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Merge pull request #300 from Superalgos/develop

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Removing Deprecated Code
This commit is contained in:
Luis Fernando Molina authored and GitHub committed 2020-11-22 09:56:27 +01:00
2 parents aacff394f4 8135bd228e
commit 0b6829a03e
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Deprecated-Code/Artudito/.gitattributes
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# Auto detect text files and perform LF normalization
* text=auto
Deprecated-Code/Artudito/.gitignore
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.vs/*
obj/*
bin/*
*.config
*.log
*.cache
node_modules/*
Deprecated-Code/Artudito/.project
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<?xml version="1.0" encoding="UTF-8"?>
<projectDescription>
<name>AAArtudito-Trading-Bot</name>
<comment></comment>
<projects>
</projects>
<buildSpec>
</buildSpec>
<natures>
</natures>
</projectDescription>
Deprecated-Code/Artudito/AAArtudito-Trading-Bot.sln
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Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.27130.2027
MinimumVisualStudioVersion = 10.0.40219.1
Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "AAArtudito", "AAArtudito.njsproj", "{A54D4656-3DB8-407A-9333-E65115E994AB}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Release|Any CPU = Release|Any CPU
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{A54D4656-3DB8-407A-9333-E65115E994AB}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{A54D4656-3DB8-407A-9333-E65115E994AB}.Debug|Any CPU.Build.0 = Debug|Any CPU
{A54D4656-3DB8-407A-9333-E65115E994AB}.Release|Any CPU.ActiveCfg = Release|Any CPU
{A54D4656-3DB8-407A-9333-E65115E994AB}.Release|Any CPU.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {B4BDAEAF-E863-458A-87C1-CC6D8C490784}
EndGlobalSection
EndGlobal
Deprecated-Code/Artudito/AAArtudito.njsproj
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<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<SchemaVersion>2.0</SchemaVersion>
<ProjectGuid>{a54d4656-3db8-407a-9333-e65115e994ab}</ProjectGuid>
<ProjectHome />
<ProjectView>ShowAllFiles</ProjectView>
<StartupFile>User.Bot.js</StartupFile>
<WorkingDirectory>
</WorkingDirectory>
<OutputPath>.</OutputPath>
<ProjectTypeGuids>{3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}</ProjectTypeGuids>
<VisualStudioVersion Condition="'$(VisualStudioVersion)' == ''">14.0</VisualStudioVersion>
<VSToolsPath Condition="'$(VSToolsPath)' == ''">$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)</VSToolsPath>
<Name>Project</Name>
<LastActiveSolutionConfig>Debug|Any CPU</LastActiveSolutionConfig>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)' == 'Debug'" />
<PropertyGroup Condition="'$(Configuration)' == 'Release'" />
<ItemGroup>
<Content Include="package-lock.json" />
<Content Include="package.json" />
<Content Include="README.md" />
<Content Include="logs\Dummy File.txt" />
<Content Include="obj\Debug\AABruce.njsproj.FileListAbsolute.txt" />
<Content Include="obj\Debug\AACarol.njsproj.FileListAbsolute.txt" />
<Content Include="obj\Debug\AACharly.njsproj.FileListAbsolute.txt" />
<Content Include="this.bot.config.json" />
</ItemGroup>
<ItemGroup>
<Folder Include="bin" />
<Folder Include="logs" />
<Folder Include="logs\AA Masters" />
<Folder Include="logs\AA Masters\Indicator" />
<Folder Include="logs\AA Masters\Indicator\Bruce" />
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0" />
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0\Multi-Period-Daily-Candles-Volumes" />
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0\One-Min-Daily-Candles-Volumes" />
<Folder Include="Trading-Process\" />
<Folder Include="obj" />
<Folder Include="obj\Debug" />
</ItemGroup>
<ItemGroup>
<Compile Include="Trading-Process\User.Bot.js" />
</ItemGroup>
<Import Project="$(MSBuildToolsPath)\Microsoft.Common.targets" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<!--Do not delete the following Import Project. While this appears to do nothing it is a marker for setting TypeScript properties before our import that depends on them.-->
<Import Project="$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\TypeScript\Microsoft.TypeScript.targets" Condition="False" />
<Import Project="$(VSToolsPath)\Node.js Tools\Microsoft.NodejsTools.targets" />
<ProjectExtensions>
<VisualStudio>
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}">
<WebProjectProperties>
<UseIIS>False</UseIIS>
<AutoAssignPort>True</AutoAssignPort>
<DevelopmentServerPort>0</DevelopmentServerPort>
<DevelopmentServerVPath>/</DevelopmentServerVPath>
<IISUrl>http://localhost:48022/</IISUrl>
<NTLMAuthentication>False</NTLMAuthentication>
<UseCustomServer>True</UseCustomServer>
<CustomServerUrl>http://localhost:1337</CustomServerUrl>
<SaveServerSettingsInUserFile>False</SaveServerSettingsInUserFile>
</WebProjectProperties>
</FlavorProperties>
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}" User="">
<WebProjectProperties>
<StartPageUrl>
</StartPageUrl>
<StartAction>CurrentPage</StartAction>
<AspNetDebugging>True</AspNetDebugging>
<SilverlightDebugging>False</SilverlightDebugging>
<NativeDebugging>False</NativeDebugging>
<SQLDebugging>False</SQLDebugging>
<ExternalProgram>
</ExternalProgram>
<StartExternalURL>
</StartExternalURL>
<StartCmdLineArguments>
</StartCmdLineArguments>
<StartWorkingDirectory>
</StartWorkingDirectory>
<EnableENC>False</EnableENC>
<AlwaysStartWebServerOnDebug>False</AlwaysStartWebServerOnDebug>
</WebProjectProperties>
</FlavorProperties>
</VisualStudio>
</ProjectExtensions>
</Project>
Deprecated-Code/Artudito/Artudito.png
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Deprecated-Code/Artudito/LICENSE
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Financial Beings License
Collective Copyright by the Advanced Algos Community
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software including without limitation the rights to use, copy, modify,
merge, publish, distribute and sublicense copies of the Software, and to permit
persons to whom the Software is furnished to do so, subject to the following
conditions:
1. Using, copying, modifying, publishing, distributing and sublicensing rights
are restricted to the Advanced Algos Platform, meaning the rights granted can
only be exercised through the Advanced Algos Service.
2. The above copyright notice and this permission notice shall be included in
all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A
PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
Deprecated-Code/Artudito/README.md
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# I'm Artudito, a t-bot!
AKA a trading algobot running on the AAPlatform by Advanced Algos Ltd.
### My Specialty
I work on the USDT-BTC market with a strategy based on linear regression curves.
### Ideal for
Trading short-lived but established trends.
### Details
| **Name** | **Type** | **Version** | **Release Date** | **Current dataSet** |
|----------|----------|----------|----------|----------|
| Artudito |Trading | 1.0 | May 2018 | dataSet.V1 |
# My Strategy
### Markets
* **Exchanges**: Poloniex
* **Markets**: USDT-BTC
### Description
I use the analysis performed by [AAMasters Gauss i-bot](https://github.com/AAMasters/AAGauss-Indicator-Bot) on recent historic prices in which he applies a [linear regression]( https://en.wikipedia.org/wiki/Linear_regression) to a set of price values in the 15, 30 and 60 minutes candles to obtain model linear regression curves. Based on those curves, I apply my own ruleset.
#### Basic Rule Set
* If the tilt of the linear regression curve points up on the 15, 30, and 60 minutes scale then I go long.
* If the tilt of the linear regression curve points down on the 15, 30, and 60 minutes scale then I go short.
* If the linear regression curve of the 15 and 30 minutes scale change direction, I exit.
#### Examples
* The asset is trending up on the 15, 30 and 60 minutes scale. Then the 15 minutes curve turns down and the 30 minutes curve goes flat: I exit.
* The asset is trending down on all three indicators. Then the 15 minutes curve turns up and the 30 minutes curve turns flat or upwards: I enter.
* The tilt of the 15, 30 and 60 minutes curves is flat: I don't enter or exit.
### Compatible Plotters
[AAMasters Plotters-Trading](https://github.com/AAMasters/Plotters-Trading)
### Dependencies
* [AAMasters Bruce](https://github.com/AAMasters/AABruce-Indicator-Bot)
* [AAMasters Olivia](https://github.com/AAMasters/AAOlivia-Indicator-Bot)
* [AAMasters Gauss](https://github.com/AAMasters/AAGauss-Indicator-Bot)
### Trading as a Service (TaaS) Fees
No fees.
# Disclaimer
THE AA MASTERS BOTS AND THEIR ASSOCIATED PRODUCTS AND SERVICES ARE PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY, SUITABILITY FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT.
IN NO EVENT WILL ADVANCED ALGOS BE LIABLE TO ANY PARTY FOR ANY DIRECT, INDIRECT, SPECIAL OR OTHER CONSEQUENTIAL DAMAGES FOR ANY USE OF THE AACLOUD, THE AA ARENA COMPETITION, THE AA MASTERS BOTS, OR ANY OTHER ASSOCIATED SERVICE OR WEB SITE, INCLUDING, WITHOUT LIMITATION, ANY LOST PROFITS, BUSINESS INTERRUPTION, LOSS OF FUNDS, PROGRAMS OR OTHER DATA OR OTHERWISE, EVEN IF WE ARE EXPRESSLY ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
Deprecated-Code/Artudito/Trading-Process/User.Bot.js
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exports.newUserBot = function newUserBot (bot, logger) {
/*
Creating a new instance from the platform of this bot:
- bot: An instance of the bot configuration
- logger: An instance of the platform logger that allows both: to save logs
on cloud execution and shows logs on the browser console on browser execution
*/
// Variable used for logs, which will be passed to the logger instance
const MODULE_NAME = 'User Bot'
// Debug log level
const FULL_LOG = true
// Info log level
const LOG_INFO = true
/*
The reference to the Trading Platform Advanced Algos Assistant that will
allow to:
dataDependencies: Retrieve all dependencies to other bots defined on the configuration
putPosition: Put a buy or sell position at the exchange (only limit orders at this point)
movePosition: Move an existing position
getPositions: Obtain all the positions existing on the exchange
getBalance: Obtain the total balance on the exchange known by the platform (at this point 0.001 BTC)
getAvailableBalance: Obtain the current available balance on the exchange known by the platform
getInvestment: Obtain initial investment known by the platform (at this point 0.001 BTC)
getProfits: Get current profits at this point in time
getCombinedProfits: Get current profits
getROI: Get current ROI
getMarketRate: Get current market rate
getTicker: Gets the current highest bid and lowest ask on the exchange
sendMessage: Put a visual message on the platform (different zoom levels [1-10] can be handled)
rememberThis: Store a string variable across executions by key value pairs
remindMeOf: Get a stored string value by key
sendEmail: Send an email during execution as notifications
*/
let assistant
/*
This is a dependency example to other bots, in this case to the the
LRC Indicator.
*/
let gaussStorage
/*
This objects returns two public functions that will be used to integrate
with the platform.
*/
let thisObject = {
initialize: initialize,
start: start
}
return thisObject
/*
The initialize function must be implemented by all trading bots.
pAssistant: the instance of the platform which methods will allow to put getPositions
pGenes: This variable will be used during initialization to get the parameters
from the platform. At the moment it is not used but in future releases
it will allow to create different clones of the Algobot, to form an Algonet.
*/
function initialize (pAssistant, pGenes, callBackFunction) {
try {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] initialize -> Entering function.') }
// Integration with platform logger, when running on cloud
logger.fileName = MODULE_NAME
/*
We keep a local reference to the assistant that allows to put
positions on the exchange, created and managed by the platform
*/
assistant = pAssistant
/*
On 'assistant.dataDependencies.dataSets' we will receive the data files
retrieved for those defined on the bot configuration.
Note that the key is:
TeamName-BotName-BotProductFolder-BotProcessName-BotDataSetVersion
In this case, this particular bot will use Gauss indicator; other
indicators are available. You can use any indicator you want,
or create a new one if you should need to.
*/
let key = 'AAVikings-AAGauss-LRC-Points-Multi-Period-Daily-dataSet.V1'
gaussStorage = assistant.dataDependencies.dataSets.get(key)
/*
Once Completed we must return the global.DEFAULT_OK_RESPONSE
*/
callBackFunction(global.DEFAULT_OK_RESPONSE)
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] initialize -> onDone -> err = ' + err.message)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
/*
The start function is called by the platform for executing the bot every 1 minute
*/
function start (callBackFunction) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> Entering function.') }
/*
This breakpoint will be called once the web platform reaches the graphical stop point.
You can find more details on how this works here:
https://advancedalgos.net/documentation-interface.shtml
*/
if (global.AT_BREAKPOINT === true) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Plot Breakpoint Hit."); } // Place breakpoint in this line
}
const market = global.MARKET
const CHANNEL_DOWN = -1
const CHANNEL_UP = 1
const NO_CHANNEL = 0
/*
Here we call the main function that will check buy, sell or move conditions.
*/
businessLogic(onDone)
/*
This function will be called after we complete all validations and operations,
we make sure everything was ok before returning the control to the platform.
The platform will check this 3 situations:
global.DEFAULT_OK_RESPONSE: Proceed with normal execution
global.DEFAULT_RETRY_RESPONSE: Retry after 10 seconds
global.DEFAULT_FAIL_RESPONSE: Finish in failure state
(this allows us to check the logs and fix execution errors when they occur)
*/
function onDone (err) {
try {
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
logger.write(MODULE_NAME, '[INFO] start -> onDone -> Execution finished well. :-)')
callBackFunction(global.DEFAULT_OK_RESPONSE)
return
}
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write(MODULE_NAME, '[ERROR] start -> onDone -> Retry Later. Requesting Execution Retry.')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
logger.write(MODULE_NAME, '[ERROR] start -> onDone -> Operation Failed. Aborting the process. err = ' + err.message)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
return
}
}
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] start -> onDone -> err = ' + err.message)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
/*
We will check the direction of the channel and based on that create a buy or sell
position in the market.
Here is a detailed explanation of the bot:
https://github.com/AAVikings/AAArtudito-Trading-Bot/blob/master/README.md
*/
function businessLogic (callBack) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> Entering function.') }
// Simulation for forcing buy or sell on each execution without checking the rules
let forceBuyAndSell = false
if(forceBuyAndSell){
if (Math.random(1) <= 0.5){
createBuyPosition(callBack);
}else{
createSellPosition(callBack);
}
}else{
// Here we really check the bot business logic
getChannelTilt(firstTiltCheck);
}
function firstTiltCheck (err, channelTilt) {
try {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> firstTiltCheck -> Entering Function.') }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, '[ERROR] start -> businessLogic -> firstTiltCheck -> err = ' + err.message)
callBack(global.DEFAULT_FAIL_RESPONSE)
} else {
if (channelTilt == 1) {
createBuyPosition(callBack)
} else if (channelTilt == -1) {
createSellPosition(callBack)
} else {
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> firstTiltCheck -> Nothing to do, there isn't a buy or sell opportunity.") }
callBack(global.DEFAULT_OK_RESPONSE)
}
}
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] start -> businessLogic -> firstTiltCheck -> err = ' + err.message)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
}
/*
Here we will get the file from the indicator bot, that already has all values calculated.
This will provide more efficiency and allow other bots to consume the services as well.
*/
function getChannelTilt (callBack) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> getChannelTilt -> Entering function.') }
let lrcPoint, previousLRCPoint
let queryDate = new Date(bot.processDatetime)
getLRCPointsFile(queryDate, onLRCPointsFileReceived)
function onLRCPointsFileReceived (err, lrcPointsFile) {
try {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> getChannelTilt -> onLRCPointsFileReceived.') }
let lastIndexLrcPointsFile = lrcPointsFile.length - 1
let lastAvailableDateTime = lrcPointsFile[lastIndexLrcPointsFile][0]
if (bot.processDatetime.valueOf() <= lastAvailableDateTime || !isExecutionToday()) {
for (let i = 0; i < lrcPointsFile.length; i++) {
if (bot.processDatetime.valueOf() >= lrcPointsFile[i][0] && bot.processDatetime.valueOf() < lrcPointsFile[i][1]) {
lrcPoint = {
begin: lrcPointsFile[i][0],
end: lrcPointsFile[i][1],
min: lrcPointsFile[i][2],
mid: lrcPointsFile[i][3],
max: lrcPointsFile[i][4]
}
if (i >= 1) {
let previous = i - 1
previousLRCPoint = {
begin: lrcPointsFile[previous][0],
end: lrcPointsFile[previous][1],
min: lrcPointsFile[previous][2],
mid: lrcPointsFile[previous][3],
max: lrcPointsFile[previous][4]
}
applyBotRules(lrcPoint, previousLRCPoint, callBack)
} else {
queryDate.setDate(queryDate.getDate() - 1)
getLRCPointsFile(queryDate, onPreviousLRCPointsFileReceived)
}
return
}
}
logger.write(MODULE_NAME, '[ERROR] start -> businessLogic -> getChannelTilt -> onLRCPointsFileReceived. The expected LRC Point was not found: ' + bot.processDatetime.valueOf())
callBack(global.DEFAULT_FAIL_RESPONSE)
} else {
// Running live we will process last available LRCPoint only if it's delayed 25 minutes top
let maxTolerance = 25 * 60 * 1000
if (bot.processDatetime.valueOf() <= (lastAvailableDateTime + maxTolerance)) {
lrcPoint = {
begin: lrcPointsFile[lastIndexLrcPointsFile][0],
end: lrcPointsFile[lastIndexLrcPointsFile][1],
min: lrcPointsFile[lastIndexLrcPointsFile][2],
mid: lrcPointsFile[lastIndexLrcPointsFile][3],
max: lrcPointsFile[lastIndexLrcPointsFile][4]
}
if (lastIndexLrcPointsFile >= 1) {
let previous = lastIndexLrcPointsFile - 1
previousLRCPoint = {
begin: lrcPointsFile[previous][0],
end: lrcPointsFile[previous][1],
min: lrcPointsFile[previous][2],
mid: lrcPointsFile[previous][3],
max: lrcPointsFile[previous][4]
}
applyBotRules(lrcPoint, previousLRCPoint, callBack)
} else {
queryDate.setDate(queryDate.getDate() - 1)
getLRCPointsFile(queryDate, onPreviousLRCPointsFileReceived)
}
} else {
if (LOG_INFO === true) logger.write(MODULE_NAME, '[WARN] start -> getChannelTilt -> onLRCPointsFileReceived. Available candle older than 5 minutes. Skipping execution.')
callBack(global.DEFAULT_OK_RESPONSE, NO_CHANNEL)
}
}
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] start -> getChannelTilt -> onLRCPointsFileReceived -> err = ' + err.message)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
/*
Depending on the time requested, the necessary information could be on the
file from the day before.
*/
function onPreviousLRCPointsFileReceived (err, lrcPointsFile) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> getChannelTilt -> onLRCPointsFileReceived.') }
let previous = lrcPointsFile.length - 1
previousLRCPoint = {
begin: lrcPointsFile[previous][0],
end: lrcPointsFile[previous][1],
min: lrcPointsFile[previous][2],
mid: lrcPointsFile[previous][3],
max: lrcPointsFile[previous][4]
}
applyBotRules(lrcPoint, previousLRCPoint, callBack)
}
}
/*
We have all the information needed to proceed to applying all the rules.
*/
function applyBotRules (lrcPoint, previousLRCPoint, callBack) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> applyBotRules -> Entering Function.') }
let channelTilt = NO_CHANNEL
let ruleApplied = ''
if (lrcPoint.max < lrcPoint.mid && lrcPoint.min > lrcPoint.mid && lrcPoint.mid < lrcPoint.min) {
if (lrcPoint.min > previousLRCPoint.min && lrcPoint.mid > previousLRCPoint.mid && lrcPoint.max > previousLRCPoint.max) {
// The channel points UP
channelTilt = CHANNEL_UP
ruleApplied += 'Rule_1.'
}
}
if (lrcPoint.min < lrcPoint.mid && lrcPoint.max > lrcPoint.mid && lrcPoint.mid < lrcPoint.max) {
if (lrcPoint.min < previousLRCPoint.min && lrcPoint.mid < previousLRCPoint.mid && lrcPoint.max < previousLRCPoint.max) {
// The channel points DOWN
channelTilt = CHANNEL_DOWN
ruleApplied += 'Rule_2.'
}
}
if (lrcPoint.min < previousLRCPoint.min && lrcPoint.mid <= previousLRCPoint.mid) {
// 15 AND 30 changed direction from up to down
channelTilt = CHANNEL_DOWN
ruleApplied += 'Rule_3a.'
}
if (lrcPoint.min > previousLRCPoint.min && lrcPoint.mid >= previousLRCPoint.mid) {
// 15 AND 30 changed direction from down to up
channelTilt = CHANNEL_UP
ruleApplied += 'Rule_3b.'
}
let logMessage = bot.processDatetime.toISOString() + '. Rule: ' + ruleApplied + '. Tilt: ' + channelTilt + ' (' + Number(lrcPoint.min).toLocaleString() + '|' + Number(lrcPoint.mid).toLocaleString() + '|' + Number(lrcPoint.max).toLocaleString() + ')'
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> getChannelTilt -> applyBotRules -> Results: ' + logMessage) }
callBack(global.DEFAULT_OK_RESPONSE, channelTilt)
}
/*
Here we will get the file from the indicator bot, that already has all values calculated.
This will provide more efficiency and allow other bots to consume the services as well.
*/
function getLRCPointsFile (dateTime, callback) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> getLRCPointsFile -> Entering function.') }
let datePath = dateTime.getUTCFullYear() + '/' + pad(dateTime.getUTCMonth() + 1, 2) + '/' + pad(dateTime.getUTCDate(), 2)
let filePath = 'LRC-Points/Multi-Period-Daily/30-min/' + datePath
let fileName = market.assetA + '_' + market.assetB + '.json'
/*
bot.botCache: allows us to keep a map (key value pairs) between executions,
so we don't need to go to the storage to retrieve this value.
If the value already exist on the cache we will get it from there,
otherwise it will be retrieved from the bot storage.
*/
if (bot.startMode === 'Backtest' && bot.botCache.has(filePath)) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> getLRCPointsFile -> Getting the file from local cache.') }
cleanUpCache(bot.botCache, 'LRC-Points/Multi-Period-Daily/30-min', dateTime)
callback(global.DEFAULT_OK_RESPONSE, bot.botCache.get(filePath))
} else {
/*
The structure of the indicator files and the retrieved file itself
is explained on the indicator bot readme file.
