time constants implemented as global file

Projects/ProjectsSchema.json

@@ -337,6 +337,12 @@
                     "propertyName": "standardResponses",
                     "functionName": "newSuperalgosGlobalsStandardResponses",
                     "fileName": "StandardResponses.js"
+                },
+                {
+                    "name": "Time Constants",
+                    "propertyName": "timeConstants",
+                    "functionName": "newSuperalgosGlobalsTimeConstants",
+                    "fileName": "TimeConstants.js"
                 }
             ],
             "functionLibraries": [

Projects/Superalgos/TS/Globals/TimeConstants.js

@@ -0,0 +1,10 @@
+exports.newSuperalgosGlobalsTimeConstants = function () {
+    /* Callbacks default responses. */
+    let thisObject = {
+        ONE_YEAR_IN_MILISECONDS: 365 * 24 * 60 * 60 * 1000,
+        ONE_DAY_IN_MILISECONDS: 24 * 60 * 60 * 1000,
+        ONE_MIN_IN_MILISECONDS: 60 * 1000
+    }
+
+    return thisObject
+}

TaskServer/Commons.js

@@ -220,7 +220,7 @@
 
         let system = { // These are the available system variables to be used in User Code and Formulas
             timeFrame: timeFrame,
-            ONE_DAY_IN_MILISECONDS: global.ONE_DAY_IN_MILISECONDS
+            ONE_DAY_IN_MILISECONDS: TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
         }
         let variable = {} // This is the structure where the user will define its own variables that will be shared across different code blocks and formulas.
         let results = []
@@ -311,8 +311,8 @@
         let yesterday = {}
         let system = { // These are the available system variables to be used in User Code and Formulas
             timeFrame: timeFrame,
-            ONE_DAY_IN_MILISECONDS: global.ONE_DAY_IN_MILISECONDS,
-            ONE_MIN_IN_MILISECONDS: global.ONE_MIN_IN_MILISECONDS
+            ONE_DAY_IN_MILISECONDS: TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS,
+            ONE_MIN_IN_MILISECONDS: TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS
         }
         let variable = {} // This is the structure where the user will define its own variables that will be shared across different code blocks and formulas.
         let results = []
@@ -361,7 +361,7 @@
 
         if (processingDailyFiles) {
             /* Initialization of Last Instance */
-            lastInstantOfTheDay = currentDay.valueOf() + global.ONE_DAY_IN_MILISECONDS - 1;
+            lastInstantOfTheDay = currentDay.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS - 1;
 
             if (interExecutionMemory[productName] === undefined) {
                 /* The first time the intialization variables goes to the Inter Execution Memory. */
@@ -469,7 +469,7 @@
                             at the next day, in whole, even if it starts in the previous day.
                         */
 
-                        let lastInstantOdDay = currentDay.valueOf() + global.ONE_DAY_IN_MILISECONDS - 1;
+                        let lastInstantOdDay = currentDay.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS - 1;
 
                         if (record.end < currentDay.valueOf() - 1) { continue; }
                         if (record.end === lastInstantOdDay) { continue; }

TaskServer/Globals.js

@@ -11,13 +11,8 @@ exports.newGlobals = function newGlobals() {
         /* This is the Execution Datetime */
 
         global.EXECUTION_DATETIME = new Date();
-
-
         global.ROOT_DIR = './';
 
-        global.ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
-        global.ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000
-        global.ONE_MIN_IN_MILISECONDS = 60 * 1000
         global.LOGGER_MAP = new Map()   // We will put all the loggers in a map, so that we can eventually finalize them.
         global.SESSION_MAP = new Map()  // We will put all the sessions in a map, so that we can eventually finalize them.
 
