, + previousBaseAssetSizeFilled, + previousQuotedAssetSizeFilled, + previousBaseAssetFeesPaid, + previousQuotedAssetFeesPaid + ) + } + + async function doTheAccounting( + portfolioEngineStage, + portfolioSystemOrder, + portfolioEngineOrder, + previousBaseAssetSizeFilled, + previousQuotedAssetSizeFilled, + previousBaseAssetFeesPaid, + previousQuotedAssetFeesPaid + ) { + + await updateStageAssets() + await updateBalances() + + async function updateStageAssets() { + /* Stage Base Asset: Undo the previous accounting */ + portfolioEngineStage.stageBaseAsset.sizeFilled.value = + portfolioEngineStage.stageBaseAsset.sizeFilled.value - + previousBaseAssetSizeFilled + + portfolioEngineStage.stageBaseAsset.feesPaid.value = + portfolioEngineStage.stageBaseAsset.feesPaid.value - + previousBaseAssetFeesPaid + + /* Stage Base Asset: Account the current filling and fees */ + portfolioEngineStage.stageBaseAsset.sizeFilled.value = + portfolioEngineStage.stageBaseAsset.sizeFilled.value + + portfolioEngineOrder.orderBaseAsset.sizeFilled.value + + portfolioEngineStage.stageBaseAsset.feesPaid.value = + portfolioEngineStage.stageBaseAsset.feesPaid.value + + portfolioEngineOrder.orderBaseAsset.feesPaid.value + + /* Stage Quote Asset: Undo the previous accounting */ + portfolioEngineStage.stageQuotedAsset.sizeFilled.value = + portfolioEngineStage.stageQuotedAsset.sizeFilled.value - + previousQuotedAssetSizeFilled + + portfolioEngineStage.stageQuotedAsset.feesPaid.value = + portfolioEngineStage.stageQuotedAsset.feesPaid.value - + previousQuotedAssetFeesPaid + + /* Stage Quote Asset: Account the current filling and fees */ + portfolioEngineStage.stageQuotedAsset.sizeFilled.value = + portfolioEngineStage.stageQuotedAsset.sizeFilled.value + + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value + + portfolioEngineStage.stageQuotedAsset.feesPaid.value = + portfolioEngineStage.stageQuotedAsset.feesPaid.value + + portfolioEngineOrder.orderQuotedAsset.feesPaid.value + + portfolioEngineStage.stageBaseAsset.sizeFilled.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageBaseAsset.sizeFilled.value, 10) + portfolioEngineStage.stageBaseAsset.feesPaid.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageBaseAsset.feesPaid.value, 10) + + portfolioEngineStage.stageQuotedAsset.sizeFilled.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageQuotedAsset.sizeFilled.value, 10) + portfolioEngineStage.stageQuotedAsset.feesPaid.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageQuotedAsset.feesPaid.value, 10) + } + + async function updateBalances() { + /* Balances Update */ + switch (true) { + /* + For Sell orders, the fees are being paid in Quote Asset. + */ + case portfolioSystemOrder.type === 'Market Sell Order' || portfolioSystemOrder.type === 'Limit Sell Order': { + + /* Balance Base Asset: Undo the previous accounting */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + + previousBaseAssetSizeFilled + + /* Balance Base Asset: Account the current filling and fees */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value - + portfolioEngineOrder.orderBaseAsset.sizeFilled.value + + /* Balance Quoted Asset: Undo the previous accounting */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value - + previousQuotedAssetSizeFilled + + previousQuotedAssetFeesPaid + + /* Balance Quoted Asset: Account the current filling and fees */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value - + portfolioEngineOrder.orderQuotedAsset.feesPaid.value + break + } + /* + Let's remember that for Buy orders, the fees are paid in Base Asset. + */ + case portfolioSystemOrder.type === 'Market Buy Order' || portfolioSystemOrder.type === 'Limit Buy Order': { + + /* Balance Base Asset: Undo the previous accounting */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value - + previousBaseAssetSizeFilled + + previousBaseAssetFeesPaid + + /* Balance Base Asset: Account the current filling and fees */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + + portfolioEngineOrder.orderBaseAsset.sizeFilled.value - + portfolioEngineOrder.orderBaseAsset.feesPaid.value + + /* Balance Quoted Asset: Undo the previous accounting */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + + previousQuotedAssetSizeFilled + + /* Balance Quoted Asset: Account the current filling and fees */ + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value - + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value + break + } + } + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value, 10) + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value, 10) + } + } + + function simulateCancelOrder(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, exitType) { + + /* Filter by Session Type */ + switch (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) { + case 'Backtesting Session': { + break + } + case 'Live Portfolio Session': { + return + } + case 'Fordward Testing Session': { + return + } + case 'Paper Portfolio Session': { + break + } + } + + /* Close this Order */ + portfolioEngineOrder.status.value = 'Closed' + portfolioEngineOrder.exitType.value = exitType + + /* Initialize this */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closeOrder.value = 1 + + updateEndsWithCycle(portfolioEngineOrder) + + let message = "Order Closed" + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Info - ' + message, + placeholder: {} + } + contextInfo = { + exitType: portfolioEngineOrder.exitType.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addInfo([portfolioSystemOrder.id, message, docs]) + + recalculateStageSize(portfolioEngineStage, portfolioEngineOrder) + } + + async function exchangeCancelOrder(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, exitType) { + + /* Filter by Session Type */ + switch (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) { + case 'Backtesting Session': { + return + } + case 'Live Portfolio Session': { + break + } + case 'Fordward Testing Session': { + break + } + case 'Paper Portfolio Session': { + return + } + } + + /* Check if we can cancel the order at the Exchange. */ + let result = await exchangeAPIModuleObject.cancelOrder(portfolioSystemOrder, portfolioEngineOrder) + if (result === true) { + + /* At this point we know which is the exit type for this order */ + portfolioEngineOrder.exitType.value = exitType + + /* + Perhaps the order was filled a bit more between the last time we checked and when it was cancelled. + To sync our accounting, we need to check the order one last time and if it changed, fix it. + */ + + let order = await exchangeAPIModuleObject.getOrder(portfolioSystemOrder, portfolioEngineOrder) + + if (order === undefined) { + + const message = 'Order Status Not Sync With Exchange' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + + portfolioSystem.addWarning( + [ + [portfolioSystemOrder.id, portfolioEngineOrder.id], + message, + docs + ] + ) + return false + } + if (order.status === 'NotFound') { + /* + Some exchanges, like Coinbase Pro, deletes orders after being cancelled, and when we request information + about them, it returns null. We will interprate this as ORDER NOT FOUND. + */ + const message = 'Order Not Found at the Exchange' + let docs = { + project: 'Superalgos', + category: 'Topic', + type: 'TS LF Portfolio Bot Warning - ' + message, + placeholder: {} + } + + portfolioSystem.addWarning( + [ + [portfolioSystemOrder.id, portfolioEngineOrder.id], + message, + docs + ] + ) + /* + We must be carefull here not to overide an already defined exitType. It can happen + for instance that the order was cancellerd from the but veryfing the cancellation + was not possible because of a connection to the exchange problem. In that case + the exit type was defined but the order was kept open until the verification could be done. + */ + if (portfolioEngineOrder.exitType.value === portfolioEngineOrder.exitType.config.initialValue) { + portfolioEngineOrder.exitType.value = 'Not Found at the Exchange' + } + } + + /* + Close this Order. Note that we are not closing the order until we have the exchange + response with the order details that we can use to synchronize with our accoounting. + Otherwise if the connection to the exchange fails, we would have a closed order not + accounted in any way. + */ + portfolioEngineOrder.status.value = 'Closed' + + /* Initialize this */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closeOrder.value = 1 + + await updateEndsWithCycle(portfolioEngineOrder) + + let message = "Order Closed" + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Info - ' + message, + placeholder: {} + } + contextInfo = { + exitType: portfolioEngineOrder.exitType.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addInfo([portfolioSystemOrder.id, message, docs]) + + await syncWithExchange(portfolioEngineStage, portfolioSystemOrder, portfolioEngineOrder, order) + + await recalculateStageSize(portfolioEngineStage, portfolioEngineOrder) + } + } + + async function recalculateStageSize(portfolioEngineStage, portfolioEngineOrder) { + /* + Since the order is Cancelled, we need to adjust the stage sizePlaced. Remember that the Stage + Size Placed accumulates for each asset, the order size placed at the exchange. A cancelation means that + only the part filled can be considered placed, so we need to substract from the stage size + the remainder. To achieve this with the information we currently have, we are going first + to unaccount the order actual size, and the account only the sizeFilled + the feesPaid. + */ + portfolioEngineStage.stageBaseAsset.sizePlaced.value = + portfolioEngineStage.stageBaseAsset.sizePlaced.value - + portfolioEngineOrder.orderBaseAsset.actualSize.value + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = + portfolioEngineStage.stageQuotedAsset.sizePlaced.value - + portfolioEngineOrder.orderQuotedAsset.actualSize.value + + portfolioEngineStage.stageBaseAsset.sizePlaced.value = + portfolioEngineStage.stageBaseAsset.sizePlaced.value + + portfolioEngineOrder.orderBaseAsset.sizeFilled.value + + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = + portfolioEngineStage.stageQuotedAsset.sizePlaced.value + + portfolioEngineOrder.orderQuotedAsset.sizeFilled.value + + portfolioEngineStage.stageBaseAsset.sizePlaced.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageBaseAsset.sizePlaced.value, 10) + portfolioEngineStage.stageQuotedAsset.sizePlaced.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineStage.stageQuotedAsset.sizePlaced.value, 10) + } + + async function applyFeePercentage(feesNodePropertyName, portfolioEngineOrder, portfolioSystemOrder, feePercentage, percentageFilled) { + /* + The exchange fees are taken from the Base Asset or the Quoted Asset depending if we + are buying or selling. + */ + let feesNode + + switch (true) { + case portfolioSystemOrder.type === 'Market Buy Order' || portfolioSystemOrder.type === 'Limit Buy Order': { + /* + In this case the fees are taken from the Base Asset you receive as a result of the trade at the exchange. + */ + feesNode = portfolioEngineOrder.orderBaseAsset[feesNodePropertyName] + feesNode.value = + portfolioEngineOrder.orderBaseAsset.actualSize.value * + feePercentage / 100 * + percentageFilled / 100 + break + } + case portfolioSystemOrder.type === 'Market Sell Order' || portfolioSystemOrder.type === 'Limit Sell Order': { + /* + In this case the fees are taken from the Quoted Asset you receive as a result of the trade at the exchange. + */ + feesNode = portfolioEngineOrder.orderQuotedAsset[feesNodePropertyName] + feesNode.value = + portfolioEngineOrder.orderQuotedAsset.actualSize.value * + feePercentage / 100 * + percentageFilled / 100 + break + } + } + + feesNode.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(feesNode.value, 10) + feesNode.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(feesNode.value, 10) + } + + async function checkOrderEvent(event, order, executionAlgorithm, executionNode) { + if (event !== undefined) { + for (let k = 0; k < event.situations.length; k++) { + let situation = event.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(event.id) + portfolioSystem.highlights.push(order.id) + portfolioSystem.highlights.push(executionAlgorithm.id) + portfolioSystem.highlights.push(executionNode.id) + + announcementsModuleObject.makeAnnouncements(event) + return situation.name // if the event is triggered, we return the name of the situation that passed + } + } + } + } + + function updateEnds(portfolioEngineOrder) { + if (portfolioEngineOrder.status.value === 'Open') { + portfolioEngineOrder.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value + } + } + + async function updateEndsWithCycle(portfolioEngineOrder) { + portfolioEngineOrder.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.end.value + } + + function updateCounters(portfolioEngineOrder) { + if (portfolioEngineOrder.status.value === 'Open') { + portfolioEngineOrder.orderCounters.periods.value++ + } + } + + function updateStatistics(portfolioEngineOrder) { + portfolioEngineOrder.orderStatistics.days.value = portfolioEngineOrder.orderCounters.periods.value * sessionParameters.timeFrame.config.value / SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS + portfolioEngineOrder.orderStatistics.days.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngineOrder.orderStatistics.days.value, 10) + } + + function resetPortfolioEngineDataStructure(portfolioEngineOrder, portfolioSystemOrder, stageStatus) { + if (portfolioEngineOrder.status.value === 'Closed') { + /* We reset the order data structure inside the Portfolio Engine to its initial value */ + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.initializeNode(portfolioEngineOrder) + if (portfolioSystemOrder.config.spawnMultipleOrders !== true) { + /* + We close the lock so as to prevent this data structure to be used again during this same stage execution. + */ + if (stageStatus === 'Open') { + portfolioEngineOrder.lock.value = 'Closed' + } + } + } + } + + function badDefinitionUnhandledException(err, message, node) { + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + portfolioSystem.addError([node.id, message, docs]) + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> " + message); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.name = " + node.name); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.type = " + node.type); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.config = " + JSON.stringify(node.config)); + if (err !== undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> err.stack = " + err.stack); + } + /* + Now we are going to abort this execution and jump to the latest error handler + signaling that we already recorded the error to avoid duplicates. + */ + throw 'Error Already Recorded' + } +} diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioOutput.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioOutput.js new file mode 100644 index 000000000..c13882749 --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioOutput.js @@ -0,0 +1,77 @@ +exports.newPortfolioManagementBotModulesPortfolioOutput = function (processIndex) { + /* + This module will load if necesary all the data outputs so that they can be appended with new + records if needed. After running the simulation, it will save all the data outputs. + */ + const MODULE_NAME = 'Portfolio Output' + + let thisObject = { + start: start + } + + return thisObject + + async function start( + chart, + market, + exchange, + timeFrame, + timeFrameLabel, + portfolioProcessDate + ) { + try { + let fileStorage = TS.projects.foundations.taskModules.fileStorage.newFileStorage(processIndex) + + if (timeFrame > TS.projects.foundations.globals.timeFrames.dailyTimeFramesArray()[0][0]) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_PROCESSING_DAILY_FILES = false + } else { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_PROCESSING_DAILY_FILES = true + } + + /* Preparing everything for the Simulation */ + let portfolioSimulationModuleObject = TS.projects.portfolioManagement.botModules.portfolioSimulation.newPortfolioManagementBotModulesPortfolioSimulation(processIndex) + + let outputDatasets = TS.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset') + let outputDatasetsMap = new Map() + + await TS.projects.foundations.functionLibraries.outputManagementFunctions.readFiles( + processIndex, + outputDatasets, + outputDatasetsMap, + timeFrameLabel, + portfolioProcessDate, + fileStorage, + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine.portfolioCurrent.portfolioEpisode.headOfTheMarket.value + ) + + await portfolioSimulationModuleObject.runSimulation( + chart, + market, + exchange, + outputDatasetsMap, + writeOutputFiles + ) + + portfolioSimulationModuleObject.finalize() + return + + function writeOutputFiles() { + TS.projects.foundations.functionLibraries.outputManagementFunctions.writeFiles( + processIndex, + outputDatasets, + outputDatasetsMap, + timeFrameLabel, + portfolioProcessDate, + fileStorage + ) + } + + } catch (err) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[ERROR] start -> err = ' + err.stack) + throw (TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE) + } + } +} + diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioPosition.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioPosition.js new file mode 100644 index 000000000..26ee88660 --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioPosition.js @@ -0,0 +1,534 @@ +exports.newPortfolioManagementBotModulesPortfolioPosition = function (processIndex) { + /* + This module packages all functions related to Positions. + */ + const MODULE_NAME = 'Portfolio Position' + let thisObject = { + mantain: mantain, + reset: reset, + cycleBasedStatistics: cycleBasedStatistics, + openPosition: openPosition, + closingPosition: closingPosition, + closePosition: closePosition, + applyStopLossFormula: applyStopLossFormula, + applyTakeProfitFormula: applyTakeProfitFormula, + updateStopLoss: updateStopLoss, + updateTakeProfit: updateTakeProfit, + initialTargets: initialTargets, + updateEnds: updateEnds, + resetPortfolioEngineDataStructure: resetPortfolioEngineDataStructure, + updateCounters: updateCounters, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let portfolioSystem + let sessionParameters + + return thisObject + + function initialize() { + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + } + + function finalize() { + portfolioEngine = undefined + portfolioSystem = undefined + sessionParameters = undefined + } + + function mantain() { + updateCounters() + updateEnds() + } + + function reset() { + resetPortfolioEngineDataStructure() + } + + function openPosition(situationName) { + + /* Starting begin and end */ + portfolioEngine.portfolioCurrent.position.begin.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastBegin.value + portfolioEngine.portfolioCurrent.position.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value + + /* Recording the opening at the Portfolio Engine Data Structure */ + portfolioEngine.portfolioCurrent.position.status.value = 'Open' + portfolioEngine.portfolioCurrent.position.serialNumber.value = portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.positions.value + 1 + portfolioEngine.portfolioCurrent.position.identifier.value = SA.projects.foundations.utilities.miscellaneousFunctions.genereteUniqueId() + portfolioEngine.portfolioCurrent.position.beginRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + portfolioEngine.portfolioCurrent.position.positionBaseAsset.beginBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.beginBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + portfolioEngine.portfolioCurrent.position.situationName.value = situationName + + /* Initializing Stop and Take Phase */ + portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPhase.value = 1 + portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPhase.value = 1 + + /* Updating Episode Counters */ + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.positions.value++ + + /* Inicializing this counter */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.takePosition.value = 1 + + /* Remember the balance we had before taking the position to later calculate profit or loss */ + portfolioEngine.portfolioCurrent.position.positionBaseAsset.beginBalance = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.beginBalance = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + } + + function closingPosition(exitType) { + portfolioEngine.portfolioCurrent.position.status.value = 'Closing' + portfolioEngine.portfolioCurrent.position.exitType.value = exitType + + /* + By the time we figured out that the stop loss or take profit were hit, or + for whatever reason the position needs to be closed, the take profit and + stop loss values for the next candle have already been calculated. In order + to avoid being plotted, we will put them in zero. + */ + portfolioEngine.portfolioCurrent.position.stopLoss.value = 0 + portfolioEngine.portfolioCurrent.position.takeProfit.value = 0 + } + + function closePosition() { + portfolioEngine.portfolioCurrent.position.status.value = 'Closed' + portfolioEngine.portfolioCurrent.position.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value + portfolioEngine.portfolioCurrent.position.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + portfolioEngine.portfolioCurrent.position.positionBaseAsset.endBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.endBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + + /* + Now that the position is closed, it is the right time to move this position from current to last at the Portfolio Engine data structure. + */ + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.cloneValues(portfolioEngine.portfolioCurrent.position, portfolioEngine.portfolioLast.position) + + cycleBasedStatistics() + + /* Updating Hits & Fails */ + if (portfolioEngine.portfolioCurrent.position.positionBaseAsset.profitLoss.value > 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.hits.value++ + } + if (portfolioEngine.portfolioCurrent.position.positionBaseAsset.profitLoss.value < 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.fails.value++ + } + if (portfolioEngine.portfolioCurrent.position.positionQuotedAsset.profitLoss.value > 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.hits.value++ + } + if (portfolioEngine.portfolioCurrent.position.positionQuotedAsset.profitLoss.value < 0) { + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.fails.value++ + } + } + + function applyStopLossFormula(formulas, formulaId) { + updateStopLossTakeProfitFinalValue(portfolioEngine.portfolioCurrent.position.stopLoss) + portfolioEngine.portfolioCurrent.position.stopLoss.value = formulas.get(formulaId) + updateStopLossTakeProfitInitialValue(portfolioEngine.portfolioCurrent.position.stopLoss) + updateStopLossTakeProfitBeginEnd(portfolioEngine.portfolioCurrent.position.stopLoss) + } + + function applyTakeProfitFormula(formulas, formulaId) { + updateStopLossTakeProfitFinalValue(portfolioEngine.portfolioCurrent.position.takeProfit) + portfolioEngine.portfolioCurrent.position.takeProfit.value = formulas.get(formulaId) + updateStopLossTakeProfitInitialValue(portfolioEngine.portfolioCurrent.position.takeProfit) + updateStopLossTakeProfitBeginEnd(portfolioEngine.portfolioCurrent.position.takeProfit) + } + + function updateStopLossTakeProfitInitialValue(node) { + /* + We store the first Stop Loss or Take Profit value in a separate node. + To know if it is the first one we compare its current value to the initial value. + */ + if (node.initialValue.value === node.initialValue.config.initialValue) { + node.initialValue.value = node.value + } + } + + function updateStopLossTakeProfitFinalValue(node) { + /* + We set the final value just before calculating the new value, since the new calculated + value is going to be discarded if the position is closed after it is calculated, but + during the same candle. + */ + node.finalValue.value = node.value + } + + function updateStopLossTakeProfitBeginEnd(node) { + /* + Both the Stop Loss and the Take Profit have their own Begin and End. + The reason for this is because they represent targets to be checked + at the next candle, so it does not apply that they share the begin and + end of the position itself. + */ + node.begin.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value + + sessionParameters.timeFrame.config.value + node.end.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value + + sessionParameters.timeFrame.config.value + } + + function updateStopLoss(phase) { + portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPhase.value = phase + } + + function updateTakeProfit(phase) { + portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPhase.value = phase + } + + function initialTargets(portfolioSystemStageNode, portfolioEngineStageNode, stageName) { + + if (portfolioSystemStageNode.initialTargets === undefined) { + const message = 'Initial Targets Node Missing' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode, docs) + } + + setTargetRate() + return setTargetSize(stageName) + + function setTargetRate() { + if (portfolioSystemStageNode.initialTargets.targetRate === undefined) { + const message = 'Target Rate Node Missing' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets, docs) + } + if (portfolioSystemStageNode.initialTargets.targetRate.formula === undefined) { + const message = 'Formula Node Missing' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetRate, docs) + } + + let value = portfolioSystem.formulas.get(portfolioSystemStageNode.initialTargets.targetRate.formula.id) + if (value === undefined) { + const message = 'Target Rate Node Value Undefined' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetRate, docs) + } + if (isNaN(value)) { + const message = 'Target Rate Node Value Not A Number' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, value, undefined) + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetRate, docs) + } + + switch (portfolioSystemStageNode.type) { + case 'Open Stage': { + portfolioEngine.portfolioCurrent.position.entryTargetRate.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value, 10) + break + } + case 'Close Stage': { + portfolioEngine.portfolioCurrent.position.exitTargetRate.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value, 10) + break + } + } + } + + function setTargetSize(stageName) { + /* Basic Validation */ + if ( + portfolioSystemStageNode.initialTargets.targetSizeInBaseAsset !== undefined && + portfolioSystemStageNode.initialTargets.targetSizeInQuotedAsset !== undefined + ) { + // 'Only Target Size In Base Asset or Target Size In Quoted Asset is allowed.' + const message = 'Only One Target Size Allowed' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets, docs) + } + + /* Position In Base Asset */ + if (portfolioSystemStageNode.initialTargets.targetSizeInBaseAsset !== undefined) { + if (portfolioSystemStageNode.initialTargets.targetSizeInBaseAsset.formula !== undefined) { + let value = portfolioSystem.formulas.get(portfolioSystemStageNode.initialTargets.targetSizeInBaseAsset.formula.id) + if (value === undefined) { + const message = 'Target Size Value Undefined' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetSizeInBaseAsset, docs) + } + if (value === 0) { + if (stageName === 'Close Stage') { + return false; + } + const message = 'Target Size Value Zero' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetSizeInBaseAsset, docs) + } + + switch (portfolioSystemStageNode.type) { + case 'Open Stage': { + portfolioEngine.portfolioCurrent.position.positionBaseAsset.entryTargetSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value, 10) + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.entryTargetSize.value = + TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value * portfolioEngine.portfolioCurrent.position.entryTargetRate.value, 10) + break + } + case 'Close Stage': { + portfolioEngine.portfolioCurrent.position.positionBaseAsset.exitTargetSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value, 10) + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.exitTargetSize.value = + TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value * portfolioEngine.portfolioCurrent.position.exitTargetRate.value, 10) + break + } + } + + /* Remember how the end user defined this stage. */ + portfolioEngineStageNode.stageDefinedIn.value = 'Base Asset' + } else { + const message = 'Formula Node Missing' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetSizeInBaseAsset, docs) + } + } + + /* Position In Quoted Asset */ + if (portfolioSystemStageNode.initialTargets.targetSizeInQuotedAsset !== undefined) { + if (portfolioSystemStageNode.initialTargets.targetSizeInQuotedAsset.formula !== undefined) { + let value = portfolioSystem.formulas.get(portfolioSystemStageNode.initialTargets.targetSizeInQuotedAsset.formula.id) + if (value === undefined) { + const message = 'Target Size Value Undefined' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetSizeInQuotedAsset, docs) + } + if (value === 0) { + const message = 'Target Size Value Zero' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetSizeInQuotedAsset, docs) + } + switch (portfolioSystemStageNode.type) { + case 'Open Stage': { + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.entryTargetSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value, 10) + portfolioEngine.portfolioCurrent.position.positionBaseAsset.entryTargetSize.value = + TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value / portfolioEngine.portfolioCurrent.position.entryTargetRate.value, 10) + break + } + case 'Close Stage': { + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.exitTargetSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value, 10) + portfolioEngine.portfolioCurrent.position.positionBaseAsset.exitTargetSize.value = + TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(value / portfolioEngine.portfolioCurrent.position.exitTargetRate.value, 10) + break + } + } + + /* Remember how the end user defined this stage. */ + portfolioEngineStageNode.stageDefinedIn.value = 'Quoted Asset' + } else { + const message = 'Formula Node Missing' + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + badDefinitionUnhandledException(undefined, message, portfolioSystemStageNode.initialTargets.targetSizeInQuotedAsset, docs) + } + } + } + } + + function updateEnds() { + if (portfolioEngine.portfolioCurrent.position.status.value === 'Open') { + portfolioEngine.portfolioCurrent.position.end.value = portfolioEngine.portfolioCurrent.position.end.value + sessionParameters.timeFrame.config.value + portfolioEngine.portfolioCurrent.position.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + portfolioEngine.portfolioCurrent.position.positionBaseAsset.endBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.endBalance.value = portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value + } + } + + function resetPortfolioEngineDataStructure() { + if (portfolioEngine.portfolioCurrent.position.status.value === 'Closed') { + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.initializeNode(portfolioEngine.portfolioCurrent.position) + } + } + + function updateCounters() { + if (portfolioEngine.portfolioCurrent.position.status.value === 'Open') { + portfolioEngine.portfolioCurrent.position.positionCounters.periods.value++ + } + } + + function cycleBasedStatistics() { + + calculateAssetsStatistics() + calculatePositionStatistics() + + function calculateAssetsStatistics() { + /* Profit Loss Calculation */ + portfolioEngine.portfolioCurrent.position.positionBaseAsset.profitLoss.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value - + portfolioEngine.portfolioCurrent.position.positionBaseAsset.beginBalance + + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.profitLoss.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value - + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.beginBalance + + portfolioEngine.portfolioCurrent.position.positionBaseAsset.profitLoss.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.position.positionBaseAsset.profitLoss.value, 10) + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.profitLoss.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.position.positionQuotedAsset.profitLoss.value, 10) + + /* ROI Calculation */ + portfolioEngine.portfolioCurrent.position.positionBaseAsset.ROI.value = + portfolioEngine.portfolioCurrent.position.positionBaseAsset.profitLoss.value * 100 / + portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.targetSize.value + + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.ROI.value = + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.profitLoss.value * 100 / + portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.targetSize.value + + portfolioEngine.portfolioCurrent.position.positionBaseAsset.ROI.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.position.positionBaseAsset.ROI.value, 10) + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.ROI.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.position.positionQuotedAsset.ROI.value, 10) + + /* Hit Fail Calculation */ + if (portfolioEngine.portfolioCurrent.position.positionBaseAsset.ROI.value > 0) { + portfolioEngine.portfolioCurrent.position.positionBaseAsset.hitFail.value = 'Hit' + } + if (portfolioEngine.portfolioCurrent.position.positionBaseAsset.ROI.value < 0) { + portfolioEngine.portfolioCurrent.position.positionBaseAsset.hitFail.value = 'Fail' + } + if (portfolioEngine.portfolioCurrent.position.positionBaseAsset.ROI.value === 0) { + portfolioEngine.portfolioCurrent.position.positionBaseAsset.hitFail.value = 'Even' + } + if (portfolioEngine.portfolioCurrent.position.positionQuotedAsset.ROI.value > 0) { + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.hitFail.value = 'Hit' + } + if (portfolioEngine.portfolioCurrent.position.positionQuotedAsset.ROI.value < 0) { + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.hitFail.value = 'Fail' + } + if (portfolioEngine.portfolioCurrent.position.positionQuotedAsset.ROI.value === 0) { + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.hitFail.value = 'Even' + } + } + + function calculatePositionStatistics() { + /* Profit Loss Calculation */ + portfolioEngine.portfolioCurrent.position.positionStatistics.profitLoss.value = + ( + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.profitLoss.value * portfolioEngine.portfolioCurrent.position.endRate.value + + portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.profitLoss.value + ) + + portfolioEngine.portfolioCurrent.position.positionStatistics.profitLoss.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.position.positionStatistics.profitLoss.value, 10) + + /* ROI Calculation */ + portfolioEngine.portfolioCurrent.position.positionStatistics.ROI.value = + ( + portfolioEngine.portfolioCurrent.position.positionStatistics.profitLoss.value + ) + * 100 / + ( + portfolioEngine.portfolioCurrent.position.positionBaseAsset.beginBalance * portfolioEngine.portfolioCurrent.position.beginRate.value + + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.beginBalance + ) + portfolioEngine.portfolioCurrent.position.positionStatistics.ROI.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.position.positionStatistics.ROI.value, 10) + + /* Hit Fail Calculation */ + if (portfolioEngine.portfolioCurrent.position.positionStatistics.ROI.value > 0) { + portfolioEngine.portfolioCurrent.position.positionStatistics.hitFail.value = 'Hit' + } + if (portfolioEngine.portfolioCurrent.position.positionStatistics.ROI.value < 0) { + portfolioEngine.portfolioCurrent.position.positionStatistics.hitFail.value = 'Fail' + } + if (portfolioEngine.portfolioCurrent.position.positionStatistics.ROI.value === 0) { + portfolioEngine.portfolioCurrent.position.positionStatistics.hitFail.value = 'Even' + } + + /* Days Calculation */ + portfolioEngine.portfolioCurrent.position.positionStatistics.days.value = + portfolioEngine.portfolioCurrent.position.positionCounters.periods.value * + sessionParameters.timeFrame.config.value / SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS + + portfolioEngine.portfolioCurrent.position.positionStatistics.days.