Code Mantainance
This commit is contained in:
Luis Fernando Molina committed
1 parent
cc17a4d65b
commit
09c114e2ef
2 files changed
+441
-884
No files matched your search
+331
-606
File diff suppressed because it is too large.
Load diff
+110
-278
@@ -1,49 +1,33 @@
|
||||
exports.newMultiPeriodMarket = function newMultiPeriodMarket(bot, logger, UTILITIES, FILE_STORAGE) {
|
||||
|
||||
const FULL_LOG = true;
|
||||
const LOG_FILE_CONTENT = false;
|
||||
const MODULE_NAME = "Multi Period Market";
|
||||
|
||||
thisObject = {
|
||||
initialize: initialize,
|
||||
finalize: finalize,
|
||||
start: start
|
||||
};
|
||||
|
||||
let utilities = UTILITIES.newCloudUtilities(logger);
|
||||
let utilities = UTILITIES.newCloudUtilities(logger)
|
||||
|
||||
let statusDependencies;
|
||||
let dataDependenciesModule;
|
||||
let dataFiles = new Map();
|
||||
|
||||
let dataFiles = new Map()
|
||||
let indicatorOutputModule;
|
||||
|
||||
let processConfig;
|
||||
|
||||
return thisObject;
|
||||
|
||||
function initialize(pProcessConfig, pStatusDependencies, pDataDependencies, callBackFunction) {
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.initialize()
|
||||
|
||||
try {
|
||||
statusDependencies = pStatusDependencies;
|
||||
dataDependenciesModule = pDataDependencies;
|
||||
processConfig = pProcessConfig;
|
||||
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.initialize();
|
||||
let INDICATOR_OUTPUT_MODULE = require("./IndicatorOutput")
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
|
||||
|
||||
statusDependencies = pStatusDependencies;
|
||||
dataDependenciesModule = pDataDependencies;
|
||||
processConfig = pProcessConfig;
|
||||
|
||||
let INDICATOR_OUTPUT_MODULE = require("./IndicatorOutput")
|
||||
|
||||
indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(bot, logger, UTILITIES, FILE_STORAGE);
|
||||
indicatorOutputModule.initialize(callBackFunction);
|
||||
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(bot, logger, UTILITIES, FILE_STORAGE)
|
||||
indicatorOutputModule.initialize(callBackFunction)
|
||||
}
|
||||
|
||||
function finalize() {
|
||||
@@ -56,272 +40,120 @@
|
||||
}
|
||||
|
||||
function start(callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
|
||||
|
||||
let market = bot.market;
|
||||
|
||||
/* Context Variables */
|
||||
|
||||
let contextVariables = {
|
||||
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.
|
||||
};
|
||||
|
||||
processTimeFrames();
|
||||
processTimeFrames()
|
||||
|
||||
function processTimeFrames() {
|
||||
let n;
|
||||
timeFramesLoop()
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let n;
|
||||
|
||||
periodsLoop();
|
||||
|
||||
function periodsLoop() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoop -> Entering function."); }
|
||||
|
||||
/*
|
||||
|
||||
We will iterate through all posible periods.
|
||||
|
||||
*/
|
||||
|
||||
n = 0 // loop Variable representing each possible period as defined at the periods array.
|
||||
|
||||
periodsLoopBody();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function periodsLoopBody() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> Entering function."); }
|
||||
|
||||
const timeFrame = global.marketFilesPeriods[n][0];
|
||||
const timeFrameLabel = global.marketFilesPeriods[n][1];
|
||||
|
||||
let dependencyIndex = 0;
|
||||
dataFiles = new Map;
|
||||
|
||||
dependencyLoopBody();
|
||||
|
||||
function dependencyLoopBody() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
|
||||
|
||||
let dependency = dataDependenciesModule.nodeArray[dependencyIndex];
|
||||
let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex];
|
||||
|
||||
getFile();
|
||||
|
||||
function getFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> Entering function."); }
|
||||
|
||||
let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
|
||||
let fileName = "Data.json";
|
||||
|
||||
let filePath
|
||||
if (dependency.referenceParent.config.codeName === "Multi-Period-Market") {
|
||||
filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel;
|
||||
} else {
|
||||
filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + dateForPath;
|
||||
}
|
||||
datasetModule.getTextFile(filePath, fileName, onFileReceived);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> text = " + text); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
let dataFile = JSON.parse(text);
|
||||
dataFiles.set(dependency.id, dataFile);
|
||||
|
||||
dependencyControlLoop();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> dependencyLoopBody -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function dependencyControlLoop() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> dependencyControlLoop -> Entering function."); }
|
||||
|
||||
dependencyIndex++;
|
||||
|
||||
if (dependencyIndex < dataDependenciesModule.nodeArray.length) {
|
||||
|
||||
dependencyLoopBody();
|
||||
|
||||
} else {
|
||||
|
||||
generateOutput();
|
||||
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> dependencyControlLoop -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function generateOutput() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> generateOutput -> Entering function."); }
|
||||
|
||||
const timeFrame = global.marketFilesPeriods[n][0];
|
||||
const timeFrameLabel = global.marketFilesPeriods[n][1];
|
||||
|
||||
indicatorOutputModule.start(
|
||||
dataFiles,
|
||||
timeFrame,
|
||||
timeFrameLabel,
|
||||
undefined,
|
||||
undefined,
|
||||
onOutputGenerated);
|
||||
|
||||
function onOutputGenerated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> generateOutput -> onOutputGenerated -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
periodsControlLoop();
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> generateOutput -> onOutputGenerated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> generateOutput -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function periodsControlLoop() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsControlLoop -> Entering function."); }
|
||||
|
||||
n++;
|
||||
|
||||
if (n < global.marketFilesPeriods.length) {
|
||||
|
||||
periodsLoopBody();
|
||||
|
||||
} else {
|
||||
|
||||
writeStatusReport(callBackFunction);
|
||||
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsControlLoop -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function timeFramesLoop() {
|
||||
/* We will iterate through all posible timeFrames.*/
|
||||
n = 0 // loop Variable representing each possible period as defined at the timeFrames array.