@@ -302,9 +297,9 @@ exports.newGlobals = function newGlobals() {
         global.STOP_TASK_GRACEFULLY = false;
 
         global.GET_PERCENTAGE = function (fromDate, currentDate, lastDate) {
-            let fromDays = Math.trunc(fromDate.valueOf() / global.ONE_DAY_IN_MILISECONDS)
-            let currentDays = Math.trunc(currentDate.valueOf() / global.ONE_DAY_IN_MILISECONDS)
-            let lastDays = Math.trunc(lastDate.valueOf() / global.ONE_DAY_IN_MILISECONDS)
+            let fromDays = Math.trunc(fromDate.valueOf() / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
+            let currentDays = Math.trunc(currentDate.valueOf() / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
+            let lastDays = Math.trunc(lastDate.valueOf() / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
             let percentage = (currentDays - fromDays) * 100 / (lastDays - fromDays)
             if ((lastDays - fromDays) === 0) {
                 percentage = 100
@@ -313,8 +308,8 @@ exports.newGlobals = function newGlobals() {
         }
 
         global.GET_EQUAL_DATES = function (date1, date2) {
-            let day1Days = Math.trunc(date1.valueOf() / global.ONE_DAY_IN_MILISECONDS)
-            let day2Days = Math.trunc(date2.valueOf() / global.ONE_DAY_IN_MILISECONDS)
+            let day1Days = Math.trunc(date1.valueOf() / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
+            let day2Days = Math.trunc(date2.valueOf() / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
 
             if (day1Days === day2Days) {
                 return true

TaskServer/LearningSession.js

@@ -196,7 +196,7 @@ exports.newLearningSession = function newLearningSession(bot, parentLogger) {
                         type: 'Time Range',
                         config: {
                             initialDatetime: (new Date()).valueOf(),
-                            finalDatetime: (new Date()).valueOf() + global.ONE_YEAR_IN_MILISECONDS
+                            finalDatetime: (new Date()).valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
                         }
                     }
                 } else {
@@ -219,8 +219,8 @@ exports.newLearningSession = function newLearningSession(bot, parentLogger) {
 
                 /* Session Type Forced Values */
                 let today = (new Date()).valueOf()
-                let aYearAgo = today - global.ONE_YEAR_IN_MILISECONDS
-                let aYearFromNow = today + global.ONE_YEAR_IN_MILISECONDS
+                let aYearAgo = today - TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
+                let aYearFromNow = today + TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
                 switch (bot.LEARNING_SESSION.type) {
                     case 'Backtesting Session': {
                         useDefaultDatetimes(aYearAgo, today)

TaskServer/LowFrequencyTrading/TradingEpisode.js

@@ -113,7 +113,7 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
         tradingEngine.current.episode.episodeStatistics.days.value =
             tradingEngine.current.episode.episodeCounters.periods.value *
             sessionParameters.timeFrame.config.value /
-            global.ONE_DAY_IN_MILISECONDS
+            TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
     }
 
     function cycleBasedStatistics() {

TaskServer/LowFrequencyTrading/TradingOrders.js

@@ -1036,7 +1036,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
     }
 
     function updateStatistics(tradingEngineOrder) {
-        tradingEngineOrder.orderStatistics.days.value = tradingEngineOrder.orderCounters.periods.value * sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
+        tradingEngineOrder.orderStatistics.days.value = tradingEngineOrder.orderCounters.periods.value * sessionParameters.timeFrame.config.value / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
         tradingEngineOrder.orderStatistics.days.value = global.PRECISE(tradingEngineOrder.orderStatistics.days.value, 10)
     }
 

TaskServer/LowFrequencyTrading/TradingPosition.js

@@ -411,7 +411,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
             /* Days Calculation */
             tradingEngine.current.position.positionStatistics.days.value =
                 tradingEngine.current.position.positionCounters.periods.value *
-                sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
+                sessionParameters.timeFrame.config.value / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
 
             tradingEngine.current.position.positionStatistics.days.value = global.PRECISE(tradingEngine.current.position.positionStatistics.days.value, 10)
         }

TaskServer/LowFrequencyTrading/TradingProcess.js

@@ -648,7 +648,7 @@
                     async function writeDataRange(productCodeName) {
                         let dataRange = {
                             begin: contextVariables.dateBeginOfMarket.valueOf(),
-                            end: tradingProcessDate.valueOf() + global.ONE_DAY_IN_MILISECONDS
+                            end: tradingProcessDate.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
                         }
 
                         let fileContent = JSON.stringify(dataRange);