*/
gaussStorage.getTextFile(filePath, fileName, onFileReceived)
}
function onFileReceived (err, text) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getChannelTilt -> getLRCPointsFile -> onFileReceived > Entering Function.') }
let lrcPointsFile = JSON.parse(text)
bot.botCache.set(filePath, lrcPointsFile)
callback(global.DEFAULT_OK_RESPONSE, lrcPointsFile)
} else {
logger.write(MODULE_NAME, '[ERROR] start -> getChannelTilt -> getLRCPointsFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry.')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
}
function cleanUpCache (fileCache, path, dateTimeCacheFile) {
let date = new Date(dateTimeCacheFile)
date.setDate(date.getDate() - 2)
let datePath = date.getUTCFullYear() + '/' + pad(date.getUTCMonth() + 1, 2) + '/' + pad(date.getUTCDate(), 2)
let cachePosition = path + '/' + datePath
// Remove and go back one day
if (fileCache.has(cachePosition)) {
fileCache.delete(cachePosition)
date.setDate(date.getDate() - 1)
cleanUpCache(fileCache, date)
}
}
}
function createBuyPosition (callBack) {
try {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> createBuyPosition -> Entering function.') }
// We get the current positions we have at the exchange
let positions = assistant.getPositions()
let assetABalance = assistant.getAvailableBalance().assetA
let currentRate = assistant.getTicker().ask // *.9
let amountA = assistant.getAvailableBalance().assetA
let amountB = Number((amountA / currentRate).toFixed(8))
if (positions.length > 0 && positions[0].type === 'buy' && positions[0].status !== 'executed') {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> createBuyPosition -> Moving an existing BUY position to a new price: $' + Number(currentRate).toLocaleString()) }
let message = 'Moving an existing buy position to a new price: $' + Number(currentRate).toLocaleString()
message += '. Combined ROI on current execution: ' + getCombinedProfit() + '%. '
assistant.sendMessage(6, 'Moving Position', message)
message = bot.processDatetime.toISOString() + ' - ' + message
assistant.sendEmail('Alerts', message, bot.emailSubscriptions)
assistant.movePosition(positions[0], currentRate, callBack)
} else if (assetABalance > 0) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> createBuyPosition -> Artuditu put a new BUY position at price: $' + Number(currentRate).toLocaleString()) }
let message = 'Creating a new buy position. Price: $' + Number(currentRate).toLocaleString()
message += '. Combined ROI on current execution: ' + getCombinedProfit() + '%. '
assistant.sendMessage(7, 'Buying', message)
message = bot.processDatetime.toISOString() + ' - ' + message
assistant.sendEmail('Alerts', message, bot.emailSubscriptions)
assistant.putPosition('buy', currentRate, amountA, amountB, callBack)
} else {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> createBuyPosition -> Not enough available balance to buy.') }
callBack(global.DEFAULT_OK_RESPONSE)
}
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] start -> businessLogic -> createBuyPosition -> err = ' + err.message)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
function createSellPosition (callBack) {
try{
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> createSellPosition -> Entering function.') }
// We get the current positions we have at the exchange
let positions = assistant.getPositions()
let assetBBalance = assistant.getAvailableBalance().assetB
let currentRate = assistant.getTicker().bid // *1.1
let amountB = assistant.getAvailableBalance().assetB
let amountA = amountB * currentRate
if (positions.length > 0 && positions[0].type === 'sell' && positions[0].status !== 'executed') {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> createSellPosition -> Artuditu is moving an existing SELL position to a new price: $' + Number(currentRate).toLocaleString()) }
let message = 'Moving an existing sell position to a new price: $' + Number(currentRate).toLocaleString()
message += '. Combined ROI on current execution: ' + getCombinedProfit() + '%. '
assistant.sendMessage(6, 'Moving Position', message)
message = bot.processDatetime.toISOString() + ' - ' + message
assistant.sendEmail('Alerts', message, bot.emailSubscriptions)
assistant.movePosition(positions[0], currentRate, callBack)
} else if (assetBBalance > 0) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> createSellPosition -> Artuditu put a new SELL position at price: $' + Number(currentRate).toLocaleString()) }
let message = 'Creating a new sell position. Price: $' + Number(currentRate).toLocaleString()
message += '. Combined ROI on current execution: ' + getCombinedProfit() + '%. '
assistant.sendMessage(7, 'Selling', message)
message = bot.processDatetime.toISOString() + ' - ' + message
assistant.sendEmail('Alerts', message, bot.emailSubscriptions)
assistant.putPosition('sell', currentRate, amountA, amountB, callBack)
} else {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> businessLogic -> createSellPosition -> There is not enough available balance to sell.') }
callBack(global.DEFAULT_OK_RESPONSE)
}
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] start -> businessLogic -> createBuyPosition -> err = ' + err.message)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
function pad (str, max) {
str = str.toString()
return str.length < max ? pad('0' + str, max) : str
}
function isExecutionToday () {
let localDate = new Date()
let today = new Date(Date.UTC(
localDate.getUTCFullYear(),
localDate.getUTCMonth(),
localDate.getUTCDate()))
return (today.getUTCFullYear() === bot.processDatetime.getUTCFullYear()
&& today.getUTCMonth() === bot.processDatetime.getUTCMonth()
&& today.getUTCDate() === bot.processDatetime.getUTCDate())
}
function getCombinedProfit () {
if (assistant.getCombinedProfits() !== undefined) {
if (assistant.getCombinedProfits().assetA > 0) {
return Number(assistant.getCombinedProfits().assetA).toLocaleString()
} else {
return Number(assistant.getCombinedProfits().assetB).toLocaleString()
}
}
}
}
}
Deprecated-Code/Artudito/package-lock.json
Generated
-5
View File
@@ -1,5 +0,0 @@
{
"name": "AAArtudito",
"version": "1.0.0",
"lockfileVersion": 1
}
Deprecated-Code/Artudito/package.json
-12
View File
@@ -1,12 +0,0 @@
{
"name": "AAArtudito",
"version": "1.0.0",
"description": "",
"main": "index.js",
"scripts": {
"test": "echo \"Error: no test specified\" && exit 1"
},
"author": "Matias-Benitez",
"license": "ISC",
"dependencies": {}
}
Deprecated-Code/Artudito/this.bot.config.json
-209
View File
@@ -1,209 +0,0 @@
{
"displayName": "Artudito",
"codeName": "AAArtudito",
"type": "Trading",
"version": {
"major": 1,
"minor": 0,
"patch": 0
},
"devTeam": "AAVikings",
"profilePicture": "Artudito.png",
"dataSetVersion": "dataSet.V1",
"genes": [
{
"name": "stopLoss",
"description": "This represent the percentage of the stop loss configuration. It could be from 0 (disabled) to 100.",
"lowerLimit": 0,
"upperLimit": 5
}
],
"processes": [
{
"name": "Trading-Process",
"description": "Simple trading strategy to be used as a template.",
"startMode": {
"live": {
"run": "true",
"resumeExecution": "false"
},
"backtest": {
"run": "false",
"beginDatetime": "2018-04-11T00:00:00.000Z",
"endDatetime": "2018-06-17T23:59:59.000Z",
"waitTime": 1
},
"competition": {
"run": "false",
"beginDatetime": "2018-07-04T00:00:00.000Z",
"endDatetime": "2018-07-06T23:59:59.000Z",
"resumeExecution": "true"
}
},
"normalWaitTime": 10000,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"timePeriod": 1800000,
"statusDependencies": [
{
"devTeam": "AAVikings",
"bot": "AAGauss",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Daily",
"dataSetVersion": "dataSet.V1"
},
{
"devTeam": "AAVikings",
"bot": "AAGauss",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Market",
"dataSetVersion": "dataSet.V1"
},
{
"devTeam": "AAVikings",
"bot": "AAArtudito",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Trading-Process",
"dataSetVersion": "dataSet.V1"
}
],
"dataDependencies": [
{
"devTeam": "AAVikings",
"bot": "AAGauss",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "LRC-Points",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Daily"
},
{
"devTeam": "AAVikings",
"bot": "AAGauss",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "LRC-Points",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Market"
},
{
"devTeam": "AAMasters",
"bot": "AABruce",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Candles",
"dataSetVersion": "dataSet.V1",
"dataSet": "One-Min"
},
{
"devTeam": "AAMasters",
"bot": "AAOlivia",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Candles",
"dataSet": "Multi-Period-Daily",
"dataSetVersion": "dataSet.V1"
}
]
}
],
"products": [
{
"codeName": "Live Trading History",
"displayName": "Live Trading History",
"shortDisplayName": "Live",
"description": "General information about Artudito trading history.",
"storageAccount": "aaartudito",
"dataSets": [
{
"codeName": "Oficial History",
"type": "File Sequence",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs", "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "@DevTeam/@Bot.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Trading-Process",
"fileName": "Execution.History.Live.@Sequence.json"
}
],
"exchangeList": [
{
"name": "Poloniex"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTrading",
"moduleName": "History"
}
},
{
"codeName": "Backtest Trading History",
"displayName": "Backtest Trading History",
"shortDisplayName": "Backtest",
"description": "General information about Artudito backtest trading history.",
"storageAccount": "aaartudito",
"dataSets": [
{
"codeName": "Backtest History",
"type": "File Sequence",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs", "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "@DevTeam/@Bot.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Trading-Process",
"fileName": "Execution.History.Backtest.@Sequence.json"
}
],
"exchangeList": [
{
"name": "Poloniex"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTrading",
"moduleName": "History"
}
},
{
"codeName": "Competition Trading History",
"displayName": "Competition Trading History",
"shortDisplayName": "Competition",
"description": "General information about Artudito competition trading history.",
"storageAccount": "aaartudito",
"dataSets": [
{
"codeName": "Competition History",
"type": "File Sequence",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs", "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "@DevTeam/@Bot.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Trading-Process",
"fileName": "Execution.History.Competition.@Sequence.json"
}
],
"exchangeList": [
{
"name": "Poloniex"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTrading",
"moduleName": "History"
}
}
],
"emailSubscriptions": "vikings.alerts@gmail.com"
}
Deprecated-Code/BollingerBands/.gitattributes
-2
View File
@@ -1,2 +0,0 @@
# Auto detect text files and perform LF normalization
* text=auto
Deprecated-Code/BollingerBands/.gitignore
-11
View File
@@ -1,11 +0,0 @@
.vs/*
obj/*
bin/*
*.config
*.log
*.cache
node_modules/*
Deprecated-Code/BollingerBands/Bollinger-Bands-Indicator-Bot.sln
-25
View File
@@ -1,25 +0,0 @@
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.27130.2027
MinimumVisualStudioVersion = 10.0.40219.1
Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "Project", "Project.njsproj", "{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Release|Any CPU = Release|Any CPU
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.Build.0 = Debug|Any CPU
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Release|Any CPU.ActiveCfg = Release|Any CPU
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Release|Any CPU.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {B4BDAEAF-E863-458A-87C1-CC6D8C490784}
EndGlobalSection
EndGlobal
Deprecated-Code/BollingerBands/Commons.js
-1
View File
@@ -1 +0,0 @@
// Nothing here to run
Deprecated-Code/BollingerBands/LICENSE
-24
View File
@@ -1,24 +0,0 @@
Financial Beings License
Collective Copyright by the Advanced Algos Community
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software including without limitation the rights to use, copy, modify,
merge, publish, distribute and sublicense copies of the Software, and to permit
persons to whom the Software is furnished to do so, subject to the following
conditions:
1. Using, copying, modifying, publishing, distributing and sublicensing rights
are restricted to the Advanced Algos Platform, meaning the rights granted can
only be exercised through the Advanced Algos Service.
2. The above copyright notice and this permission notice shall be included in
all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A
PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
Deprecated-Code/BollingerBands/Multi-Period-Daily/User.Bot.js
-891
View File
@@ -1,891 +0,0 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, FILE_STORAGE) {
const FULL_LOG = true;
const INTENSIVE_LOG = false;
const LOG_FILE_CONTENT = false;
const GMT_SECONDS = ':00.000 GMT+0000';
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
const MODULE_NAME = "User Bot";
const TRADES_FOLDER_NAME = "Trades";
const CANDLES_FOLDER_NAME = "Candles";
const BOLLINGER_BANDS_FOLDER_NAME = "Bollinger-Bands";
const PERCENTAGE_BANDWIDTH_FOLDER_NAME = "Percentage-Bandwidth";
thisObject = {
initialize: initialize,
start: start
};
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let fileStorage = FILE_STORAGE.newFileStorage(logger);
let statusDependencies;
let beginingOfMarket
return thisObject;
function initialize(pStatusDependencies, callBackFunction) {
try {
logger.fileName = MODULE_NAME;
logger.initialize();
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
statusDependencies = pStatusDependencies;
callBackFunction(global.DEFAULT_OK_RESPONSE);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
/*
This process is going to do the following:
Read the candles from Candles Volumes and produce daily files with bollinger bands.
*/
function start(callBackFunction) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let market = bot.market;
/* Context Variables */
let contextVariables = {
lastBandFile: undefined, // Datetime of the last file files sucessfully produced by this process.
firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
maxBandFile: undefined // Datetime of the last file available to be used as an input of this process.
};
let previousDay; // Holds the date of the previous day relative to the processing date.
let processDate; // Holds the processing date.
getContextVariables();
function getContextVariables() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); }
let thisReport;
let reportKey;
let statusReport;
/* We look first for Exchange Raw Data in order to get when the market starts. */
reportKey = "Masters" + "-" + "Exchange-Raw-Data" + "-" + "Historic-OHLCVs"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.beginingOfMarket === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency does not exist."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
/* Second, we get the report from Candles Volumes, to know when the marted ends. */
reportKey = "Masters" + "-" + "Candles-Volumes" + "-" + "Multi-Period-Daily"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency not ready."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.maxBandFile = new Date(thisReport.lastFile.valueOf());
/* Finally we get our own Status Report. */
reportKey = "Masters" + "-" + "Bollinger-Bands" + "-" + "Multi-Period-Daily"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile !== undefined) {
beginingOfMarket = new Date(thisReport.beginingOfMarket);
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastBandFile = new Date(contextVariables.lastBandFile.valueOf() + ONE_DAY_IN_MILISECONDS);
buildBands();
return;
}
contextVariables.lastBandFile = new Date(thisReport.lastFile);
/*
The bands objects needs to be calculated over more than one day in some situations. In order to simplify the calculations we will
always load the last 2 days of candles, and run the calculations on that array.
1. So first we will load the candles file of processDay -1.
2. Secondly we will load the candles file of processDay.
After reading these two files we will add all candles to a unique array.
*/
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile !== undefined"); }
buildBands();
return;
} else {
/*
In the case when there is no status report, we take the date of the file with the first trades as the begining of the market. Then we will
go one day further in time, so that the previous day does fine a file at the begining of the market.
*/
contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastBandFile = new Date(contextVariables.lastBandFile.valueOf() + ONE_DAY_IN_MILISECONDS);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile === undefined"); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> contextVariables.lastBandFile = " + contextVariables.lastBandFile); }
buildBands();
return;
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.stack);
if (err.message === "Cannot read property 'file' of undefined") {
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
}
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildBands() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> Entering function."); }
let n;
processDate = new Date(contextVariables.lastBandFile.valueOf() - 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(processDate.valueOf())
let lastDate = new Date()
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> processDate = " + processDate); }
advanceTime();
function advanceTime() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> advanceTime -> Entering function."); }
processDate = new Date(processDate.valueOf() + ONE_DAY_IN_MILISECONDS);
previousDay = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> advanceTime -> processDate = " + processDate); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> advanceTime -> previousDay = " + previousDay); }
/* Validation that we are not going past the head of the market. */
if (processDate.valueOf() > contextVariables.maxBandFile.valueOf()) {
const logText = "Head of the market found @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> advanceTime -> " + logText); }
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
}
/* Telling the world we are alive and doing well */
let currentDateString = processDate.getUTCFullYear() + '-' + utilities.pad(processDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(processDate.getUTCDate(), 2);
let currentDate = new Date(processDate)
let percentage = global.getPercentage(fromDate, currentDate, lastDate)
bot.processHeartBeat(currentDateString, percentage)
if (global.areEqualDates(currentDate, new Date()) === false) {
logger.newInternalLoop(bot.codeName, bot.process, currentDate, percentage);
}
periodsLoop();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> advanceTime -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function periodsLoop() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> periodsLoop -> Entering function."); }
/*
We will iterate through all posible timeFrames.
*/
n = 0 // loop Variable representing each possible period as defined at the periods array.
loopBody();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function loopBody() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> Entering function."); }
const timeFrame = global.dailyFilePeriods[n][1];
let candles = []; // Here we will put all the candles of the 2 files read.
let previousDayFile;
let processDayFile;
getPreviousDayFile();
function getPreviousDayFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getPreviousDayFile -> Entering function."); }
let dateForPath = previousDay.getUTCFullYear() + '/' + utilities.pad(previousDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(previousDay.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot = 'Project/' + bot.project + "/" + bot.mineType + "/" + bot.dataMine + "/" + "Candles-Volumes" + '/' + bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset
let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + "Multi-Period-Daily" + "/" + timeFrame + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onCurrentDayFileReceived);
function onCurrentDayFileReceived(err, text) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> text = " + text); }
previousDayFile = JSON.parse(text);
getProcessDayFile()
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> market = " + market.baseAsset + '_' + market.quotedAsset);
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function getProcessDayFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getProcessDayFile -> Entering function."); }
let dateForPath = processDate.getUTCFullYear() + '/' + utilities.pad(processDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(processDate.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot = 'Project/' + bot.project + "/" + bot.mineType + "/" + bot.dataMine + "/" + "Candles-Volumes" + '/' + bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset
let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + "Multi-Period-Daily" + "/" + timeFrame + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onCurrentDayFileReceived);
function onCurrentDayFileReceived(err, text) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> text = " + text); }
processDayFile = JSON.parse(text);
buildBands();
} catch (err) {
if (processDate.valueOf() > contextVariables.maxBandFile.valueOf()) {
processDayFile = []; // we are past the head of the market, then no worries if this file is non existent.
buildBands();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> market = " + market.baseAsset + '_' + market.quotedAsset);
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildBands() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> buildBands -> Entering function."); }
addCandlesToSingleArray(previousDayFile);
addCandlesToSingleArray(processDayFile);
calculateBands();
function addCandlesToSingleArray(candlesFile) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> buildBands -> addCandlesToSingleArray -> Entering function."); }
for (let i = 0; i < candlesFile.length; i++) {
let candle = {
open: undefined,
close: undefined,
min: 10000000000000,
max: 0,
begin: undefined,
end: undefined,
direction: undefined
};
candle.min = candlesFile[i][0];
candle.max = candlesFile[i][1];
candle.open = candlesFile[i][2];
candle.close = candlesFile[i][3];
candle.begin = candlesFile[i][4];
candle.end = candlesFile[i][5];
if (candle.open > candle.close) { candle.direction = 'down'; }
if (candle.open < candle.close) { candle.direction = 'up'; }
if (candle.open === candle.close) { candle.direction = 'side'; }
candles.push(candle);
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> buildBands -> addCandlesToSingleArray -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> buildBands -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
}
function calculateBands() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> calculateBands -> Entering function."); }
let bandsArray = [];
let pBArray = [];
let numberOfPeriodsBB = 20;
let numberOfStandardDeviations = 2;
let numberOfPeriodsPB = 10;
/* Building bands */
let band;
for (let i = numberOfPeriodsBB - 1; i < candles.length; i++) { // Go through all the candles to generate a band segment for each of them.
/* Calculating the bollinger bands. */
let movingAverage = 0;
for (let j = i - numberOfPeriodsBB + 1; j < i + 1; j++) { // go through the last n candles to calculate the moving average.
movingAverage = movingAverage + candles[j].close;
}
movingAverage = movingAverage / numberOfPeriodsBB;
let standardDeviation = 0;
for (let j = i - numberOfPeriodsBB + 1; j < i + 1; j++) { // go through the last n candles to calculate the standard deviation.
standardDeviation = standardDeviation + Math.pow(candles[j].close - movingAverage, 2);
}
standardDeviation = standardDeviation / numberOfPeriodsBB;
standardDeviation = Math.sqrt(standardDeviation);
if (standardDeviation === 0) { standardDeviation = 0.000000001; } // This is to prevent a division by zero later.
band = {
begin: candles[i].begin,
end: candles[i].end,
movingAverage: movingAverage,
standardDeviation: standardDeviation,
deviation: standardDeviation * numberOfStandardDeviations
};
/* Will only add to the array the bands of the current day */
if (band.begin >= processDate.valueOf()) { bandsArray.push(band); }
/* Calculating %B */
let lowerBB;
let upperBB;
lowerBB = band.movingAverage - band.deviation;
upperBB = band.movingAverage + band.deviation;
let value = (candles[i].close - lowerBB) / (upperBB - lowerBB) * 100;
/* Moving Average Calculation */
let numberOfPreviousPeriods;
let currentPosition = pBArray.length;
if (currentPosition < numberOfPeriodsPB) { // Avoinding to get into negative array indexes
numberOfPreviousPeriods = currentPosition;
} else {
numberOfPreviousPeriods = numberOfPeriodsPB;
}
movingAverage = 0;
for (let j = currentPosition - numberOfPreviousPeriods; j < currentPosition; j++) { // go through the last numberOfPeriodsPBs to calculate the moving average.
movingAverage = movingAverage + pBArray[j].value;
}
movingAverage = movingAverage + value;
movingAverage = movingAverage / (numberOfPreviousPeriods + 1);
let bandwidth = (upperBB - lowerBB) / band.movingAverage;
let percentageBandwidth = {
begin: candles[i].begin,
end: candles[i].end,
value: value,
movingAverage: movingAverage,
bandwidth: bandwidth
};
/* Will only add to the array the pBs of the current day */
if (percentageBandwidth.begin >= processDate.valueOf()) { pBArray.push(percentageBandwidth); }
}
writeBandsFile(bandsArray, pBArray);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> calculateBands -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
}
function writeBandsFile(pBands, pPB) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < pBands.length; i++) {
let band = pBands[i];
fileContent = fileContent + separator + '[' +
band.begin + "," +
band.end + "," +
band.movingAverage + "," +
band.standardDeviation + "," +
band.deviation + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = processDate.getUTCFullYear() + '/' + utilities.pad(processDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(processDate.getUTCDate(), 2);
let fileName = 'Data.json';
let filePath = bot.filePathRoot + "/Output/" + BOLLINGER_BANDS_FOLDER_NAME + "/" + bot.process + "/" + timeFrame + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> Content written = " + fileContent);
}
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(err);
return;
}
const logText = "[WARN] Finished with File @ " + market.baseAsset + "_" + market.quotedAsset + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> " + logText); }
writePBFile(pPB);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writeBandsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writePBFile(pPercentageBandwidths) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < pPercentageBandwidths.length; i++) {
let pB = pPercentageBandwidths[i];
fileContent = fileContent + separator + '[' +
pB.begin + "," +
pB.end + "," +
pB.value + "," +
pB.movingAverage + "," +
pB.bandwidth + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = processDate.getUTCFullYear() + '/' + utilities.pad(processDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(processDate.getUTCDate(), 2);
let fileName = 'Data.json';
let filePath = bot.filePathRoot + "/Output/" + PERCENTAGE_BANDWIDTH_FOLDER_NAME + "/" + bot.process + "/" + timeFrame + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> Content written = " + fileContent);
}
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> err = " + err.stack);
callBackFunction(err);
return;
}
const logText = "[WARN] Finished with File @ " + market.baseAsset + "_" + market.quotedAsset + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> " + logText); }
controlLoop();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writePBFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function controlLoop() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> controlLoop -> Entering function."); }
n++;
if (n < global.dailyFilePeriods.length) {
loopBody();
} else {
n = 0;
writeDataRanges(onWritten);
function onWritten(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> controlLoop -> onWritten -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> controlLoop -> onWritten -> err = " + err.stack);
callBackFunction(err);
return;
}
writeStatusReport(processDate, advanceTime);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> controlLoop -> onWritten -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> controlLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> err.message = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeDataRanges(callBack) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
writeDataRange(contextVariables.firstTradeFile, processDate, BOLLINGER_BANDS_FOLDER_NAME, onBandsBandsDataRangeWritten);
function onBandsBandsDataRangeWritten(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onBandsBandsDataRangeWritten -> err = " + err.stack);
callBack(err);
return;
}
writeDataRange(contextVariables.firstTradeFile, processDate, PERCENTAGE_BANDWIDTH_FOLDER_NAME, onPercentageBandwidthDataRangeWritten);
function onPercentageBandwidthDataRangeWritten(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onBandsBandsDataRangeWritten -> onPercentageBandwidthDataRangeWritten -> err = " + err.stack);
callBack(err);
return;
}
callBack(global.DEFAULT_OK_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRanges -> err = " + err.stack);
callBack(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeDataRange(pBegin, pEnd, pProductFolder, callBack) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> Entering function."); }
let dataRange = {
begin: pBegin.valueOf(),
end: pEnd.valueOf() + ONE_DAY_IN_MILISECONDS
};
let fileContent = JSON.stringify(dataRange);
let fileName = 'Data.Range.json';
let filePath = bot.filePathRoot + "/Output/" + pProductFolder + "/" + bot.process;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFileCreated -> err = " + err.stack);
callBack(err);
return;
}
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent);
}
callBack(global.DEFAULT_OK_RESPONSE);
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> err = " + err.stack);
callBack(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeStatusReport(lastFileDate, callBack) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); }
try {
let reportKey = "Masters" + "-" + "Bollinger-Bands" + "-" + "Multi-Period-Daily"
let thisReport = statusDependencies.statusReports.get(reportKey);
thisReport.file.lastExecution = bot.processDatetime;
thisReport.file.lastFile = lastFileDate;
thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString()
thisReport.save(callBack);
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> err.message = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
Deprecated-Code/BollingerBands/Multi-Period-Market/User.Bot.js
-495
View File
@@ -1,495 +0,0 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, FILE_STORAGE) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const MODULE_NAME = "User Bot";
const TRADES_FOLDER_NAME = "Trades";
const CANDLES_FOLDER_NAME = "Candles";
const BOLLINGER_BANDS_FOLDER_NAME = "Bollinger-Bands";
const PERCENTAGE_BANDWIDTH_FOLDER_NAME = "Percentage-Bandwidth";
thisObject = {
initialize: initialize,
start: start
};
let statusDependencies;
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let fileStorage = FILE_STORAGE.newFileStorage(logger);
return thisObject;
function initialize(pStatusDependencies, callBackFunction) {
try {
logger.fileName = MODULE_NAME;
logger.initialize();
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
statusDependencies = pStatusDependencies;
callBackFunction(global.DEFAULT_OK_RESPONSE);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
/*
This process is going to do the following:
Read the candles from Candles Volumes and produce the bollinger bands out of them.
*/
function start(callBackFunction) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let market = bot.market;
buildBands();
function buildBands() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> Entering function."); }
try {
let n;
periodsLoop();
function periodsLoop() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> periodsLoop -> Entering function."); }
/*
We will iterate through all posible periods.
*/
n = 0 // loop Variable representing each possible period as defined at the periods array.
loopBody();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function loopBody() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> Entering function."); }
const outputPeriod = global.marketFilesPeriods[n][0];
const timeFrame = global.marketFilesPeriods[n][1];
nextCandleFile();
function nextCandleFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> Entering function."); }
let fileName = "Data.json";
let filePathRoot = 'Project/' + bot.project + "/" + bot.mineType + "/" + bot.dataMine + "/" + "Candles-Volumes" + '/' + bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset
let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrame;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileReceived);
function onFileReceived(err, text) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> text = " + text); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
callBackFunction(err);
return;
}
let marketFile = JSON.parse(text);
let candles = [];
buildCandles();
function buildCandles() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> buildCandles -> Entering function."); }
try {
for (let i = 0; i < marketFile.length; i++) {
let candle = {
open: undefined,
close: undefined,
min: 10000000000000,
max: 0,
begin: undefined,
end: undefined,
direction: undefined
};
candle.min = marketFile[i][0];
candle.max = marketFile[i][1];
candle.open = marketFile[i][2];
candle.close = marketFile[i][3];
candle.begin = marketFile[i][4];
candle.end = marketFile[i][5];
candles.push(candle);
}
buildBands();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> buildCandles -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildBands() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> buildBands -> Entering function."); }
let bandsArray = [];
let pBArray = [];
let numberOfPeriodsBB = 20;
let numberOfStandardDeviations = 2;
let numberOfPeriodsPB = 5;
/* Building bands */
let band;
for (let i = numberOfPeriodsBB - 1; i < candles.length; i++) { // Go through all the candles to generate a band segment for each of them.
let movingAverage = 0;
for (let j = i - numberOfPeriodsBB + 1; j < i + 1; j++) { // go through the last numberOfPeriodsBB candles to calculate the moving average.
movingAverage = movingAverage + candles[j].close;
}
movingAverage = movingAverage / numberOfPeriodsBB;
let standardDeviation = 0;
for (let j = i - numberOfPeriodsBB + 1; j < i + 1; j++) { // go through the last numberOfPeriodsBB candles to calculate the standard deviation.
standardDeviation = standardDeviation + Math.pow (candles[j].close - movingAverage, 2);
}
standardDeviation = standardDeviation / numberOfPeriodsBB;
standardDeviation = Math.sqrt(standardDeviation);
if (standardDeviation === 0) { standardDeviation = 0.000000001; } // This is to prevent a division by zero later.
band = {
begin: candles[i].begin,
end: candles[i].end,
movingAverage: movingAverage,
standardDeviation: standardDeviation,
deviation: standardDeviation * numberOfStandardDeviations
};
bandsArray.push(band);
/* Calculating %B */
let lowerBB;
let upperBB;
lowerBB = band.movingAverage - band.deviation;
upperBB = band.movingAverage + band.deviation;
let value = (candles[i].close - lowerBB) / (upperBB - lowerBB) * 100;
/* Moving Average Calculation */
let numberOfPreviousPeriods;
let currentPosition = pBArray.length;
if (currentPosition < numberOfPeriodsPB) { // Avoinding to get into negative array indexes
numberOfPreviousPeriods = currentPosition;
} else {
numberOfPreviousPeriods = numberOfPeriodsPB;
}
movingAverage = 0;
for (let j = currentPosition - numberOfPreviousPeriods; j < currentPosition; j++) { // go through the last numberOfPeriodsPBs to calculate the moving average.