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.position.positionStatistics.days.value, 10) + } + } + + function badDefinitionUnhandledException(err, message, node, docs) { + portfolioSystem.addError([node.id, message, docs]) + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> " + message); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.name = " + node.name); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.type = " + node.type); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.config = " + JSON.stringify(node.config)); + if (err !== undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> err.stack = " + err.stack); + } + throw 'Error Already Recorded' + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioProcess.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioProcess.js new file mode 100644 index 000000000..1ffacea73 --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioProcess.js @@ -0,0 +1,320 @@ +exports.newPortfolioManagementBotModulesPortfolioProcess = function (processIndex) { + /* + This Module will load all the process data dependencies from files and send them downstream. + After execution, will save the time range and status report of the process. + */ + const MODULE_NAME = "Portfolio Process" + + let thisObject = { + start: start + } + + return thisObject + + async function start(statusDependencies, dataDependenciesModule, callBackFunction) { + try { + + let dataFiles = new Map() + let multiTimeFrameDataFiles = new Map() + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT = TS.projects.portfolioManagement.botModules.portfolioEngine.newPortfolioManagementBotModulesPortfolioEngine(processIndex) + let portfolioOutputModuleObject = TS.projects.portfolioManagement.botModules.portfolioOutput.newPortfolioManagementBotModulesPortfolioOutput(processIndex) + + let currentTimeFrame = {} + + /* Context Variables */ + let contextVariables = { + lastFile: undefined, // Datetime of the last file files successfully produced by this process. + dateBeginOfMarket: undefined, // Datetime of the first trade file in the whole market history. + dateEndOfMarket: undefined // Datetime of the last file available to be used as an input of this process. + } + + if ( + TS.projects.foundations.functionLibraries.processFilesFunctions.getContextVariables( + processIndex, + contextVariables, + statusDependencies, + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime, + callBackFunction + ) !== true) { return } + + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) { + /* + Here is where the Portfolio Engine and Portfolio Systems received are moved to the simulation state. + */ + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_NODE + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_SYSTEM_NODE + } + + /* We set up the Portfolio Engine Module. */ + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.initialize() + + /* Initializing the Portfolio Process Date */ + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) { + /* + This function is going to be called many times by the Portfolio Bot Loop. + Only during the first execution and when the User is not resuming the execution + of a stopped session / task; we are going to initialize the Process Date Time. + This variable tell us which day we are standing at, specially while working + with Daily Files. From this Date is that we are going to load the Daily Files. + */ + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine.portfolioCurrent.portfolioEpisode.processDate.value = + TS.projects.foundations.utilities.dateTimeFunctions.removeTime(TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime).valueOf() + } + + /* + This is the Date that is going to be used across the execution of this Portfolio Process. + We need this because it has a different life cycle than the processData stored at the + Portfolio Engine data structure. This date has to remain the same during the whole execution + of the Portfolio Process until the end, inclusind the writing of Data Ranges and Status Reports. + The processDate of the Portfolio Engine data structure on the other hand can be changed during + the simulation loop, once we discover that all candles from a certain date have benn processed. + Here is the point where we sync one and the other. + */ + let portfolioProcessDate = TS.projects.foundations.utilities.dateTimeFunctions.removeTime(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine.portfolioCurrent.portfolioEpisode.processDate.value) + + if ( + await TS.projects.foundations.functionLibraries.dataDependenciesFunctions.processSingleFiles( + processIndex, + dataFiles, + multiTimeFrameDataFiles, + dataDependenciesModule + ) === false) { + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run') + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE) + return + } + + if (await TS.projects.foundations.functionLibraries.dataDependenciesFunctions.processMarketFiles( + processIndex, + dataFiles, + multiTimeFrameDataFiles, + dataDependenciesModule, + currentTimeFrame, + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.label, + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime, + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.finalDatetime + ) === false) { + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run') + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE) + return + } + /* + These are the Data Structures used by end users at Conditions Code or Formulas. + */ + let chart = {} + let market = {} + let exchange = {} + /* + Here we check if we need to get Daily Files or not. As an optimization, when + we are running on a Time Frame of 1hs or above, we are not going to load + dependencies on Daily Files. The way we recognize that is by checking if + we alreaady set a value to currentTimeFrame.value. We are also not going to loop + through days if we are processing market files. + */ + if (currentTimeFrame.value) { + /* We are processing Market Files */ + /* + With all the indicators data files loaded, we will build the chart object + data structure that will be used in user-defied conditions and formulas. + */ + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waking up') + TS.projects.foundations.functionLibraries.dataDependenciesFunctions.buildDataStructures( + processIndex, + dataDependenciesModule, + multiTimeFrameDataFiles, + currentTimeFrame, + chart, + market, + exchange, + callBackFunction + ) + + if (checkThereAreCandles() === true) { + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Running') + await outputManagement() + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Saving') + await TS.projects.foundations.functionLibraries.processFilesFunctions.writeProcessFiles(processIndex, contextVariables, currentTimeFrame, portfolioProcessDate, statusDependencies) + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Sleeping') + } else { + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found.') + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE) + return + } + + } else { + /* We are processing Daily Files */ + do { + TS.projects.foundations.functionLibraries.sessionFunctions.emitSessionStatus(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS, TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY) + /* + We update the Portfolio Process Date with the date calculated at the simulation. + We will use this date to load indicator and output files. After that we will + use it to save Output Files and later the Data Ranges. This is the point where + the date calculated by the Simulation is applied at the Portfolio Process Level. + */ + portfolioProcessDate = TS.projects.foundations.utilities.dateTimeFunctions.removeTime(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine.portfolioCurrent.portfolioEpisode.processDate.value) + + if (checkStopTaskGracefully() === false) { break } + if (checkStopProcessing() === false) { break } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waking up') + if ( + await TS.projects.foundations.functionLibraries.dataDependenciesFunctions.processDailyFiles( + processIndex, + dataFiles, + multiTimeFrameDataFiles, + dataDependenciesModule, + currentTimeFrame, + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.label, + portfolioProcessDate + ) === false) { + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run') + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE) + return + } + /* + With all the indicators data files loaded, we will build the chart object + data structure that will be used in user-defied conditions and formulas. + */ + TS.projects.foundations.functionLibraries.dataDependenciesFunctions.buildDataStructures( + processIndex, + dataDependenciesModule, + multiTimeFrameDataFiles, + currentTimeFrame, + chart, + market, + exchange, + callBackFunction + ) + /* + The process of generating the output includes the portfolio simulation. + */ + if (checkThereAreCandles() === true) { + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Running') + await outputManagement() + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Saving') + await TS.projects.foundations.functionLibraries.processFilesFunctions.writeProcessFiles(processIndex, contextVariables, currentTimeFrame, portfolioProcessDate, statusDependencies) + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Sleeping') + } else { + TS.projects.foundations.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be up to date') + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE) + return + } + /* + If for any reason the session was stopped, we will break this loop and exit the process. + */ + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) { break } + /* + When we get to the end of the market, we need to break this process loop in order + to let time pass, new information be collected from the exchange, new data built + into indicators, and eventually a new execution of this process. + */ + if (checkStopHeadOfTheMarket() === false) { break } + + } + while (true) + } + + checkIfSessionMustStop() + /* + Everything worked as expected. We return an OK code and wait for + the Bot Loop to call us again later. + */ + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE) + + function checkThereAreCandles() { + let sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '') + let candles = chart[propertyName].candles + + if (candles === undefined || candles.length === 0) { + return false + } else { + return true + } + } + + function checkStopHeadOfTheMarket() { + /* + We need to check if we have reached the head of the market in order to know + when to break the Daily Files Process loop and give time for a new candles / + indicators to be built and continue the processing once this process is called + again. + */ + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine.portfolioCurrent.portfolioEpisode.headOfTheMarket.value === true) { + return false + } + } + + function checkStopTaskGracefully() { + /* Validation that we dont need to stop. */ + if (TS.projects.foundations.globals.taskVariables.IS_TASK_STOPPING === true) { + return false + } + } + + function checkStopProcessing() { + /* Validation that we dont need to stop. */ + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) { + return false + } + } + + async function outputManagement() { + await portfolioOutputModuleObject.start( + chart, + market, + exchange, + currentTimeFrame.value, + currentTimeFrame.label, + portfolioProcessDate + ) + + /* + From here on, all other loops executions wont be the first execution and also + we will consider that it is not resuming a previous execution as well. + */ + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP = false + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false + } + + function checkIfSessionMustStop() { + + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + /* + Backtests needs only one execution of this process to complete. + */ + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[IMPORTANT] checkIfSessionMustStop -> Backtesting Session Finished. Stopping the Session now. ') + TS.projects.foundations.functionLibraries.sessionFunctions.stopSession(processIndex, 'Backtesting Session Finished.') + } + } + } + catch (err) { + /* An unhandled exception occured. in this case we return Fail and log the stack. */ + if (err.stack) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] start -> Unhandled Exception. Will Abort this process. err = " + err.stack) + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE) + return + } + + /* Some expected file was not found. We will return a RETRY code and move on. */ + if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] File not Found. Will Retry the Process Loop.") + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE) + return + } + + /* Some other handled exception occured. We return Fail and move on. */ + if (err.result !== TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] start -> Handled Exception. Will Abort this process. err = " + err.message) + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE) + return + } + } + } +} diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioRecords.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioRecords.js new file mode 100644 index 000000000..01cdc09dc --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioRecords.js @@ -0,0 +1,414 @@ +exports.newPortfolioManagementBotModulesPortfolioRecords = function (processIndex) { + /* + This module facilitates the appending of records to the output of the process. + */ + const MODULE_NAME = 'Portfolio Records' + + let thisObject = { + appendRecords: appendRecords, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let portfolioSystem + let sessionParameters + let outputDatasetsMap + + return thisObject + + function initialize(pOutputDatasetsMap) { + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + outputDatasetsMap = pOutputDatasetsMap // These are the files turned into arrays, stored in a Map by Product codeName. + } + + function finalize() { + portfolioEngine = undefined + portfolioSystem = undefined + sessionParameters = undefined + outputDatasetsMap = undefined + } + + function appendRecords() { + /* + Here we add records to the output files. At the product config property nodePath + we have a pointer to the node that have the information we need to extract. + Later, based on the product record definition we will extract each individual value. + */ + let outputDatasets = TS.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset') + + for (let i = 0; i < outputDatasets.length; i++) { + let outputDatasetNode = outputDatasets[i] + let dataset = outputDatasetNode.referenceParent + let product = dataset.parentNode + let outputDatasetArray = outputDatasetsMap.get(product.config.codeName) + + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_PROCESSING_DAILY_FILES === true && dataset.config.type === 'Daily Files') { + persistRecords() + } + + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_PROCESSING_DAILY_FILES === false && dataset.config.type === 'Market Files') { + persistRecords() + } + + function persistRecords() { + /* + There are a few products configured to be saved only at an specific cycle. + */ + if (product.config.saveAtCycle !== undefined) { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.value !== product.config.saveAtCycle) { + return + } + } + + /* Clean the file from information of previous executions */ + //pruneOutputFile(product, outputDatasetArray, portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value) + + /* Clean Open Records */ + if (product.config.saveAsObjects === true) { + for (let j = 0; j < product.record.properties.length; j++) { + let recordProperty = product.record.properties[j] + if (recordProperty.config.codeName === product.config.propertyNameThatDefinesObject) { + /* Remove Open Records */ + spliceOpenRecords(j, product, outputDatasetArray) + break + } + } + } + + /* + The product root can be a node or a node property of type array. + */ + let productRoot + try { + productRoot = eval(product.config.nodePath) + } catch (err) { + badDefinitionUnhandledException(err, 'Cannot get productRoot -> nodePath = ' + product.config.nodePath, product, undefined) + } + + if (product.config.nodePathType === 'array') { + /* + This means that the configured nodePath is not pointing to a node, but to a node property that is an array. + For that reason we will assume that each element of the array is a record to be outputed + */ + for (let index = 0; index < productRoot.length; index++) { + /* + The Product Root Node is the root of the node hiriarchy from where we are going to extract the record values. + */ + let productRootNode = productRoot[index] + let record = scanRecordDefinition(product, productRootNode, index) + if (record !== undefined) { + /* + We will add the index value to the record itself, so that the plotter can know to which + brach of the portfolio engine data structure it belongs. + */ + record.push(index) + persistIndividualRecord(record, product, outputDatasetArray) + } + } + } else { + /* + This means that the configured nodePath points to a single node, which is the one whose children constitutes + the record to be saved at the output file. + */ + /* + The Product Root Node is the root of the node hiriarchy from where we are going to extract the record values. + */ + let productRootNode = productRoot + let record = scanRecordDefinition(product, productRootNode) + if (record !== undefined) { + persistIndividualRecord(record, product, outputDatasetArray) + } + } + } + } + + function scanRecordDefinition(product, productRootNode, index) { + + let record = [] + for (let j = 0; j < product.record.properties.length; j++) { + let recordProperty = product.record.properties[j] + /* + The Property Root Node is the Root of the Hiriarchy branch we must find in order + to get the node where we are going to extract the value. Initially + we point it to the Product Root Node, because that is the default in case + a property does not have at its configuration a different nodePath configured + pointing to an specific Root for the property. + */ + let propertyRootNode = productRootNode + /* + If we find at the configuration a nodePath, then we take this path to find + the Root Node specifically for this property only. + */ + if (recordProperty.config.nodePath !== undefined) { + try { + propertyRootNode = eval(recordProperty.config.nodePath) + } catch (err) { + badDefinitionUnhandledException(err, 'Error Evaluating Record Property nodePath -> nodePath = ' + recordProperty.config.nodePath, product, recordProperty) + } + } + /* + The Target Node is the node from where we are going to exctract the value. + We will use the codeName of the Record Property to match it with + any of the properties of the Root Node to get the Target Node. + */ + let targetNode + try { + targetNode = propertyRootNode[recordProperty.config.codeName] + } catch (err) { + badDefinitionUnhandledException(err, 'Error setting Target Node.', product, recordProperty) + } + /* + If the codeName of the Record Property can not match the name of the property at + the target node, the user can explicitly specify the property name at the configuration, + and in those cases we need to use that. This happens when there are many Record Properties + pointing to the same property at the Target Node. + */ + if (recordProperty.config.childProperty !== undefined) { + targetNode = propertyRootNode[recordProperty.config.childProperty] + } + /* + It can happen that intead of having a Node in targetNode what we have is an + array of nodes. We need to pick one of the elements of the array and for that + we use the Index value we find at the configuration of the Record Property. + */ + if (recordProperty.config.index !== undefined) { + try { + targetNode = targetNode[recordProperty.config.index] + } catch (err) { + badDefinitionUnhandledException(err, 'Error setting Target Node.', product, recordProperty) + } + } + /* + By Default the value is extracted from the value property of the Target Node. + But it might happen the the Target Node does not exist for example when there is an Array + of Nodes defined in the Record Properties but not all of them exist at the Root Node. + We filter out those cases by not extracting the value from the value property. + */ + let value = 0 // This is a default value, since we do not want null in files because it breakes JSON format. + if (targetNode !== undefined) { + if (targetNode.type !== undefined) { + /* + In this case the Target Node is really a node (since it has a type), so we extract the value + from its value property. + */ + value = targetNode.value + if (value !== undefined && value !== null) { + if (recordProperty.config.decimals !== undefined) { + try { + value = Number(value.toFixed(recordProperty.config.decimals)) + } catch (err) { + badDefinitionUnhandledException(err, 'Error applying configured decimals.', product, recordProperty) + } + } + } + } else { + /* + In this case the Target Node is not really node, but the value itself. Se we return this as the + value of the Record Property. + */ + value = targetNode + } + } + + /* We are not going to add records where the begin or end are missing */ + if ( + recordProperty.config.codeName === 'begin' && value === 0 || + recordProperty.config.codeName === 'end' && value === 0 + ) { return } + + if (recordProperty.config.isString !== true && Array.isArray(value) !== true) { + value = safeNumericValue(value) + } + if (recordProperty.config.isString === true && Array.isArray(value) !== true) { + value = safeStringValue(value) + } + record.push(value) + } + return record + } + + function persistIndividualRecord(record, product, outputDatasetArray) { + + if (product.config.saveAsObjects === true) { + /* For saving objects we need to take care of a different set of rules. */ + for (let j = 0; j < product.record.properties.length; j++) { + let recordProperty = product.record.properties[j] + if (recordProperty.config.codeName === product.config.propertyNameThatDefinesObject) { + let propertyValue = record[j] + + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_PROCESSING_DAILY_FILES) { + if (product.config.doNotCutObjectInDays !== true) { + /* + By default we will cut objects in days. + */ + if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) { + outputDatasetArray.push(record) + } + } else { + /* + When dealing with Daily Files, we need to avoid to write an open object at the last 'candle' of the day, + since the object will be duplicated on the next day. How do we know we are positioned at the last candle + of the day? Easy: the end of the candle must be 1 millisecod before the next day. That happens at any + time frame. + */ + let currentDay = new Date(portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value) + let nextDay = new Date(portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value + 1) + if (currentDay.getUTCDate() !== nextDay.getUTCDate()) { + /* + We will save the object only if it is closed, becasuse we are at the last candle of the day. + */ + if (propertyValue === product.config.propertyValueThatClosesObject) { + outputDatasetArray.push(record) + } + } else { + /* + When we are not at the end of the day, we will save the object normally, like in market files. + */ + if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) { + outputDatasetArray.push(record) + } + } + } + } + else { + /* + For Market Files we will add a record everytime that proeprty value does not match this + */ + if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) { + outputDatasetArray.push(record) + } + } + break + } + } + } else { + /* + When we are not dealing with objects, we add every record to the existing file except + for the ones that are filtered out at the Product Definition. + */ + if (product.config.propertyNameThatDefinesStatus !== undefined && product.config.propertyValueThatPreventsSavingObject !== undefined) { + for (let j = 0; j < product.record.properties.length; j++) { + let recordProperty = product.record.properties[j] + if (recordProperty.config.codeName === product.config.propertyNameThatDefinesStatus) { + let propertyValue = record[j] + + if (product.config.propertyValueThatPreventsSavingObject === "->Empty Array->" && propertyValue.length === 0) { + break + } + if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) { + outputDatasetArray.push(record) + } + break + } + } + } else { + outputDatasetArray.push(record) + } + } + } + + function safeNumericValue(value) { + /* + The purpose of this function is to check that value variable does not have a value that + will later break the JSON format of files where this is going to be stored at. + */ + if (value === Infinity) { + value = Number.MAX_SAFE_INTEGER + } + if (value === undefined) { + value = 0 + } + if (value === null) { + value = 0 + } + if (isNaN(value)) { + value = 0 + } + return value + } + + function safeStringValue(value) { + /* + The purpose of this function is to check that value variable does not have a value that + will later break the JSON format of files where this is going to be stored at. + */ + if (value === undefined) { + value = '' + } + if (value === null) { + value = '' + } + return value + } + + function pruneOutputFile(product, outputFile, currentEnd) { + if (outputFile.isPrunned === true) { return } + /* + When a session is resumed, we will be potentially reading output files belonging to a previous session execution. + For that reason we need to prune all the records that are beyond the current candle. We do not delete everything + because we might be resuming a stopped session, which is fine. + */ + for (let i = 0; i < outputFile.length; i++) { + let record = outputFile[i] + + for (let j = 0; j < product.record.properties.length; j++) { + let recordProperty = product.record.properties[j] + if (recordProperty.config.codeName === 'end') { + let end = record[j] + if (end >= currentEnd) { + outputFile.splice(i, 1) + /* + This will execute the next prune call in the next iteration of the NodeJs event loop + allowing for other callbacks to be executed. It also prevents the error + 'Maximum call stack size exceeded', since the call is not placed at the call stack. + */ + setImmediate(pruneOutputFile, product, outputFile, currentEnd) + return + } + } + } + } + outputFile.isPrunned = true + } + + function spliceOpenRecords(j, product, outputDatasetArray) { + /* + Before adding records to the output file, we need to remove all open records, + because we will be adding the same records later with potentially + new or updated information. + */ + + for (let i = 0; i < outputDatasetArray.length; i++) { + let dataRecord = outputDatasetArray[i] + if (dataRecord !== undefined) { + let dataRecordValue = dataRecord[j] + if (dataRecordValue !== product.config.propertyValueThatClosesObject) { + outputDatasetArray.splice(i, 1) + spliceOpenRecords(j, product, outputDatasetArray) + return + } + } + } + } + } + + function badDefinitionUnhandledException(err, message, product, recordProperty) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] appendRecords -> " + message); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] appendRecords -> product.name = " + product.name); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] appendRecords -> product.config = " + JSON.stringify(product.config)); + + if (recordProperty) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.name = " + recordProperty.name); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.config.codeName = " + recordProperty.config.codeName); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.config = " + JSON.stringify(recordProperty.config)); + } + + if (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] appendRecords -> err.stack = " + err.stack); + } + throw 'Can not continue with a Definition Error like this.' + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioSimulation.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioSimulation.js new file mode 100644 index 000000000..e9e02b94c --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioSimulation.js @@ -0,0 +1,679 @@ +exports.newPortfolioManagementBotModulesPortfolioSimulation = function (processIndex) { + /* + This Module represents the portfolio simulacion. Escentially a loop through a set of candles and + the execution at each loop cycle of the Portfolio System Protocol. + */ + const MODULE_NAME = 'Portfolio Simulation -> ' + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + + let thisObject = { + finalize: finalize, + runSimulation: runSimulation + } + return thisObject + + function finalize() { + thisObject = undefined + } + + async function runSimulation( + chart, + market, + exchange, + outputDatasetsMap, + writeFiles, + ) { + try { + + let portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + let portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + let sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> initialDatetime = ' + sessionParameters.timeRange.config.initialDatetime) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime) + + /* These are the Modules we will need to run the Simulation */ + let portfolioRecordsModuleObject = TS.projects.portfolioManagement.botModules.portfolioRecords.newPortfolioManagementBotModulesPortfolioRecords(processIndex) + portfolioRecordsModuleObject.initialize(outputDatasetsMap) + + let portfolioSystemModuleObject = TS.projects.portfolioManagement.botModules.portfolioSystem.newPortfolioManagementBotModulesPortfolioSystem(processIndex) + portfolioSystemModuleObject.initialize() + + let portfolioEpisodeModuleObject = TS.projects.portfolioManagement.botModules.portfolioEpisode.newPortfolioManagementBotModulesPortfolioEpisode(processIndex) + portfolioEpisodeModuleObject.initialize() + + /* Setting up the candles array: The whole simulation is based on the array of candles at the time-frame defined at the session parameters. */ + let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '') + let candles = chart[propertyName].candles + + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_PROCESSING_DAILY_FILES) { + /* + We need to purge from the candles array all the candles from the previous day + that comes when processing daily files. + */ + let dailyCandles = [] + for (let i = 0; i < candles.length; i++) { + let candle = candles[i] + if (candle.begin >= TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine.portfolioCurrent.portfolioEpisode.processDate.value) { + dailyCandles.push(candle) + } + } + candles = dailyCandles + } else { + candles = chart[propertyName].candles + } + + /* Variables needed for heartbeat functionality */ + let heartBeatDate + let previousHeartBeatDate + /* + Estimation of the Initial Candle to Process in this Run. + */ + let initialCandle + if ( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) { + + /* Estimate Initial Candle based on the timeRange configured for the session. */ + let firstEnd = candles[0].end + let targetEnd = sessionParameters.timeRange.config.initialDatetime + let diff = targetEnd - firstEnd + let amount = diff / sessionParameters.timeFrame.config.value + + initialCandle = Math.trunc(amount) + if (initialCandle < 0) { initialCandle = 0 } + if (initialCandle > candles.length - 1) { + /* + This will happen when the sessionParameters.timeRange.config.initialDatetime is beyond the last candle available, + meaning that the dataSet needs to be updated with more up-to-date data. + */ + console.log('DEBUGGING ..................', initialCandle, candles.length) + TS.projects.foundations.functionLibraries.sessionFunctions.stopSession(processIndex, 'Data is not up-to-date enough. Please start the Data Mining Operation.') + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[IMPORTANT] runSimulation -> Data is not up-to-date enough. Stopping the Session now. ') + return + } + + } else { + /* + In this case we already have at the last candle index the next candle to be + processed. We will just continue with this candle. + */ + initialCandle = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value + } + /* + Main Simulation Loop + */ + /* We are going to use this to exit the loop if needed. */ + let breakLoop = false + + /* + We will assume that we are at the head of the market here. We do this + because the loop could be empty and no validation is going to run. If the + loop is not empty, then the lascCandle() check will override this value + depending on if we really are at the head of the market or not. + */ + portfolioEngine.portfolioCurrent.portfolioEpisode.headOfTheMarket.value = true + /* + This is the main simulation loop. It will go through the initial candle + until one less than the last candle available. We will never process the last + candle available since it is not considered a closed candle, but a candle + that still can change. So effectively will be processing all closed candles. + */ + for (let i = initialCandle; i < candles.length - 1; i++) { + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value = i + + /* This is the current candle the Simulation is working at. */ + let candle = candles[portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value] + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> loop -> Candle Begin @ ' + (new Date(candle.begin)).toUTCString()) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> loop -> Candle End @ ' + (new Date(candle.end)).toUTCString()) + + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.setCurrentCandle(candle) // We move the current candle we are standing at, to the portfolio engine data structure to make it available to anyone, including conditions and formulas. + + /* We emit a heart beat so that the UI can now where we are at the overal process.