TaskServer/LowFrequencyTrading/TradingSimulation.js

@@ -258,7 +258,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
                     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(tradingEngine.current.episode.candle.begin.value / global.ONE_DAY_IN_MILISECONDS) * global.ONE_DAY_IN_MILISECONDS)
+                        heartBeatDate = new Date(Math.trunc(tradingEngine.current.episode.candle.begin.value / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
 
                         let fromDate = new Date(sessionParameters.timeRange.config.initialDatetime)
                         let lastDate = new Date(sessionParameters.timeRange.config.finalDatetime)
@@ -424,7 +424,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
                     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 = global.ONE_DAY_IN_MILISECONDS / sessionParameters.timeFrame.config.value
+                    let candlesPerDay = TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS / sessionParameters.timeFrame.config.value
                     if (
                         bot.processingDailyFiles &&
                         tradingEngine.current.episode.candle.index.value + 1 + 1 === candlesPerDay
@@ -438,7 +438,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
                         */
                         tradingEngine.current.episode.candle.index.value = 0
                         tradingEngine.current.episode.processDate.value =
-                            tradingEngine.current.episode.processDate.value + global.ONE_DAY_IN_MILISECONDS
+                            tradingEngine.current.episode.processDate.value + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
                         return false
                     }
 

TaskServer/MultiPeriodDaily.js

@@ -221,15 +221,15 @@
                 let n;
                 let botNeverRan = true;
 
-                bot.multiPeriodDailyProcessDatetime = new Date(contextVariables.lastFile.valueOf() - ONE_DAY_IN_MILISECONDS) // Go back one day to start well when we advance time at the begining of the loop.
+                bot.multiPeriodDailyProcessDatetime = new Date(contextVariables.lastFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) // Go back one day to start well when we advance time at the begining of the loop.
                 let fromDate = new Date(bot.multiPeriodDailyProcessDatetime.valueOf())
                 let lastDate = new Date()
 
                 advanceTime()
 
                 function advanceTime() {
-                    bot.multiPeriodDailyProcessDatetime = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() + ONE_DAY_IN_MILISECONDS)
-                    previousDay = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() - ONE_DAY_IN_MILISECONDS)
+                    bot.multiPeriodDailyProcessDatetime = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
+                    previousDay = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
 
                     logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime)
                     logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> previousDay = " + previousDay)
@@ -489,7 +489,7 @@
             function writeDataRange(pBegin, pEnd, productCodeName, callBack) {
                 let dataRange = {
                     begin: pBegin.valueOf(),
-                    end: pEnd.valueOf() + ONE_DAY_IN_MILISECONDS
+                    end: pEnd.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
                 };
                 let fileContent = JSON.stringify(dataRange)
                 let fileName = '/Data.Range.json';

TaskServer/ReinforcementLearning/LearningProcess.js

@@ -648,7 +648,7 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
                     async function writeDataRange(productCodeName) {
                         let dataRange = {
                             begin: contextVariables.dateBeginOfMarket.valueOf(),
-                            end: LearningProcessDate.valueOf() + global.ONE_DAY_IN_MILISECONDS
+                            end: LearningProcessDate.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
                         }
 
                         let fileContent = JSON.stringify(dataRange);

TaskServer/TradingSession.js

@@ -196,7 +196,7 @@
                         type: 'Time Range',
                         config: {
                             initialDatetime: (new Date()).valueOf(),
-                            finalDatetime: (new Date()).valueOf() + global.ONE_YEAR_IN_MILISECONDS
+                            finalDatetime: (new Date()).valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
                         }
                     }
                 } else {
@@ -219,8 +219,8 @@
 
                 /* Session Type Forced Values */
                 let today = (new Date()).valueOf()
-                let aYearAgo = today - global.ONE_YEAR_IN_MILISECONDS
-                let aYearFromNow = today + global.ONE_YEAR_IN_MILISECONDS
+                let aYearAgo = today - TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
+                let aYearFromNow = today + TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
                 switch (bot.TRADING_SESSION.type) {
                     case 'Backtesting Session': {
                         useDefaultDatetimes(aYearAgo, today)