movingAverage = movingAverage + pBArray[j].value;
}
movingAverage = movingAverage + value;
movingAverage = movingAverage / (numberOfPreviousPeriods + 1);
let bandwidth = (upperBB- lowerBB) / band.movingAverage;
let percentageBandwidth = {
begin: candles[i].begin,
end: candles[i].end,
value: value,
movingAverage: movingAverage,
bandwidth: bandwidth
};
pBArray.push(percentageBandwidth);
}
writeBandsFile(bandsArray, pBArray);
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> buildBands -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeBandsFile(pBands, pPB) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writeBandsFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < pBands.length; i++) {
let band = pBands[i];
fileContent = fileContent + separator + '[' +
band.begin + "," +
band.end + "," +
band.movingAverage + "," +
band.standardDeviation + "," +
band.deviation + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = 'Data.json';
let filePath = bot.filePathRoot + "/Output/" + BOLLINGER_BANDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrame;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writeBandsFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writeBandsFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writeBandsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writeBandsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writeBandsFile -> onFileCreated -> market = " + market.baseAsset + "_" + market.quotedAsset);
callBackFunction(err);
return;
}
writePBFile(pPB);
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writeBandsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writeBandsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writePBFile(pPercentageBandwidths) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writePBFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < pPercentageBandwidths.length; i++) {
let pB = pPercentageBandwidths[i];
fileContent = fileContent + separator + '[' +
pB.begin + "," +
pB.end + "," +
pB.value + "," +
pB.movingAverage + "," +
pB.bandwidth + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = 'Data.json';
let filePath = bot.filePathRoot + "/Output/" + PERCENTAGE_BANDWIDTH_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrame;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writePBFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writePBFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writePBFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writePBFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writePBFile -> onFileCreated -> market = " + market.baseAsset + "_" + market.quotedAsset);
callBackFunction(err);
return;
}
controlLoop();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writePBFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> writePBFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> nextCandleFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function controlLoop() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> controlLoop -> Entering function."); }
n++;
if (n < global.marketFilesPeriods.length) {
loopBody();
} else {
writeStatusReport(callBackFunction);
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> controlLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeStatusReport(callBack) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
try {
let reportKey = "Masters" + "-" + "Bollinger-Bands" + "-" + "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);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
Deprecated-Code/BollingerBands/Project.njsproj
-91
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@@ -1,91 +0,0 @@
<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<SchemaVersion>2.0</SchemaVersion>
<ProjectGuid>{aa2901bc-8f81-40f0-a402-5ca79a3f22ad}</ProjectGuid>
<ProjectHome />
<ProjectView>ShowAllFiles</ProjectView>
<StartupFile>
</StartupFile>
<WorkingDirectory>c:\users\luis\source\repos\AAOlivia\Multi-Period-Market</WorkingDirectory>
<OutputPath>.</OutputPath>
<ProjectTypeGuids>{3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}</ProjectTypeGuids>
<VisualStudioVersion Condition="'$(VisualStudioVersion)' == ''">14.0</VisualStudioVersion>
<VSToolsPath Condition="'$(VSToolsPath)' == ''">$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)</VSToolsPath>
<Name>Project</Name>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)' == 'Debug'" />
<PropertyGroup Condition="'$(Configuration)' == 'Release'" />
<ItemGroup>
<Content Include="package-lock.json" />
<Content Include="package.json" />
<Content Include="README.md" />
<Content Include="logs\Dummy File.txt" />
<Content Include="obj\Debug\AABruce.njsproj.FileListAbsolute.txt" />
<Content Include="obj\Debug\AACarol.njsproj.FileListAbsolute.txt" />
<Content Include="obj\Debug\AACharly.njsproj.FileListAbsolute.txt" />
<Content Include="this.bot.config.json" />
</ItemGroup>
<ItemGroup>
<Folder Include="Multi-Period-Daily\" />
<Folder Include="Multi-Period-Market\" />
<Folder Include="bin" />
<Folder Include="logs" />
<Folder Include="logs\AA Masters" />
<Folder Include="logs\AA Masters\Indicator" />
<Folder Include="logs\AA Masters\Indicator\Bruce" />
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0" />
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0\Multi-Period-Daily-Candles-Volumes" />
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0\One-Min-Daily-Candles-Volumes" />
<Folder Include="obj" />
<Folder Include="obj\Debug" />
</ItemGroup>
<ItemGroup>
<Compile Include="Commons.js" />
<Compile Include="Multi-Period-Daily\User.Bot.js" />
<Compile Include="Multi-Period-Market\User.Bot.js" />
</ItemGroup>
<Import Project="$(MSBuildToolsPath)\Microsoft.Common.targets" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<!--Do not delete the following Import Project. While this appears to do nothing it is a marker for setting TypeScript properties before our import that depends on them.-->
<Import Project="$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\TypeScript\Microsoft.TypeScript.targets" Condition="False" />
<Import Project="$(VSToolsPath)\Node.js Tools\Microsoft.NodejsTools.targets" />
<ProjectExtensions>
<VisualStudio>
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}">
<WebProjectProperties>
<UseIIS>False</UseIIS>
<AutoAssignPort>True</AutoAssignPort>
<DevelopmentServerPort>0</DevelopmentServerPort>
<DevelopmentServerVPath>/</DevelopmentServerVPath>
<IISUrl>http://localhost:48022/</IISUrl>
<NTLMAuthentication>False</NTLMAuthentication>
<UseCustomServer>True</UseCustomServer>
<CustomServerUrl>http://localhost:1337</CustomServerUrl>
<SaveServerSettingsInUserFile>False</SaveServerSettingsInUserFile>
</WebProjectProperties>
</FlavorProperties>
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}" User="">
<WebProjectProperties>
<StartPageUrl>
</StartPageUrl>
<StartAction>CurrentPage</StartAction>
<AspNetDebugging>True</AspNetDebugging>
<SilverlightDebugging>False</SilverlightDebugging>
<NativeDebugging>False</NativeDebugging>
<SQLDebugging>False</SQLDebugging>
<ExternalProgram>
</ExternalProgram>
<StartExternalURL>
</StartExternalURL>
<StartCmdLineArguments>
</StartCmdLineArguments>
<StartWorkingDirectory>
</StartWorkingDirectory>
<EnableENC>False</EnableENC>
<AlwaysStartWebServerOnDebug>False</AlwaysStartWebServerOnDebug>
</WebProjectProperties>
</FlavorProperties>
</VisualStudio>
</ProjectExtensions>
</Project>
Deprecated-Code/BollingerBands/Project.njsproj.user
-6
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@@ -1,6 +0,0 @@
<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="Current" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<LastActiveSolutionConfig>Debug|Any CPU</LastActiveSolutionConfig>
</PropertyGroup>
</Project>
Deprecated-Code/BollingerBands/README.md
-7
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@@ -1,7 +0,0 @@
# I'm Bollinger Bands, an AA i-Bot!
# Disclaimer
THE AA MASTERS BOTS AND THEIR ASSOCIATED PRODUCTS AND SERVICES ARE PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY, SUITABILITY FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT.
IN NO EVENT WILL ADVANCED ALGOS BE LIABLE TO ANY PARTY FOR ANY DIRECT, INDIRECT, SPECIAL OR OTHER CONSEQUENTIAL DAMAGES FOR ANY USE OF THE AACLOUD, THE AA ARENA COMPETITION, THE AA MASTERS BOTS, OR ANY OTHER ASSOCIATED SERVICE OR WEB SITE, INCLUDING, WITHOUT LIMITATION, ANY LOST PROFITS, BUSINESS INTERRUPTION, LOSS OF FUNDS, PROGRAMS OR OTHER DATA OR OTHERWISE, EVEN IF WE ARE EXPRESSLY ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
Deprecated-Code/BollingerBands/package.json
-13
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@@ -1,13 +0,0 @@
{
"name": "AAToma",
"version": "1.0.0",
"description": "",
"main": "index.js",
"scripts": {
"test": "echo \"Error: no test specified\" && exit 1"
},
"author": "Luis-Fernando-Molina",
"license": "ISC",
"dependencies": {
}
}
Deprecated-Code/BollingerBands/this.bot.config.json
-206
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@@ -1,206 +0,0 @@
{
"displayName": "Bollinger Bands",
"codeName": "Bollinger-Bands",
"type": "Indicator Bot",
"version": {
"major": 1,
"minor": 0,
"patch": 0
},
"dataMine": "Masters",
"profilePicture": "Bollinger Bands.png",
"processes": [
{
"name": "Multi-Period-Market",
"description": "Produces a single file for each Time Frame covering all the market.",
"startMode": {
"allMonths": {
"run": "false",
"minYear": "",
"maxYear": ""
},
"oneMonth": {
"run": "false",
"year": "",
"month": ""
},
"noTime": {
"run": "true"
},
"fixedInterval": {
"run": "false",
"interval": 0
}
},
"deadWaitTime": 0,
"normalWaitTime": 0,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"updatesDatasets": [
{
"product": "Bollinger-Bands",
"dataSet": "Multi-Period-Market"
},
{
"product": "Percentage-Bandwidth",
"dataSet": "Multi-Period-Market"
}
],
"statusDependencies": [
{
"dataMine": "Masters",
"bot": "Bollinger-Bands",
"process": "Multi-Period-Market"
},
{
"dataMine": "Masters",
"bot": "Candles-Volumes",
"process": "Multi-Period-Market",
"waitUntilNextUpdate": true
}
]
},
{
"name": "Multi-Period-Daily",
"description": "Produces a Daily File at each Time Frame.",
"startMode": {
"allMonths": {
"run": "false",
"minYear": "",
"maxYear": ""
},
"oneMonth": {
"run": "false",
"year": "",
"month": ""
},
"noTime": {
"run": "true"
},
"fixedInterval": {
"run": "false",
"interval": 0
}
},
"deadWaitTime": 0,
"normalWaitTime": 0,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"updatesDatasets": [
{
"product": "Bollinger-Bands",
"dataSet": "Multi-Period-Daily"
},
{
"product": "Percentage-Bandwidth",
"dataSet": "Multi-Period-Daily"
}
],
"statusDependencies": [
{
"dataMine": "Masters",
"bot": "Exchange-Raw-Data",
"process": "Historic-Trades"
},
{
"dataMine": "Masters",
"bot": "Candles-Volumes",
"process": "Multi-Period-Daily",
"waitUntilNextUpdate": true
},
{
"dataMine": "Masters",
"bot": "Bollinger-Bands",
"process": "Multi-Period-Daily"
}
]
}
],
"products": [
{
"codeName": "Bollinger-Bands",
"displayName": "Bollinger Bands",
"description": "Bollinger Bands",
"storageAccount": "Bollinger-Bands",
"shareWith": "Public",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "Masters/Bollinger-Bands.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Bands/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "Masters/Bollinger-Bands.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Bands/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "Masters/Bollinger-Bands.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Bands/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"dataMine": "Masters",
"codeName": "PlottersBollingerBands",
"moduleName": "BollingerBands"
}
},
{
"codeName": "Percentage-Bandwidth",
"displayName": "Percentage Bandwidth",
"description": "Percentage Bandwidth",
"storageAccount": "Bollinger-Bands",
"shareWith": "Public",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "Masters/Bollinger-Bands.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Percentage-Bandwidth/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "Masters/Bollinger-Bands.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Percentage-Bandwidth/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "Masters/Bollinger-Bands.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Percentage-Bandwidth/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"dataMine": "Masters",
"codeName": "PlottersBollingerBands",
"moduleName": "PercentageBandwidth"
}
}
]
}
Deprecated-Code/CandlesVolumes/.gitattributes
-2
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@@ -1,2 +0,0 @@
# Auto detect text files and perform LF normalization
* text=auto
Deprecated-Code/CandlesVolumes/.gitignore
-11
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@@ -1,11 +0,0 @@
.vs/*
obj/*
bin/*
*.config
*.log
*.cache
node_modules/*
Deprecated-Code/CandlesVolumes/Candles-Volumes-Indicator-Bot.sln
-25
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Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.27130.2027
MinimumVisualStudioVersion = 10.0.40219.1
Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "Project", "Project.njsproj", "{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Release|Any CPU = Release|Any CPU
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.Build.0 = Debug|Any CPU
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Release|Any CPU.ActiveCfg = Release|Any CPU
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Release|Any CPU.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {B4BDAEAF-E863-458A-87C1-CC6D8C490784}
EndGlobalSection
EndGlobal
Deprecated-Code/CandlesVolumes/Commons.js
-1
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@@ -1 +0,0 @@
// Nothing here to run
Deprecated-Code/CandlesVolumes/LICENSE
-24
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@@ -1,24 +0,0 @@
Financial Beings License
Collective Copyright by the Advanced Algos Community
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software including without limitation the rights to use, copy, modify,
merge, publish, distribute and sublicense copies of the Software, and to permit
persons to whom the Software is furnished to do so, subject to the following
conditions:
1. Using, copying, modifying, publishing, distributing and sublicensing rights
are restricted to the Advanced Algos Platform, meaning the rights granted can
only be exercised through the Advanced Algos Service.
2. The above copyright notice and this permission notice shall be included in
all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A
PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
Deprecated-Code/CandlesVolumes/Multi-Period-Daily/User.bot.js
-812
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@@ -1,812 +0,0 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, FILE_STORAGE) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const GMT_SECONDS = ':00.000 GMT+0000';
const GMT_MILI_SECONDS = '.000 GMT+0000';
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
const MODULE_NAME = "User Bot";
const TRADES_FOLDER_NAME = "Trades";
const CANDLES_FOLDER_NAME = "Candles";
const CANDLES_ONE_MIN = "One-Min";
const VOLUMES_FOLDER_NAME = "Volumes";
const VOLUMES_ONE_MIN = "One-Min";
thisObject = {
initialize: initialize,
start: start
};
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let fileStorage = FILE_STORAGE.newFileStorage(logger);
let statusDependencies;
let beginingOfMarket
return thisObject;
function initialize(pStatusDependencies, callBackFunction) {
try {
logger.fileName = MODULE_NAME;
logger.initialize();
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
statusDependencies = pStatusDependencies;
callBackFunction(global.DEFAULT_OK_RESPONSE);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
/*
This process is going to do the following:
Read the candles and volumes from Exchange Raw Data and produce a file for each day and for each period with candles and volumes.
*/
function start(callBackFunction) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let market = bot.market;
/* Context Variables */
let contextVariables = {
lastCandleFile: undefined, // Datetime of the last file files sucessfully produced by this process.
firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
maxCandleFile: undefined // Datetime of the last file available to be used as an input of this process.
};
getContextVariables();
function getContextVariables() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); }
let thisReport;
let reportKey;
let statusReport;
/* We look first for Exchange Raw Data in order to get when the market starts. */
reportKey = "Masters" + "-" + "Exchange-Raw-Data" + "-" + "Historic-OHLCVs"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.beginingOfMarket === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency does not exist."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
/* Second, we get the report from Exchange Raw Data, to know when the marted ends. */
reportKey = "Masters" + "-" + "Exchange-Raw-Data" + "-" + "Historic-OHLCVs"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency not ready."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
/* Finally we get our own Status Report. */
reportKey = "Masters" + "-" + "Candles-Volumes" + "-" + "Multi-Period-Daily"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile !== undefined) {
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running not for the very first time. -> reportKey = " + reportKey);
beginingOfMarket = new Date(thisReport.beginingOfMarket);
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
return;
}
contextVariables.lastCandleFile = new Date(thisReport.lastFile);
/*
Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
*/
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
buildCandles();
return;
} else {
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
return;
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.stack);
if (err.message === "Cannot read property 'file' of undefined") {
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
}
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildCandles() {
try {
let fromDate = new Date(contextVariables.lastCandleFile.valueOf())
let lastDate = new Date()
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> Entering function."); }
let outputCandles;
let outputVolumes;
advanceTime();
function advanceTime() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> Entering function."); }
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> New processing time @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + "."); }
/* Validation that we are not going past the head of the market. */
if (contextVariables.lastCandleFile.valueOf() > contextVariables.maxCandleFile.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> Head of the market found @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + "."); }
callBackFunction(global.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
return;
}
/* Telling the world we are alive and doing well */
let currentDateString = contextVariables.lastCandleFile.getUTCFullYear() + '-' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '-' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let currentDate = new Date(contextVariables.lastCandleFile)
let percentage = global.getPercentage(fromDate, currentDate, lastDate)
bot.processHeartBeat(currentDateString, percentage)
if (global.areEqualDates(currentDate, new Date()) === false) {
logger.newInternalLoop(bot.codeName, bot.process, currentDate, percentage);
}
/*
We prepere the arrays that will accumulate all the information for each output file.
*/
outputCandles = [];
outputVolumes = [];
for (let n = 0; n < global.dailyFilePeriods.length; n++) {
const emptyArray1 = [];
const emptyArray2 = [];
outputCandles.push(emptyArray1);
outputVolumes.push(emptyArray2);
}
periodsLoop();
}
function periodsLoop() {
/*
We will iterate through all posible periods.
*/
let n = 0 // loop Variable representing each possible period as defined at the periods array.
loopBody();
function loopBody() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Entering function."); }
const outputPeriod = global.dailyFilePeriods[n][0];
const timeFrame = global.dailyFilePeriods[n][1];
nextCandleFile();
function nextCandleFile() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> Entering function."); }
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot = 'Project/' + bot.project + "/" + bot.mineType + "/" + bot.dataMine + "/" + "Exchange-Raw-Data" + '/' + bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset
let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileReceived);
logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> getting file at dateForPath = " + dateForPath);
function onFileReceived(err, text) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> text = " + text); }
let candlesFile;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
candlesFile = JSON.parse(text);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
} else {
if (err.message === 'File does not exist.' || err.code === 'The specified key does not exist.') {
logger.write(MODULE_NAME, "[WARN] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Dependency Not Ready -> err = " + err.stack);
logger.write(MODULE_NAME, "[WARN] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
} else {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Received -> err = " + err.stack);
callBackFunction(err);
return;
}
}
const inputCandlesPerdiod = 60 * 1000; // 1 min
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
let totalOutputCandles = inputFilePeriod / outputPeriod;
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
for (let i = 0; i < totalOutputCandles; i++) {
let outputCandle = {
open: 0,
close: 0,
min: 0,
max: 0,
begin: 0,
end: 0
};
let saveCandle = false;
outputCandle.begin = beginingOutputTime + i * outputPeriod;
outputCandle.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
for (let j = 0; j < candlesFile.length; j++) {
let candle = {
open: candlesFile[j][2],
close: candlesFile[j][3],
min: candlesFile[j][0],
max: candlesFile[j][1],
begin: candlesFile[j][4],
end: candlesFile[j][5]
};
/* Here we discard all the candles out of range. */
if (candle.begin >= outputCandle.begin && candle.end <= outputCandle.end) {
if (saveCandle === false) { // this will set the value only once.
outputCandle.open = candle.open;
outputCandle.min = candle.min;
outputCandle.max = candle.max;
}
saveCandle = true;
outputCandle.close = candle.close; // only the last one will be saved
if (candle.min < outputCandle.min) {
outputCandle.min = candle.min;
}
if (candle.max > outputCandle.max) {
outputCandle.max = candle.max;
}
}
}
if (saveCandle === true) { // then we have a valid candle, otherwise it means there were no candles to fill this one in its time range.
outputCandles[n].push(outputCandle);
}
}
nextVolumeFile();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
function nextVolumeFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> Entering function."); }
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot = 'Project/' + bot.project + "/" + bot.mineType + "/" + bot.dataMine + "/" + "Exchange-Raw-Data" + '/' + bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset
let filePath = filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileReceived);
logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> getting file at dateForPath = " + dateForPath);
function onFileReceived(err, text) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> text = " + text); }
let volumesFile;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
volumesFile = JSON.parse(text);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Received -> err = " + err.stack);
callBackFunction(err);
return;
}
const inputVolumesPerdiod = 60 * 1000; // 1 min
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
for (let i = 0; i < totalOutputVolumes; i++) {
let outputVolume = {
buy: 0,
sell: 0,
begin: 0,
end: 0
};
let saveVolume = false;
outputVolume.begin = beginingOutputTime + i * outputPeriod;
outputVolume.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
for (let j = 0; j < volumesFile.length; j++) {
let volume = {
buy: volumesFile[j][0],
sell: volumesFile[j][1],
begin: volumesFile[j][2],
end: volumesFile[j][3]
};
/* Here we discard all the Volumes out of range. */
if (volume.begin >= outputVolume.begin && volume.end <= outputVolume.end) {
saveVolume = true;
outputVolume.buy = outputVolume.buy + volume.buy;
outputVolume.sell = outputVolume.sell + volume.sell;
}
}
if (saveVolume === true) {
outputVolumes[n].push(outputVolume);
}
}
writeFiles(outputCandles[n], outputVolumes[n], timeFrame, controlLoop);
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
function controlLoop() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> controlLoop -> Entering function."); }
n++;
if (n < global.dailyFilePeriods.length) {
loopBody();
} else {
writeDataRanges(onWritten);
function onWritten(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> controlLoop -> onWritten -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onCandlesDataRangeWritten -> err = " + err.stack);
callBack(err);
return;
}
writeStatusReport(contextVariables.lastCandleFile, advanceTime);
}
}
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeFiles(candles, volumes, timeFrame, callBack) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> Entering function."); }
/*
Here we will write the contents of the Candles and Volumens files.
*/
try {
writeCandles();
function writeCandles() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < candles.length; i++) {
let candle = candles[i];
fileContent = fileContent + separator + '[' + candles[i].min + "," + candles[i].max + "," + candles[i].open + "," + candles[i].close + "," + candles[i].begin + "," + candles[i].end + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = 'Data.json';
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> creating file at filePath = " + filePath);
function onFileCreated(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> onFileCreated -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> writeCandles -> onFileCreated -> err = " + err.stack);
callBackFunction(err);
return;
}
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> onFileCreated -> Content written = " + fileContent);
}
logger.write(MODULE_NAME, "[WARN] start -> writeFiles -> writeCandles -> onFileCreated -> Finished with File @ " + market.baseAsset + "_" + market.quotedAsset + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName);
writeVolumes();
}
}
function writeVolumes() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < volumes.length; i++) {
let candle = volumes[i];
fileContent = fileContent + separator + '[' + volumes[i].buy + "," + volumes[i].sell + "," + volumes[i].begin + "," + volumes[i].end + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = 'Data.json';
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> creating file at filePath = " + filePath);
function onFileCreated(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> onFileCreated -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> writeVolumes -> onFileCreated -> err = " + err.stack);
callBackFunction(err);
return;
}
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> onFileCreated -> Content written = " + fileContent);
}
logger.write(MODULE_NAME, "[WARN] start -> writeFiles -> writeVolumes -> onFileCreated -> Finished with File @ " + market.baseAsset + "_" + market.quotedAsset + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName);
callBack();
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeDataRanges(callBack) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
writeDataRange(contextVariables.firstTradeFile, contextVariables.lastCandleFile, CANDLES_FOLDER_NAME, onCandlesDataRangeWritten);
function onCandlesDataRangeWritten(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onCandlesDataRangeWritten -> err = " + err.stack);
callBack(err);
return;
}
writeDataRange(contextVariables.firstTradeFile, contextVariables.lastCandleFile, VOLUMES_FOLDER_NAME, onVolumeDataRangeWritten);
function onVolumeDataRangeWritten(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] writeDataRanges -> writeDataRanges -> onVolumeDataRangeWritten -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onVolumeDataRangeWritten -> err = " + err.stack);
callBack(err);
return;
}
callBack(global.DEFAULT_OK_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRanges -> err = " + err.stack);
callBack(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeDataRange(pBegin, pEnd, pProductFolder, callBack) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> Entering function."); }
let dataRange = {
begin: pBegin.valueOf(),
end:pEnd.valueOf() + ONE_DAY_IN_MILISECONDS
};
let fileContent = JSON.stringify(dataRange);
let fileName = 'Data.Range.json';
let filePath = bot.filePathRoot + "/Output/" + pProductFolder + "/" + bot.process;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFileCreated -> err = " + err.stack);
callBack(err);
return;
}
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent);
}
let key = bot.dataMine + "-" + bot.codeName + "-" + pProductFolder + "-" + bot.exchange + "-" + bot.market.baseAsset + '/' + bot.market.quotedAsset
let event = {
dateRange: dataRange
}
global.EVENT_SERVER_CLIENT.raiseEvent(key, 'Data Range Updated', event)
callBack(global.DEFAULT_OK_RESPONSE);
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> err = " + err.stack);
callBack(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeStatusReport(lastFileDate, callBack) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); }
try {
let reportKey = "Masters" + "-" + "Candles-Volumes" + "-" + "Multi-Period-Daily"
let thisReport = statusDependencies.statusReports.get(reportKey);
thisReport.file.lastExecution = bot.processDatetime;
thisReport.file.lastFile = lastFileDate;
thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString()
thisReport.save(callBack);
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] 'Start' - ERROR : " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
Deprecated-Code/CandlesVolumes/Multi-Period-Market/User.bot.js
-929
View File
@@ -1,929 +0,0 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, FILE_STORAGE) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const GMT_SECONDS = ':00.000 GMT+0000';
const GMT_MILI_SECONDS = '.000 GMT+0000';
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
const MODULE_NAME = "User Bot";
const TRADES_FOLDER_NAME = "Trades";
const CANDLES_FOLDER_NAME = "Candles";
const CANDLES_ONE_MIN = "One-Min";
const VOLUMES_FOLDER_NAME = "Volumes";
const VOLUMES_ONE_MIN = "One-Min";
thisObject = {
initialize: initialize,
start: start
};
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let fileStorage = FILE_STORAGE.newFileStorage(logger);
let statusDependencies;
let beginingOfMarket
return thisObject;
function initialize(pStatusDependencies, callBackFunction) {
try {
logger.fileName = MODULE_NAME;
logger.initialize();
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
statusDependencies = pStatusDependencies;
callBackFunction(global.DEFAULT_OK_RESPONSE);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
/*
This process is going to do the following:
Read the candles and volumes from Exchange Raw Data and produce a single Index File for Market Period. But this is the situation:
Exchange Raw Data has a dataset organized with daily files with candles of 1 min. Candles Volumes is writting in this process a single file for each timeFrame for the whole market.
Everytime this process run, must be able to resume its job and process everything pending until reaching the head of the market. So the tactic to do this is the
following:
1. First we need to read the last file written by this process, and load all the information into in-memory arrays. We will then append to this arrays the new
information we will get from Exchange Raw Data.
2. We know from out status report which was the last DAY we processed from Exchange Raw Data, but we must be carefull, because that day mightn not have been complete, if the
last run found the head of the market. That means that we have to be carefull not to append candles that are already there. To simplify what we do is to discard
all candles of the last processed day, and then we can process that full day again adding all the candles.
*/
function start(callBackFunction) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let market = bot.market;
/* Context Variables */
let contextVariables = {
lastCandleFile: undefined, // Datetime of the last file files sucessfully produced by this process.
firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
maxCandleFile: undefined // Datetime of the last file available to be used as an input of this process.
};
getContextVariables();
function getContextVariables() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); }
let thisReport;
let reportKey;
let statusReport;
/* We look first for Exchange Raw Data in order to get when the market starts. */
reportKey = "Masters" + "-" + "Exchange-Raw-Data" + "-" + "Historic-OHLCVs"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.beginingOfMarket === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency does not exist."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
/* Second, we get the report from Exchange Raw Data, to know when the marted ends. */
reportKey = "Masters" + "-" + "Exchange-Raw-Data" + "-" + "Historic-OHLCVs"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency not ready."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
/* Finally we get our own Status Report. */
reportKey = "Masters" + "-" + "Candles-Volumes" + "-" + "Multi-Period-Market"
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile !== undefined) {
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running not for the very first time. -> reportKey = " + reportKey);
beginingOfMarket = new Date(thisReport.beginingOfMarket);
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
return;
}
contextVariables.lastCandleFile = new Date(thisReport.lastFile);
/*
Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
*/
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
findPreviousContent();
return;
} else {
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
return;
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.stack);
if (err.message === "Cannot read property 'file' of undefined") {
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> Double check that you are not running a process that only can be run at noTime mode at a certain month when it is not prepared to do so.");
}
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function findPreviousContent() {
/*
This is where we read the current files we have produced at previous runs of this same process. We just read all the content and organize it
in arrays and keep them in memory.