*/ + heartBeat() + + /* Opening the Episode, if needed. */ + portfolioEpisodeModuleObject.openEpisode() + + if (checkInitialDatetime() === false) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> loop -> Candle Before the Initia Date Time @ ' + (new Date(candle.begin)).toUTCString()) + continue + } + + positionDataStructuresAtCurrentCandle() + + /* The chart was recalculated based on the current candle. */ + portfolioSystemModuleObject.updateChart( + chart, + exchange, + market + ) + + /* + Do the stuff needed previous to the run like + Episode Counters and Statistics update. Mantaince is done + once per simulation candle. + */ + portfolioSystemModuleObject.mantain() + portfolioEpisodeModuleObject.mantain() + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.mantain() + + /* + Run the first cycle of the Portfolio System. In this first cycle we + give some room so that orders can be canceled or filled and we can + write those records into the output memory. During this cycle new + orders can not be created, since otherwise the could be cancelled at + the second cycle without spending real time at the order book. + */ + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.setCurrentCycle('First') + await runCycle() + + /* + We check if we need to stop before appending the records so that the stop + reason is also propery recorded. Note also that we check this after the first + cycle, where orders have not been submitted to the exchange yet, but we + had the chance to check for the status of placed orders or even cancel + the ones that needed cancellation. + */ + checkIfWeNeedToStopBetweenCycles() + + /* Add new records to the process output */ + portfolioRecordsModuleObject.appendRecords() + + if (breakLoop === true) { break } + /* + Run the second cycle of the Portfolio System. During this second run + some new orders might be created at slots freed up during the first + run. This allows for example for a Limit Order to be cancelled during the + first run, and the same Limit Order definition to spawn a new order + without the need to wait until the next candle. Orders can not be cancelled + during the second cycle. + */ + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.setCurrentCycle('Second') + await runCycle() + + checkIfWeNeedToStopAfterBothCycles() + + /* Add new records to the process output */ + portfolioRecordsModuleObject.appendRecords() + + if (breakLoop === true) { break } + + async function runCycle() { + /* Reset Data Structures */ + portfolioSystemModuleObject.reset() + portfolioEpisodeModuleObject.reset() + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.reset() + + let infoMessage = 'Processing candle # ' + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value + ' @ the ' + portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.value + ' cycle.' + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> loop -> ' + infoMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Info - Candle And Cycle', + placeholder: {} + } + + contextInfo = { + candleIndex: portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value, + cycle: portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.value + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addInfo([portfolioSystem.id, infoMessage, docs]) + + await portfolioSystemModuleObject.run() + } + + function checkIfWeNeedToStopBetweenCycles() { + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> controlLoop -> We are going to stop here bacause we were requested to stop processing this session.') + updateEpisode('Session Stopped') + breakLoop = true + return + } + + if (TS.projects.foundations.globals.taskVariables.IS_TASK_STOPPING === true) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> controlLoop -> We are going to stop here bacause we were requested to stop processing this task.') + updateEpisode('Task Stopped') + breakLoop = true + return + } + + if (checkFinalDatetime() === false) { + closeEpisode('Final Datetime Reached') + breakLoop = true + TS.projects.foundations.functionLibraries.sessionFunctions.stopSession(processIndex, 'Final Datetime Reached') + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[IMPORTANT] runSimulation -> Final Datetime Reached. Stopping the Session now. ') + return + } + + if (checkMinimunAndMaximunBalance() === false) { + closeEpisode('Min or Max Balance Reached') + breakLoop = true + TS.projects.foundations.functionLibraries.sessionFunctions.stopSession(processIndex, 'Min or Max Balance Reached') + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[IMPORTANT] runSimulation -> Min or Max Balance Reached. Stopping the Session now. ') + return + } + } + + function checkIfWeNeedToStopAfterBothCycles() { + if (checkNextCandle() === false) { + updateEpisode('All Candles Processed') + breakLoop = true + return + } + } + } + + portfolioSystemModuleObject.finalize() + portfolioRecordsModuleObject.finalize() + portfolioEpisodeModuleObject.finalize() + + portfolioSystemModuleObject = undefined + portfolioRecordsModuleObject = undefined + portfolioEpisodeModuleObject = undefined + + await writeFiles() + + function closeEpisode(exitType) { + portfolioEpisodeModuleObject.updateExitType(exitType) + portfolioEpisodeModuleObject.closeEpisode() + } + + function updateEpisode(exitType) { + portfolioEpisodeModuleObject.updateExitType(exitType) + } + + function heartBeat() { + let hartbeatText = '' + if (sessionParameters.heartbeats !== undefined) { + if (sessionParameters.heartbeats.config.date === true || sessionParameters.heartbeats.config.candleIndex === true) { + /* We will produce a simulation level heartbeat in order to inform the user this is running. */ + + heartBeatDate = new Date(Math.trunc(portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value / SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS) * SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS + SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS) + + let fromDate = new Date(sessionParameters.timeRange.config.initialDatetime) + let lastDate = new Date(sessionParameters.timeRange.config.finalDatetime) + + let currentDateString = heartBeatDate.getUTCFullYear() + '-' + SA.projects.foundations.utilities.miscellaneousFunctions.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + SA.projects.foundations.utilities.miscellaneousFunctions.pad(heartBeatDate.getUTCDate(), 2) + let currentDate = new Date(heartBeatDate) + let percentage = TS.projects.foundations.utilities.dateTimeFunctions.getPercentage(fromDate, currentDate, lastDate) + /* + Theere are a few tasks that we need to do only when the date changes, + otherwise it would be suboptimal. + */ + if (heartBeatDate.valueOf() !== previousHeartBeatDate) { + previousHeartBeatDate = heartBeatDate.valueOf() + + let processingDate = heartBeatDate.getUTCFullYear() + '-' + SA.projects.foundations.utilities.miscellaneousFunctions.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + SA.projects.foundations.utilities.miscellaneousFunctions.pad(heartBeatDate.getUTCDate(), 2) + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> loop -> Simulation ' + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY + ' Loop # ' + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value + ' @ ' + processingDate) + + /* Logging to console and disk */ + if (TS.projects.foundations.utilities.dateTimeFunctions.areTheseDatesEqual(currentDate, new Date()) === false) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(currentDate, percentage) + } + + /* Date only hearbeat */ + if (sessionParameters.heartbeats.config.date === true && sessionParameters.heartbeats.config.candleIndex === false) { + hartbeatText = hartbeatText + currentDateString + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, hartbeatText, percentage) + return + } + } + + /* + When the Candle Index nees to be shown, then we can not send the hearbet + only when the dates changes, we have to send it for every candle. + It might also contain the date information. + */ + if (sessionParameters.heartbeats.config.candleIndex === true) { + if (sessionParameters.heartbeats.config.date === true) { + hartbeatText = hartbeatText + currentDateString + } + hartbeatText = hartbeatText + ' Candle # ' + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, hartbeatText, percentage) + } + } + } + } + + function positionDataStructuresAtCurrentCandle() { + /* + In conditions and Formulas, we want users to have an easy sintax to refer to indicators. In order to achieve that, we need the user to have + easy access to the current candle for instance, or the current bollinger band, meaning the one the Simulation is currently standing at. + For that reason we do the following processing, to have at the chart data structure the current objects of each indicator / time frame. + */ + + for (const exchangeCodeName in exchange) { + let currentExchange = exchange[exchangeCodeName] + for (const baseAssetCodeName in currentExchange.market) { + let currentBaseAsset = currentExchange.market[baseAssetCodeName] + for (const quotedAssetCodeName in currentBaseAsset) { + let currentQuotedAsset = currentBaseAsset[quotedAssetCodeName] + let currentChart = currentQuotedAsset.chart + positionChart(currentChart) + } + } + } + + function positionChart(chart) { + let dataDependencies = TS.projects.visualScripting.utilities.nodeFunctions.nodeBranchToArray(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processDependencies, 'Data Dependency') + dataDependencies = TS.projects.visualScripting.utilities.nodeFunctions.filterOutNodeWihtoutReferenceParentFromNodeArray(dataDependencies) + + /* Finding the Current Element on Daily Files */ + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_PROCESSING_DAILY_FILES) { + for (let j = 0; j < TS.projects.foundations.globals.timeFrames.dailyTimeFramesArray().length; j++) { + let mapKey = TS.projects.foundations.globals.timeFrames.dailyTimeFramesArray()[j][1] + let propertyName = 'at' + mapKey.replace('-', '') + let thisChart = chart[propertyName] + + if (thisChart === undefined) { continue } + + for (let k = 0; k < dataDependencies.length; k++) { + let dataDependencyNode = dataDependencies[k] + if (dataDependencyNode.referenceParent.config.codeName !== 'Multi-Time-Frame-Daily') { continue } + let singularVariableName = dataDependencyNode.referenceParent.parentNode.config.singularVariableName + let pluralVariableName = dataDependencyNode.referenceParent.parentNode.config.pluralVariableName + if (thisChart[pluralVariableName] !== undefined) { + let currentElement = getElement(thisChart[pluralVariableName], 'Daily' + '-' + mapKey + '-' + pluralVariableName) + if (currentElement !== undefined) { + thisChart[singularVariableName] = currentElement + } + } + } + } + } + + /* Finding the Current Element on Market Files */ + for (let j = 0; j < TS.projects.foundations.globals.timeFrames.marketTimeFramesArray().length; j++) { + let mapKey = TS.projects.foundations.globals.timeFrames.marketTimeFramesArray()[j][1] + let propertyName = 'at' + mapKey.replace('-', '') + let thisChart = chart[propertyName] + + if (thisChart === undefined) { continue } + + for (let k = 0; k < dataDependencies.length; k++) { + let dataDependencyNode = dataDependencies[k] + if (dataDependencyNode.referenceParent.config.codeName !== 'Multi-Time-Frame-Market') { continue } + let singularVariableName = dataDependencyNode.referenceParent.parentNode.config.singularVariableName + let pluralVariableName = dataDependencyNode.referenceParent.parentNode.config.pluralVariableName + if (thisChart[pluralVariableName] !== undefined) { + let currentElement = getElement(thisChart[pluralVariableName], 'Market' + '-' + mapKey + '-' + pluralVariableName) + if (currentElement !== undefined) { + thisChart[singularVariableName] = currentElement + } + } + } + } + + /* Finding the Current Element At Single Files*/ + let propertyName = 'atAnyTimeFrame' + let thisChart = chart[propertyName] + + if (thisChart === undefined) { return } + + for (let k = 0; k < dataDependencies.length; k++) { + let dataDependencyNode = dataDependencies[k] + if (dataDependencyNode.referenceParent.config.codeName !== 'Single-File') { continue } + let singularVariableName = dataDependencyNode.referenceParent.parentNode.config.singularVariableName + let pluralVariableName = dataDependencyNode.referenceParent.parentNode.config.pluralVariableName + let elementArray = thisChart[pluralVariableName] + let currentElement + if (elementArray !== undefined) { + currentElement = elementArray[elementArray.length - 1] + } + thisChart[singularVariableName] = currentElement + } + } + } + + function getElement(pArray, datasetName) { + if (pArray === undefined) { return } + try { + let element + for (let i = 0; i < pArray.length; i++) { + element = pArray[i] + + if (portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value === element.end) { // when there is an exact match at the end we take that element + return element + } else { + if ( + i > 0 && + element.end > portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value + ) { + let previousElement = pArray[i - 1] + if (previousElement.end < portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value) { + return previousElement // If one elements goes into the future of currentCandle, then we stop and take the previous element. + } else { + return + } + } + } + } + return + } catch (err) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[ERROR] runSimulation -> getElement -> datasetName = ' + datasetName) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[ERROR] runSimulation -> getElement -> err = ' + err.stack) + throw (TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE) + } + } + + function checkNextCandle() { + /* + We need to check that the candle we have just processed it is not the last candle. + The candle at the head of the market is already skipped from the loop because it has not closed yet. + Note: for Daily Files, this means that the last candle of each day will never be processed. + + The first +1 is because array indexes are based on 0. + The second +1 is because we need to compare the next candle (remember that the loops allways avoid the + last candle of the dataset available.) + */ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value + 1 + 1 === candles.length) { + /* + When processing daily files, we need a mechanism to turn from one day to the next one. + That mechanism is the one implemented here. If we detect that the next candle is the last candle of + the day, we will advance current process day one day. By doing so, during the next execution, the + simulation will receive the candles and indicators files of the next day. + */ + let candlesPerDay = SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS / sessionParameters.timeFrame.config.value + if ( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_PROCESSING_DAILY_FILES && + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value + 1 + 1 === candlesPerDay + ) { + /* + Here we found that the next candle of the dataset is the last candle of the day. + It is time to move to the next day so as to receive at the next execution, the indicator files from + the next day. At the same time we will reset the index to be pointing to + the first candle of the new dataset we shall receive. The first candle of the next day starts + at index 0, so we will position the index now at zero. + */ + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value = 0 + portfolioEngine.portfolioCurrent.portfolioEpisode.processDate.value = + portfolioEngine.portfolioCurrent.portfolioEpisode.processDate.value + SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS + return false + } + + /* + We reached the head of the market but we are not at the last candle of a day during + Daily Files processing. We will advance to the next candle index anyways because in the + next execution it will likely have more candles at the dataset. And if it does not, + it will just wait there until it does. + */ + portfolioEngine.portfolioCurrent.portfolioEpisode.headOfTheMarket.value = true + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value++ + return false + } else { + + /* Wd did not reach the head of the market */ + portfolioEngine.portfolioCurrent.portfolioEpisode.headOfTheMarket.value = false + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.index.value++ + return true + } + } + + function checkInitialDatetime() { + /* Here we check that the current candle is not before the initial datetime defined at the session parameters.*/ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.candle.end.value < sessionParameters.timeRange.config.initialDatetime) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> checkInitialAndFinalDatetime -> Skipping Candle before the sessionParameters.timeRange.config.initialDatetime.') + return false + } + return true + } + + function checkFinalDatetime() { + /* Here we check that the next candle is not after of the user-defined final datetime at the session parameters.*/ + if (portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value + sessionParameters.timeFrame.config.value > sessionParameters.timeRange.config.finalDatetime) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[INFO] runSimulation -> checkInitialAndFinalDatetime -> Skipping Candle after the sessionParameters.timeRange.config.finalDatetime.') + return false + } + return true + } + + function checkMinimunAndMaximunBalance() { + /* Checks for Minimun and Maximun Balance. We do the check while not inside any strategy only. */ + if ( + portfolioEngine.portfolioCurrent.strategy.index.value === portfolioEngine.portfolioCurrent.strategy.index.config.initialValue + ) { + /* + We will perform this check only when we are not inside a position, + because there the balances have shifted from their resting position. + */ + + let stopRunningDate = (new Date(portfolioEngine.portfolioCurrent.portfolioEpisode.candle.begin.value)).toUTCString() + + if (sessionParameters.sessionBaseAsset.config.minimumBalance !== undefined) { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value <= sessionParameters.sessionBaseAsset.config.minimumBalance) { + const errorMessage = 'Min Balance reached @ ' + stopRunningDate + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Minimum Balance Reached', + placeholder: {} + } + + let contextInfo = { + timestamp: stopRunningDate, + episodeBaseAssetBalance: portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value, + sessionBaseAssetMinimumBalance: sessionParameters.sessionBaseAsset.config.minimumBalance + } + + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addError([portfolioSystem.id, errorMessage, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[WARN] runSimulation -> checkMinimunAndMaximunBalance -> ' + errorMessage) + return false + } + } + + if (sessionParameters.sessionBaseAsset.config.maximumBalance !== undefined) { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value >= sessionParameters.sessionBaseAsset.config.maximumBalance) { + const errorMessage = 'Max Balance reached @ ' + stopRunningDate + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Maximum Balance Reached', + placeholder: {} + } + + let contextInfo = { + timestamp: stopRunningDate, + episodeBaseAssetBalance: portfolioEngine.portfolioCurrent.portfolioEpisode.episodeBaseAsset.balance.value, + sessionBaseAssetMaximumBalance: sessionParameters.sessionBaseAsset.config.maximumBalance + } + + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addError([portfolioSystem.id, errorMessage, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[WARN] runSimulation -> checkMinimunAndMaximunBalance -> ' + errorMessage) + return false + } + } + + if (sessionParameters.sessionQuotedAsset.config.minimumBalance !== undefined) { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value <= sessionParameters.sessionQuotedAsset.config.minimumBalance) { + const errorMessage = 'Min Balance reached @ ' + stopRunningDate + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Minimum Balance Reached', + placeholder: {} + } + + let contextInfo = { + timestamp: stopRunningDate, + episodeQuotedAssetBalance: portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value, + sessionQuotedAssetMinimumBalance: sessionParameters.sessionQuotedAsset.config.minimumBalance + } + + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addError([portfolioSystem.id, errorMessage, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[WARN] runSimulation -> checkMinimunAndMaximunBalance -> ' + errorMessage) + return false + } + } + + if (sessionParameters.sessionQuotedAsset.config.maximumBalance !== undefined) { + if (portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value >= sessionParameters.sessionQuotedAsset.config.maximumBalance) { + const errorMessage = 'Max Balance reached @ ' + stopRunningDate + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Maximum Balance Reached', + placeholder: {} + } + + let contextInfo = { + timestamp: stopRunningDate, + episodeQuotedAssetBalance: portfolioEngine.portfolioCurrent.portfolioEpisode.episodeQuotedAsset.balance.value, + sessionQuotedAssetMaximumBalance: sessionParameters.sessionQuotedAsset.config.maximumBalance + } + + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo) + + portfolioSystem.addError([portfolioSystem.id, errorMessage, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[WARN] runSimulation -> checkMinimunAndMaximunBalance -> ' + errorMessage) + return false + } + } + + } + return true + } + } catch (err) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[ERROR] runSimulation -> err = ' + err.stack) + throw (TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE) + } + } +} + diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioStages.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioStages.js new file mode 100644 index 000000000..0c4c9e5cd --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioStages.js @@ -0,0 +1,1327 @@ +exports.newPortfolioManagementBotModulesPortfolioStages = function (processIndex) { + /* + This module packages all functions related to Stages. + */ + const MODULE_NAME = 'Portfolio Stages' + let thisObject = { + updateChart: updateChart, + mantain: mantain, + reset: reset, + cycleBasedStatistics: cycleBasedStatistics, + runTriggerStage: runTriggerStage, + runOpenStage: runOpenStage, + runManageStage: runManageStage, + runCloseStage: runCloseStage, + exitPositionValidation: exitPositionValidation, + updateEnds: updateEnds, + resetPortfolioEngineDataStructure: resetPortfolioEngineDataStructure, + updateCounters: updateCounters, + updateStatistics: updateStatistics, + initialize: initialize, + finalize: finalize + } + + let portfolioStrategyModuleObject = TS.projects.portfolioManagement.botModules.portfolioStrategy.newPortfolioManagementBotModulesPortfolioStrategy(processIndex) + let portfolioPositionModuleObject = TS.projects.portfolioManagement.botModules.portfolioPosition.newPortfolioManagementBotModulesPortfolioPosition(processIndex) + let portfolioExecutionModuleObject = TS.projects.portfolioManagement.botModules.portfolioExecution.newPortfolioManagementBotModulesPortfolioExecution(processIndex) + let announcementsModuleObject = TS.projects.socialBots.botModules.announcements.newSocialBotsBotModulesAnnouncements(processIndex) + let snapshotsModuleObject = TS.projects.portfolioManagement.botModules.snapshots.newPortfolioManagementBotModulesSnapshots(processIndex) + let portfolioEpisodeModuleObject = TS.projects.portfolioManagement.botModules.portfolioEpisode.newPortfolioManagementBotModulesPortfolioEpisode(processIndex) + + let portfolioEngine + let portfolioSystem + let sessionParameters + + return thisObject + + function initialize() { + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + + portfolioStrategyModuleObject.initialize() + portfolioPositionModuleObject.initialize() + announcementsModuleObject.initialize() + snapshotsModuleObject.initialize() + portfolioExecutionModuleObject.initialize() + portfolioEpisodeModuleObject.initialize() + } + + function finalize() { + portfolioEngine = undefined + portfolioSystem = undefined + sessionParameters = undefined + + portfolioStrategyModuleObject.finalize() + portfolioStrategyModuleObject = undefined + + portfolioPositionModuleObject.finalize() + portfolioPositionModuleObject = undefined + + announcementsModuleObject.finalize() + announcementsModuleObject = undefined + + snapshotsModuleObject.finalize() + snapshotsModuleObject = undefined + + portfolioExecutionModuleObject.finalize() + portfolioExecutionModuleObject = undefined + + portfolioEpisodeModuleObject.finalize() + portfolioEpisodeModuleObject = undefined + } + + function updateChart(pChart, pExchange, pMarket) { + snapshotsModuleObject.updateChart(pChart, pExchange, pMarket) + } + + function mantain() { + portfolioPositionModuleObject.mantain() + portfolioStrategyModuleObject.mantain() + portfolioExecutionModuleObject.mantain() + + updateCounters() + updateEnds() + } + + function reset() { + resetPortfolioEngineDataStructure() + + portfolioPositionModuleObject.reset() + portfolioStrategyModuleObject.reset() + portfolioExecutionModuleObject.reset() + } + + function cycleBasedStatistics() { + portfolioEpisodeModuleObject.cycleBasedStatistics() + portfolioPositionModuleObject.cycleBasedStatistics() + } + + function runTriggerStage() { + /* + We check if we will be triggering on, off or taking position. + */ + checkTriggerOn() + checkTriggerOff() + checkTakePosition() + + function checkTriggerOn() { + if ( + portfolioEngine.portfolioCurrent.strategy.index.value === portfolioEngine.portfolioCurrent.strategy.index.config.initialValue + ) { + /* + To pick a new strategy we will check that any of the situations of the trigger on is true. + Once we enter into one strategy, we will ignore market conditions for others. However there is also + a strategy trigger off which can be hit before taking a position. If hit, we would + be outside a strategy again and looking for the conditions to enter all over again. + */ + portfolioSystem.evalConditions(portfolioSystem, 'Trigger On Event') + + for (let j = 0; j < portfolioSystem.portfolioStrategies.length; j++) { + if ( // If a strategy was already picked during the loop, we exit the loop + portfolioEngine.portfolioCurrent.strategy.index.value !== portfolioEngine.portfolioCurrent.strategy.index.config.initialValue + ) { continue } + + let strategy = portfolioSystem.portfolioStrategies[j] + let triggerStage = strategy.triggerStage + + if (triggerStage !== undefined) { + if (triggerStage.triggerOn !== undefined) { + for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) { + let situation = triggerStage.triggerOn.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(triggerStage.triggerOn.id) + portfolioSystem.highlights.push(triggerStage.id) + + portfolioStrategyModuleObject.openStrategy(j, situation.name, strategy.name) + + /* Initialize this */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.triggerOn.value = 1 + + announcementsModuleObject.makeAnnouncements(triggerStage.triggerOn) + + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + if (sessionParameters.snapshots !== undefined) { + if (sessionParameters.snapshots.config.strategy === true) { + snapshotsModuleObject.strategyEntry() + } + } + } + + changeStageStatus('Trigger Stage', 'Open') + + } + } + } + } + } + } + } + + function checkTriggerOff() { + if (portfolioEngine.portfolioCurrent.strategyTriggerStage.status.value === 'Open') { + checkUserDefinedCode('Trigger Stage', 'Running', 'first'); + + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + let triggerStage = strategy.triggerStage + + portfolioSystem.evalConditions(strategy, 'Trigger Off Event') + + if (triggerStage !== undefined) { + if (triggerStage.triggerOff !== undefined) { + for (let k = 0; k < triggerStage.triggerOff.situations.length; k++) { + let situation = triggerStage.triggerOff.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(triggerStage.triggerOff.id) + portfolioSystem.highlights.push(triggerStage.id) + + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.triggerOff.value = 1 + announcementsModuleObject.makeAnnouncements(triggerStage.triggerOff) + changeStageStatus('Trigger Stage', 'Closed', 'Trigger Off Event') + portfolioStrategyModuleObject.closeStrategy('Trigger Off') + } + } + } + } + } + } + + function checkTakePosition() { + if ( + portfolioEngine.portfolioCurrent.strategyTriggerStage.status.value === 'Open' + ) { + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + let triggerStage = strategy.triggerStage + + portfolioSystem.evalConditions(strategy, 'Take Position Event') + portfolioSystem.evalFormulas(strategy, 'Take Position Event') + + if (triggerStage !== undefined) { + if (triggerStage.takePosition !== undefined) { + for (let k = 0; k < triggerStage.takePosition.situations.length; k++) { + let situation = triggerStage.takePosition.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(triggerStage.takePosition.id) + portfolioSystem.highlights.push(triggerStage.id) + + portfolioPositionModuleObject.openPosition(situation.name) + + announcementsModuleObject.makeAnnouncements(triggerStage.takePosition) + + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + if (sessionParameters.snapshots !== undefined) { + if (sessionParameters.snapshots.config.position === true) { + snapshotsModuleObject.positionEntry() + } + } + } + + changeStageStatus('Trigger Stage', 'Closed', 'Position Taken') + changeStageStatus('Open Stage', 'Opening') + changeStageStatus('Manage Stage', 'Opening') + } else { + checkUserDefinedCode('Trigger Stage', 'Running', 'last'); + } + } + } + } + } + } + } + + async function runOpenStage() { + + checkIfWeNeedToAbortTheStage() + runWhenStatusIsOpening() + await runWhenStatusIsOpen() + await runWhenStatusIsClosing() + + function checkIfWeNeedToAbortTheStage() { + /* Abort Open Stage Check */ + if (portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Open' && + (portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Opening' || portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Open') ){ + /* + if the Close stage is opened while the open stage is still open that means that + we need to stop placing orders, check what happened to the orders already placed, + and cancel all unfilled limit orders. We call this the Closing status of the Open Stage. + */ + changeStageStatus('Open Stage', 'Closing') + } + } + + function runWhenStatusIsOpening() { + /* Opening Status Procedure */ + if (portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Opening') { + /* + The system allows the user not to define an Open Stage, because the Open Stage is optional. + Here we are going to see if that is the case and if it is, we will immediately consider + the Open Stage as closed. + */ + if (portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].openStage === undefined) { + changeStageStatus('Open Stage', 'Closed', 'Open Stage Undefined') + changeStageStatus('Close Stage', 'Opening') + return + } + + /* This procedure is intended to run only once */ + let portfolioSystemStage = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].openStage + let portfolioEngineStage = portfolioEngine.portfolioCurrent.strategyOpenStage + + /* Reset the Exchange Orders data structure to its initial value */ + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.initializeNode(portfolioEngine.exchangeOrders) + + /* Entry Position size and rate */ + portfolioSystem.evalFormulas(portfolioSystemStage, 'Initial Targets') + portfolioPositionModuleObject.initialTargets(portfolioSystemStage, portfolioEngineStage) + initializeStageTargetSize() + + /* From here on, the stage is officially Open */ + changeStageStatus('Open Stage', 'Open') + } + } + + async function runWhenStatusIsOpen() { + /* Open Status Procedure */ + if (portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Open') { + /* + While the Open Stage is Open, we do our regular stuff: place orders and check + what happened to the orders already placed. + */ + checkUserDefinedCode('Open Stage', 'Running', 'first'); + let portfolioSystemStage = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].openStage + let portfolioEngineStage = portfolioEngine.portfolioCurrent.strategyOpenStage + let executionNode = portfolioSystemStage.openExecution + + /* Evaluate conditions and formulas so they are ready during the execution run */ + portfolioSystem.evalConditions(executionNode, 'Open Execution') + portfolioSystem.evalFormulas(executionNode, 'Open Execution') + + await portfolioExecutionModuleObject.runExecution( + executionNode, + portfolioEngineStage + ) + checkIfStageNeedsToBeClosed(portfolioEngineStage, portfolioSystemStage, 'Open Stage') + + /* User Defined Code if runWhileAtStage==true */ + if (portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Open') { + checkUserDefinedCode('Open Stage', 'Running', 'last'); + } + } + } + + async function runWhenStatusIsClosing() { + /* Closing Status Procedure */ + if (portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Closing') { + /* + During the closing stage status, we do not place new orders, just check + if the ones placed were filled, and cancel the ones not filled. + */ + let portfolioSystemStage = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].openStage + let executionNode = portfolioSystemStage.openExecution + + /* + Check if there are unfilled orders, we will check if they were executed, + and cancel the ones that were not. + */ + portfolioSystem.evalConditions(portfolioSystemStage, 'Open Execution') + portfolioSystem.evalFormulas(portfolioSystemStage, 'Open Execution') + + await portfolioExecutionModuleObject.runExecution( + executionNode, + portfolioEngine.portfolioCurrent.strategyOpenStage + ) + + /* + The Closing is finished when the sizeFilled + feesPaid reaches the sizePlaced. + This can happens either because we update the sizeFilled value when we see + at the exchange that orders were filled, or we reduce the sizePlaced when + we cancel not yet filled orders. Here it does not matter the targetSize since + this status represent a force closure of this stage. + */ + switch (portfolioEngine.portfolioCurrent.strategyOpenStage.stageDefinedIn.value) { + case 'Base Asset': { + if ( + portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.sizeFilled.value >= + portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.sizePlaced.value + ) { + changeStageStatus('Open Stage', 'Closed') + } + break + } + case 'Quoted Asset': { + if ( + portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.sizeFilled.value >= + portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.sizePlaced.value + ) { + changeStageStatus('Open Stage', 'Closed') + } + break + } + } + } + } + + function initializeStageTargetSize() { + /* + Validations that all needed nodes are there. + */ + if (portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset === undefined) { badDefinitionUnhandledException(undefined, 'Stage Base Asset Node Missing', portfolioEngine.portfolioCurrent.strategyOpenStage) } + if (portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.targetSize === undefined) { badDefinitionUnhandledException(undefined, 'Target Size Node Missing', portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset) } + if (portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset === undefined) { badDefinitionUnhandledException(undefined, 'Stage Quoted Asset Node Missing', portfolioEngine.portfolioCurrent.strategyOpenStage) } + if (portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.targetSize === undefined) { badDefinitionUnhandledException(undefined, 'Target Size Node Missing', portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset) } + /* + Here we will transform the position size into targets for each asset of the stage. + */ + portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.targetSize.value = portfolioEngine.portfolioCurrent.position.positionBaseAsset.entryTargetSize.value + portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.targetSize.value = portfolioEngine.portfolioCurrent.position.positionQuotedAsset.entryTargetSize.value + + portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.targetSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.targetSize.value, 10) + portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.targetSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.targetSize.value, 10) + } + } + + function runManageStage() { + + if (portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.value !== 'First') { return } + + runWhenStatusIsOpening() + runWhenStatusIsOpen() + + function runWhenStatusIsOpening() { + /* Opening Status Procedure */ + if (portfolioEngine.portfolioCurrent.strategyManageStage.status.value === 'Opening') { + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + let manageStage = strategy.manageStage + + /* + The system allows the user not to define a Manage Stage, because the Manage Stage is optional. + Here we are going to see if that is the case and if it is, we will inmidiatelly consider + the Manage Stage as closed. + */ + if (manageStage === undefined) { + changeStageStatus('Manage Stage', 'Closed', 'Manage Stage Undefined') + if (portfolioEngine.portfolioCurrent.strategyOpenStage.status.value !== 'Open' && portfolioEngine.portfolioCurrent.strategyOpenStage.status.value !