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This commit is contained in:
Luis Fernando Molina committed 2020-11-30 17:49:57 +01:00
1 parent 33ed646549
commit 0b11d14559
7 files changed
+18 -25
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TaskServer/DebugLog.js
+1 -5
View File
@@ -115,11 +115,7 @@ exports.newDebugLog = function (processIndex) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME !== undefined) {
filePath = filePath + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/" + executionDatetime;
} else {
if (thisObject.bot.LEARNING_SESSION !== undefined) {
filePath = filePath + thisObject.bot.LEARNING_SESSION.folderName + "/" + executionDatetime;
} else {
filePath = filePath + executionDatetime;
}
filePath = filePath + executionDatetime;
}
let fileName;
TaskServer/LowFrequencyTrading/TradingOutput.js
+6 -6
View File
@@ -31,9 +31,9 @@ exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineMod
try {
if (timeFrame > TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[0][0]) {
bot.processingDailyFiles = false
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES = false
} else {
bot.processingDailyFiles = true
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES = true
}
/* Preparing everything for the Simulation */
@@ -43,7 +43,7 @@ exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineMod
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
let outputDatasetsMap = new Map()
if (bot.processingDailyFiles === true) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === true) {
/*
For Daily Files, we are going to initialize the outputs at the first execution
if we are not resuming, but also at every following execution except when
@@ -83,7 +83,7 @@ exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineMod
return
async function initializeOutputs() {
if (bot.processingDailyFiles) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
await initializeDailyFiles()
} else {
await initializeMarketFiles()
@@ -118,7 +118,7 @@ exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineMod
files in order to later append more information after the execution is over. Here in this function we are going to
read those output files and get them ready for appending content during the simulation.
*/
if (bot.processingDailyFiles) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
await readDailyFiles()
} else {
await readMarketFiles()
@@ -175,7 +175,7 @@ exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineMod
/*
The output of files which were appended with information during the simulation execution, now needs to be saved.
*/
if (bot.processingDailyFiles) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
await writeDailyFiles()
} else {
await writeMarketFiles()
TaskServer/LowFrequencyTrading/TradingRecords.js
+3 -3
View File
@@ -45,11 +45,11 @@ exports.newTradingRecords = function (processIndex, bot, logger) {
let product = dataset.parentNode
let outputDatasetArray = outputDatasetsMap.get(product.config.codeName)
if (bot.processingDailyFiles === true && dataset.config.type === 'Daily Files') {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === true && dataset.config.type === 'Daily Files') {
persistRecords()
}
if (bot.processingDailyFiles === false && dataset.config.type === 'Market Files') {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === false && dataset.config.type === 'Market Files') {
persistRecords()
}
@@ -241,7 +241,7 @@ exports.newTradingRecords = function (processIndex, bot, logger) {
if (recordProperty.config.codeName === product.config.propertyNameThatDefinesObject) {
let propertyValue = record[j]
if (bot.processingDailyFiles) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
if (product.config.doNotCutObjectInDays !== true) {
/*
By default we will cut objects in days.
TaskServer/LowFrequencyTrading/TradingSimulation.js
+2 -2
View File
@@ -317,7 +317,7 @@ exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngin
dataDependencies = TS.projects.superalgos.utilities.nodeFunctions.filterOutNodeWihtoutReferenceParentFromNodeArray(dataDependencies)
/* Finding the Current Element on Market Files */
if (bot.processingDailyFiles) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
for (let j = 0; j < TS.projects.superalgos.globals.timeFrames.dailyFilePeriods().length; j++) {
let mapKey = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[j][1]
let propertyName = 'at' + mapKey.replace('-', '')
@@ -426,7 +426,7 @@ exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngin
*/
let candlesPerDay = TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS / sessionParameters.timeFrame.config.value
if (
bot.processingDailyFiles &&
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES &&
tradingEngine.current.episode.candle.index.value + 1 + 1 === candlesPerDay
) {
/*
TaskServer/StatusReport.js
+1 -5
View File
@@ -106,10 +106,6 @@
sessionPath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/"
}
if (bot.LEARNING_SESSION !== undefined && statusDependencyNode.bottype === "Learning Bot") {
sessionPath = bot.LEARNING_SESSION.folderName + "/"
}
/* Now we will see where do we need to fetch this status report from. */
let network = TS.projects.superalgos.globals.taskConstants.NETWORK_NODE
let processThisDependsOn = statusDependencyNode.referenceParent.parentNode
@@ -274,7 +270,7 @@
On the contraty, if we are running a Sensor bot or an Indicator bot, we might, if necesary, use a previous version of a Status Report since
there will be no big impact, just some reprocessing.
*/
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE !== undefined || bot.LEARNING_SESSION !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE !== undefined) {
canUserPrevious = false
} else {
canUserPrevious = true
TaskServer/TradingSession.js
+4 -4
View File
@@ -373,25 +373,25 @@
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.keyReference === undefined) {
let errorMessage = "Key Reference not defined. Please check that and try again."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkKey -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.LEARNING_SESSION, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE, errorMessage, parentLogger)
return false
}
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.keyReference.referenceParent === undefined) {
let errorMessage = "Key Reference not referencing an Exchange Account Key. Please check that and try again."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkKey -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.LEARNING_SESSION, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE, errorMessage, parentLogger)
return false
}
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.keyReference.referenceParent.config.codeName === undefined) {
let errorMessage = "Key 'codeName' undefined. Paste there you key. Please check that and try again."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkKey -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.LEARNING_SESSION, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE, errorMessage, parentLogger)
return false
}
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.keyReference.referenceParent.config.secret === undefined) {
let errorMessage = "Key 'secret' undefined. Paste there you key secret. Please check that and try again."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkKey -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.LEARNING_SESSION, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE, errorMessage, parentLogger)
return false
}
return true