*/
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> Entering function."); }
let n = 0 // loop Variable representing each possible period as defined at the periods array.
let allPreviousCandles = [];
let allPreviousVolumes = [];
loopBody();
function loopBody() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> Entering function."); }
let timeFrame = global.marketFilesPeriods[n][1];
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> timeFrame = " + timeFrame); }
let previousCandles;
let previousVolumes;
getCandles();
function getCandles() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getCandles -> Entering function."); }
let fileName = 'Data.json';
let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileReceived);
logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getCandles -> getting file.");
function onFileReceived(err, text) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> text = " + text); }
let candlesFile;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
candlesFile = JSON.parse(text);
previousCandles = candlesFile;
getVolumes();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> fileName = " + fileName);
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> err = " + err.stack);
callBackFunction(err);
}
}
}
function getVolumes() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> Entering function."); }
let fileName = 'Data.json';
let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileReceived);
logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> getting file.");
function onFileReceived(err, text) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> text = " + text); }
let volumesFile;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
volumesFile = JSON.parse(text);
previousVolumes = volumesFile;
allPreviousCandles.push(previousCandles);
allPreviousVolumes.push(previousVolumes);
controlLoop();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> fileName = " + fileName);
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> err = " + err.stack);
callBackFunction(err);
}
}
}
}
function controlLoop() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> controlLoop -> Entering function."); }
n++;
if (n < global.marketFilesPeriods.length) {
loopBody();
} else {
buildCandles(allPreviousCandles, allPreviousVolumes);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> findPreviousContent -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildCandles(allPreviousCandles, allPreviousVolumes) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> Entering function."); }
let fromDate = new Date(contextVariables.lastCandleFile.valueOf())
let lastDate = new Date()
/*
Firstly we prepere the arrays that will accumulate all the information for each output file.
*/
let outputCandles = [];
let outputVolumes = [];
for (let n = 0; n < global.marketFilesPeriods.length; n++) {
const emptyArray1 = [];
const emptyArray2 = [];
outputCandles.push(emptyArray1);
outputVolumes.push(emptyArray2);
}
advanceTime();
function advanceTime() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> Entering function."); }
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> New processing time @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + "."); }
/* Validation that we are not going past the head of the market. */
if (contextVariables.lastCandleFile.valueOf() > contextVariables.maxCandleFile.valueOf()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> Head of the market found @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + "."); }
callBackFunction(global.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
return;
}
/* Telling the world we are alive and doing well */
let currentDateString = contextVariables.lastCandleFile.getUTCFullYear() + '-' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '-' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let currentDate = new Date(contextVariables.lastCandleFile)
let percentage = global.getPercentage(fromDate, currentDate, lastDate)
bot.processHeartBeat(currentDateString, percentage)
if (global.areEqualDates(currentDate, new Date()) === false) {
logger.newInternalLoop(bot.codeName, bot.process, currentDate, percentage);
}
periodsLoop();
}
function periodsLoop() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> Entering function."); }
/*
We will iterate through all posible periods.
*/
let n = 0 // loop Variable representing each possible period as defined at the periods array.
loopBody();
function loopBody() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Entering function."); }
let previousCandles;
let previousVolumes;
if (allPreviousCandles !== undefined) {
previousCandles = allPreviousCandles[n];
previousVolumes = allPreviousVolumes[n];
}
const outputPeriod = global.marketFilesPeriods[n][0];
const timeFrame = global.marketFilesPeriods[n][1];
/*
Here we are inside a Loop that is going to advance 1 day at the time, at each pass, will ready one of Exchange Raw Data's daily files and
add all its candles to our in memory arrays. At the first iteration of this loop, we will add the candles that we are carrying
from our previous run, the ones we already have in-memory. You can see below how we discard from those candles the ones that
are belonging to the first day we are processing at this run, that it is exactly the same as the last day processed the privious
run. By discarding these candles, we are ready to run after that standard function that will just add ALL the candles found each
day at Exchange Raw Data.
*/
if (previousCandles !== undefined) {
for (let i = 0; i < previousCandles.length; i++) {
let candle = {
open: previousCandles[i][2],
close: previousCandles[i][3],
min: previousCandles[i][0],
max: previousCandles[i][1],
begin: previousCandles[i][4],
end: previousCandles[i][5]
};
if (candle.end < contextVariables.lastCandleFile.valueOf()) {
outputCandles[n].push(candle);
} else {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Candle # " + i + " @ " + timeFrame + " discarded for closing past the current process time."); }
}
}
allPreviousCandles[n] = []; // erasing these so as not to duplicate them.
}
if (previousVolumes !== undefined) {
for (let i = 0; i < previousVolumes.length; i++) {
let volume = {
begin: previousVolumes[i][2],
end: previousVolumes[i][3],
buy: previousVolumes[i][0],
sell: previousVolumes[i][1]
};
if (volume.end < contextVariables.lastCandleFile.valueOf()) {
outputVolumes[n].push(volume);
} else {
if (FULL_LOG === true) {logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Volume # " + i + " @ " + timeFrame + " discarded for closing past the current process time."); }
}
}
allPreviousVolumes[n] = []; // erasing these so as not to duplicate them.
}
/*
From here on is where every iteration of the loop fully runs. Here is where we read Exchange Raw Data's files and add their content to whatever
we already have in our arrays in-memory. In this way the process will run as many days needed and it should only stop when it reaches
the head of the market.
*/
nextCandleFile();
function nextCandleFile() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> Entering function."); }
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot = 'Project/' + bot.project + "/" + bot.mineType + "/" + bot.dataMine + "/" + "Exchange-Raw-Data" + '/' + bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset
let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileReceived);
logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> getting file at dateForPath = " + dateForPath);
function onFileReceived(err, text) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> text = " + text); }
let candlesFile;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
candlesFile = JSON.parse(text);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
} else {
if (err.message === 'File does not exist.' || err.code === 'The specified key does not exist.') {
logger.write(MODULE_NAME, "[WARN] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Dependency Not Ready -> err = " + JSON.stringify(err));
logger.write(MODULE_NAME, "[WARN] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
} else {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Received -> err = " + err.stack);
callBackFunction(err);
return;
}
}
const inputCandlesPerdiod = 60 * 1000; // 1 min
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
let totalOutputCandles = inputFilePeriod / outputPeriod; // this should be 2 in this case.
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
/*
The algorithm that follows is going to agregate candles of 1 min timeFrame read from Exchange Raw Data, into candles of each timeFrame
that Candles Volumes generates. For market files those timePediods goes from 1h to 24hs.
*/
for (let i = 0; i < totalOutputCandles; i++) {
let outputCandle = {
open: 0,
close: 0,
min: 0,
max: 0,
begin: 0,
end: 0
};
let saveCandle = false;
outputCandle.begin = beginingOutputTime + i * outputPeriod;
outputCandle.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
for (let j = 0; j < candlesFile.length; j++) {
let candle = {
open: candlesFile[j][2],
close: candlesFile[j][3],
min: candlesFile[j][0],
max: candlesFile[j][1],
begin: candlesFile[j][4],
end: candlesFile[j][5]
};
/* Here we discard all the candles out of range. */
if (candle.begin >= outputCandle.begin && candle.end <= outputCandle.end) {
if (saveCandle === false) { // this will set the value only once.
outputCandle.open = candle.open;
outputCandle.min = candle.min;
outputCandle.max = candle.max;
}
saveCandle = true;
outputCandle.close = candle.close; // only the last one will be saved
if (candle.min < outputCandle.min) {
outputCandle.min = candle.min;
}
if (candle.max > outputCandle.max) {
outputCandle.max = candle.max;
}
}
}
if (saveCandle === true) { // then we have a valid candle, otherwise it means there were no candles to fill this one in its time range.
outputCandles[n].push(outputCandle);
}
}
nextVolumeFile();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
function nextVolumeFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> Entering function."); }
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot = 'Project/' + bot.project + "/" + bot.mineType + "/" + bot.dataMine + "/" + "Exchange-Raw-Data" + '/' + bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset
let filePath = filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileReceived);
logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> getting file at dateForPath = " + dateForPath);
function onFileReceived(err, text) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> text = " + text); }
let volumesFile;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
volumesFile = JSON.parse(text);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Received -> err = " + err.stack);
callBackFunction(err);
return;
}
const inputVolumesPerdiod = 60 * 1000; // 1 min
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
for (let i = 0; i < totalOutputVolumes; i++) {
let outputVolume = {
buy: 0,
sell: 0,
begin: 0,
end: 0
};
let saveVolume = false;
outputVolume.begin = beginingOutputTime + i * outputPeriod;
outputVolume.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
for (let j = 0; j < volumesFile.length; j++) {
let volume = {
buy: volumesFile[j][0],
sell: volumesFile[j][1],
begin: volumesFile[j][2],
end: volumesFile[j][3]
};
/* Here we discard all the Volumes out of range. */
if (volume.begin >= outputVolume.begin && volume.end <= outputVolume.end) {
saveVolume = true;
outputVolume.buy = outputVolume.buy + volume.buy;
outputVolume.sell = outputVolume.sell + volume.sell;
}
}
if (saveVolume === true) {
outputVolumes[n].push(outputVolume);
}
}
writeFiles(outputCandles[n], outputVolumes[n], timeFrame, controlLoop);
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
function controlLoop() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> controlLoop -> Entering function."); }
n++;
if (n < global.marketFilesPeriods.length) {
loopBody();
} else {
writeStatusReport(contextVariables.lastCandleFile, advanceTime);
}
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeFiles(candles, volumes, timeFrame, callBack) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> Entering function."); }
/*
Here we will write the contents of the Candles and Volumens files.
*/
try {
writeCandles();
function writeCandles() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < candles.length; i++) {
let candle = candles[i];
fileContent = fileContent + separator + '[' + candles[i].min + "," + candles[i].max + "," + candles[i].open + "," + candles[i].close + "," + candles[i].begin + "," + candles[i].end + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = 'Data.json';
let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> creating file at filePath = " + filePath);
function onFileCreated(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> onFileCreated -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> writeCandles -> onFileCreated -> err = " + err.stack);
callBackFunction(err);
return;
}
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> onFileCreated -> Content written = " + fileContent);
}
logger.write(MODULE_NAME, "[WARN] start -> writeFiles -> writeCandles -> onFileCreated -> Finished with File @ " + market.baseAsset + "_" + market.quotedAsset + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName );
writeVolumes();
}
}
function writeVolumes() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < volumes.length; i++) {
let candle = volumes[i];
fileContent = fileContent + separator + '[' + volumes[i].buy + "," + volumes[i].sell + "," + volumes[i].begin + "," + volumes[i].end + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = 'Data.json';
let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> creating file at filePath = " + filePath);
function onFileCreated(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> onFileCreated -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> writeVolumes -> onFileCreated -> err = " + err.stack);
callBackFunction(err);
return;
}
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> onFileCreated -> Content written = " + fileContent);
}
logger.write(MODULE_NAME, "[WARN] start -> writeFiles -> writeVolumes -> onFileCreated -> Finished with File @ " + market.baseAsset + "_" + market.quotedAsset + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName);
callBack();
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeStatusReport(lastFileDate, callBack) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); }
try {
let reportKey = "Masters" + "-" + "Candles-Volumes" + "-" + "Multi-Period-Market"
let thisReport = statusDependencies.statusReports.get(reportKey);
thisReport.file.lastExecution = bot.processDatetime;
thisReport.file.lastFile = lastFileDate;
thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString()
thisReport.save(callBack);
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
Deprecated-Code/CandlesVolumes/Project.njsproj
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<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<SchemaVersion>2.0</SchemaVersion>
<ProjectGuid>{aa2901bc-8f81-40f0-a402-5ca79a3f22ad}</ProjectGuid>
<ProjectHome />
<ProjectView>ShowAllFiles</ProjectView>
<StartupFile>
</StartupFile>
<WorkingDirectory>c:\users\luis\source\repos\AAOlivia\Multi-Period-Market</WorkingDirectory>
<OutputPath>.</OutputPath>
<ProjectTypeGuids>{3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}</ProjectTypeGuids>
<VisualStudioVersion Condition="'$(VisualStudioVersion)' == ''">14.0</VisualStudioVersion>
<VSToolsPath Condition="'$(VSToolsPath)' == ''">$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)</VSToolsPath>
<Name>Project</Name>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)' == 'Debug'" />
<PropertyGroup Condition="'$(Configuration)' == 'Release'" />
<ItemGroup>
<Compile Include="Commons.js">
<SubType>Code</SubType>
</Compile>
<Compile Include="Multi-Period-Daily\User.Bot.js" />
<Compile Include="Multi-Period-Market\User.Bot.js" />
<Content Include="obj\Debug\AABruce.njsproj.FileListAbsolute.txt" />
<Content Include="obj\Debug\AACarol.njsproj.FileListAbsolute.txt" />
<Content Include="obj\Debug\AACharly.njsproj.FileListAbsolute.txt" />
<Content Include="this.bot.config.json" />
</ItemGroup>
<ItemGroup>
<Folder Include="Multi-Period-Daily\" />
<Folder Include="Multi-Period-Market\" />
<Folder Include="bin" />
<Folder Include="obj" />
<Folder Include="obj\Debug" />
</ItemGroup>
<Import Project="$(MSBuildToolsPath)\Microsoft.Common.targets" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<!--Do not delete the following Import Project. While this appears to do nothing it is a marker for setting TypeScript properties before our import that depends on them.-->
<Import Project="$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\TypeScript\Microsoft.TypeScript.targets" Condition="False" />
<Import Project="$(VSToolsPath)\Node.js Tools\Microsoft.NodejsTools.targets" />
<ProjectExtensions>
<VisualStudio>
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}">
<WebProjectProperties>
<UseIIS>False</UseIIS>
<AutoAssignPort>True</AutoAssignPort>
<DevelopmentServerPort>0</DevelopmentServerPort>
<DevelopmentServerVPath>/</DevelopmentServerVPath>
<IISUrl>http://localhost:48022/</IISUrl>
<NTLMAuthentication>False</NTLMAuthentication>
<UseCustomServer>True</UseCustomServer>
<CustomServerUrl>http://localhost:1337</CustomServerUrl>
<SaveServerSettingsInUserFile>False</SaveServerSettingsInUserFile>
</WebProjectProperties>
</FlavorProperties>
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}" User="">
<WebProjectProperties>
<StartPageUrl>
</StartPageUrl>
<StartAction>CurrentPage</StartAction>
<AspNetDebugging>True</AspNetDebugging>
<SilverlightDebugging>False</SilverlightDebugging>
<NativeDebugging>False</NativeDebugging>
<SQLDebugging>False</SQLDebugging>
<ExternalProgram>
</ExternalProgram>
<StartExternalURL>
</StartExternalURL>
<StartCmdLineArguments>
</StartCmdLineArguments>
<StartWorkingDirectory>
</StartWorkingDirectory>
<EnableENC>False</EnableENC>
<AlwaysStartWebServerOnDebug>False</AlwaysStartWebServerOnDebug>
</WebProjectProperties>
</FlavorProperties>
</VisualStudio>
</ProjectExtensions>
</Project>
Deprecated-Code/CandlesVolumes/Project.njsproj.user
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@@ -1,6 +0,0 @@
<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="Current" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<LastActiveSolutionConfig>Debug|Any CPU</LastActiveSolutionConfig>
</PropertyGroup>
</Project>
Deprecated-Code/CandlesVolumes/README.md
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# Olivia
Olivia is a middle level Indicator bot that has as an input cnadles and volumes daily files and outputs 2 different datasets at different time-periods also of candles and volumnes.
## Multi Period Daily
This process generates files containing 1 day of candles or volumes each.
### Start Mode
This process runs every 1 minute under noTime start mode.
```
"startMode": {
"noTime": {
"run": "true"
}
}
```
## Multi Period Market
This process generates files containing candles or volumes for the whole history of the market.
### Start Mode
This process runs every 1 minute under noTime start mode.
```
"startMode": {
"noTime": {
"run": "true"
}
}
```
## Output
Several datasets are produced:
* One with candles at 1, 2, 3, 4, 5, 10, 15, 20, 30, 45 minutes resolution;
* One with candles at 1, 2, 3, 4, 6, 8, 12, 24 hours resolution;
* One with volumes at 1, 2, 3, 4, 5, 10, 15, 20, 30, 45 minutes resolution;
* One with volumes at 1, 2, 3, 4, 6, 8, 12, 24 hours resolution.
### Ideal for
Output datasets are the base for most common indicators and they become available at multiple resolution levels.
### Details
| **Name** | **Type** | **Version** | **Release Date** | **Current dataSet** |
|----------|----------|----------|----------|----------|
| Olivia | Indicator | 1.0 | 28 Feb 2018 | dataSet.V1 |
# Products
## Dataset 1: Daily Candles in Resolutions Below 1 hour
### Current Dataset
* **Folder Structure Tree**: Output > Candles > Multi-Period-Daily > (01-min | 02-min | 03-min | 04-min | 05-min | 10-min | 15-min | 20-min | 30-min | 45-min) > Year > Month > Day
* **Files Structure**: One .json file stored at the Day level of the Folder Tree Structure
* **In-File Record Structure**:
* Minimum, decimal;
* Maximum, decimal;
* Open, decimal;
* Close, decimal;
* Begin, decimal;
* End, decimal;
* **In-File Record Example**:
* [[10194.64038378,10308.25665115,10261.25665108,10236.90000135,1517443200000,1517443799999],[10236.90000135,10300.680924,10236.90000229,10288.10043292,1517443800000,1517444399999], ... ,[10288.10043292,10367.78412393,10288.10043293,10309.00000025,1517444400000,1517444999999],[10201.97490283,10367.78412393,10309.00000025,10201.97490283,1517445000000,1517445599999]]
## Dataset 2: All-time, Market-long Candles in Resolutions Between 1 and 24 Hours
### Current Dataset
* **Folder Structure Tree**: Output > Candles > Multi-Period-Market > (01-hs| 02-hs | 03-hs | 04-hs | 06-hs | 08-hs | 12-hs | 24-hs)
* **Files Structure**: One .json file stored at the deepest level of the Folder Tree Structure
* **In-File Record Structure**:
* Minimum, decimal;
* Maximum, decimal;
* Open, decimal;
* Close, decimal;
* Begin, decimal;
* End, decimal;
* **In-File Record Example**:
* [[10194.64038378,10308.25665115,10261.25665108,10236.90000135,1517443200000,1517443799999],[10236.90000135,10300.680924,10236.90000229,10288.10043292,1517443800000,1517444399999], ... ,[10288.10043292,10367.78412393,10288.10043293,10309.00000025,1517444400000,1517444999999],[10201.97490283,10367.78412393,10309.00000025,10201.97490283,1517445000000,1517445599999]]
## Dataset 3: Daily Volumes in Resolutions Below 1 hour
### Current Dataset
* **Folder Structure Tree**: Output > Volumes > Multi-Period-Daily > (01-min | 02-min | 03-min | 04-min | 05-min | 10-min | 15-min | 20-min | 30-min | 45-min) > Year > Month > Day
* **Files Structure**: One .json file stored at the Day level of the Folder Tree Structure
* **In-File Record Structure**:
* Buy Volume, decimal;
* Sell Volume, decimal;
* Open Volume, decimal;
* Close Volume, decimal
* **In-File Record Example**:
* [[33271.902671610005,13940.15380426,1514764800000,1514764859999],[15312.391007760001,18734.01756361,1514764860000,1514764919999], ... ,[16261.87486184,2788.53802902,1514764920000,1514764979999],[513.24710259,9896.328325810004,1514764980000,1514765039999]]
## Dataset 4: All-time, Market-long Volumes in Resolutions Between 1 and 24 Hours
### Current Dataset
* **Folder Structure Tree**: Output > Volumes > Multi-Period-Market > (01-hs| 02-hs | 03-hs | 04-hs | 06-hs | 08-hs | 12-hs | 24-hs) >
* **Files Structure**: One .json file stored at the deepest level of the Folder Tree Structure
* **In-File Record Structure**:
* Buy Volume, decimal;
* Sell Volume, decimal;
* Open Volume, decimal;
* Close Volume, decimal
* **In-File Record Example**:
* [[33271.902671610005,13940.15380426,1514764800000,1514764859999],[15312.391007760001,18734.01756361,1514764860000,1514764919999], ... ,[16261.87486184,2788.53802902,1514764920000,1514764979999],[513.24710259,9896.328325810004,1514764980000,1514765039999]]
### Compatible Plotters
[AAMasters Plotters-Candles-Volumes](https://github.com/AAMasters/Plotters-Candles-Volumes)
### Dependencies
[AAMasters Charly](https://github.com/AAMasters/AACharly-Extraction-Bot)
[AAMasters Bruce](https://github.com/AAMasters/AABruce-Indicator-Bot)
# Disclaimer
THE AA MASTERS BOTS AND THEIR ASSOCIATED PRODUCTS AND SERVICES ARE PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY, SUITABILITY FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT.
IN NO EVENT WILL ADVANCED ALGOS BE LIABLE TO ANY PARTY FOR ANY DIRECT, INDIRECT, SPECIAL OR OTHER CONSEQUENTIAL DAMAGES FOR ANY USE OF THE AACLOUD, THE AA ARENA COMPETITION, THE AA MASTERS BOTS, OR ANY OTHER ASSOCIATED SERVICE OR WEB SITE, INCLUDING, WITHOUT LIMITATION, ANY LOST PROFITS, BUSINESS INTERRUPTION, LOSS OF FUNDS, PROGRAMS OR OTHER DATA OR OTHERWISE, EVEN IF WE ARE EXPRESSLY ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
Deprecated-Code/CandlesVolumes/package.json
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{
"name": "AAOlivia",
"version": "1.0.0",
"description": "",
"main": "index.js",
"scripts": {
"test": "echo \"Error: no test specified\" && exit 1"
},
"author": "Luis-Fernando-Molina",
"license": "ISC",
"dependencies": {}
}
Deprecated-Code/CandlesVolumes/this.bot.config.json
-204
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@@ -1,204 +0,0 @@
{
"displayName": "Candles Volumes",
"codeName": "Candles-Volumes",
"type": "Indicator Bot",
"dataMine": "Masters",
"processes": [
{
"name": "Multi-Period-Market",
"description": "Produces different files with multi-period candles and volumes for entire markets.",
"startMode": {
"allMonths": {
"run": "false",
"minYear": "",
"maxYear": ""
},
"oneMonth": {
"run": "false",
"year": "",
"month": ""
},
"noTime": {
"run": "true"
},
"fixedInterval": {
"run": "false",
"interval": 0
}
},
"deadWaitTime": 0,
"normalWaitTime": 0,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"updatesDatasets": [
{
"product": "Candles",
"dataSet": "Multi-Period-Market"
},
{
"product": "Volumes",
"dataSet": "Multi-Period-Market"
}
],
"statusDependencies": [
{
"dataMine": "Masters",
"bot": "Exchange-Raw-Data",
"process": "Historic-OHLCVs"
},
{
"dataMine": "Masters",
"bot": "Exchange-Raw-Data",
"process": "Historic-OHLCVs",
"dataSetSection": "Month",
"waitUntilNextUpdate": true
},
{
"dataMine": "Masters",
"bot": "Candles-Volumes",
"process": "Multi-Period-Market"
}
]
},
{
"name": "Multi-Period-Daily",
"description": "Produces different files with multi-period candles and volumes on a daily format.",
"startMode": {
"allMonths": {
"run": "false",
"minYear": "",
"maxYear": ""
},
"oneMonth": {
"run": "false",
"year": "",
"month": ""
},
"noTime": {
"run": "true"
},
"fixedInterval": {
"run": "false",
"interval": 0
}
},
"deadWaitTime": 0,
"normalWaitTime": 0,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"updatesDatasets": [
{
"product": "Candles",
"dataSet": "Multi-Period-Daily"
},
{
"product": "Volumes",
"dataSet": "Multi-Period-Daily"
}
],
"statusDependencies": [
{
"dataMine": "Masters",
"bot": "Exchange-Raw-Data",
"process": "Historic-OHLCVs"
},
{
"dataMine": "Masters",
"bot": "Exchange-Raw-Data",
"process": "Historic-OHLCVs",
"dataSetSection": "Month",
"waitUntilNextUpdate": true
},
{
"dataMine": "Masters",
"bot": "Candles-Volumes",
"process": "Multi-Period-Daily"
}
]
}
],
"products": [
{
"codeName": "Candles",
"displayName": "Candles",
"description": "Two sets of files per period that contains candles.",
"storageAccount": "Candles-Volumes",
"shareWith": "Public",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "Masters/Candles-Volumes.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candles/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "Masters/Candles-Volumes.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "Masters/Candles-Volumes.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candles/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"dataMine": "Masters",
"codeName": "PlottersCandlesVolumes",
"moduleName": "Candles"
}
},
{
"codeName": "Volumes",
"displayName": "Buy and Sell Volumes",
"description": "Two sets of files per period that contains buy and sell volumes.",
"storageAccount": "Candles-Volumes",
"shareWith": "Public",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "Masters/Candles-Volumes.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volumes/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "Masters/Candles-Volumes.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volumes/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "Masters/Candles-Volumes.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volumes/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"dataMine": "Masters",
"codeName": "PlottersCandlesVolumes",
"moduleName": "Volumes"
}
}
]
}
Deprecated-Code/Client/.gitattributes
-2
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@@ -1,2 +0,0 @@
# Auto detect text files and perform LF normalization
* text=auto
Deprecated-Code/Client/.gitignore
-17
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@@ -1,17 +0,0 @@
.vs/*
obj/*
bin/*
/.vscode
.env
.env.dev
/node_modules
/dependency
/.nyc_output
/coverage
debug.log
package-lock.json
Deprecated-Code/Client/.gitmodules
-36
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@@ -1,36 +0,0 @@
[submodule "Plotters/AAMasters/plotters/Plotters-Trading-Simulation"]
path = Plotters/AAMasters/plotters/Plotters-Trading-Simulation
url = https://github.com/AAMasters/Plotters-Trading-Simulation.git
branch = develop
[submodule "Plotters/AAMasters/plotters/Plotters-Candles-Volumes"]
path = Plotters/AAMasters/plotters/Plotters-Candles-Volumes
url = https://github.com/AAMasters/Plotters-Candles-Volumes.git
branch = develop
[submodule "Plotters/AAMasters/plotters/Plotters-Bollinger-Channels"]
path = Plotters/AAMasters/plotters/Plotters-Bollinger-Channels
url = https://github.com/AAMasters/Plotters-Bollinger-Channels.git
branch = develop
[submodule "Plotters/AAMasters/plotters/Plotters-Bollinger-Bands"]
path = Plotters/AAMasters/plotters/Plotters-Bollinger-Bands
url = https://github.com/AAMasters/Plotters-Bollinger-Bands.git
branch = develop
[submodule "Plotters/AAMasters/plotters/Plotters-Stairs-Patterns"]
path = Plotters/AAMasters/plotters/Plotters-Stairs-Patterns
url = https://github.com/AAMasters/Plotters-Stairs-Patterns.git
branch = develop
[submodule "Plotters/AAMasters/plotters/Plotters-Trading"]
path = Plotters/AAMasters/plotters/Plotters-Trading
url = https://github.com/AAMasters/Plotters-Trading.git
branch = develop
[submodule "Plotters/AAVikings/plotters/Plotters-Linear-Regression-Curve"]
path = Plotters/AAVikings/plotters/Plotters-Linear-Regression-Curve
url = https://github.com/AAVikings/Plotters-Linear-Regression-Curve.git
branch = master
[submodule "Files-Component"]
path = Files-Component
url = https://github.com/Superalgos/Files-Component.git
branch = develop
[submodule "CanvasApp"]
path = CanvasApp
url = https://github.com/Superalgos/CanvasApp.git
branch = develop
Deprecated-Code/Client/BackendServers.sln
-30
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@@ -1,30 +0,0 @@
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.27130.2027
MinimumVisualStudioVersion = 10.0.40219.1
Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "BackendServers", "BackendServers.njsproj", "{6A53AD2E-C389-4D2C-BDED-23DBAB231315}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Solution Items", "Solution Items", "{BEEFD357-76B2-431F-A1A9-045C52E7F2C6}"
ProjectSection(SolutionItems) = preProject
.env = .env
EndProjectSection
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Release|Any CPU = Release|Any CPU
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{6A53AD2E-C389-4D2C-BDED-23DBAB231315}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{6A53AD2E-C389-4D2C-BDED-23DBAB231315}.Debug|Any CPU.Build.0 = Debug|Any CPU
{6A53AD2E-C389-4D2C-BDED-23DBAB231315}.Release|Any CPU.ActiveCfg = Release|Any CPU
{6A53AD2E-C389-4D2C-BDED-23DBAB231315}.Release|Any CPU.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {9E8A5837-6A3F-44AC-AB5C-7CCAFDE75049}
EndGlobalSection
EndGlobal
Deprecated-Code/Client/CODE_OF_CONDUCT.md
-46
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@@ -1,46 +0,0 @@
# Contributor Covenant Code of Conduct
## Our Pledge
In the interest of fostering an open and welcoming environment, we as contributors and maintainers pledge to making participation in our project and our community a harassment-free experience for everyone, regardless of age, body size, disability, ethnicity, gender identity and expression, level of experience, nationality, personal appearance, race, religion, or sexual identity and orientation.