== 'Opening') { + changeStageStatus('Close Stage', 'Opening'); + } + return + } + + /* Now we switch to the Open status. */ + changeStageStatus('Manage Stage', 'Open') + } + } + + function runWhenStatusIsOpen() { + /* Open Status Procedure */ + if (portfolioEngine.portfolioCurrent.strategyManageStage.status.value === 'Open') { + checkUserDefinedCode('Manage Stage', 'Running', 'first'); + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + let manageStage = strategy.manageStage + + /* Evaluate all the stage conditions and formulas to have them ready */ + portfolioSystem.evalConditions(manageStage, 'Manage Stage') + portfolioSystem.evalFormulas(manageStage, 'Manage Stage') + + /* Stop Loss Management */ + checkStopPhasesEvents() + calculateStopLoss() + calculateStopLossPosition() + + /* Take Profit Management */ + checkTakeProfitPhaseEvents() + calculateTakeProfit() + calculateTakeProfitPosition() + + /* Checking if Stop or Take Profit were hit */ + checkStopLossOrTakeProfitWasHit() + + /* If User Defined Code exists check for runWhileAtStage */ + if (portfolioEngine.portfolioCurrent.strategyManageStage.status.value === 'Open') { + checkUserDefinedCode('Manage Stage', 'Running', 'last'); + } + } + + function calculateStopLoss() { + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + let manageStage = strategy.manageStage + let phase + + if (manageStage !== undefined) { + if (manageStage.managedStopLoss !== undefined) { + phase = manageStage.managedStopLoss.phases[portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPhase.value - 1] + } + } + + if (phase !== undefined) { + if (phase.formula !== undefined) { + let previousValue = portfolioEngine.portfolioCurrent.position.stopLoss.value + portfolioPositionModuleObject.applyStopLossFormula(portfolioSystem.formulas, phase.formula.id) + + if (portfolioEngine.portfolioCurrent.position.stopLoss.value !== previousValue) { + announcementsModuleObject.makeAnnouncements(phase) + } + } + } + } + + function calculateTakeProfit() { + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + let manageStage = strategy.manageStage + let phase + + if (manageStage !== undefined) { + if (manageStage.managedTakeProfit !== undefined) { + phase = manageStage.managedTakeProfit.phases[portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPhase.value - 1] + } + } + + if (phase !== undefined) { + if (phase.formula !== undefined) { + let previousValue = portfolioEngine.portfolioCurrent.position.takeProfit.value + portfolioPositionModuleObject.applyTakeProfitFormula(portfolioSystem.formulas, phase.formula.id) + + if (portfolioEngine.portfolioCurrent.position.takeProfit.value !== previousValue) { + announcementsModuleObject.makeAnnouncements(phase) + } + } + } + } + + function calculateStopLossPosition() { + /* + The position of the Stop Loss (above or below the price) is needed in order to know + later if the price hit the Stop Loss or not at every Simulation candle. When we get + the first values of the simulation of the Stop Loss we check if it is above or below + the Position Rate, and we assign the values Above or Below to it. + */ + if (portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPosition.value === portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPosition.config.initialValue) { + if (portfolioEngine.portfolioCurrent.position.stopLoss.value > portfolioEngine.portfolioCurrent.position.entryTargetRate.value) { + portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPosition.value = 'Above' + } else { + portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPosition.value = 'Below' + } + } + } + + function calculateTakeProfitPosition() { + /* + The position of the Take Profit (above or below the price) is needed in order to know + later if the price hit the Take Profit or not at every Simulation candle. When we get + the first values of the simulation of the Take Profits we check if it is above or below + the Position Rates, and we assign the values Above or Below to it. + */ + if (portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPosition.value === portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPosition.config.initialValue) { + if (portfolioEngine.portfolioCurrent.position.takeProfit.value > portfolioEngine.portfolioCurrent.position.entryTargetRate.value) { + portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPosition.value = 'Above' + } else { + portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPosition.value = 'Below' + } + } + } + + function checkStopPhasesEvents() { + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + let manageStage = strategy.manageStage + let parentNode + let phaseIndex + let phase + let stopLoss + + if (manageStage !== undefined) { + if (manageStage.managedStopLoss !== undefined) { + parentNode = manageStage + phaseIndex = portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPhase.value - 1 + stopLoss = manageStage.managedStopLoss + phase = stopLoss.phases[phaseIndex] + } + } + + if (parentNode !== undefined) { + if (phase === undefined) { return } // trying to jump to a phase that does not exists. + + /* Check the next Phase Event. */ + let nextPhaseEvent = phase.nextPhaseEvent + if (nextPhaseEvent !== undefined) { + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + let situation = nextPhaseEvent.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(nextPhaseEvent.id) + portfolioSystem.highlights.push(phase.id) + portfolioSystem.highlights.push(stopLoss.id) + portfolioSystem.highlights.push(parentNode.id) + portfolioSystem.highlights.push(manageStage.id) + + portfolioPositionModuleObject.updateStopLoss(portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPhase.value + 1) + + announcementsModuleObject.makeAnnouncements(nextPhaseEvent) + + /* Reset this counter */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.nextPhase.value = 1 + return // only one event can pass at the time + } + } + } + + /* Check the Move to Phase Events. */ + for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { + let moveToPhaseEvent = phase.moveToPhaseEvents[n] + if (moveToPhaseEvent !== undefined) { + for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { + let situation = moveToPhaseEvent.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(moveToPhaseEvent.id) + portfolioSystem.highlights.push(phase.id) + portfolioSystem.highlights.push(stopLoss.id) + portfolioSystem.highlights.push(parentNode.id) + portfolioSystem.highlights.push(manageStage.id) + + let moveToPhase = moveToPhaseEvent.referenceParent + if (moveToPhase !== undefined) { + for (let q = 0; q < stopLoss.phases.length; q++) { + if (stopLoss.phases[q].id === moveToPhase.id) { + portfolioPositionModuleObject.updateStopLoss(q + 1) + } + } + } else { + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Reference to Phase Node Missing', + placeholder: {} + } + + portfolioSystem.addError([moveToPhaseEvent.id, 'This Node needs to reference a Phase.', docs]) + continue + } + + announcementsModuleObject.makeAnnouncements(moveToPhaseEvent) + + /* Reset this counter */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.moveToPhase.value = 1 + return // only one event can pass at the time + } + } + } + } + } + } + + function checkTakeProfitPhaseEvents() { + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + let openStage = strategy.openStage + let manageStage = strategy.manageStage + let parentNode + let phaseIndex + let phase + let takeProfit + + if (manageStage !== undefined) { + if (manageStage.managedTakeProfit !== undefined) { + parentNode = manageStage + phaseIndex = portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPhase.value - 1 + takeProfit = manageStage.managedTakeProfit + phase = takeProfit.phases[phaseIndex] + } + } + + if (parentNode !== undefined) { + if (phase === undefined) { return } // trying to jump to a phase that does not exists. + + /* Check the next Phase Event. */ + let nextPhaseEvent = phase.nextPhaseEvent + if (nextPhaseEvent !== undefined) { + for (let k = 0; k < nextPhaseEvent.situations.length; k++) { + let situation = nextPhaseEvent.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(nextPhaseEvent.id) + portfolioSystem.highlights.push(phase.id) + portfolioSystem.highlights.push(takeProfit.id) + portfolioSystem.highlights.push(parentNode.id) + portfolioSystem.highlights.push(manageStage.id) + + portfolioPositionModuleObject.updateTakeProfit(portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPhase.value + 1) + + announcementsModuleObject.makeAnnouncements(nextPhaseEvent) + + /* Reset this counter */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.nextPhase.value = 1 + return // only one event can pass at the time + } + } + } + + /* Check the Move to Phase Events. */ + for (let n = 0; n < phase.moveToPhaseEvents.length; n++) { + let moveToPhaseEvent = phase.moveToPhaseEvents[n] + if (moveToPhaseEvent !== undefined) { + for (let k = 0; k < moveToPhaseEvent.situations.length; k++) { + let situation = moveToPhaseEvent.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(moveToPhaseEvent.id) + portfolioSystem.highlights.push(phase.id) + portfolioSystem.highlights.push(takeProfit.id) + portfolioSystem.highlights.push(parentNode.id) + portfolioSystem.highlights.push(manageStage.id) + + let moveToPhase = moveToPhaseEvent.referenceParent + if (moveToPhase !== undefined) { + for (let q = 0; q < takeProfit.phases.length; q++) { + if (takeProfit.phases[q].id === moveToPhase.id) { + portfolioPositionModuleObject.updateTakeProfit(q + 1) + } + } + } else { + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Reference to Phase Node Missing', + placeholder: {} + } + + portfolioSystem.addError([moveToPhaseEvent.id, 'This Node needs to reference a Phase.', docs]) + continue + } + + announcementsModuleObject.makeAnnouncements(moveToPhaseEvent) + + /* Reset this counter */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.moveToPhase.value = 1 + return // only one event can pass at the time + } + } + } + } + } + } + + function checkStopLossOrTakeProfitWasHit() { + let strategy = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value] + /* + Checking what happened since the last execution. We need to know if the Stop Loss + or our Take Profit were hit. + */ + + /* Stop Loss condition: Here we verify if the Stop Loss was hit or not. */ + if ( + ( + portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPosition.value === 'Above' && + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value >= portfolioEngine.portfolioCurrent.position.stopLoss.value + ) || + ( + portfolioEngine.portfolioCurrent.position.stopLoss.stopLossPosition.value === 'Below' && + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.value <= portfolioEngine.portfolioCurrent.position.stopLoss.value + ) + ) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Stop Loss was hit.') + + portfolioPositionModuleObject.closingPosition('Stop Loss') + changeStageStatus('Close Stage', 'Opening') + changeStageStatus('Manage Stage', 'Closed', 'Stop Loss Hit') + return + } + + /* Take Profit condition: Here we verify if the Take Profit was hit or not. */ + if ( + ( + portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPosition.value === 'Below' && + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.value <= portfolioEngine.portfolioCurrent.position.takeProfit.value + ) || + ( + portfolioEngine.portfolioCurrent.position.takeProfit.takeProfitPosition.value === 'Above' && + portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value >= portfolioEngine.portfolioCurrent.position.takeProfit.value + ) + ) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Take Profit was hit.') + + portfolioPositionModuleObject.closingPosition('Take Profit') + changeStageStatus('Close Stage', 'Opening') + changeStageStatus('Manage Stage', 'Closed', 'Take Profit Hit') + return + } + return + } + } + } + + async function runCloseStage() { + + runWhenStatusIsOpening() + await runWhenStatusIsOpen() + await runWhenStatusIsClosing() + + function runWhenStatusIsOpening() { + + /* Opening Status Procedure */ + if (portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Opening') { + /* + The system allows the user not to define a close stage, because the close stage is optional. + Here we are goint to see if that is the case and if it is, we will inmidiatelly consider + the close stage as closed. + */ + if (portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].closeStage === undefined) { + changeStageStatus('Close Stage', 'Closed', 'Close Stage Undefined') + return + } + + /* + This will happen only once, as soon as the Take Profit or Stop was hit. + */ + let portfolioSystemStage = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].closeStage + + /* Exit Position size and rate */ + portfolioSystem.evalFormulas(portfolioSystemStage, 'Initial Targets') + if (portfolioPositionModuleObject.initialTargets(portfolioSystemStage, portfolioEngine.portfolioCurrent.strategyCloseStage, 'Close Stage') === false) { + //console.log("No Close-Stage Target Asset to Trade: Strategy Closing."); + } + + initializeStageTargetSize() + changeStageStatus('Close Stage', 'Open') + } + } + + async function runWhenStatusIsOpen() { + /* + The following code will run only when the Open Stage is closed. + The reason for that is that we need the final filled size of the Open Stage + to be known before we start placing orders at the Close Stage. + */ + if ( + portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Open' && + ( + portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Closed' || + portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === portfolioEngine.portfolioCurrent.strategyOpenStage.status.config.initialValue + ) + ) { + /* + This will happen as long as the Close Stage is Open. + */ + checkUserDefinedCode('Close Stage', 'Running', 'first'); + let portfolioSystemStage = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].closeStage + let portfolioEngineStage = portfolioEngine.portfolioCurrent.strategyCloseStage + let executionNode = portfolioSystemStage.closeExecution + + portfolioSystem.evalConditions(portfolioSystemStage, 'Close Execution') + portfolioSystem.evalFormulas(portfolioSystemStage, 'Close Execution') + + await portfolioExecutionModuleObject.runExecution( + executionNode, + portfolioEngine.portfolioCurrent.strategyCloseStage + ) + + checkIfStageNeedsToBeClosed(portfolioEngineStage, portfolioSystemStage, 'Close Stage') + /* If User Defined Code exists check for runWhileAtStage */ + if (portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Open') { + checkUserDefinedCode('Close Stage', 'Running', 'last'); + } + } + } + + async function runWhenStatusIsClosing() { + /* Closing Status Procedure */ + if (portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Closing') { + /* + During the closing stage status, we do not place new orders, just check + if the ones placed were filled, and cancel the ones not filled. + */ + let portfolioSystemStage = portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].closeStage + let executionNode = portfolioSystemStage.closeExecution + + /* + Check if there are unfilled orders, we will check if they were executed, + and cancel the ones that were not. + */ + portfolioSystem.evalConditions(portfolioSystemStage, 'Close Execution') + portfolioSystem.evalFormulas(portfolioSystemStage, 'Close Execution') + + await portfolioExecutionModuleObject.runExecution( + executionNode, + portfolioEngine.portfolioCurrent.strategyCloseStage + ) + + /* + The Closing is finished when the sizeFilled + feesPaid reaches the sizePlaced. + This can happens either because we update the sizeFilled value when we see + at the exchange that orders were filled, or we reduce the sizePlaced when + we cancel not yet filled orders. Here it does not matter the targetSize since + this status represent a force closure of this stage. + */ + switch (portfolioEngine.portfolioCurrent.strategyCloseStage.stageDefinedIn.value) { + case 'Base Asset': { + if ( + portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset.sizeFilled.value >= + portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset.sizePlaced.value + ) { + changeStageStatus('Close Stage', 'Closed') + } + break + } + case 'Quoted Asset': { + if ( + portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset.sizeFilled.value >= + portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset.sizePlaced.value + ) { + changeStageStatus('Close Stage', 'Closed') + } + break + } + } + } + } + + function initializeStageTargetSize() { + /* + Validations that all needed nodes are there. + */ + if (portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset === undefined) { badDefinitionUnhandledException(undefined, 'Stage Base Asset Node Missing', portfolioEngine.portfolioCurrent.strategyCloseStage) } + if (portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset.targetSize === undefined) { badDefinitionUnhandledException(undefined, 'Target Size Node Missing', portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset) } + if (portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset === undefined) { badDefinitionUnhandledException(undefined, 'Stage Quoted Asset Node Missing', portfolioEngine.portfolioCurrent.strategyCloseStage) } + if (portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset.targetSize === undefined) { badDefinitionUnhandledException(undefined, 'Target Size Node Missing', portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset) } + /* + Here we will transform the position size into targets for each asset of the stage. + */ + portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset.targetSize.value = portfolioEngine.portfolioCurrent.position.positionBaseAsset.exitTargetSize.value + portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset.targetSize.value = portfolioEngine.portfolioCurrent.position.positionQuotedAsset.exitTargetSize.value + + portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset.targetSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset.targetSize.value, 10) + portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset.targetSize.value = TS.projects.foundations.utilities.miscellaneousFunctions.truncateToThisPrecision(portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset.targetSize.value, 10) + } + } + + function exitPositionValidation() { + /* + Exit Position Validation: we need all the previous stages to be either closed + or at their initial default value. The last is because after Closed objects are + initialized to their defaults. + */ + if (portfolioEngine.portfolioCurrent.position.status.value !== 'Open' && portfolioEngine.portfolioCurrent.position.status.value !== 'Closing') { return } + if (portfolioEngine.portfolioCurrent.position.status.value !== 'Close' && portfolioEngine.portfolioCurrent.position.status.value !== 'Closing') { return } + if ( + ( + portfolioEngine.portfolioCurrent.strategyTriggerStage.status.value === 'Closed' || + portfolioEngine.portfolioCurrent.strategyTriggerStage.status.value === portfolioEngine.portfolioCurrent.strategyTriggerStage.status.config.initialValue + ) + && + ( + portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Closed' || + portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === portfolioEngine.portfolioCurrent.strategyOpenStage.status.config.initialValue + ) + && + ( + portfolioEngine.portfolioCurrent.strategyManageStage.status.value === 'Closed' || + portfolioEngine.portfolioCurrent.strategyManageStage.status.value === portfolioEngine.portfolioCurrent.strategyManageStage.status.config.initialValue + ) + && + ( + portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Closed' + ) + ) { + + /* Closing Everything now. */ + closePositionAndStrategy() + + function closePositionAndStrategy() { + /* Taking Position Snapshot */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + if (sessionParameters.snapshots !== undefined) { + if (sessionParameters.snapshots.config.position === true) { + snapshotsModuleObject.positionExit() + } + } + } + + /* Taking Strategy Snapshot */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + if (sessionParameters.snapshots !== undefined) { + if (sessionParameters.snapshots.config.strategy === true) { + snapshotsModuleObject.strategyExit() + } + } + } + + /* Close the Position */ + portfolioPositionModuleObject.closePosition() + + /* Close the Strategy */ + portfolioStrategyModuleObject.closeStrategy('Position Closed') + + /* Distance-To-Portfolio-Events Updates */ + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.closePosition.value = 1 + portfolioEngine.portfolioCurrent.portfolioEpisode.distanceToPortfolioEvent.triggerOff.value = 1 + + } + } + } + + function checkIfStageNeedsToBeClosed(portfolioEngineStage, portfolioSystemStage, stageName) { + /* + The Stage is closed when the fillSize + feesPaid reaches the targetSize. + + The Target Size is defined by the end user either in Base Asset or Quoted Asset. + Whatever the user chooses defines also the way we check if the Target was met. + Why? Because the counterparty target is estimated with the Target Rate and it + is not synchronized with the reality we later learn when the exchange tell us the + actual rate each of the orders where executed at. + + For the same reason that the user does not know exactly which is the rate the orders + will actually be filled, then we can not expect that the total filled will really + reach the target size, so we introduce a rounding factor so that when it is close + enough we will consider the target to have been reached. + */ + let ROUNDING_ERROR_CORRECTION_FACTOR = 1.001 + /* + Overwrite the default with the config at the Stage node, if exists. + */ + if (portfolioSystemStage.config.roundingErrorCorrectionFactor !== undefined) { + ROUNDING_ERROR_CORRECTION_FACTOR = portfolioSystemStage.config.roundingErrorCorrectionFactor + } + /* + We will also implement a mechanism to allow users declare an absolute value to add + to the Size Filled before checking it againt the Stage Target Size. + */ + let ABSOLUTE_DUST_IN_BASE_ASSET = 0 + if (portfolioSystemStage.config.absoluteDustInBaseAsset !== undefined) { + ABSOLUTE_DUST_IN_BASE_ASSET = portfolioSystemStage.config.absoluteDustInBaseAsset + } + let ABSOLUTE_DUST_IN_QUOTED_ASSET = 0 + if (portfolioSystemStage.config.absoluteDustInQuotedAsset !== undefined) { + ABSOLUTE_DUST_IN_QUOTED_ASSET = portfolioSystemStage.config.absoluteDustInQuotedAsset + } + + if ( + portfolioEngineStage.stageBaseAsset.sizeFilled.value + * + ROUNDING_ERROR_CORRECTION_FACTOR + + + ABSOLUTE_DUST_IN_BASE_ASSET + >= + portfolioEngineStage.stageBaseAsset.targetSize.value + ) { + positionFilled() + } else if ( + portfolioEngineStage.stageQuotedAsset.sizeFilled.value + * + ROUNDING_ERROR_CORRECTION_FACTOR + + + ABSOLUTE_DUST_IN_QUOTED_ASSET + >= + portfolioEngineStage.stageQuotedAsset.targetSize.value + ) { + positionFilled() + } else { + checkCloseStageEvent(portfolioSystemStage) + } + + function positionFilled() { + changeStageStatus(stageName, 'Closed', 'Position Size Filled') + } + + function checkCloseStageEvent(portfolioSystemStage) { + /* Check the Close Stage Event */ + portfolioSystem.evalConditions(portfolioSystemStage, 'Close Stage Event') + if (checkStopStageEvent(portfolioSystemStage) === true) { + changeStageStatus(stageName, 'Closing', 'Close Stage Event') + } + } + } + + function checkStopStageEvent(stage) { + /* Check the Close Stage Event. */ + let closeStageEvent = stage.closeStageEvent + if (closeStageEvent !== undefined) { + for (let k = 0; k < closeStageEvent.situations.length; k++) { + let situation = closeStageEvent.situations[k] + let passed + if (situation.conditions.length > 0) { + passed = true + } + + passed = portfolioSystem.checkConditions(situation, passed) + + portfolioSystem.values.push([situation.id, passed]) + if (passed) { + portfolioSystem.highlights.push(situation.id) + portfolioSystem.highlights.push(closeStageEvent.id) + portfolioSystem.highlights.push(stage.id) + + announcementsModuleObject.makeAnnouncements(closeStageEvent) + return true + } + } + } + } + + function changeStageStatus(stageName, newStatus, exitType) { + let stage + switch (stageName) { + case 'Trigger Stage': { + stage = portfolioEngine.portfolioCurrent.strategyTriggerStage + break + } + case 'Open Stage': { + stage = portfolioEngine.portfolioCurrent.strategyOpenStage + break + } + case 'Manage Stage': { + stage = portfolioEngine.portfolioCurrent.strategyManageStage + break + } + case 'Close Stage': { + stage = portfolioEngine.portfolioCurrent.strategyCloseStage + break + } + } + stage.status.value = newStatus + if (exitType !== undefined) { + stage.exitType.value = exitType + } + if (stage.status.value === 'Open') { + openStage(stage) + checkUserDefinedCode(stageName, 'Open') + checkAnnounce(stageName, 'Open') + } + if (stage.status.value === 'Closed') { + checkUserDefinedCode(stageName, 'Closed') + checkAnnounce(stageName, 'Closed') + closeStage(stage, stageName) + } + + /* + The way the begining and end of the Stages object works is as follows: + This object begins with the last cycle, that is the current cycle diplaced + backwards to the current candle. And it ends at the end of the last cycle. + During mantainance, we add the time frame of the candle, since we assume it + will survive the 2 cycles without the end being updated. If it closes, + then we update the end to the end of the last cycle, overrinding the + mantainance if needed. If we assume that in the same cycle there will be + no closing and opening of the same type of object, then there can be no + overlap. + */ + function openStage(stage) { + /* Recording the opening at the Portfolio Engine Data Structure */ + stage.begin.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastBegin.value + stage.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value + stage.beginRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + } + + function closeStage(stage, stageName) { + /* Recording the closing at the Portfolio Engine Data Structure */ + stage.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value + stage.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + + if (stageName === 'Open Stage') { + if (portfolioEngine.portfolioCurrent.strategyCloseStage.status.value !== 'Opening' && portfolioEngine.portfolioCurrent.strategyCloseStage.status.value !== 'Open' && + portfolioEngine.portfolioCurrent.strategyManageStage.status.value !== 'Opening' && portfolioEngine.portfolioCurrent.strategyManageStage.status.value !== 'Open') { + changeStageStatus('Close Stage', 'Opening'); + } + } + if (stageName === 'Close Stage') { + if (portfolioEngine.portfolioCurrent.position.status.value === 'Open') { + portfolioPositionModuleObject.closingPosition('Close Stage Closed') + } + } + } + } + + function updateEnds() { + /* + Note that we can not use the cycle here because this is executed via mantain + which in turn is executed before the first cycle for this candle is set. + */ + if (portfolioEngine.portfolioCurrent.strategyTriggerStage.status.value === 'Open') { + portfolioEngine.portfolioCurrent.strategyTriggerStage.end.value = portfolioEngine.portfolioCurrent.strategyTriggerStage.end.value + sessionParameters.timeFrame.config.value + portfolioEngine.portfolioCurrent.strategyTriggerStage.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + } + if (portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Open') { + portfolioEngine.portfolioCurrent.strategyOpenStage.end.value = portfolioEngine.portfolioCurrent.strategyOpenStage.end.value + sessionParameters.timeFrame.config.value + portfolioEngine.portfolioCurrent.strategyOpenStage.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + } + if (portfolioEngine.portfolioCurrent.strategyManageStage.status.value === 'Open') { + portfolioEngine.portfolioCurrent.strategyManageStage.end.value = portfolioEngine.portfolioCurrent.strategyManageStage.end.value + sessionParameters.timeFrame.config.value + portfolioEngine.portfolioCurrent.strategyManageStage.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + } + if (portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Open') { + portfolioEngine.portfolioCurrent.strategyCloseStage.end.value = portfolioEngine.portfolioCurrent.strategyCloseStage.end.value + sessionParameters.timeFrame.config.value + portfolioEngine.portfolioCurrent.strategyCloseStage.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + } + } + + function resetPortfolioEngineDataStructure() { + if (portfolioEngine.portfolioCurrent.strategyTriggerStage.status.value === 'Closed') { + resetStage(portfolioEngine.portfolioCurrent.strategyTriggerStage.status) + } + if (portfolioEngine.portfolioCurrent.strategyOpenStage.status.value === 'Closed') { + resetStage(portfolioEngine.portfolioCurrent.strategyOpenStage.status) + } + if (portfolioEngine.portfolioCurrent.strategyManageStage.status.value === 'Closed') { + resetStage(portfolioEngine.portfolioCurrent.strategyManageStage.status) + } + if (portfolioEngine.portfolioCurrent.strategyCloseStage.status.value === 'Closed') { + resetStage(portfolioEngine.portfolioCurrent.strategyCloseStage.status) + } + + if (portfolioEngine.portfolioCurrent.position.status.value === 'Closed') { + resetStage(portfolioEngine.portfolioCurrent.strategyTriggerStage) + resetStage(portfolioEngine.portfolioCurrent.strategyOpenStage) + resetStage(portfolioEngine.portfolioCurrent.strategyManageStage) + resetStage(portfolioEngine.portfolioCurrent.strategyCloseStage) + } + function resetStage(stage) { + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.initializeNode(stage) + } + } + + function updateCounters() { + + } + + function updateStatistics() { + + } + + function badDefinitionUnhandledException(err, message, node) { + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + portfolioSystem.addError([node.id, message, docs]) + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> " + message); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.name = " + node.name); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.type = " + node.type); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> node.config = " + JSON.stringify(node.config)); + if (err !== undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[ERROR] -> err.stack = " + err.stack); + } + throw 'Error Already Recorded' + } + + /* checkUserDefinedCode(): Checks if User Defined Code exists and processes if applicable. */ + function checkUserDefinedCode(stage, status, when) { + let portfolioSystemStage = getPortfolioSystemStage(stage); + + if (portfolioSystemStage !== undefined && + portfolioSystemStage.userDefinedCode !== undefined) { + if (status === 'Running' && when !== portfolioSystemStage.userDefinedCode.config.whileAtStageWhenToRun) { return; } + + switch(status) { + case 'Open' : { + if (portfolioSystemStage.userDefinedCode.config.runWhenEnteringStage) { + portfolioSystem.evalUserCode(portfolioSystemStage, 'User Defined Code'); + } + break; + } + case 'Running' : { + if (portfolioSystemStage.userDefinedCode.config.runWhileAtStage) { + portfolioSystem.evalUserCode(portfolioSystemStage, 'User Defined Code'); + } + break; + } + case 'Closed' : { + if (portfolioSystemStage.userDefinedCode.config.runWhenExitingStage) { + portfolioSystem.evalUserCode(portfolioSystemStage, 'User Defined Code'); + } + break; + } + } + } + } + + // checkAnnounce(): Check if stage announcement should be made + function checkAnnounce(stage, status) { + let portfolioSystemStage = getPortfolioSystemStage(stage); + if (status === 'Open' || status === 'Closed') { + announcementsModuleObject.makeAnnouncements(portfolioSystemStage, status) + } + } + + /* getPortfolioSystemStage(): takes stage name returns stage object. */ + function getPortfolioSystemStage(stage) { + switch(stage) { + case 'Trigger Stage' : { + return portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].triggerStage; + break; + } + case 'Open Stage' : { + return portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].openStage; + break; + } + case 'Manage Stage' : { + return portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].manageStage; + break + } + case 'Close Stage' : { + return portfolioSystem.portfolioStrategies[portfolioEngine.portfolioCurrent.strategy.index.value].closeStage; + break; + } + } + } +} diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioStrategy.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioStrategy.js new file mode 100644 index 000000000..6863c232e --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioStrategy.js @@ -0,0 +1,87 @@ +exports.newPortfolioManagementBotModulesPortfolioStrategy = function (processIndex) { + /* + This module packages all functions related to Strategies. + */ + + let thisObject = { + mantain: mantain, + reset: reset, + openStrategy: openStrategy, + closeStrategy: closeStrategy, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let sessionParameters + + return thisObject + + function initialize() { + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + } + + function finalize() { + portfolioEngine = undefined + sessionParameters = undefined + } + + function mantain() { + updateCounters() + updateEnds() + } + + function reset() { + resetPortfolioEngineDataStructure() + } + + function openStrategy(index, situationName, strategyName) { + /* Starting begin and end */ + portfolioEngine.portfolioCurrent.strategy.begin.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastBegin.value + portfolioEngine.portfolioCurrent.strategy.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value + + /* Recording the opening at the Portfolio Engine Data Structure */ + portfolioEngine.portfolioCurrent.strategy.status.value = 'Open' + portfolioEngine.portfolioCurrent.strategy.serialNumber.value = portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.strategies.value + portfolioEngine.portfolioCurrent.strategy.identifier.value = SA.projects.foundations.utilities.miscellaneousFunctions.genereteUniqueId() + portfolioEngine.portfolioCurrent.strategy.beginRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.value + + portfolioEngine.portfolioCurrent.strategy.index.value = index + portfolioEngine.portfolioCurrent.strategy.situationName.value = situationName + portfolioEngine.portfolioCurrent.strategy.strategyName.value = strategyName + + /* Updating Episode Counters */ + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.strategies.value++ + } + + function closeStrategy(exitType) { + portfolioEngine.portfolioCurrent.strategy.status.value = 'Closed' + portfolioEngine.portfolioCurrent.strategy.exitType.value = exitType + portfolioEngine.portfolioCurrent.strategy.end.value = portfolioEngine.portfolioCurrent.portfolioEpisode.cycle.lastEnd.value + portfolioEngine.portfolioCurrent.strategy.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.min.value + /* + Now that the strategy is closed, it is the right time to move this strategy from current to last at the Portfolio Engine data structure. + */ + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.cloneValues(portfolioEngine.portfolioCurrent.strategy, portfolioEngine.portfolioLast.strategy) + } + + function updateEnds() { + if (portfolioEngine.portfolioCurrent.strategy.status.value === 'Open') { + portfolioEngine.portfolioCurrent.strategy.end.value = portfolioEngine.portfolioCurrent.strategy.end.value + sessionParameters.timeFrame.config.value + portfolioEngine.portfolioCurrent.strategy.endRate.value = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + } + } + + function resetPortfolioEngineDataStructure() { + if (portfolioEngine.portfolioCurrent.strategy.status.value === 'Closed') { + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_MODULE_OBJECT.initializeNode(portfolioEngine.portfolioCurrent.strategy) + } + } + + function updateCounters() { + if (portfolioEngine.portfolioCurrent.strategy.status.value === 'Open') { + portfolioEngine.portfolioCurrent.strategy.strategyCounters.periods.value++ + } + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioSystem.