bot.simulationState.tradingSystem

This commit is contained in:
Luis Fernando Molina committed 2020-06-12 09:48:20 +02:00
1 parent 7c279e46dc
commit 07a9712239
9 files changed
+20 -24

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+1 -1
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@@ -14,7 +14,7 @@ exports.newAnnouncements = function newAnnouncements(bot, logger) {
return thisObject
function initialize() {
tradingEngine = bot.TRADING_ENGINE
tradingEngine = bot.simulationState.tradingEngine
}
function finalize() {
+1 -1
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@@ -39,7 +39,7 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
return thisObject
function initialize() {
tradingEngine = bot.TRADING_ENGINE
tradingEngine = bot.simulationState.tradingEngine
}
function finalize() {
+1 -1
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@@ -22,7 +22,7 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
function initialize() {
/* Here we will go through all the nodes in the Trading Engine hiriarchy and apply the initial value to the value property when needed */
tradingEngine = bot.TRADING_ENGINE
tradingEngine = bot.simulationState.tradingEngine
if (tradingEngine.isInitialized !== true || bot.RESUME === false) {
tradingEngine.isInitialized = true
+1 -1
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@@ -15,7 +15,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger) {
function initialize() {
tradingEngine = bot.TRADING_ENGINE
tradingEngine = bot.simulationState.tradingEngine
}
+3 -4
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@@ -32,7 +32,7 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
}
}
function start(chart, timeFrame, timeFrameLabel, currentDay, simulationState, callBackFunction) {
function start(chart, timeFrame, timeFrameLabel, currentDay, callBackFunction) {
try {
bot.processingDailyFiles
if (timeFrame > global.dailyFilePeriods[0][0]) {
@@ -54,8 +54,8 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
let outputDatasetsMap = new Map()
if (bot.RESUME !== true) {
simulationState.tradingEngine = bot.SESSION.tradingEngine
simulationState.tradingSystem = bot.SESSION.tradingSystem
bot.simulationState.tradingEngine = bot.simulationState.tradingEngine
bot.simulationState.tradingSystem = bot.simulationState.tradingSystem
}
readFiles()
return
@@ -146,7 +146,6 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
function runSimulation() {
tradingSimulation.runSimulation(
chart,
simulationState,
outputDatasetsMap,
writeFiles,
callBackFunction)
+4 -6
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@@ -79,7 +79,6 @@
};
let previousDay; // Holds the date of the previous day relative to the processing date.
let simulationState
getContextVariables();
@@ -152,8 +151,8 @@
}
thisReport = statusReport.file;
simulationState = thisReport.simulationState;
if (simulationState === undefined) { simulationState = {} } // This should happen only when there is no status report
bot.simulationState = thisReport.simulationState;
if (bot.simulationState === undefined) { bot.simulationState = {} } // This should happen only when there is no status report
if (thisReport.lastFile !== undefined) {
if (bot.hasTheBotJustStarted === true && bot.resumeExecution === false) {
@@ -594,7 +593,6 @@
currentTimeFrame,
currentTimeFrameLabel,
bot.tradingProcessDate,
simulationState,
onOutputGenerated);
function onOutputGenerated(err) {
@@ -716,7 +714,7 @@
thisReport.file.lastExecution = bot.currentDaytime;
thisReport.file.lastFile = lastFileDate;
thisReport.file.simulationState = simulationState;
thisReport.file.simulationState = bot.simulationState;
thisReport.save(callBack);
bot.hasTheBotJustStarted = false;
@@ -727,7 +725,7 @@
let thisReport = statusDependencies.statusReports.get(reportKey);
thisReport.file.lastExecution = bot.processDatetime;
thisReport.file.simulationState = simulationState;
thisReport.file.simulationState = bot.simulationState;
thisReport.save(callBack);
logger.newInternalLoop(bot.codeName, bot.process, bot.tradingProcessDate);
+2 -2
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@@ -15,8 +15,8 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
return thisObject
function initialize(pOutputDatasets, pOutputDatasetsMap) {
tradingEngine = bot.TRADING_ENGINE
tradingSystem = bot.TRADING_SYSTEM
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
outputDatasetsMap = pOutputDatasetsMap // These are the files turned into arrays, stored in a Map by Product codeName.
}
+3 -4
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@@ -18,14 +18,13 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
function runSimulation(
chart,
simulationState,
outputDatasetsMap,
callback,
callBackFunction) {
try {
let tradingSystem = simulationState.tradingSystem
let tradingEngine = simulationState.tradingEngine
let tradingSystem = bot.simulationState.tradingSystem
let tradingEngine = bot.simulationState.tradingEngine
let sessionParameters = bot.SESSION.parameters
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> initialDatetime = ' + sessionParameters.timeRange.config.initialDatetime) }
@@ -47,7 +46,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
/* These are the Modules we will need to run the Simulation */
const EXCHANGE_API = require(global.ROOT_DIR + 'ExchangeAPI');
const EXCHANGE_API = require('../ExchangeAPI');
exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, bot);
exchangeAPI.initialize();
+4 -4
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@@ -32,8 +32,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
return thisObject
function initialize() {
tradingSystem = bot.TRADING_SYSTEM
tradingEngine = bot.TRADING_ENGINE
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
tradingSystem.highlights = []
tradingSystem.conditionsErrors = []
@@ -61,11 +61,11 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
}
function evalConditions() {
evalNode(bot.TRADING_SYSTEM, 'Conditions')
evalNode(bot.simulationState.tradingSystem, 'Conditions')
}
function evalFormulas() {
evalNode(bot.TRADING_SYSTEM, 'Formulas')
evalNode(bot.simulationState.tradingSystem, 'Formulas')
}
function evalNode(node, evaluating) {