## Our Standards
Examples of behavior that contributes to creating a positive environment include:
* Using welcoming and inclusive language
* Being respectful of differing viewpoints and experiences
* Gracefully accepting constructive criticism
* Focusing on what is best for the community
* Showing empathy towards other community members
Examples of unacceptable behavior by participants include:
* The use of sexualized language or imagery and unwelcome sexual attention or advances
* Trolling, insulting/derogatory comments, and personal or political attacks
* Public or private harassment
* Publishing others' private information, such as a physical or electronic address, without explicit permission
* Other conduct which could reasonably be considered inappropriate in a professional setting
## Our Responsibilities
Project maintainers are responsible for clarifying the standards of acceptable behavior and are expected to take appropriate and fair corrective action in response to any instances of unacceptable behavior.
Project maintainers have the right and responsibility to remove, edit, or reject comments, commits, code, wiki edits, issues, and other contributions that are not aligned to this Code of Conduct, or to ban temporarily or permanently any contributor for other behaviors that they deem inappropriate, threatening, offensive, or harmful.
## Scope
This Code of Conduct applies both within project spaces and in public spaces when an individual is representing the project or its community. Examples of representing a project or community include using an official project e-mail address, posting via an official social media account, or acting as an appointed representative at an online or offline event. Representation of a project may be further defined and clarified by project maintainers.
## Enforcement
Instances of abusive, harassing, or otherwise unacceptable behavior may be reported by contacting the project team using the online form in the contacts page of the superalgos.org website. The project team will review and investigate all complaints, and will respond in a way that it deems appropriate to the circumstances. The project team is obligated to maintain confidentiality with regard to the reporter of an incident. Further details of specific enforcement policies may be posted separately.
Project maintainers who do not follow or enforce the Code of Conduct in good faith may face temporary or permanent repercussions as determined by other members of the project's leadership.
## Attribution
This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4, available at [http://contributor-covenant.org/version/1/4][version]
[homepage]: http://contributor-covenant.org
[version]: http://contributor-covenant.org/version/1/4/
Deprecated-Code/Client/CONTRIBUTING.md
-9
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@@ -1,9 +0,0 @@
# Contributing
We are thrilled you are interested in contributing to this repository. Your help may be essential to the project's success and we want you in!
Superalgos is a collective project, currently at a very early stage. We not only welcome contributions but may even choose to incentivize relevant contributions via the project's native crypto token.
Please read the [Join the Dev Team]( https://superalgos.org/developers-join-dev-team.shtml) page in our website to learn more about how you may become a relevant member of the Community and even make a living out of contributing code to the project.
Contributions are deemed _voluntary work_, irrespective of the incentives that may be in place, and are subject to the conditions described in the LICENSE
Deprecated-Code/Client/LICENSE
-201
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@@ -1,201 +0,0 @@
Apache License
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http://www.apache.org/licenses/
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Deprecated-Code/Client/README.md
-19
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@@ -1,19 +0,0 @@
# Client
This repo is one of the repositories built into Superalgos. For more information [read the docs](https://docs.superalgos.org/) or check the [Readme](https://github.com/Superalgos/Superalgos/) at the main repository of the project.
## Copyright and License Notice
© Copyright 2020 Superalgos. Please see the [License](/LICENSE) for information on how you can use this software.
## Disclaimer
THE SOFTWARE AND ITS ASSOCIATED PRODUCTS AND SERVICES ARE PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY, SUITABILITY FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT.
IN NO EVENT WILL SUPERALGOS BE LIABLE TO ANY PARTY FOR ANY DIRECT, INDIRECT, SPECIAL OR OTHER CONSEQUENTIAL DAMAGES FOR ANY USE OF THE SOFTWARE, OR ANY OTHER ASSOCIATED SERVICE OR WEB SITE, INCLUDING, WITHOUT LIMITATION, ANY LOST PROFITS, BUSINESS INTERRUPTION, LOSS OF FUNDS, PROGRAMS OR OTHER DATA OR OTHERWISE, EVEN IF WE ARE EXPRESSLY ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
# Maintainer
[![Luis-Fernando-Molina](https://avatars1.githubusercontent.com/u/9479367?s=130&amp;v=4)](https://github.com/Luis-Fernando-Molina) |
---|
[Luis-Fernando-Molina](https://github.com/Luis-Fernando-Molina) |
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Deprecated-Code/Client/WebServer/LegacyPlotter.js
-6
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function getNewPlotter(pDataMineOrHost, pPlotter, pModule) {
let functionName = pDataMineOrHost + pPlotter + pModule;
functionName = functionName.replace(/-/g, "");
functionName = 'new' + functionName
return window[functionName]();
}
Deprecated-Code/Client/WebServer/PlotterPanel.js
-11
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function getNewPlotterPanel(pDataMineOrHost, pPlotter, pModule, pPanel) {
let functionName = pDataMineOrHost + pPlotter + pModule + pPanel;
functionName = functionName.replace(/-/g, "");
functionName = 'new' + functionName
try {
return window[functionName]();
} catch (err) {
console.log('[ERROR] getNewPlotterPanel -> Error trying to Load a Plotter Panel. err = ' + err.stack)
console.log('[ERROR] getNewPlotterPanel -> functionName = ' + functionName)
}
}
Deprecated-Code/Client/WebServer/externalScripts/CCapture.all.min.js
Vendored
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String(t)},m=h.Blob||h.MozBlob||h.WebKitBlob||p,w=h.MSBlobBuilder||h.WebKitBlobBuilder||h.BlobBuilder,g=e||"download";if("true"===String(this)&&(d=[d,u],u=d[0],d=d[1]),String(d).match(/^data\:[\w+\-]+\/[\w+\-]+[,;]/))return navigator.msSaveBlob?navigator.msSaveBlob(n(d),g):r(d);try{o=d instanceof m?d:new m([d],{type:u})}catch(t){w&&(a=new w,a.append([d]),o=a.getBlob(u))}if(navigator.msSaveBlob)return navigator.msSaveBlob(o,g);if(h.URL)r(h.URL.createObjectURL(o),!0);else{if("string"==typeof o||o.constructor===p)try{return r("data:"+u+";base64,"+h.btoa(o))}catch(t){return r("data:"+u+","+encodeURIComponent(o))}s=new FileReader,s.onload=function(t){r(this.result)},s.readAsDataURL(o)}return!0}!function(){var t=function(t){this.data=new Uint8Array(t),this.pos=0};t.prototype.seek=function(t){this.pos=t},t.prototype.writeBytes=function(t){for(var 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Deprecated-Code/Client/WebServer/externalScripts/gif.worker.js
-3
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// gif.worker.js 0.2.0 - https://github.com/jnordberg/gif.js
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i=0;i<ByteArray.pageSize;i++){rv+=ByteArray.charMap[this.pages[p][i]]}}return rv};ByteArray.prototype.writeByte=function(val){if(this.cursor>=ByteArray.pageSize)this.newPage();this.pages[this.page][this.cursor++]=val};ByteArray.prototype.writeUTFBytes=function(string){for(var l=string.length,i=0;i<l;i++)this.writeByte(string.charCodeAt(i))};ByteArray.prototype.writeBytes=function(array,offset,length){for(var l=length||array.length,i=offset||0;i<l;i++)this.writeByte(array[i])};function GIFEncoder(width,height){this.width=~~width;this.height=~~height;this.transparent=null;this.transIndex=0;this.repeat=-1;this.delay=0;this.image=null;this.pixels=null;this.indexedPixels=null;this.colorDepth=null;this.colorTab=null;this.neuQuant=null;this.usedEntry=new Array;this.palSize=7;this.dispose=-1;this.firstFrame=true;this.sample=10;this.dither=false;this.globalPalette=false;this.out=new ByteArray}GIFEncoder.prototype.setDelay=function(milliseconds){this.delay=Math.round(milliseconds/10)};GIFEncoder.prototype.setFrameRate=function(fps){this.delay=Math.round(100/fps)};GIFEncoder.prototype.setDispose=function(disposalCode){if(disposalCode>=0)this.dispose=disposalCode};GIFEncoder.prototype.setRepeat=function(repeat){this.repeat=repeat};GIFEncoder.prototype.setTransparent=function(color){this.transparent=color};GIFEncoder.prototype.addFrame=function(imageData){this.image=imageData;this.colorTab=this.globalPalette&&this.globalPalette.slice?this.globalPalette:null;this.getImagePixels();this.analyzePixels();if(this.globalPalette===true)this.globalPalette=this.colorTab;if(this.firstFrame){this.writeLSD();this.writePalette();if(this.repeat>=0){this.writeNetscapeExt()}}this.writeGraphicCtrlExt();this.writeImageDesc();if(!this.firstFrame&&!this.globalPalette)this.writePalette();this.writePixels();this.firstFrame=false};GIFEncoder.prototype.finish=function(){this.out.writeByte(59)};GIFEncoder.prototype.setQuality=function(quality){if(quality<1)quality=1;this.sample=quality};GIFEncoder.prototype.setDither=function(dither){if(dither===true)dither="FloydSteinberg";this.dither=dither};GIFEncoder.prototype.setGlobalPalette=function(palette){this.globalPalette=palette};GIFEncoder.prototype.getGlobalPalette=function(){return this.globalPalette&&this.globalPalette.slice&&this.globalPalette.slice(0)||this.globalPalette};GIFEncoder.prototype.writeHeader=function(){this.out.writeUTFBytes("GIF89a")};GIFEncoder.prototype.analyzePixels=function(){if(!this.colorTab){this.neuQuant=new NeuQuant(this.pixels,this.sample);this.neuQuant.buildColormap();this.colorTab=this.neuQuant.getColormap()}if(this.dither){this.ditherPixels(this.dither.replace("-serpentine",""),this.dither.match(/-serpentine/)!==null)}else{this.indexPixels()}this.pixels=null;this.colorDepth=8;this.palSize=7;if(this.transparent!==null){this.transIndex=this.findClosest(this.transparent,true)}};GIFEncoder.prototype.indexPixels=function(imgq){var nPix=this.pixels.length/3;this.indexedPixels=new Uint8Array(nPix);var k=0;for(var j=0;j<nPix;j++){var index=this.findClosestRGB(this.pixels[k++]&255,this.pixels[k++]&255,this.pixels[k++]&255);this.usedEntry[index]=true;this.indexedPixels[j]=index}};GIFEncoder.prototype.ditherPixels=function(kernel,serpentine){var kernels={FalseFloydSteinberg:[[3/8,1,0],[3/8,0,1],[2/8,1,1]],FloydSteinberg:[[7/16,1,0],[3/16,-1,1],[5/16,0,1],[1/16,1,1]],Stucki:[[8/42,1,0],[4/42,2,0],[2/42,-2,1],[4/42,-1,1],[8/42,0,1],[4/42,1,1],[2/42,2,1],[1/42,-2,2],[2/42,-1,2],[4/42,0,2],[2/42,1,2],[1/42,2,2]],Atkinson:[[1/8,1,0],[1/8,2,0],[1/8,-1,1],[1/8,0,1],[1/8,1,1],[1/8,0,2]]};if(!kernel||!kernels[kernel]){throw"Unknown dithering kernel: "+kernel}var ds=kernels[kernel];var index=0,height=this.height,width=this.width,data=this.pixels;var direction=serpentine?-1:1;this.indexedPixels=new Uint8Array(this.pixels.length/3);for(var y=0;y<height;y++){if(serpentine)direction=direction*-1;for(var x=direction==1?0:width-1,xend=direction==1?width:0;x!==xend;x+=direction){index=y*width+x;var idx=index*3;var r1=data[idx];var g1=data[idx+1];var b1=data[idx+2];iLine truncated
//# sourceMappingURL=gif.worker.js.map
Deprecated-Code/Client/WebServer/font-awasome.css
-4
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@@ -1,4 +0,0 @@
/*!
* Font Awesome 4.7.0 by @davegandy - http://fontawesome.io - @fontawesome
* License - http://fontawesome.io/license (Font: SIL OFL 1.1, CSS: MIT License)
*/@font-face{font-family:'FontAwesome';src:url('../Fonts/fontawesome-webfont.eot?v=4.7.0');src:url('../Fonts/fontawesome-webfont.eot?#iefix&v=4.7.0') format('embedded-opentype'),url('../Fonts/fontawesome-webfont.woff2?v=4.7.0') format('woff2'),url('../Fonts/fontawesome-webfont.woff?v=4.7.0') format('woff'),url('../Fonts/fontawesome-webfont.ttf?v=4.7.0') format('truetype'),url('../Fonts/fontawesome-webfont.svg?v=4.7.0#fontawesomeregular') format('svg');font-weight:normal;font-style:normal}.fa{display:inline-block;font:normal normal normal 14px/1 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steps(8);animation:fa-spin 1s infinite steps(8)}@-webkit-keyframes fa-spin{0%{-webkit-transform:rotate(0deg);transform:rotate(0deg)}100%{-webkit-transform:rotate(359deg);transform:rotate(359deg)}}@keyframes fa-spin{0%{-webkit-transform:rotate(0deg);transform:rotate(0deg)}100%{-webkit-transform:rotate(359deg);transform:rotate(359deg)}}.fa-rotate-90{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=1)";-webkit-transform:rotate(90deg);-ms-transform:rotate(90deg);transform:rotate(90deg)}.fa-rotate-180{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=2)";-webkit-transform:rotate(180deg);-ms-transform:rotate(180deg);transform:rotate(180deg)}.fa-rotate-270{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=3)";-webkit-transform:rotate(270deg);-ms-transform:rotate(270deg);transform:rotate(270deg)}.fa-flip-horizontal{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=0, mirror=1)";-webkit-transform:scale(-1, 1);-ms-transform:scale(-1, 1);transform:scale(-1, 1)}.fa-flip-vertical{-ms-filter:"progid:DXImageTransform.Microsoft.BasicImage(rotation=2, mirror=1)";-webkit-transform:scale(1, -1);-ms-transform:scale(1, -1);transform:scale(1, -1)}:root .fa-rotate-90,:root .fa-rotate-180,:root .fa-rotate-270,:root .fa-flip-horizontal,:root .fa-flip-vertical{filter:none}.fa-stack{position:relative;display:inline-block;width:2em;height:2em;line-height:2em;vertical-align:middle}.fa-stack-1x,.fa-stack-2x{position:absolute;left:0;width:100%;text-align:center}.fa-stack-1x{line-height:inherit}.fa-stack-2x{font-size:2em}.fa-inverse{color:#fff}.fa-glass:before{content:"\f000"}.fa-music:before{content:"\f001"}.fa-search:before{content:"\f002"}.fa-envelope-o:before{content:"\f003"}.fa-heart:before{content:"\f004"}.fa-star:before{content:"\f005"}.fa-star-o:before{content:"\f006"}.fa-user:before{content:"\f007"}.fa-film:before{content:"\f008"}.fa-th-large:before{content:"\f009"}.fa-th:before{content:"\f00a"}.fa-th-list:before{content:"\f00b"}.fa-check:before{content:"\f00c"}.fa-remove:before,.fa-close:before,.fa-times:before{content:"\f00d"}.fa-search-plus:before{content:"\f00e"}.fa-search-minus:before{content:"\f010"}.fa-power-off:before{content:"\f011"}.fa-signal:before{content:"\f012"}.fa-gear:before,.fa-cog:before{content:"\f013"}.fa-trash-o:before{content:"\f014"}.fa-home:before{content:"\f015"}.fa-file-o:before{content:"\f016"}.fa-clock-o:before{content:"\f017"}.fa-road:before{content:"\f018"}.fa-download:before{content:"\f019"}.fa-arrow-circle-o-down:before{content:"\f01a"}.fa-arrow-circle-o-up:before{content:"\f01b"}.fa-inbox:before{content:"\f01c"}.fa-play-circle-o:before{content:"\f01d"}.fa-rotate-right:before,.fa-repeat:before{content:"\f01e"}.fa-refresh:before{content:"\f021"}.fa-list-alt:before{content:"\f022"}.fa-lock:before{content:"\f023"}.fa-flag:before{content:"\f024"}.fa-headphones:before{content:"\f025"}.fa-volume-off:before{content:"\f026"}.fa-volume-down:before{content:"\f027"}.fa-volume-up:before{content:"\f028"}.fa-qrcode:before{content:"\f029"}.fa-barcode:before{content:"\f02a"}.fa-tag:before{content:"\f02b"}.fa-tags:before{content:"\f02c"}.fa-book:before{content:"\f02d"}.fa-bookmark:before{content:"\f02e"}.fa-print:before{content:"\f02f"}.fa-camera:before{content:"\f030"}.fa-font:before{content:"\f031"}.fa-bold:before{content:"\f032"}.fa-italic:before{content:"\f033"}.fa-text-height:before{content:"\f034"}.fa-text-width:before{content:"\f03Line truncated
Deprecated-Code/Client/WebServer/index.html
-98
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@@ -1,98 +0,0 @@
<html lang="en">
<head>
<meta charset="utf-8">
<title>Superalgos</title>
<meta name="description" content="Free and Open Source Crypto Trading Tools">
<link rel="stylesheet" href="main.css" type="text/css" charset="utf-8" />
<link rel="stylesheet" href="font-awasome.css" type="text/css" />
<link rel="shortcut icon" type="image/png/ico" href="Images/favicon.ico" />
<script type="text/javascript" src="WebServer/require.js"></script>
<script type="text/javascript" src="AppPreLoader.js"></script>
<script src="externalScripts/CCapture.all.min.js"></script>
<!-- Documentation Style Sheets -->
<!-- -->
<script type="text/javascript">
function loadCanvas() {
// Prevent click-jacking
try {
if (window == window.top || window.chrome && chrome.app && chrome.app.window) {
document.documentElement.style.display = 'block'
} else {
top.location = self.location
}
} catch (e) { console.error('CJ protection', e) }
try {
loadSuperalgos();
} catch (err) {
console.log("[ERROR] CanvasApp can not be started. Please check that WebServer is running.", err);
}
}
function onResize() {
try {
if (canvas === undefined) { return }
if (canvas.eventHandler === undefined) { return }
if (DISABLE_BROWSER_RESIZE_EVENT === true) { return }
canvas.eventHandler.raiseEvent('Browser Resized')
} catch (err) {
console.log('Error Resizing. ' + err.stack)
}
}
</script>
</head>
<body id="body" onload="loadCanvas()"
style="overflow:hidden; background: url(Images/superalgos-platform.jpg); background-size: cover;"
onresize="onResize()">
<div id="contributors" class="credits">
<p>Superalgos is <span class="red">free</span> and <span class="red">open-source</span>, and is <span class="red">constantly improving</span> thanks to the involvement of contributors:</p>
<p>Luis Fernando Molina, Julian Molina, Andreja Cobeljic, Matías Benitez, Ira Miller, Eduardo Remis,
Jeff Braun, rico4dev, 9808us, Barry Low, Nikola Bjelogrlic, Hirajin Koizuko, Francisco J. Santillán, Viktoria B., Guillermo V., Daniel J.,
Javier A., Gustavo J., Romina GS, Pedro P., Thais M., Andrey M., Loui M., Natalia M., Bashar A., Carlos V., Diego M.,
Sebastian E., Bogdan P., Marko V., Igor S., Niksa K., Rodrigo M., Nicanor M., Alejandro P., Mateo H., Lan T., Leon A., Uroš R., Filip M., Vladimir J. and Pavle B.</p>
<p><span class="red">You too can help grow and improve Superalgos. Become a contributor!</span></p>
</div>
<div id="masterApp"></div>
<div id="canvasApp"></div>
<div id="docApp" style="position:fixed; top:100000px; left:100000px">
<iframe id="docIFrame" style="border:none; " height="2000" width="900"></iframe>
</div>
<div id="chatApp" style="position:fixed; top:100000px; left:100000px">
<iframe id="chatIFrame" style="border:none; " height="2000" width="900"></iframe>
</div>
<div id="textAreaDiv"></div>
<div id="inputDiv" style="font-family:saira condensed;">&nbsp;</div>
<!-- Tutorial Template Divs -->
<div id="tutorialDiv" class="tutorial-step" style="position:fixed; top:100000px; left:100000px;"></div>
<div id="tutorialFormDiv" class="tutorial-form" style="position:fixed; top:100000px; left:100000px;">
<form>
<table class="tutorial-buttonsTable">
<tr>
<td align="center">
<label class="tutorial-font-small tutorial-stop-button" onclick="UI.projects.superalgos.spaces.tutorialSpace.stop()"
value="">&nbsp;&nbsp;Stop&nbsp;&nbsp;&nbsp;</label>
</td>
<td align="center">
<label class="tutorial-font-small tutorial-skip-button" onclick="UI.projects.superalgos.spaces.tutorialSpace.skip()"
value="">&nbsp;&nbsp;Skip&nbsp;&nbsp;&nbsp;</label>
</td>
<td align="center">
<label class="tutorial-font-small tutorial-previous-button"
onclick="UI.projects.superalgos.spaces.tutorialSpace.previous()" value="">Previous</label>
</td>
<td align="center">
<label class="tutorial-font-small tutorial-next-button" onclick="UI.projects.superalgos.spaces.tutorialSpace.next()"
value="">&nbsp;&nbsp;Next&nbsp;&nbsp;&nbsp;</label>
</td>
</tr>
</table>
</form>
</div>
</body>
</html>
Deprecated-Code/Client/WebServer/main.css
-346
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@@ -1,346 +0,0 @@
/* latin */
@font-face {
font-family: 'Saira';
font-style: normal;
font-weight: 300;
src: local('Saira Light'), local('Saira-Light'), url(Fonts/Saira.woff2) format('woff2');
unicode-range: U+0000-00FF, U+0131, U+0152-0153, U+02BB-02BC, U+02C6, U+02DA, U+02DC, U+2000-206F, U+2074, U+20AC, U+2122, U+2191, U+2193, U+2212, U+2215, U+FEFF, U+FFFD;
}
/* latin */
@font-face {
font-family: 'Saira Condensed';
font-style: normal;
font-weight: 300;
src: local('Saira Condensed Light'), local('SairaCondensed-Light'), url(Fonts/Saira-Condensed.woff2) format('woff2');
unicode-range: U+0000-00FF, U+0131, U+0152-0153, U+02BB-02BC, U+02C6, U+02DA, U+02DC, U+2000-206F, U+2074, U+20AC, U+2122, U+2191, U+2193, U+2212, U+2215, U+FEFF, U+FFFD;
}
@font-face {
font-family: segoeui;
src: url(Fonts/segoeui.woff) format('woff');
font-weight: normal;
font-style: normal;
}
.credits {
width: 100%;
margin: auto;
margin-bottom: 50;
text-align: center;
position:absolute;
bottom:0;
}
.credits p {
font-family: 'Saira Condensed';
font-size: 140%;
color: whitesmoke;
padding: 0 100;
}
.red {
color: #e3493c;
font-weight: 700;
}
.tutorial-step {
padding: 15px;
margin-bottom: 20px;
border: 2px solid;
border-color: #1b998b;
border-radius: 8px;
background-color: #fdfdfd;
}
.tutorial-summary {
font-size:120%;
color: #808080;
margin:20px 0px 20px 0px;
border-left: 5px solid #fd6a33;
padding-left: 10px;
}
.tutorial-summary:before {
content: "Summary: ";
font-weight: bold;
}
.tutorial-definitionTable {
background-color: #f3f3f3;
border-top-color: #a6e1ec;
padding: 15px;
margin: 20px 0;
border: solid 0px;
vertical-align: middle;
min-width: 100px;
width: 100%;
}
.tutorial-alert-info {
color: #31708f;
background-color: #d9edf7;
border-color: #bce8f1;
padding: 15px;
border: 1px solid transparent;
border-radius: 4px;
margin: 20px 0;
border-top-color: #a6e1ec;
width: 90%;
}
.tutorial-alert-success {
color: #3c763d;
background-color: #dff0d8;
border-color: #d6e9c6;
padding: 15px;
border: 1px solid transparent;
border-radius: 4px;
margin: 20px 0;
border-top-color: #c9e2b3;
width: 90%;
}
.tutorial-alert-important {
color: #8a6d3b;
background-color: #fcf8e3;
border-color: #faebcc;
padding: 15px;
border: 1px solid transparent;
border-radius: 4px;
margin: 20px 0;
border-top-color: #f7e1b5;
width: 90%;
}
.tutorial-alert-warning {
color: #a94442;
background-color: #f2dede;
border-color: #ebccd1;
padding: 15px;
border: 1px solid transparent;
border-radius: 4px;
margin: 20px 0;
border-top-color: #e4b9c0;
width: 90%;
}
.tutorial-callout {
padding: 20px;
margin: 20px 0;
border: 1px solid #eee;
border-left-width: 5px;
border-radius: 3px;
border-left-color: #bcd643;
font-weight: 500;
width: 90%;
}
.tutorial-info-circle:before {
content:"\f05a"
}
.tutorial-check-square-o:before {
content:"\f046"
}
.tutorial-exclamation-circle:before {
content:"\f06a"
}
.tutorial-warning:before,.fa-exclamation-triangle:before {
content:"\f06a"
}
.tutorial-fa {
font:normal normal normal 14px/1 FontAwesome;
font-size:inherit;
text-rendering:auto;
-webkit-font-smoothing:antialiased;
-moz-osx-font-smoothing:grayscale
}
.tutorial-font-small {
font:normal normal normal 14px/1 "segoeui";
font-size:inherit;
text-rendering:auto;
-webkit-font-smoothing:antialiased;
-moz-osx-font-smoothing:grayscale;
line-height: 150%
}
li > .tutorial-font-small {
margin-bottom:7px;
}
div.tutorial-font-small {
margin-bottom:7px;
}
.tutorial-font-medium {
font:normal normal normal 32px/1 "segoeui";
text-rendering:auto;
-webkit-font-smoothing:antialiased;
-moz-osx-font-smoothing:grayscale;
line-height: 150%
}
.tutorial-font-large {
font:bold normal normal 40px/1 "segoeui";
text-rendering:auto;
-webkit-font-smoothing:antialiased;
-moz-osx-font-smoothing:grayscale;
line-height: 150%
}
.tutorial-font-bold-small {
font:bold normal normal 14px/1 "segoeui";
font-size:inherit;
text-rendering:auto;
-webkit-font-smoothing:antialiased;
-moz-osx-font-smoothing:grayscale;
line-height: 150%
}
.tutorial-stop-button {
color: #a94442;
background-color: #f2dede;
border-color: #ebccd1;
padding: 12px;
border: 1px solid transparent;
border-radius: 4px;
margin: 20px 0;
border-top-color: #e4b9c0;
min-width: 100px;
}
.tutorial-skip-button {
color: #8a6d3b;
background-color: #fcf8e3;
border-color: #faebcc;
padding: 12px;
border: 1px solid transparent;
border-radius: 4px;
margin: 20px 0;
border-top-color: #f7e1b5;
min-width: 100px;
}
.tutorial-previous-button {
color: #31708f;
background-color: #d9edf7;
border-color: #bce8f1;
padding: 12px;
border: 1px solid transparent;
border-radius: 4px;
margin: 20px 0;
border-top-color: #c9e2b3;
min-width: 100px;
}
.tutorial-next-button {
color: #3c763d;
background-color: #dff0d8;
border-color: #d6e9c6;
padding: 12px;
border: 1px solid transparent;
border-radius: 4px;
margin: 20px 0;
border-top-color: #c9e2b3;
min-width: 100px;
}
.tutorial-form {
padding: 5px;
border: solid 0px;
margin-left: auto;
margin-right: auto;
margin-bottom: 20px;
width: 100%;
}
.tutorial-buttonsTable {
border-top-color: #a6e1ec;
border: solid 0px;
vertical-align: middle;
min-width: 100px;
width: 95%;
margin-left: auto;
margin-right: auto;
}
.tutorial-image-container {
padding: 5px 15px 5px 5px;
border: solid 0px;
margin-left: auto;
margin-right: auto;
width: 100%;
}
/* Tooltip container */
.tooltip {
position: relative;
display: inline-block;
border-bottom: 1px dotted black; /* If you want dots under the hoverable text */
}
/* Tooltip text */
.tooltip .tooltiptext {
visibility: hidden;
width: 240px;
background-color: #0295aa;
color: #fff;
font-weight: normal;
font-size: 92%;
line-height: 130%;
text-align: center;
padding: 15px;
border-radius: 6px;
/* Position the tooltip text */
position: absolute;
z-index: 1;
bottom: 125%;
left: 50%;
margin-left: -120px;
/* Fade in tooltip */
opacity: 0;
transition: opacity 0.3s;
}
/* Tooltip arrow */
.tooltip .tooltiptext::after {
content: "";
position: absolute;
top: 100%;
left: 50%;
margin-left: -5px;
border-width: 5px;
border-style: solid;
border-color: #0295aa transparent transparent transparent;
}
/* Show the tooltip text when you mouse over the tooltip container */
.tooltip:hover .tooltiptext {
visibility: visible;
opacity: 1;
}
kbd {
padding: 2px 8px;
font-size: 125%;
font-weight: 500;
color: #000;
background-color: #bcd643;
border-radius: 5px;
border-style: outset;
border-width: 1px;
}
Deprecated-Code/Client/WebServer/require.js
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Deprecated-Code/Client/WebServer/suite-dummy.html
-54
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@@ -1,54 +0,0 @@
<h2 id="trading-engine">Trading Engine</h2>
<table class="definitionTable"><tr><td>
<img src="images/icons/nodes/png150/trading-engine.png" />
</td><td>
<strong>The trading engine hierarchy is the data structure used by the trading bot to keep runtime information highly accessible and exposed to others.</strong>
</td></tr></table>
<p>You will use this hierarchy for two main purposes:</p>
<p>The hierarchy exposes—literally—all the information processed by the trading bot, providing a comprehensive feedback loop to trading systems and analysis capabilities to users. The hierarchy exposes—literally—all the information processed by the trading bot, providing a comprehensive feedback loop to trading systems and analysis capabilities to users.</p>
<ul>
<li>
<p><strong>To let your trading systems:</strong> This allows strategies to keep track of and react to current and past events—including those involving the exchange, such as orders placed or filled—as the bot is running.</p>
</li>
<li>
<p><strong>To keep track of the actions:</strong> By analyzing runtime information, you may gain a detailed understanding of what happens, when, and why, throughout a trading session.</p>
</li>
</ul>
<p>The hierarchy exposes—literally—all the information processed by the trading bot, providing a comprehensive feedback loop to trading systems and analysis capabilities to users.</p>
<div class="bs-callout bs-callout-success">Este callout se usa para resaltar una idea particularmente importante. Algo se sobresale, como una conclusion, o algo por el estilo.</div>
<p>The hierarchy exposes all the information processed by the trading bot, providing a comprehensive feedback loop to trading systems and analysis capabilities to users. The hierarchy exposes all the information processed by the trading bot, providing a comprehensive feedback loop to trading systems and analysis capabilities to users.</p>
<div class="alert alert-info" role="alert"><i class="fa fa-info-circle"></i> <b>Note:</b> Esto es una nota, algo noteworthy.</div>
<div class="alert alert-success" role="alert"><i class="fa fa-check-square-o"></i> <b>Tip:</b> Esto es un tip.</div>
<div class="alert alert-warning" role="alert"><i class="fa fa-warning"></i> <b>Important:</b> Esto es algo importante.</div>
<div class="alert alert-danger" role="alert"><i class="fa fa-exclamation-circle"></i> <b>Warning:</b> Esto es una aviso de alerta.</div>
<h4 id="adding-a-trading-engine-node">Adding a Trading Engine Node</h4>
<p>Calculo que con este segundo nivel de titulo alcanza.</p>
<h4 id="este-es-otro-formato-tipico-de-la-doc--trading-engine">Este es otro formato tipico de la doc: Trading Engine</h4>
<table class="definitionTable"><tr><td>
<img src="images/icons/nodes/png50/trading-engine.png" />
</td><td>
The trading engine hierarchy is the data structure used by the trading bot to keep runtime information highly accessible and exposed to others.
