Output Management Functions Implemented plus bug fixes

Projects/ProjectsSchema.json

@@ -454,6 +454,12 @@
                     "propertyName": "processFilesFunctions",
                     "functionName": "newSuperalgosFunctionLibrariesProcessFilesFunctions",
                     "fileName": "ProcessFilesFunctions.js"
+                },
+                {
+                    "name": "Output Management Functions",
+                    "propertyName": "outputManagementFunctions",
+                    "functionName": "newSuperalgosFunctionLibrariesOutputManagementFunctions",
+                    "fileName": "OutputManagementFunctions.js"
                 }
             ],
             "utilities": [

Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Bollinger-Bands/BollingerBandsMultiPeriodDaily.js

@@ -258,7 +258,7 @@
                     let n;
                     processDate = new Date(contextVariables.lastBandFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well when we advance time at the begining of the loop.
                     let fromDate = new Date(processDate.valueOf())
-                    let lastDate = new Date()
+                    let lastDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(new Date())
 
                     TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
                         "[INFO] start -> buildBands -> processDate = " + processDate)

Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Bollinger-Bands/BollingerBandsMultiPeriodMarket.js

@@ -409,7 +409,7 @@
                     /*  Telling the world we are alive and doing well */
                     let currentDateString = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCFullYear() + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCMonth() + 1, 2) + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCDate(), 2);
                     let currentDate = new Date(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME)
-                    let lastDate = new Date()
+                    let lastDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(new Date())
                     TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(processIndex, currentDateString, TS.projects.superalgos.utilities.dateTimeFunctions.getPercentage(currentDate, currentDate, lastDate))
                 }
                 catch (err) {

Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Candles-Volumes/CandlesVolumesMultiPeriodDaily.js

@@ -228,7 +228,7 @@
             function buildCandles() {
                 try {
                     let fromDate = new Date(contextVariables.lastCandleFile.valueOf())
-                    let lastDate = new Date()
+                    let lastDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(new Date())
                     let outputCandles
                     let outputVolumes
 

Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Candles-Volumes/CandlesVolumesMultiPeriodMarket.js

@@ -389,7 +389,7 @@
 
                 try {
                     let fromDate = new Date(contextVariables.lastCandleFile.valueOf())
-                    let lastDate = new Date()
+                    let lastDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(new Date())
                     /*
                     Firstly we prepere the arrays that will accumulate all the information for each output file.
                     */

Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/MultiPeriodDaily.js

@@ -234,7 +234,7 @@
                 TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).DAILY_FILES_PROCESS_DATETIME =
                     new Date(contextVariables.lastFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) // Go back one day to start well when we advance time at the begining of the loop.
                 let fromDate = new Date(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).DAILY_FILES_PROCESS_DATETIME.valueOf())
-                let lastDate = new Date()
+                let lastDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(new Date())
 
                 advanceTime()
 

Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/MultiPeriodMarket.js

@@ -16,7 +16,7 @@
     return thisObject;
 
     function initialize(pStatusDependencies, pDataDependencies, callBackFunction) {
-                
+
         statusDependencies = pStatusDependencies;
         dataDependenciesModule = pDataDependencies;
 
@@ -80,7 +80,7 @@
 
                             function onFileReceived(err, text) {
                                 if (err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
-                                    TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, 
+                                    TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
                                         "[ERROR] start -> processTimeFrames -> timeFramesLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack)
                                     callBackFunction(err)
                                     return;
@@ -136,8 +136,8 @@
             }
 
             function writeTimeFramesFiles(callBack) {
-                let outputDatasets = 
+                let outputDatasets =
-                TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
+                    TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
                 let outputDatasetIndex = -1;
                 controlLoop()
 