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioSystem.js new file mode 100644 index 000000000..e465f7873 --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/PortfolioSystem.js @@ -0,0 +1,451 @@ +exports.newPortfolioManagementBotModulesPortfolioSystem = function (processIndex) { + /* + The Portfolio System is the user defined set of rules compliant with the Portfolio Protocol that + defines the portfolio logic to be applied during each cycle of the Simulation. + */ + const MODULE_NAME = 'Portfolio System' + let thisObject = { + mantain: mantain, + reset: reset, + run: run, + updateChart: updateChart, + initialize: initialize, + finalize: finalize + } + + /* + These 3 are the main data structures available to users + when writing conditions and formulas. + */ + let chart + let exchange + let market + + let portfolioSystem + let portfolioEngine + let sessionParameters + let dynamicIndicators + + let portfolioStagesModuleObject = TS.projects.portfolioManagement.botModules.portfolioStages.newPortfolioManagementBotModulesPortfolioStages(processIndex) + + let taskParameters = { + market: TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + + '/' + + TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName + } + return thisObject + + function initialize() { + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + + portfolioSystem.conditions = new Map() + portfolioSystem.formulas = new Map() + + portfolioStagesModuleObject.initialize() + + /* Adding Functions used elsewhere to Portfolio System Definition */ + portfolioSystem.checkConditions = function (situation, passed) { + /* Given a Situation, we check if all children conditions are true or not */ + for (let m = 0; m < situation.conditions.length; m++) { + + let condition = situation.conditions[m] + let value = false + if (portfolioSystem.conditions.get(condition.id) !== undefined) { + value = portfolioSystem.conditions.get(condition.id) + } + if (value === true) { + portfolioSystem.highlights.push(condition.id) + } + else { + passed = false + } + portfolioSystem.values.push([condition.id, value]) + } + return passed + } + + portfolioSystem.evalConditions = function (startingNode, descendentOfNodeType) { + evalNode(startingNode, 'Conditions', descendentOfNodeType) + } + + portfolioSystem.evalFormulas = function (startingNode, descendentOfNodeType) { + evalNode(startingNode, 'Formulas', descendentOfNodeType) + } + + portfolioSystem.evalUserCode = function (startingNode, descendentOfNodeType) { + evalNode(startingNode, 'User Codes', descendentOfNodeType); + } + + portfolioSystem.addError = function (errorDataArray) { + /* + This function adds to the array of error info a rate. + This rate will later help plotting the error at the + charts. + */ + let rate = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + errorDataArray.push(rate) + portfolioSystem.errors.push(errorDataArray) + } + + portfolioSystem.addWarning = function (warningDataArray) { + /* + This function adds to the array of warning info a rate. + This rate will later help plotting the warning at the + charts. + */ + let rate = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + warningDataArray.push(rate) + portfolioSystem.warnings.push(warningDataArray) + } + + portfolioSystem.addInfo = function (infoDataArray) { + /* + This function adds to the array of warning info a rate. + This rate will later help plotting the warning at the + charts. + */ + let rate = portfolioEngine.portfolioCurrent.portfolioEpisode.candle.close.value + infoDataArray.push(rate) + portfolioSystem.infos.push(infoDataArray) + } + + function isItInside(elementWithTimestamp, elementWithBeginEnd) { + /* + The function is to allow in Conditions and Formulas to easily + know when an element with timestamp (like the ones of + single files) are inside the time range + of an element with a time range, like a candle. + */ + if (elementWithTimestamp.timestamp >= elementWithBeginEnd.begin && elementWithTimestamp.timestamp <= elementWithBeginEnd.end) { + return true + } else { + return false + } + } + } + + function finalize() { + portfolioStagesModuleObject.finalize() + portfolioStagesModuleObject = undefined + + chart = undefined + exchange = undefined + market = undefined + + portfolioSystem.conditions = undefined + portfolioSystem.formulas = undefined + + portfolioSystem.highlights = undefined + portfolioSystem.errors = undefined + portfolioSystem.warnings = undefined + portfolioSystem.infos = undefined + portfolioSystem.values = undefined + portfolioSystem.status = undefined + portfolioSystem.progress = undefined + portfolioSystem.running = undefined + + portfolioSystem = undefined + portfolioEngine = undefined + sessionParameters = undefined + taskParameters = undefined + } + + function mantain() { + portfolioStagesModuleObject.mantain() + } + + function reset() { + portfolioStagesModuleObject.reset() + + portfolioSystem.highlights = [] + portfolioSystem.errors = [] + portfolioSystem.warnings = [] + portfolioSystem.infos = [] + portfolioSystem.values = [] + portfolioSystem.status = [] + portfolioSystem.progress = [] + portfolioSystem.running = [] + portfolioSystem.announcements = [] + } + + function updateChart(pChart, pExchange, pMarket) { + /* + We need these 3 data structures to be a local objects + accessible while evaluating conditions and formulas. + */ + chart = pChart + exchange = pExchange + market = pMarket + + portfolioStagesModuleObject.updateChart(pChart, pExchange, pMarket) + } + + function buildDynamicIndicators() { + if (portfolioSystem.dynamicIndicators !== undefined) { + dynamicIndicators = {} + /* Eval Dynamic Indicators */ + portfolioSystem.evalFormulas(portfolioSystem.dynamicIndicators, 'Indicator Function') + + for (let i = 0; i < portfolioSystem.dynamicIndicators.indicatorFunctions.length; i++) { + let indicatorFunction = portfolioSystem.dynamicIndicators.indicatorFunctions[i] + if (indicatorFunction.formula === undefined) { return } + if (indicatorFunction.config.codeName === undefined) { return } + dynamicIndicators[indicatorFunction.config.codeName] = portfolioSystem.formulas.get(indicatorFunction.formula.id) + } + } + } + + async function run() { + try { + /* Dynamic Indicators */ + buildDynamicIndicators() + + /* Run the Trigger Stage */ + portfolioStagesModuleObject.runTriggerStage() + + /* Run the Open Stage */ + await portfolioStagesModuleObject.runOpenStage() + + /* Run the Manage Stage */ + portfolioStagesModuleObject.runManageStage() + + /* Run the Close Stage */ + await portfolioStagesModuleObject.runCloseStage() + + /* Validation if we need to exit the position */ + portfolioStagesModuleObject.exitPositionValidation() + + portfolioStagesModuleObject.cycleBasedStatistics() + + } catch (err) { + /* + If an error ocurred during execution, it was alreeady logged and + included at the errors array. That means we need to do nothing here, + just prevent the execution to be halted for not handling exceptions. + */ + if (typeof err === 'string' || err instanceof String) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] runExecution -> err = ' + err) + } + if (err.stack !== undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] runExecution -> err = ' + err.stack) + } + } + } + + function evalNode(node, evaluating, descendentOfNodeType, isDescendent) { + if (node === undefined) { return } + + /* Verify if this node is decendent of the specified node type */ + if (isDescendent !== true) { + if (node.type === descendentOfNodeType) { + isDescendent = true + } + } + + /* Here we check if there is a codition to be evaluated */ + if (node.type === 'Condition' && evaluating === 'Conditions') { + /* We will eval this condition */ + if (isDescendent === true) { + evalCondition(node) + } + } + + /* Here we check if there is a formula to be evaluated */ + if ((node.type === 'Formula' || node.type === 'Announcement Formula') && evaluating === 'Formulas') { + if (node.code !== undefined) { + /* We will eval this formula */ + if (isDescendent === true) { + evalFormula(node) + } + } + } + + /* Here we check if there is a User Defined-Javascript Code to be evaluated: */ + if (node.type === 'Javascript Code' && evaluating === 'User Codes') { + if (node.code !== undefined) { + if (isDescendent === true) { + evalJSCode(node); + } + } + } + + /* Now we go down through all this node children */ + let schemaDocument = TS.projects.foundations.globals.taskConstants.APP_SCHEMA_MAP.get(node.project + '-' + node.type) + if (schemaDocument === undefined) { return } + + if (schemaDocument.childrenNodesProperties !== undefined) { + let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. + for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { + let property = schemaDocument.childrenNodesProperties[i] + + switch (property.type) { + case 'node': { + if (property.name !== previousPropertyName) { + if (node[property.name] !== undefined) { + evalNode(node[property.name], evaluating, descendentOfNodeType, isDescendent) + } + previousPropertyName = property.name + } + break + } + case 'array': { + if (node[property.name] !== undefined) { + let nodePropertyArray = node[property.name] + for (let m = 0; m < nodePropertyArray.length; m++) { + evalNode(nodePropertyArray[m], evaluating, descendentOfNodeType, isDescendent) + } + } + break + } + } + } + } + } + + function evalCondition(node) { + let value + let errorMessage + let docs + /* + The code can be at the condition node if it was done with the Conditions Editor, or it can also be + at a Javascript Code node. If there is a Javascript object we will give it preference and take the code + from there. Otherwise we will take the code from the Condition node. + */ + let code = node.code + let nodeName = node.name + if (node.javascriptCode !== undefined) { + if (node.javascriptCode.code !== undefined) { + code = node.javascriptCode.code + nodeName = node.javascriptCode.name + } + } + + try { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalCondition -> ' + node.name + ' -> code = ' + code) + value = eval(code) + } catch (err) { + /* + One possible error is that the conditions references a .previous that is undefined. This + will not be considered an error. + */ + value = false + errorMessage = err.message + docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Evaluating Condition Error', + placeholder: {} + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, nodeName, code, undefined) + } + + portfolioSystem.conditions.set(node.id, value) + + if (value === true) { + portfolioSystem.highlights.push(node.id) + } + if (errorMessage !== undefined) { + portfolioSystem.addError([node.id, errorMessage, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] evalCondition -> errorMessage = ' + errorMessage) + } + if (value !== undefined) { + portfolioSystem.values.push([node.id, value]) + } + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalCondition -> value = ' + value) + } + + function evalFormula(node) { + let value + let errorMessage + let docs + + try { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalFormula -> ' + node.name + ' -> code = ' + node.code) + value = eval(node.code) + } catch (err) { + /* + One possible error is that the formula references a .previous that is undefined. This + will not be considered an error. + */ + value = 0 + errorMessage = err.message + docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Evaluating Formula Error', + placeholder: {} + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, node.name, node.code, undefined) + } + + if (errorMessage !== undefined) { + portfolioSystem.addError([node.id, errorMessage, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalFormula -> errorMessage = ' + errorMessage) + return + } else { + if (value !== undefined) { + if (node.type === 'Formula' && isNaN(value)) { + + docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Formula Value Not A Number', + placeholder: {} + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, node.name, node.code, undefined, value) + + portfolioSystem.addError([node.id, 'Formula needs to return a numeric value.', docs]) + return + } + + portfolioSystem.values.push([node.id, value]) + portfolioSystem.formulas.set(node.id, value) + } else { + + docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Formula Value Not A Number', + placeholder: {} + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, undefined, node.name, node.code, undefined, value) + + portfolioSystem.addError([node.id, 'Formula needs to return a numeric value.', docs]) + return + + } + } + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalFormula -> value = ' + value) + } + + function evalJSCode(node) { + let value + let errorMessage + let docs + + try { + value = eval(node.code); + + } catch (err) { + value = 0 + errorMessage = err.message + docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - Evaluating User Code Error', + placeholder: {} + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, node.name, node.code, undefined) + } + + if (errorMessage !== undefined) { + portfolioSystem.addError([node.id, errorMessage, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[INFO] evalFormula -> errorMessage = ' + errorMessage) + return + } + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/Snapshots.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/Snapshots.js new file mode 100644 index 000000000..6b96cb0a5 --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/Snapshots.js @@ -0,0 +1,481 @@ +exports.newPortfolioManagementBotModulesSnapshots = function(processIndex) { + /* + This module encapsulates the snapshots functionality. + */ + const MODULE_NAME = 'Snapshots' + + let thisObject = { + updateChart: updateChart, + strategyEntry: strategyEntry, + strategyExit: strategyExit, + positionEntry: positionEntry, + positionExit: positionExit, + addCodeToSnapshot: addCodeToSnapshot, + initialize: initialize, + finalize: finalize + } + + let portfolioEngine + let portfolioSystem + let sessionParameters + + const SNAPSHOTS_FOLDER_NAME = 'Snapshots' + + /* Snapshots of Strategies and Positions */ + let snapshots = { + headers: [], + strategies: [], + positions: [] + } + + let positionKeys = new Map() // This is to prevent adding the same indicator / variable to the output collection. + let strategyKeys = new Map() + let createHeaders = true // This is going to be true only once + let createCloseHeaders = true // This is going to be true only once + let closeValues + let strategyValues + let addToStrategyValues + let positionValues + let addToPositionValues + let snapshotAvailable = false + + /* + These 3 are the main data structures available to users + when writing conditions and formulas. + */ + let chart + let exchange + let market + + return thisObject + + function initialize() { + portfolioEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioEngine + portfolioSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.portfolioSystem + sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters + // first trade forces overwrite of the existing file + if (portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.positions.value > 1) { + snapshotAvailable = true + createHeaders = false // This is going to be true only once + createCloseHeaders = false + } + } + + function finalize() { + //trigger exits added for extra save moment for datapreserve + if (portfolioEngine.portfolioCurrent.strategy.begin.value > 0) { + strategyExit() + positionExit() + } + writeSnapshotFiles() + portfolioEngine = undefined + portfolioSystem = undefined + sessionParameters = undefined + + positionKeys = undefined + strategyKeys = undefined + + chart = undefined + exchange = undefined + market = undefined + } + + function updateChart(pChart, pExchange, pMarket) { + /* + We need these 3 data structures to be a local objects + accessible while evaluating conditions and formulas. + */ + chart = pChart + exchange = pExchange + market = pMarket + } + + function strategyEntry() { + /* + We will record here a snapshot of all values used in conditions and formulas within the Portfolio System. + If the strategy exists with a trade, this information will be added to the snapshots file. + */ + + strategyKeys = new Map() + strategyValues = [] + addToStrategyValues = true + + evalNode(portfolioSystem) + + /* Turn off this */ + createHeaders = false + addToStrategyValues = false + } + + function strategyExit() { + getResults(portfolioEngine.portfolioCurrent.strategy.begin.value, portfolioEngine.portfolioCurrent.strategy.end.value) + let valuesArray = closeValues.concat(strategyValues) + snapshots.strategies.push(valuesArray) + } + + function positionEntry() { + + positionKeys = new Map() + positionValues = [] + addToPositionValues = true + + evalNode(portfolioSystem) + + /* Turn off this */ + createHeaders = false + addToPositionValues = false + } + + function positionExit() { + getResults(portfolioEngine.portfolioCurrent.position.begin.value, portfolioEngine.portfolioCurrent.position.end.value) + let valuesArray = closeValues.concat(positionValues) + snapshots.positions.push(valuesArray) + } + + function evalNode(node) { + if (node === undefined) { return } + + /* Here we check if there is a codition to be evaluated */ + if (node.type === 'Condition') { + /* We will eval this condition */ + evalCondition(node) + } + + /* Here we check if there is a formula to be evaluated */ + if (node.type === 'Formula') { + if (node.code !== undefined) { + /* We will eval this formula */ + evalFormula(node) + } + } + + /* Now we go down through all this node children */ + let schemaDocument = TS.projects.foundations.globals.taskConstants.APP_SCHEMA_MAP.get(node.project + '-' + node.type) + if (schemaDocument === undefined) { return } + + if (schemaDocument.childrenNodesProperties !== undefined) { + let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children. + for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { + let property = schemaDocument.childrenNodesProperties[i] + + switch (property.type) { + case 'node': + { + if (property.name !== previousPropertyName) { + if (node[property.name] !== undefined) { + evalNode(node[property.name]) + } + previousPropertyName = property.name + } + break + } + case 'array': + { + if (node[property.name] !== undefined) { + let nodePropertyArray = node[property.name] + for (let m = 0; m < nodePropertyArray.length; m++) { + evalNode(nodePropertyArray[m]) + } + } + break + } + } + } + } + } + + function evalCondition(node) { + + /* + The code can be at the condition node if it was done with the Conditions Editor, or it can also be + at a Javascript Code node. If there is a Javascript object we will give it preference and take the code + from there. Otherwise we will take the code from the Condition node. + */ + + let nodeWithCode = node + if (node.javascriptCode !== undefined) { + if (node.javascriptCode.code !== undefined) { + nodeWithCode = node.javascriptCode + } + } + addCodeToSnapshot(nodeWithCode) + } + + function evalFormula(node) { + let nodeWithCode = node + addCodeToSnapshot(nodeWithCode) + } + + function addCodeToSnapshot(nodeWithCode) { + if (nodeWithCode === undefined) { return } + if (nodeWithCode.code === undefined) { return } + + try { + const code = nodeWithCode.code + let instructionsArray = code.split(' ') + for (let i = 0; i < instructionsArray.length; i++) { + let instruction = instructionsArray[i] + instruction = instruction.replace('(', '') + instruction = instruction.replace(')', '') + instruction = instruction.replace(//g, '') + instruction = instruction.replace(/<=/g, '') + instruction = instruction.replace(/>=/g, '') + instruction = instruction.replace(/!=/g, '') + instruction = instruction.replace(/!==/g, '') + instruction = instruction.replace(/==/g, '') + instruction = instruction.replace(/===/g, '') + instruction = instruction.replace(/{/g, '') + instruction = instruction.replace(/}/g, '') + if (instruction.indexOf('chart') >= 0) { + let parts = instruction.split('.') + let timeFrame = parts[1] + let product = parts[2] + let property + checkPrevious(3) + + function checkPrevious(index) { + property = parts[index] + if (property === 'previous') { + product = product + '.previous' + checkPrevious(index + 1) + } + } + + // Example: chart.at01hs.popularSMA.sma200 - chart.at01hs.popularSMA.sma100 < 10 + if (timeFrame !== 'atAnyTimeFrame') { + timeFrame = timeFrame.substring(2, 4) + '-' + timeFrame.substring(4, 7) + } + let key = timeFrame + '-' + product + '-' + property + let existingKey + if (addToStrategyValues === true) { + addValues(strategyKeys, strategyValues) + } + + if (addToPositionValues === true) { + addValues(positionKeys, positionValues) + } + + function addValues(keys, values) { + existingKey = keys.get(key) + + if (existingKey === undefined) { // means that at the current loop this property of this product was not used before. + keys.set(key, key) + if (createHeaders === true) { + snapshots.headers.push(key) + } + + try { + let value = eval(instruction) + values.push(value) + } catch (err) { + const message = 'Snapshot Unexpected Error' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + + let contextInfo = { + instruction: instruction + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, nodeWithCode.name, nodeWithCode.code, undefined, undefined, contextInfo) + + portfolioSystem.addError([nodeWithCode.id, message, docs]) + values.push(0) + } + } + } + } + } + } catch (err) { + const message = 'Snapshot Unexpected Error' + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS LF Portfolio Bot Error - ' + message, + placeholder: {} + } + TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, nodeWithCode.name, nodeWithCode.code, undefined) + + portfolioSystem.addError([nodeWithCode.id, message, docs]) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] runSimulation -> addCodeToSnapshot -> nodeWithCode.code = ' + nodeWithCode.code) + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] runSimulation -> addCodeToSnapshot -> err = ' + err.stack) + } + } + + function getResults(openDatetime, closeDatetime) { + + let baseOpen = portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset.sizeFilled.value - portfolioEngine.portfolioCurrent.strategyCloseStage.stageBaseAsset.feesPaid.value + let baseClose = portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.sizeFilled.value - portfolioEngine.portfolioCurrent.strategyOpenStage.stageBaseAsset.feesPaid.value + let quoteOpen = portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.sizeFilled.value - portfolioEngine.portfolioCurrent.strategyOpenStage.stageQuotedAsset.feesPaid.value + let quoteClose = portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset.sizeFilled.value - portfolioEngine.portfolioCurrent.strategyCloseStage.stageQuotedAsset.feesPaid.value + let qouteProfit = ((quoteClose / quoteOpen * 100) - 100) + let baseProfit = ((baseClose / baseOpen * 100) - 100) + + let closeHeaders = ['Trade Number', 'Open Datetime', 'Close Datetime', 'Strategy Name', 'Trigger On Situation', 'Take Position Situation', 'Open Position in Base Asset', 'Close Position in Base Asset', 'Open Position in Quoted Asset', 'Close Position in Quoted Asset', 'Result In Base Asset', 'Result In Quoted Asset', 'ROI in Base Asset', '% P/L Base Asset', 'P/L Type Base Asset', 'ROI in Quoted Asset', '% P/L Quoted Asset', 'P/L Type Quoted Asset', 'Exit Type', '# Periods'] + closeValues = [ + portfolioEngine.portfolioCurrent.portfolioEpisode.portfolioEpisodeCounters.positions.value, // Position Number + (new Date(openDatetime)).toISOString(), // Open Datetime + (new Date(closeDatetime)).toISOString(), // Open Datetime + portfolioEngine.portfolioCurrent.strategy.strategyName.value, // Strategy Name + portfolioEngine.portfolioCurrent.strategy.situationName.value, // Trigger On Situation + portfolioEngine.portfolioCurrent.position.situationName.value, // Take Position Situation + baseOpen, // open position in base asset + baseClose, // close position in base asset + quoteOpen, //open quote in base asset + quoteClose, // close quote in base asset + portfolioEngine.portfolioCurrent.position.positionBaseAsset.hitFail.value, // Result in Base Asset + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.hitFail.value, // Result in Base Asset + portfolioEngine.portfolioCurrent.position.positionBaseAsset.ROI.value, // ROI in Base Asset <- not sure this works as intended + baseProfit + '%', // % profit / loss in base Asset + baseProfit === 0 ? 'Even' : (baseProfit > 0 ? "Profit" : "Loss"), + + portfolioEngine.portfolioCurrent.position.positionQuotedAsset.ROI.value, // ROI in Quoted Asset <- not sure this works as intended + qouteProfit + '%', // % profit loss in quoted Asset + qouteProfit === 0 ? 'Even' : (qouteProfit > 0 ? "Profit" : "Loss"), + portfolioEngine.portfolioCurrent.position.exitType.value, // Exit Type + portfolioEngine.portfolioCurrent.position.positionCounters.periods.value // periods counter + ] + + if (createCloseHeaders === true) { + snapshots.headers = closeHeaders.concat(JSON.parse(JSON.stringify(snapshots.headers))) + createCloseHeaders = false + } + } + + function writeSnapshotFiles() { + + if (sessionParameters.snapshots !== undefined) { + if (sessionParameters.snapshots.config.strategy === true) { + writeSnapshotFile(snapshots.strategies, 'Strategies') + } + } + + if (sessionParameters.snapshots !== undefined) { + if (sessionParameters.snapshots.config.strategy === true) { + writeSnapshotFile(snapshots.positions, 'Positions') + } + } + } + + function writeSnapshotFile(snapshotArray, pFileName) { + try { + let fileStorage = TS.projects.foundations.taskModules.fileStorage.newFileStorage(processIndex); + + let fileName = pFileName + '.csv' + + let filePath = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + SNAPSHOTS_FOLDER_NAME; + filePath += '/' + fileName + + //Get contents of current file if available, otherwise start empty file + if (snapshotAvailable) { + getSnapShotFile(filePath) + } else { + writeOutput('') + } + + function writeOutput(fileContent) { + let separator = '\r\n'; + let contentArray = []; + + // if we have file content extract rows + if (fileContent != '') { + contentArray = fileContent.split(separator) + } + + parseRecord(snapshots.headers) + for (let i = 0; i < snapshotArray.length; i++) { + let record = snapshotArray[i]; + if (record.length > 0) { + parseRecord(record) + } + } + + function parseRecord(record) { + // if we have undefined values, we need to extract the previous stored values for this trade and append them to the new record for completion + if (record[record.length - 1] === undefined && contentArray.length > 0) { + + let rowToMutateArray = contentArray[contentArray.length - 1].split(',') + // check if are for sure on the same tradenumber and merge the data and remove previous line incl separator + if (rowToMutateArray[0] == record[0]) { + record.pop() + rowToMutateArray.splice(0, record.length) + record = record.concat(rowToMutateArray) + fileContent = fileContent.replace(contentArray[contentArray.length - 1], '') + fileContent = fileContent.replace(/\r\n$/, '') + } + } + for (let j = 0; j < record.length; j++) { + let property = record[j] + + fileContent = fileContent + '' + property + if (j !== record.length - 1) { + fileContent = fileContent + "," + } + } + fileContent = fileContent + separator + } + + fileContent = "" + fileContent + ""; + + fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) + + function onFileCreated(err) { + if (err.result !== TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] writeSnapshotFile -> onFileCreated -> err = ' + err.stack); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] writeSnapshotFile -> onFileCreated -> filePath = ' + filePath); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] writeSnapshotFile -> onFileCreated -> market = ' + TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '_' + TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName); + } + } + } + + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get( + processIndex + ).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write( + MODULE_NAME, + '[ERROR] writeSnapshotFile -> err = ' + err.stack + ) + } + //get file contents + function getSnapShotFile(filePath) { + + try { + + let fileStorage = TS.projects.foundations.taskModules.fileStorage.newFileStorage(processIndex); + + fileStorage.getTextFile(filePath, onFileReceived) + + function onFileReceived(err, text) { + if (err.result === TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result) { + try { + // remove the last linebreak and seperator which is introduced extra during save + text = text.replace(/\n$/, '') + text = text.replace(/\r\n$/, '') + writeOutput(text) + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] start -> loadExistingFiles -> loopBody -> readExistingFile -> onFileReceived -> fileName = ' + filePath); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] start -> loadExistingFiles -> loopBody -> readExistingFile -> onFileReceived -> filePath = ' + filePath); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] start -> loadExistingFiles -> loopBody -> readExistingFile -> onFileReceived -> err = ' + err.stack); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] start -> loadExistingFiles -> loopBody -> readExistingFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.'); + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE) + } + } else { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] start -> loadExistingFiles -> loopBody -> readExistingFile -> onFileReceived -> err = ' + err.stack); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] start -> loadExistingFiles -> loopBody -> readExistingFile -> onFileReceived -> filePath = ' + filePath); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err; + callBackFunction(err) + } + } + + } catch (error) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] start -> loadExistingFiles -> loopBody -> readExistingFile -> onFileReceived -> err = ' + err.stack); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, '[ERROR] start -> loadExistingFiles -> loopBody -> readExistingFile -> onFileReceived -> filePath = ' + filePath); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err; + callBackFunction(err); + } + } + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/PMCommunicationModule_Portfolio.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/PMCommunicationModule_Portfolio.js new file mode 100644 index 000000000..2eed9a06c --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/PMCommunicationModule_Portfolio.js @@ -0,0 +1,40 @@ +/* PMCommunicationModule - Portfolio-Manager's Version. + * Fascilitates communications between the Portfolio Manager and its managed sessions. + * Session Key naming convention: name + type + id + */ + +exports.newPMCommunicationModule_Portfolio = function (callerId) { + const MODULE_NAME = 'PM Communication Module - Portfolio'; + + moduleObj = { + beginListening: beginListening + } + + const SESSION_ID = callerId; + + return moduleObj; + + + /* Listeners Section: */ + function beginListening() { + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.listenToEvent( + SESSION_ID, + 'Quote Asset Balance', + undefined, + SESSION_ID, + undefined, + getQuoteAssetBalance) + } + + + + /* eventsCallBack Section: */ + function getQuoteAssetBalance() { + let quoteBal = 100.47; + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.raiseEvent( + SESSION_ID, + 'Quote Asset Balance Reply', + quoteBal + ) + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/PortfolioSession.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/PortfolioSession.js new file mode 100644 index 000000000..b01e9e840 --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/PortfolioSession.js @@ -0,0 +1,646 @@ +exports.newPortfolioManagementBotModulesPortfolioSession = function (processIndex) { + + const MODULE_NAME = "Portfolio Session" + + let thisObject = { + initialize: initialize + } + + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE = + TS.projects.socialBots.botModules.socialBots.newSocialBotsBotModulesSocialBots(processIndex) + + return thisObject; + + function initialize(callBackFunction) { + try { + /* Check if there is a session */ + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session === undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> Cannot run without a Session."); + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); + return; + } + /* + We will store here the session key, which we will need everytine + we need to emit an event related to the session itself. + */ + let VARIABLES_BY_PROCESS_INDEX = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex) + VARIABLES_BY_PROCESS_INDEX.SESSION_KEY = + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + + '-' + + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + + '-' + + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.id + + /* + We will also store the session folder name, to be used for debug logging and session output. + */ + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.config.folderName === undefined) { + VARIABLES_BY_PROCESS_INDEX.SESSION_FOLDER_NAME = TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.id + } else { + VARIABLES_BY_PROCESS_INDEX.SESSION_FOLDER_NAME = TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.config.folderName + } + + /* + We will store all session keys on a map so as to be able to send an event to all + of them when the task stops. + */ + TS.projects.foundations.globals.taskVariables.SESSION_MAP.set( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY) + + /* Listen to event to start or stop the session. */ + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.listenToEvent( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + 'Portfolio Session Status', + undefined, + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + undefined, + onSessionStatus) + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.listenToEvent( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + 'Run Portfolio Session', + undefined, + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + undefined, + onSessionRun) + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.listenToEvent( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + 'Stop Portfolio Session', + undefined, + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + undefined, + onSessionStop) + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.listenToEvent( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + 'Resume Portfolio Session', + undefined, + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, + undefined, + onSessionResume) + + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE) + return + + function onSessionStatus() { + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running') { + let event = { + status: 'Portfolio Session Runnning' + } + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.raiseEvent( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, 'Status Response', event) + } else { + let event = { + status: 'Portfolio Session Not Runnning' + } + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.raiseEvent( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, 'Status Response', event) + } + } + + function onSessionRun(message) { + try { + /* This happens when the UI is reloaded, the session was running and tries to run it again. */ + if ( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Idle' || + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running' + ) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] onSessionRun -> Event received to run the Session while it was already running. ") + return + } + + /* We are going to initialize here these constants whose values are comming at the event. */ + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_SYSTEM_NODE = JSON.parse(message.event.portfolioSystem) + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).PORTFOLIO_ENGINE_NODE = JSON.parse(message.event.portfolioEngine) + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE = JSON.parse(message.event.session) + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter) + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP = true + + setUpSessionFolderName(); + + /* We validate all parameters received and complete some that might be missing if needed. */ + if (checkParemeters() === false) { return } + + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.initialize(); + + let allGood + switch (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) { + case 'Backtesting Session': { + allGood = startBackTesting(message) + break + } + case 'Live Portfolio Session': { + allGood = startLivePortfolio(message) + break + } + case 'Fordward Testing Session': { + allGood = startFordwardTesting(message) + break + } + case 'Paper Portfolio Session': { + allGood = startPaperPortfolio(message) + break + } + } + if (allGood === true) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS = 'Idle' + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false + } else { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[IMPORTANT] onSessionRun -> Stopping the Session now. ') + } + + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage( + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type + " '" + + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is starting.") + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> onSessionRun -> err = " + err.stack); + } + } + + function onSessionStop() { + TS.projects.foundations.functionLibraries.sessionFunctions.stopSession(processIndex, 'Session Stopped From the User Interface.') + } + + function onSessionResume(message) { + try { + if (TS.projects.foundations.functionLibraries.sessionFunctions.stopSession === undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] onSessionResume -> Event received to resume the Session that have never be ran before. ") + return + } + + /* This happens when the UI is reloaded, the session was running and tries to run it again. */ + if ( + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Idle' || + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running') { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] onSessionResume -> Event received to resume the Session while it was already running. ") + return + } + + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = true + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false + + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage( + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type + " '" + + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is resuming.") + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> onSessionResume -> err = " + err.stack); + } + } + + function setUpSessionFolderName() { + /* + The session object is overwritten when the session is run. For that reason we + need to setup again the folder name at the Session level. + Set the folderName for logging, reports, context and data output + */ + let config + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.config !