</td></tr></table>
Deprecated-Code/Client/eventsServer.js
-237
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@@ -1,237 +0,0 @@
exports.newEventsServer = function newEventsServer() {
const MODULE = "Events Server"
const LOG_INFO = false
let thisObject = {
initialize: initialize,
finalize: finalize,
run: run,
onMessage: onMessage
}
let eventHandlers = new Map()
let counter = 0
return thisObject
function finalize() {
}
function initialize() {
}
function onMessage(data, callbackFunction) {
try {
let command = JSON.parse(data)
switch (command.action) {
case "greetings": {
sendResponse(global.DEFAULT_OK_RESPONSE)
return
}
case "createEventHandler": {
let eventHandler = eventHandlers.get(command.eventHandlerName)
if (eventHandler === undefined) {
/*
We will only create event handlers which were not created before. Remember that someone trying to listen events
at an event handler that does not exist, will create that eventhandler, so it is possible that the emitter
when trying to create the event handler in fact was late and the event handler is already there if the listener
arrived here first. An event handler created with this method is not destroyed if there are no listeners or they
all leave.
*/
eventHandler = newEventHandler()
eventHandler.deleteWhenAllListenersAreGone = false
eventHandlers.set(command.eventHandlerName, eventHandler)
}
sendResponse(global.DEFAULT_OK_RESPONSE)
return
}
case "deleteEventHandler": {
let eventHandler = eventHandlers.get(command.eventHandlerName)
if (eventHandler !== undefined) {
/*
We will only delete event handlers which have noone listening, allowing a listener to continue listening even
when the event emitter is gone, asuming that it could come back at some point in time and resume emitting.
*/
if (eventHandler.listeners.length === 0) {
eventHandlers.delete(command.eventHandlerName)
} else {
eventHandler.deleteWhenAllListenersAreGone = true
}
}
sendResponse(global.DEFAULT_OK_RESPONSE)
return
}
case "listenToEvent": {
let eventHandler = eventHandlers.get(command.eventHandlerName)
if (eventHandler === undefined) {
/*
We will create event handlers which were not created before if a listener tries to listen to a handler that does not
exist before the emitter comes and create it. This is to aviod syncronization problems and also problems with emitters life
cycles with higher frecuency that the ones of listeners. Created in this way, event handlers are marked for deletion if
all listeners stop listening at one point in time.
*/
eventHandler = newEventHandler()
eventHandler.deleteWhenAllListenersAreGone = true
eventHandlers.set(command.eventHandlerName, eventHandler)
}
eventSubscriptionId = eventHandler.listenToEvent(command.eventHandlerName, command.eventType, command.callerId, handlerFunction, command.extraData)
function handlerFunction(event, extraData) {
let outputData = {
action: 'Event Raised',
eventHandlerName: command.eventHandlerName,
eventType: command.eventType,
event: event,
callerId: command.callerId,
extraData: extraData
}
callbackFunction(JSON.stringify(outputData))
}
let response = {
result: global.DEFAULT_OK_RESPONSE.result,
message: global.DEFAULT_OK_RESPONSE.message,
eventSubscriptionId: eventSubscriptionId
}
sendResponse(response)
return
}
case "stopListening": {
let eventHandler = eventHandlers.get(command.eventHandlerName)
if (eventHandler === undefined) {
/* If the event handler does not exist anymore, then there is no need to perform further actiions. */
sendResponse(global.DEFAULT_OK_RESPONSE)
return
}
eventHandler.stopListening(command.eventHandlerName, command.eventType, command.callerId, command.eventSubscriptionId)
/*
We check here if there are no more listeners and the event handler original emmiter is also gone, then we need to delete
this event handlers since chances are that is not needed anymore.
*/
if (eventHandler.listeners.length === 0 && eventHandler.deleteWhenAllListenersAreGone === true) {
eventHandlers.delete(command.eventHandlerName)
}
sendResponse(global.DEFAULT_OK_RESPONSE)
return
}
case "raiseEvent": {
let eventHandler = eventHandlers.get(command.eventHandlerName)
if (eventHandler === undefined) {
eventHandler = newEventHandler()
eventHandlers.set(command.eventHandlerName, eventHandler)
/* No matter if it is the listener or the emiter the one that acts first, if an event handler does not exist we just create it acan keep it there. */
}
//console.log("[INFO] BackendServers -> Events Server -> Raising Event " + command.eventHandlerName + " " + command.eventType)
eventHandler.raiseEvent(command.eventType, command.event)
sendResponse(global.DEFAULT_OK_RESPONSE)
return
}
}
console.log("[WARN] BackendServers -> Events Server -> onMessage -> Unknown Command Received:" + data)
function sendResponse(message) {
if (command.callerId !== undefined) {
message.callerId = command.callerId
}
message.action = 'Event Server Response'
callbackFunction(JSON.stringify(message))
}
} catch (err) {
console.log("[ERROR] BackendServers -> Events Server -> onMessage -> Bad Command Received:" + data)
console.log("[ERROR] BackendServers -> Events Server -> onMessage -> An Error Happened:" + err.stack)
}
}
function run() {
console.log('Events Server Started.')
}
function newEventHandler() {
let thisObject = {
name: undefined, // This is for debugging purposes only.
deleteWhenAllListenersAreGone: false,
listeners: [], // Here we store all the functions we will call when an event is raiseed.
listenToEvent: listenToEvent,
stopListening: stopListening,
raiseEvent: raiseEvent,
finalize: finalize
}
return thisObject
function finalize() {
thisObject.listeners = []
}
function listenToEvent(eventHandlerName, eventType, callerId, handler, extraData) {
let eventSubscriptionId = Math.trunc(Math.random() * 1000000)
/*
We can not allow to have the exact same listener more than once. In case that we find a listener trying to listen again, the first record will
be deleted and we are just going to consider the last one comming in.
*/
for (let i = 0; i < thisObject.listeners.length; i++) {
if (eventHandlerName === thisObject.listeners[i][0] && eventType === thisObject.listeners[i][1] && callerId === thisObject.listeners[i][2]) {
thisObject.listeners.splice(i, 1)
break
}
}
thisObject.listeners.push([eventHandlerName, eventType, callerId, handler, extraData, eventSubscriptionId])
return eventSubscriptionId
}
function stopListening(eventHandlerName, eventType, callerId, eventSubscriptionId) {
if (eventSubscriptionId !== undefined) {
for (let i = 0; i < thisObject.listeners.length; i++) {
if (eventSubscriptionId === thisObject.listeners[i][5]) {
thisObject.listeners.splice(i, 1)
return
}
}
}
if (eventHandlerName !== undefined && eventType !== undefined && callerId !== undefined) {
for (let i = 0; i < thisObject.listeners.length; i++) {
if (eventHandlerName === thisObject.listeners[i][0] && eventType === thisObject.listeners[i][1] && callerId === thisObject.listeners[i][2]) {
thisObject.listeners.splice(i, 1)
return
}
}
}
}
function raiseEvent(eventType, event) {
for (let i = 0; i < thisObject.listeners.length; i++) {
/* We will execute all the functions listening to this event type. */
if (thisObject.listeners[i][1] === eventType) {
let handler = thisObject.listeners[i][3]
let extraData = thisObject.listeners[i][4]
handler(event, extraData)
}
}
}
}
}
Deprecated-Code/Client/package.json
-17
View File
@@ -1,17 +0,0 @@
{
"name": "backend-servers",
"version": "0.0.6",
"description": "BackendServer",
"main": "server.js",
"author": {
"name": "Luis-Fernando-Molina"
},
"dependencies": {
"child_process": "^1.0.2",
"dotenv": "^8.2.0",
"ws": "^7.1.2",
"ccxt": "^1.23.67",
"open": "^6.4.0",
"rimraf": "^3.0.2"
}
}
Deprecated-Code/Client/server.js
-75
View File
@@ -1,75 +0,0 @@
process.on('uncaughtException', function (err) {
if (err.message.indexOf("EADDRINUSE") > 0) {
console.log("A Superalgos Backend Server cannot be started. Reason: the port " + port + " is already in use by another application.")
return
}
console.log('[ERROR] Backend Server -> server -> uncaughtException -> err.message = ' + err.message)
console.log('[ERROR] Backend Server -> server -> uncaughtException -> err.stack = ' + err.stack)
process.exit(1)
})
process.on('unhandledRejection', (reason, p) => {
console.log('[ERROR] Backend Server -> server -> unhandledRejection -> reason = ' + JSON.stringify(reason))
console.log('[ERROR] Backend Server -> server -> unhandledRejection -> p = ' + JSON.stringify(p))
process.exit(1)
})
/* Callbacks default responses. */
global.DEFAULT_OK_RESPONSE = {
result: "Ok",
message: "Operation Succeeded"
};
global.DEFAULT_FAIL_RESPONSE = {
result: "Fail",
message: "Operation Failed"
};
global.DEFAULT_RETRY_RESPONSE = {
result: 'Retry',
message: 'Retry Later'
}
global.CUSTOM_OK_RESPONSE = {
result: 'Ok, but check Message',
message: 'Custom Message'
}
global.CUSTOM_FAIL_RESPONSE = {
result: 'Fail Because',
message: 'Custom Message'
}
let EVENTS_SERVER = require('./eventsServer.js');
let WEB_SOCKETS_SERVER = require('./webSocketsServer.js');
let TASK_MANAGER_SERVER = require('./taskManagerServer.js');
let WEB_SERVER = require('./webServer.js');
try {
EVENTS_SERVER = EVENTS_SERVER.newEventsServer()
EVENTS_SERVER.initialize()
EVENTS_SERVER.run()
WEB_SOCKETS_SERVER = WEB_SOCKETS_SERVER.newWebSocketsServer(EVENTS_SERVER)
WEB_SOCKETS_SERVER.initialize()
WEB_SOCKETS_SERVER.run()
TASK_MANAGER_SERVER = TASK_MANAGER_SERVER.newTaskManagerServer(WEB_SOCKETS_SERVER, EVENTS_SERVER)
TASK_MANAGER_SERVER.initialize()
TASK_MANAGER_SERVER.run()
WEB_SERVER = WEB_SERVER.newWebServer(EVENTS_SERVER)
WEB_SERVER.initialize()
WEB_SERVER.run()
console.log("You are running Superalgos Beta 6 SP4: What's new? Some bugs fixed and improved performance.")
//console.log("You are running Superalgos Beta 7: What's new? Multi-Project & Machine Learning Infrastructure is being implemented here.")
} catch (err) {
console.log('[ERROR] BackendServers -> Task Manager -> server -> Error = ' + err.stack)
}
Deprecated-Code/Client/taskManagerServer.js
-331
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@@ -1,331 +0,0 @@
exports.newTaskManagerServer = function newTaskManagerServer(WEB_SOCKETS_SERVER, EVENTS_SERVER) {
let thisObject = {
initialize: initialize,
finalize: finalize,
run: run
}
/*
This server creates and destroys Task Servers according to what is going on at the UI. Each of these created servers will do their own
work. The responsibility of this server is to manage those children processes in order to be in sync with what the end user want and is defining
at the user interface.
*/
const { fork } = require('child_process')
require('dotenv').config()
tasksMap = new Map()
return thisObject
function finalize() {
}
function initialize() {
}
function run() {
/*
Here we will create an Event Handler for this server. After that we will listen to events happening here. Elements of the UI will raise events here,
as a way to communicate what is going on with the user interacting with UI components. That is the way this server will know for example when a new
task needs to be created or destroyed.
*/
let eventsServerClient = newEventsServerClient()
eventsServerClient.createEventHandler('Task Manager')
eventsServerClient.listenToEvent('Task Manager', 'Run Task', undefined, undefined, undefined, runTask)
eventsServerClient.listenToEvent('Task Manager', 'Stop Task', undefined, undefined, undefined, stopTask)
eventsServerClient.listenToEvent('Task Manager', 'Task Status', undefined, undefined, undefined, taskStatus)
console.log('Task Manager Server Started.')
function runTask(message) {
//console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Entering function.')
if (message.event === undefined) {
console.log('[WARN] BackendServers -> Task Manager Server -> runTask -> Message Received Without Event -> message = ' + JSON.stringify(message).substring(0, 1000))
return
}
if (message.event.taskId === undefined) {
console.log('[WARN] BackendServers -> Task Manager Server -> runTask -> Message Received Without taskId -> message = ' + JSON.stringify(message).substring(0, 1000))
return
}
if (message.event.taskDefinition === undefined) {
console.log('[WARN] BackendServers -> Task Manager Server -> runTask -> Message Received Without taskDefinition -> message = ' + JSON.stringify(message).substring(0, 1000))
return
}
if (tasksMap.get(message.event.taskId) !== undefined) {
let key = message.event.taskName + '-' + 'Task' + '-' + message.event.taskId
eventsServerClient.raiseEvent(key, 'Running') // Meaning Task Running
return
}
//console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Task Name = ' + message.event.taskName)
//console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Task Id = ' + message.event.taskId)
let path = process.env.TASK_SERVER_PATH + '/server.js'
/* Workarround to avoid having the same debug port at the forked process which makes it crash. */
for (let i = 0; i < process.execArgv.length; i++) {
let argument = process.execArgv[i]
if (argument.indexOf('--inspect') > -1) {
process.execArgv[i] = ''
}
}
/*
Forking this process:
The Task Server is going to run at a fork of this process. In this way we have a some communication capabilities
between processes, which is kind of limited but good enough for what we need. We send to the forked process
the taskId and taskName at the same time we create the process. Once the process is up and running it will
emit an event that is ready, and at that point we will send all the information needed to run the task.
*/
let task = {
childProcess: fork(path, [message.event.taskId], { stdio: 'inherit' }),
id: message.event.taskId,
name: message.event.taskName
}
/* Remember this is a running task now */
tasksMap.set(message.event.taskId, task)
/* If the Task Server crashes, we remove it from our task map */
task.childProcess.on('error', (err) => {
console.log('[ERROR] BackendServers -> Task Manager Server -> runTask -> Problem with Task Name = ' + task.name)
console.log('[ERROR] BackendServers -> Task Manager Server -> runTask -> Problem with Task Id = ' + task.id)
console.log(`[ERROR] BackendServers -> Task Manager Server -> runTask -> Task Server exited with error ${err}`)
tasksMap.delete(task.id)
})
/* If the Tast Server stops, we remove it from our task map */
task.childProcess.on('close', (code, signal) => {
//console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Task Terminated. -> Task Name = ' + task.name)
//console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Task Terminated. -> Task Id = ' + task.id)
tasksMap.delete(task.id)
})
/*
We listen to the newly created Task Server events, waiting until it is up and ready to receive all the Task specific
instruction, to know what kind of task to execute.
*/
eventsServerClient.listenToEvent('Task Manager - ' + message.event.taskId, 'Nodejs Process Ready for Task', undefined, undefined, undefined, sendStartingEvent)
/*
Here we do send the rest of the task information we have, which is what defines what the Task Server is actually
going to do. From there on, here at the Task Manager, we have nothing to do until either the Task Server crashes or exit,
or the end users requests to stop it. Note that the due to the size of the instructions can not be sent via
intra-process communications.
*/
function sendStartingEvent() {
//console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Emitting Event -> key = ' + 'Task Server - ' + task.id)
eventsServerClient.raiseEvent('Task Server - ' + task.id, 'Run Task', message.event)
}
}
function stopTask(message) {
//console.log('[INFO] BackendServers -> Task Manager Server -> stopTask -> Entering function.')
if (message.event === undefined) {
console.log('[WARN] BackendServers -> Task Manager Server -> stopTask -> Message Received Without Event -> message = ' + JSON.stringify(message).substring(0, 1000))
return
}
if (message.event.taskId === undefined) {
console.log('[WARN] BackendServers -> Task Manager Server -> stopTask -> Message Received Without taskId -> message = ' + JSON.stringify(message).substring(0, 1000))
return
}
//console.log('[INFO] BackendServers -> Task Manager Server -> stopTask -> Task Name = ' + message.event.taskName)
//console.log('[INFO] BackendServers -> Task Manager Server -> stopTask -> Task Id = ' + message.event.taskId)
let task = tasksMap.get(message.event.taskId)
/*
The instruction to stop the Task Server process is sent via intra-process messaging. We will remove this task from
our map once we received the onClose event of our forked process.
*/
if (task) {
task.childProcess.send('Stop this Task');
//console.log('[INFO] BackendServers -> Task Manager Server -> stopTask -> Child Process instructed to finish.')
} else {
console.log('[WARN] BackendServers -> Task Manager Server -> stopTask -> Cannot delete Task that does not exist.')
}
}
function taskStatus(message) {
//console.log('[INFO] BackendServers -> Task Manager Server -> taskStatus -> Entering function.')
if (message.event === undefined) {
console.log('[WARN] BackendServers -> Task Manager Server -> taskStatus -> Message Received Without Event -> message = ' + JSON.stringify(message).substring(0, 1000))
return
}
if (message.event.taskId === undefined) {
console.log('[WARN] BackendServers -> Task Manager Server -> taskStatus -> Message Received Without taskId -> message = ' + JSON.stringify(message).substring(0, 1000))
return
}
//console.log('[INFO] BackendServers -> Task Manager Server -> taskStatus -> Task Name = ' + message.event.taskName)
//console.log('[INFO] BackendServers -> Task Manager Server -> taskStatus -> Task Id = ' + message.event.taskId)
let task = tasksMap.get(message.event.taskId)
let event = {}
if (task) {
event.status = 'Task Process Running'
eventsServerClient.raiseEvent('Task Client - ' + message.event.taskId, 'Task Status', event)
} else {
event.status = 'Task Process Not Running'
eventsServerClient.raiseEvent('Task Client - ' + message.event.taskId, 'Task Status', event)
}
}
}
function newEventsServerClient() {
let thisObject = {
initialize: initialize,
finalize: finalize,
createEventHandler: createEventHandler,
deleteEventHandler: deleteEventHandler,
listenToEvent: listenToEvent,
stopListening: stopListening,
raiseEvent: raiseEvent,
onMessage: onMessage
}
let eventListeners = new Map()
let responseWaiters = new Map()
return thisObject
function finalize() {
/* Before disconnecting we will forze all eventListeners to stop listening. */
const eventListenersArray = [...eventListeners.values()]
for (let i = 0; i < eventListenersArray.length; i++) {
let handler = eventListenersArray[i]
let eventCommand = {
action: 'stopListening',
eventHandlerName: handler.eventHandlerName,
eventType: handler.eventType,
callerId: handler.callerId
}
sendCommand(eventCommand)
}
}
function initialize() {
}
function onMessage(data) {
try {
let message = JSON.parse(data)
if (message.action === 'Event Raised') {
let key
if (message.callerId) {
key = message.eventHandlerName + '-' + message.eventType + '-' + message.callerId
} else {
key = message.eventHandlerName + '-' + message.eventType
}
let handler = eventListeners.get(key)
if (handler) {
handler.callBack(message)
} else {
console.log(key + ' not found so could not deliver event raised.')
console.log(' Message = ' + data)
}
return
}
if (message.action === 'Event Server Response') {
let handler = responseWaiters.get(message.callerId)
if (handler) {
handler(message)
}
return
}
} catch (err) {
console.log('[ERROR] BackendServers -> Task Manager Server -> onMessage -> Error Receiving Message from Events Server -> data = ' + JSON.stringify(data))
console.log('[ERROR] BackendServers -> Task Manager Server -> onMessage -> Error Receiving Message from Events Server -> error = ' + err.stack)
}
}
function sendCommand(command, responseCallBack, eventsCallBack) {
try {
if (command.action === 'listenToEvent') {
let key
if (command.callerId) {
key = command.eventHandlerName + '-' + command.eventType + '-' + command.callerId
} else {
key = command.eventHandlerName + '-' + command.eventType
}
let handler = {
eventHandlerName: command.eventHandlerName,
eventType: command.eventType,
callerId: command.callerId,
callBack: eventsCallBack
}
eventListeners.set(key, handler)
}
if (command.callerId && responseCallBack) {
responseWaiters.set(command.callerId, responseCallBack)
}
EVENTS_SERVER.onMessage(JSON.stringify(command), thisObject.onMessage)
} catch (err) {
console.log('[ERROR] BackendServers -> Task Manager Server -> sendCommand -> Error Sending Command to Events Server -> command = ' + JSON.stringify(command))
console.log('[ERROR] BackendServers -> Task Manager Server -> sendCommand -> Error Sending Command to Events Server -> error = ' + err.stack)
}
}
function createEventHandler(eventHandlerName, callerId, responseCallBack) {
let eventCommand = {
action: 'createEventHandler',
eventHandlerName: eventHandlerName,
callerId: callerId
}
sendCommand(eventCommand, responseCallBack)
}
function deleteEventHandler(eventHandlerName, callerId, responseCallBack) {
let eventCommand = {
action: 'deleteEventHandler',
eventHandlerName: eventHandlerName,
callerId: callerId
}
sendCommand(eventCommand, responseCallBack)
}
function listenToEvent(eventHandlerName, eventType, extraData, callerId, responseCallBack, eventsCallBack) {
let eventCommand = {
action: 'listenToEvent',
eventHandlerName: eventHandlerName,
eventType: eventType,
extraData: extraData,
callerId: callerId
}
sendCommand(eventCommand, responseCallBack, eventsCallBack)
}
function stopListening(eventHandlerName, eventType, eventSubscriptionId, callerId, responseCallBack) {
/* User either needs to specify a valid eventSubscriptionId OR the 3 params: eventHandlerName, eventType, callerId which were used when start listening to events. */
let eventCommand = {
action: 'stopListening',
eventHandlerName: eventHandlerName,
eventType: eventType,
eventSubscriptionId: eventSubscriptionId,
callerId: callerId
}
sendCommand(eventCommand, responseCallBack)
}
function raiseEvent(eventHandlerName, eventType, event, callerId, responseCallBack) {
let eventCommand = {
action: 'raiseEvent',
eventHandlerName: eventHandlerName,
eventType: eventType,
event: event,
callerId: callerId
}
sendCommand(eventCommand, responseCallBack)
}
}
}
Deprecated-Code/Client/webServer.js
-1032
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Deprecated-Code/Client/webSocketsServer.js
-112
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@@ -1,112 +0,0 @@
exports.newWebSocketsServer = function newWebSocketsServer(EVENTS_SERVER) {
const MODULE = "Web Sockets Server"
const LOG_INFO = false
let thisObject = {
initialize: initialize,
finalize: finalize,
run: run
}
require('dotenv').config()
const WEB_SOCKET = require('ws')
let socketServer
let port = process.env.WEB_SOCKETS_SERVER_PORT
return thisObject
function finalize() {
}
function initialize() {
}
function run() {
setUpWebSocketServer()
}
function setUpWebSocketServer() {
try {
socketServer = new WEB_SOCKET.Server({ port: port })
socketServer.on('connection', onConnection)
function onConnection(socket) {
let lastNonce = -1
if (LOG_INFO === true) {
console.log('New Websocket Connection.')