@@ -178,14 +178,14 @@
 
                 let fileContent = JSON.stringify(timeFramesArray)
                 let fileName = '/Time.Frames.json';
-                let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + "/Output/" + productCodeName + "/" + 
+                let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + "/Output/" + productCodeName + "/" +
-                TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName + fileName;
+                    TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName + fileName;
 
                 fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated)
 
                 function onFileCreated(err) {
                     if (err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
-                        TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, 
+                        TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
                             "[ERROR] start -> writeTimeFramesFile -> onFileCreated -> err = " + err.stack)
                         callBack(err)
                         return
@@ -195,8 +195,8 @@
             }
 
             function writeStatusReport(callBack) {
-                let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + 
+                let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" +
-                TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + "Multi-Period-Market"
+                    TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + "Multi-Period-Market"
                 let thisReport = statusDependencies.statusReports.get(reportKey)
 
                 thisReport.file.lastExecution = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME;
@@ -214,13 +214,16 @@
                 /*  Telling the world we are alive and doing well */
                 let currentDateString = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCFullYear() + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCMonth() + 1, 2) + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCDate(), 2)
                 let currentDate = new Date(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME)
-                let lastDate = new Date()
+                TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(
-                TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(processIndex, currentDateString, TS.projects.superalgos.utilities.dateTimeFunctions.getPercentage(currentDate, currentDate, lastDate))
+                    processIndex, 
+                    currentDateString, 
+                    TS.projects.superalgos.utilities.dateTimeFunctions.getPercentage(currentDate, currentDate, currentDate)
+                    )
             }
         }
         catch (err) {
             TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
-            TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, 
+            TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
                 "[ERROR] start -> err = " + err.stack)
             callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE)
         }

Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js

@@ -34,187 +34,35 @@ exports.newSuperalgosBotModulesTradingOutput = function (processIndex) {
             let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
             let outputDatasetsMap = new Map()
 
-            if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === true) {
+            await TS.projects.superalgos.functionLibraries.outputManagementFunctions.readFiles(
-                /*
+                processIndex,
-                For Daily Files, we are going to initialize the outputs at the first execution
+                outputDatasets,
-                if we are not resuming, but also at every following execution except when 
+                outputDatasetsMap,
-                we are at the head of the market, because at the head of the market we need to 
+                timeFrameLabel,
-                append more data to the same output files that already exists.
+                tradingProcessDate,
-                */
+                fileStorage
-                if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
+            )
-                    await initializeOutputs()
-                } else {
-                    if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.headOfTheMarket.value === true) {
-                        await readFiles()
-                    } else {
-                        await initializeOutputs()
-                    }
-                }
-            } else {
-                /*
-                Form Market Files, we are only going to initialize the outputs at the first run
-                and if we are not resuming execution. Subsequent runs means that we are at the 
-                head of the market. Remember that backtests finishes the session once the reach
-                the final datetime.
-                */
-                if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
-                    await initializeOutputs()
-                } else {
-                    await readFiles()
-                }
-            }
 
             await tradingSimulationModuleObject.runSimulation(
                 chart,
                 market,
                 exchange,
                 outputDatasetsMap,
-                writeFiles
+                writeOutputFiles
             )
 
