diff --git a/Assistant.js b/Assistant.js index f1f4f3611..293a657fd 100644 --- a/Assistant.js +++ b/Assistant.js @@ -1,9 +1,7 @@ exports.newAssistant = function newAssistant(BOT, logger, UTILITIES) { /* - - This module allows trading bots to execute actions on the exchange, and also on its current recorded state. - + This module allows trading bots to execute actions on the exchange. */ const MODULE_NAME = "Assistant"; @@ -18,7 +16,7 @@ getPositions: getPositions, getBalance: getBalance, getAvailableBalance: getAvailableBalance, - getInvestment: getInvestment, + getInitialBalance: getInitialBalance, getProfits: getProfits, getCombinedProfits: getCombinedProfits, getROI: getROI, @@ -65,7 +63,8 @@ } case 'Backtest': { - getMarketRateFromIndicator(); + // getMarketRateFromIndicator(); NOTE: This path is disabled since for now we do not allow ticker in simulation. Also it allow us to ship a dataset without bruce + validateExchangeSyncronicity(); break; } @@ -114,13 +113,13 @@ validateExchangeSyncronicity(); } catch (err) { - logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromExchange -> onTicker -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromExchange -> onTicker -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromExchange -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromExchange -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } @@ -158,12 +157,12 @@ let candleArray; if (err.result === global.CUSTOM_FAIL_RESPONSE.result || err.code === "The specified key does not exist." || err.message === "File does not exist.") { // Just past midnight, this file will not exist for a couple of minutes. - + logger.write(MODULE_NAME, "[WARN] initialize -> getMarketRateFromIndicator -> onFileReceived -> err = " + JSON.stringify(err)); logger.write(MODULE_NAME, "[WARN] initialize -> getMarketRateFromIndicator -> This could happen when there are still holes on trades and the process needs to catch up. "); callBackFunction(global.DEFAULT_FAIL_RESPONSE); return; - + } if (err.result === global.DEFAULT_OK_RESPONSE.result) { @@ -213,7 +212,7 @@ } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } @@ -255,13 +254,13 @@ } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] initialize -> validateExchangeSyncronicity -> onDone -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] initialize -> validateExchangeSyncronicity -> onDone -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] initialize -> onDone -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] initialize -> onDone -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } @@ -274,15 +273,15 @@ /* Calculate Profits */ - if (context.executionContext.investment.assetA > 0) { + if (context.executionContext.initialBalance.assetA > 0) { - context.executionContext.profits.assetA = (thisObject.truncDecimals(context.executionContext.balance.assetA) - thisObject.truncDecimals(context.executionContext.investment.assetA)) / thisObject.truncDecimals(context.executionContext.investment.assetA); + context.executionContext.profits.assetA = (thisObject.truncDecimals(context.executionContext.balance.assetA) - thisObject.truncDecimals(context.executionContext.initialBalance.assetA)) / thisObject.truncDecimals(context.executionContext.initialBalance.assetA); context.executionContext.profits.assetA = thisObject.truncDecimals(context.executionContext.profits.assetA); } - if (context.executionContext.investment.assetB > 0) { + if (context.executionContext.initialBalance.assetB > 0) { - context.executionContext.profits.assetB = (thisObject.truncDecimals(context.executionContext.balance.assetB) - thisObject.truncDecimals(context.executionContext.investment.assetB)) / thisObject.truncDecimals(context.executionContext.investment.assetB); + context.executionContext.profits.assetB = (thisObject.truncDecimals(context.executionContext.balance.assetB) - thisObject.truncDecimals(context.executionContext.initialBalance.assetB)) / thisObject.truncDecimals(context.executionContext.initialBalance.assetB); context.executionContext.profits.assetB = thisObject.truncDecimals(context.executionContext.profits.assetB); } @@ -291,21 +290,21 @@ /* Calculate Combined Profits */ - if (context.executionContext.investment.assetA > 0) { + if (context.executionContext.initialBalance.assetA > 0) { - let convertedAssetsB = (thisObject.truncDecimals(context.executionContext.balance.assetB) - thisObject.truncDecimals(context.executionContext.investment.assetB)) * marketRate; + let convertedAssetsB = (thisObject.truncDecimals(context.executionContext.balance.assetB) - thisObject.truncDecimals(context.executionContext.initialBalance.assetB)) * marketRate; convertedAssetsB = thisObject.truncDecimals(convertedAssetsB); - context.executionContext.combinedProfits.assetA = (thisObject.truncDecimals(context.executionContext.balance.assetA) + convertedAssetsB - thisObject.truncDecimals(context.executionContext.investment.assetA)) / thisObject.truncDecimals(context.executionContext.investment.assetA) * 100; + context.executionContext.combinedProfits.assetA = (thisObject.truncDecimals(context.executionContext.balance.assetA) + convertedAssetsB - thisObject.truncDecimals(context.executionContext.initialBalance.assetA)) / thisObject.truncDecimals(context.executionContext.initialBalance.assetA) * 100; context.executionContext.combinedProfits.assetA = thisObject.truncDecimals(context.executionContext.combinedProfits.assetA); } - if (context.executionContext.investment.assetB > 0) { + if (context.executionContext.initialBalance.assetB > 0) { - let convertedAssetsA = (thisObject.truncDecimals(context.executionContext.balance.assetA) - thisObject.truncDecimals(context.executionContext.investment.assetA)) / marketRate; + let convertedAssetsA = (thisObject.truncDecimals(context.executionContext.balance.assetA) - thisObject.truncDecimals(context.executionContext.initialBalance.assetA)) / marketRate; convertedAssetsA = thisObject.truncDecimals(convertedAssetsA); - context.executionContext.combinedProfits.assetB = (thisObject.truncDecimals(context.executionContext.balance.assetB) + convertedAssetsA - thisObject.truncDecimals(context.executionContext.investment.assetB)) / thisObject.truncDecimals(context.executionContext.investment.assetB) * 100; + context.executionContext.combinedProfits.assetB = (thisObject.truncDecimals(context.executionContext.balance.assetB) + convertedAssetsA - thisObject.truncDecimals(context.executionContext.initialBalance.assetB)) / thisObject.truncDecimals(context.executionContext.initialBalance.assetB) * 100; context.executionContext.combinedProfits.assetB = thisObject.truncDecimals(context.executionContext.combinedProfits.assetB); } @@ -315,14 +314,14 @@ callBackFunction(global.DEFAULT_OK_RESPONSE); } catch (err) { - logger.write(MODULE_NAME, "[ERROR] initialize -> calculateProfits -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] initialize -> calculateProfits -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); return; } } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] initialize -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } @@ -401,7 +400,7 @@ } } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] getPositionsAtExchange -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] getPositionsAtExchange -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); } } @@ -418,7 +417,7 @@ actions. Reasons why the positions might not be there are: 1. The user / account owner closed the positions manually. - 2. The exchange for some eventuality closed the positions. In some exchanges positions have an expiration time. + 2. The exchange for some reason closed the positions. In some exchanges positions have an expiration time. 3. The orders were executed. Situations 1 and 2 are similar unexpected and we will stop the bot execution when we detect them. Number 3 is an @@ -563,17 +562,17 @@ if (thisPosition.id === pPositionId) { - let feeRate = 0.002; // Default backtesting fee simulation + let feeRate = 0.002; // Default backtesting fee simulation - let trade = { - id: Math.trunc(Math.random(1) * 1000000), - type: thisPosition.type, - rate: thisPosition.rate.toString(), + let trade = { + id: Math.trunc(Math.random(1) * 1000000), + type: thisPosition.type, + rate: thisPosition.rate.toString(), amountA: thisObject.truncDecimals(thisPosition.amountA).toString(), amountB: thisObject.truncDecimals(thisPosition.amountB).toString(), fee: thisObject.truncDecimals(feeRate).toString(), - date: (new Date()).valueOf() - } + date: (new Date()).valueOf() + } trades.push(trade); @@ -628,12 +627,12 @@ break; } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); } } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); } } @@ -658,7 +657,7 @@ let sumRate = 0; for (let k = 0; k < pTrades.length; k++) { - let trade = pTrades[k]; + let trade = pTrades[k]; sumAssetA = sumAssetA + thisObject.truncDecimals(trade.amountA); sumAssetB = sumAssetB + thisObject.truncDecimals(trade.amountB); sumRate = sumRate + thisObject.truncDecimals(trade.rate); @@ -706,7 +705,7 @@ next(); } catch (err) { - logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); return; } @@ -728,8 +727,8 @@ let sumAssetA = 0; let sumAssetB = 0; - for (let k = 0; k < pTrades.length; k++) { - let trade = pTrades[k]; + for (let k = 0; k < pTrades.length; k++) { + let trade = pTrades[k]; sumAssetA = sumAssetA + thisObject.truncDecimals(trade.amountA); sumAssetB = sumAssetB + thisObject.truncDecimals(trade.amountB); } @@ -751,7 +750,7 @@ */ let exchangeParam = exchangeAPI.getMaxDecimalPositions(); - let minValue = '0.' + (1).toPrecision(exchangeParam-1).split('.').reverse().join(''); + let minValue = '0.' + (1).toPrecision(exchangeParam - 1).split('.').reverse().join(''); let exchangePrecision = parseFloat(parseFloat(minValue).toFixed(exchangeParam)); if (Math.abs(position.amountA - sumAssetA) > exchangePrecision || Math.abs(position.amountB - sumAssetB) > exchangePrecision) { @@ -792,7 +791,7 @@ next(); } catch (err) { - logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); return; } @@ -859,7 +858,7 @@ context.executionContext.balance.assetA = thisObject.truncDecimals(context.executionContext.balance.assetA + assetA); context.executionContext.balance.assetB = thisObject.truncDecimals(context.executionContext.balance.assetB - assetB); - context.executionContext.availableBalance.assetA = thisObject.truncDecimals(context.executionContext.availableBalance.assetA + assetA); + context.executionContext.availableBalance.assetA = thisObject.truncDecimals(context.executionContext.availableBalance.assetA + assetA); /* Not the available balance for asset B is not affected since it was already reduced when the order was placed. */ @@ -867,14 +866,14 @@ } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> applyTradesToContext -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> applyTradesToContext -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); return; } } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); return; } @@ -913,7 +912,7 @@ } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> err = " + err.stack); callBack(global.DEFAULT_FAIL_RESPONSE); } } @@ -1077,12 +1076,12 @@ break; } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] putPosition -> onResponse -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] putPosition -> onResponse -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] putPosition -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] putPosition -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } @@ -1201,12 +1200,12 @@ break; } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] movePosition -> onResponse -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] movePosition -> onResponse -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] movePosition -> err = "+ err.stack); + logger.write(MODULE_NAME, "[ERROR] movePosition -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } @@ -1276,12 +1275,12 @@ return JSON.parse(JSON.stringify(context.executionContext.availableBalance)); } - function getInvestment() { + function getInitialBalance() { - if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getInvestment -> Entering function."); } - if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getInvestment -> JSON.stringify(context.executionContext.investment) = " + JSON.stringify(context.executionContext.investment)); } + if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getInitialBalance -> Entering function."); } + if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getInitialBalance -> JSON.stringify(context.executionContext.initialBalance) = " + JSON.stringify(context.executionContext.initialBalance)); } - return JSON.parse(JSON.stringify(context.executionContext.investment)); + return JSON.parse(JSON.stringify(context.executionContext.initialBalance)); } function getProfits() { @@ -1311,8 +1310,8 @@ if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getROI -> Entering function."); } let ROI = { - assetA: (context.executionContext.balance.assetA - context.executionContext.investment.assetA) / context.executionContext.investment.assetA * 100, - assetB: (context.executionContext.balance.assetB - context.executionContext.investment.assetB) / context.executionContext.investment.assetB * 100 + assetA: (context.executionContext.balance.assetA - context.executionContext.initialBalance.assetA) / context.executionContext.initialBalance.assetA * 100, + assetB: (context.executionContext.balance.assetB - context.executionContext.initialBalance.assetB) / context.executionContext.initialBalance.assetB * 100 } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getROI -> JSON.stringify(ROI) = " + JSON.stringify(ROI)); } @@ -1332,33 +1331,22 @@ let runIndex = context.statusReport.runs.length - 1; context.newHistoryRecord.messageRelevance = pRelevance; - context.newHistoryRecord.messageTitle = bot.startMode + "." + runIndex +": "+ pTitle; + context.newHistoryRecord.messageTitle = bot.startMode + "." + runIndex + ": " + pTitle; context.newHistoryRecord.messageBody = pBody; - } function rememberThis(pKey, pValue) { - if (context.executionContext.remember === undefined) { - context.executionContext.remember = {}; - } - context.executionContext.remember[pKey] = pValue; - } function remindMeOf(pKey) { - if (context.executionContext.remember === undefined) { - context.executionContext.remember = {}; - } - return context.executionContext.remember[pKey]; - } function sendEmail(pTitle, pBody, pTo) { @@ -1367,15 +1355,11 @@ } function addExtraData(pExtraDataArray) { - context.extraData.push(pExtraDataArray); } function truncDecimals(pFloatValue, pDecimals) { - if (!pDecimals) pDecimals = 8; // Default value - return parseFloat(parseFloat(pFloatValue).toFixed(pDecimals)); - } }; diff --git a/Commons.js b/Commons.js deleted file mode 100644 index dd6a6a7da..000000000 --- a/Commons.js +++ /dev/null @@ -1,2784 +0,0 @@ -const strategy = require('./Integrations/Strategy') - -exports.newCommons = function newCommons(bot, logger, UTILITIES) { - - const { orderMessage } = require("@superalgos/mqservice") - - const { - MESSAGE_ENTITY, MESSAGE_TYPE, ORDER_CREATOR, ORDER_TYPE, - ORDER_OWNER, ORDER_DIRECTION, ORDER_STATUS, ORDER_EXIT_OUTCOME, - createMessage, getMessage, getExpandedMessage - } = orderMessage.newOrderMessage() - - const FULL_LOG = true; - const LOG_FILE_CONTENT = false; - - const MODULE_NAME = "Commons"; - const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000; - const GMT_SECONDS = ':00.000 GMT+0000'; - - let thisObject = { - initializeData: initializeData, - runSimulation: runSimulation, - buildLRC: buildLRC, - buildPercentageBandwidthMap: buildPercentageBandwidthMap, - buildBollingerBandsMap: buildBollingerBandsMap, - buildBollingerChannelsArray: buildBollingerChannelsArray, - buildBollingerSubChannelsArray: buildBollingerSubChannelsArray, - buildCandles: buildCandles - }; - - let utilities = UTILITIES.newCloudUtilities(bot, logger); - - let LRCMap = new Map(); - let percentageBandwidthMap = new Map(); - let bollingerBandsMap = new Map(); - let bollingerChannelsArray = []; - let bollingerSubChannelsArray = []; - - let candles = []; - - return thisObject; - - function initializeData() { - - LRCMap = new Map(); - percentageBandwidthMap = new Map(); - bollingerBandsMap = new Map(); - bollingerChannelsArray = []; - bollingerSubChannelsArray = []; - - candles = []; - } - - async function runSimulation( - timePeriod, - currentDay, - startDate, - endDate, - interExecutionMemory, - assistant, - callback, - callBackFunction) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> Entering function."); } - - let processingDailyFiles = (currentDay !== undefined) - - let executionArray = []; - let recordsArray = []; - let conditionsArray = []; - let strategiesArray = []; - let tradesArray = []; - let lastObjectsArray = []; - - let definition = await strategy.getStrategy(); - let tradingSystem = definition.tradingSystem; - - /* Initial Default Values */ - - let initialDate = startDate; - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> initialDate = " + initialDate); } - - const DEFAULT_BASE_ASSET_BALANCE = 1 - const DEFAULT_BASE_ASSET_MINIMUN_BALANCE = 0.5 - const DEFAULT_BASE_ASSET_MAXIMUN_BALANCE = 2 - - let initialBalanceA = DEFAULT_BASE_ASSET_BALANCE - let minimumBalanceA = DEFAULT_BASE_ASSET_MINIMUN_BALANCE - let maximumBalanceA = DEFAULT_BASE_ASSET_MAXIMUN_BALANCE - let initialBalanceB = 0 - let minimumBalanceB = 0 - let maximumBalanceB = 0 - let baseAsset = 'BTC' - - /* Parameters Processing */ - - if (tradingSystem.parameters !== undefined) { - if (tradingSystem.parameters.baseAsset !== undefined) { - if (tradingSystem.parameters.baseAsset.formula !== undefined) { - let receivedParameters - try { - receivedParameters = JSON.parse(tradingSystem.parameters.baseAsset.formula.code); - - if (receivedParameters.name !== undefined) { - baseAsset = receivedParameters.name; - if (baseAsset !== 'BTC' && baseAsset !== 'USDT') { - tradingSystem.parameters.baseAsset.formula.error = baseAsset + ' is not supported. Using default: BTC.' - baseAsset = 'BTC' - } - } - - if (baseAsset === 'BTC') { - if (receivedParameters.initialBalance !== undefined) { - initialBalanceA = receivedParameters.initialBalance; - initialBalanceB = 0 - } else { - initialBalanceA = DEFAULT_BASE_ASSET_BALANCE; - initialBalanceB = 0 - } - if (receivedParameters.minimumBalance !== undefined) { - minimumBalanceA = receivedParameters.minimumBalance; - minimumBalanceB = 0 - } else { - minimumBalanceA = DEFAULT_BASE_ASSET_MINIMUN_BALANCE; - minimumBalanceB = 0 - } - if (receivedParameters.maximumBalance !== undefined) { - maximumBalanceA = receivedParameters.maximumBalance; - maximumBalanceB = 0 - } else { - maximumBalanceA = DEFAULT_BASE_ASSET_MAXIMUN_BALANCE; - maximumBalanceB = 0 - } - } else { - if (receivedParameters.initialBalance !== undefined) { - initialBalanceB = receivedParameters.initialBalance; - initialBalanceA = 0 - } else { - initialBalanceB = DEFAULT_BASE_ASSET_BALANCE; - initialBalanceA = 0 - } - if (receivedParameters.minimumBalance !== undefined) { - minimumBalanceB = receivedParameters.minimumBalance; - minimumBalanceA = 0 - } else { - minimumBalanceB = DEFAULT_BASE_ASSET_MINIMUN_BALANCE; - minimumBalanceA = 0 - } - if (receivedParameters.maximumBalance !== undefined) { - maximumBalanceB = receivedParameters.maximumBalance; - maximumBalanceA = 0 - } else { - maximumBalanceB = DEFAULT_BASE_ASSET_MAXIMUN_BALANCE; - maximumBalanceA = 0 - } - } - } catch (err) { - tradingSystem.parameters.baseAsset.formula.error = err.message - } - } - } - } - - /* Stop Loss Management */ - - const MIN_STOP_LOSS_VALUE = 1 // We can not let the stop be zero to avoid division by 0 error or infinity numbers as a result. - const MAX_STOP_LOSS_VALUE = Number.MAX_SAFE_INTEGER - let stopLoss = 0; - - /* Take Profit Management */ - - const MIN_TAKE_PROFIT_VALUE = 1 // We can not let the buy order be zero to avoid division by 0 error or infinity numbers as a result. - const MAX_TAKE_PROFIT_VALUE = Number.MAX_SAFE_INTEGER - let previousTakeProfit = 0; - let takeProfit = 0; - - /* Simulation Records */ - - let hitRatio = 0; - let ROI = 0; - let days = 0; - let positionDays = 0; - let anualizedRateOfReturn = 0; - let type = '""'; - let marketRate = 0; - let takePositionNow = false - - /* In some cases we need to know if we are positioned at the last candle of the calendar day, for that we need these variables. */ - - let lastInstantOfTheDay = currentDay.valueOf() + ONE_DAY_IN_MILISECONDS - 1; - let lastCandle = candles[candles.length - 1]; - - /* - The following counters need to survive multiple executions of the similator and keep themselves reliable. - This is challenging when the simulation is executed using Daily Files, since each execution means a new - day and these counters are meant to be kept along the whole market. - - To overcome this problem, we use the interExecutionMemory to record the values of the current execution - when finish. But there are a few details: - - 1. When the process is at the head of the market, it executes multple times at the same day. - 2. The same code serves execution from Market Files. - 3. In Daily Files we are receiving candles from the current day and previous day, so we need to take care of - not adding to the counters duplicate info when processing the day before candles. - - To overcome these challenges we record the values of the counters and variables on the interExecutionMemory only when - the day is complete and if we have a currentDay. That menas that for Market Files we will never use - interExecutionMemory. - */ - - /*Needed for statistics */ - let previousBalanceAssetA = 0; - let previousBalanceAssetB = 0; - - /* Position Management */ - let tradePositionRate = 0; - let tradePositionSize = 0; - - /* Strategy and Phase Management */ - let currentStrategyIndex = -1; - let strategyStage = 'No Stage'; - - let stopLossPhase = 0; - let stopLossStage = 'No Stage'; - - let takeProfitPhase = 0; - let takeProfitStage = 'No Stage'; - - /* These 2 objects will allow us to create separate files for each one of them. */ - - let currentStrategy = { - begin: 0, - end: 0, - status: 0, - number: 0, - beginRate: 0, - endRate: 0 - } - - let currentTrade = { - begin: 0, - end: 0, - status: 0, - profit: 0, - exitType: 0, - beginRate: 0, - endRate: 0 - } - - let balanceAssetA = initialBalanceA; - let balanceAssetB = initialBalanceB; - - let lastTradeProfitLoss = 0; - let profit = 0; - let lastTradeROI = 0; - - let roundtrips = 0; - let fails = 0; - let hits = 0; - let periods = 0; - let positionPeriods = 0; - - /* Message to the Simulation Executor */ - - let orderId = 0; - let messageId = 0; - - let yesterday = {}; - - /* Initialization */ - - yesterday.previousBalanceAssetA = previousBalanceAssetA - yesterday.previousBalanceAssetB = previousBalanceAssetB - - yesterday.tradePositionRate = tradePositionRate - yesterday.tradePositionSize = tradePositionSize - - yesterday.currentStrategyIndex = currentStrategyIndex - yesterday.strategyStage = strategyStage - - yesterday.stopLossPhase = stopLossPhase - yesterday.stopLossStage = stopLossStage - - yesterday.takeProfitPhase = takeProfitPhase - yesterday.takeProfitStage = takeProfitStage - - yesterday.currentStrategy = { - begin: 0, - end: 0, - status: 0, - number: 0, - beginRate: 0, - endRate: 0 - } - - yesterday.currentTrade = { - begin: 0, - end: 0, - status: 0, - profit: 0, - exitType: 0, - beginRate: 0, - endRate: 0 - } - - yesterday.balanceAssetA = balanceAssetA; - yesterday.balanceAssetB = balanceAssetB; - - yesterday.lastTradeProfitLoss = 0; - yesterday.profit = 0; - yesterday.lastTradeROI = 0; - - yesterday.roundtrips = 0; - yesterday.fails = 0; - yesterday.hits = 0; - yesterday.periods = 0; - yesterday.positionPeriods = 0; - - yesterday.orderId = 0; - yesterday.messageId = 0; - - yesterday.hitRatio = 0; - yesterday.ROI = 0; - yesterday.anualizedRateOfReturn = 0; - - if (interExecutionMemory.roundtrips === undefined) { - - /* Initialize the data structure we will use inter execution. */ - - interExecutionMemory.previousBalanceAssetA = previousBalanceAssetA - interExecutionMemory.previousBalanceAssetB = previousBalanceAssetB - - interExecutionMemory.tradePositionRate = tradePositionRate - interExecutionMemory.tradePositionSize = tradePositionSize - - interExecutionMemory.currentStrategyIndex = currentStrategyIndex - interExecutionMemory.strategyStage = strategyStage - - interExecutionMemory.stopLossPhase = stopLossPhase - interExecutionMemory.stopLossStage = stopLossStage - - interExecutionMemory.takeProfitPhase = takeProfitPhase - interExecutionMemory.takeProfitStage = takeProfitStage - - interExecutionMemory.currentStrategy = { - begin: 0, - end: 0, - status: 0, - number: 0, - beginRate: 0, - endRate: 0 - } - - interExecutionMemory.currentTrade = { - begin: 0, - end: 0, - status: 0, - profit: 0, - exitType: 0, - beginRate: 0, - endRate: 0 - } - - interExecutionMemory.balanceAssetA = balanceAssetA; - interExecutionMemory.balanceAssetB = balanceAssetB; - - interExecutionMemory.lastTradeProfitLoss = lastTradeProfitLoss; - interExecutionMemory.profit = profit; - interExecutionMemory.lastTradeROI = lastTradeROI; - - interExecutionMemory.roundtrips = 0; - interExecutionMemory.fails = 0; - interExecutionMemory.hits = 0; - interExecutionMemory.periods = 0; - interExecutionMemory.positionPeriods = 0; - - interExecutionMemory.orderId = 0; - interExecutionMemory.messageId = 0; - - interExecutionMemory.hitRatio = 0; - interExecutionMemory.ROI = 0; - interExecutionMemory.anualizedRateOfReturn = 0; - - } else { - - /* We get the initial values from the day previous to the candles we receive at the current execution */ - - previousBalanceAssetA = interExecutionMemory.previousBalanceAssetA - previousBalanceAssetB = interExecutionMemory.previousBalanceAssetB - - tradePositionRate = interExecutionMemory.tradePositionRate - tradePositionSize = interExecutionMemory.tradePositionSize - - currentStrategyIndex = interExecutionMemory.currentStrategyIndex - strategyStage = interExecutionMemory.strategyStage - - stopLossPhase = interExecutionMemory.stopLossPhase - stopLossStage = interExecutionMemory.stopLossStage - - takeProfitPhase = interExecutionMemory.takeProfitPhase - takeProfitStage = interExecutionMemory.takeProfitStage - - currentStrategy = { - begin: interExecutionMemory.currentStrategy.begin, - end: interExecutionMemory.currentStrategy.end, - status: interExecutionMemory.currentStrategy.status, - number: interExecutionMemory.currentStrategy.number, - beginRate: interExecutionMemory.currentStrategy.beginRate, - endRate: interExecutionMemory.currentStrategy.endRate - } - - currentTrade = { - begin: interExecutionMemory.currentTrade.begin, - end: interExecutionMemory.currentTrade.end, - status: interExecutionMemory.currentTrade.status, - profit: interExecutionMemory.currentTrade.profit, - exitType: interExecutionMemory.currentTrade.exitType, - beginRate: interExecutionMemory.currentTrade.beginRate, - endRate: interExecutionMemory.currentTrade.endRate - } - - if (currentDay.valueOf() >= startDate.valueOf() + ONE_DAY_IN_MILISECONDS) { // Only after the first day we start grabbing the balance from this memory. - - balanceAssetA = interExecutionMemory.balanceAssetA; - balanceAssetB = interExecutionMemory.balanceAssetB; - - yesterday.balanceAssetA = balanceAssetA; - yesterday.balanceAssetB = balanceAssetB; - - } - - lastTradeProfitLoss = interExecutionMemory.lastTradeProfitLoss; - profit = interExecutionMemory.profit; - lastTradeROI = interExecutionMemory.lastTradeROI; - - roundtrips = interExecutionMemory.roundtrips; - fails = interExecutionMemory.fails; - hits = interExecutionMemory.hits; - periods = interExecutionMemory.periods; - positionPeriods = interExecutionMemory.positionPeriods; - - orderId = interExecutionMemory.orderId; // to be deprecated - messageId = interExecutionMemory.messageId; // to be deprecated - - hitRatio = interExecutionMemory.hitRatio; - ROI = interExecutionMemory.ROI; - anualizedRateOfReturn = interExecutionMemory.anualizedRateOfReturn; - - /* For the case that any of these variables are not updated during the main loop, we need to store their value at the yesterday structure, otherwise it would be lost. */ - - yesterday.previousBalanceAssetA = previousBalanceAssetA - yesterday.previousBalanceAssetB = previousBalanceAssetB - - yesterday.tradePositionRate = tradePositionRate - yesterday.tradePositionSize = tradePositionSize - - yesterday.currentStrategyIndex = currentStrategyIndex; - yesterday.strategyStage = strategyStage; - - yesterday.stopLossPhase = stopLossPhase; - yesterday.stopLossStage = stopLossStage; - - yesterday.takeProfitPhase = takeProfitPhase; - yesterday.takeProfitStage = takeProfitStage; - - yesterday.currentStrategy = { - begin: currentStrategy.begin, - end: currentStrategy.end, - status: currentStrategy.status, - number: currentStrategy.number, - beginRate: currentStrategy.beginRate, - endRate: currentStrategy.endRate - } - - yesterday.currentTrade = { - begin: currentTrade.begin, - end: currentTrade.end, - status: currentTrade.status, - profit: currentTrade.profit, - exitType: currentTrade.exitType, - beginRate: currentTrade.beginRate, - endRate: currentTrade.endRate - } - - yesterday.lastTradeProfitLoss = lastTradeProfitLoss; - yesterday.profit = profit; - yesterday.lastTradeROI = lastTradeROI; - - yesterday.roundtrips = roundtrips; - yesterday.fails = fails; - yesterday.hits = hits; - yesterday.periods = periods; - yesterday.positionPeriods = positionPeriods; - - yesterday.hitRatio = hitRatio; - yesterday.ROI = ROI; - yesterday.anualizedRateOfReturn = anualizedRateOfReturn; - } - - /* Main Simulation Loop: We go thourgh all the candles at this time period. */ - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> Main Simulation Loop -> candles.length = " + candles.length); } - - let i - initializeLoop() - - function initializeLoop() { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> initializeLoop -> Entering function."); } - i = 0 - loop() - } - - function loop() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Entering function."); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> i = " + i); } - - let candle = candles[i]; - let percentageBandwidth = percentageBandwidthMap.get(candle.begin); - let bollingerBand = bollingerBandsMap.get(candle.begin); - let bollingerChannel = getElement(bollingerChannelsArray, candle.begin, candle.end); - let bollingerSubChannel = getElement(bollingerSubChannelsArray, candle.begin, candle.end); - let positionedAtYesterday = (candle.end < currentDay.valueOf()) - - /* Assistant Info */ - - let ticker - - if (process.env.START_MODE === "live") { - ticker = assistant.getTicker() - } else { - ticker = { - bid: candle.close, - ask: candle.close, - last: candle.close - } - } - - //let LRC = LRCMap.get(candle.begin); - - /* If any of the needed indicators is missing, then that period is not calculated */ - - if (candle.end < initialDate.valueOf()) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record before the initialDate."); } - controlLoop(); - return - } - if (bollingerBand === undefined) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record because Bollinger Band is undefined."); } - controlLoop(); - return - } - if (percentageBandwidth === undefined) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record because %B is undefined."); } - controlLoop(); - return - } // percentageBandwidth might start after the first few candles. - if (bollingerChannel === undefined) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record because Bollingeer Channel is undefined."); } - controlLoop(); - return - } - if (bollingerSubChannel === undefined) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Skipping Record because Bollingeer Sub Channel is undefined."); } - controlLoop(); - return - } - - //if (LRC === undefined) { controlLoop(); return} - - periods++; - days = periods * timePeriod / ONE_DAY_IN_MILISECONDS; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.periods = periods - } - - /* We skip the candle at the head of the market because i has not closed yet. */ - let candlesPerDay = ONE_DAY_IN_MILISECONDS / timePeriod - if (i === candles.length - 1) { - if ((candles.length < candlesPerDay) || (candles.length > candlesPerDay && candles.length < candlesPerDay * 2)) { - /*We are at the head of the market, thus we skip the last candle because it has not close yet. */ - controlLoop(); - return - /* Note here that in the last candle of the first day or the second day it will use an incomplete candle and partially calculated indicators. - if we skip these two periods, then there will be a hole in the file since the last period will be missing. */ - } - } - - } else { // We are processing Market Files - if (i === candles.length - 1) { - controlLoop(); - return - } - } - - let lastObjects = { - candle: clone(candle), - //LRC: clone(LRC), - bollingerBand: clone(bollingerBand), - percentageBandwidth: clone(percentageBandwidth), - bollingerChannel: clone(bollingerChannel), - bollingerSubChannel: clone(bollingerSubChannel) - } - - function clone(obj) { - if (null == obj || "object" != typeof obj) return obj; - var copy = obj.constructor(); - for (var attr in obj) { - if (obj.hasOwnProperty(attr)) copy[attr] = obj[attr]; - } - return copy; - } - - lastObjects.candle.previous = undefined; - //lastObjects.LRC.previous = undefined; - lastObjects.bollingerBand.previous = undefined; - lastObjects.percentageBandwidth.previous = undefined; - lastObjects.bollingerChannel.previous = undefined; - lastObjects.bollingerSubChannel.previous = undefined; - - lastObjectsArray.push(lastObjects); - - if (lastObjectsArray.length > 5) { - lastObjectsArray.splice(0, 1); - } - - let conditions = new Map; // Here we store the conditions values that will be use in the simulator for decision making. - let formulas = new Map; - let conditionsArrayRecord = []; // These are the records that will be saved in a file for the plotter to consume. - let conditionsArrayValues = []; // Here we store the conditions values that will be written on file for the plotter. - let formulasErrors = []; // Here we store the errors produced by all phase formulas. - let formulasValues = []; // Here we store the values produced by all phase formulas. - - /* We define and evaluate all conditions to be used later during the simulation loop. */ - - conditionsArrayRecord.push(candle.begin); - conditionsArrayRecord.push(candle.end); - - evaluateConditionsAndFormulas(tradingSystem, conditions); - - function evaluateConditionsAndFormulas(tradingSystem, conditions) { - - for (let j = 0; j < tradingSystem.strategies.length; j++) { - - let strategy = tradingSystem.strategies[j]; - - let positionSize = 0 - let positionRate = 0 - - /* Continue with the rest of the formulas and conditions */ - - let triggerStage = strategy.triggerStage - - if (triggerStage !== undefined) { - - if (triggerStage.triggerOn !== undefined) { - - for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) { - - let situation = triggerStage.triggerOn.situations[k]; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + 'triggerStage' + '-' + 'triggerOn' + '-' + k + '-' + m; - - if (condition.code !== undefined) { - newCondition(key, condition.code); - } - } - } - } - - if (triggerStage.triggerOff !== undefined) { - - for (let k = 0; k < triggerStage.triggerOff.situations.length; k++) { - - let situation = triggerStage.triggerOff.situations[k]; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + 'triggerStage' + '-' + 'triggerOff' + '-' + k + '-' + m; - - if (condition.code !== undefined) { - newCondition(key, condition.code); - } - } - } - } - - if (triggerStage.takePosition !== undefined) { - - for (let k = 0; k < triggerStage.takePosition.situations.length; k++) { - - let situation = triggerStage.takePosition.situations[k]; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + 'triggerStage' + '-' + 'takePosition' + '-' + k + '-' + m; - - if (condition.code !== undefined) { - newCondition(key, condition.code); - } - } - } - } - } - - let openStage = strategy.openStage - - if (openStage !== undefined) { - - /* Default Values*/ - if (baseAsset === 'BTC') { - positionSize = balanceAssetA; - positionRate = candle.close; - } else { - positionSize = balanceAssetB; - positionRate = candle.close; - } - - let initialDefinition = openStage.initialDefinition - - if (initialDefinition !== undefined) { - - if (tradePositionSize !== 0) { - positionSize = tradePositionSize - } else { - if (initialDefinition.positionSize !== undefined) { - if (initialDefinition.positionSize.formula !== undefined) { - try { - positionSize = eval(initialDefinition.positionSize.formula.code); - } catch (err) { - initialDefinition.positionSize.formula.error = err.message - } - if (isNaN(positionSize)) { - if (baseAsset === 'BTC') { - positionSize = balanceAssetA; - } else { - positionSize = balanceAssetB; - } - } else { - if (baseAsset === 'BTC') { - if (positionSize > balanceAssetA) { positionSize = balanceAssetA } - } else { - if (positionSize > balanceAssetB) { positionSize = balanceAssetB } - } - } - } - } - } - - if (tradePositionRate !== 0) { - positionRate = tradePositionRate - } else { - if (initialDefinition.positionRate !== undefined) { - if (initialDefinition.positionRate.formula !== undefined) { - try { - positionRate = eval(initialDefinition.positionRate.formula.code); - } catch (err) { - initialDefinition.positionRate.formula.error = err.message - } - if (isNaN(positionRate)) { - if (baseAsset === 'BTC') { - positionRate = candle.close; - } else { - positionRate = candle.close; - } - } - } - } - } - - if (initialDefinition.stopLoss !== undefined) { - - for (let p = 0; p < initialDefinition.stopLoss.phases.length; p++) { - - let phase = initialDefinition.stopLoss.phases[p]; - - /* Evaluate Formula */ - let formulaValue - let formulaError = '' - - if (phase.formula !== undefined) { - try { - formulaValue = eval(phase.formula.code); - if (formulaValue === Infinity) { - formulaError = "Formula evaluates to Infinity." - formulaValue = MAX_STOP_LOSS_VALUE - } - } catch (err) { - if (phase.formula.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) { - /* - We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined. - */ - } else { - formulaError = err.message - } - } - if (isNaN(formulaValue)) { formulaValue = 0; } - if (formulaValue < MIN_STOP_LOSS_VALUE) { - formulaValue = MIN_STOP_LOSS_VALUE - } - - formulasErrors.push('"' + formulaError + '"') - formulasValues.push(formulaValue) - let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + p; - formulas.set(key, formulaValue) - } - - /* next phase event */ - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m; - - if (condition.code !== undefined) { - newCondition(key, condition.code); - } - } - } - } - } - } - - if (initialDefinition.takeProfit !== undefined) { - - for (let p = 0; p < initialDefinition.takeProfit.phases.length; p++) { - - let phase = initialDefinition.takeProfit.phases[p]; - - /* Evaluate Formula */ - let formulaValue - let formulaError = '' - - if (phase.formula !== undefined) { - try { - formulaValue = eval(phase.formula.code); - if (formulaValue === Infinity) { - formulaError = "Formula evaluates to Infinity." - formulaValue = MAX_TAKE_PROFIT_VALUE - } - } catch (err) { - if (phase.formula.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) { - /* - We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined. - */ - } else { - formulaError = err.message - } - } - if (isNaN(formulaValue)) { formulaValue = 0; } - if (formulaValue < MIN_TAKE_PROFIT_VALUE) { - formulaValue = MIN_TAKE_PROFIT_VALUE - } - - formulasErrors.push('"' + formulaError + '"') - formulasValues.push(formulaValue) - let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + p; - formulas.set(key, formulaValue) - } - - /* next phase event */ - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + p + '-' + k + '-' + m; - - if (condition.code !== undefined) { - newCondition(key, condition.code); - } - } - } - } - } - } - } - - strategy.positionSize = positionSize - strategy.positionRate = positionRate - } - - let manageStage = strategy.manageStage - - if (manageStage !== undefined) { - - if (manageStage.stopLoss !== undefined) { - - for (let p = 0; p < manageStage.stopLoss.phases.length; p++) { - - let phase = manageStage.stopLoss.phases[p]; - - /* Evaluate Formula */ - let formulaValue - let formulaError = '' - - if (phase.formula !== undefined) { - try { - formulaValue = eval(phase.formula.code); - if (formulaValue === Infinity) { - formulaError = "Formula evaluates to Infinity." - formulaValue = MAX_STOP_LOSS_VALUE - } - } catch (err) { - if (phase.formula.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) { - /* - We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined. - */ - } else { - formulaError = err.message - } - } - if (isNaN(formulaValue)) { formulaValue = 0; } - if (formulaValue < MIN_STOP_LOSS_VALUE) { - formulaValue = MIN_STOP_LOSS_VALUE - } - - formulasErrors.push('"' + formulaError + '"') - formulasValues.push(formulaValue) - let key = j + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + p; - formulas.set(key, formulaValue) - } - - /* next phase event */ - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m; - - if (condition.code !== undefined) { - newCondition(key, condition.code); - } - } - } - } - } - } - - if (manageStage.takeProfit !== undefined) { - - for (let p = 0; p < manageStage.takeProfit.phases.length; p++) { - - let phase = manageStage.takeProfit.phases[p]; - - /* Evaluate Formula */ - let formulaValue - let formulaError = '' - - if (phase.formula !== undefined) { - try { - formulaValue = eval(phase.formula.code); - if (formulaValue === Infinity) { - formulaError = "Formula evaluates to Infinity." - formulaValue = MAX_TAKE_PROFIT_VALUE - } - } catch (err) { - if (phase.formula.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) { - /* - We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined. - */ - } else { - formulaError = err.message - } - } - if (isNaN(formulaValue)) { formulaValue = 0; } - if (formulaValue < MIN_TAKE_PROFIT_VALUE) { - formulaValue = MIN_TAKE_PROFIT_VALUE - } - - formulasErrors.push('"' + formulaError + '"') - formulasValues.push(formulaValue) - let key = j + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + p; - formulas.set(key, formulaValue) - } - - /* next phase event */ - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + p + '-' + k + '-' + m; - - if (condition.code !== undefined) { - newCondition(key, condition.code); - } - } - } - } - } - } - } - - function newCondition(key, node) { - - let condition; - let error = '' - let value - - try { - value = eval(node.code); - } catch (err) { - /* - One possible error is that the conditions references a .previous that is undefined. For this - reason and others, we will simply set the value to false. - */ - value = false - - if (node.code.indexOf('previous') > 0 && err.message.indexOf('of undefined') > 0) { - /* - We are not going to set an error for the casess we are using previous and the error is that the indicator is undefined. - */ - } else { - node.error = err.message - } - } - - condition = { - key: key, - value: value - }; - - conditions.set(condition.key, condition); - - if (condition.value) { - conditionsArrayValues.push(1); - } else { - conditionsArrayValues.push(0); - } - } - } - } - - /* Trigger On Conditions */ - if ( - strategyStage === 'No Stage' && - currentStrategyIndex === -1 - ) { - let minimumBalance - let maximumBalance - let balance - - if (baseAsset === 'BTC') { - balance = balanceAssetA - minimumBalance = minimumBalanceA - maximumBalance = maximumBalanceA - } else { - balance = balanceAssetB - minimumBalance = minimumBalanceB - maximumBalance = maximumBalanceB - } - - if (balance > minimumBalance && balance < maximumBalance) { - - /* - Here we need to pick a strategy, or if there is not suitable strategy for the current - market conditions, we pass until the next period. - - To pick a new strategy we will evaluate what we call the trigger on. Once we enter - into one strategy, we will ignore market conditions for others. However there is also - a strategy trigger off which can be hit before taking a position. If hit, we would - be outside a strategy again and looking for the condition to enter all over again. - - */ - - for (let j = 0; j < tradingSystem.strategies.length; j++) { - - let strategy = tradingSystem.strategies[j]; - - let triggerStage = strategy.triggerStage - - if (triggerStage !== undefined) { - - if (triggerStage.triggerOn !== undefined) { - - for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) { - - let situation = triggerStage.triggerOn.situations[k]; - let passed = true; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + 'triggerStage' + '-' + 'triggerOn' + '-' + k + '-' + m; - - let value = false - if (conditions.get(key) !== undefined) { - value = conditions.get(key).value; - } - - if (value === false) { passed = false; } - } - - if (passed) { - - strategyStage = 'Trigger Stage'; - currentStrategyIndex = j; - currentStrategy.begin = candle.begin; - currentStrategy.beginRate = candle.min; - currentStrategy.endRate = candle.min; // In case the strategy does not get exited - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.strategyStage = strategyStage; - yesterday.currentStrategyIndex = currentStrategyIndex; - yesterday.currentStrategy.begin = currentStrategy.begin; - yesterday.currentStrategy.beginRate = currentStrategy.beginRate; - yesterday.currentStrategy.endRate = currentStrategy.endRate; - } - } - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Switching to Trigger Stage because conditions at Trigger On Event were met."); } - break; - } - } - } - } - } - } else { - let stopRunningDate = new Date(candle.begin) - if (balance < minimumBalance) { - tradingSystem.error = "Min Balance @ " + stopRunningDate.toUTCString() - } - if (balance > maximumBalance) { - tradingSystem.error = "Max Balance @ " + stopRunningDate.toUTCString() - } - } - } - - /* Trigger Off Condition */ - if (strategyStage === 'Trigger Stage') { - - let strategy = tradingSystem.strategies[currentStrategyIndex]; - - let triggerStage = strategy.triggerStage - - if (triggerStage !== undefined) { - - if (triggerStage.triggerOff !== undefined) { - - for (let k = 0; k < triggerStage.triggerOff.situations.length; k++) { - - let situation = triggerStage.triggerOff.situations[k]; - let passed = true; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = currentStrategyIndex + '-' + 'triggerStage' + '-' + 'triggerOff' + '-' + k + '-' + m; - - let value = false - if (conditions.get(key) !== undefined) { - value = conditions.get(key).value; - } - - if (value === false) { passed = false; } - } - - if (passed) { - - currentStrategy.number = currentStrategyIndex - currentStrategy.end = candle.end; - currentStrategy.endRate = candle.min; - currentStrategy.status = 1; - strategyStage = 'No Stage'; - currentStrategyIndex = -1; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.currentStrategy.number = currentStrategy.number; - yesterday.currentStrategy.end = currentStrategy.end; - yesterday.currentStrategy.endRate = currentStrategy.endRate; - yesterday.currentStrategy.status = currentStrategy.status; - yesterday.strategyStage = strategyStage; - yesterday.currentStrategyIndex = currentStrategyIndex; - } - } - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Switching to No Stage because conditions at the Trigger Off Event were met."); } - break; - } - } - } - } - } - - /* Take Position Condition */ - if (strategyStage === 'Trigger Stage') { - - let strategy = tradingSystem.strategies[currentStrategyIndex]; - - let triggerStage = strategy.triggerStage - - if (triggerStage !== undefined) { - - if (triggerStage.takePosition !== undefined) { - - for (let k = 0; k < triggerStage.takePosition.situations.length; k++) { - - let situation = triggerStage.takePosition.situations[k]; - let passed = true; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = currentStrategyIndex + '-' + 'triggerStage' + '-' + 'takePosition' + '-' + k + '-' + m; - - let value = false - if (conditions.get(key) !== undefined) { - value = conditions.get(key).value; - } - - if (value === false) { passed = false; } - } - - if (passed) { - - type = '"Take Position"'; - - strategyStage = 'Open Stage'; - stopLossStage = 'Open Stage'; - takeProfitStage = 'Open Stage'; - stopLossPhase = 1; - takeProfitPhase = 1; - currentTrade.begin = candle.begin; - currentTrade.beginRate = strategy.positionRate; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.strategyStage = strategyStage; - yesterday.stopLossStage = stopLossStage; - yesterday.takeProfitStage = takeProfitStage; - yesterday.stopLossPhase = stopLossPhase; - yesterday.takeProfitPhase = takeProfitPhase; - yesterday.currentTrade.begin = currentTrade.begin; - yesterday.currentTrade.beginRate = currentTrade.beginRate; - } - } - - takePositionNow = true - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Conditions at the Take Position Event were met."); } - break; - } - } - } - } - } - - /* Stop Loss Management */ - if ( - (strategyStage === 'Open Stage' || strategyStage === 'Manage Stage') && - takePositionNow !== true - ) { - - checkStopPhases() - calculateStopLoss(); - - } - - function checkStopPhases() { - - let strategy = tradingSystem.strategies[currentStrategyIndex]; - - let openStage = strategy.openStage - let manageStage = strategy.manageStage - let parentNode - let j = currentStrategyIndex - let stageKey - let initialDefinitionKey = '' - let p - - if (stopLossStage === 'Open Stage' && openStage !== undefined) { - if (openStage.initialDefinition !== undefined) { - if (openStage.initialDefinition.stopLoss !== undefined) { - parentNode = openStage.initialDefinition - initialDefinitionKey = '-' + 'initialDefinition' - stageKey = 'openStage' - p = stopLossPhase - 1 - } - } - } - - if (stopLossStage === 'Manage Stage' && manageStage !== undefined) { - if (manageStage.stopLoss !== undefined) { - parentNode = manageStage - stageKey = 'manageStage' - p = stopLossPhase - 2 - } - } - - let phase = parentNode.stopLoss.phases[p]; - - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - let passed = true; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + stageKey + initialDefinitionKey + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m; - - let value = false - if (conditions.get(key) !== undefined) { - value = conditions.get(key).value; - } - - if (value === false) { passed = false; } - } - - if (passed) { - - stopLossPhase++; - stopLossStage = 'Manage Stage' - if (takeProfitPhase > 1) { strategyStage = 'Manage Stage' } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.stopLossPhase = stopLossPhase; - yesterday.stopLossStage = stopLossStage; - yesterday.strategyStage = strategyStage; - } - } - return; - } - } - } - } - - function calculateStopLoss() { - - let strategy = tradingSystem.strategies[currentStrategyIndex]; - let openStage = strategy.openStage - let manageStage = strategy.manageStage - let phase - let key - - if (stopLossStage === 'Open Stage' && openStage !