== undefined) { + config = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.config + if (config.folderName === undefined) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME = + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' + + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.id + } else { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME = + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' + + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.config.folderName + } + } + } + + function checkParemeters() { + /* + Here we check all the Session Parameters received. If something critical is missing we abort returning false. If something + non critical is missing, we complete it with a default value. + */ + + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters === undefined) { + let errorMessage = "Parameters Node Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError( + processIndex, + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE, + errorMessage, + docs + ) + return false + } + + /* Time Range */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange === undefined) { // if the Time Range is missing we create a default one. + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange = { + name: 'Missing Time Range', + type: 'Time Range', + config: { + initialDatetime: (new Date()).valueOf(), + finalDatetime: (new Date()).valueOf() + SA.projects.foundations.globals.timeConstants.ONE_YEAR_IN_MILISECONDS + } + } + } else { + /* Check that we received valid dates */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + if (isNaN(new Date(TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime)).valueOf()) { + let errorMessage = "Invalid Initial Datetime Property Value" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: { + currentValue: { + style: "Json", + text: TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime + } + } + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange, errorMessage, docs) + return false + } + } + if (isNaN(new Date(TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.finalDatetime)).valueOf()) { + let errorMessage = "Invalid Initial Datetime Property Value" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: { + currentValue: { + style: "Json", + text: TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.finalDatetime + } + } + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange, errorMessage, docs) + return false + } + } + + /* Session Type Forced Values */ + let today = (new Date()).valueOf() + let aYearAgo = today - SA.projects.foundations.globals.timeConstants.ONE_YEAR_IN_MILISECONDS + let aYearFromNow = today + SA.projects.foundations.globals.timeConstants.ONE_YEAR_IN_MILISECONDS + switch (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) { + case 'Backtesting Session': { + useDefaultDatetimes(aYearAgo, today) + break + } + case 'Live Portfolio Session': { + useDefaultDatetimes(today, aYearFromNow) + break + } + case 'Fordward Testing Session': { + useDefaultDatetimes(today, aYearFromNow) + break + } + case 'Paper Portfolio Session': { + useDefaultDatetimes(today, aYearFromNow) + break + } + } + + function useDefaultDatetimes(initialDefault, finalDefault) { + /* + Note that inside the system, we are going to deal with these + dates in their numeric value representation. + */ + + /* Initial Datetime */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime === undefined) { + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime = initialDefault + } else { + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime = (new Date(TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime)).valueOf() + } + } else { + /* Non backtest session can start from the past only if explicitly configured that way */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime === undefined || TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.allowStartingFromThePast !== true) { + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime = initialDefault + } else { + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime = (new Date(TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.initialDatetime)).valueOf() + } + } + + /* Final Datetime */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.finalDatetime === undefined) { + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.finalDatetime = finalDefault + } else { + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.finalDatetime = (new Date(TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeRange.config.finalDatetime)).valueOf() + } + } + + /* Time Frame */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame === undefined) { + let errorMessage = "Time Frame Node Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters, errorMessage, docs) + return false + } + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.label === undefined) { + let errorMessage = "Label Property Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame, errorMessage, docs) + return false + } + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.value = getTimeFrameFromLabel(TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.label) + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.value === undefined) { + let errorMessage = "Invalid Label Property Value" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: { + currentValue: { + style: "Json", + text: TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.label + } + } + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame, errorMessage, docs) + return false + } + + /* Session Base Asset */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset === undefined) { + let errorMessage = "Session Base Asset Node Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters, errorMessage, docs) + return false + } + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset.config.initialBalance === undefined) { + let errorMessage = "Initial Balance Property Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset, errorMessage, docs) + return false + } + + /* Session Quoted Asset */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset === undefined) { + let errorMessage = "Session Quoted Asset Node Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters, errorMessage, docs) + return false + } + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset.config.initialBalance === undefined) { + let errorMessage = "Initial Balance Property Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkParemeters -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset, errorMessage, docs) + return false + } + + /* Slippage */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.slippage === undefined) { // if the Slippage is missing we create a default one. + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.slippage = { + name: 'Missing Slippage', + type: 'Slippage', + config: { + marketOrderRate: 0, + stopLoss: 0, + takeProfit: 0 + } + } + } + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one. + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.slippage.config.marketOrderRate = 0 + } + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one. + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.slippage.config.stopLoss = 0 + } + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one. + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.slippage.config.takeProfit = 0 + } + + /* Fee Structure */ + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one. + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.feeStructure = { + name: 'Missing Fee Structure', + type: 'Fee Structure', + config: { + maker: 0, + taker: 0 + } + } + } + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one. + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.feeStructure.config.maker = 0 + } + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one. + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.feeStructure.config.taker = 0 + } + + return true + } + + function startBackTesting(message) { + return true + } + + function checkKey() { + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference === undefined) { + let errorMessage = "Key Reference Node Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkKey -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.taskConstants.TASK_NODE, errorMessage, docs) + return false + } + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent === undefined) { + let errorMessage = "Exchange Account Key Node Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkKey -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference, errorMessage, docs) + return false + } + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent.config.codeName === undefined) { + let errorMessage = "Codename Property Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkKey -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent, errorMessage, docs) + return false + } + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent.config.secret === undefined) { + let errorMessage = "Secret Property Missing" + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> checkKey -> " + errorMessage) + + let docs = { + project: 'Foundations', + category: 'Topic', + type: 'TS Portfolio Session Error - ' + errorMessage, + placeholder: {} + } + + TS.projects.foundations.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.foundations.globals.taskConstants.TASK_NODE.keyReference.referenceParent, errorMessage, docs) + return false + } + return true + } + + function startLivePortfolio() { + for (let key of TS.projects.foundations.globals.taskConstants.MANAGED_SESSIONS_MAP.keys()) { + TS.projects.foundations.globals.taskConstants.MANAGED_SESSIONS_MAP.get(key).beginListening(); + } + return checkKey() + } + + function startFordwardTesting(message) { + if (checkKey() === false) { return false } + + /* Reduce the balance */ + let balancePercentage = 1 // This is the default value + + if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.config.balancePercentage !== undefined) { + balancePercentage = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.config.balancePercentage + } + + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset.config.initialBalance = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100 + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset.config.initialBalance = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100 + + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset.config.minimumBalance = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100 + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset.config.minimumBalance = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100 + + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset.config.maximumBalance = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100 + TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset.config.maximumBalance = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100 + + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.normalWaitTime = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.value + + return true + } + + function startPaperPortfolio(message) { + return true + } + + function getTimeFrameFromLabel(timeFrameLabel) { + + for (let i = 0; i < TS.projects.foundations.globals.timeFrames.marketTimeFramesArray().length; i++) { + let value = TS.projects.foundations.globals.timeFrames.marketTimeFramesArray()[i][0] + let label = TS.projects.foundations.globals.timeFrames.marketTimeFramesArray()[i][1] + + if (timeFrameLabel === label) { + return value + } + } + + for (let i = 0; i < TS.projects.foundations.globals.timeFrames.dailyTimeFramesArray().length; i++) { + let value = TS.projects.foundations.globals.timeFrames.dailyTimeFramesArray()[i][0] + let label = TS.projects.foundations.globals.timeFrames.dailyTimeFramesArray()[i][1] + + if (timeFrameLabel === label) { + return value + } + } + } + + } catch (err) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> err = " + err.stack); + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); + } + } +}; diff --git a/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/SingleMarketPortfolioBot.js b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/SingleMarketPortfolioBot.js new file mode 100644 index 000000000..d53e5d4ba --- /dev/null +++ b/Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/SingleMarketPortfolioBot.js @@ -0,0 +1,616 @@ +exports.newPortfolioManagementBotModulesSingleMarketPortfolioBot = function (processIndex) { + + const MODULE_NAME = "Single Market Portfolio Bot"; + + let session = TS.projects.portfolioManagement.botModules.portfolioSession.newPortfolioManagementBotModulesPortfolioSession(processIndex) + let nextLoopTimeoutHandle; + + let thisObject = { + initialize: initialize, + run: run + }; + + return thisObject; + + function initialize(callBackFunction) { + try { + /* We will check that we have received all the nodes needed to run this bot. */ + if (TS.projects.foundations.functionLibraries.singleMarketFunctions.checkUpstreamOfTaskNode(processIndex) === false) { + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE) + return + } + + /* Here we setup the path prefix that will be used when writing data or logs to disk. */ + TS.projects.foundations.functionLibraries.singleMarketFunctions.initializeFilePathRoot(processIndex) + + session.initialize(callBackFunction) + + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] initialize -> err = " + err.stack); + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); + } + } + + function run(callBackFunction) { + try { + /* Some initial values*/ + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true; + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + '[IMPORTANT] run -> Stopping the Session now. ') + + loop(); + + function loop() { + try { + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, undefined, undefined, "Running...") + function pad(str, max) { + str = str.toString(); + return str.length < max ? pad(" " + str, max) : str; + } + + /* For each loop we want to create a new log file. */ + if (TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT !== undefined) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.finalize() + } + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT = TS.projects.foundations.taskModules.debugLog.newFoundationsTaskModulesDebugLog(processIndex) + TS.projects.foundations.globals.taskVariables.LOGGER_MAP.set(MODULE_NAME + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].id, TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT) + + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).MAIN_LOOP_COUNTER++; + + let nextWaitTime; + + /* We tell the UI that we are running. */ + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, undefined, undefined, "Running...") + + /* We define the datetime for the process that we are running now. This will be the official processing time for both the infraestructure and the bot. */ + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME = new Date(); // This will be considered the process date and time, so as to have it consistenly all over the execution. + + /* Main Loop Console Logging */ + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newMainLoop() + + /* Checking if we need to need to emit any event */ + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Idle' && TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === false) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS = 'Running' + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_BEGIN = new Date() + } + + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running' && TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) { + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS = 'Stopped' + } + + TS.projects.foundations.functionLibraries.sessionFunctions.emitSessionStatus(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS, TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY) + + /* Checking if we should process this loop or not.*/ + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) { + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> Waiting for " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run.") + + console.log(new Date().toISOString() + " " + pad(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName, 20) + " " + pad(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName, 30) + + " Waiting for " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run. "); + + nextWaitTime = 'Waiting for Session'; + loopControl(nextWaitTime); + return + } + + /* We will prepare first the infraestructure needed for the bot to run. There are 3 modules we need to sucessfullly initialize first. */ + + let processExecutionEvents + let userBot; + let processFramework; + let statusDependencies; + let dataDependencies; + + initializeProcessExecutionEvents(); + + function initializeProcessExecutionEvents() { + try { + processExecutionEvents = TS.projects.foundations.processModules.processExecutionEvents.newFoundationsProcessModulesProcessExecutionEvents(processIndex) + processExecutionEvents.initialize(onInizialized); + + function onInizialized(err) { + try { + switch (err.result) { + case TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> initializeProcessExecutionEvents -> onInizialized -> Execution finished well."); + startProcessExecutionEvents() + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] run -> loop -> initializeProcessExecutionEvents -> onInizialized -> Retry Later. Requesting Execution Retry."); + nextWaitTime = 'Retry'; + loopControl(nextWaitTime); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeProcessExecutionEvents -> onInizialized -> Operation Failed. Aborting the process."); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + default: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeProcessExecutionEvents -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeProcessExecutionEvents -> onInizialized -> Unhandled err.result received. -> err = " + err.message); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeProcessExecutionEvents -> onInizialized -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeProcessExecutionEvents -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + + function startProcessExecutionEvents() { + try { + processExecutionEvents.start(onStarted); + + function onStarted(err) { + try { + switch (err.result) { + case TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> startProcessExecutionEvents -> onStarted -> Execution finished well."); + + if (TS.projects.foundations.globals.taskVariables.IS_TASK_STOPPING === true) { + loopControl() + return + } + + initializeStatusDependencies(); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] run -> loop -> startProcessExecutionEvents -> onStarted -> Retry Later. Requesting Execution Retry."); + nextWaitTime = 'Retry'; + loopControl(nextWaitTime); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessExecutionEvents -> onStarted -> Operation Failed. Aborting the process."); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + default: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessExecutionEvents -> onStarted -> Unhandled err.result received. -> err.result = " + err.result); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessExecutionEvents -> onStarted -> Unhandled err.result received. -> err = " + err.message); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessExecutionEvents -> onStarted -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessExecutionEvents -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + + function initializeStatusDependencies() { + try { + statusDependencies = TS.projects.foundations.processModules.statusDependencies.newFoundationsProcessModulesStatusDependencies(processIndex); + statusDependencies.initialize(onInizialized); + + function onInizialized(err) { + try { + switch (err.result) { + case TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> initializeStatusDependencies -> onInizialized -> Execution finished well."); + initializeDataDependencies(); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] run -> loop -> initializeStatusDependencies -> onInizialized -> Retry Later. Requesting Execution Retry."); + nextWaitTime = 'Retry'; + loopControl(nextWaitTime); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeStatusDependencies -> onInizialized -> Operation Failed. Aborting the process."); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + default: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeStatusDependencies -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeStatusDependencies -> onInizialized -> Unhandled err.result received. -> err = " + err.message); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeStatusDependencies -> onInizialized -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeStatusDependencies -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + + function initializeDataDependencies() { + try { + dataDependencies = TS.projects.foundations.processModules.dataDependencies.newFoundationsProcessModulesDataDependencies(processIndex); + dataDependencies.initialize(onInizialized); + + function onInizialized(err) { + try { + switch (err.result) { + case TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> initializeDataDependencies -> onInizialized -> Execution finished well.") + switch (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.framework.name) { + case 'Low-Frequency-Portfolio-Process': { + processFramework = TS.projects.portfolioManagement.botModules.portfolioProcess.newPortfolioManagementBotModulesPortfolioProcess(processIndex); + startProcessFramework(); + break; + } + default: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> Process Framework not Supported."); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> Process Framework Name = " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.framework.name); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] run -> loop -> initializeDataDependencies -> onInizialized -> Retry Later. Requesting Execution Retry."); + nextWaitTime = 'Retry'; + loopControl(nextWaitTime); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> Operation Failed. Aborting the process."); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + default: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> Unhandled err.result received. -> err = " + err.message); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> initializeDataDependencies -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + + function startProcessFramework() { + try { + processFramework.start(statusDependencies, dataDependencies, onFinished); + + function onFinished(err) { + try { + processFramework = undefined + dataDependencies.finalize() + dataDependencies = undefined + statusDependencies.finalize() + statusDependencies = undefined + + switch (err.result) { + case TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> startProcessFramework -> onFinished -> Execution finished well."); + nextWaitTime = 'Normal'; + finishProcessExecutionEvents() + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] run -> loop -> startProcessFramework -> onFinished -> Retry Later. Requesting Execution Retry."); + nextWaitTime = 'Retry'; + loopControl(nextWaitTime); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessFramework -> onFinished -> Operation Failed. Aborting the process."); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + case TS.projects.foundations.globals.standardResponses.CUSTOM_OK_RESPONSE.result: { + + switch (err.message) { + case "Dependency does not exist.": { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] run -> loop -> startProcessFramework -> onFinished -> Dependency does not exist. This Loop will go to sleep."); + nextWaitTime = 'Sleep'; + loopControl(nextWaitTime); + return; + } + case "Dependency not ready.": { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] run -> loop -> startProcessFramework -> onFinished -> Dependency not ready. This Loop will go to sleep."); + nextWaitTime = 'Sleep'; + loopControl(nextWaitTime); + return; + } + default: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessFramework -> onFinished -> Unhandled custom response received. -> err = " + err.message); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } + default: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessFramework -> onFinished -> Unhandled err.result received. -> err.result = " + err.result); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessFramework -> onFinished -> Unhandled err.result received. -> err = " + err.message); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessFramework -> onFinished -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> startProcessFramework -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + + function finishProcessExecutionEvents() { + try { + processExecutionEvents.finish(onFinished); + + function onFinished(err) { + try { + processExecutionEvents.finalize() + processExecutionEvents = undefined + + switch (err.result) { + case TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> finishProcessExecutionEvents -> onFinished -> Execution finished well."); + nextWaitTime = 'Normal'; + loopControl(nextWaitTime); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[WARN] run -> loop -> finishProcessExecutionEvents -> onFinished -> Retry Later. Requesting Execution Retry."); + nextWaitTime = 'Retry'; + loopControl(nextWaitTime); + return; + } + case TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle. + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> finishProcessExecutionEvents -> onFinished -> Operation Failed. Aborting the process."); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + default: { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> finishProcessExecutionEvents -> onFinished -> Unhandled err.result received. -> err.result = " + err.result); + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> finishProcessExecutionEvents -> onFinished -> Unhandled err.result received. -> err = " + err.message); + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> finishProcessExecutionEvents -> onFinished -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> finishProcessExecutionEvents -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + + function loopControl(nextWaitTime) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> loopControl -> nextWaitTime = " + nextWaitTime) + + /* We show we reached the end of the loop. */ + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, undefined, undefined, "Running...") + + /* Here we check if we must stop the loop gracefully. */ + shallWeStop(onStop, onContinue); + + function onStop() { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> loopControl -> onStop -> Stopping the Loop Gracefully. See you next time!") + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.persist(); + + TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.raiseEvent(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, 'Stopped') + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return; + } + + function onContinue() { + /* Indicator bots are going to be executed after a configured period of time after the last execution ended. This is to avoid overlapping executions. */ + switch (nextWaitTime) { + case 'Waiting for Session': { + let waitTime = TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.sessionRunWaitTime + nextLoopTimeoutHandle = setTimeout(loop, waitTime); + let waitingTime = waitTime / 1000 / 60 + let label = 'minute/s' + if (waitingTime < 1) { + waitingTime = waitTime / 1000 + label = 'seconds' + } + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, undefined, undefined, "Waiting " + waitingTime + " " + label + " for " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run. ") + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.persist(); + } + break + case 'Normal': { + let waitTime + if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).WAIT_FOR_EXECUTION_FINISHED_EVENT === true) { + waitTime = 0 + } else { + switch (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) { + case 'Live Portfolio Session': { + waitTime = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.value + break + } + case 'Fordward Tessting Session': { + waitTime = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.value + break + } + case 'Paper Portfolio Session': { + waitTime = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.portfolioParameters.timeFrame.config.value + break + } + case 'Backtesting Session': { + waitTime = 0 + break + } + } + } + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> loopControl -> Restarting Loop in " + (waitTime / 1000 / 60) + " minute/s.") + nextLoopTimeoutHandle = setTimeout(loop, waitTime); + let waitingTime = waitTime / 1000 / 60 + let label = 'minute/s' + if (waitingTime < 1) { + waitingTime = waitTime / 1000 + label = 'seconds' + } + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, undefined, undefined, "Waiting " + waitingTime + " " + label + " for next execution.") + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.persist(); + } + break; + case 'Retry': { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> loopControl -> Restarting Loop in " + (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.retryWaitTime / 1000) + " seconds.") + nextLoopTimeoutHandle = setTimeout(loop, TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.retryWaitTime); + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, undefined, undefined, "Trying to recover from some problem. Waiting " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.retryWaitTime / 1000 + " seconds for next execution.") + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.persist(); + } + break; + case 'Sleep': { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> loopControl -> Restarting Loop in " + (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.sleepWaitTime / 60000) + " minutes.") + nextLoopTimeoutHandle = setTimeout(loop, TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.sleepWaitTime); + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, undefined, undefined, "Waiting " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.sleepWaitTime / 60000 + " minutes for next execution.") + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.persist(); + } + break; + case 'Coma': { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[INFO] run -> loop -> loopControl -> Restarting Loop in " + (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.comaWaitTime / 3600000) + " hours.") + nextLoopTimeoutHandle = setTimeout(loop, TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.comaWaitTime); + TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(processIndex, undefined, undefined, "Waiting " + TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.comaWaitTime / 3600000 + " hours for next execution.") + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.persist(); + } + break; + } + } + } + + function shallWeStop(stopCallBack, continueCallBack) { + try { + /* IMPORTANT: This function is exactly the same on the 3 modules. */ + if (!TS.projects.foundations.globals.taskVariables.IS_TASK_STOPPING) { + continueCallBack(); + } else { + stopCallBack(); + } + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> shallWeStop -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + + } catch (err) { + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> loop -> err = " + err.stack); + TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err + TS.projects.foundations.functionLibraries.processFunctions.stopProcess(processIndex, callBackFunction, nextLoopTimeoutHandle) + return + } + } + + } catch (err) { + TS.projects.foundations.globals.taskVariables.UNEXPECTED_ERROR = err + + TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, + "[ERROR] run -> err = " + err.stack); + clearTimeout(nextLoopTimeoutHandle); + callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE); + } + } +}; diff --git a/Projects/Portfolio-Management/TS/Modules/PortfolioManagerClient.js b/Projects/Portfolio-Management/TS/Modules/PortfolioManagerClient.js new file mode 100644 index 000000000..2d24455fe --- /dev/null +++ b/Projects/Portfolio-Management/TS/Modules/PortfolioManagerClient.js @@ -0,0 +1,101 @@ +exports.newPortfolioManagementModulesPortfolioManagerClient = function (processIndex) { + /* + This object represents a proxy of the Profile Manager. It is used to send + questions to the Event and Formula Managers and receive their answers. + */ + let thisObject = { + askPortfolioEventsManager: askPortfolioEventsManager, + askPortfolioFormulaManager: askPortfolioFormulaManager, + initialize: initialize, + finalize: finalize + } + + return thisObject + + function initialize() { + + } + + function finalize() { + + } + + async function askPortfolioEventsManager(eventNode, eventStatus) { + let response = { + raiseEvent: eventStatus, + reason: "No need to ask Portfolio Manager" + } + + if (eventNode.askPortfolioEventsManager === undefined) { + return response + } + + if (eventStatus === true) { + /* + First we will check if the Portfolio Manager confirms this event + can be raised. + */ + if (eventNode.askPortfolioEventsManager.confirmEvent !