             tradingSimulationModuleObject.finalize()
             return
 
-            async function initializeOutputs() {
+            function writeOutputFiles() {
-                if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
+                TS.projects.superalgos.functionLibraries.outputManagementFunctions.writeFiles(
-                    await initializeDailyFiles()
+                    processIndex,
-                } else {
+                    outputDatasets,
-                    await initializeMarketFiles()
+                    outputDatasetsMap,
-                }
+                    timeFrameLabel,
-            }
+                    tradingProcessDate,
-
+                    fileStorage
-            async function initializeDailyFiles() {
+                )
-                for (let i = 0; i < outputDatasets.length; i++) {
-                    let outputDatasetNode = outputDatasets[i]
-                    let dataset = outputDatasetNode.referenceParent
-
-                    if (dataset.config.type === 'Daily Files') {
-                        outputDatasetsMap.set(dataset.parentNode.config.codeName, [])
-                    }
-                }
-            }
-
-            async function initializeMarketFiles() {
-                for (let i = 0; i < outputDatasets.length; i++) {
-                    let outputDatasetNode = outputDatasets[i]
-                    let dataset = outputDatasetNode.referenceParent
-
-                    if (dataset.config.type === 'Market Files') {
-                        outputDatasetsMap.set(dataset.parentNode.config.codeName, [])
-                    }
-                }
-            }
-
-            async function readFiles() {
-                /* 
-                This bot have an output of files that it generates. At every call to the bot, it needs to read the previously generated
-                files in order to later append more information after the execution is over. Here in this function we are going to
-                read those output files and get them ready for appending content during the simulation.
-                */
-                if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
-                    await readDailyFiles()
-                } else {
-                    await readMarketFiles()
-                }
-            }
-
-            async function readMarketFiles() {
-                for (let i = 0; i < outputDatasets.length; i++) {
-                    let outputDatasetNode = outputDatasets[i]
-                    let dataset = outputDatasetNode.referenceParent
-
-                    if (dataset.config.type === 'Market Files') {
-
-                        let fileName = 'Data.json'
-                        let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
-
-                        await readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
-                    }
-                }
-            }
-
-            async function readDailyFiles() {
-                for (let i = 0; i < outputDatasets.length; i++) {
-                    let outputDatasetNode = outputDatasets[i]
-                    let dataset = outputDatasetNode.referenceParent
-
-                    if (dataset.config.type === 'Daily Files') {
-
-                        let dateForPath = tradingProcessDate.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCDate(), 2);
-                        let fileName = 'Data.json'
-                        let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
-
-                        await readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
-                    }
-                }
-            }
-
-            async function readOutputFile(fileName, filePath, productName) {
-                filePath += '/' + fileName
-
-                let response = await fileStorage.asyncGetTextFile(filePath, true)
-
-                if (response.err.message === 'File does not exist.') {
-                    outputDatasetsMap.set(productName, [])
-                    return
-                }
-                if (response.err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
-                    throw (response.err)
-                }
-                outputDatasetsMap.set(productName, JSON.parse(response.text))
-            }
-
-            async function writeFiles() {
-                /*
-                The output of files which were appended with information during the simulation execution, now needs to be saved.
-                */
-                if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
-                    await writeDailyFiles()
-                } else {
-                    await writeMarketFiles()
-                }
-            }
-
-            async function writeMarketFiles() {
-                for (let i = 0; i < outputDatasets.length; i++) {
-                    let outputDatasetNode = outputDatasets[i]
-                    let dataset = outputDatasetNode.referenceParent
-
-                    if (dataset.config.type === 'Market Files') {
-
-                        let fileName = 'Data.json'
-                        let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
-
-                        await writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
-                    }
-                }
-            }
-
-            async function writeDailyFiles() {
-                for (let i = 0; i < outputDatasets.length; i++) {
-                    let outputDatasetNode = outputDatasets[i]
-                    let dataset = outputDatasetNode.referenceParent
-
-                    if (dataset.config.type === 'Daily Files') {
-
-                        let dateForPath = tradingProcessDate.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCDate(), 2);
-                        let fileName = 'Data.json'
-                        let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
-
-                        await writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
-                    }
-                }
-            }
-
-            async function writeOutputFile(fileName, filePath, productName) {
-                filePath += '/' + fileName
-                let fileContent = JSON.stringify(outputDatasetsMap.get(productName))
-
-                let response = await fileStorage.asyncCreateTextFile(filePath, fileContent)
-
-                if (response.err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
-                    throw (response.err)
-                }
             }
 
         } catch (err) {

Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js

@@ -131,7 +131,7 @@
 
                 if (checkThereAreCandles() === true) {
                     TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Running')
-                    await generateOutput()
+                    await outputManagement()
                     TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Saving')
                     await TS.projects.superalgos.functionLibraries.processFilesFunctions.writeProcessFiles(processIndex, contextVariables, currentTimeFrame, tradingProcessDate, statusDependencies)
                     TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Sleeping')
@@ -190,7 +190,7 @@
                     */
                     if (checkThereAreCandles() === true) {
                         TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Running')
-                        await generateOutput()
+                        await outputManagement()
                         TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Saving')
                         await TS.projects.superalgos.functionLibraries.processFilesFunctions.writeProcessFiles(processIndex, contextVariables, currentTimeFrame, tradingProcessDate, statusDependencies)
                         TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Sleeping')
@@ -259,7 +259,7 @@
                 }
             }
 
-            async function generateOutput() {
+            async function outputManagement() {
                 await tradingOutputModuleObject.start(
                     chart,
                     market,

Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js

@@ -310,7 +310,6 @@ exports.newSuperalgosBotModulesTradingSimulation = function (processIndex) {
                         let currentDateString = heartBeatDate.getUTCFullYear() + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(heartBeatDate.getUTCDate(), 2)
                         let currentDate = new Date(heartBeatDate)
                         let percentage = TS.projects.superalgos.utilities.dateTimeFunctions.getPercentage(fromDate, currentDate, lastDate)
-
                         /*
                         Theere are a few tasks that we need to do only when the date changes,
                         otherwise it would be suboptimal.