== undefined) { - if (openStage.initialDefinition !== undefined) { - if (openStage.initialDefinition.stopLoss !== undefined) { - phase = openStage.initialDefinition.stopLoss.phases[stopLossPhase - 1]; - key = currentStrategyIndex + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + (stopLossPhase - 1); - } - } - } - - if (stopLossStage === 'Manage Stage' && manageStage !== undefined) { - if (manageStage.stopLoss !== undefined) { - phase = manageStage.stopLoss.phases[stopLossPhase - 2]; - key = currentStrategyIndex + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + (stopLossPhase - 2); - } - } - - if (phase !== undefined) { - if (phase.formula !== undefined) { - stopLoss = formulas.get(key) - } - } - } - - /* Take Profit Management */ - if ( - (strategyStage === 'Open Stage' || strategyStage === 'Manage Stage') && - takePositionNow !== true - ) { - - checkTakeProfitPhases(); - calculateTakeProfit(); - - } - - function checkTakeProfitPhases() { - - let strategy = tradingSystem.strategies[currentStrategyIndex]; - - let openStage = strategy.openStage - let manageStage = strategy.manageStage - let parentNode - let j = currentStrategyIndex - let stageKey - let initialDefinitionKey = '' - let p - - if (takeProfitStage === 'Open Stage' && openStage !== undefined) { - if (openStage.initialDefinition !== undefined) { - if (openStage.initialDefinition.takeProfit !== undefined) { - parentNode = openStage.initialDefinition - initialDefinitionKey = '-' + 'initialDefinition' - stageKey = 'openStage' - p = takeProfitPhase - 1 - } - } - } - - if (takeProfitStage === 'Manage Stage' && manageStage !== undefined) { - if (manageStage.takeProfit !== undefined) { - parentNode = manageStage - stageKey = 'manageStage' - p = takeProfitPhase - 2 - } - } - - let phase = parentNode.takeProfit.phases[p]; - - let nextPhaseEvent = phase.nextPhaseEvent; - if (nextPhaseEvent !== undefined) { - - for (let k = 0; k < nextPhaseEvent.situations.length; k++) { - - let situation = nextPhaseEvent.situations[k]; - let passed = true; - - for (let m = 0; m < situation.conditions.length; m++) { - - let condition = situation.conditions[m]; - let key = j + '-' + stageKey + initialDefinitionKey + '-' + 'takeProfit' + '-' + p + '-' + k + '-' + m; - - let value = false - if (conditions.get(key) !== undefined) { - value = conditions.get(key).value; - } - - if (value === false) { passed = false; } - } - - if (passed) { - - takeProfitPhase++; - takeProfitStage = 'Manage Stage' - if (stopLossPhase > 1) { strategyStage = 'Manage Stage' } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.takeProfitPhase = takeProfitPhase; - yesterday.takeProfitStage = takeProfitStage; - yesterday.strategyStage = strategyStage; - } - } - return; - } - } - } - } - - function calculateTakeProfit() { - - let strategy = tradingSystem.strategies[currentStrategyIndex]; - let openStage = strategy.openStage - let manageStage = strategy.manageStage - let phase - let key - - if (takeProfitStage === 'Open Stage' && openStage !== undefined) { - if (openStage.initialDefinition !== undefined) { - if (openStage.initialDefinition.takeProfit !== undefined) { - phase = openStage.initialDefinition.takeProfit.phases[takeProfitPhase - 1]; - key = currentStrategyIndex + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + (takeProfitPhase - 1); - } - } - } - - if (takeProfitStage === 'Manage Stage' && manageStage !== undefined) { - if (manageStage.takeProfit !== undefined) { - phase = manageStage.takeProfit.phases[takeProfitPhase - 2]; - key = currentStrategyIndex + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + (takeProfitPhase - 2); - } - } - - if (phase !== undefined) { - if (phase.formula !== undefined) { - takeProfit = formulas.get(key) - } - } - } - - /* Keeping Position Counters Up-to-date */ - if ( - (strategyStage === 'Open Stage' || strategyStage === 'Manage Stage') - ) { - - if (takePositionNow === true) { - positionPeriods = 0 - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.positionPeriods = 0 - } - } - } - - positionPeriods++; - positionDays = positionPeriods * timePeriod / ONE_DAY_IN_MILISECONDS; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.positionPeriods = positionPeriods - } - } - } else { - positionPeriods = 0 - positionDays = 0 - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.positionPeriods = 0 - } - } - } - - /* Checking if Stop or Take Profit were hit */ - if ( - (strategyStage === 'Open Stage' || strategyStage === 'Manage Stage') && - takePositionNow !== true - ) { - let strategy = tradingSystem.strategies[currentStrategyIndex]; - - /* Checking what happened since the last execution. We need to know if the Stop Loss - or our Take Profit were hit. */ - - /* Stop Loss condition: Here we verify if the Stop Loss was hitted or not. */ - - if ((baseAsset === 'BTC' && candle.max >= stopLoss) || (baseAsset !== 'BTC' && candle.min <= stopLoss)) { - - if (baseAsset === 'BTC') { - strategy.positionSize = balanceAssetB / stopLoss; - strategy.positionRate = stopLoss; - - balanceAssetA = balanceAssetA + balanceAssetB / stopLoss; - balanceAssetB = 0; - } else { - strategy.positionSize = balanceAssetA * stopLoss; - strategy.positionRate = stopLoss; - - balanceAssetB = balanceAssetB + balanceAssetA * stopLoss; - balanceAssetA = 0; - } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.balanceAssetA = balanceAssetA; - yesterday.balanceAssetB = balanceAssetB; - } - } - - marketRate = stopLoss; - type = '"Close@StopLoss"'; - strategyStage = 'Close Stage'; - stopLossStage = 'No Stage'; - takeProfitStage = 'No Stage'; - currentTrade.end = candle.end; - currentTrade.status = 1; - currentTrade.exitType = 1; - currentTrade.endRate = stopLoss; - - currentStrategy.number = currentStrategyIndex - currentStrategy.end = candle.end; - currentStrategy.endRate = candle.min; - currentStrategy.status = 1; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.strategyStage = strategyStage; - yesterday.stopLossStage = stopLossStage; - yesterday.takeProfitStage = takeProfitStage; - yesterday.currentTrade.end = currentTrade.end; - yesterday.currentTrade.status = currentTrade.status; - yesterday.currentTrade.exitType = currentTrade.exitType; - yesterday.currentTrade.endRate = currentTrade.endRate; - yesterday.currentStrategy.number = currentStrategy.number; - yesterday.currentStrategy.end = currentStrategy.end; - yesterday.currentStrategy.endRate = currentStrategy.endRate; - yesterday.currentStrategy.status = currentStrategy.status; - } - } - } - - /* Take Profit condition: Here we verify if the Take Profit was hit or not. */ - - if ((baseAsset === 'BTC' && candle.min <= takeProfit) || (baseAsset !== 'BTC' && candle.max >= takeProfit)) { - - if (baseAsset === 'BTC') { - strategy.positionSize = balanceAssetB / takeProfit; - strategy.positionRate = takeProfit; - - balanceAssetA = balanceAssetA + balanceAssetB / takeProfit; - balanceAssetB = 0; - } else { - strategy.positionSize = balanceAssetA * takeProfit; - strategy.positionRate = takeProfit; - - balanceAssetB = balanceAssetB + balanceAssetA * takeProfit; - balanceAssetA = 0; - } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.balanceAssetA = balanceAssetA; - yesterday.balanceAssetB = balanceAssetB; - - } - } - - marketRate = takeProfit; - type = '"Close@TakeProfit"'; - strategyStage = 'Close Stage'; - stopLossStage = 'No Stage'; - takeProfitStage = 'No Stage'; - - currentTrade.end = candle.end; - currentTrade.status = 1; - currentTrade.exitType = 2; - currentTrade.endRate = takeProfit; - - currentStrategy.number = currentStrategyIndex - currentStrategy.end = candle.end; - currentStrategy.endRate = candle.min; - currentStrategy.status = 1; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.strategyStage = strategyStage; - yesterday.stopLossStage = stopLossStage; - yesterday.takeProfitStage = takeProfitStage; - - yesterday.currentTrade.end = currentTrade.end; - yesterday.currentTrade.status = currentTrade.status; - yesterday.currentTrade.exitType = currentTrade.exitType; - yesterday.currentTrade.endRate = currentTrade.endRate; - - yesterday.currentStrategy.number = currentStrategy.number; - yesterday.currentStrategy.end = currentStrategy.end; - yesterday.currentStrategy.endRate = currentStrategy.endRate; - yesterday.currentStrategy.status = currentStrategy.status; - } - } - } - } - - /* Taking a Position */ - if ( - takePositionNow === true - ) { - takePositionNow = false - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> takePositionNow -> Entering code block."); } - - /* Position size and rate */ - let strategy = tradingSystem.strategies[currentStrategyIndex]; - - tradePositionSize = strategy.positionSize; - tradePositionRate = strategy.positionRate; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.tradePositionSize = tradePositionSize; - yesterday.tradePositionRate = tradePositionRate; - } - } - - /* Check that we are in LIVE MODE */ - if (process.env.START_MODE === "live") { - /* We see if we need to put the actual order at the exchange. */ - if (interExecutionMemory.executionContext !== undefined) { - switch (interExecutionMemory.executionContext.status) { - case "Without a Position": { // We need to put the order because It was not put yet. - if (strategy.openStage !== undefined) { - if (strategy.openStage.openExecution !== undefined) { - putOpeningOrder() - return - } - } - break - } - case "Position Closed": { // Waiting for a confirmation that the position was closed. - if (strategy.openStage !== undefined) { - if (strategy.openStage.openExecution !== undefined) { - putOpeningOrder() - return - } - } - break - } - case "Taking Position": { // Waiting for a confirmation that the position was taken. - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> takePositionNow -> Exiting code block because status is Taking Position."); } - break - } - case "In a Position": { // This should mean that we already put the order at the exchange. - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> takePositionNow -> Exiting code block because status is In a Position."); } - break - } - } - } else { // The context does not exist so it means we are not in a position. - if (strategy.openStage !== undefined) { - if (strategy.openStage.openExecution !== undefined) { - putOpeningOrder() - return - } - } - } - } - - takePositionAtSimulation() - return - - function putOpeningOrder() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Entering function."); } - - /* We wont take a position unless we are withing the startDate and the endDate range */ - if (startDate !== undefined) { - if (candle.end < startDate.valueOf()) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because current candle ends before the start date. -> startDate = " + startDate); } - takePositionAtSimulation() - return; - } - } - - /* This validation is disbled for now because we do not have the correct end date at this point. - if (endDate !== undefined) { - if (candle.begin > endDate.valueOf()) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> putOpeningOrder -> Not placing the trade at the exchange because current candle begins after the end date. -> endDate = " + endDate); } - takePositionAtSimulation() - return; - } - } - */ - - /* Checking the status of current positions */ - let positions = assistant.getPositions(); - if (positions.length > 0) { - let position = positions[positions.length - 1] // We are allways checking the the last position is not open. - if (position.status === 'open') { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because the last position is still open. "); } - afterLoop(); - return - } - } - - /* Mechanism to avoid putting the same order over and over again at different executions of the simulation engine. */ - - if (interExecutionMemory.executionContext !== undefined) { - if (interExecutionMemory.executionContext.periods !== undefined) { - if (periods <= interExecutionMemory.executionContext.periods) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because it was already placed at a previous execution."); } - takePositionAtSimulation() - return; - } - } - } - - /* We are not going to place orders based on outdated information. The next filter prevents firing orders when backtesting. */ - let today = new Date(Math.trunc((new Date().valueOf()) / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS) - let processDay = new Date(Math.trunc(currentDay.valueOf() / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS) - if (today.valueOf() !== processDay.valueOf()) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Not placing the trade at the exchange because the current candle belongs to the previous day and that is considered simulation and not live trading."); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> today = " + today); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> processDay = " + processDay); } - takePositionAtSimulation() - return; - } - - let openPositionRate - let amountA - let amountB - let positionDirection - - if (baseAsset === 'BTC') { - positionDirection = "sell" - - openPositionRate = tradePositionRate - - amountA = tradePositionSize * openPositionRate - amountB = tradePositionSize - } else { - positionDirection = "buy" - - openPositionRate = tradePositionRate - - amountA = tradePositionSize - amountB = tradePositionSize / openPositionRate - } - - interExecutionMemory.executionContext = { - status: "Taking Position" - } - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Ready to put order."); } - assistant.putPosition(positionDirection, openPositionRate, amountA, amountB, onOrderPut) - - function onOrderPut(err) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> Entering function."); } - - try { - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> DEFAULT_OK_RESPONSE "); } - interExecutionMemory.executionContext = { - status: "In a Position", - periods: periods, - amountA: amountA, - amountB: amountB - } - takePositionAtSimulation() - return; - } - case global.DEFAULT_FAIL_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> DEFAULT_FAIL_RESPONSE "); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[ERROR] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> Message = " + err.message); } - strategy.openStage.openExecution.error = err.message - afterLoop() - return; - } - case global.DEFAULT_RETRY_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> DEFAULT_RETRY_RESPONSE "); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[ERROR] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> Message = " + err.message); } - strategy.openStage.openExecution.error = err.message - afterLoop() - return; - } - } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[ERROR] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> Unexpected Response -> Message = " + err.message); } - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return - } - } - } - - function takePositionAtSimulation() { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> takePositionAtSimulation -> Entering function."); } - - /* Continue with the simulation */ - calculateTakeProfit(); - calculateStopLoss(); - - marketRate = candle.close; - - previousBalanceAssetA = balanceAssetA; - previousBalanceAssetB = balanceAssetB; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.previousBalanceAssetA = previousBalanceAssetA; - yesterday.previousBalanceAssetB = previousBalanceAssetB; - } - } - - lastTradeProfitLoss = 0; - lastTradeROI = 0; - - if (baseAsset === 'BTC') { - balanceAssetB = balanceAssetB + tradePositionSize * tradePositionRate; - balanceAssetA = balanceAssetA - tradePositionSize; - } else { - balanceAssetA = balanceAssetA + tradePositionSize / tradePositionRate; - balanceAssetB = balanceAssetB - tradePositionSize; - } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.balanceAssetA = balanceAssetA; - yesterday.balanceAssetB = balanceAssetB; - - yesterday.lastTradeProfitLoss = lastTradeProfitLoss; - yesterday.lastTradeROI = lastTradeROI; - } - } - - addRecord(); - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> takePositionAtSimulation -> Exiting Loop Body after taking position at simulation."); } - controlLoop(); - return - } - } - - /* Closing a Position */ - if (strategyStage === 'Close Stage') { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Closing a Position -> Entering code block."); } - - /* Position size and rate */ - let strategy = tradingSystem.strategies[currentStrategyIndex]; - - /* Check that we are in LIVE MODE */ - if (process.env.START_MODE === "live") { - /* We see if we need to put the actual order at the exchange. */ - if (interExecutionMemory.executionContext !== undefined) { - switch (interExecutionMemory.executionContext.status) { - case "Without a Position": { // No way to close anything at the exchange. - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Closing a Position -> Exiting code block because status is Without a Position."); } - break - } - case "In a Position": { // This should mean that we already put the order at the exchange. - if (strategy.closeStage !== undefined) { - if (strategy.closeStage.closeExecution !== undefined) { - putClosingOrder() - return - } - } - break - } - case "Closing Position": { // Waiting for a confirmation that the position was taken. - if (strategy.closeStage !== undefined) { - if (strategy.closeStage.closeExecution !== undefined) { - putClosingOrder() - return - } - } - break - } - - case "Position Closed": { // - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Closing a Position -> Exiting code block because status is Position Closed."); } - break - } - } - } - } - - closePositionAtSimulation() - return - - function putClosingOrder() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> putClosingOrder -> Entering function."); } - - /* Checking the status of current positions */ - let positions = assistant.getPositions(); - if (positions.length > 0) { - let position = positions[positions.length - 1] // We are allways checking the the last position is not open. - if (position.status === 'open') { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> Exiting function because status of last position is Open."); } - afterLoop(); - return - } - } - - /* Mechanism to avoid putting the same order over and over again at different executions of the simulation engine. */ - - if (interExecutionMemory.executionContext !== undefined) { - if (interExecutionMemory.executionContext.periods !== undefined) { - if (periods <= interExecutionMemory.executionContext.periods) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> Exiting function because this closing was already submited at a previous execution."); } - closePositionAtSimulation() - return; - } - } - } - - let closePositionRate - let amountA - let amountB - let positionDirection - - if (baseAsset === 'BTC') { - positionDirection = "buy" - - closePositionRate = ticker.last + 100; // This is provisional and totally arbitrary, until we have a formula on the designer that defines this stuff. - - amountA = interExecutionMemory.executionContext.amountA - amountB = interExecutionMemory.executionContext.amountA / closePositionRate - } else { - positionDirection = "sell" - - closePositionRate = ticker.last - 100; // This is provisional and totally arbitrary, until we have a formula on the designer that defines this stuff. - - amountA = interExecutionMemory.executionContext.amountB * closePositionRate - amountB = interExecutionMemory.executionContext.amountB - } - - interExecutionMemory.executionContext = { - status: "Closing Position" - } - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> About to close position at the exchange."); } - assistant.putPosition(positionDirection, closePositionRate, amountA, amountB, onOrderPut) - - function onOrderPut(err) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> onOrderPut -> Entering function."); } - - try { - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> onOrderPut -> DEFAULT_OK_RESPONSE "); } - interExecutionMemory.executionContext = { - status: "Position Closed", - periods: periods, - amountA: amountA, - amountB: amountB - } - closePositionAtSimulation() - return; - } - case global.DEFAULT_FAIL_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> onOrderPut -> DEFAULT_FAIL_RESPONSE "); } - /* We will assume that the problem is temporary, and expect that it will work at the next execution.*/ - strategy.closeStage.closeExecution.error = err.message - afterLoop() - return; - } - case global.DEFAULT_RETRY_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> DEFAULT_RETRY_RESPONSE "); } - strategy.closeStage.closeExecution.error = err.message - afterLoop() - return; - } - } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[ERROR] runSimulation -> loop -> putClosingOrder -> onOrderPut -> Unexpected Response -> Message = " + err.message); } - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] runSimulation -> loop -> putClosingOrder -> onOrderPut -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return - } - } - } - - function closePositionAtSimulation() { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> closePositionAtSimulation -> Entering function."); } - - roundtrips++; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.roundtrips = roundtrips - } - } - - if (baseAsset === 'BTC') { - lastTradeProfitLoss = balanceAssetA - previousBalanceAssetA; - lastTradeROI = lastTradeProfitLoss * 100 / tradePositionSize; - if (isNaN(lastTradeROI)) { lastTradeROI = 0; } - profit = balanceAssetA - initialBalanceA; - } else { - lastTradeProfitLoss = balanceAssetB - previousBalanceAssetB; - lastTradeROI = lastTradeProfitLoss * 100 / tradePositionSize; - if (isNaN(lastTradeROI)) { lastTradeROI = 0; } - profit = balanceAssetB - initialBalanceB; - } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.lastTradeProfitLoss = lastTradeProfitLoss; - yesterday.profit = profit; - yesterday.lastTradeROI = lastTradeROI; - } - } - - currentTrade.lastTradeROI = lastTradeROI; - currentTrade.stopRate = stopLoss; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.currentTrade.lastTradeROI = currentTrade.lastTradeROI; - yesterday.currentTrade.stopRate = currentTrade.stopRate; - } - } - - if (lastTradeProfitLoss > 0) { - hits++; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.hits = hits - } - } - - } else { - fails++; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.fails = fails - } - } - } - - if (baseAsset === 'BTC') { - ROI = (initialBalanceA + profit) / initialBalanceA - 1; - hitRatio = hits / roundtrips; - anualizedRateOfReturn = ROI / days * 365; - } else { - ROI = (initialBalanceB + profit) / initialBalanceB - 1; - hitRatio = hits / roundtrips; - anualizedRateOfReturn = ROI / days * 365; - } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.ROI = ROI; - yesterday.hitRatio = hitRatio; - yesterday.anualizedRateOfReturn = anualizedRateOfReturn; - } - } - - addRecord(); - - stopLoss = 0; - takeProfit = 0; - - tradePositionRate = 0; - tradePositionSize = 0; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.tradePositionSize = tradePositionSize; - yesterday.tradePositionRate = tradePositionRate; - } - } - - currentStrategyIndex = -1; - strategyStage = 'No Stage'; - stopLossStage = 'No Stage'; - takeProfitStage = 'No Stage'; - stopLossPhase = 0; - takeProfitPhase = 0; - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.currentStrategyIndex = currentStrategyIndex; - yesterday.strategyStage = strategyStage; - yesterday.stopLossStage = stopLossStage; - yesterday.takeProfitStage = takeProfitStage; - yesterday.stopLossPhase = stopLossPhase; - yesterday.takeProfitPhase = takeProfitPhase; - } - } - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> closePositionAtSimulation -> Exiting Loop Body after closing position at simulation."); } - controlLoop(); - return - } - } - - /* Not a buy or sell condition */ - - marketRate = candle.close; - addRecord(); - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Exiting Loop Body after adding a record."); } - controlLoop(); - return - - function addRecord() { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> addRecord -> Entering function."); } - - // Since we are going to write the message to a file that the Simulation Executor is going to read, we use the abbreviations. - let messageType; - let message; - let simulationRecord; - let executionRecord; - let executionMessage; - - messageId++; - - if (strategyStage === 'Open Stage' || strategyStage === 'Manage Stage' || type === '"Close@TakeProfit"' || type === '"Close@StopLoss"') { - - if (type === '"Take Position"') { - messageType = MESSAGE_TYPE.Order; - orderId++; - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> addRecord -> Taking Position Now. "); } - - } else { - if (type === '"Close@TakeProfit"' || type === '"Close@StopLoss"') { - messageType = MESSAGE_TYPE.OrderClose; - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> addRecord -> Closing Position Now. "); } - - } else { - messageType = MESSAGE_TYPE.OrderUpdate; - } - } - - let exitOutcome = "" - if (messageType === MESSAGE_TYPE.OrderClose && type === '"Close@TakeProfit"') { - exitOutcome = "TP" - } - if (messageType === MESSAGE_TYPE.OrderClose && type === '"Close@StopLoss"') { - exitOutcome = "SL" - } - - executionMessage = createMessage( - messageId, - MESSAGE_ENTITY.SimulationEngine, - MESSAGE_ENTITY.SimulationExecutor, - messageType, - (new Date()).valueOf(), - orderId.toString(), - ORDER_CREATOR.SimulationEngine, - (new Date()).valueOf(), - ORDER_OWNER.User, - global.EXCHANGE_NAME, - "BTC_USDT", - 0, - ORDER_TYPE.Limit, - tradePositionRate, - stopLoss, - takeProfit, - ORDER_DIRECTION.Sell, - -1, - ORDER_STATUS.Signaled, - 0, - exitOutcome, - "") - - } - else { - - executionMessage = createMessage( - messageId, - MESSAGE_ENTITY.SimulationEngine, - MESSAGE_ENTITY.SimulationExecutor, - MESSAGE_TYPE.HeartBeat, - (new Date()).valueOf(), - "", - "", - 0, - "", - "", - "", - 0, - "", - 0, - 0, - 0, - "", - 0, - "", - 0, - "", - "") - } - - executionRecord = { - begin: candle.begin, - end: candle.end, - executionRecord: executionMessage - } - - executionArray.push(executionRecord) - - let strategyStageNumber - switch (strategyStage) { - case 'No Stage': { - strategyStageNumber = 0 - break - } - case 'Trigger Stage': { - strategyStageNumber = 1 - break - } - case 'Open Stage': { - strategyStageNumber = 2 - break - } - case 'Manage Stage': { - strategyStageNumber = 3 - break - } - case 'Close Stage': { - strategyStageNumber = 4 - break - } - } - - if (balanceAssetA === Infinity) { - balanceAssetA = Number.MAX_SAFE_INTEGER - } - - if (balanceAssetB === Infinity) { - balanceAssetB = Number.MAX_SAFE_INTEGER - } - - let quotedBaseAsset = '"' + baseAsset + '"' - - simulationRecord = { - begin: candle.begin, - end: candle.end, - type: type, - marketRate: marketRate, - amount: 1, - balanceA: balanceAssetA, - balanceB: balanceAssetB, - profit: profit, - lastTradeProfitLoss: lastTradeProfitLoss, - stopLoss: stopLoss, - roundtrips: roundtrips, - hits: hits, - fails: fails, - hitRatio: hitRatio, - ROI: ROI, - periods: periods, - days: days, - anualizedRateOfReturn: anualizedRateOfReturn, - positionRate: tradePositionRate, - lastTradeROI: lastTradeROI, - strategy: currentStrategyIndex, - strategyStageNumber: strategyStageNumber, - takeProfit: takeProfit, - stopLossPhase: stopLossPhase, - takeProfitPhase: takeProfitPhase, - executionRecord: executionMessage, - positionSize: tradePositionSize, - initialBalanceA: initialBalanceA, - minimumBalanceA: minimumBalanceA, - maximumBalanceA: maximumBalanceA, - initialBalanceB: initialBalanceB, - minimumBalanceB: minimumBalanceB, - maximumBalanceB: maximumBalanceB, - baseAsset: quotedBaseAsset, - positionPeriods: positionPeriods, - positionDays: positionDays - } - - recordsArray.push(simulationRecord); - - type = '""'; - - /* Prepare the information for the Conditions File */ - - conditionsArrayRecord.push(currentStrategyIndex); - conditionsArrayRecord.push(strategyStageNumber); - conditionsArrayRecord.push(stopLossPhase); - conditionsArrayRecord.push(takeProfitPhase); - conditionsArrayRecord.push(conditionsArrayValues); - conditionsArrayRecord.push(formulasErrors); - conditionsArrayRecord.push(formulasValues); - - conditionsArray.push(conditionsArrayRecord); - - /* Prepare the information for the Strategies File*/ - - if ( - (currentStrategy.begin !