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time constants implemented as global file

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Luis Fernando Molina committed 2020-11-27 14:54:52 +01:00
1 parent 658dc4714a
commit 09f043fb51
13 files changed
+44 -33
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TaskServer/LowFrequencyTrading/TradingEpisode.js
+1 -1
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@@ -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
+1 -1
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@@ -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
+1 -1
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@@ -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
+1 -1
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@@ -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
+3 -3
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@@ -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
}