Projects/Superalgos/TS/Function-Libraries/OutputManagementFunctions.js

@@ -0,0 +1,203 @@
+
+exports.newSuperalgosFunctionLibrariesOutputManagementFunctions = function () {
+    /*
+    This module helps a bot process to manage it's output files, since it load
+    the current state of it's output and allows the bot process to append info 
+    to it. It also allows the bot process to save all updated output.
+    */
+    const MODULE_NAME = "Output Management Functions"
+
+    let thisObject = {
+        readFiles: readFiles,
+        writeFiles: writeFiles
+    }
+    return thisObject
+
+    async function readFiles(
+        processIndex,
+        outputDatasets,
+        outputDatasetsMap,
+        timeFrameLabel,
+        tradingProcessDate,
+        fileStorage
+    ) {
+        if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === true) {
+            /*
+            For Daily Files, we are going to initialize the outputs at the first execution
+            if we are not resuming, but also at every following execution except when 
+            we are at the head of the market, because at the head of the market we need to 
+            append more data to the same output files that already exists.
+            */
+            if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
+                await initializeOutputs()
+            } else {
+                if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.headOfTheMarket.value === true) {
+                    await loadFiles()
+                } else {
+                    await initializeOutputs()
+                }
+            }
+        } else {
+            /*
+            Form Market Files, we are only going to initialize the outputs at the first run
+            and if we are not resuming execution. Subsequent runs means that we are at the 
+            head of the market. Remember that backtests finishes the session once the reach
+            the final datetime.
+            */
+            if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
+                await initializeOutputs()
+            } else {
+                await loadFiles()
+            }
+        }
+
+        async function initializeOutputs() {
+            if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
+                await initializeDailyFiles()
+            } else {
+                await initializeMarketFiles()
+            }
+
+            async function initializeDailyFiles() {
+                for (let i = 0; i < outputDatasets.length; i++) {
+                    let outputDatasetNode = outputDatasets[i]
+                    let dataset = outputDatasetNode.referenceParent
+
+                    if (dataset.config.type === 'Daily Files') {
+                        outputDatasetsMap.set(dataset.parentNode.config.codeName, [])
+                    }
+                }
+            }
+
+            async function initializeMarketFiles() {
+                for (let i = 0; i < outputDatasets.length; i++) {
+                    let outputDatasetNode = outputDatasets[i]
+                    let dataset = outputDatasetNode.referenceParent
+
+                    if (dataset.config.type === 'Market Files') {
+                        outputDatasetsMap.set(dataset.parentNode.config.codeName, [])
+                    }
+                }
+            }
+        }
+
+        async function loadFiles() {
+            /* 
+            This bot have an output of files that it generates. At every call to the bot, it needs to read the previously generated
+            files in order to later append more information after the execution is over. Here in this function we are going to
+            read those output files and get them ready for appending content during the simulation.
+            */
+            if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
+                await readDailyFiles()
+            } else {
+                await readMarketFiles()
+            }
+        }
+
+        async function readMarketFiles() {
+            for (let i = 0; i < outputDatasets.length; i++) {
+                let outputDatasetNode = outputDatasets[i]
+                let dataset = outputDatasetNode.referenceParent
+
+                if (dataset.config.type === 'Market Files') {
+
+                    let fileName = 'Data.json'
+                    let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
+
+                    await readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
+                }
+            }
+        }
+
+        async function readDailyFiles() {
+            for (let i = 0; i < outputDatasets.length; i++) {
+                let outputDatasetNode = outputDatasets[i]
+                let dataset = outputDatasetNode.referenceParent
+
+                if (dataset.config.type === 'Daily Files') {
+
+                    let dateForPath = tradingProcessDate.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCDate(), 2);
+                    let fileName = 'Data.json'
+                    let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
+
+                    await readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
+                }
+            }
+        }
+
+        async function readOutputFile(fileName, filePath, productName) {
+            filePath += '/' + fileName
+
+            let response = await fileStorage.asyncGetTextFile(filePath, true)
+
+            if (response.err.message === 'File does not exist.') {
+                outputDatasetsMap.set(productName, [])
+                return
+            }
+            if (response.err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
+                throw (response.err)
+            }
+            outputDatasetsMap.set(productName, JSON.parse(response.text))
+        }
+    }
+
+    async function writeFiles(
+        processIndex,
+        outputDatasets,
+        outputDatasetsMap,
+        timeFrameLabel,
+        tradingProcessDate,
+        fileStorage
+    ) {
+        /*
+        The output of files which were appended with information during the simulation execution, now needs to be saved.
+        */
+        if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
+            await writeDailyFiles()
+        } else {
+            await writeMarketFiles()
+        }
+
+        async function writeMarketFiles() {
+            for (let i = 0; i < outputDatasets.length; i++) {
+                let outputDatasetNode = outputDatasets[i]
+                let dataset = outputDatasetNode.referenceParent
+
+                if (dataset.config.type === 'Market Files') {
+
+                    let fileName = 'Data.json'
+                    let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
+
+                    await writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
+                }
+            }
+        }
+
+        async function writeDailyFiles() {
+            for (let i = 0; i < outputDatasets.length; i++) {
+                let outputDatasetNode = outputDatasets[i]
+                let dataset = outputDatasetNode.referenceParent
+
+                if (dataset.config.type === 'Daily Files') {
+
+                    let dateForPath = tradingProcessDate.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCDate(), 2);
+                    let fileName = 'Data.json'
+                    let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + '/Output/' + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
+
+                    await writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
+                }
+            }
+        }
+
+        async function writeOutputFile(fileName, filePath, productName) {
+            filePath += '/' + fileName
+            let fileContent = JSON.stringify(outputDatasetsMap.get(productName))
+
+            let response = await fileStorage.asyncCreateTextFile(filePath, fileContent)
+
+            if (response.err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
+                throw (response.err)
+            }
+        }
+    }
+}