== 0 && currentStrategy.end !== 0) || - (currentStrategy.begin !== 0 && i === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay) - ) { - - strategiesArray.push(currentStrategy); - - currentStrategy = { - begin: 0, - end: 0, - status: 0, - number: 0, - beginRate: 0, - endRate: 0 - } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.currentStrategy = { - begin: 0, - end: 0, - status: 0, - number: 0, - beginRate: 0, - endRate: 0 - } - } - } - } - - /* Prepare the information for the Trades File */ - - if ( - (currentTrade.begin !== 0 && currentTrade.end !== 0) || - (currentTrade.begin !== 0 && i === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay) - ) { - - currentTrade.profit = lastTradeProfitLoss; - - tradesArray.push(currentTrade); - - currentTrade = { - begin: 0, - end: 0, - status: 0, - lastTradeROI: 0, - exitType: 0, - beginRate: 0, - endRate: 0 - } - - if (processingDailyFiles) { - if (positionedAtYesterday) { - yesterday.currentTrade = { - begin: 0, - end: 0, - status: 0, - lastTradeROI: 0, - exitType: 0, - beginRate: 0, - endRate: 0 - } - } - } - } - } - } - - function controlLoop() { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> controlLoop -> Entering function."); } - i++ - if (i < candles.length) { - process.nextTick(loop) - } else { - afterLoop() - } - } - - function afterLoop() { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> afterLoop -> Entering function."); } - - /* - Before returning we need to see if we have to record some of our counters at the interExecutionMemory. - To do that, the condition to be met is that this execution must include all candles of the currentDay. - */ - - if (processingDailyFiles) { - - if (lastCandle.end === lastInstantOfTheDay) { - - interExecutionMemory.previousBalanceAssetA = yesterday.previousBalanceAssetA - interExecutionMemory.previousBalanceAssetB = yesterday.previousBalanceAssetB - - interExecutionMemory.tradePositionRate = yesterday.tradePositionRate - interExecutionMemory.tradePositionSize = yesterday.tradePositionSize - - interExecutionMemory.currentStrategyIndex = yesterday.currentStrategyIndex - interExecutionMemory.strategyStage = yesterday.strategyStage - - interExecutionMemory.stopLossPhase = yesterday.stopLossPhase - interExecutionMemory.stopLossStage = yesterday.stopLossStage - - interExecutionMemory.takeProfitPhase = yesterday.takeProfitPhase - interExecutionMemory.takeProfitStage = yesterday.takeProfitStage - - interExecutionMemory.currentStrategy = { - begin: yesterday.currentStrategy.begin, - end: yesterday.currentStrategy.end, - status: yesterday.currentStrategy.status, - number: yesterday.currentStrategy.number, - beginRate: yesterday.currentStrategy.beginRate, - endRate: yesterday.currentStrategy.endRate - } - - interExecutionMemory.currentTrade = { - begin: yesterday.currentTrade.begin, - end: yesterday.currentTrade.end, - status: yesterday.currentTrade.status, - profit: yesterday.currentTrade.profit, - exitType: yesterday.currentTrade.exitType, - beginRate: yesterday.currentTrade.beginRate, - endRate: yesterday.currentTrade.endRate - } - - interExecutionMemory.balanceAssetA = yesterday.balanceAssetA; - interExecutionMemory.balanceAssetB = yesterday.balanceAssetB; - interExecutionMemory.lastTradeProfitLoss = yesterday.lastTradeProfitLoss; - interExecutionMemory.profit = yesterday.profit; - interExecutionMemory.lastTradeROI = yesterday.lastTradeROI; - - interExecutionMemory.roundtrips = yesterday.roundtrips; - interExecutionMemory.fails = yesterday.fails; - interExecutionMemory.hits = yesterday.hits; - interExecutionMemory.periods = yesterday.periods; - interExecutionMemory.positionPeriods = yesterday.positionPeriods; - - interExecutionMemory.messageId = interExecutionMemory.messageId + yesterday.messageId; - interExecutionMemory.orderId = interExecutionMemory.orderId + yesterday.orderId; - - interExecutionMemory.hitRatio = yesterday.hitRatio; - interExecutionMemory.ROI = yesterday.ROI; - interExecutionMemory.anualizedRateOfReturn = yesterday.anualizedRateOfReturn; - } - } - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> callback -> recordsArray.length = " + recordsArray.length); } - - callback(tradingSystem, executionArray, recordsArray, conditionsArray, strategiesArray, tradesArray, lastObjectsArray); - } - - - function getElement(pArray, begin, end) { - - let element; - - for (let i = 0; i < pArray.length; i++) { - - element = pArray[i]; - - if (begin >= element.begin && end <= element.end) { - return element - } - } - - return - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] runSimulation -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildLRC(dataFile, callBackFunction) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildLRC -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < dataFile.length; i++) { - - let LRC = { - begin: dataFile[i][0], - end: dataFile[i][1], - _15: dataFile[i][2], - _30: dataFile[i][3], - _60: dataFile[i][4] - }; - - if (previous !== undefined) { - - if (previous._15 > LRC._15) { LRC.direction15 = 'Down'; } - if (previous._15 < LRC._15) { LRC.direction15 = 'Up'; } - if (previous._15 === LRC._15) { LRC.direction15 = 'Side'; } - - if (previous._30 > LRC._30) { LRC.direction30 = 'Down'; } - if (previous._30 < LRC._30) { LRC.direction30 = 'Up'; } - if (previous._30 === LRC._30) { LRC.direction30 = 'Side'; } - - if (previous._60 > LRC._60) { LRC.direction60 = 'Down'; } - if (previous._60 < LRC._60) { LRC.direction60 = 'Up'; } - if (previous._60 === LRC._60) { LRC.direction60 = 'Side'; } - - } - - LRC.previous = previous; - - LRCMap.set(LRC.begin, LRC); - - previous = LRC; - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] buildLRC -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildPercentageBandwidthMap(dataFile, callBackFunction) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildPercentageBandwidthMap -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < dataFile.length; i++) { - - let percentageBandwidth = { - begin: dataFile[i][0], - end: dataFile[i][1], - value: dataFile[i][2], - movingAverage: dataFile[i][3], - bandwidth: dataFile[i][4] - }; - - if (previous !== undefined) { - - if (previous.movingAverage > percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'Down'; } - if (previous.movingAverage < percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'Up'; } - if (previous.movingAverage === percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'Side'; } - - } - - percentageBandwidth.previous = previous; - - percentageBandwidthMap.set(percentageBandwidth.begin, percentageBandwidth); - - previous = percentageBandwidth; - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] buildPercentageBandwidthMap -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildBollingerBandsMap(dataFile, callBackFunction) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildBollingerBandsMap -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < dataFile.length; i++) { - - let bollingerBand = { - begin: dataFile[i][0], - end: dataFile[i][1], - movingAverage: dataFile[i][2], - standardDeviation: dataFile[i][3], - deviation: dataFile[i][4] - }; - - if (previous !== undefined) { - - if (previous.movingAverage > bollingerBand.movingAverage) { bollingerBand.direction = 'Down'; } - if (previous.movingAverage < bollingerBand.movingAverage) { bollingerBand.direction = 'Up'; } - if (previous.movingAverage === bollingerBand.movingAverage) { bollingerBand.direction = 'Side'; } - - } - - bollingerBand.previous = previous; - - bollingerBandsMap.set(bollingerBand.begin, bollingerBand); - - previous = bollingerBand; - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] buildBollingerBandsMap -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildBollingerChannelsArray(dataFile, callBackFunction) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildBollingerChannelsArray -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < dataFile.length; i++) { - - let bollingerChannel = { - begin: dataFile[i][0], - end: dataFile[i][1], - direction: dataFile[i][2], - period: dataFile[i][3] - }; - - bollingerChannel.previous = previous; - - bollingerChannelsArray.push(bollingerChannel); - - previous = bollingerChannel; - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] buildBollingerChannelsArray -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildBollingerSubChannelsArray(dataFile, callBackFunction) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildBollingerSubChannelsArray -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < dataFile.length; i++) { - - let bollingerSubChannel = { - begin: dataFile[i][0], - end: dataFile[i][1], - direction: dataFile[i][2], - slope: dataFile[i][3], - period: dataFile[i][4], - firstMovingAverage: dataFile[i][5], - lastMovingAverage: dataFile[i][6], - firstDeviation: dataFile[i][7], - lastDeviation: dataFile[i][8] - }; - - bollingerSubChannel.previous = previous; - - bollingerSubChannelsArray.push(bollingerSubChannel); - - previous = bollingerSubChannel; - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] buildBollingerSubChannelsArray -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildCandles(dataFile, callBackFunction) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildCandles -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < dataFile.length; i++) { - - let candle = { - open: undefined, - close: undefined, - min: 10000000000000, - max: 0, - begin: undefined, - end: undefined, - direction: undefined - }; - - candle.min = dataFile[i][0]; - candle.max = dataFile[i][1]; - - candle.open = dataFile[i][2]; - candle.close = dataFile[i][3]; - - candle.begin = dataFile[i][4]; - candle.end = dataFile[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'; } - - candle.previous = previous; - - candles.push(candle); - - previous = candle; - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] buildCandles -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } -}; - - - diff --git a/Context.js b/Context.js index dc365ec50..dfa757cba 100644 --- a/Context.js +++ b/Context.js @@ -304,24 +304,24 @@ thisObject.executionHistory = []; - if (process.env.INITIAL_BALANCE_ASSET_A === undefined || process.env.INITIAL_BALANCE_ASSET_B === undefined) { throw new Error("Environment Variables INITIAL_INVESTMENT_A and INITIAL_INVESTMENT_B cannot be undefined.") } + if (process.env.INITIAL_BALANCE_ASSET_A === undefined || process.env.INITIAL_BALANCE_ASSET_B === undefined) { throw new Error("Environment Variables INITIAL_BALANCE_A and INITIAL_BALANCE_B cannot be undefined.") } - const INITIAL_INVESTMENT_A = Number(process.env.INITIAL_BALANCE_ASSET_A); - const INITIAL_INVESTMENT_B = Number(process.env.INITIAL_BALANCE_ASSET_B); + const INITIAL_BALANCE_A = Number(process.env.INITIAL_BALANCE_ASSET_A); + const INITIAL_BALANCE_B = Number(process.env.INITIAL_BALANCE_ASSET_B); thisObject.executionContext = { - investment: { // This is used to calculate profits. - assetA: INITIAL_INVESTMENT_A, - assetB: INITIAL_INVESTMENT_B + initialBalance: { // This is used to calculate profits. + assetA: INITIAL_BALANCE_A, + assetB: INITIAL_BALANCE_B }, balance: { // This is the total balance that includes positions at the order book + funds available to be traded. - assetA: INITIAL_INVESTMENT_A, - assetB: INITIAL_INVESTMENT_B // It starts with the initial investment. + assetA: INITIAL_BALANCE_A, + assetB: INITIAL_BALANCE_B // It starts with the initial initialBalance. }, availableBalance: { // This is the balance the bot has at any moment in time available to be traded (not in positions at the order book). - assetA: INITIAL_INVESTMENT_A, - assetB: INITIAL_INVESTMENT_B // It starts with the initial investment. + assetA: INITIAL_BALANCE_A, + assetB: INITIAL_BALANCE_B // It starts with the initial initialBalance. }, profits: { assetA: 0, diff --git a/DebugLog.js b/DebugLog.js index c5ae362da..5112b0882 100644 --- a/DebugLog.js +++ b/DebugLog.js @@ -130,7 +130,11 @@ exports.newDebugLog = function newDebugLog() { let logLine = '\r\n' + message; if (process.env.CONSOLE_LOG === "true" || message.indexOf("ERROR") > 0) { - console.log(message) + let key = '' + if (thisObject.bot) { + key = thisObject.bot.devTeam + '-' + thisObject.bot.codeName + '-' + thisObject.bot.process + } + console.log(message + ' @ ' + key) } accumulatedLog = accumulatedLog + logLine; diff --git a/IndicatorBotProcessMainLoop.js b/IndicatorBotProcessMainLoop.js index 52707db55..a1bfe1ef8 100644 --- a/IndicatorBotProcessMainLoop.js +++ b/IndicatorBotProcessMainLoop.js @@ -2,7 +2,7 @@ const ROOT_DIR = './'; - const MODULE_NAME = "Indicator Bot Process Main Loop"; + const MODULE_NAME = "Indicator Process Main Loop"; const FULL_LOG = true; let USER_BOT_MODULE; @@ -120,6 +120,9 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Entering function."); } + /* Loop Heartbeat sent to the UI */ + hearBeat() + /* We define here all the modules that the rest of the infraestructure, including the bots themselves can consume. */ const UTILITIES = require(ROOT_DIR + 'CloudUtilities'); @@ -791,6 +794,10 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Entering function."); } if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> nextWaitTime = " + nextWaitTime); } + /* We show we reached the end of the loop. */ + + hearBeat() + /* Here we check if we must stop the loop gracefully. */ shallWeStop(onStop, onContinue); @@ -801,7 +808,7 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> onStop -> Stopping the Loop Gracefully. See you next time!"); } - if(global.FULL_LOG === 'true'){ + if(global.WRITE_LOGS_TO_FILES === 'true'){ logger.persist(); } @@ -819,9 +826,9 @@ switch (nextWaitTime) { case 'Normal': { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Restarting Loop in " + (processConfig.normalWaitTime / 1000) + " seconds."); } - checkLoopHealthHandle = setTimeout(checkLoopHealth, processConfig.normalWaitTime * 5, bot.loopCounter); + checkLoopHealthHandle = setTimeout(checkLoopHealth, processConfig.deadWaitTime * 5, bot.loopCounter); nextLoopTimeoutHandle = setTimeout(loop, processConfig.normalWaitTime); - if(global.FULL_LOG === 'true'){ + if(global.WRITE_LOGS_TO_FILES === 'true'){ logger.persist(); } } @@ -851,7 +858,7 @@ function checkLoopHealth(pLastLoop) { - if (bot.enableCheckLoopHealth === false) { + if (bot.enableCheckLoopHealth === false || global.STOP_TASK_GRACEFULLY === true) { logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); @@ -862,7 +869,7 @@ let now = new Date().valueOf(); - if (now - bot.loopStartTime > processConfig.normalWaitTime) { + if (now - bot.loopStartTime > processConfig.deadWaitTime) { logger.write(MODULE_NAME, "[ERROR] run -> loop -> checkLoopHealth -> Dead loop found -> pLastLoop = " + pLastLoop); console.log((new Date().toISOString() + " [ERROR] run -> loop -> checkLoopHealth -> " + pad(bot.codeName,20) + " " + pad(bot.process,30) + " Loop # " + pad(Number(bot.loopCounter),5) + " found dead. Resurrecting it now.")); @@ -887,11 +894,7 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> shallWeStop -> Entering function. "); } - let stop = false - if (process.env.STOP_GRACEFULLY !== undefined) - stop = JSON.parse(process.env.STOP_GRACEFULLY) - - if (!stop && global.SHALL_BOT_STOP === false) { + if (!global.STOP_TASK_GRACEFULLY) { continueCallBack(); } else { stopCallBack(); @@ -916,6 +919,15 @@ callBackFunction(err); } } + + function hearBeat() { + let key = global.USER_DEFINITION.bot.processes[bot.processIndex].name + '-' + global.USER_DEFINITION.bot.processes[bot.processIndex].type + '-' + global.USER_DEFINITION.bot.processes[bot.processIndex].id + + let event = { + seconds: (new Date()).getSeconds() + } + global.SYSTEM_EVENT_HANDLER.raiseEvent(key, 'Heartbeat', event) + } } catch (err) { parentLogger.write(MODULE_NAME, "[ERROR] run -> err = "+ err.stack); clearInterval(fixedTimeLoopIntervalHandle); diff --git a/Integrations/FileStorage.js b/Integrations/FileStorage.js index a2071deb7..699797ddd 100644 --- a/Integrations/FileStorage.js +++ b/Integrations/FileStorage.js @@ -40,7 +40,7 @@ exports.newFileStorage = function newFileStorage(logger) { if (logger) { logger.write(MODULE_NAME, message); } else { - console.log("['" + new Date().toISOString() + "', 0,'" + MODULE_NAME + "','" + message + "']") + //console.log("['" + new Date().toISOString() + "', 0,'" + MODULE_NAME + "','" + message + "']") } } @@ -64,7 +64,7 @@ exports.newFileStorage = function newFileStorage(logger) { } logInfo('getTextFile: ' + fileLocation) - console.log('getTextFile: ' + fileLocation) + //console.log('getTextFile: ' + fileLocation) let fileContent = await readFileAsync(fileLocation) callBackFunction(global.DEFAULT_OK_RESPONSE, fileContent.toString()) @@ -130,7 +130,7 @@ exports.newFileStorage = function newFileStorage(logger) { } logInfo('createTextFile: ' + fileLocation) - console.log('createTextFile: ' + fileLocation) + //console.log('createTextFile: ' + fileLocation) let directoryPath = fileLocation.substring(0, fileLocation.lastIndexOf('/') + 1); mkDirByPathSync(directoryPath) diff --git a/Integrations/Strategy.js b/Integrations/Strategy.js deleted file mode 100644 index a54b937b9..000000000 --- a/Integrations/Strategy.js +++ /dev/null @@ -1,51 +0,0 @@ -const axios = require('axios') -let fs = require('fs') -const { promisify } = require('util') -const readFileAsync = promisify(fs.readFile) - -exports.getStrategy = async function () { - try { - if (!global.STRATEGY) { - let executionOnCloud = false - if (process.env.ON_CLOUD !== undefined) { - executionOnCloud = JSON.parse(process.env.ON_CLOUD) - } - - if (executionOnCloud) { - const strategizerResponse = await axios({ - url: process.env.GATEWAY_ENDPOINT_K8S, - method: 'post', - data: { - query: ` - query($fbSlug: String!){ - strategizer_TradingSystemByFb(fbSlug: $fbSlug){ - data - } - } - `, - variables: { - fbSlug: process.env.BOT - } - }, - headers: { - authorization: process.env.AUTHORIZATION - } - }) - - if (strategizerResponse.data.errors) { - throw new Error(strategizerResponse.data.errors[0].message) - } - - global.STRATEGY = strategizerResponse.data.data.strategizer_TradingSystemByFb.data - } else { - let fileLocation = process.env.INTER_PROCESS_FILES_PATH + '/definition.json' - let strategy = await readFileAsync(fileLocation, { encoding: 'utf8' }) - global.STRATEGY = JSON.parse(strategy) - } - } - - return global.STRATEGY - } catch (error) { - throw new Error('There has been an error getting the strategy: ', JSON.stringify(error)) - } -} diff --git a/MultiPeriod.js b/MultiPeriod.js new file mode 100644 index 000000000..c1faa087f --- /dev/null +++ b/MultiPeriod.js @@ -0,0 +1,1067 @@ +exports.newMultiPeriod = function newMultiPeriod(bot, logger, COMMONS, UTILITIES, USER_BOT_MODULE, COMMONS_MODULE) { + + const FULL_LOG = true; + const LOG_FILE_CONTENT = false; + const MODULE_NAME = "Multi Period"; + const GMT_SECONDS = ':00.000 GMT+0000'; + const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000; + + thisObject = { + initialize: initialize, + start: start + }; + + let utilities = UTILITIES.newCloudUtilities(logger); + + let statusDependencies; + let dataDependencies; + let storages = []; + let dataFiles = []; + let multiPeriodDataFiles = new Map(); + + let usertBot; + + const FILE_STORAGE = require('./Integrations/FileStorage.js'); + let fileStorage = FILE_STORAGE.newFileStorage(logger); + + let processConfig; + + return thisObject; + + function initialize(pProcessConfig, pStatusDependencies, pDataDependencies, pAssistant, callBackFunction) { + + try { + + logger.fileName = MODULE_NAME; + logger.initialize(); + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); } + + statusDependencies = pStatusDependencies; + dataDependencies = pDataDependencies; + processConfig = pProcessConfig; + + for (let i = 0; i < dataDependencies.config.length; i++) { + + let key; + let storage; + let dependency = dataDependencies.config[i]; + + key = dependency.devTeam + "-" + + dependency.bot + "-" + + dependency.product + "-" + + dependency.dataSet + "-" + + dependency.dataSetVersion + + storage = dataDependencies.dataSets.get(key); + + storages.push(storage); + + } + + usertBot = USER_BOT_MODULE.newUserBot(bot, logger, COMMONS_MODULE, UTILITIES, fileStorage); + usertBot.initialize(callBackFunction, pAssistant); + + } catch (err) { + logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function start(callBackFunction) { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); } + + let currentTimePeriod + let currentOutputPeriodLabel + + let market = global.MARKET; + let botNeverRan = true; + + /* Context Variables */ + + let contextVariables = { + lastFile: undefined, // Datetime of the last file files sucessfully produced by this process. + dateBeginOfMarket: undefined, // Datetime of the first trade file in the whole market history. + dateEndOfMarket: 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 interExecutionMemoryArray = []; + + getContextVariables(); + + function getContextVariables() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); } + + let thisReport; + let reportKey; + let statusReport; + + if (processConfig.framework.startDate.fixedDate !== undefined) { + + /* The starting date is fixed, we will start from there. */ + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> We have got a user defined startDate. -> startDate = " + processConfig.framework.startDate.fixedDate); } + contextVariables.dateBeginOfMarket = new Date(processConfig.framework.startDate.fixedDate); + + } else { + + /* + We look first for the bot who knows the begining of the marke in order to get when the market starts. + */ + + let botWhoKnowsTheBeginingOfTheMarket = statusDependencies.config[processConfig.framework.startDate.takeItFromStatusDependency]; + + reportKey = botWhoKnowsTheBeginingOfTheMarket.devTeam + "-" + botWhoKnowsTheBeginingOfTheMarket.bot + "-" + botWhoKnowsTheBeginingOfTheMarket.process + "-" + "dataSet.V1"; + 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); + 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.dateBeginOfMarket = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + thisReport.lastFile.hours + ":" + thisReport.lastFile.minutes + GMT_SECONDS); + + } + + if (processConfig.framework.endDate.fixedDate !