|
||||
timeFramesLoopBody()
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
|
||||
function timeFramesLoopBody() {
|
||||
const timeFrame = global.marketFilesPeriods[n][0]
|
||||
const timeFrameLabel = global.marketFilesPeriods[n][1]
|
||||
|
||||
let dependencyIndex = 0;
|
||||
dataFiles = new Map;
|
||||
|
||||
dependencyLoopBody()
|
||||
|
||||
function dependencyLoopBody() {
|
||||
let dependency = dataDependenciesModule.nodeArray[dependencyIndex]
|
||||
let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex]
|
||||
|
||||
getFile()
|
||||
|
||||
function getFile() {
|
||||
let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2)
|
||||
let fileName = "Data.json";
|
||||
|
||||
let filePath
|
||||
if (dependency.referenceParent.config.codeName === "Multi-Period-Market") {
|
||||
filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel;
|
||||
} else {
|
||||
filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + dateForPath;
|
||||
}
|
||||
datasetModule.getTextFile(filePath, fileName, onFileReceived)
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> timeFramesLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack)
|
||||
callBackFunction(err)
|
||||
return;
|
||||
}
|
||||
|
||||
let dataFile = JSON.parse(text)
|
||||
dataFiles.set(dependency.id, dataFile)
|
||||
|
||||
dependencyControlLoop()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function dependencyControlLoop() {
|
||||
dependencyIndex++;
|
||||
if (dependencyIndex < dataDependenciesModule.nodeArray.length) {
|
||||
dependencyLoopBody()
|
||||
} else {
|
||||
generateOutput()
|
||||
}
|
||||
|
||||
function generateOutput() {
|
||||
indicatorOutputModule.start(
|
||||
dataFiles,
|
||||
timeFrame,
|
||||
timeFrameLabel,
|
||||
undefined,
|
||||
undefined,
|
||||
onOutputGenerated)
|
||||
|
||||
function onOutputGenerated(err) {
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
callBackFunction(err)
|
||||
return;
|
||||
}
|
||||
timeFramesControlLoop()
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function timeFramesControlLoop() {
|
||||
n++;
|
||||
if (n < global.marketFilesPeriods.length) {
|
||||
timeFramesLoopBody()
|
||||
} else {
|
||||
writeStatusReport(callBackFunction)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function writeStatusReport(callBack) {
|
||||
let reportKey = bot.dataMine + "-" + bot.codeName + "-" + "Multi-Period-Market"
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey)
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
|
||||
thisReport.file.lastExecution = bot.processDatetime;
|
||||
thisReport.save(callBack)
|
||||
|
||||
try {
|
||||
|
||||
let reportKey = bot.dataMine + "-" + bot.codeName + "-" + "Multi-Period-Market"
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey);
|
||||
|
||||
thisReport.file.lastExecution = bot.processDatetime;
|
||||
thisReport.save(callBack);
|
||||
|
||||
if (global.areEqualDates(bot.processDatetime, new Date()) === false) {
|
||||
logger.newInternalLoop(bot.codeName, bot.process, bot.processDatetime);
|
||||
}
|
||||
|
||||
/* Telling the world we are alive and doing well */
|
||||
let currentDateString = bot.processDatetime.getUTCFullYear() + '-' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
|
||||
let currentDate = new Date(bot.processDatetime)
|
||||
let lastDate = new Date()
|
||||
bot.processHeartBeat(currentDateString, global.getPercentage(currentDate, currentDate, lastDate))
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
if (global.areEqualDates(bot.processDatetime, new Date()) === false) {
|
||||
logger.newInternalLoop(bot.codeName, bot.process, bot.processDatetime)
|
||||
}
|
||||
|
||||
/* Telling the world we are alive and doing well */
|
||||
let currentDateString = bot.processDatetime.getUTCFullYear() + '-' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.processDatetime.getUTCDate(), 2)
|
||||
let currentDate = new Date(bot.processDatetime)
|
||||
let lastDate = new Date()
|
||||
bot.processHeartBeat(currentDateString, global.getPercentage(currentDate, currentDate, lastDate))
|
||||
}
|
||||
}
|
||||
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack)
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
|
||||
}
|
||||
}
|
||||
};
|
||||
}
|
||||
Reference in new issue
Block a user