== undefined) { + let message = { + question: "Confirm This Event Can Be Raised", + event: eventNode.type + } + response = await portfolioManagerEventsClient.sendMessage(message) + } + } else { + /* + In this case, we will check if the Porfolio Manager would like to + raise this event anyways. + */ + if (eventNode.askPortfolioEventsManager.raiseEvent !== undefined) { + let message = { + question: "Must This Event Be Raised", + event: eventNode.type + } + response = await portfolioManagerEventsClient.sendMessage(message) + } + } + return response + } + + async function askPortfolioFormulaManager(formulaParentNode, formulaValue) { + let response = { + value: formulaValue, + reason: "No need to ask Portfolio Manager" + } + + if (formulaParentNode === undefined) { + return response + } + if (formulaParentNode.askPortfolioFormulaManager === undefined) { + return response + } + + if (formulaValue === true) { + /* + First we will check if the Portfolio Manager confirms this formula + value. + */ + if (formulaParentNode.askPortfolioEventsManager.confirmFormula !== undefined) { + let message = { + question: "Confirm This Formula Value", + formula: formulaParentNode.type + } + response = await portfolioManagerEventsClient.sendMessage(message) + } + } else { + /* + In this case, we will check if the Porfolio Manager would like to + replace this formula value for something else. + */ + if (formulaParentNode.askPortfolioEventsManager.raiseEvent !== undefined) { + let message = { + question: "Give me a Value for this Formula", + formula: formulaParentNode.type + } + response = await portfolioManagerEventsClient.sendMessage(message) + } + } + return response + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Modules/PortfolioManagerEventsClient.js b/Projects/Portfolio-Management/TS/Modules/PortfolioManagerEventsClient.js new file mode 100644 index 000000000..df5d5a51a --- /dev/null +++ b/Projects/Portfolio-Management/TS/Modules/PortfolioManagerEventsClient.js @@ -0,0 +1,28 @@ +exports.newPortfolioManagementModulesPortfolioManagerEventsClient = function (processIndex) { + /* + This object represents the client to access the Portfolio Manager from a Trading Bot. + It is an events client because the communication with the Portfolio Manager happens + at the events layer, provided by the Events Server. + */ + let thisObject = { + sendMessage: sendMessage, + initialize: initialize, + finalize: finalize + } + + return thisObject + + function initialize() { + + } + + function finalize() { + + } + + async function sendMessage(message) { + + } + + +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/TS/Modules/PortfolioManagerEventsInterface.js b/Projects/Portfolio-Management/TS/Modules/PortfolioManagerEventsInterface.js new file mode 100644 index 000000000..b3105f2f5 --- /dev/null +++ b/Projects/Portfolio-Management/TS/Modules/PortfolioManagerEventsInterface.js @@ -0,0 +1,20 @@ +exports.newPortfolioManagementModulesPortfolioManagerEventsInterface = function (processIndex) { + /* + This object represents the interface between the Portfolio Manager and Trading Bots. + It is an events based interface because the communicatin happens via the Events Server. + */ + let thisObject = { + initialize: initialize, + finalize: finalize + } + + return thisObject + + function initialize() { + + } + + function finalize() { + + } +} \ No newline at end of file diff --git a/Projects/Portfolio-Management/UI/Function-Libraries/ActionSwitch.js b/Projects/Portfolio-Management/UI/Function-Libraries/ActionSwitch.js new file mode 100644 index 000000000..e2fa9b9ef --- /dev/null +++ b/Projects/Portfolio-Management/UI/Function-Libraries/ActionSwitch.js @@ -0,0 +1,51 @@ +function newPortfolioManagementActionSwitch() { + + let thisObject = { + executeAction: executeAction, + initialize: initialize, + finalize: finalize + } + + return thisObject + + function finalize() { + + } + + function initialize() { + /* Nothing to initialize since a Function Library does not hold any state. */ + } + + async function executeAction(action) { + switch (action.name) { + case 'Run Portfolio Session': + { + UI.projects.portfolioManagement.functionLibraries.portfolioSessionFunctions.runSession(action.node, false, action.callBackFunction) + } + break + case 'Resume Portfolio Session': + { + UI.projects.portfolioManagement.functionLibraries.portfolioSessionFunctions.runSession(action.node, true, action.callBackFunction) + } + break + case 'Stop Portfolio Session': + { + UI.projects.portfolioManagement.functionLibraries.portfolioSessionFunctions.stopSession(action.node, action.callBackFunction) + } + break + case 'Run Managed Sessions': + { + UI.projects.portfolioManagement.functionLibraries.portfolioSessionFunctions.runManagedSessions(action.node); + } + break; + case 'Stop Managed Sessions': + { + UI.projects.portfolioManagement.functionLibraries.portfolioSessionFunctions.stopManagedSessions(action.node); + } + break; + default: { + console.log("[WARN] Action sent to Portfolio-Management Action Switch does not belong here. Verify at the App Schema file of the node that triggered this action that the actionProject is pointing to the right project. -> Action = " + action.name + " -> Action Node Name = " + action.node.name) + } + } + } +} diff --git a/Projects/Portfolio-Management/UI/Function-Libraries/PortfolioSessionFunctions.js b/Projects/Portfolio-Management/UI/Function-Libraries/PortfolioSessionFunctions.js new file mode 100644 index 000000000..a8df56a64 --- /dev/null +++ b/Projects/Portfolio-Management/UI/Function-Libraries/PortfolioSessionFunctions.js @@ -0,0 +1,394 @@ +function newPortfolioManagementFunctionLibraryPortfolioSessionFunctions() { + let thisObject = { + synchronizeSessionWithBackEnd: synchronizeSessionWithBackEnd, + runSession: runSession, + stopSession: stopSession, + runManagedSessions: runManagedSessions, + stopManagedSessions: stopManagedSessions + } + + return thisObject + + function synchronizeSessionWithBackEnd(node) { + let validationsResult = validations(node) + if (validationsResult === undefined) { + /* If something fails at validations we just quit. */ + return + } + let lanNetworkNode = validationsResult.lanNetworkNode + if (lanNetworkNode === undefined) { + /* Nodes that do not belong to a network can not get ready. */ + return + } + + let eventsServerClient = UI.projects.foundations.spaces.designSpace.workspace.eventsServerClients.get(lanNetworkNode.id) + + /* First we setup everything so as to listen to the response from the Task Server */ + let eventSubscriptionIdOnStatus + let key = node.name + '-' + node.type + '-' + node.id + eventsServerClient.listenToEvent(key, 'Status Response', undefined, node.id, onResponse, onStatus) + + function onResponse(message) { + eventSubscriptionIdOnStatus = message.eventSubscriptionId + } + + function onStatus(message) { + eventsServerClient.stopListening(key, eventSubscriptionIdOnStatus, node.id) + if (message.event.status === 'Portfolio Session Runnning') { + node.payload.uiObject.menu.internalClick('Run Portfolio Session') + } + } + + /* Second we ask the Task Server if this Session is Running. */ + eventsServerClient.raiseEvent(key, 'Portfolio Session Status') + } + + function runSession(node, resume, callBackFunction) { + + if (UI.environment.DEMO_MODE === true) { + if (window.location.hostname !== 'localhost') { + node.payload.uiObject.setWarningMessage('Superalgos is running is DEMO MODE. This means that you can not RUN Sessions.', 5) + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + return + } + } + + let validationsResult = validations(node) + if (validationsResult === undefined) { + /* If something fails at validations we just quit. */ + return + } + let lanNetworkNode = validationsResult.lanNetworkNode + if (lanNetworkNode === undefined) { + /* This means that the validations failed. */ + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + return + } + + let eventsServerClient = UI.projects.foundations.spaces.designSpace.workspace.eventsServerClients.get(lanNetworkNode.id) + + let key = node.name + '-' + node.type + '-' + node.id + + /* Setup Listener to check Parent Task Status of the Session */ + let eventSubscriptionIdOnStatus + let eventHandlerKey = "Task Client - " + node.payload.parentNode.payload.parentNode.payload.parentNode.id + + eventsServerClient.listenToEvent(eventHandlerKey, 'Task Status', undefined, node.id, onResponse, onStatus) + + function onResponse(message) { + eventSubscriptionIdOnStatus = message.eventSubscriptionId + } + + function onStatus(message) { + eventsServerClient.stopListening(eventHandlerKey, eventSubscriptionIdOnStatus, node.id) + + /* If Task is Not Running Display Error */ + if (message.event.status === 'Task Process Not Running') { + node.payload.uiObject.setErrorMessage('Parent Task Not Running.') + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + } else { + node.payload.uiObject.run(eventsServerClient, callBackFunction) + } + } + + /* Raise Event to Check Task Status */ + let eventKey = {} + eventKey.taskId = node.payload.parentNode.payload.parentNode.payload.parentNode.id + + eventsServerClient.raiseEvent("Task Manager", 'Task Status', eventKey) + + let lightingPath = '' + + 'Portfolio System->' + + 'Dynamic Indicators->Indicator Function->Formula->' + + 'Portfolio Strategy->' + + 'Trigger Stage->Trigger On Event->Trigger Off Event->Take Position Event->' + + 'Open Stage->' + + 'Manage Stage->' + + 'Managed Stop Loss->Managed Take Profit->' + + 'Phase->Formula->Next Phase Event->Move To Phase Event->Phase->' + + 'Situation->Condition->Javascript Code->' + + 'Close Stage->' + + 'Initial Targets->Target Size In Base Asset->Target Size In Quoted Asset->Target Rate->Formula->' + + 'Open Execution->Close Execution->' + + 'Execution Algorithm->Market Buy Order->Market Sell Order->Limit Buy Order->Limit Sell Order->' + + 'Order Rate->Formula->' + + 'Create Order Event->Cancel Order Event->' + + 'Close Stage Event->' + + 'Announcement->Announcement Formula->Announcement Condition->' + + 'Size In Base Asset->Size In Quoted Asset->Position Rate->Formula->' + + 'Situation->Condition->Javascript Code->' + + 'Market Order->Limit Order->' + + 'Simulated Exchange Events->Simulated Partial Fill->Simulated Actual Rate->Simulated Fees Paid->Formula->' + + 'User Defined Code->Javascript Code->' + + let portfolioSystem = UI.projects.visualScripting.functionLibraries.protocolNode.getProtocolNode(node.portfolioSystemReference.payload.referenceParent, false, true, true, false, false, lightingPath) + + lightingPath = '' + + 'Portfolio Engine->' + + 'Dynamic Indicators->Indicator Function->' + + 'Portfolio Current->Portfolio Last->Previous->' + + 'Portfolio Episode->' + + 'Episode Base Asset->Episode Quoted Asset->Portfolio Episode Counters->Portfolio Episode Statistics->' + + 'Strategies->Positions->Orders->Hits->Fails->User Defined Counter->' + + 'Profit Loss->Hit Ratio->Hit Fail->Days->ROI->Annualized Rate Of Return->User Defined Statistic->' + + 'Candle->Cycle->' + + 'Begin->End->Last Begin->Last End->Open->Close->Min->Max->Index->' + + 'Distance To Portfolio Event->' + + 'Head Of The Market->Process Date->' + + 'Trigger On->Trigger Off->Take Position->Close Position->Next Phase->Move To Phase->Create Order->Cancel Order->Close Order->' + + 'Strategy->' + + 'Strategy Counters->' + + 'Position->' + + 'Entry Target Rate->Exit Target Rate->' + + 'Stop Loss->Stop Loss Phase->Stop Loss Position->Begin->End->Initial Value->Final Value->' + + 'Take Profit->Take Profit Phase->Take Profit Position->Begin->End->Initial Value->Final Value->' + + 'Position Counters->' + + 'Position Statistics->Days->User Defined Statistic->' + + 'Position Base Asset->Position Quoted Asset->Entry Target Size->Exit Target Size->' + + 'Profit Loss->ROI->Hit Fail->' + + 'Exchange Orders->Market Buy Orders->Market Sell Orders->Limit Buy Orders->Limit Sell Orders->' + + 'Market Order->Limit Order->' + + 'Exchange Id->Rate->Order Name->Algorithm Name->Lock->' + + 'Order Counters->' + + 'Order Base Asset->Order Quoted Asset->' + + 'Actual Size->Size->Size Filled->Amount Received->Fees Paid->Fees To Be Paid->' + + 'Order Statistics->Percentage Filled->Actual Rate->Days->User Defined Statistic->' + + 'Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->' + + 'Begin->End->Exit Type->Status->Begin Rate->End Rate->Stage Base Asset->Stage Quoted Asset->Size Placed->Target Size->Size Filled->Fees Paid->Stage Defined In->' + + 'Serial Number->Identifier->Begin->End->Begin Rate->End Rate->Strategy Name->Status->Exit Type->' + + 'Balance->Begin Balance->End Balance->' + + 'Index->Situation Name->Formula->Periods->' + + 'User Defined Variables->User Defined Variable->' + + let portfolioEngine = UI.projects.visualScripting.functionLibraries.protocolNode.getProtocolNode(node.portfolioEngineReference.payload.referenceParent, false, true, true, false, false, lightingPath) + + lightingPath = '' + + 'Backtesting Session->Paper Portfolio Session->Forward Testing Session->Live Portfolio Session->' + + 'Portfolio Parameters->' + + 'Session Base Asset->Session Quoted Asset->Time Range->Time Frame->Slippage->Fee Structure->Snapshots->Heartbeats->User Defined Parameters->' + + 'Social Bots->Telegram Bot->Discord Bot->Slack Bot->Twitter Bot->' + + 'Social Bot Command->Formula->' + + 'Exchange Account Asset->Asset->' + + let session = UI.projects.visualScripting.functionLibraries.protocolNode.getProtocolNode(node, false, true, true, false, false, lightingPath) + + let defaultExchange = UI.projects.visualScripting.utilities.nodeConfig.loadConfigProperty(validationsResult.exchange.payload, 'codeName') + let defaultMarket = + UI.projects.visualScripting.utilities.nodeConfig.loadConfigProperty(validationsResult.market.baseAsset.payload.referenceParent.payload, 'codeName') + + '-' + + UI.projects.visualScripting.utilities.nodeConfig.loadConfigProperty(validationsResult.market.quotedAsset.payload.referenceParent.payload, 'codeName') + + let dependencyFilter = UI.projects.foundations.functionLibraries.dependenciesFilter.createDependencyFilter( + defaultExchange, + defaultMarket, + node.portfolioSystemReference.payload.referenceParent + ) + + /* Raise event to run the session */ + let event = { + session: JSON.stringify(session), + portfolioSystem: JSON.stringify(portfolioSystem), + portfolioEngine: JSON.stringify(portfolioEngine), + dependencyFilter: JSON.stringify(dependencyFilter), + resume: resume + } + + if (resume !== true) { + eventsServerClient.raiseEvent(key, 'Run Portfolio Session', event) + } else { + eventsServerClient.raiseEvent(key, 'Resume Portfolio Session', event) + } + + if (node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + return + } else { + // Check for Managed-Sessions and run them: + if (node.managedSessions !== undefined) { + runManagedSessions(node.managedSessions); + } + } + } + + function stopSession(node, callBackFunction) { + + if (UI.environment.DEMO_MODE === true) { + if (window.location.hostname !== 'localhost') { + node.payload.uiObject.setWarningMessage('Superalgos is running is DEMO MODE. This means that you can not STOP Sessions.', 5) + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + return + } + } + + let validationsResult = validations(node) + if (validationsResult === undefined) { + /* If something fails at validations we just quit. */ + return + } + let lanNetworkNode = validationsResult.lanNetworkNode + if (lanNetworkNode === undefined) { + /* This means that the validations failed. */ + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + return + } + + /* Deal with any Managed Sessions and shut them down: */ + if (node.managedSessions !== undefined) { + stopManagedSessions(node.managedSessions); + } + + let eventsServerClient = UI.projects.foundations.spaces.designSpace.workspace.eventsServerClients.get(lanNetworkNode.id) + + let key = node.name + '-' + node.type + '-' + node.id + eventsServerClient.raiseEvent(key, 'Stop Portfolio Session') + + node.payload.uiObject.stop(callBackFunction, undefined, true) + } + + function runManagedSessions(managedSessions) { + for (let i = 0; i < managedSessions.sessionReference.length; i++) { + let refParent = managedSessions.sessionReference[i].payload.referenceParent; + let sessionType = refParent.type; + + if (sessionType === 'Live Trading Session' || + sessionType === 'Backtesting Session' || + sessionType === 'Forward Testing Session' || + sessionType === 'Paper Trading Session') { + refParent.payload.uiObject.menu.internalClick('Run Trading Session'); + } else if (sessionType === 'Back Learning Session' || sessionType === 'Live Learning Session') { + refParent.payload.uiObject.menu.internalClick('Run Learning Session'); + } + } + } + + function stopManagedSessions(managedSessions) { + for (let i = 0; i < managedSessions.sessionReference.length; i++) { + let refParent = managedSessions.sessionReference[i].payload.referenceParent; + let sessionType = refParent.type; + + if (sessionType === 'Live Trading Session' || + sessionType === 'Backtesting Session' || + sessionType === 'Forward Testing Session' || + sessionType === 'Paper Trading Session') { + refParent.payload.uiObject.menu.internalClick('Stop Trading Session'); + } else if (sessionType === 'Back Learning Session' || sessionType === 'Live Learning Session') { + refParent.payload.uiObject.menu.internalClick('Stop Learning Session'); + } + } + } + + function validations(node) { + + let result = {} + + if (node.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs a Process Instance parent to be able to run.') + return + } + + if (node.payload.parentNode.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to be inside a Process Instance node.') + return + } + + if (node.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to be inside a Task.') + return + } + + if (node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to be inside a Task Manager.') + return + } + + result.taskManager = node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode + + if (result.taskManager.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to be inside Mine Tasks.') + return + } + + if (result.taskManager.payload.parentNode.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to be inside Market Tasks.') + return + } + + if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to be inside Exchange Tasks.') + return + } + + if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to be inside a Testing or Production Portfolio Tasks.') + return + } + + if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to be inside a Network Node.') + return + } + + result.lanNetworkNode = UI.projects.visualScripting.utilities.meshes.findNodeInNodeMesh(result.taskManager, 'LAN Network Node', undefined, true, false, true, false) + + if (node.portfolioSystemReference === undefined) { + node.payload.uiObject.setErrorMessage('Session needs a child Portfolio System Reference.') + return + } + + if (node.portfolioEngineReference === undefined) { + node.payload.uiObject.setErrorMessage('Session needs a child Portfolio Engine Reference.') + return + } + + if (node.portfolioSystemReference.payload.referenceParent === undefined) { + node.payload.uiObject.setErrorMessage('Portfolio System Reference needs to reference a Portfolio System.') + return + } + + if (node.portfolioEngineReference.payload.referenceParent === undefined) { + node.payload.uiObject.setErrorMessage('Portfolio Engine Reference needs to reference a Portfolio Engine.') + return + } + + if (result.taskManager.payload.parentNode.payload.parentNode.payload.referenceParent === undefined) { + node.payload.uiObject.setErrorMessage('Session needs to have a Default Market.') + return + } + + result.market = result.taskManager.payload.parentNode.payload.parentNode.payload.referenceParent + + if (result.market.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Default Market needs to be a child of Exchange Markets.') + return + } + + if (result.market.payload.parentNode.payload.parentNode === undefined) { + node.payload.uiObject.setErrorMessage('Exchange Markets neeed to be a child of Crypto Exchange.') + return + } + + if (result.market.baseAsset === undefined) { + node.payload.uiObject.setErrorMessage('Default Market needs to have a Base Asset.') + return + } + + if (result.market.quotedAsset === undefined) { + node.payload.uiObject.setErrorMessage('Default Market needs to have a Quoted Asset.') + return + } + + if (result.market.baseAsset.payload.referenceParent === undefined) { + node.payload.uiObject.setErrorMessage('Market Base Asset needs to reference an Asset.') + return + } + + if (result.market.quotedAsset.payload.referenceParent === undefined) { + node.payload.uiObject.setErrorMessage('Market Quoted Asset needs to reference an Asset.') + return + } + + result.exchange = result.market.payload.parentNode.payload.parentNode + + return result + } +} diff --git a/Projects/ProjectsSchema.json b/Projects/ProjectsSchema.json index 0d393a901..527b02889 100644 --- a/Projects/ProjectsSchema.json +++ b/Projects/ProjectsSchema.json @@ -28,6 +28,13 @@ "fileName": "TradingSession.js", "folderName": "Trading-Bot" }, + { + "name": "PM Communication Module - Trading", + "propertyName": "PMCommunicationModule_Trading", + "functionName": "newPMCommunicationModule_Trading", + "fileName": "PMCommunicationModule_Trading.js", + "folderName": "Trading-Bot" + }, { "name": "Trading Process", "propertyName": "tradingProcess", @@ -151,6 +158,185 @@ "Trading Tasks" ] }, + { + "name": "Portfolio-Management", + "propertyName": "portfolioManagement", + "UI": { + "functionLibraries": [ + { + "name": "Portfolio Session Functions", + "propertyName": "portfolioSessionFunctions", + "functionName": "newPortfolioManagementFunctionLibraryPortfolioSessionFunctions" + } + ] + }, + "TS": { + "modules": [ + { + "name": "Portfolio Manager Client", + "propertyName": "portfolioManagerClient", + "functionName": "newPortfolioManagementModulesPortfolioManagerClient", + "fileName": "PortfolioManagerClient.js" + }, + { + "name": "Portfolio Manager Events Client", + "propertyName": "portfolioManagerEventsClient", + "functionName": "newPortfolioManagementModulesPortfolioManagerEventsClient", + "fileName": "PortfolioManagerEventsClient.js" + }, + { + "name": "Portfolio Manager Events Interface", + "propertyName": "portfolioManagerEventsInterface", + "functionName": "newPortfolioManagementModulesPortfolioManagerEventsInterface", + "fileName": "PortfolioManagerEventsInterface.js" + } + ], + "botModules": [ + { + "name": "PM Communication Module - Portfolio", + "propertyName": "PMCommunicationModule_Portfolio", + "functionName": "newPMCommunicationModule_Portfolio", + "fileName": "PMCommunicationModule_Portfolio.js", + "folderName": "Portfolio-Bot" + }, + { + "name": "Single Market Portfolio Bot", + "propertyName": "singleMarketPortfolioBot", + "functionName": "newPortfolioManagementBotModulesSingleMarketPortfolioBot", + "fileName": "SingleMarketPortfolioBot.js", + "folderName": "Portfolio-Bot", + "botType": "Portfolio Bot" + }, + { + "name": "Portfolio Session", + "propertyName": "portfolioSession", + "functionName": "newPortfolioManagementBotModulesPortfolioSession", + "fileName": "PortfolioSession.js", + "folderName": "Portfolio-Bot" + }, + { + "name": "Portfolio Process", + "propertyName": "portfolioProcess", + "functionName": "newPortfolioManagementBotModulesPortfolioProcess", + "fileName": "PortfolioProcess.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Engine", + "propertyName": "portfolioEngine", + "functionName": "newPortfolioManagementBotModulesPortfolioEngine", + "fileName": "PortfolioEngine.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Output", + "propertyName": "portfolioOutput", + "functionName": "newPortfolioManagementBotModulesPortfolioOutput", + "fileName": "PortfolioOutput.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Simulation", + "propertyName": "portfolioSimulation", + "functionName": "newPortfolioManagementBotModulesPortfolioSimulation", + "fileName": "PortfolioSimulation.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Episode", + "propertyName": "portfolioEpisode", + "functionName": "newPortfolioManagementBotModulesPortfolioEpisode", + "fileName": "PortfolioEpisode.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Records", + "propertyName": "portfolioRecords", + "functionName": "newPortfolioManagementBotModulesPortfolioRecords", + "fileName": "PortfolioRecords.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio System", + "propertyName": "portfolioSystem", + "functionName": "newPortfolioManagementBotModulesPortfolioSystem", + "fileName": "PortfolioSystem.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Stages", + "propertyName": "portfolioStages", + "functionName": "newPortfolioManagementBotModulesPortfolioStages", + "fileName": "PortfolioStages.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Strategy", + "propertyName": "portfolioStrategy", + "functionName": "newPortfolioManagementBotModulesPortfolioStrategy", + "fileName": "PortfolioStrategy.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Execution", + "propertyName": "portfolioExecution", + "functionName": "newPortfolioManagementBotModulesPortfolioExecution", + "fileName": "PortfolioExecution.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Position", + "propertyName": "portfolioPosition", + "functionName": "newPortfolioManagementBotModulesPortfolioPosition", + "fileName": "PortfolioPosition.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Snapshots", + "propertyName": "snapshots", + "functionName": "newPortfolioManagementBotModulesSnapshots", + "fileName": "Snapshots.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Portfolio Orders", + "propertyName": "portfolioOrders", + "functionName": "newPortfolioManagementBotModulesPortfolioOrders", + "fileName": "PortfolioOrders.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Orders Simulations", + "propertyName": "ordersSimulations", + "functionName": "newPortfolioManagementBotModulesOrdersSimulations", + "fileName": "OrdersSimulations.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Orders Calculations", + "propertyName": "ordersCalculations", + "functionName": "newPortfolioManagementBotModulesOrdersCalculations", + "fileName": "OrdersCalculations.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio" + }, + { + "name": "Exchange API", + "propertyName": "exchangeAPI", + "functionName": "newPortfolioManagementBotModulesExchangeAPI", + "fileName": "ExchangeAPI.js", + "folderName": "Portfolio-Bot/Low-Frequency-Portfolio/APIs" + } + ] + }, + "plugins": [ + "Portfolio Mines", + "Portfolio Systems", + "Portfolio Engines" + ], + "tasks": [ + "Portfolio Tasks" + ] + }, { "name": "Machine-Learning", "propertyName": "machineLearning", @@ -1545,7 +1731,7 @@ "propertyName": "signal", "functionName": "newSocialTradingModulesSignal", "fileName": "Signal.js" - }, + }, { "name": "Client Interface", "propertyName": "clientInterface", @@ -1740,5 +1926,30 @@ } ] } + }, + { + "name": "Trading-Signals", + "propertyName": "tradingSignals", + "UI": { + "functionLibraries": [ + { + "name": "Trading Signals Functions", + "propertyName": "tradingSignalsFunctions", + "functionName": "newSocialBotsFunctionLibraryTradingSignalsFunctions" + } + ], + "utilities": [] + }, + "TS": { + "modules": [ + { + "name": "Outgoing Trading Signals", + "propertyName": "outgoingTradingSignals", + "functionName": "newTradingSignalsModulesOutgoingTradingSignals", + "fileName": "OutgoingTradingSignals.js", + "folderName": "" + } + ] + } } ] \ No newline at end of file diff --git a/Projects/Trading-Signals/Icons/available-signals.png b/Projects/Trading-Signals/Icons/available-signals.png new file mode 100644 index 000000000..a4ee2a209 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000000000..a4ee2a209 Binary files /dev/null and b/Projects/Trading-Signals/Icons/trigger-on-signal.png differ diff --git a/Projects/Trading-Signals/Icons/trigger-stage-signals.png b/Projects/Trading-Signals/Icons/trigger-stage-signals.png new file mode 100644 index 000000000..a4ee2a209 Binary files /dev/null and b/Projects/Trading-Signals/Icons/trigger-stage-signals.png differ diff --git a/Projects/Trading-Signals/Schemas/App-Schema/available-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/available-signals.json new file mode 100644 index 000000000..ded4741de --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/available-signals.json @@ -0,0 +1,100 @@ +{ + "type": "Available Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "triggerStageSignals", + "actionFunction": "payload.executeAction", + "label": "Add Trigger Stage Signals", + "relatedUiObject": "Trigger Stage Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "openStageSignals", + "actionFunction": "payload.executeAction", + "label": "Add Open Stage Signals", + "relatedUiObject": "Open Stage Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "manageStageSignals", + "actionFunction": "payload.executeAction", + "label": "Add Manage Stage Signals", + "relatedUiObject": "Manage Stage Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "closeStageSignals", + "actionFunction": "payload.executeAction", + "label": "Add Close Stage Signals", + "relatedUiObject": "Close Stage Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Social Trading Bot->" + }, + "propertyNameAtParent": "availableSignals", + "childrenNodesProperties": [ + { + "name": "triggerStageSignals", + "type": "node", + "childType": "Trigger Stage Signals", + "autoAdd": true + }, + { + "name": "openStageSignals", + "type": "node", + "childType": "Open Stage Signals", + "autoAdd": true + }, + { + "name": "manageStageSignals", + "type": "node", + "childType": "Manage Stage Signals", + "autoAdd": true + }, + { + "name": "closeStageSignals", + "type": "node", + "childType": "Close Stage Signals", + "autoAdd": true + } + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/cancel-order-signal.json b/Projects/Trading-Signals/Schemas/App-Schema/cancel-order-signal.json new file mode 100644 index 000000000..655413c64 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/cancel-order-signal.json @@ -0,0 +1,35 @@ +{ + "type": "Cancel Order Signal", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Limit Buy Order Signals->Limit Sell Order Signals->Market Buy Order Signals->Market Sell Order Signals->" + }, + "propertyNameAtParent": "cancelOrderSignal", + "childrenNodesProperties": [] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/close-stage-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/close-stage-signals.json new file mode 100644 index 000000000..35b659c8c --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/close-stage-signals.json @@ -0,0 +1,92 @@ +{ + "type": "Close Stage Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Limit Buy Order Signals", + "relatedUiObject": "Limit Buy Order Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Limit Sell Order Signals", + "relatedUiObject": "Limit Sell Order Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Market Buy Order Signals", + "relatedUiObject": "Market Buy Order Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Market Sell Order Signals", + "relatedUiObject": "Market Sell Order Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Available Signals->" + }, + "propertyNameAtParent": "closeStageSignals", + "childrenNodesProperties": [ + { + "name": "limitBuyOrderSignals", + "type": "array", + "childType": "Limit Buy Order Signals", + "autoAdd": false + }, + { + "name": "limitSellOrderSignals", + "type": "array", + "childType": "Limit Sell Order Signals", + "autoAdd": false + }, + { + "name": "marketBuyOrderSignals", + "type": "array", + "childType": "Market Buy Order Signals", + "autoAdd": false + }, + { + "name": "marketBuyOrderSignals", + "type": "array", + "childType": "Market Buy Order Signals", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/create-order-signal.json b/Projects/Trading-Signals/Schemas/App-Schema/create-order-signal.json new file mode 100644 index 000000000..6af30d62c --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/create-order-signal.json @@ -0,0 +1,35 @@ +{ + "type": "Create Order Signal", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Limit Buy Order Signals->Limit Sell Order Signals->Market Buy Order Signals->Market Sell Order Signals->" + }, + "propertyNameAtParent": "createOrderSignal", + "childrenNodesProperties": [] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/incoming-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/incoming-signals.json new file mode 100644 index 000000000..92cb341ee --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/incoming-signals.json @@ -0,0 +1,37 @@ +{ + "type": "Incoming Signals", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Signal Reference", + "relatedUiObject": "Signal Reference", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Trading-Signals", + "actionProject": "Visual-Scripting" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Trigger Off Event->" + }, + "childrenNodesProperties": [ + { + "name": "signalReferences", + "type": "array", + "childType": "Signal Reference", + "autoAdd": false + } + ], + "propertyNameAtParent": "incomingSignals" +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/limit-buy-order-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/limit-buy-order-signals.json new file mode 100644 index 000000000..f29296e15 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/limit-buy-order-signals.json @@ -0,0 +1,68 @@ +{ + "type": "Limit Buy Order Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "createOrderSignal", + "actionFunction": "payload.executeAction", + "label": "Add Create Order Signal", + "relatedUiObject": "Create Order Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "cancelOrderSignal", + "actionFunction": "payload.executeAction", + "label": "Add Cancel Order Signal", + "relatedUiObject": "Cancel Order Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Open Stage Signals->Close Stage Signals->" + }, + "propertyNameAtParent": "limitBuyOrderSignals", + "childrenNodesProperties": [ + { + "name": "createOrderSignal", + "type": "node", + "childType": "Create Order Signal", + "autoAdd": false + }, + { + "name": "cancelOrderSignal", + "type": "node", + "childType": "Cancel Order Signal", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/limit-sell-order-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/limit-sell-order-signals.json new file mode 100644 index 000000000..7230b84c0 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/limit-sell-order-signals.json @@ -0,0 +1,68 @@ +{ + "type": "Limit Sell Order Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "createOrderSignal", + "actionFunction": "payload.executeAction", + "label": "Add Create Order Signal", + "relatedUiObject": "Create Order Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "cancelOrderSignal", + "actionFunction": "payload.executeAction", + "label": "Add