== undefined) { + + /* The ending date is fixed, we will end there. */ + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> We have got a user defined endDate. -> endDate = " + processConfig.framework.endDate.fixedDate); } + contextVariables.dateEndOfMarket = new Date(processConfig.framework.endDate.fixedDate); + + } else { + + /* + Here we get the status report from the bot who knows which is the end of the market. + */ + + let botWhoKnowsTheEndOfTheMarket = statusDependencies.config[processConfig.framework.endDate.takeItFromStatusDependency]; + + reportKey = botWhoKnowsTheEndOfTheMarket.devTeam + "-" + botWhoKnowsTheEndOfTheMarket.bot + "-" + botWhoKnowsTheEndOfTheMarket.process + "-" + "dataSet.V1"; + 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.dateEndOfMarket = new Date(thisReport.lastFile.valueOf()); + } + + /* Finally we get our own Status Report. */ + + reportKey = bot.devTeam + "-" + bot.codeName + "-" + "Multi-Period" + "-" + "dataSet.V1"; + 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) { + + if (bot.hasTheBotJustStarted === true && processConfig.framework.startDate.resumeExecution === false) { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true."); } + startFromBegining(); + return; + } + + contextVariables.lastFile = new Date(thisReport.lastFile); + interExecutionMemoryArray = thisReport.interExecutionMemoryArray; + + processTimePeriodsMarketFiles(); + return; + + } else { + + /* + In the case when there is no status report, we assume like the last processed file is the one on the date of Begining of Market. + */ + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining of the market because own status report not found or lastFile was undefined."); } + startFromBegining(); + return; + } + + function startFromBegining() { + + contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + GMT_SECONDS); + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> startFromBegining -> contextVariables.lastFile = " + contextVariables.lastFile); } + + /* + The first time the process is running is the right time to create the data structure that is going to be shared across different executions. + This data structure has one object per each timePeriod. + */ + + interExecutionMemoryArray = []; + + for (let i = 0; i < global.dailyFilePeriods.length; i++) { + let emptyObject = {}; + interExecutionMemoryArray.push(emptyObject); + } + + processTimePeriodsMarketFiles(); + + } + + } 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 processTimePeriodsMarketFiles() { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> Entering function."); } + + try { + + let n; + + periodsLoop(); + + function periodsLoop() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoop -> Entering function."); } + + /* + + We will iterate through all posible periods. + + */ + + n = 0 // loop Variable representing each possible period as defined at the periods array. + + periodsLoopBody(); + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoop -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function periodsLoopBody() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> Entering function."); } + + const timePeriod = global.marketFilesPeriods[n][0]; + const outputPeriodLabel = global.marketFilesPeriods[n][1]; + + let dependencyIndex = 0; + dataFiles = []; + + if (global.DEFINITION.simulationParams.timePeriod === outputPeriodLabel) { + currentTimePeriod = global.marketFilesPeriods[n][0]; + currentOutputPeriodLabel = global.marketFilesPeriods[n][1]; + } + dependencyLoopBody(); + + function dependencyLoopBody() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> Entering function."); } + + let dependency = dataDependencies.config[dependencyIndex]; + let storage = storages[dependencyIndex]; + + getFile(); + + function getFile() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> Entering function."); } + + let fileName = market.assetA + '_' + market.assetB + ".json"; + + if (dependency.dataSet !== "Multi-Period-Market") { + + dependencyControlLoop(); + return + } + + let filePath = dependency.product + '/' + dependency.dataSet + "/" + outputPeriodLabel; + + storage.getTextFile(filePath, fileName, onFileReceived); + + function onFileReceived(err, text) { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> Entering function."); } + if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> text = " + text); } + + if (err.result !== global.DEFAULT_OK_RESPONSE.result) { + + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack); + callBackFunction(err); + return; + } + + let dataFile = JSON.parse(text); + dataFiles.push(dataFile); + + dependencyControlLoop(); + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoop -> dependencyLoopBody -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function dependencyControlLoop() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> dependencyControlLoop -> Entering function."); } + + dependencyIndex++; + + if (dependencyIndex < dataDependencies.config.length) { + + dependencyLoopBody(); + + } else { + + let mapKey = global.marketFilesPeriods[n][1]; + multiPeriodDataFiles.set(mapKey, dataFiles) + + periodsControlLoop(); + + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> dependencyControlLoop -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function periodsControlLoop() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsControlLoop -> Entering function."); } + + n++; + + if (n < global.marketFilesPeriods.length) { + + periodsLoopBody(); + + } else { + + processTimePeriodsDailyFiles(); + + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsControlLoop -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function processTimePeriodsDailyFiles() { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> Entering function."); } + + try { + + let n = 0; + + if (currentTimePeriod) { + callTheBot() + return + } + + bot.multiPeriodDailyProcessDatetime = new Date(contextVariables.lastFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well when we advance time at the begining of the loop. + + advanceTime(); + + function advanceTime() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> advanceTime -> Entering function."); } + + bot.multiPeriodDailyProcessDatetime = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() + ONE_DAY_IN_MILISECONDS); + previousDay = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() - ONE_DAY_IN_MILISECONDS); + + console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30) + " " + " bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime.toISOString()); + + if (global.WRITE_LOGS_TO_FILES === 'true') { + logger.newInternalLoop(bot.codeName, bot.process); + } + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> advanceTime -> bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime); } + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> advanceTime -> previousDay = " + previousDay); } + + /* Validation that we are not going past the head of the market. */ + + if (bot.multiPeriodDailyProcessDatetime.valueOf() > contextVariables.dateEndOfMarket.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 -> processTimePeriodsDailyFiles -> advanceTime -> " + logText); } + + callBackFunction(global.DEFAULT_OK_RESPONSE); + return; + + } + + checkStopTaskGracefully(); + + } catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> advanceTime -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function checkStopTaskGracefully() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> checkStopTaskGracefully -> Entering function."); } + + /* Validation that we dont need to stop. */ + + if (global.STOP_TASK_GRACEFULLY === true) { + + callBackFunction(global.DEFAULT_OK_RESPONSE); + return; + + } + + checkStopProcessing(); + + } catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> checkStopTaskGracefully -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function checkStopProcessing() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> checkStopProcessing -> Entering function."); } + + /* Validation that we dont need to stop. */ + + if (global.STOP_PROCESSING === true) { + + callBackFunction(global.DEFAULT_OK_RESPONSE); + return; + + } + + periodsLoop(); + + } catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> checkStopProcessing -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function periodsLoop() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoop -> Entering function."); } + + /* + + We will iterate through all posible periods. + + */ + + n = 0 // loop Variable representing each possible period as defined at the periods array. + + periodsLoopBody(); + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoop -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function periodsLoopBody() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> Entering function."); } + + const timePeriod = global.dailyFilePeriods[n][0]; + const outputPeriodLabel = global.dailyFilePeriods[n][1]; + + if (processConfig.framework.validPeriods !== undefined) { + let validPeriod = false; + for (let i = 0; i < processConfig.framework.validPeriods.length; i++) { + let period = processConfig.framework.validPeriods[i]; + if (period === outputPeriodLabel) { validPeriod = true } + } + if (validPeriod === false) { + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> Discarding period for not being listed as a valid period. -> outputPeriodLabel = " + outputPeriodLabel); } + periodsControlLoop(); + return; + } + } + + if (global.DEFINITION.simulationParams.timePeriod === outputPeriodLabel) { + currentTimePeriod = global.dailyFilePeriods[n][0]; + currentOutputPeriodLabel = global.dailyFilePeriods[n][1]; + } + + let dependencyIndex = 0; + dataFiles = []; + dependencyLoopBody(); + + function dependencyLoopBody() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> Entering function."); } + + let dependency = dataDependencies.config[dependencyIndex]; + let storage = storages[dependencyIndex]; + + let previousFile; + let currentFile; + + if (bot.multiPeriodDailyProcessDatetime.valueOf() > contextVariables.dateBeginOfMarket.valueOf()) { + getPreviousFile(); + } else { + previousFile = []; + getCurrentFile() + } + + function getPreviousFile() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> Entering function."); } + + if (dependency.dataSet === "Multi-Period-Market") { + + dependencyControlLoop(); + return + } + + let dateForPath = previousDay.getUTCFullYear() + '/' + utilities.pad(previousDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(previousDay.getUTCDate(), 2); + let filePath + + if (dependency.dataSet === "Multi-Period-Daily") { + filePath = dependency.product + '/' + dependency.dataSet + "/" + outputPeriodLabel + "/" + dateForPath; + } else { + filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath; + } + let fileName = market.assetA + '_' + market.assetB + ".json"; + + storage.getTextFile(filePath, fileName, onFileReceived); + + function onFileReceived(err, text) { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Entering function."); } + if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> text = " + text); } + + if ((err.message === "File does not exist." && botNeverRan === true) || err.code === 'The specified key does not exist.') { + + /* + Sometimes one of the dependencies of an indicator for some reasons are not calculated from the begining of the market. + When that happens we can not find those files. What we do in this situation is to move the time fordward until we can find + all the dependencies and the first run of the bot is successful. + + After that, we will not accept more missing files on any of the dependencies, and if any is missing we will abort the processing. + */ + logger.write(MODULE_NAME, "[WARN] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Skipping day because file " + filePath + "/" + fileName + " was not found."); + + advanceTime(); + return; + } + + if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') { + + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.stack); + callBackFunction(global.DEFAULT_RETRY_RESPONSE); + return; + } + + if (err.result !== global.DEFAULT_OK_RESPONSE.result) { + + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.stack); + callBackFunction(err); + return; + } + + previousFile = JSON.parse(text); + + getCurrentFile(); + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function getCurrentFile() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Entering function."); } + + if (dependency.dataSet === "Multi-Period-Market") { + + dependencyControlLoop(); + return + } + + let dateForPath = bot.multiPeriodDailyProcessDatetime.getUTCFullYear() + '/' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCDate(), 2); + let filePath + if (dependency.dataSet === "Multi-Period-Daily") { + filePath = dependency.product + '/' + dependency.dataSet + "/" + outputPeriodLabel + "/" + dateForPath; + } else { + filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath; + } + let fileName = market.assetA + '_' + market.assetB + ".json"; + + storage.getTextFile(filePath, fileName, onFileReceived); + + function onFileReceived(err, text) { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Entering function."); } + if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> text = " + text); } + + if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') { + + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.code); + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath); + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName); + callBackFunction(global.DEFAULT_RETRY_RESPONSE); + return; + } + + if (err.result !== global.DEFAULT_OK_RESPONSE.result) { + + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.code); + callBackFunction(err); + return; + } + + currentFile = JSON.parse(text); + + let dataFile = previousFile.concat(currentFile); + + dataFiles.push(dataFile); + + dependencyControlLoop(); + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoop -> dependencyLoopBody -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function dependencyControlLoop() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> dependencyControlLoop -> Entering function."); } + + dependencyIndex++; + + if (dependencyIndex < dataDependencies.config.length) { + + dependencyLoopBody(); + + } else { + + let mapKey = global.dailyFilePeriods[n][1]; + multiPeriodDataFiles.set(mapKey, dataFiles) + + periodsControlLoop(); + + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> dependencyControlLoop -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function periodsControlLoop() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsControlLoop -> Entering function."); } + + n++; + + if (n < global.dailyFilePeriods.length) { + + periodsLoopBody(); + + } else { + + n = 0; + + callTheBot(); + + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsControlLoop -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function callTheBot() { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> Entering function."); } + + usertBot.start( + multiPeriodDataFiles, + currentTimePeriod, + currentOutputPeriodLabel, + bot.multiPeriodDailyProcessDatetime, + contextVariables.dateBeginOfMarket, + contextVariables.dateEndOfMarket, + interExecutionMemoryArray[n], + onBotFinished); + + function onBotFinished(err) { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> Entering function."); } + + if (err.result !== global.DEFAULT_OK_RESPONSE.result) { + callBackFunction(err); + return; + } + + botNeverRan = false; + + if (currentTimePeriod > global.dailyFilePeriods[0][0]) { + writeMarketStatusReport(onMarketStatusReport); + } else { + writeDataRanges(onWritten); + } + + function onWritten(err) { + + try { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onWritten -> Entering function."); } + + if (err.result !== global.DEFAULT_OK_RESPONSE.result) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack); + callBackFunction(err); + return; + } + + writeDailyStatusReport(bot.multiPeriodDailyProcessDatetime, advanceTime); + + } catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function onMarketStatusReport() { + try { + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> Entering function."); } + callBackFunction(global.DEFAULT_OK_RESPONSE); + } catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> 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."); } + + let productIndex = 0; + productLoopBody(); + + function productLoopBody() { + + let folderName = bot.products[productIndex].codeName; + + writeDataRange(contextVariables.dateBeginOfMarket, bot.multiPeriodDailyProcessDatetime, folderName, controlLoop); + } + + function controlLoop() { + + productIndex++; + + if (productIndex < bot.products.length) { + productLoopBody(); + } else { + 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() + }; + + let fileContent = JSON.stringify(dataRange); + + let fileName = '/Data.Range.' + market.assetA + '_' + market.assetB + '.json'; + let filePath = bot.filePathRoot + "/Output/" + pProductFolder + "/" + 'Multi-Period-Daily' + fileName; + + fileStorage.createTextFile(global.DEV_TEAM, 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 writeDailyStatusReport(lastFileDate, callBack) { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyStatusReport -> Entering function."); } + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyStatusReport -> lastFileDate = " + lastFileDate); } + + try { + + let reportKey = bot.devTeam + "-" + bot.codeName + "-" + "Multi-Period" + "-" + "dataSet.V1"; + let thisReport = statusDependencies.statusReports.get(reportKey); + + thisReport.file.lastExecution = bot.currentDaytime; + thisReport.file.lastFile = lastFileDate; + thisReport.file.interExecutionMemoryArray = interExecutionMemoryArray; + thisReport.save(callBack); + + bot.hasTheBotJustStarted = false; + + /* Emit event that signals that this process finished */ + global.SYSTEM_EVENT_HANDLER.raiseEvent('Jason-Multi-Period', 'Status Report Updated', { lastProcessedDay: lastFileDate }) + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> writeDailyStatusReport -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function writeMarketStatusReport(callBack) { + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketStatusReport -> Entering function."); } + + try { + + let reportKey = bot.devTeam + "-" + bot.codeName + "-" + "Multi-Period" + "-" + "dataSet.V1"; + let thisReport = statusDependencies.statusReports.get(reportKey); + + thisReport.file.lastExecution = bot.processDatetime; + thisReport.save(callBack); + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> writeMarketStatusReport -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + } + + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function pad(str, max) { + str = str.toString(); + return str.length < max ? pad(" " + str, max) : str; + } +}; diff --git a/MultiPeriodDaily.js b/MultiPeriodDaily.js index 09f870f6c..b3ce60d62 100644 --- a/MultiPeriodDaily.js +++ b/MultiPeriodDaily.js @@ -300,7 +300,7 @@ console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30) + " " + " bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime.toISOString()); - if (global.FULL_LOG === 'true') { + if (global.WRITE_LOGS_TO_FILES === 'true') { logger.newInternalLoop(bot.codeName, bot.process); } @@ -372,16 +372,6 @@ } } - let timePeriodFilter = global.EXECUTION_CONFIG.timePeriodFilter - if (timePeriodFilter !== undefined) { - if (timePeriodFilter.indexOf(outputPeriodLabel) === -1) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Discarding period for being filtered out. -> outputPeriodLabel = " + outputPeriodLabel); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Discarding period for being filtered out. -> timePeriodFilter = " + timePeriodFilter); } - periodsControlLoop(); - return; - } - } - let dependencyIndex = 0; dataFiles = []; diff --git a/MultiPeriodMarket.js b/MultiPeriodMarket.js index 619c4a097..c03f1420a 100644 --- a/MultiPeriodMarket.js +++ b/MultiPeriodMarket.js @@ -143,14 +143,6 @@ let dependencyIndex = 0; dataFiles = []; - let timePeriodFilter = global.EXECUTION_CONFIG.timePeriodFilter - if (timePeriodFilter !== undefined) { - if (timePeriodFilter.indexOf(outputPeriodLabel) === -1) { - periodsControlLoop(); - return; - } - } - dependencyLoopBody(); function dependencyLoopBody() { diff --git a/Project.njsproj b/Project.njsproj index 53091cd23..50156dc5f 100644 --- a/Project.njsproj +++ b/Project.njsproj @@ -6,14 +6,15 @@ {ae0a3fe2-7021-4cc2-9922-a887ca5cdd7c} ShowAllFiles - Run.js + server.js .\ . {3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD} 14.0 $(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion) Project - Trading-Process + + C:\Program Files\nodejs\node.exe False Debug|Any CPU @@ -26,7 +27,9 @@ - + + Code + Code @@ -61,20 +64,15 @@ Code - + Code - - Code - - - diff --git a/Root.js b/Root.js index f4b80a256..b26b69501 100644 --- a/Root.js +++ b/Root.js @@ -1,32 +1,5 @@ exports.newRoot = function newRoot() { - /* 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" - }; - /* This is the Execution Datetime */ global.EXECUTION_DATETIME = new Date(); @@ -72,7 +45,7 @@ const FULL_LOG = true; - let logDisplace = "CloneExecutor" + " "; + let logDisplace = "Task Server" + " "; let UI_COMMANDS; return thisObject; @@ -133,205 +106,228 @@ } } - function start(callback) { + function start(processIndex) { - /* Now we will run according to what we see at the config file. */ + try { - /* Small Function to fix numbers into strings in a cool way. */ + /* Now we will run according to what we see at the config file. */ - function pad(str, max) { - str = str.toString(); - return str.length < max ? pad("0" + str, max) : str; - } + /* Small Function to fix numbers into strings in a cool way. */ - /* Process Loops Declarations. */ - - const TRADING_BOT_MAIN_LOOP_MODULE = require('./TradingBotProcessMainLoop'); - const INDICATOR_BOT_MAIN_LOOP_MODULE = require('./IndicatorBotProcessMainLoop'); - const EXTRACTION_BOT_MAIN_LOOP_MODULE = require('./SensorBotProcessMainLoop'); - const TRADING_ENGINE_MAIN_LOOP_MODULE = require('./TradingEngineProcessMainLoop'); - - /* Loop through all the processes configured to be run by this Node.js Instance. */ - - let cloneToExecute = global.EXECUTION_CONFIG.cloneToExecute; - - /* Now we will read the config of the bot from the path we obtained at the CloneExecutor config. */ - - let botConfig; - - getBotConfig(); - - function getBotConfig() { - - try { - console.log(logDisplace + "Root : [INFO] start -> getBotConfig -> Entering function. "); - - const FILE_STORAGE = require('./Integrations/FileStorage.js'); - let fileStorage = FILE_STORAGE.newFileStorage(); - - let filePath = global.DEV_TEAM + '/bots/' + global.CURRENT_BOT_REPO + '/this.bot.config.json'; - - fileStorage.getTextFile(global.DEV_TEAM, filePath, onFileReceived); - - function onFileReceived(err, text) { - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err)); - - return; - } - - try { - botConfig = JSON.parse(text); - botConfig.repo = cloneToExecute.repo; - findProcess(); - } catch (err) { - console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err)); - return; - } - } + function pad(str, max) { + str = str.toString(); + return str.length < max ? pad("0" + str, max) : str; } - catch (err) { - console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> err.message = " + err.message); - return; - } - } - function findProcess() { + /* Process Loops Declarations. */ - try { - if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Entering function. "); } + const INDICATOR_BOT_MAIN_LOOP_MODULE = require('./IndicatorBotProcessMainLoop'); + const SENSOR_BOT_MAIN_LOOP_MODULE = require('./SensorBotProcessMainLoop'); + const TRADING_ENGINE_MAIN_LOOP_MODULE = require('./TradingEngineProcessMainLoop'); - botConfig.process = cloneToExecute.process; - botConfig.debug = {}; + /* Loop through all the processes configured to be run by this Node.js Instance. */ - /* Loop Counter */ + let cloneToExecute = global.EXECUTION_CONFIG.cloneToExecute; - botConfig.loopCounter = 0; + /* Now we will read the config of the bot from the path we obtained at the Task Server config. */ - /* File Path Root */ + let botConfig; - botConfig.filePathRoot = botConfig.devTeam + "/" + botConfig.codeName + "." + botConfig.version.major + "." + botConfig.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion; + getBotConfig(); - if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> filePathRoot = " + botConfig.filePathRoot); } + function getBotConfig() { - /* Now we loop throug all the configured processes at each bots configuration until we find the one we are supposed to run at this Node.js process. */ + try { + console.log(logDisplace + "Root : [INFO] start -> getBotConfig -> Entering function. "); - let processFound = false; + const FILE_STORAGE = require('./Integrations/FileStorage.js'); + let fileStorage = FILE_STORAGE.newFileStorage(); - for (let i = 0; i < botConfig.processes.length; i++) { + let filePath = global.DEV_TEAM + '/bots/' + global.CURRENT_BOT_REPO + '/this.bot.config.json'; - if (botConfig.processes[i].name === cloneToExecute.process) { + fileStorage.getTextFile(global.DEV_TEAM, filePath, onFileReceived); - processFound = true; - if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> cloneToExecute.process = " + cloneToExecute.process); } + function onFileReceived(err, text) { - let processConfig = botConfig.processes[i]; + if (err.result !== global.DEFAULT_OK_RESPONSE.result) { + console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err)); - processConfig.startMode = global.EXECUTION_CONFIG.startMode // Override file storage configuration - if(global.EXECUTION_CONFIG.timePeriod){ - processConfig.timePeriod = global.EXECUTION_CONFIG.timePeriod - } - - - if (processConfig.framework !== undefined) { - if (processConfig.framework.name === "Multi-Period-Daily" || processConfig.framework.name === "Multi-Period-Market") { - processConfig.framework.startDate.resumeExecution = false; - if (processConfig.startMode.noTime !== undefined) { - if (processConfig.startMode.noTime.run === "true") { - if (processConfig.startMode.noTime.beginDatetime !