Projects/Superalgos/TS/Function-Libraries/ProcessFilesFunctions.js

@@ -4,12 +4,13 @@ exports.newSuperalgosFunctionLibrariesProcessFilesFunctions = function () {
     process context variables before you do your work, and to save the 
     process files once you are done.
     */
-    const MODULE_NAME = "Process Files Function"
+    const MODULE_NAME = "Process Files Functions"
 
     let thisObject = {
         getContextVariables: getContextVariables,
         writeProcessFiles: writeProcessFiles
     }
+    return thisObject
 
     function getContextVariables(processIndex, contextVariables, statusDependencies, initialDatetime, callBackFunction) {
         try {
@@ -222,5 +223,4 @@ exports.newSuperalgosFunctionLibrariesProcessFilesFunctions = function () {
             await thisReport.asyncSave()
         }
     }
-    return thisObject
 }

Projects/Superalgos/TS/Process-Modules/DataDependencies.js

@@ -113,8 +113,10 @@
                 we need to add the default exchange and market to these maps in order
                 for the following sections to work.
                 */
+                thisObject.filters.market.list.set(thisObject.defaultMarket, true)
+
                 thisObject.filters.exchange.list.set(thisObject.defaultExchange, true)
-                thisObject.filters.exchange.markets.set(thisObject.defaultExchange + '-' + thisObject.defautMarket, true)
+                thisObject.filters.exchange.markets.set(thisObject.defaultExchange + '-' + thisObject.defaultMarket, true)
             }
             /*
              For each dependency declared at the curatedDependencyNodeArray, we will initialize a 

Projects/Superalgos/TS/Utilities/DateTimeFunctions.js

@@ -14,9 +14,9 @@ exports.newSuperalgosUtilitiesDateTimeFunctions = function () {
     }
 
     function getPercentage(fromDate, currentDate, lastDate) {
-        let fromDays = Math.trunc(fromDate.valueOf() / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
+        let fromDays = fromDate.valueOf()
-        let currentDays = Math.trunc(currentDate.valueOf() / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
+        let currentDays = currentDate.valueOf()
-        let lastDays = Math.trunc((lastDate.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
+        let lastDays = lastDate.valueOf()
         let percentage = (currentDays - fromDays) * 100 / (lastDays - fromDays)
         if ((lastDays - fromDays) === 0) {
             percentage = 100