Cancel Order Signal", + "relatedUiObject": "Cancel Order Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Open Stage Signals->Close Stage Signals->" + }, + "propertyNameAtParent": "limitSellOrderSignals", + "childrenNodesProperties": [ + { + "name": "createOrderSignal", + "type": "node", + "childType": "Create Order Signal", + "autoAdd": false + }, + { + "name": "cancelOrderSignal", + "type": "node", + "childType": "Cancel Order Signal", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/manage-stage-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/manage-stage-signals.json new file mode 100644 index 000000000..d06bb452f --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/manage-stage-signals.json @@ -0,0 +1,35 @@ +{ + "type": "Manage Stage Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Available Signals->" + }, + "propertyNameAtParent": "manageStageSignals", + "childrenNodesProperties": [] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/market-buy-order-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/market-buy-order-signals.json new file mode 100644 index 000000000..13d5fe877 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/market-buy-order-signals.json @@ -0,0 +1,68 @@ +{ + "type": "Market Buy Order Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "createOrderSignal", + "actionFunction": "payload.executeAction", + "label": "Add Create Order Signal", + "relatedUiObject": "Create Order Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "cancelOrderSignal", + "actionFunction": "payload.executeAction", + "label": "Add Cancel Order Signal", + "relatedUiObject": "Cancel Order Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Open Stage Signals->Close Stage Signals->" + }, + "propertyNameAtParent": "marketBuyOrderSignals", + "childrenNodesProperties": [ + { + "name": "createOrderSignal", + "type": "node", + "childType": "Create Order Signal", + "autoAdd": false + }, + { + "name": "cancelOrderSignal", + "type": "node", + "childType": "Cancel Order Signal", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/market-sell-order-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/market-sell-order-signals.json new file mode 100644 index 000000000..f57d03681 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/market-sell-order-signals.json @@ -0,0 +1,68 @@ +{ + "type": "Market Sell Order Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "createOrderSignal", + "actionFunction": "payload.executeAction", + "label": "Add Create Order Signal", + "relatedUiObject": "Create Order Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "cancelOrderSignal", + "actionFunction": "payload.executeAction", + "label": "Add Cancel Order Signal", + "relatedUiObject": "Cancel Order Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Open Stage Signals->Close Stage Signals->" + }, + "propertyNameAtParent": "marketSellOrderSignals", + "childrenNodesProperties": [ + { + "name": "createOrderSignal", + "type": "node", + "childType": "Create Order Signal", + "autoAdd": false + }, + { + "name": "cancelOrderSignal", + "type": "node", + "childType": "Cancel Order Signal", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/open-stage-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/open-stage-signals.json new file mode 100644 index 000000000..74b0b0d57 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/open-stage-signals.json @@ -0,0 +1,92 @@ +{ + "type": "Open Stage Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Limit Buy Order Signals", + "relatedUiObject": "Limit Buy Order Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Limit Sell Order Signals", + "relatedUiObject": "Limit Sell Order Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Market Buy Order Signals", + "relatedUiObject": "Market Buy Order Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "actionFunction": "payload.executeAction", + "label": "Add Market Sell Order Signals", + "relatedUiObject": "Market Sell Order Signals", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Available Signals->" + }, + "propertyNameAtParent": "openStageSignals", + "childrenNodesProperties": [ + { + "name": "limitBuyOrderSignals", + "type": "array", + "childType": "Limit Buy Order Signals", + "autoAdd": false + }, + { + "name": "limitSellOrderSignals", + "type": "array", + "childType": "Limit Sell Order Signals", + "autoAdd": false + }, + { + "name": "marketBuyOrderSignals", + "type": "array", + "childType": "Market Buy Order Signals", + "autoAdd": false + }, + { + "name": "marketSellOrderSignals", + "type": "array", + "childType": "Market Sell Order Signals", + "autoAdd": false + } + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/outgoing-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/outgoing-signals.json new file mode 100644 index 000000000..9ea63a012 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/outgoing-signals.json @@ -0,0 +1,37 @@ +{ + "type": "Outgoing Signals", + "menuItems": [ + { + "action": "Add UI Object", + "label": "Add Signal Reference", + "relatedUiObject": "Signal Reference", + "actionFunction": "payload.executeAction", + "relatedUiObjectProject": "Trading-Signals", + "actionProject": "Visual-Scripting" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Trigger On Event->" + }, + "childrenNodesProperties": [ + { + "name": "signalReferences", + "type": "array", + "childType": "Signal Reference", + "autoAdd": false + } + ], + "propertyNameAtParent": "outgoingSignals" +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/signal-reference.json b/Projects/Trading-Signals/Schemas/App-Schema/signal-reference.json new file mode 100644 index 000000000..819bffe59 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/signal-reference.json @@ -0,0 +1,40 @@ +{ + "type": "Signal Reference", + "menuItems": [ + { + "action": "Configure", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration", + "dontShowAtFullscreen": true, + "actionFunction": "uiObject.configEditor.activate" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{ \n\"codeName\": \"\"\n}" + }, + "addLeftIcons": true, + "level": 2, + "referencingRules": { + "compatibleTypes": "->Trigger On Signal->Trigger Off Signal->Take Position Signal->Create Order Signal->Cancel Order Signal->" + }, + "childrenNodesProperties": [], + "propertyNameAtParent": "signalReferences", + "title": [ + "Use Reference Parent Parent", + "Use Reference Parent" + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/take-position-signal.json b/Projects/Trading-Signals/Schemas/App-Schema/take-position-signal.json new file mode 100644 index 000000000..b499c2fa4 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/take-position-signal.json @@ -0,0 +1,35 @@ +{ + "type": "Take Position Signal", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Trigger Stage Signals->" + }, + "propertyNameAtParent": "takePositionSignal", + "childrenNodesProperties": [] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/trigger-off-signal.json b/Projects/Trading-Signals/Schemas/App-Schema/trigger-off-signal.json new file mode 100644 index 000000000..55000aa3a --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/trigger-off-signal.json @@ -0,0 +1,35 @@ +{ + "type": "Trigger Off Signal", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Trigger Stage Signals->" + }, + "propertyNameAtParent": "triggerOffSignal", + "childrenNodesProperties": [] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/trigger-on-signal.json b/Projects/Trading-Signals/Schemas/App-Schema/trigger-on-signal.json new file mode 100644 index 000000000..cadb33343 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/trigger-on-signal.json @@ -0,0 +1,35 @@ +{ + "type": "Trigger On Signal", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Trigger Stage Signals->" + }, + "propertyNameAtParent": "triggerOnSignal", + "childrenNodesProperties": [] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/Schemas/App-Schema/trigger-stage-signals.json b/Projects/Trading-Signals/Schemas/App-Schema/trigger-stage-signals.json new file mode 100644 index 000000000..e72bea290 --- /dev/null +++ b/Projects/Trading-Signals/Schemas/App-Schema/trigger-stage-signals.json @@ -0,0 +1,84 @@ +{ + "type": "Trigger Stage Signals", + "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "triggerOnSignal", + "actionFunction": "payload.executeAction", + "label": "Add Trigger On Signal", + "relatedUiObject": "Trigger On Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "triggerOffSignal", + "actionFunction": "payload.executeAction", + "label": "Add Trigger Off Signal", + "relatedUiObject": "Trigger Off Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Add UI Object", + "actionProject": "Visual-Scripting", + "disableIfPropertyIsDefined": true, + "propertyToCheckFor": "takePositionSignal", + "actionFunction": "payload.executeAction", + "label": "Add Take Position Signal", + "relatedUiObject": "Take Position Signal", + "relatedUiObjectProject": "Trading-Signals" + }, + { + "action": "Delete UI Object", + "actionProject": "Visual-Scripting", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete-entity", + "iconPathOff": "delete-entity", + "actionFunction": "payload.executeAction" + } + ], + "editors": { + "config": true + }, + "initialValues": { + "config": "{}" + }, + "addLeftIcons": true, + "level": 2, + "attachingRules": { + "compatibleTypes": "->Available Signals->" + }, + "propertyNameAtParent": "triggerStageSignals", + "childrenNodesProperties": [ + { + "name": "triggerOnSignal", + "type": "node", + "childType": "Trigger On Signal", + "autoAdd": true + }, + { + "name": "triggerOffSignal", + "type": "node", + "childType": "Trigger Off Signal", + "autoAdd": true + }, + { + "name": "takePositionSignal", + "type": "node", + "childType": "Take Position Signal", + "autoAdd": true + } + ] +} \ No newline at end of file diff --git a/Projects/Trading-Signals/TS/Modules/OutgoingTradingSignals.js b/Projects/Trading-Signals/TS/Modules/OutgoingTradingSignals.js new file mode 100644 index 000000000..62dd6917a --- /dev/null +++ b/Projects/Trading-Signals/TS/Modules/OutgoingTradingSignals.js @@ -0,0 +1,22 @@ +exports.newTradingSignalsModulesOutgoingTradingSignals = function (processIndex) { + + let thisObject = { + broadcastSignal: broadcastSignal, + initialize: initialize, + finalize: finalize + } + + return thisObject + + function initialize() { + + } + + function finalize() { + } + + function broadcastSignal(node) { + if (node === undefined) { return } + if (node.outgoingSignals === undefined) { return } + } +} diff --git a/Projects/Trading-Signals/UI/Function-Libraries/ActionSwitch.js b/Projects/Trading-Signals/UI/Function-Libraries/ActionSwitch.js new file mode 100644 index 000000000..8bd40ffc6 --- /dev/null +++ b/Projects/Trading-Signals/UI/Function-Libraries/ActionSwitch.js @@ -0,0 +1,31 @@ +function newSocialBotsActionSwitch() { + + let thisObject = { + executeAction: executeAction, + initialize: initialize, + finalize: finalize + } + + return thisObject + + function finalize() { + + } + + function initialize() { + /* Nothing to initialize since a Function Library does not hold any state. */ + } + + async function executeAction(action) { + switch (action.name) { + case 'Send Telegram Test Message': + { + UI.projects.socialBots.functionLibraries.socialBotsFunctions.sendTelegramTestMessage(action.node, action.callBackFunction) + } + break + default: { + console.log("[WARN] Action sent to Social-Bots Action Switch does not belong here. Verify at the App Schema file of the node that triggered this action that the actionProject is pointing to the right project. -> Action = " + action.name + " -> Action Node Name = " + action.node.name) + } + } + } +} diff --git a/Projects/Trading-Signals/UI/Function-Libraries/TradingSignalsFunctions.js b/Projects/Trading-Signals/UI/Function-Libraries/TradingSignalsFunctions.js new file mode 100644 index 000000000..fcdf3d8a8 --- /dev/null +++ b/Projects/Trading-Signals/UI/Function-Libraries/TradingSignalsFunctions.js @@ -0,0 +1,73 @@ +function newSocialBotsFunctionLibraryTradingSignalsFunctions() { + let thisObject = { + sendTelegramTestMessage: sendTelegramTestMessage + } + + return thisObject + + function sendTelegramTestMessage(node, callBackFunction) { + + let botToken = UI.projects.visualScripting.utilities.nodeConfig.loadConfigProperty(node.payload, 'botToken') + let chatId = UI.projects.visualScripting.utilities.nodeConfig.loadConfigProperty(node.payload, 'chatId') + + if (botToken === undefined) { + node.payload.uiObject.setErrorMessage('botToken parameter not defined.') + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + return + } + + if (chatId === undefined) { + node.payload.uiObject.setErrorMessage('chatId parameter not defined.') + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + return + } + + let params = { + text: "Test Message from Superalgos", + chat_id: chatId + } + + httpRequestJSON(JSON.stringify(params),"https://api.telegram.org/bot" + botToken + "/sendMessage", onResponse) + + function onResponse(err) { + if (err.result === GLOBAL.DEFAULT_OK_RESPONSE.result) { + node.payload.uiObject.setInfoMessage('Telegram message sent.') + callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE) + } else { + node.payload.uiObject.setErrorMessage('Could not send Telegram message. Error Response: ' + err.message) + callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE) + } + } + + function httpRequestJSON(pContentToSend, pPath, callBackFunction) { + let xmlHttpRequest = new XMLHttpRequest(); + xmlHttpRequest.onreadystatechange = function () { + if (this.readyState === 4 && this.status === 200) { + callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE, xmlHttpRequest.responseText); + return; + } else if (this.readyState === 4 && (this.status === 404 || this.status === 401 || this.status === 400)) { + callBackFunction({ + result: "Fail", + message: JSON.parse(xmlHttpRequest.responseText).description, + code: JSON.parse(xmlHttpRequest.responseText).error_code + }); + return; + } + }; + + if (pContentToSend === undefined) { + xmlHttpRequest.open("GET", pPath, true); + xmlHttpRequest.send(); + } else { + try { + let blob = new Blob([pContentToSend], { type: 'application/json' }); + xmlHttpRequest.open("POST", pPath, true); + xmlHttpRequest.send(blob); + } catch (err) { + if (ERROR_LOG === true) { console.log(spacePad(MODULE_NAME, 50) + " : " + "[ERROR] callServer -> err.message = " & err.message); } + callBackFunction({ result: "Fail", message: err.message }) + } + } + } + } +} diff --git a/Projects/Visual-Scripting/SA/Utilities/NodeFunctions.js b/Projects/Visual-Scripting/SA/Utilities/NodeFunctions.js index ccd994763..2e47ac820 100644 --- a/Projects/Visual-Scripting/SA/Utilities/NodeFunctions.js +++ b/Projects/Visual-Scripting/SA/Utilities/NodeFunctions.js @@ -5,7 +5,8 @@ exports.newVisualScriptingUtilitiesNodeFunctions = function () { findNodeInNodeMesh: findNodeInNodeMesh, nodeMeshToPathArray: nodeMeshToPathArray, findNodeInNodeArray: findNodeInNodeArray, - filterOutNodeWihtoutReferenceParentFromNodeArray: filterOutNodeWihtoutReferenceParentFromNodeArray + filterOutNodeWihtoutReferenceParentFromNodeArray: filterOutNodeWihtoutReferenceParentFromNodeArray, + getManagedSessions: getManagedSessions } return thisObject @@ -51,6 +52,47 @@ exports.newVisualScriptingUtilitiesNodeFunctions = function () { } } + /* findManagedSessions(startingNode) : + * recursively searches startingNode branches to documents managed sessions at ~/taskConstants.MANAGED_SESSIONS_MAP + * Session Key naming convention: name + type + id + */ + function getManagedSessions(startingNode) { + if (startingNode == undefined) { return ; } + let schemaDocument = SA.projects.foundations.globals.schemas.APP_SCHEMA_MAP.get(startingNode.project + '-' + startingNode.type); + + // Base Cases: + if (schemaDocument == undefined) { return; } + if (startingNode.type === 'Session Reference' && + startingNode.referenceParent != undefined) { + let key = startingNode.referenceParent.name + '-' + + startingNode.referenceParent.type + '-' + startingNode.referenceParent.id; + let communicationModule = TS.projects.portfolioManagement.botModules.PMCommunicationModule_Portfolio.newPMCommunicationModule_Portfolio(key); + TS.projects.foundations.globals.taskConstants.MANAGED_SESSIONS_MAP.set(key, communicationModule); + return; + } + + if (schemaDocument.childrenNodesProperties == undefined) { return; } + for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { + let child = schemaDocument.childrenNodesProperties[i]; + + switch (child.type) { + case 'node': + getManagedSessions(startingNode[child.name]); + break; + case 'array': + let startingNodePropertyArray = startingNode[child.name]; + if (startingNodePropertyArray != undefined) { + for (let j = 0; j < startingNodePropertyArray.length; j++) { + getManagedSessions(startingNodePropertyArray[j]); + } + } + break; + default: + return; + } + } + } + function findNodeInNodeMesh (node, nodeType) { /* This function scans a node mesh for a certain node type and diff --git a/Projects/Visual-Scripting/UI/Function-Libraries/ActionSwitch.js b/Projects/Visual-Scripting/UI/Function-Libraries/ActionSwitch.js index c6c900d8a..6cbe7299c 100644 --- a/Projects/Visual-Scripting/UI/Function-Libraries/ActionSwitch.js +++ b/Projects/Visual-Scripting/UI/Function-Libraries/ActionSwitch.js @@ -43,15 +43,19 @@ function newVisualScriptingActionSwitch() { } case 'Syncronize Tasks': { - UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.syncronizeTasksFoundAtWorkspaceWithBackEnd() + UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.synchronizeTasksFoundAtWorkspaceWithBackEnd() } break case 'Syncronize Trading Sessions': { - UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.syncronizeTradingSessionsFoundAtWorkspaceWithBackEnd() + UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.synchronizeTradingSessionsFoundAtWorkspaceWithBackEnd() + } + break + case 'Syncronize Portfolio Sessions': { + UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.synchronizePortfolioSessionsFoundAtWorkspaceWithBackEnd() } break case 'Syncronize Learning Sessions': { - UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.syncronizeLearningSessionsFoundAtWorkspaceWithBackEnd() + UI.projects.visualScripting.functionLibraries.uiObjectsFromNodes.synchronizeLearningSessionsFoundAtWorkspaceWithBackEnd() } break case 'Play Tutorials': { diff --git a/Projects/Visual-Scripting/UI/Function-Libraries/UiObjectsFromNodes.js b/Projects/Visual-Scripting/UI/Function-Libraries/UiObjectsFromNodes.js index e13e865c7..c4773c34d 100644 --- a/Projects/Visual-Scripting/UI/Function-Libraries/UiObjectsFromNodes.js +++ b/Projects/Visual-Scripting/UI/Function-Libraries/UiObjectsFromNodes.js @@ -1,8 +1,9 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { let thisObject = { - syncronizeTasksFoundAtWorkspaceWithBackEnd: syncronizeTasksFoundAtWorkspaceWithBackEnd, - syncronizeTradingSessionsFoundAtWorkspaceWithBackEnd: syncronizeTradingSessionsFoundAtWorkspaceWithBackEnd, - syncronizeLearningSessionsFoundAtWorkspaceWithBackEnd: syncronizeLearningSessionsFoundAtWorkspaceWithBackEnd, + synchronizeTasksFoundAtWorkspaceWithBackEnd: synchronizeTasksFoundAtWorkspaceWithBackEnd, + synchronizeTradingSessionsFoundAtWorkspaceWithBackEnd: synchronizeTradingSessionsFoundAtWorkspaceWithBackEnd, + synchronizePortfolioSessionsFoundAtWorkspaceWithBackEnd: synchronizePortfolioSessionsFoundAtWorkspaceWithBackEnd, + synchronizeLearningSessionsFoundAtWorkspaceWithBackEnd: synchronizeLearningSessionsFoundAtWorkspaceWithBackEnd, playTutorials: playTutorials, recreateWorkspace: recreateWorkspace, getNodeById: getNodeById, @@ -16,6 +17,7 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { let mapOfNodes let tasksFoundAtWorkspace let tradingSessionsFoundAtWorkspace + let portfolioSessionsFoundAtWorkspace let learningSessionsFoundAtWorkspace let tutorialsToPlay @@ -29,6 +31,7 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { mapOfNodes = new Map() tasksFoundAtWorkspace = [] tradingSessionsFoundAtWorkspace = [] + portfolioSessionsFoundAtWorkspace = [] learningSessionsFoundAtWorkspace = [] tutorialsToPlay = [] @@ -84,6 +87,18 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { totalPlugin = totalPlugin + project.pluginTradingEngines.pluginFiles.length pluginAllTheseFiles(project.pluginTradingEngines.pluginFiles, 'Trading-Engines') } + if (project.pluginPortfolioMines !== undefined) { + totalPlugin = totalPlugin + project.pluginPortfolioMines.pluginFiles.length + pluginAllTheseFiles(project.pluginPortfolioMines.pluginFiles, 'Portfolio-Mines') + } + if (project.pluginPortfolioSystems !== undefined) { + totalPlugin = totalPlugin + project.pluginPortfolioSystems.pluginFiles.length + pluginAllTheseFiles(project.pluginPortfolioSystems.pluginFiles, 'Portfolio-Systems') + } + if (project.pluginPortfolioEngines !== undefined) { + totalPlugin = totalPlugin + project.pluginPortfolioEngines.pluginFiles.length + pluginAllTheseFiles(project.pluginPortfolioEngines.pluginFiles, 'Portfolio-Engines') + } if (project.pluginLearningMines !== undefined) { totalPlugin = totalPlugin + project.pluginLearningMines.pluginFiles.length pluginAllTheseFiles(project.pluginLearningMines.pluginFiles, 'Learning-Mines') @@ -179,7 +194,7 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { return } - /* + /* If the workspace already contains a root node with the id of the head of the hierarchy we are loading, we remove it because the plugin file has precedence. */ @@ -193,7 +208,7 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { } receivedNode.isPlugin = true /* - We will force the Plugin codeName to the same to the fileName. + We will force the Plugin codeName to the same to the fileName. */ let config try { @@ -262,26 +277,34 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { } } - function syncronizeTasksFoundAtWorkspaceWithBackEnd() { + function synchronizeTasksFoundAtWorkspaceWithBackEnd() { for (let i = 0; i < tasksFoundAtWorkspace.length; i++) { let node = tasksFoundAtWorkspace[i] - UI.projects.foundations.functionLibraries.taskFunctions.syncronizeTaskWithBackEnd(node) + UI.projects.foundations.functionLibraries.taskFunctions.synchronizeTaskWithBackEnd(node) } tasksFoundAtWorkspace = undefined } - function syncronizeTradingSessionsFoundAtWorkspaceWithBackEnd() { + function synchronizeTradingSessionsFoundAtWorkspaceWithBackEnd() { for (let i = 0; i < tradingSessionsFoundAtWorkspace.length; i++) { let node = tradingSessionsFoundAtWorkspace[i] - UI.projects.algorithmicTrading.functionLibraries.tradingSessionFunctions.syncronizeSessionWithBackEnd(node) + UI.projects.algorithmicTrading.functionLibraries.tradingSessionFunctions.synchronizeSessionWithBackEnd(node) } tradingSessionsFoundAtWorkspace = undefined } - function syncronizeLearningSessionsFoundAtWorkspaceWithBackEnd() { + function synchronizePortfolioSessionsFoundAtWorkspaceWithBackEnd() { + for (let i = 0; i < portfolioSessionsFoundAtWorkspace.length; i++) { + let node = portfolioSessionsFoundAtWorkspace[i] + UI.projects.portfolioManagement.functionLibraries.portfolioSessionFunctions.synchronizeSessionWithBackEnd(node) + } + portfolioSessionsFoundAtWorkspace = undefined + } + + function synchronizeLearningSessionsFoundAtWorkspaceWithBackEnd() { for (let i = 0; i < learningSessionsFoundAtWorkspace.length; i++) { let node = learningSessionsFoundAtWorkspace[i] - UI.projects.machineLearning.functionLibraries.learningSessionFunctions.syncronizeSessionWithBackEnd(node) + UI.projects.machineLearning.functionLibraries.learningSessionFunctions.synchronizeSessionWithBackEnd(node) } learningSessionsFoundAtWorkspace = undefined } @@ -376,7 +399,7 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { } break } - // If child node is in an array look for it + // If child node is in an array look for it case 'array': { if (node[property.name] !== undefined) { let nodePropertyArray = node[property.name] @@ -465,6 +488,15 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { node.project = "Algorithmic-Trading" } + if ( + node.type === 'Portfolio Engine' || + node.type === 'Portfolio Mine' || + node.type === 'Portfolio System' || + node.type === 'Portfolio Bot' + ) { + node.project = "Portfolio-Management" + } + if ( node.type === 'Learning Engine' || node.type === 'Learning Mine' || @@ -477,9 +509,12 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { if ( node.type === 'Plugins' || node.type === 'Plugin Tutorials' || - node.type === 'Plugin Trading Systems' || - node.type === 'Plugin Trading Mines' || - node.type === 'Plugin Trading Engines' || + node.type === 'Plugin Trading Systems' || + node.type === 'Plugin Trading Mines' || + node.type === 'Plugin Trading Engines' || + node.type === 'Plugin Portfolio Systems' || + node.type === 'Plugin Portfolio Mines' || + node.type === 'Plugin Portfolio Engines' || node.type === 'Plugin Project' || node.type === 'Plugin Learning Systems' || node.type === 'Plugin Learning Mines' || @@ -492,9 +527,9 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { node.project = "Community-Plugins" } - /* + /* This function can be called with a positionOffset to change the node - saved position and all of its descendants positions as well with an + saved position and all of its descendants positions as well with an offset. It can also happen that the positionOffset is defined as a property of the node, in which case it will produce exactly the same effect. */ @@ -939,6 +974,11 @@ function newVisualScritingFunctionLibraryUiObjectsFromNodes() { tradingSessionsFoundAtWorkspace.push(node) } } + if (uiObjectType === 'Live Portfolio Session') { + if (portfolioSessionsFoundAtWorkspace !== undefined) { // it might be undefined when you are spawning a session that was running while backed up + portfolioSessionsFoundAtWorkspace.push(node) + } + } if (uiObjectType === 'Learning Session') { if (learningSessionsFoundAtWorkspace !== undefined) { // it might be undefined when you are spawning a session that was running while backed up learningSessionsFoundAtWorkspace.push(node) diff --git a/Rate b/Rate new file mode 100644 index 000000000..e69de29bb diff --git a/TaskServer/TaskServer.js b/TaskServer/TaskServer.js index 463058c99..907df4ff9 100644 --- a/TaskServer/TaskServer.js +++ b/TaskServer/TaskServer.js @@ -27,7 +27,8 @@ exports.newTaskServer = function newTaskServer() { if (taskId !== undefined) { /* The Task Manager sent the info via a process argument. In this case we listen to - an event with the Task Info that should be emitted at the UI + an event with the Task Info that should be emitted at the UI; + Also here is where any managedTasks will initially be recorded. */ try { TS.projects.foundations.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.listenToEvent('Task Server - ' + taskId, 'Run Task', undefined, 'Task Server - ' + taskId, undefined, eventReceived) @@ -35,9 +36,11 @@ exports.newTaskServer = function newTaskServer() { function eventReceived(message) { try { setUpAppSchema(JSON.parse(message.event.projectSchemas)) - TS.projects.foundations.globals.taskConstants.TASK_NODE = JSON.parse(message.event.taskDefinition) - TS.projects.foundations.globals.taskConstants.NETWORK_NODE = JSON.parse(message.event.networkDefinition) - bootingProcess() + TS.projects.foundations.globals.taskConstants.TASK_NODE = JSON.parse(message.event.taskDefinition); + TS.projects.foundations.globals.taskConstants.NETWORK_NODE = JSON.parse(message.event.networkDefinition); + TS.projects.foundations.globals.taskConstants.MANAGED_TASKS = JSON.parse(message.event.managedTasksDefinition); + SA.projects.visualScripting.utilities.nodeFunctions.getManagedSessions(TS.projects.foundations.globals.taskConstants.MANAGED_TASKS); + bootingProcess(); } catch (err) { console.log('[ERROR] Task Server -> Task -> preLoader -> eventReceived -> ' + err.stack) } @@ -82,10 +85,12 @@ exports.newTaskServer = function newTaskServer() { } } - function bootingProcess() { + async function bootingProcess() { try { initializeProjectDefinitionNode() + await setupNetwork() setupTaskHeartbeats() + startProcesses() function initializeProjectDefinitionNode() { TS.projects.foundations.globals.taskConstants.PROJECT_DEFINITION_NODE = SA.projects.visualScripting.utilities.nodeFunctions.findNodeInNodeMesh(TS.projects.foundations.globals.taskConstants.TASK_NODE, 'Project Definition') @@ -109,6 +114,45 @@ exports.newTaskServer = function newTaskServer() { } } + async function setupNetwork() { + /* + If we received a App Server Reference Node and a Signing Account, then we will connect to the P2P Network + */ + if ( + TS.projects.foundations.globals.taskConstants.TASK_NODE.taskServerAppReference === undefined || + TS.projects.foundations.globals.taskConstants.TASK_NODE.taskServerAppReference.referenceParent === undefined || + TS.projects.foundations.globals.taskConstants.TASK_NODE.taskServerAppReference.referenceParent.signingAccount === undefined + ) { + return + } + TS.projects.foundations.globals.taskConstants.P2P_NETWORK = {} + /* + We set up ourselves as a Network Client. + */ + TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetworkClient = SA.projects.network.modules.p2pNetworkClient.newNetworkModulesP2PNetworkClient() + await TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetworkClient.initialize() + /* + We will read all user profiles plugins and get from there our network identity. + */ + TS.projects.foundations.globals.taskConstants.P2P_NETWORK.userProfiles = SA.projects.network.modules.userProfiles.newNetworkModulesUserProfiles() + await TS.projects.foundations.globals.taskConstants.P2P_NETWORK.userProfiles.initialize(TS.projects.foundations.globals.taskConstants.TASK_NODE.taskServerAppReference.referenceParent.config.codeName, TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetworkClient) + /* + We set up the P2P Network. + */ + TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetwork = SA.projects.network.modules.p2pNetwork.newNetworkModulesP2PNetwork() + await TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetwork.initialize('Network Client') + /* + Set up the connections to network nodes. + */ + TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetworkPeers = SA.projects.network.modules.p2pNetworkPeers.newNetworkModulesP2PNetworkPeers() + await TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetworkPeers.initialize( + 'Network Client', + TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetworkClient, + TS.projects.foundations.globals.taskConstants.P2P_NETWORK.p2pNetwork, + global.env.TASK_SERVER_APP_MAX_OUTGOING_PEERS + ) + } + function setupTaskHeartbeats() { /* Heartbeat sent to the UI @@ -129,42 +173,44 @@ exports.newTaskServer = function newTaskServer() { } } - for (let processIndex = 0; processIndex < TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes.length; processIndex++) { - /* - Here we will validate that the process is connected all the way to a Mine - and that nodes in the middle have whatever config is mandatory. - */ - if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent === undefined) { - console.log("[ERROR] Task Server -> Task -> bootingProcess -> Process Instance without a Reference Parent. This process will not be executed. -> Process Instance = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex])); - continue - } + function startProcesses() { + for (let processIndex = 0; processIndex < TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes.length; processIndex++) { + /* + Here we will validate that the process is connected all the way to a Mine + and that nodes in the middle have whatever config is mandatory. + */ + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent === undefined) { + console.log("[ERROR] Task Server -> Task -> bootingProcess -> Process Instance without a Reference Parent. This process will not be executed. -> Process Instance = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex])); + continue + } - if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode === undefined) { - console.log("[ERROR] Task Server -> Task -> bootingProcess -> Process Definition without parent Bot Definition. -> Process Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent)); - continue - } + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode === undefined) { + console.log("[ERROR] Task Server -> Task -> bootingProcess -> Process Definition without parent Bot Definition. -> Process Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent)); + continue + } - if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode === undefined) { - console.log("[ERROR] Task Server -> Task -> bootingProcess -> Bot Definition without parent Mine. -> Bot Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode)); - continue - } + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode === undefined) { + console.log("[ERROR] Task Server -> Task -> bootingProcess -> Bot Definition without parent Mine. -> Bot Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode)); + continue + } - if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName === undefined) { - console.log("[ERROR] Task Server -> Task -> bootingProcess -> Process Definition without a codeName defined. -> Process Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent)); - continue - } + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName === undefined) { + console.log("[ERROR] Task Server -> Task -> bootingProcess -> Process Definition without a codeName defined. -> Process Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent)); + continue + } - if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName === undefined) { - console.log("[ERROR] Task Server -> Task -> bootingProcess -> Bot Definition without a codeName defined. -> Bot Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode)); - continue - } + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName === undefined) { + console.log("[ERROR] Task Server -> Task -> bootingProcess -> Bot Definition without a codeName defined. -> Bot Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode)); + continue + } - if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName === undefined) { - console.log("[ERROR] Task Server -> Task -> bootingProcess -> Mine without a codeName defined. -> Mine Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode)); - continue - } + if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName === undefined) { + console.log("[ERROR] Task Server -> Task -> bootingProcess -> Mine without a codeName defined. -> Mine Definition = " + JSON.stringify(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode)); + continue + } - startProcessInstance(processIndex); + startProcessInstance(processIndex); + } } } catch (err) { console.log('[ERROR] Task Server -> Task -> bootingProcess -> Fatal Error. Can not run this task. -> ' + err.stack) diff --git a/TaskServerRoot.js b/TaskServerRoot.js index d45d37f38..28eb5f7e5 100644 --- a/TaskServerRoot.js +++ b/TaskServerRoot.js @@ -55,6 +55,25 @@ SA.nodeModules = { lookpath: require('lookpath'), twitter: require('twitter') } +/* +Setting up Secrets. +*/ +try { + SA.secrets = { + array: require('./My-Secrets/Secrets.json').secrets, + map: new Map() + } +} catch(err) { + SA.secrets = { + array: [], + map: new Map() + } +} + +for (let i = 0; i < SA.secrets.array.length; i++) { + let secret = SA.secrets.array[i] + SA.secrets.map.set(secret.nodeCodeName, secret) +} run() diff --git a/node.config b/node.config new file mode 100644 index 000000000..e69de29bb diff --git a/node.name b/node.name new file mode 100644 index 000000000..e69de29bb diff --git a/node.type b/node.type new file mode 100644 index 000000000..e69de29bb