== undefined) { - processConfig.framework.startDate.fixedDate = processConfig.startMode.noTime.beginDatetime; - processConfig.framework.startDate.resumeExecution = false; - } - } - } - if (processConfig.startMode.live !== undefined) { - if (processConfig.startMode.live.run === "true") { - if (processConfig.startMode.live.beginDatetime !== undefined) { - processConfig.framework.startDate.fixedDate = processConfig.startMode.live.beginDatetime; - processConfig.framework.startDate.resumeExecution = processConfig.startMode.live.resumeExecution; - } - } - } - if (processConfig.startMode.backtest !== undefined) { - if (processConfig.startMode.backtest.run === "true") { - if (processConfig.startMode.backtest.beginDatetime !== undefined) { - processConfig.framework.startDate.fixedDate = processConfig.startMode.backtest.beginDatetime; - processConfig.framework.startDate.resumeExecution = processConfig.startMode.backtest.resumeExecution; - } - } - } - } + return; } try { + botConfig = JSON.parse(text); + botConfig.repo = cloneToExecute.repo; + findProcess(processIndex); + } catch (err) { + console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err)); + return; + } + } + } + catch (err) { + console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> err.message = " + err.message); + return; + } + } - /* We test each type of start Mode to get what to run and how. */ + function findProcess(processIndex) { - if (processConfig.startMode.allMonths !== undefined) { + try { + if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Entering function. "); } - if (processConfig.startMode.allMonths.run === "true") { + botConfig.process = cloneToExecute.process; + botConfig.debug = {}; + botConfig.processIndex = processIndex - if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> allMonths start mode detected. "); } + /* Loop Counter */ - for (let year = processConfig.startMode.allMonths.maxYear; year >= processConfig.startMode.allMonths.minYear; year--) { + botConfig.loopCounter = 0; - for (let month = 12; month > 0; month--) { + /* File Path Root */ - let padMonth = pad(month, 2) + botConfig.filePathRoot = botConfig.devTeam + "/" + botConfig.codeName + "." + botConfig.version.major + "." + botConfig.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion; - let newInstanceBotConfig = JSON.parse(JSON.stringify(botConfig)); + if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> filePathRoot = " + botConfig.filePathRoot); } - newInstanceBotConfig.debug = { - month: pad(month, 2), - year: pad(year, 4) - }; + /* Now we loop throug all the configured processes at each bots configuration until we find the one we are supposed to run at this Node.js process. */ - let timeDelay = Math.random() * 10 * 1000; // We introduce a short delay so as to not overload the machine. - setTimeout(startProcess, timeDelay); + let processFound = false; - function startProcess() { + for (let i = 0; i < botConfig.processes.length; i++) { - if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); } + if (botConfig.processes[i].name === cloneToExecute.process) { - switch (botConfig.type) { - case 'Sensor': { - runSensorBot(newInstanceBotConfig, processConfig, padMonth, year); - break; - } - case 'Indicator': { - runIndicatorBot(newInstanceBotConfig, processConfig, padMonth, year); - break; - } - default: { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); - } - } + processFound = true; + if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> cloneToExecute.process = " + cloneToExecute.process); } + + let processConfig = botConfig.processes[i]; + + if (global.EXECUTION_CONFIG.timePeriod) { + processConfig.timePeriod = global.EXECUTION_CONFIG.timePeriod + } + + + if (processConfig.framework !== undefined) { + if (processConfig.framework.name === "Multi-Period-Daily" || processConfig.framework.name === "Multi-Period-Market" || processConfig.framework.name === "Multi-Period") { + processConfig.framework.startDate.resumeExecution = true; + if (processConfig.startMode.noTime !== undefined) { + if (processConfig.startMode.noTime.run === "true") { + if (processConfig.startMode.noTime.beginDatetime !== undefined) { + processConfig.framework.startDate.fixedDate = processConfig.startMode.noTime.beginDatetime; + processConfig.framework.startDate.resumeExecution = true; + } + } + } + if (processConfig.startMode.userDefined !== undefined) { + if (processConfig.startMode.userDefined.run === "true") { + if (processConfig.startMode.userDefined.beginDatetime !== undefined) { + processConfig.framework.startDate.fixedDate = processConfig.startMode.userDefined.beginDatetime; + processConfig.framework.startDate.resumeExecution = processConfig.startMode.userDefined.resumeExecution; } } } } } - if (processConfig.startMode.oneMonth !== undefined) { + try { - if (processConfig.startMode.oneMonth.run === "true") { + /* We test each type of start Mode to get what to run and how. */ - if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> oneMonth start mode detected. "); } + if (processConfig.startMode.allMonths !== undefined) { - startProcess(); + if (processConfig.startMode.allMonths.run === "true") { - function startProcess() { + if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> allMonths start mode detected. "); } - if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); } + for (let year = processConfig.startMode.allMonths.maxYear; year >= processConfig.startMode.allMonths.minYear; year--) { - let month = pad(processConfig.startMode.oneMonth.month, 2); - let year = processConfig.startMode.oneMonth.year; + for (let month = 12; month > 0; month--) { - botConfig.debug = { - month: pad(month, 2), - year: pad(year, 4) - }; + let padMonth = pad(month, 2) + + let newInstanceBotConfig = JSON.parse(JSON.stringify(botConfig)); + + newInstanceBotConfig.debug = { + month: pad(month, 2), + year: pad(year, 4) + }; + + let timeDelay = Math.random() * 10 * 1000; // We introduce a short delay so as to not overload the machine. + setTimeout(startProcess, timeDelay); + + function startProcess() { + + if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); } + + switch (botConfig.type) { + case 'Sensor': { + runSensorBot(newInstanceBotConfig, processConfig, padMonth, year); + break; + } + case 'Indicator': { + runIndicatorBot(newInstanceBotConfig, processConfig, padMonth, year); + break; + } + default: { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); + } + } + } + } + } + } + } + + if (processConfig.startMode.oneMonth !== undefined) { + + if (processConfig.startMode.oneMonth.run === "true") { + + if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> oneMonth start mode detected. "); } + + startProcess(); + + function startProcess() { + + if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); } + + let month = pad(processConfig.startMode.oneMonth.month, 2); + let year = processConfig.startMode.oneMonth.year; + + botConfig.debug = { + month: pad(month, 2), + year: pad(year, 4) + }; + + switch (botConfig.type) { + case 'Sensor': { + runSensorBot(botConfig, processConfig, month, year); + break; + } + case 'Indicator': { + runIndicatorBot(botConfig, processConfig, month, year); + break; + } + default: { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); + } + } + } + } + } + + if (processConfig.startMode.noTime !== undefined) { + + if (processConfig.startMode.noTime.run === "true") { + + let month = pad((new Date()).getUTCMonth() + 1, 2); + let year = (new Date()).getUTCFullYear(); + + if (processConfig.startMode.noTime.resumeExecution === true) { + botConfig.hasTheBotJustStarted = false; + } else { + botConfig.hasTheBotJustStarted = true; + } switch (botConfig.type) { case 'Sensor': { @@ -342,445 +338,246 @@ runIndicatorBot(botConfig, processConfig, month, year); break; } + case 'Trading-Engine': { + runTradingEngine(botConfig, processConfig); + break; + } default: { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); } } } } - } - if (processConfig.startMode.noTime !== undefined) { + if (processConfig.startMode.fixedInterval !== undefined) { - if (processConfig.startMode.noTime.run === "true") { + if (processConfig.startMode.fixedInterval.run === "true") { - let month = pad((new Date()).getUTCMonth() + 1, 2); - let year = (new Date()).getUTCFullYear(); + botConfig.runAtFixedInterval = true; + botConfig.fixedInterval = processConfig.startMode.fixedInterval.interval; - if (processConfig.startMode.noTime.resumeExecution === true) { - botConfig.hasTheBotJustStarted = false; - } else { - botConfig.hasTheBotJustStarted = true; - } + let month = pad((new Date()).getUTCMonth() + 1, 2); + let year = (new Date()).getUTCFullYear(); - switch (botConfig.type) { - case 'Sensor': { - runSensorBot(botConfig, processConfig, month, year); - break; - } - case 'Indicator': { - runIndicatorBot(botConfig, processConfig, month, year); - break; - } - case 'Trading-Engine': { - runTradingEngine(botConfig, processConfig); - break; - } - default: { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); + switch (botConfig.type) { + case 'Sensor': { + runSensorBot(botConfig, processConfig, month, year); + break; + } + default: { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); + } } } } - } - if (processConfig.startMode.fixedInterval !== undefined) { + if (processConfig.startMode.userDefined !== undefined) { - if (processConfig.startMode.fixedInterval.run === "true") { + if (processConfig.startMode.userDefined.run === "true") { - botConfig.runAtFixedInterval = true; - botConfig.fixedInterval = processConfig.startMode.fixedInterval.interval; + botConfig.startMode = "User Defined"; + console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode); - let month = pad((new Date()).getUTCMonth() + 1, 2); - let year = (new Date()).getUTCFullYear(); + let month = pad((new Date()).getUTCMonth() + 1, 2); + let year = (new Date()).getUTCFullYear(); - switch (botConfig.type) { - case 'Sensor': { - runSensorBot(botConfig, processConfig, month, year); - break; + if (processConfig.startMode.userDefined.resumeExecution === true) { + botConfig.hasTheBotJustStarted = false; + } else { + botConfig.hasTheBotJustStarted = true; } - default: { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); + + switch (botConfig.type) { + case 'Trading-Engine': { + runTradingEngine(botConfig, processConfig); + break; + } + default: { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); + } } } } - } - if (processConfig.startMode.live !== undefined) { - - if (processConfig.startMode.live.run === "true") { - - botConfig.startMode = "Live"; - console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode); - - let month = pad((new Date()).getUTCMonth() + 1, 2); - let year = (new Date()).getUTCFullYear(); - - if (processConfig.startMode.live.resumeExecution === true) { - botConfig.hasTheBotJustStarted = false; - } else { - botConfig.hasTheBotJustStarted = true; - } - - switch (botConfig.type) { - case 'Trading': { - runTradingBot(botConfig, processConfig); - break; - } - case 'Trading-Engine': { - runTradingEngine(botConfig, processConfig); - break; - } - default: { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); - } - } - } - } - - if (processConfig.startMode.backtest !== undefined) { - - if (processConfig.startMode.backtest.run === "true") { - - botConfig.startMode = "Backtest"; - console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode); - - botConfig.backtest = processConfig.startMode.backtest - - /* Backtest Mode does not support Resume Execution, so this is the only way. */ - - botConfig.hasTheBotJustStarted = true; - - switch (botConfig.type) { - case 'Trading': { - runTradingBot(botConfig, processConfig); - break; - } - case 'Trading-Engine': { - runTradingEngine(botConfig, processConfig); - break; - } - default: { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); - } - } - } - } - - if (processConfig.startMode.competition !== undefined) { - - if (processConfig.startMode.competition.run === "true") { - - botConfig.startMode = "Competition"; - console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode); - - botConfig.competition = processConfig.startMode.competition; - - if (processConfig.startMode.competition.resumeExecution === false) { - botConfig.hasTheBotJustStarted = true; - } else { - botConfig.hasTheBotJustStarted = false; - } - - switch (botConfig.type) { - case 'Trading': { - runTradingBot(botConfig, processConfig); - break; - } - default: { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type); - } - } - } - } - - } catch (err) { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected exception. -> err.message = " + err.message); - } - } - } - - if (processFound === false) { - - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Process listed at the configuration file of CloneExecutor not found at the configuration file of the bot."); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> cloneToExecute.process = " + cloneToExecute.process); - - } - - function runSensorBot(pBotConfig, pProcessConfig, pMonth, pYear) { - - try { - - const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog'); - let logger; - - logger = DEBUG_MODULE.newDebugLog(); - logger.bot = pBotConfig; - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> Entering function."); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pMonth = " + pMonth); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pYear = " + pYear); } - - let extractionBotMainLoop = EXTRACTION_BOT_MAIN_LOOP_MODULE.newSensorBotProcessMainLoop(pBotConfig, logger); - extractionBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady); - - function onInitializeReady(err) { - - if (err.result === global.DEFAULT_OK_RESPONSE.result) { - - extractionBotMainLoop.run(pMonth, pYear, whenRunFinishes); - - function whenRunFinishes(err) { - - pBotConfig.loopCounter = 0; - - let botId; - if (pYear !== undefined) { - botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth; - } else { - botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process; - } - - if (err.result === global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); - logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); - - console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId); - console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); - - logger.persist(); - - } else { - - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. "); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bye."); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); - - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution was aborted."); - logger.persist(); - } - callback(err, pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process) - } - - } else { - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> Bot will not be started. "); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = "+ err.stack); - - logger.persist(); + } catch (err) { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected exception. -> err.message = " + err.message); } } } - catch (err) { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> err = "+ err.stack); - } - } - function runIndicatorBot(pBotConfig, pProcessConfig, pMonth, pYear) { + if (processFound === false) { - try { - const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog'); - let logger; - - logger = DEBUG_MODULE.newDebugLog(); - logger.bot = pBotConfig; - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> Entering function."); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pMonth = " + pMonth); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pYear = " + pYear); } - - let indicatorBotMainLoop = INDICATOR_BOT_MAIN_LOOP_MODULE.newIndicatorBotProcessMainLoop(pBotConfig, logger); - indicatorBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady); - - function onInitializeReady(err) { - - if (err.result === global.DEFAULT_OK_RESPONSE.result) { - - indicatorBotMainLoop.run(pMonth, pYear, whenRunFinishes); - - function whenRunFinishes(err) { - - pBotConfig.loopCounter = 0; - - let botId; - if (pYear !== undefined) { - botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth; - } else { - botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process; - } - - if (err.result === global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); - logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); - - console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId); - console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); - - logger.persist(); - - } else { - - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. "); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bye."); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs."); - logger.persist(); - } - callback(err, pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process) - } - - } else { - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> Failed to initialize the bot. "); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = "+ err.stack); - logger.persist(); - } - } - } - catch (err) { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> err = "+ err.stack); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Process listed at the configuration file of Task Server not found at the configuration file of the bot."); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> cloneToExecute.process = " + cloneToExecute.process); } - } - function runTradingBot(pBotConfig, pProcessConfig) { + function runSensorBot(pBotConfig, pProcessConfig, pMonth, pYear) { - try { - - if (FULL_LOG === true) { console.log(logDisplace + "[INFO] start -> findProcess -> runTradingBot -> Entering function."); } - - if (pBotConfig.genes !== undefined) { - - /* Here, based on the gene we will create one instance for each combination of genes */ - - let valueMatrix = []; - - for (let i = 0; i < pBotConfig.genes.length; i++) { - - let gene = pBotConfig.genes[i]; - - let possibleValues = []; - - for (let j = gene.lowerLimit; j <= gene.upperLimit; j++) { - - possibleValues.push(j); - - } - - valueMatrix.push(possibleValues); - - } - - /* - Now we have all the possible genes values in a multi-dimensional matrix. - We will go thorugh each of the elements of each dimension and get each combination possible with the other dimmensions. - */ - - let combinations = []; - let combination = []; - let dimensionIndex = 0; - - calculateCombinations(dimensionIndex, combination); - - function calculateCombinations(pDimensionIndex, pCombination) { - - let dimension = valueMatrix[pDimensionIndex]; - - for (let j = 0; j < dimension.length; j++) { - - let copy = JSON.parse(JSON.stringify(pCombination)); - - let value = dimension[j]; - copy.push(value); - - if (pDimensionIndex < valueMatrix.length - 1) { - - calculateCombinations(pDimensionIndex + 1, copy); - - } else { - - combinations.push(copy); - - } - } - } - - /* At this point we have an array with all the possible combinations, we just need to create an instance for each one and set the genes according to that. */ - - for (let i = 0; i < combinations.length; i++) { - - let botConfig = JSON.parse(JSON.stringify(pBotConfig)); - let combination = combinations[i]; - let genes = {}; - let clonKey = ""; - - for (let j = 0; j < botConfig.genes.length; j++) { - - genes[botConfig.genes[j].name] = combination[j]; - clonKey = clonKey + "." + combination[j]; - - } - - let clonName = botConfig.codeName + "-" + "Clon" + clonKey; - clonName += ".1.0"; - clonName += "-" + process.env.CLONE_ID; - - botConfig.filePathRoot = botConfig.devTeam + "/" + clonName + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion; - - botConfig.instance = clonName; - botConfig.instanceIndex = i; - - setTimeout(execute, i * Math.random() * 10 * 1000); - - function execute() { - - createBotInstance(genes, combinations.length, botConfig); - - } - } - } else { - - /* If the bot does not have any genes at all */ - - let genes = {}; - let clonName = botConfig.codeName; - clonName += "-" + process.env.CLONE_ID; - clonName += ".1.0"; - - botConfig.filePathRoot = botConfig.devTeam + "/" + clonName + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion; - - pBotConfig.instance = clonName; - pBotConfig.instanceIndex = 0; - - createBotInstance(genes, 1, pBotConfig); - - } - - - function createBotInstance(pGenes, pTotalInstances, pBotConfig) { + try { + global.TOTAL_PROCESS_INSTANCES_CREATED++ const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog'); let logger; logger = DEBUG_MODULE.newDebugLog(); logger.bot = pBotConfig; - pBotConfig.timePeriodFileStorage = global.EXECUTION_CONFIG.timePeriodFileStorage - pBotConfig.dataSet = global.EXECUTION_CONFIG.dataSet - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingBot -> createBotInstance -> Entering function."); } + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> Entering function."); } + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pMonth = " + pMonth); } + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pYear = " + pYear); } - let tradingBotMainLoop = TRADING_BOT_MAIN_LOOP_MODULE.newTradingBotProcessMainLoop(pBotConfig, logger); - tradingBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady); + let extractionBotMainLoop = SENSOR_BOT_MAIN_LOOP_MODULE.newSensorBotProcessMainLoop(pBotConfig, logger); + extractionBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady); function onInitializeReady(err) { if (err.result === global.DEFAULT_OK_RESPONSE.result) { - tradingBotMainLoop.run(pGenes, whenRunFinishes); + extractionBotMainLoop.run(pMonth, pYear, whenRunFinishes); + + function whenRunFinishes(err) { + + pBotConfig.loopCounter = 0; + + let botId; + if (pYear !== undefined) { + botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth; + } else { + botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process; + } + + if (err.result === global.DEFAULT_OK_RESPONSE.result) { + + logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); + logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); + + console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId); + console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); + logger.persist(); + + } else { + + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> err = " + err.stack); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. "); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bye."); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); + + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution was aborted."); + logger.persist(); + } + exitProcessInstance() + } + + } else { + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = " + err.stack); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> Bot will not be started. "); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = " + err.stack); + + logger.persist(); + exitProcessInstance() + } + } + } + catch (err) { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> err = " + err.stack); + exitProcessInstance() + } + } + + function runIndicatorBot(pBotConfig, pProcessConfig, pMonth, pYear) { + + try { + global.TOTAL_PROCESS_INSTANCES_CREATED++ + + const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog'); + let logger; + + logger = DEBUG_MODULE.newDebugLog(); + logger.bot = pBotConfig; + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> Entering function."); } + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pMonth = " + pMonth); } + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pYear = " + pYear); } + + let indicatorBotMainLoop = INDICATOR_BOT_MAIN_LOOP_MODULE.newIndicatorBotProcessMainLoop(pBotConfig, logger); + indicatorBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady); + + function onInitializeReady(err) { + + if (err.result === global.DEFAULT_OK_RESPONSE.result) { + + indicatorBotMainLoop.run(pMonth, pYear, whenRunFinishes); + + function whenRunFinishes(err) { + + pBotConfig.loopCounter = 0; + + let botId; + if (pYear !