}
socket.on('message', onMenssage)
function onMenssage(message){
try {
if (LOG_INFO === true) {
console.log('Message Received: ' + message.substring(0, 1000))
}
let messageArray = message.split('|*|')
let origin = messageArray[0]
let nonce = messageArray[1]
let messageToEventServer = messageArray[2]
if (origin === 'Web Browser') {
if (isNaN(nonce) || nonce === "") {
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> Nonce is not a Number. message = ' + message.substring(0, 1000))
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> Nonce is not a Number. nonce = ' + nonce)
return
}
if (nonce === "1") { // this happens once the browser is restarted, and the server is running since a previous session.
lastNonce = 0
}
if (Number(nonce) < Number(lastNonce)) {
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> Nonce received is less than Last Nonce. message = ' + message.substring(0, 1000))
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> Nonce received is less than Last Nonce. nonce = ' + nonce)
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> Nonce received is less than Last Nonce. lastNonce = ' + lastNonce)
return
}
lastNonce = nonce
try {
let jsonCheck = JSON.parse(messageToEventServer)
} catch (err) {
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> Message received from the browser is not a valid JSON. message = ' + message.substring(0, 1000))
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> Message received from the browser is not a valid JSON. messageToEventServer = ' + messageToEventServer)
return
}
let acknowledgeMessage = {
action: 'Acknowledge',
nonce: nonce
}
socket.send(JSON.stringify(acknowledgeMessage))
}
EVENTS_SERVER.onMessage(messageToEventServer, onResponse)
function onResponse(message) {
socket.send(message)
}
} catch (err) {
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> Nonce received is less than Last Nonce. err = ' + err.stack)
}
}
}
console.log('Web Sockets Server Started.')
} catch (err) {
console.log('[ERROR] BackendServers -> Web Sockets Server -> run -> setUpWebSocketServer -> err.message = ' + err.message.substring(0, 1000))
}
}
}
Deprecated-Code/DataFiles/.gitattributes
-2
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@@ -1,2 +0,0 @@
# Auto detect text files and perform LF normalization
* text=auto
Deprecated-Code/DataFiles/CODE_OF_CONDUCT.md
-46
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@@ -1,46 +0,0 @@
# Contributor Covenant Code of Conduct
## Our Pledge
In the interest of fostering an open and welcoming environment, we as contributors and maintainers pledge to making participation in our project and our community a harassment-free experience for everyone, regardless of age, body size, disability, ethnicity, gender identity and expression, level of experience, nationality, personal appearance, race, religion, or sexual identity and orientation.
## Our Standards
Examples of behavior that contributes to creating a positive environment include:
* Using welcoming and inclusive language
* Being respectful of differing viewpoints and experiences
* Gracefully accepting constructive criticism
* Focusing on what is best for the community
* Showing empathy towards other community members
Examples of unacceptable behavior by participants include:
* The use of sexualized language or imagery and unwelcome sexual attention or advances
* Trolling, insulting/derogatory comments, and personal or political attacks
* Public or private harassment
* Publishing others' private information, such as a physical or electronic address, without explicit permission
* Other conduct which could reasonably be considered inappropriate in a professional setting
## Our Responsibilities
Project maintainers are responsible for clarifying the standards of acceptable behavior and are expected to take appropriate and fair corrective action in response to any instances of unacceptable behavior.
Project maintainers have the right and responsibility to remove, edit, or reject comments, commits, code, wiki edits, issues, and other contributions that are not aligned to this Code of Conduct, or to ban temporarily or permanently any contributor for other behaviors that they deem inappropriate, threatening, offensive, or harmful.
## Scope
This Code of Conduct applies both within project spaces and in public spaces when an individual is representing the project or its community. Examples of representing a project or community include using an official project e-mail address, posting via an official social media account, or acting as an appointed representative at an online or offline event. Representation of a project may be further defined and clarified by project maintainers.
## Enforcement
Instances of abusive, harassing, or otherwise unacceptable behavior may be reported by contacting the project team using the online form in the contacts page of the superalgos.org website. The project team will review and investigate all complaints, and will respond in a way that it deems appropriate to the circumstances. The project team is obligated to maintain confidentiality with regard to the reporter of an incident. Further details of specific enforcement policies may be posted separately.
Project maintainers who do not follow or enforce the Code of Conduct in good faith may face temporary or permanent repercussions as determined by other members of the project's leadership.
## Attribution
This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4, available at [http://contributor-covenant.org/version/1/4][version]
[homepage]: http://contributor-covenant.org
[version]: http://contributor-covenant.org/version/1/4/
Deprecated-Code/DataFiles/CONTRIBUTING.md
-9
View File
@@ -1,9 +0,0 @@
# Contributing
We are thrilled you are interested in contributing to this repository. Your help may be essential to the project's success and we want you in!
Superalgos is a collective project, currently at a very early stage. We not only welcome contributions but may even choose to incentivize relevant contributions via the project's native crypto token.
Please read the [Join the Dev Team]( https://superalgos.org/developers-join-dev-team.shtml) page in our website to learn more about how you may become a relevant member of the Community and even make a living out of contributing code to the project.
Contributions are deemed _voluntary work_, irrespective of the incentives that may be in place, and are subject to the conditions described in the LICENSE
Deprecated-Code/DataFiles/LICENSE
-201
View File
@@ -1,201 +0,0 @@
Apache License
Version 2.0, January 2004
http://www.apache.org/licenses/
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
1. Definitions.
"License" shall mean the terms and conditions for use, reproduction,
and distribution as defined by Sections 1 through 9 of this document.
"Licensor" shall mean the copyright owner or entity authorized by
the copyright owner that is granting the License.
"Legal Entity" shall mean the union of the acting entity and all
other entities that control, are controlled by, or are under common
control with that entity. For the purposes of this definition,
"control" means (i) the power, direct or indirect, to cause the
direction or management of such entity, whether by contract or
otherwise, or (ii) ownership of fifty percent (50%) or more of the
outstanding shares, or (iii) beneficial ownership of such entity.
"You" (or "Your") shall mean an individual or Legal Entity
exercising permissions granted by this License.
"Source" form shall mean the preferred form for making modifications,
including but not limited to software source code, documentation
source, and configuration files.
"Object" form shall mean any form resulting from mechanical
transformation or translation of a Source form, including but
not limited to compiled object code, generated documentation,
and conversions to other media types.
"Work" shall mean the work of authorship, whether in Source or
Object form, made available under the License, as indicated by a
copyright notice that is included in or attached to the work
(an example is provided in the Appendix below).
"Derivative Works" shall mean any work, whether in Source or Object
form, that is based on (or derived from) the Work and for which the
editorial revisions, annotations, elaborations, or other modifications
represent, as a whole, an original work of authorship. For the purposes
of this License, Derivative Works shall not include works that remain
separable from, or merely link (or bind by name) to the interfaces of,
the Work and Derivative Works thereof.
"Contribution" shall mean any work of authorship, including
the original version of the Work and any modifications or additions
to that Work or Derivative Works thereof, that is intentionally
submitted to Licensor for inclusion in the Work by the copyright owner
or by an individual or Legal Entity authorized to submit on behalf of
the copyright owner. For the purposes of this definition, "submitted"
means any form of electronic, verbal, or written communication sent
to the Licensor or its representatives, including but not limited to
communication on electronic mailing lists, source code control systems,
and issue tracking systems that are managed by, or on behalf of, the
Licensor for the purpose of discussing and improving the Work, but
excluding communication that is conspicuously marked or otherwise
designated in writing by the copyright owner as "Not a Contribution."
"Contributor" shall mean Licensor and any individual or Legal Entity
on behalf of whom a Contribution has been received by Licensor and
subsequently incorporated within the Work.
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Deprecated-Code/DataFiles/README.md
-19
View File
@@ -1,19 +0,0 @@
# Data Files
This repo is one of the repositories built into Superalgos. For more information [read the docs](https://docs.superalgos.org/) or check the [Readme](https://github.com/Superalgos/Superalgos/) at the main repository of the project.
## Copyright and License Notice
© Copyright 2020 Superalgos. Please see the [License](/LICENSE) for information on how you can use this software.
## Disclaimer
THE SOFTWARE AND ITS ASSOCIATED PRODUCTS AND SERVICES ARE PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY, SUITABILITY FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT.
IN NO EVENT WILL SUPERALGOS BE LIABLE TO ANY PARTY FOR ANY DIRECT, INDIRECT, SPECIAL OR OTHER CONSEQUENTIAL DAMAGES FOR ANY USE OF THE SOFTWARE, OR ANY OTHER ASSOCIATED SERVICE OR WEB SITE, INCLUDING, WITHOUT LIMITATION, ANY LOST PROFITS, BUSINESS INTERRUPTION, LOSS OF FUNDS, PROGRAMS OR OTHER DATA OR OTHERWISE, EVEN IF WE ARE EXPRESSLY ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
# Maintainer
[![Luis-Fernando-Molina](https://avatars1.githubusercontent.com/u/9479367?s=130&amp;v=4)](https://github.com/Luis-Fernando-Molina) |
---|
[Luis-Fernando-Molina](https://github.com/Luis-Fernando-Molina) |
Deprecated-Code/DataFiles/src/DailyFiles.js
-298
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@@ -1,298 +0,0 @@
function newDailyFiles() {
const MODULE_NAME = 'Daily Files'
const ERROR_LOG = true
const logger = newWebDebugLog()
logger.fileName = MODULE_NAME
let thisObject = {
eventHandler: undefined,
getFileCursor: getFileCursor,
setDatetime: setDatetime,
setTimeFrame: setTimeFrame,
getExpectedFiles: getExpectedFiles,
getFilesLoaded: getFilesLoaded,
initialize: initialize,
finalize: finalize
}
let filesLoaded = 0
let expectedFiles = 0
let fileCloud
let fileCursors = new Map()
let callBackWhenFileReceived
thisObject.eventHandler = newEventHandler()
return thisObject
function finalize() {
try {
thisObject.eventHandler.finalize()
thisObject.eventHandler = undefined
filesLoaded = undefined
expectedFiles = undefined
fileCloud = undefined
fileCursors.forEach(finalizeEach)
function finalizeEach(item, key, mapObj) {
item.finalize()
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] finalize -> err = ' + err.stack) }
}
}
function initialize(pMine, pBot, pSession, pProduct, pDataset, pExchange, pMarket, pDatetime, pTimeFrame, pHost, pPort, pEventsServerClient, callBackFunction) {
try {
callBackWhenFileReceived = callBackFunction
let exchange = pExchange
let beginDateRange
let endDateRange
let timeFrames
fileCloud = newFileCloud()
fileCloud.initialize(pBot, pHost, pPort)
/* Config Validations */
if (pDataset.config.validTimeFrames === undefined) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = Can not initialize Daily Files for bot ' + pBot.name) }
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = You need to define validTimeFrames at the Dataset config. ') }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
getDataRangeFile()
function getDataRangeFile() {
/* First we will get the Data Range */
fileCloud.getFile(pMine, pBot, pSession, pProduct, pDataset, exchange, pMarket, undefined, undefined, undefined, true, undefined, onDataRangeReceived)
function onDataRangeReceived(err, pFile) {
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
beginDateRange = pFile.begin
endDateRange = pFile.end
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (err.message === 'File does not exist.') {
beginDateRange = new Date()
endDateRange = new Date()
break
}
if (err.message === 'Missing Configuration.') {
if (ERROR_LOG === true) { logger.write('[WARN] initialize -> onFileReceived -> The needed configuration for the dateRange at the dataSet of the product was not found.') }
if (ERROR_LOG === true) { logger.write('[WARN] initialize -> onFileReceived -> maxDate will be set to current datetime.') }
endDateRange = new Date()
break
}
callBackFunction(err)
return
}
default: {
callBackFunction(err)
return
}
}
getTimeFramesFile()
}
}
function getTimeFramesFile() {
/* First we will get the Data Range */
fileCloud.getFile(pMine, pBot, pSession, pProduct, pDataset, exchange, pMarket, undefined, undefined, undefined, undefined, true, onTimeFramesReceived)
function onTimeFramesReceived(err, pFile) {
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
timeFrames = pFile
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (err.message === 'File does not exist.') {
/* It is ok, we will deal with this later */
break
}
if (err.message === 'Configured to not Support This.') {
/* It is ok, we will deal with this later */
break
}
if (err.message === 'Missing Configuration.') {
if (ERROR_LOG === true) { logger.write('[WARN] initialize -> onFileReceived -> The needed configuration to locate the timeFrames is missing at the dataSet.') }
if (ERROR_LOG === true) { logger.write('[WARN] initialize -> onFileReceived -> Time Frames Filters will be ignored -> Product = ' + pProduct.config.codeName) }
break
}
callBackFunction(err)
return
}
default: {
callBackFunction(err)
return
}
}
createFileCursors()
}
}
function createFileCursors() {
try {
/* Now we will get the daily files */
for (let i = 0; i < dailyFilePeriods.length; i++) {
let periodTime = dailyFilePeriods[i][0]
let periodName = dailyFilePeriods[i][1]
if (pDataset.config.validTimeFrames.includes(periodName) === false) {
continue
}
if (timeFrames !== undefined) {
if (timeFrames.includes(periodName) === false) {
continue
}
}
let fileCursor = newFileCursor()
fileCursor.eventHandler = thisObject.eventHandler // We share our event handler with each file cursor, so that they can raise events there when files are changed.s
fileCursor.initialize(fileCloud, pMine, pBot, pSession, pProduct, pDataset, exchange, pMarket, periodName, periodTime, pDatetime, pTimeFrame, beginDateRange, endDateRange, pEventsServerClient, onInitialized)
function onInitialized(err) {
try {
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
callBackWhenFileReceived(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
default: {
callBackWhenFileReceived(err)
return
}
}
fileCursors.set(periodTime, fileCursor)
expectedFiles = expectedFiles + fileCursor.getExpectedFiles()
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> onFileReceived -> onInitialized -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
}
loadThemAll()
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> createFileCursors -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function loadThemAll() {
try {
for (let i = 0; i < dailyFilePeriods.length; i++) {
let periodTime = dailyFilePeriods[i][0]
let periodName = dailyFilePeriods[i][1]
if (pDataset.config.validTimeFrames.includes(periodName) === true) {
let fileCursor = fileCursors.get(periodTime)
if (fileCursor !== undefined) {
fileCursor.reload(onFileReceived)
}
}
}
callBackWhenFileReceived(GLOBAL.DEFAULT_OK_RESPONSE, thisObject)
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> loadThemAll -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function onFileReceived(err) {
try {
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
callBackWhenFileReceived(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
callBackWhenFileReceived(err)
return
}
default: {
callBackWhenFileReceived(err)
return
}
}
filesLoaded++
callBackWhenFileReceived(GLOBAL.DEFAULT_OK_RESPONSE, thisObject) // Note that the call back is called for every file loaded at each cursor.
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] onFileReceived -> err = ' + err.stack) }
callBackWhenFileReceived(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function getFileCursor(pPeriod) {
try {
return fileCursors.get(pPeriod)
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFileCursor -> err = ' + err.stack) }
}
}
function setDatetime(pDatetime) {
try {
filesLoaded = 0
expectedFiles = 0
fileCursors.forEach(setDatetimeToEach)
function setDatetimeToEach(fileCursor, key, map) {
fileCursor.setDatetime(pDatetime)
expectedFiles = expectedFiles + fileCursor.getExpectedFiles()
fileCursor.reload(onFileReceived)
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] setDatetime -> err = ' + err.stack) }
}
}
function setTimeFrame(pTimeFrame, pDatetime) {
try {
filesLoaded = 0
expectedFiles = 0
fileCursors.forEach(setTimeFrameToEach)
function setTimeFrameToEach(fileCursor, key, map) {
fileCursor.setTimeFrame(pTimeFrame, pDatetime)
expectedFiles = expectedFiles + fileCursor.getExpectedFiles()
fileCursor.reload(onFileReceived)
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] setTimeFrame -> err = ' + err.stack) }
}
}
function getExpectedFiles() {
return expectedFiles
}
function getFilesLoaded() {
return filesLoaded
}
}
Deprecated-Code/DataFiles/src/FileCloud.js
-211
View File
@@ -1,211 +0,0 @@
function newFileCloud () {
const MODULE_NAME = 'File Cloud'
const ERROR_LOG = true
const logger = newWebDebugLog()
logger.fileName = MODULE_NAME
/*
This is the module in the system that actually connects to the cloud storage and grabs from there the needed files.
*/
let thisObject = {
getFile: getFile,
initialize: initialize
}
let fileStorage
return thisObject
function initialize (pBot, pHost, pPort) {
fileStorage = newFileStorage(pHost, pPort)
}
function getFile (pMine, pBot, pSession, pProduct, pDataset, pExchange, pMarket, pPeriodName, pDatetime, pSequence, pDataRange, pTimeFrames, callBackFunction) {
try {
const MAX_RETRIES = 3
getFileRecursively(0, pMine, pBot, pSession, pProduct, pDataset, pExchange, pMarket, pPeriodName, pDatetime, pSequence, pDataRange, pTimeFrames, callBackFunction)
function getFileRecursively (pRetryCounter, pMine, pBot, pSession, pProduct, pDataset, pExchange, pMarket, pPeriodName, pDatetime, pSequence, pDataRange, pTimeFrames, callBackFunction) {
try {
let fileName
let filePath
if (pDataRange === undefined && pTimeFrames === undefined) {
fileName = pDataset.config.fileName
filePath = pDataset.config.filePath
} else {
if (pDataRange !== undefined) {
if (pDataset.config.dataRange !== undefined) {
fileName = pDataset.config.dataRange.fileName
filePath = pDataset.config.dataRange.filePath
} else {
let customErr = {
result: GLOBAL.CUSTOM_FAIL_RESPONSE.result,
message: 'Missing Configuration.'
}
if (ERROR_LOG === true) { logger.write('[WARN] getFile -> getFileRecursively -> onFileReceived -> customErr.message = ' + customErr.message) }
if (ERROR_LOG === true) { logger.write('[WARN] getFile -> getFileRecursively -> onFileReceived -> Data Range configuration could not be found at Dataset ' + pDataset.name) }
callBackFunction(customErr)
return
}
}
if (pTimeFrames !== undefined) {
if (pDataset.config.timeFrames !== undefined) {
if (pDataset.config.timeFrames.fileName !== '') {
fileName = pDataset.config.timeFrames.fileName
filePath = pDataset.config.timeFrames.filePath
} else {
let customErr = {
result: GLOBAL.CUSTOM_FAIL_RESPONSE.result,
message: 'Configured to not Support This.'
}
callBackFunction(customErr)
return
}
} else {
let customErr = {
result: GLOBAL.CUSTOM_FAIL_RESPONSE.result,
message: 'Missing Configuration.'
}
if (ERROR_LOG === true) { logger.write('[WARN] getFile -> getFileRecursively -> onFileReceived -> customErr.message = ' + customErr.message) }
if (ERROR_LOG === true) { logger.write('[WARN] getFile -> getFileRecursively -> onFileReceived -> Time Frames configuration could not be found at Dataset ' + pDataset.name) }
callBackFunction(customErr)
return
}
}
}
if (fileName === undefined) {
logger.write('[ERROR] getFile -> getFileRecursively -> Inconsistant data. Check the following: ')
logger.write('[ERROR] getFile -> getFileRecursively -> pMine = ' + JSON.stringify(pMine))
logger.write('[ERROR] getFile -> getFileRecursively -> pBot = ' + JSON.stringify(pBot))
logger.write('[ERROR] getFile -> getFileRecursively -> pDataset = ' + JSON.stringify(pDataset))
logger.write('[ERROR] getFile -> getFileRecursively -> pExchange = ' + JSON.stringify(pExchange))
logger.write('[ERROR] getFile -> getFileRecursively -> pMarket = ' + JSON.stringify(pMarket))
logger.write('[ERROR] getFile -> getFileRecursively -> pPeriodName = ' + JSON.stringify(pPeriodName))
throw ('Inconsistant data received.')
}
if (pMarket !== undefined) {
filePath = filePath.replace('@BaseAsset', pMarket.baseAsset)
filePath = filePath.replace('@QuotedAsset', pMarket.quotedAsset)
}
if (pMine !== undefined) {
filePath = filePath.replace('@DataMine', pMine.config.codeName)
}
if (pBot !== undefined) {
filePath = filePath.replace('@Bot', pBot.config.codeName)
}
if (pSession !== undefined) {
let config
let sessionFolderName = pSession.type.replace(' ', '-').replace(' ', '-') + '-' + pSession.id
if (pSession.config !== undefined) {
if (pSession.config.folderName !== undefined) {
sessionFolderName = pSession.type.replace(' ', '-').replace(' ', '-') + '-' + pSession.config.folderName
}
}
filePath = filePath.replace('@Session', sessionFolderName)
}
if (pExchange !== undefined) {
filePath = filePath.replace('@Exchange', pExchange.name)
}
filePath = filePath.replace('@Period', pPeriodName)
filePath = filePath.replace('@Dataset', pDataset.config.codeName)
filePath = filePath.replace('@Product', pProduct.config.codeName)
if (pDatetime !== undefined) {
filePath = filePath.replace('@Year', pDatetime.getUTCFullYear())
filePath = filePath.replace('@Month', pad(pDatetime.getUTCMonth() + 1, 2))
filePath = filePath.replace('@Day', pad(pDatetime.getUTCDate(), 2))
filePath = filePath.replace('@Hour', pad(pDatetime.getUTCHours(), 2))
filePath = filePath.replace('@Minute', pad(pDatetime.getUTCMinutes(), 2))
}
if (pSequence !== undefined) {
fileName = fileName.replace('@Sequence', pSequence)
}
fileStorage.getFileFromHost(filePath + '/' + fileName, onFileReceived)
function onFileReceived (err, text, response) {
try {
let data
if (err && err.result !== GLOBAL.DEFAULT_OK_RESPONSE.result) {
if (err.code === 'BlobNotFound' || err.code === 'FileNotFound' || err.code === 'ParentNotFound' || err.code === 'The specified key does not exist.') {
let customErr = {
result: GLOBAL.CUSTOM_FAIL_RESPONSE.result,
message: 'File does not exist.'
}
callBackFunction(customErr)
return
}
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> filePath = ' + filePath) }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> fileName = ' + fileName) }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> Unexpected Error Ocurred.') }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> err = ' + err.stack) }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> text = ' + text) }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> response = ' + response) }
if (err.message === 'XHR error') {
if (pRetryCounter < MAX_RETRIES) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> Retrying to get this file. ') }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> MAX_RETRIES = ' + MAX_RETRIES) }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> pRetryCounter = ' + pRetryCounter) }
getFileRecursively(pRetryCounter + 1, pMine, pBot, pDataset, pExchange, pMarket, pPeriodName, pDatetime, pSequence, pDataRange, callBackFunction)
return
} else {
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> Could not get this file from storage. ') }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> MAX_RETRIES = ' + MAX_RETRIES) }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> pRetryCounter = ' + pRetryCounter) }
}
}
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
} else {
try {
data = JSON.parse(text)
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE, data)
return
} catch (err) {
if (ERROR_LOG === true) { logger.write('[WARN] getFile -> getFileRecursively -> onFileReceived -> err = ' + err.stack) }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> filePath = ' + filePath) }
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> fileName = ' + fileName) }
let customErr = {
result: GLOBAL.CUSTOM_OK_RESPONSE.result,
message: 'Data not in JSON Format.'