== undefined) { + botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth; + } else { + botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process; + } + + if (err.result === global.DEFAULT_OK_RESPONSE.result) { + + logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); + logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); + + console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId); + console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); + logger.persist(); + + } else { + + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> err = " + err.stack); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. "); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bye."); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs."); + logger.persist(); + } + exitProcessInstance() + } + + } else { + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = " + err.stack); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> Failed to initialize the bot. "); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = " + err.stack); + logger.persist(); + exitProcessInstance() + } + } + } + catch (err) { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> err = " + err.stack); + exitProcessInstance() + } + } + + function runTradingEngine(pBotConfig, pProcessConfig) { + + global.TOTAL_PROCESS_INSTANCES_CREATED++ + + try { + const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog'); + let logger; + + logger = DEBUG_MODULE.newDebugLog(); + logger.bot = pBotConfig; + + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> Entering function."); } + + let tradingEngineMainLoop = TRADING_ENGINE_MAIN_LOOP_MODULE.newTradingEngineProcessMainLoop(pBotConfig, logger); + tradingEngineMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady); + + function onInitializeReady(err) { + + if (err.result === global.DEFAULT_OK_RESPONSE.result) { + + tradingEngineMainLoop.run(whenRunFinishes); function whenRunFinishes(err) { @@ -788,115 +585,62 @@ let botId; - botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.instance + "." + pBotConfig.process; + botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process; if (err.result === global.DEFAULT_OK_RESPONSE.result) { - logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); - logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); + logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); + logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); - console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> botId = " + botId); - console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); + console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> botId = " + botId); + console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); logger.persist(); } else { - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. "); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bye."); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs."); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> err = " + err.stack); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. "); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bye."); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs."); logger.persist(); } - callback(err, pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process) + exitProcessInstance() } } else { - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> Bot will not be started. "); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> err = "+ err.stack); - + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = " + err.stack); + logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> Failed to initialize the bot. "); + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = " + err.stack); logger.persist(); + exitProcessInstance() } } } - } - catch (err) { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingBot -> err = "+ err.stack); - } - } - - function runTradingEngine(pBotConfig, pProcessConfig) { - - try { - const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog'); - let logger; - - logger = DEBUG_MODULE.newDebugLog(); - logger.bot = pBotConfig; - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> Entering function."); } - - let tradingEngineMainLoop = TRADING_ENGINE_MAIN_LOOP_MODULE.newTradingEngineProcessMainLoop(pBotConfig, logger); - tradingEngineMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady); - - function onInitializeReady(err) { - - if (err.result === global.DEFAULT_OK_RESPONSE.result) { - - tradingEngineMainLoop.run(whenRunFinishes); - - function whenRunFinishes(err) { - - pBotConfig.loopCounter = 0; - - let botId; - - botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process; - - if (err.result === global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); - logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); - - console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> botId = " + botId); - console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully."); - - logger.persist(); - - } else { - - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. "); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bye."); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs."); - logger.persist(); - } - callback(err, pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process) - } - - } else { - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> Failed to initialize the bot. "); - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = "+ err.stack); - logger.persist(); - } + catch (err) { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> err = " + err.stack); + exitProcessInstance() } } - catch (err) { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> err = "+ err.stack); - - } } + catch (err) { + console.log(logDisplace + "Root : [ERROR] start -> findProcess -> err.message = " + err.message); + exitProcessInstance() + } + } + function exitProcessInstance() { + + global.ENDED_PROCESSES_COUNTER++ + console.log("[INFO] Task Server -> " + global.USER_DEFINITION.name + " -> exitProcessInstance -> Process #" + global.ENDED_PROCESSES_COUNTER + " from " + global.TOTAL_PROCESS_INSTANCES_CREATED + " exiting."); + + if (global.ENDED_PROCESSES_COUNTER === global.TOTAL_PROCESS_INSTANCES_CREATED) { + global.EXIT_NODE_PROCESS() + } } - catch (err) { - console.log(logDisplace + "Root : [ERROR] start -> findProcess -> err.message = " + err.message); - return; - } + } catch (err) { + console.log("[ERROR] Task Server -> " + global.USER_DEFINITION.name + " -> Root -> Start -> Err = " + err.stack); } - } } diff --git a/Run.js b/Run.js deleted file mode 100644 index 54bc7ec74..000000000 --- a/Run.js +++ /dev/null @@ -1,398 +0,0 @@ -require('dotenv').config(); -const strategy = require('./Integrations/Strategy'); -const path = require('path'); - -global.SHALL_BOT_STOP = false -global.AT_BREAKPOINT = false // This is used only when running at the browser. -global.FULL_LOG = process.env.FULL_LOG - -/* Default parameters can be changed by the execution configuration */ -global.EXCHANGE_NAME = process.env.EXCHANGE_NAME -global.MARKET = { assetA: 'USDT', assetB: 'BTC' } -global.CLONE_EXECUTOR = { codeName: 'AACloud', version: '1.1' } - -process.on('uncaughtException', function (err) { - console.log('[INFO] Run -> uncaughtException -> err.message = ' + err.message) - console.log('[INFO] Run -> uncaughtException -> err.stack = ' + err.stack) - process.exit(1) -}) - -process.on('unhandledRejection', (reason, p) => { - console.log('[INFO] Run -> unhandledRejection -> reason = ' + JSON.stringify(reason)) - console.log('[INFO] Run -> unhandledRejection -> p = ' + JSON.stringify(p)) - process.exit(1) -}) - -process.on('exit', function (code) { - console.log('[INFO] Run -> process.on.exit -> About to exit -> code = ' + code) -}) - -const definitionPath = path.resolve(process.env.INTER_PROCESS_FILES_PATH + '/definition.json'); -const definition = require(definitionPath); - -let sequenceList = require('./sequence'); -let isRunSequence = false; -let sequenceStep = 0; -let processedSteps = new Map(); -let notFirstSequence = false; -let runClonExecutor = true; - -if (process.env.RUN_SEQUENCE !== undefined) { - isRunSequence = JSON.parse(process.env.RUN_SEQUENCE) -} - -if (isRunSequence) { - process.on('message', message => { - if (message === 'STOP') { - runClonExecutor = false; - console.log("[INFO] CloneExecutor -> Clone Executor Stopped."); - } - }); - sequenceExecution(sequenceStep) -} else { - readExecutionConfiguration() -} - -function sequenceExecution(currentStep) { - let execution = sequenceList[currentStep]; - - process.env.STOP_GRACEFULLY = true; - execution.devTeam ? process.env.DEV_TEAM = execution.devTeam : undefined; - execution.bot ? process.env.BOT = execution.bot : undefined; - execution.mode ? process.env.START_MODE = execution.mode : undefined; - execution.resumeExecution = true; - execution.type ? process.env.TYPE = execution.type : undefined; - execution.process ? process.env.PROCESS = execution.process : undefined; - execution.startYear ? process.env.MIN_YEAR = execution.startYear : undefined; - execution.endYear ? process.env.MAX_YEAR = execution.endYear : undefined; - execution.month ? process.env.MONTH = execution.month : undefined; - execution.beginDatetime ? process.env.BEGIN_DATE_TIME = execution.beginDatetime : undefined; - execution.endDatetime ? process.env.END_DATE_TIME = execution.endDatetime : undefined; - execution.dataSet ? process.env.DATA_SET = execution.dataSet : undefined; - execution.timePeriod ? process.env.TIME_PERIOD = execution.timePeriod : undefined; - execution.baseAsset ? process.env.BASE_ASSET = execution.baseAsset : undefined; - execution.balanceAssetA ? process.env.INITIAL_BALANCE_ASSET_A = execution.balanceAssetA : undefined; - execution.balanceAssetB ? process.env.INITIAL_BALANCE_ASSET_B = execution.balanceAssetB : undefined; - execution.type === 'Trading' ? process.env.CLONE_ID = 1 : undefined; - - execution.exchangeName ? global.EXCHANGE_NAME = execution.exchangeName : undefined; - - if (definition) { - if (definition.personalData) { - if (definition.personalData.exchangeAccounts) { - if (definition.personalData.exchangeAccounts.length > 0) { - let exchangeAccount = definition.personalData.exchangeAccounts[0] - if (exchangeAccount.keys) { - if (exchangeAccount.keys.length > 0) { - let key = exchangeAccount.keys[0] - - process.env.KEY = key.name - process.env.SECRET = key.code - - } - } - } - } - } - } - - let stepKey = execution.devTeam + '.' + execution.bot + '.' + execution.process; - if (processedSteps.has(stepKey)) { - processedSteps.set(stepKey, processedSteps.get(stepKey) + 1); - } else { - processedSteps.set(stepKey, 0); - } - - readExecutionConfiguration(execution); - sequenceStep++; -} - -function onExecutionFinish(result, finishStepKey) { - if (sequenceStep < sequenceList.length && runClonExecutor) { - sequenceExecution(sequenceStep); - } else { - setTimeout(function () { - if (runClonExecutor) { - console.log("[INFO] onExecutionFinish -> New round for sequence execution started."); - sequenceList = require('./sequence'); // We read again the sequence after every loop - sequenceStep = 0; - processedSteps = new Map(); - notFirstSequence = true; - sequenceExecution(sequenceStep); - } - }, process.env.EXECUTION_LOOP_DELAY); - } - -} - -async function readExecutionConfiguration(execution) { - try { - console.log("[INFO] Run -> readExecutionConfiguration -> Entering function. "); - - let timePeriodFilter - let botProcess - - /* Try to get the begin and end dates from the Definition */ - let definition = await strategy.getStrategy() - - /* Dates are taken initially from .env, but can be overwritten if they are defined by the user */ - let initialDatetime = process.env.BEGIN_DATE_TIME - let finalDatetime = process.env.END_DATE_TIME - - if (execution.type === 'Trading-Engine') { - - /* The Trading Engine only resumes its execution after the first sequence was completed. */ - if (notFirstSequence === false) { - execution.resumeExecution = false - } - - /* We set the START MODE of the Trading Engine */ - if (process.env.KEY === undefined || process.env.SECRET === undefined) { - process.env.START_MODE = "backtest" // if we dont have keys, we swtich to backtest mode to avoid exchange errors. - } else { - process.env.START_MODE = "live" // If we have keys, then we are in live mode. - } - - if (definition !== undefined) { - if (definition.simulationParams !== undefined) { - if (definition.simulationParams.beginDatetime !== undefined) { - initialDatetime = new Date(definition.simulationParams.beginDatetime) /* The first override occurs here, with the simulation parameters */ - } - /* Here we only look for one timePeriod, in the future we will be able to process the whole array, but not for now. */ - if (definition.simulationParams.timePeriodDailyArray !== undefined) { - if (definition.simulationParams.timePeriodDailyArray.length === 1) { - timePeriodFilter = definition.simulationParams.timePeriodDailyArray[0] - botProcess = "Multi-Period-Daily" - } - } - if (definition.simulationParams.timePeriodMarketArray !== undefined) { - if (definition.simulationParams.timePeriodMarketArray.length === 1) { - timePeriodFilter = definition.simulationParams.timePeriodMarketArray[0] - botProcess = "Multi-Period-Market" - } - } - } - if (definition.tradingSystem !== undefined) { - if (definition.tradingSystem.parameters !== undefined) { - if (definition.tradingSystem.parameters.baseAsset !== undefined) { - if (definition.tradingSystem.parameters.baseAsset.formula !== undefined) { - if (definition.tradingSystem.parameters.baseAsset.formula.code !== undefined) { - let code = JSON.parse(definition.tradingSystem.parameters.baseAsset.formula.code) - if (code.initialDatetime !== undefined) { - initialDatetime = code.initialDatetime /* The second override occurs here, with the date explicitelly defined by the user */ - } - if (code.finalDatetime !== undefined) { - finalDatetime = code.finalDatetime - } - } - } - } - } - } - /* Get the initial balance from the definition */ - let tradingSystem = definition.tradingSystem - - if (tradingSystem) { - if (tradingSystem.parameters !== undefined) { - if (tradingSystem.parameters.baseAsset !== undefined) { - if (tradingSystem.parameters.baseAsset.formula !== undefined) { - let receivedParameters - try { - receivedParameters = JSON.parse(tradingSystem.parameters.baseAsset.formula.code); - - if (receivedParameters.name !== undefined) { - baseAsset = receivedParameters.name; - if (baseAsset !== 'BTC' && baseAsset !== 'USDT') { - /* using BTC as default */ - baseAsset = 'BTC' - } - } - - if (baseAsset === 'BTC') { // NOTE: POLONIEX, the only exchange working so far, has Asset A and B inverted. We need to fix this. - if (receivedParameters.initialBalance !== undefined) { - process.env.INITIAL_BALANCE_ASSET_B = receivedParameters.initialBalance; - process.env.INITIAL_BALANCE_ASSET_A = 0 - } - } else { - if (receivedParameters.initialBalance !== undefined) { - process.env.INITIAL_BALANCE_ASSET_A = receivedParameters.initialBalance; - process.env.INITIAL_BALANCE_ASSET_B = 0 - } - } - } catch (err) { - process.env.INITIAL_BALANCE_ASSET_A = 0 // default - process.env.INITIAL_BALANCE_ASSET_B = 0.001 // default - } - } - } - } - } - } - } - - let startMode - - // General Financial Being Configuration - global.DEV_TEAM = process.env.DEV_TEAM - global.CURRENT_BOT_REPO = process.env.BOT + "-" + process.env.TYPE + "-Bot" - - if (process.env.TYPE === 'Trading' || process.env.TYPE === 'Trading-Engine') { - let live = { - run: 'false', - resumeExecution: execution.resumeExecution, - beginDatetime: new Date(definition.simulationParams.timestamp).toISOString(), - endDatetime: finalDatetime - } - - let backtest = { - run: 'false', - resumeExecution: execution.resumeExecution, - beginDatetime: initialDatetime, - endDatetime: finalDatetime - } - - let competition = { - run: 'false', - resumeExecution: execution.resumeExecution, - beginDatetime: initialDatetime, - endDatetime: finalDatetime - } - - startMode = { - live: live, - backtest: backtest, - competition: competition - } - } else if (process.env.TYPE === 'Indicator' || process.env.TYPE === 'Sensor') { - let allMonths = { - run: "false", - minYear: process.env.MIN_YEAR, - maxYear: process.env.MAX_YEAR - } - let oneMonth = { - run: "false", - year: process.env.MIN_YEAR, - month: process.env.MONTH - } - let noTime = { - run: "false", - beginDatetime: process.env.BEGIN_DATE_TIME, - resumeExecution: execution.resumeExecution - } - let fixedInterval = { - run: "false", - interval: process.env.INTERVAL - } - - startMode = { - allMonths: allMonths, - oneMonth: oneMonth, - noTime: noTime, - fixedInterval: fixedInterval - } - } else { - console.log("[ERROR] readExecutionConfiguration -> Bot Type is invalid."); - throw new Error("readExecutionConfiguration -> Bot Type is invalid.") - } - - startMode[process.env.START_MODE].run = "true" - - if (botProcess === undefined) { botProcess = process.env.PROCESS } // Only use the .env when nothing comes at Definition.json - let cloneToExecute = { - enabled: "true", - devTeam: process.env.DEV_TEAM, - bot: process.env.BOT, - process: botProcess, - repo: global.CURRENT_BOT_REPO - } - - let timePeriod - if (timePeriodFilter === undefined) { - timePeriod = process.env.TIME_PERIOD - } else { - timePeriod = timePeriodFilter - } - - global.EXECUTION_CONFIG = { - cloneToExecute: cloneToExecute, - startMode: startMode, - timePeriod: getTimePeriod(timePeriod), - timePeriodFileStorage: timePeriod, - timePeriodFilter: timePeriodFilter, - dataSet: process.env.DATA_SET - }; - - timePeriodFilter = undefined - timePeriod = undefined - - global.CLONE_EXECUTOR = { - codeName: 'AACloud', - version: '1.1' - } - - startRoot(); - } - - catch (err) { - console.log("[ERROR] readExecutionConfiguration -> err = " + err.stack); - console.log("[ERROR] readExecutionConfiguration -> Please verify that the Start Mode for the type of Bot configured applies to that type."); - } -} - - -function getTimePeriod(timePeriod) { - if (timePeriod !== undefined) { - try { - let timePeriodMap = new Map() - timePeriodMap.set('24-hs', 86400000) - timePeriodMap.set('12-hs', 43200000) - timePeriodMap.set('08-hs', 28800000) - timePeriodMap.set('06-hs', 21600000) - timePeriodMap.set('04-hs', 14400000) - timePeriodMap.set('03-hs', 10800000) - timePeriodMap.set('02-hs', 7200000) - timePeriodMap.set('01-hs', 3600000) - timePeriodMap.set('45-min', 2700000) - timePeriodMap.set('40-min', 2400000) - timePeriodMap.set('30-min', 1800000) - timePeriodMap.set('20-min', 1200000) - timePeriodMap.set('15-min', 900000) - timePeriodMap.set('10-min', 600000) - timePeriodMap.set('05-min', 300000) - timePeriodMap.set('04-min', 240000) - timePeriodMap.set('03-min', 180000) - timePeriodMap.set('02-min', 120000) - timePeriodMap.set('01-min', 60000) - return timePeriodMap.get(timePeriod) - } catch (error) { - console.log('[WARN] Run -> readExecutionConfiguration -> getTimePeriod -> Error: ', error) - } - } else { - return undefined - } -} - -function startRoot() { - console.log('[INFO] Run -> startRoot -> Entering function. ') - - const ROOT_DIR = './' - const ROOT_MODULE = require(ROOT_DIR + 'Root') - let root = ROOT_MODULE.newRoot() - - let UI_COMMANDS = { - beginDatetime: undefined, - endDatetime: undefined, - timePeriod: undefined, - startMode: undefined, - eventHandler: undefined - } - - root.initialize(UI_COMMANDS, onInitialized) - - function onInitialized() { - console.log('[INFO] Run -> startRoot -> onInitialized -> Entering function. ') - - root.start(onExecutionFinish) - } -} - diff --git a/SensorBotProcessMainLoop.js b/SensorBotProcessMainLoop.js index 8a6312951..dda3a4a8f 100644 --- a/SensorBotProcessMainLoop.js +++ b/SensorBotProcessMainLoop.js @@ -2,7 +2,7 @@ const ROOT_DIR = './'; - const MODULE_NAME = "Sensor Bot Process Main Loop"; + const MODULE_NAME = "Sensor Process Main Loop"; const FULL_LOG = true; let USER_BOT_MODULE; @@ -51,6 +51,9 @@ return; } USER_BOT_MODULE = {} + if (bot.process === "Hole-Fixing") { + //USER_BOT_MODULE.newUserBot = require(process.env.BOTS_PATH + '/aamasters/AAMasters/bots/AACharly-Sensor-Bot/Hole-Fixing/User.Bot').newUserBot + } USER_BOT_MODULE.newUserBot = eval(text); // TODO This needs to be changed function filePath = global.DEV_TEAM + "/" + "bots" + "/" + bot.repo; @@ -66,6 +69,7 @@ return; } COMMONS_MODULE = {} + COMMONS_MODULE.newCommons = eval(text); // TODO This needs to be changed function callBackFunction(global.DEFAULT_OK_RESPONSE); @@ -118,6 +122,9 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Entering function."); } + /* Loop Heartbeat sent to the UI */ + hearBeat() + /* We define here all the modules that the rest of the infraestructure, including the bots themselves can consume. */ const UTILITIES = require(ROOT_DIR + 'CloudUtilities'); @@ -536,6 +543,10 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Entering function."); } if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> nextWaitTime = " + nextWaitTime); } + /* We show we reached the end of the loop. */ + + hearBeat() + /* Here we check if we must stop the loop gracefully. */ shallWeStop(onStop, onContinue); @@ -546,7 +557,7 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> onStop -> Stopping the Loop Gracefully. See you next time!"); } - if(global.FULL_LOG === 'true'){ + if(global.WRITE_LOGS_TO_FILES === 'true'){ logger.persist(); } @@ -570,15 +581,15 @@ if (bot.runAtFixedInterval === true) { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Fixed Interval Normal exit point reached."); } checkLoopHealthHandle = setTimeout(checkLoopHealth, bot.fixedInterval * 5, bot.loopCounter); - if(global.FULL_LOG === 'true'){ + if(global.WRITE_LOGS_TO_FILES === 'true'){ logger.persist(); } return; } else { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Restarting Loop in " + (processConfig.normalWaitTime / 1000) + " seconds."); } - checkLoopHealthHandle = setTimeout(checkLoopHealth, processConfig.normalWaitTime * 5, bot.loopCounter); + checkLoopHealthHandle = setTimeout(checkLoopHealth, processConfig.deadWaitTime * 5, bot.loopCounter); nextLoopTimeoutHandle = setTimeout(loop, processConfig.normalWaitTime); - if(global.FULL_LOG === 'true'){ + if(global.WRITE_LOGS_TO_FILES === 'true'){ logger.persist(); } } @@ -621,7 +632,7 @@ function checkLoopHealth(pLastLoop) { - if (bot.enableCheckLoopHealth === false) { + if (bot.enableCheckLoopHealth === false || global.STOP_TASK_GRACEFULLY === true) { logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); @@ -632,7 +643,7 @@ let now = new Date().valueOf(); - if (now - bot.loopStartTime > processConfig.normalWaitTime) { + if (now - bot.loopStartTime > processConfig.deadWaitTime) { logger.write(MODULE_NAME, "[ERROR] run -> loop -> checkLoopHealth -> Dead loop found -> pLastLoop = " + pLastLoop); console.log((new Date().toISOString() + " [ERROR] run -> loop -> checkLoopHealth -> " + pad(bot.codeName, 20) + " " + pad(bot.process, 30) + " Loop # " + pad(Number(bot.loopCounter), 5) + " found dead. Resurrecting it now.")); @@ -657,11 +668,7 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> shallWeStop -> Entering function. "); } - let stop = false - if (process.env.STOP_GRACEFULLY !== undefined) - stop = JSON.parse(process.env.STOP_GRACEFULLY) - - if (!stop && global.SHALL_BOT_STOP === false) { + if (!global.STOP_TASK_GRACEFULLY) { continueCallBack(); } else { stopCallBack(); @@ -687,6 +694,15 @@ callBackFunction(err); } } + + function hearBeat() { + let key = global.USER_DEFINITION.bot.processes[bot.processIndex].name + '-' + global.USER_DEFINITION.bot.processes[bot.processIndex].type + '-' + global.USER_DEFINITION.bot.processes[bot.processIndex].id + + let event = { + seconds: (new Date()).getSeconds() + } + global.SYSTEM_EVENT_HANDLER.raiseEvent(key, 'Heartbeat', event) + } } catch (err) { diff --git a/StatusReport.js b/StatusReport.js index 106dfa3a4..51d4778ff 100644 --- a/StatusReport.js +++ b/StatusReport.js @@ -54,7 +54,49 @@ timePath = "/" + year + "/" + month; } - callBackFunction(global.DEFAULT_OK_RESPONSE); + + if (owner.waitUntilNextUpdate === true) { + /* This forces this process to wait until the process that this one depends on, updates its status report. */ + + let extraCallerId = '' + if (pMonth) { extraCallerId = extraCallerId + '-' + pMonth } + if (pYear) { extraCallerId = extraCallerId + '-' + pYear } + + let key = owner.devTeam + "-" + owner.bot + "-" + owner.process + let callerId = bot.devTeam + "-" + bot.codeName + "-" + bot.process + extraCallerId + + let subscriptionIdStatusReport + + subscriptionIdStatusReport = global.SYSTEM_EVENT_HANDLER.listenToEvent(key, 'Status Report Updated', undefined, callerId, responseCallBack, eventsCallBack) + + function responseCallBack(message) { + if (message.result !