}
if (ERROR_LOG === true) { logger.write('[WARN] getFile -> getFileRecursively -> onFileReceived -> customErr.message = ' + customErr.message) }
callBackFunction(customErr, text)
return
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> onFileReceived -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> getFileRecursively -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFile -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
}
Deprecated-Code/DataFiles/src/FileCursor.js
-579
View File
@@ -1,579 +0,0 @@
function newFileCursor() {
const MODULE_NAME = 'File Cursor'
const INFO_LOG = false
const ERROR_LOG = true
const logger = newWebDebugLog()
logger.fileName = MODULE_NAME
let cursorDate
let thisObject = {
eventHandler: undefined, // received from parent
reload: reload,
setDatetime: setDatetime,
setTimeFrame: setTimeFrame,
files: new Map(),
getExpectedFiles: getExpectedFiles,
initialize: initialize,
finalize: finalize
}
let minCursorSize = 10
let maxCursorSize = 30
let market
let exchange
let fileCloud
let mine
let bot
let session
let product
let dataset
let periodName
let timeFrame
let beginDateRange
let endDateRange
let eventsServerClient
let finalized = false
let eventSubscriptionIdDatasetUpdated
let eventSubscriptionIdDataRangeUpdated
return thisObject
function finalize() {
try {
eventsServerClient.stopListening('Dataset Updated', eventSubscriptionIdDatasetUpdated)
eventsServerClient.stopListening('Data Range Updated', eventSubscriptionIdDataRangeUpdated)
thisObject.eventHandler = undefined
market = undefined
exchange = undefined
fileCloud = undefined
mine = undefined
bot = undefined
session = undefined
product = undefined
dataset = undefined
periodName = undefined
timeFrame = undefined
beginDateRange = undefined
endDateRange = undefined
eventsServerClient = undefined
thisObject.files = undefined
cursorDate = undefined
fileCloud = undefined
periodName = undefined
timeFrame = undefined
finalized = true
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] finalize -> err = ' + err.stack) }
}
}
function initialize(
pFileCloud,
pMine,
pBot,
pSession,
pProduct,
pDataset,
pExchange,
pMarket,
pPeriodName,
pTimeFrame,
pCursorDate,
pCurrentTimeFrame,
pBeginDateRange,
pEndDateRange,
pEventsServerClient,
callBackFunction) {
try {
market = pMarket
exchange = pExchange
fileCloud = pFileCloud
mine = pMine
bot = pBot
session = pSession
product = pProduct
dataset = pDataset
periodName = pPeriodName
cursorDate = removeTime(pCursorDate)
timeFrame = pTimeFrame
beginDateRange = pBeginDateRange
endDateRange = pEndDateRange
eventsServerClient = pEventsServerClient
let key = mine.config.codeName + '-' + bot.config.codeName + '-' + product.config.codeName + '-' + dataset.config.codeName + '-' + exchange.name + '-' + market.baseAsset + '/' + market.quotedAsset
let callerId = key + '-' + periodName + newUniqueId()
eventsServerClient.listenToEvent(key, 'Dataset Updated', undefined, callerId, onResponseDataSet, updateFiles)
key = mine.config.codeName + '-' + bot.config.codeName + '-' + product.config.codeName + '-' + exchange.name + '-' + market.baseAsset + '/' + market.quotedAsset
callerId = key + '-' + periodName + newUniqueId()
eventsServerClient.listenToEvent(key, 'Data Range Updated', undefined, callerId, onResponseDataRange, updateDataRange)
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE)
function onResponseDataSet(message) {
eventSubscriptionIdDatasetUpdated = message.eventSubscriptionId
}
function onResponseDataRange(message) {
eventSubscriptionIdDataRangeUpdated = message.eventSubscriptionId
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function updateDataRange(message) {
try {
if (finalized === true) { return }
if (message.event === undefined || message.event.dateRange === undefined) { return }
beginDateRange = new Date(message.event.dateRange.begin)
endDateRange = new Date(message.event.dateRange.end)
let minDate = beginDateRange.valueOf()
let maxDate = endDateRange.valueOf() + ONE_DAY_IN_MILISECONDS
for (let key of thisObject.files.keys()) {
let keyDate = new Date(key)
if (keyDate.valueOf() < minDate || keyDate.valueOf() > maxDate) {
thisObject.files.delete(key)
thisObject.eventHandler.raiseEvent('Files Updated')
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] updateDataRange -> err = ' + err.stack) }
}
}
function updateFiles(message) {
try {
if (finalized === true) { return }
if (message.event === undefined || message.event.lastFile === undefined) { return }
let targetDate = new Date(message.event.lastFile)
let dateString
let file
dateString = targetDate.getUTCFullYear() + '-' + pad(targetDate.getUTCMonth() + 1, 2) + '-' + pad(targetDate.getUTCDate(), 2)
fileCloud.getFile(mine, bot, session, product, dataset, exchange, market, periodName, targetDate, undefined, undefined, undefined, onFileReceived)
function onFileReceived(err, file) {
try {
if (finalized === true) { return }
if (err.result === GLOBAL.DEFAULT_OK_RESPONSE.result) {
thisObject.files.set(dateString, file)
thisObject.eventHandler.raiseEvent('Files Updated')
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] updateFiles -> onFileReceived -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] updateFiles -> err = ' + err.stack) }
}
}
function setTimeFrame(pTimeFrame, pDatetime) {
try {
if (finalized === true) { return }
/*
We are implementing here an algorithm designed to save bandwidth, memory and processing power at the browser.
We say there is a saving mode where the cursor is running at a minimum size. When the end user aproaches the time period the cursor
is set, then it should exit the saving mode and go to its actual size.
To do this we are going to measure the distance from the Time Frame received to the one the cursors was initialized with.
If these periods are consecutive, it means that the cursor should exit saving mode and load its full size.
*/
cursorDate = removeTime(pDatetime) // Adjust the cursor date to the one received.
let positionA
for (let i = 0; i < dailyFilePeriods.length; i++) {
let period = dailyFilePeriods[i]
if (period[0] === pTimeFrame) {
positionA = i
}
if (period[0] === timeFrame) {
positionB = i
}
}
if (Math.abs(positionB - positionA) <= 1) {
exitSavingMode()
} else {
enterSavingMode()
}
function enterSavingMode() {
try {
switch (timeFrame) {
case _45_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 30
}
break
case _40_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 20
}
break
case _30_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
case _20_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
case _15_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
case _10_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
case _5_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
case _4_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
case _3_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
case _2_MINUTES_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
case _1_MINUTE_IN_MILISECONDS:
{
minCursorSize = 3
maxCursorSize = 15
}
break
default:
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] setTimeFrame -> enterSavingMode -> err = ' + err.stack) }
}
}
function exitSavingMode() {
try {
switch (timeFrame) {
case _45_MINUTES_IN_MILISECONDS:
{
minCursorSize = 15
maxCursorSize = 30
}
break
case _40_MINUTES_IN_MILISECONDS:
{
minCursorSize = 13
maxCursorSize = 20
}
break
case _30_MINUTES_IN_MILISECONDS:
{
minCursorSize = 11
maxCursorSize = 15
}
break
case _20_MINUTES_IN_MILISECONDS:
{
minCursorSize = 9
maxCursorSize = 15
}
break
case _15_MINUTES_IN_MILISECONDS:
{
minCursorSize = 7
maxCursorSize = 15
}
break
case _10_MINUTES_IN_MILISECONDS:
{
minCursorSize = 7
maxCursorSize = 15
}
break
case _5_MINUTES_IN_MILISECONDS:
{
minCursorSize = 5
maxCursorSize = 15
}
break
case _4_MINUTES_IN_MILISECONDS:
{
minCursorSize = 5
maxCursorSize = 15
}
break
case _3_MINUTES_IN_MILISECONDS:
{
minCursorSize = 5
maxCursorSize = 15
}
break
case _2_MINUTES_IN_MILISECONDS:
{
minCursorSize = 5
maxCursorSize = 15
}
break
case _1_MINUTE_IN_MILISECONDS:
{
minCursorSize = 5
maxCursorSize = 15
}
break
default:
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] setTimeFrame -> exitSavingMode -> err = ' + err.stack) }
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] setTimeFrame -> err = ' + err.stack) }
}
}
function setDatetime(pDatetime) {
try {
if (finalized === true) { return }
if (pDatetime === undefined) {
if (ERROR_LOG === true) { logger.write('[ERROR] setDatetime -> Received undefined datetime.') }
return
}
cursorDate = removeTime(pDatetime)
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] setDatetime -> err = ' + err.stack) }
}
}
function reload(callBackFunction) {
try {
if (finalized === true) { return }
getFiles(callBackFunction)
collectGarbage(callBackFunction)
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] reload -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function getFiles(callBackFunction) {
try {
if (finalized === true) { return }
let i = 0
let j = 0
let dateString
getNextFile()
function getNextFile() {
try {
let targetDate = new Date(cursorDate)
targetDate.setUTCDate(targetDate.getUTCDate() + j)
/* Small algorith to allow load first the current date, then alternate between the most forwad and the most backwards ones. */
if (j === 0) { j++ } else {
if (j < 0) {
j = -j
j++
} else {
j = -j
}
}
let compareTargetDate = new Date(targetDate.valueOf())
if (beginDateRange !== undefined) {
let compareBeginDate = removeTime(beginDateRange)
if (compareTargetDate.valueOf() < compareBeginDate.valueOf()) {
controlLoop()
return
}
}
if (endDateRange !== undefined) {
let compareEndDate = removeTime(endDateRange)
if (compareTargetDate.valueOf() >= compareEndDate.valueOf()) {
controlLoop()
return
}
}
dateString = targetDate.getUTCFullYear() + '-' + pad(targetDate.getUTCMonth() + 1, 2) + '-' + pad(targetDate.getUTCDate(), 2)
let currentDay = Math.trunc((new Date()).valueOf() / (24 * 60 * 60 * 1000))
let targetDay = Math.trunc(targetDate.valueOf() / (24 * 60 * 60 * 1000))
if (targetDay > currentDay) {
controlLoop()
} else {
if (thisObject.files.get(dateString) === undefined) {
// We dont reload files we already have.
fileCloud.getFile(mine, bot, session, product, dataset, exchange, market, periodName, targetDate, undefined, undefined, undefined, onFileReceived)
} else {
controlLoop()
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFiles -> getNextFile -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function onFileReceived(err, file) {
try {
if (INFO_LOG === true) { logger.write('[INFO] getFiles -> onFileReceived -> Entering function.') }
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
if (INFO_LOG === true) { logger.write('[INFO] getFiles -> onFileReceived -> Received OK Response.') }
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
if (INFO_LOG === true) { logger.write('[INFO] getFiles -> onFileReceived -> Received FAIL Response.') }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (INFO_LOG === true) { logger.write('[INFO] getFiles -> onFileReceived -> Received CUSTOM FAIL Response.') }
if (INFO_LOG === true) { logger.write('[INFO] getFiles -> onFileReceived -> err.message = ' + err.message) }
if (err.message === 'File does not exist.') {
controlLoop()
return
} else {
callBackFunction(err)
return
}
}
default: {
if (INFO_LOG === true) { logger.write('[INFO] getFiles -> onFileReceived -> Received Unexpected Response.') }
callBackFunction(err)
return
}
}
thisObject.files.set(dateString, file)
controlLoop()
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFiles -> onFileReceived -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function controlLoop() {
try {
if (INFO_LOG === true) { logger.write('[INFO] getFiles -> controlLoop -> Entering function.') }
if (callBackFunction !== undefined) {
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE)
}
i++
if (i < minCursorSize) {
getNextFile()
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFiles -> controlLoop -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] getFiles -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function collectGarbage(callBackFunction) {
try {
if (finalized === true) { return }
date = removeTime(cursorDate)
let minDate = date.valueOf() - maxCursorSize * ONE_DAY_IN_MILISECONDS / 2
let maxDate = date.valueOf() + maxCursorSize * ONE_DAY_IN_MILISECONDS / 2
for (let key of thisObject.files.keys()) {
let keyDate = new Date(key)
if (keyDate.valueOf() < minDate || keyDate.valueOf() > maxDate) {
thisObject.files.delete(key)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] collectGarbage -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function getExpectedFiles() {
if (finalized === true) { return }
if (INFO_LOG === true) { logger.write('[INFO] getExpectedFiles -> Entering function.') }
return minCursorSize
}
}
Deprecated-Code/DataFiles/src/FileSequence.js
-296
View File
@@ -1,296 +0,0 @@
function newFileSequence () {
const MODULE_NAME = 'File Sequence'
const INFO_LOG = false
const ERROR_LOG = true
const logger = newWebDebugLog()
logger.fileName = MODULE_NAME
let thisObject = {
eventHandler: undefined,
getFile: getFile,
getExpectedFiles: getExpectedFiles,
getFilesLoaded: getFilesLoaded,
initialize: initialize,
finalize: finalize
}
let filesLoaded = 0
let fileCloud
let files = new Map()
let maxSequence = -1 // This is replaced by the content of the sequence file, which contains an index that starts on zero. In the case that the sequence file is not found the default value is -1 so when you add 1 it gives you the amount of files in the sequence, zero.
let market
let mine
let bot
let session
let dataset
let product
let finalized = false
let initialized = false
thisObject.eventHandler = newEventHandler()
let eventSubscriptionIdDatasetUpdated
let callerId
let eventsServerClient
return thisObject
function finalize () {
try {
eventsServerClient.stopListening('Dataset Updated', eventSubscriptionIdDatasetUpdated)
thisObject.eventHandler.finalize()
thisObject.eventHandler = undefined
filesLoaded = undefined
fileCloud = undefined
files = undefined
maxSequence = undefined
market = undefined
mine = undefined
bot = undefined
session = undefined
dataset = undefined
product = undefined
eventsServerClient = undefined
finalized = true
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] finalize -> err = ' + err.stack) }
}
}
function initialize (
pMine,
pBot,
pSession,
pProduct,
pDataset,
pExchange,
pMarket,
pHost,
pPort,
pEventsServerClient,
callBackFunction) {
try {
exchange = pExchange
market = pMarket
mine = pMine
bot = pBot
session = pSession
dataset = pDataset
product = pProduct
eventsServerClient = pEventsServerClient
fileCloud = newFileCloud()
fileCloud.initialize(bot, pHost, pPort)
callerId = newUniqueId()
let key = mine.config.codeName + '-' + bot.config.codeName + '-' + product.config.codeName + '-' + dataset.config.codeName + '-' + exchange.name + '-' + market.baseAsset + '/' + market.quotedAsset
eventsServerClient.listenToEvent(key, 'Dataset Updated', undefined, callerId, onResponse, updateFiles)
function onResponse (message) {
eventSubscriptionIdDatasetUpdated = message.eventSubscriptionId
}
/* First we will get the sequence max number */
fileCloud.getFile(mine, bot, session, product, dataset, exchange, market, undefined, undefined, 'Sequence', undefined, undefined, onSequenceFileReceived)
function onSequenceFileReceived (err, file) {
try {
if (finalized === true) { return }
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
case GLOBAL.CUSTOM_OK_RESPONSE.result: {
if (ERROR_LOG === true) { logger.write('[INFO] initialize -> onSequenceFileReceived -> err.message = ' + err.message) }
initialized = true
callBackFunction(err)
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (err.message === 'File does not exist.') { // We will assume that the process which generates the files has never been started, that does not imply that we can wait for data to come later.
initialized = true
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE)
return
}
if (ERROR_LOG === true) { logger.write('[INFO] initialize -> onSequenceFileReceived -> err.message = ' + err.message) }
callBackFunction(err, thisObject)
return
}
default: {
callBackFunction(err)
return
}
}
initialized = true
maxSequence = Number(file)
/* Now we will get the sequence of files */
for (let i = 0; i <= maxSequence; i++) {
fileCloud.getFile(mine, bot, session, product, dataset, exchange, market, undefined, undefined, i, undefined, undefined, onFileReceived)
function onFileReceived (err, file) {
try {
if (finalized === true) { return }
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (ERROR_LOG === true) { logger.write('[INFO] initialize -> onSequenceFileReceived -> onFileReceived -> err.message = ' + err.message) }
callBackFunction(err)
return
}
default: {
callBackFunction(err)
return
}
}
files.set(i, file)
filesLoaded++
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE, thisObject) // Note that the callback is called for every file loaded.
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> onSequenceFileReceived -> onFileReceived -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> onSequenceFileReceived -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function updateFiles () {
try {
if (finalized === true || initialized === false) { return }
/*
To keep this data structure up-to-date we need to:
1. Re-read the sequence file.
2. Re-load the current last file.
3. Re-load all new files after our last one.
*/
let currentMaxSequence = maxSequence
fileCloud.getFile(mine, bot, session, product, dataset, exchange, market, undefined, undefined, 'Sequence', undefined, undefined, onSequenceFileReceived)
function onSequenceFileReceived (err, sequenceFile) {
try {
if (finalized === true) { return }
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
return
}
case GLOBAL.CUSTOM_OK_RESPONSE.result: {
if (ERROR_LOG === true) { logger.write('[WARN] updateFiles -> onSequenceFileReceived -> err.message = ' + err.message) }
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (ERROR_LOG === true) { logger.write('[WARN] updateFiles -> onSequenceFileReceived -> err.message = ' + err.message) }
return
}
default: {
if (ERROR_LOG === true) { logger.write('[WARN] updateFiles -> onSequenceFileReceived -> Received Unexpected Response.') }
return
}
}
maxSequence = Number(sequenceFile)
filesLoaded = 0
/* Now we will get the sequence of files, but in this case only from the currentMaxSequence and above. */
for (let i = currentMaxSequence; i <= maxSequence; i++) {
fileCloud.getFile(mine, bot, session, product, dataset, exchange, market, undefined, undefined, i, undefined, undefined, onFileReceived)
function onFileReceived (err, file) {
try {
if (finalized === true) { return }
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (ERROR_LOG === true) { logger.write('[WARN] updateFiles -> onSequenceFileReceived -> onFileReceived -> err.message = ' + err.message) }
return
}
}
files.set(i, file)
filesLoaded++
if (filesLoaded === maxSequence + 1) {
thisObject.eventHandler.raiseEvent('Files Updated', undefined)
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] updateFiles -> onSequenceFileReceived -> onFileReceived -> err = ' + err.stack) }
}
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] updateFiles -> onSequenceFileReceived -> err = ' + err.stack) }
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] updateFiles -> err = ' + err.stack) }
}
}
function getFile (pSequence) {
return files.get(pSequence)
}
function getExpectedFiles () {
return maxSequence + 1
}
function getFilesLoaded () {
return filesLoaded
}
}
Deprecated-Code/DataFiles/src/FileStorage.js
-78
View File
@@ -1,78 +0,0 @@
function newFileStorage(host, port) {
const MODULE_NAME = 'File Storage'
const INFO_LOG = false
const logger = newWebDebugLog()
logger.fileName = MODULE_NAME
const MAX_RETRY = 2
let currentRetry = 0
const recoverableErrors = [
'SOCKETTIMEDOUT',
'TIMEDOUT',
'CONNRESET',
'CONNREFUSED',
'NOTFOUND',
'ENOTFOUND',
'ECONNREFUSED',
'CONNREFUSED',
'NOTFOUND',
'ESOCKETTIMEDOUT',
'ECONNRESET',
'ETIMEDOUT',
'EAI_AGAIN'
]
let thisObject = {
getFileFromHost: getFileFromHost
}
return thisObject
async function getFileFromHost(filePath, callBackFunction, pathComplete) {
try {
if (INFO_LOG === true) { logger.write('[INFO] getFileFromHost -> Entering function.') }
let folder = ''
if (pathComplete === false || pathComplete === undefined) {
folder = 'Storage/'
}
let url = folder + filePath
if (host !== undefined && port !== undefined) {
url = 'http://' + host + ':' + port + '/' + folder + filePath
} else {
url = folder + filePath
}
callWebServer(undefined, url, (response, fileContent) => {
if (response.result === GLOBAL.DEFAULT_OK_RESPONSE.result) {
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE, fileContent)
} else {
callBackFunction(response)
}
})
} catch (err) {
if (verifyRetry(err.code) && currentRetry < MAX_RETRY) {
currentRetry++
if (INFO_LOG === true) { console.log('[INFO] getTextFile -> Retrying connection to the server because received error: ' + err.code + '. Retry #: ' + currentRetry) }
getFileFromHost(filePath, callBackFunction)
} else if (err.message === 'Request aborted') {
let err = { code: 'The specified key does not exist.' }
callBackFunction(err)
} else {
console.log('Error geting the file from the serever:', err)
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
}
function verifyRetry(errorCode) {
for (let i = 0; i < recoverableErrors.length; i++) {
const error = recoverableErrors[i]
if (error === errorCode) {
return true
}
}
return false
}
}
Deprecated-Code/DataFiles/src/MarketFiles.js
-258
View File
@@ -1,258 +0,0 @@
function newMarketFiles() {
const MODULE_NAME = 'Market Files'
const ERROR_LOG = true
const logger = newWebDebugLog()
logger.fileName = MODULE_NAME
let thisObject = {
eventHandler: undefined,
getFile: getFile,
getExpectedFiles: getExpectedFiles,
getFilesLoaded: getFilesLoaded,
getFilesNotLoaded: getFilesNotLoaded,
initialize: initialize,
finalize: finalize
}
let filesLoaded = 0
let filesNotLoaded = 0
let filesExpected = 0
let fileCloud
let files = new Map()
let market
let exchange
let mine
let bot
let session
let dataset
let product
let periodName
thisObject.eventHandler = newEventHandler()
let finalized = false
let eventSubscriptionIdDatasetUpdated = []
let eventsServerClient
return thisObject
function finalize() {
try {
for (let i = 0; i < eventSubscriptionIdDatasetUpdated.length; i++) {
eventsServerClient.stopListening('Dataset Updated', eventSubscriptionIdDatasetUpdated[i])
}
thisObject.eventHandler.finalize()
thisObject.eventHandler = undefined
filesLoaded = undefined
files = undefined
market = undefined
exchange = undefined
mine = undefined
bot = undefined
session = undefined
dataset = undefined
product = undefined
periodName = undefined
eventsServerClient = undefined
finalized = true
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] finalize -> err = ' + err.stack) }
}
}
function initialize(
pMine,
pBot,
pSession,
pProduct,
pDataset,
pExchange,
pMarket,
pHost,
pPort,
pEventsServerClient,
callBackFunction) {
try {
let timeFrames
exchange = pExchange
market = pMarket
mine = pMine
bot = pBot
session = pSession
dataset = pDataset
product = pProduct
eventsServerClient = pEventsServerClient
fileCloud = newFileCloud()
fileCloud.initialize(pBot, pHost, pPort)
/* Some Validations */
if (dataset.config.validTimeFrames === undefined) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = Can not initialize Market Files for bot ' + pBot.name) }
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = You need to define validTimeFrames at the Dataset config. ') }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
getTimeFramesFile()
function getTimeFramesFile() {
/* First we will get the Data Range */
fileCloud.getFile(pMine, pBot, pSession, pProduct, pDataset, exchange, pMarket, undefined, undefined, undefined, undefined, true, onTimeFramesReceived)
function onTimeFramesReceived(err, pFile) {
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
timeFrames = pFile
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (err.message === 'File does not exist.') {
/* It is ok, we will deal with this later */
break
}
if (err.message === 'Configured to not Support This.') {
/* It is ok, we will deal with this later */
break
}
if (err.message === 'Missing Configuration.') {
if (ERROR_LOG === true) { logger.write('[WARN] initialize -> onFileReceived -> The needed configuration to locate the timeFrames is missing at the dataSet.') }
if (ERROR_LOG === true) { logger.write('[WARN] initialize -> onFileReceived -> Time Frames Filters will be ignored -> Product = ' + pProduct.config.codeName) }
break
}
callBackFunction(err)
return
}
default: {
callBackFunction(err)
return
}
}
getMarketFiles()
}
}
function getMarketFiles() {
/* Now we will get the market files */
for (let i = 0; i < marketFilesPeriods.length; i++) {
let periodTime = marketFilesPeriods[i][0]
let periodName = marketFilesPeriods[i][1]
if (dataset.config.validTimeFrames.includes(periodName) === false) {
filesNotLoaded++
continue
}
if (timeFrames !== undefined) {
if (timeFrames.includes(periodName) === false) {
filesNotLoaded++
continue
}
}
filesExpected++
fileCloud.getFile(mine, bot, session, product, dataset, exchange, market, periodName, undefined, undefined, undefined, undefined, onFileReceived)
function onFileReceived(err, file) {
try {
if (finalized === true) { return }
if (err.result === GLOBAL.DEFAULT_OK_RESPONSE.result) {
files.set(periodTime, file)
filesLoaded++
} else {
filesNotLoaded++
}
if (filesLoaded + filesNotLoaded === marketFilesPeriods.length) {
let key = mine.config.codeName + '-' + bot.config.codeName + '-' + product.config.codeName + '-' + dataset.config.codeName + '-' + exchange.name + '-' + market.baseAsset + '/' + market.quotedAsset
let callerId = key + '-' + periodName + newUniqueId()
eventsServerClient.listenToEvent(key, 'Dataset Updated', undefined, callerId, onResponse, updateFiles)
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE, thisObject)
function onResponse(message) {
eventSubscriptionIdDatasetUpdated.push(message.eventSubscriptionId)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> onFileReceived -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
}
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE, thisObject)
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function updateFiles(message) {
try {
if (finalized === true) { return }
let updatedFiles = 0
/* Now we will get the market files */
for (let i = 0; i < marketFilesPeriods.length; i++) {
let periodTime = marketFilesPeriods[i][0]
let periodName = marketFilesPeriods[i][1]
if (dataset.config.validTimeFrames.includes(periodName) !== true) { continue }
if (message.event !== undefined) {
if (message.event.timeFrames !== undefined) {
if (message.event.timeFrames.includes(periodName) !== true) { continue }
}
}
fileCloud.getFile(mine, bot, session, product, dataset, exchange, market, periodName, undefined, undefined, undefined, undefined, onFileReceived)
function onFileReceived(err, file) {
try {
if (finalized === true) { return }
files.set(periodTime, file)
updatedFiles++
if (updatedFiles === filesExpected) {
thisObject.eventHandler.raiseEvent('Files Updated')
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] updateFiles -> onFileReceived -> err = ' + err.stack) }
}
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] updateFiles -> err = ' + err.stack) }
}
}
function getFile(pPeriod) {
return files.get(pPeriod)
}
function getExpectedFiles() {
return marketFilesPeriods.length
}
function getFilesLoaded() {
return filesLoaded
}
function getFilesNotLoaded() {
return filesNotLoaded
}
}
Deprecated-Code/DataFiles/src/SingleFile.js
-94
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@@ -1,94 +0,0 @@

function newSingleFile () {
const MODULE_NAME = 'Single File'
const INFO_LOG = false
const ERROR_LOG = true
const logger = newWebDebugLog()
logger.fileName = MODULE_NAME
let thisObject = {
getFile: getFile,
initialize: initialize
}
let fileCloud
let file
return thisObject
function initialize (
pMine,
pBot,
pSession,
pProduct,
pDataset,
pExchange,
pMarket,
pHost,
pPort,
pEventsServerClient,
callBackFunction) {
try {
if (INFO_LOG === true) { logger.write('[INFO] initialize -> Entering function.') }
if (INFO_LOG === true) { logger.write('[INFO] initialize -> key = ' + pMine.config.codeName + '-' + pBot.config.codeName + '-' + pProduct.config.codeName) }
let exchange = pExchange
fileCloud = newFileCloud()
fileCloud.initialize(pBot, pHost, pPort)
/* Now we will get the file */
fileCloud.getFile(pMine, pBot, pSession, pProduct, pDataset, exchange, pMarket, undefined, undefined, undefined, undefined, undefined, onFileReceived)
function onFileReceived (err, pFile) {
try {
if (INFO_LOG === true) { logger.write('[INFO] initialize -> onFileReceived -> Entering function.') }
switch (err.result) {
case GLOBAL.DEFAULT_OK_RESPONSE.result: {
if (INFO_LOG === true) { logger.write('[INFO] initialize -> onFileReceived -> Received OK Response.') }
break
}
case GLOBAL.DEFAULT_FAIL_RESPONSE.result: {
if (INFO_LOG === true) { logger.write('[INFO] initialize -> onFileReceived -> Received FAIL Response.') }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
return
}
case GLOBAL.CUSTOM_FAIL_RESPONSE.result: {
if (INFO_LOG === true) { logger.write('[INFO] initialize -> onFileReceived -> Received CUSTOM FAIL Response.') }
if (INFO_LOG === true) { logger.write('[INFO] initialize -> onFileReceived -> err.message = ' + err.message) }
callBackFunction(err)
return
}
default: {
if (INFO_LOG === true) { logger.write('[INFO] initialize -> onFileReceived -> Received Unexpected Response.') }
callBackFunction(err)
return
}
}
file = pFile
callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE)
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> onFileReceived -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write('[ERROR] initialize -> err = ' + err.stack) }
callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
}
}
function getFile () {
if (INFO_LOG === true) { logger.write('[INFO] getFile -> Entering function.') }
return file
}
}
Deprecated-Code/EventsClientModule/.eslintignore
-1
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@@ -1 +0,0 @@
postcss.config.js
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