== global.DEFAULT_OK_RESPONSE.result) { + logger.write(MODULE_NAME, "[ERROR] initialize -> Could not register event listener for event 'Status Report Updated' -> Message = " + message); + let event = { + reason: 'This process depends on ' + key + ' which is currently not running.' + } + global.SYSTEM_EVENT_HANDLER.raiseEvent(key, 'Process Terminated', event) + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + + function eventsCallBack() { + /* We continue the normal flow after we learn the dependent process has updated its status report. */ + stopListening() + callBackFunction(global.DEFAULT_OK_RESPONSE); + } + + function stopListening() { + if (subscriptionIdStatusReport) { + stopListening(key, 'Status Report Updated', subscriptionIdStatusReport) + } + } + + } else { + /* In this case, the Status Report does not depends on a process which needs to wait for. */ + callBackFunction(global.DEFAULT_OK_RESPONSE); + } + } catch (err) { logger.write(MODULE_NAME, "[ERROR] initialize -> err = "+ err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); @@ -199,6 +241,10 @@ logger.write(MODULE_NAME, "[INFO] save -> onFileCreated -> Content written = " + fileContent); } + /* Here we raise the event stating that this status report was updated. */ + let key = bot.devTeam + "-" + bot.codeName + "-" + bot.process + global.SYSTEM_EVENT_HANDLER.raiseEvent(key, 'Status Report Updated') + callBackFunction(global.DEFAULT_OK_RESPONSE); return; } diff --git a/SystemEventHandler.js b/SystemEventHandler.js new file mode 100644 index 000000000..7620ca72e --- /dev/null +++ b/SystemEventHandler.js @@ -0,0 +1,178 @@ +exports.newSystemEventHandler = function newSystemEventHandler(ipc) { + let thisObject = { + initialize: initialize, + finalize: finalize, + createEventHandler: createEventHandler, + deleteEventHandler: deleteEventHandler, + listenToEvent: listenToEvent, + stopListening: stopListening, + raiseEvent: raiseEvent + } + + let eventListeners = new Map() + let responseWaiters = new Map() + + ipc.config.id = 'Task Server'; + ipc.config.retry = 1500; + ipc.config.silent = true; + + return thisObject + + function initialize(canllerName, callBackFunction) { + + ipc.connectTo( + 'world', + function () { + ipc.of.world.on( + 'connect', + function () { + ipc.log('## Connected to Superalgos Event Server ##'.rainbow, ipc.config.delay); + + let eventCommand = { + action: 'greetings', + from: canllerName + } + + sendCommand(eventCommand) + + callBackFunction() + } + ); + ipc.of.world.on( + 'disconnect', + function () { + ipc.log('Disconnected from Superalgos Event Server '.notice); + } + ); + ipc.of.world.on( + 'message', // here is where all incomming messages are processed. + function (data) { + ipc.log('Got a message from Superalgos Event Server: '.debug, data); + + 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 + } + } + ); + } + ); + } + + 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) + } + ipc.disconnect('world'); + } + + function sendCommand(command, responseCallBack, eventsCallBack) { + + 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) + } + + ipc.of.world.emit( + 'message', + JSON.stringify(command) + ) + } + + 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) + } +} \ No newline at end of file diff --git a/TaskServer.sln b/TaskServer.sln new file mode 100644 index 000000000..a21837e88 --- /dev/null +++ b/TaskServer.sln @@ -0,0 +1,25 @@ + +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", "{AE0A3FE2-7021-4CC2-9922-A887CA5CDD7C}" +EndProject +Global + GlobalSection(SolutionConfigurationPlatforms) = preSolution + Debug|Any CPU = Debug|Any CPU + Release|Any CPU = Release|Any CPU + EndGlobalSection + GlobalSection(ProjectConfigurationPlatforms) = postSolution + {AE0A3FE2-7021-4CC2-9922-A887CA5CDD7C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU + {AE0A3FE2-7021-4CC2-9922-A887CA5CDD7C}.Debug|Any CPU.Build.0 = Debug|Any CPU + {AE0A3FE2-7021-4CC2-9922-A887CA5CDD7C}.Release|Any CPU.ActiveCfg = Release|Any CPU + {AE0A3FE2-7021-4CC2-9922-A887CA5CDD7C}.Release|Any CPU.Build.0 = Release|Any CPU + EndGlobalSection + GlobalSection(SolutionProperties) = preSolution + HideSolutionNode = FALSE + EndGlobalSection + GlobalSection(ExtensibilityGlobals) = postSolution + SolutionGuid = {9128DF06-8CA5-497C-8BF7-B924571C5394} + EndGlobalSection +EndGlobal diff --git a/TradingBotProcessMainLoop.js b/TradingBotProcessMainLoop.js deleted file mode 100644 index 63ba92fc9..000000000 --- a/TradingBotProcessMainLoop.js +++ /dev/null @@ -1,1041 +0,0 @@ -exports.newTradingBotProcessMainLoop = function newTradingBotProcessMainLoop(bot, parentLogger) { - - const ROOT_DIR = './'; - - const MODULE_NAME = "Trading Bot Process Main Loop"; - const FULL_LOG = true; - - let USER_BOT_MODULE; - let COMMONS_MODULE; - - const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog'); - const FILE_STORAGE = require('./Integrations/FileStorage.js'); - let fileStorage = FILE_STORAGE.newFileStorage(parentLogger); - let logger; // We need this here in order for the loopHealth function to work and be able to rescue the loop when it gets in trouble. - - let nextLoopTimeoutHandle; - let checkLoopHealthHandle; - - let thisObject = { - initialize: initialize, - run: run - }; - - bot["botCache"] = new Map(); - let processConfig; - let UI_COMMANDS; - - return thisObject; - - function initialize(pUI_COMMANDS, pProcessConfig, callBackFunction) { - - /* This function is exactly the same in the 3 modules representing the 2 different bot types loops. */ - - try { - if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); } - - UI_COMMANDS = pUI_COMMANDS; - processConfig = pProcessConfig; - - let filePath = global.DEV_TEAM + "/" + "bots" + "/" + bot.repo + "/" + pProcessConfig.name - filePath += "/User.Bot.js" - - fileStorage.getTextFile(global.DEV_TEAM, filePath, onBotDownloaded); - - function onBotDownloaded(err, text) { - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onInizialized -> onBotDownloaded -> err.message = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - USER_BOT_MODULE = {} - USER_BOT_MODULE.newUserBot = eval(text); // TODO This needs to be changed function - - filePath = global.DEV_TEAM + "/" + "bots" + "/" + bot.repo; - filePath += "/Commons.js" - - fileStorage.getTextFile(global.DEV_TEAM, filePath, onCommonsDownloaded); - - function onCommonsDownloaded(err, text) { - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - parentLogger.write(MODULE_NAME, "[WARN] initialize -> onBotDownloaded -> onCommonsDownloaded -> Commons not found: " + err.code || err.message); - callBackFunction(global.DEFAULT_OK_RESPONSE); - return; - } - COMMONS_MODULE = {} - COMMONS_MODULE.newCommons = eval(text); // TODO This needs to be changed function - - callBackFunction(global.DEFAULT_OK_RESPONSE); - } - } - } catch (err) { - parentLogger.write(MODULE_NAME, "[ERROR] initialize -> err = "+ err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function run(pGenes, callBackFunction) { - - let context; - - try { - if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[INFO] run -> Entering function."); } - - bot.enableCheckLoopHealth = true; - - let fixedTimeLoopIntervalHandle; - - if (bot.runAtFixedInterval === true) { - - fixedTimeLoopIntervalHandle = setInterval(loop, bot.fixedInterval); - - } else { - - loop(); - - } - - function loop() { - - try { - - function pad(str, max) { - str = str.toString(); - return str.length < max ? pad(" " + str, max) : str; - } - - /* For each loop we want to create a new log file. */ - - logger = DEBUG_MODULE.newDebugLog(); - logger.bot = bot; - logger.initialize(); - - bot.loopCounter++; - bot.loopStartTime = new Date().valueOf(); - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Entering function."); } - - /* We define here all the modules that the rest of the infraestructure, including the bots themselves can consume. */ - - const UTILITIES = require(ROOT_DIR + 'CloudUtilities'); - const EXCHANGE_API = require('@superalgos/exchange-gateway'); - const CONTEXT = require(ROOT_DIR + 'Context'); - const ASSISTANT = require(ROOT_DIR + 'Assistant'); - const STATUS_REPORT = require(ROOT_DIR + 'StatusReport'); - const DATA_SET = require(ROOT_DIR + 'DataSet'); - const STATUS_DEPENDENCIES = require(ROOT_DIR + 'StatusDependencies'); - const DATA_DEPENDENCIES = require(ROOT_DIR + 'DataDependencies'); - - /* Waitime Variable */ - - let nextWaitTime; - - /* We define the datetime for the process that we are running now. This will be the official processing time for both the infraestructure and the bot. */ - - switch (bot.startMode) { - case 'Live': { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Live Mode detected."); } - - if(process.env.WAIT_TIME !== undefined) - processConfig.normalWaitTime = process.env.WAIT_TIME - - // This will be considered the process date and time, so as to have it consistenly all over the execution. - - let localDate = new Date(); - - bot.processDatetime = new Date(Date.UTC( - localDate.getUTCFullYear(), - localDate.getUTCMonth(), - localDate.getUTCDate(), - localDate.getUTCHours(), - localDate.getUTCMinutes(), - localDate.getUTCSeconds(), - localDate.getUTCMilliseconds())); - - if (UI_COMMANDS.eventHandler !== undefined) { - - UI_COMMANDS.eventHandler.raiseEvent('Bot Execution Changed Datetime', bot.processDatetime); - - } - - break; - } - case 'Backtest': { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Backtesting Mode detected."); } - - if(process.env.WAIT_TIME !== undefined) { - processConfig.normalWaitTime = JSON.parse(process.env.WAIT_TIME) - } - - if (bot.hasTheBotJustStarted === true) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Setting initial datetime."); } - bot.processDatetime = new Date(bot.backtest.beginDatetime); // Set the starting time as the configured beginDatetime. - } else { - bot.processDatetime = new Date(bot.processDatetime.valueOf() + 60000); // We advance time here. - let endDatetime = new Date(bot.backtest.endDatetime); - - if (bot.processDatetime.valueOf() > endDatetime.valueOf()) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> End of Backtesting Period reached. Exiting Bot Process Loop."); } - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_OK_RESPONSE); - return; - } - } - break; - } - case 'Competition': { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Competition Mode detected."); } - - if(process.env.WAIT_TIME !== undefined) { - processConfig.normalWaitTime = process.env.WAIT_TIME - } - - let localDate = new Date(); - - bot.processDatetime = new Date(Date.UTC( - localDate.getUTCFullYear(), - localDate.getUTCMonth(), - localDate.getUTCDate(), - localDate.getUTCHours(), - localDate.getUTCMinutes(), - localDate.getUTCSeconds(), - localDate.getUTCMilliseconds())); - - if (UI_COMMANDS.eventHandler !== undefined) { - - UI_COMMANDS.eventHandler.raiseEvent('Bot Execution Changed Datetime', bot.processDatetime); - - } - - let beginDatetime = new Date(bot.competition.beginDatetime); - - if (bot.processDatetime.valueOf() < beginDatetime.valueOf()) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Competition not started yet. Wainting for the competition to start."); } - - nextWaitTime = 'Normal'; - loopControl(nextWaitTime); - return; - } - - let endDatetime = new Date(bot.competition.endDatetime); - - if (bot.processDatetime.valueOf() > endDatetime.valueOf()) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> End of Competition Period reached. Exiting Bot Process Loop."); } - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_OK_RESPONSE); - return; - } - - break; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> Unexpected bot.startMode."); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> bot.startMode = " + bot.startMode); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> bot.processDatetime = " + bot.processDatetime.toISOString()); } - - if (global.AT_BREAKPOINT === true) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Plot Breakpoint Hit."); } - - } - - /* High level log entry */ - - console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(bot.devTeam, 20) + " " + pad(bot.process, 30) - + " " + bot.startMode + " Entered into Main Loop # " + pad(Number(bot.loopCounter), 8) + " bot.processDatetime = " + bot.processDatetime.toISOString()); - - /* We will prepare first the infraestructure needed for the bot to run. There are 3 modules we need to sucessfullly initialize first. */ - - let exchangeAPI; - let assistant; - let userBot; - let statusDependencies; - let dataDependencies; - - initializeStatusDependencies(); - - function initializeStatusDependencies() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeStatusDependencies -> Entering function."); } - - statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(bot, logger, STATUS_REPORT, UTILITIES); - - statusDependencies.initialize(processConfig.statusDependencies, undefined, undefined, onInizialized); - - function onInizialized(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeStatusDependencies -> onInizialized -> Entering function."); } - - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeStatusDependencies -> onInizialized -> Execution finished well."); } - initializeDataDependencies(); - 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] run -> loop -> initializeStatusDependencies -> onInizialized -> Retry Later. Requesting Execution Retry."); - nextWaitTime = 'Retry'; - loopControl(nextWaitTime); - 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] run -> loop -> initializeStatusDependencies -> onInizialized -> Operation Failed. Aborting the process."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - return; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeStatusDependencies -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeStatusDependencies -> onInizialized -> Unhandled err.result received. -> err.message = " + err.message); - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeStatusDependencies -> onInizialized -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeStatusDependencies -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - function initializeDataDependencies() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeDataDependencies -> Entering function."); } - - dataDependencies = DATA_DEPENDENCIES.newDataDependencies(bot, logger, DATA_SET); - - dataDependencies.initialize(processConfig.dataDependencies, onInizialized); - - function onInizialized(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeDataDependencies -> onInizialized -> Entering function."); } - - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeDataDependencies -> onInizialized -> Execution finished well."); } - initializeContext(); - 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] run -> loop -> initializeDataDependencies -> onInizialized -> Retry Later. Requesting Execution Retry."); - nextWaitTime = 'Retry'; - loopControl(nextWaitTime); - 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] run -> loop -> initializeDataDependencies -> onInizialized -> Operation Failed. Aborting the process."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - return; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> Unhandled err.result received. -> err.message = " + err.message); - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeDataDependencies -> onInizialized -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeDataDependencies -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - function initializeContext() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeContext -> Entering function."); } - - context = CONTEXT.newContext(bot, logger, UTILITIES); - context.initialize(statusDependencies, onInizialized); - - function onInizialized(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeContext -> onInizialized -> Entering function."); } - - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeContext -> onInizialized -> Execution finished well."); } - initializeExchangeAPI(); - 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] run -> loop -> initializeContext -> onInizialized -> Retry Later. Requesting Execution Retry."); - nextWaitTime = 'Retry'; - loopControl(nextWaitTime); - 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] run -> loop -> initializeContext -> onInizialized -> Operation Failed. Aborting the process."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - return; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> onInizialized -> Unhandled err.result received. -> err.message = " + err.message); - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> onInizialized -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - function initializeExchangeAPI() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeExchangeAPI -> Entering function."); } - - exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, global.EXCHANGE_NAME); - - exchangeAPI.initialize(onInizialized); - - function onInizialized(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeContext -> onInizialized -> onInizialized -> Entering function."); } - - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeExchangeAPI -> onInizialized -> Execution finished well."); } - initializeAssistant(); - 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] run -> loop -> initializeExchangeAPI -> onInizialized -> Retry Later. Requesting Execution Retry."); - nextWaitTime = 'Retry'; - loopControl(nextWaitTime); - 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] run -> loop -> initializeExchangeAPI -> onInizialized -> Operation Failed. Aborting the process."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - return; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeExchangeAPI -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeExchangeAPI -> onInizialized -> Unhandled err.result received. -> err.message = " + err.message); - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> onInizialized -> onInizialized -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeExchangeAPI -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - function initializeAssistant() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeAssistant -> Entering function."); } - - assistant = ASSISTANT.newAssistant(bot, logger, UTILITIES); - assistant.initialize(context, exchangeAPI, dataDependencies, onInizialized); - - function onInizialized(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeAssistant -> onInizialized -> Entering function."); } - - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeAssistant -> onInizialized -> Execution finished well."); } - initializeUserBot(); - 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] run -> loop -> initializeAssistant -> onInizialized -> Retry Later. Requesting Execution Retry."); - nextWaitTime = 'Retry'; - loopControl(nextWaitTime); - 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] run -> loop -> initializeAssistant -> onInizialized -> Operation Failed. Aborting the process."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - return; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Unhandled err.result received. -> err.message = " + err.message); - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - function initializeUserBot() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeUserBot -> Entering function."); } - - usertBot = USER_BOT_MODULE.newUserBot(bot, logger, COMMONS_MODULE); - - usertBot.initialize(assistant, pGenes, onInizialized); - - function onInizialized(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeUserBot -> onInizialized -> Entering function."); } - - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeUserBot -> onInizialized -> Execution finished well."); } - startUserBot(); - 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] run -> loop -> initializeUserBot -> onInizialized -> Retry Later. Requesting Execution Retry."); - nextWaitTime = 'Retry'; - loopControl(nextWaitTime); - 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] run -> loop -> initializeUserBot -> onInizialized -> Operation Failed. Aborting the process."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - return; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeUserBot -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeUserBot -> onInizialized -> Unhandled err.result received. -> err.message = " + err.message); - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeUserBot -> onInizialized -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeUserBot -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - function startUserBot() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> startUserBot -> Entering function."); } - - usertBot.start(onFinished); - - function onFinished(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> startUserBot -> onFinished -> Entering function."); } - - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> startUserBot -> onFinished -> Execution finished well."); } - saveContext(); - 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] run -> loop -> startUserBot -> onFinished -> Retry Later. Requesting Execution Retry."); - nextWaitTime = 'Retry'; - loopControl(nextWaitTime); - 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] run -> loop -> startUserBot -> onFinished -> Operation Failed. Aborting the process."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - return; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> startUserBot -> onFinished -> Unhandled err.result received. -> err.result = " + err.result); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> startUserBot -> onFinished -> Unhandled err.result received. -> err.message = " + err.message); - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> startUserBot -> onFinished -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> startUserBot -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - function saveContext() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> saveContext -> Entering function."); } - - context.saveThemAll(onFinished); - - function onFinished(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> saveContext -> onFinished -> Entering function."); } - - switch (err.result) { - case global.DEFAULT_OK_RESPONSE.result: { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> saveContext -> onFinished -> Execution finished well."); } - nextWaitTime = 'Normal'; - updateClonesModule(); - 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] run -> loop -> saveContext -> onFinished -> Can not retry at this point."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_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] run -> loop -> saveContext -> onFinished -> Operation Failed. Aborting the process."); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - return; - } - default: { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> onFinished -> Unhandled err.result received. -> err.result = " + err.result); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> onFinished -> Unhandled err.result received. -> err.message = " + err.message); - - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> onFinished -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> err = "+ err.stack); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - async function updateClonesModule() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> updateClonesModule -> Entering function."); } - - nextWaitTime = 'Normal'; - loopControl(nextWaitTime); - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> updateClonesModule -> err = "+ err.stack); - logger.write(MODULE_NAME, "[ERROR] run -> loop -> updateClonesModule -> Execution will continue anyways. "); - nextWaitTime = 'Normal'; - loopControl(nextWaitTime); - } - } - - function loopControl(nextWaitTime) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Entering function."); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> nextWaitTime = " + nextWaitTime); } - - /* Here we check if we must stop the loop gracefully. */ - - shallWeStop(onStop, onContinue); - - function onStop() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> onStop -> Entering function."); } - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> onStop -> Stopping the Loop Gracefully. See you next time!"); } - - if (global.FULL_LOG === 'true' || bot.startMode === 'Competition') { - logger.persist(); - } - - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_OK_RESPONSE); - return; - - } - - function onContinue() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> onContinue -> Entering function."); } - - /* Trading bots are going to be executed after a configured period of time after the last execution ended. This is to avoid overlapping executions. */ - - switch (nextWaitTime) { - case 'Normal': { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Normal -> Restarting Loop in " + (processConfig.normalWaitTime / 1000) + " seconds."); } - checkLoopHealthHandle = setTimeout(checkLoopHealth, processConfig.normalWaitTime * 5, bot.loopCounter); - nextLoopTimeoutHandle = setTimeout(loop, processConfig.normalWaitTime); - if (global.FULL_LOG === 'true' || bot.startMode === 'Competition') { - logger.persist(); - } - } - break; - case 'Retry': { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Retry -> Restarting Loop in " + (processConfig.retryWaitTime / 1000) + " seconds."); } - checkLoopHealthHandle = setTimeout(checkLoopHealth, processConfig.retryWaitTime * 5, bot.loopCounter); - nextLoopTimeoutHandle = setTimeout(loop, processConfig.retryWaitTime); - logger.persist(); - } - break; - case 'Sleep': { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Sleep -> Restarting Loop in " + (processConfig.sleepWaitTime / 60000) + " minutes."); } - nextLoopTimeoutHandle = setTimeout(loop, processConfig.sleepWaitTime); - logger.persist(); - } - break; - case 'Coma': { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Coma -> Restarting Loop in " + (processConfig.comaWaitTime / 3600000) + " hours."); } - nextLoopTimeoutHandle = setTimeout(loop, processConfig.comaWaitTime); - logger.persist(); - } - break; - } - } - } - - function checkLoopHealth(pLastLoop) { - - if (bot.startMode === 'Backtest') { return; } - - if (bot.enableCheckLoopHealth === false) { - - logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); - - return; - } // This gets disabled anytime the Main Loop is shut down by any condition. - - if (bot.loopCounter <= pLastLoop + 1) { // This means that the next loop started but also stopped executing abruptally. - - let now = new Date().valueOf(); - - if (now - bot.loopStartTime > processConfig.normalWaitTime) { - - logger.write(MODULE_NAME, "[ERROR] run -> loop -> checkLoopHealth -> Dead loop found -> pLastLoop = " + pLastLoop); - console.log((new Date().toISOString() + " [ERROR] run -> loop -> checkLoopHealth -> " + pad(bot.codeName, 20) + " " + pad(bot.instance, 20) + " " + pad(bot.process, 30) + " Loop # " + pad(Number(bot.loopCounter), 5) + " found dead. Resurrecting it now.")); - - logger.persist(); // We persist the logs of the failed execution. - clearTimeout(nextLoopTimeoutHandle); // We cancel the timeout in case the original loop was still running and schedulled to reexecute. - loop(); // We restart the loop so that the processing can continue. - - } else { - - console.log((new Date().toISOString() + " [WARN] run -> loop -> checkLoopHealth -> " + pad(bot.codeName, 20) + " " + pad(bot.instance, 20) + " " + pad(bot.process, 30) + " Loop # " + pad(Number(bot.loopCounter), 5) + " found delayed but still alive. No action taken.")); - - } - } - } - - function shallWeStop(stopCallBack, continueCallBack) { - - try { - - /* IMPORTANT: This function is exactly the same on the 3 modules. */ - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> shallWeStop -> Entering function. "); } - - let stop = false - if (process.env.STOP_GRACEFULLY !== undefined) - stop = JSON.parse(process.env.STOP_GRACEFULLY) - - if (!stop && global.SHALL_BOT_STOP === false) { - continueCallBack(); - } else { - stopCallBack(); - } - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> shallWeStop -> err.message = " + err.message); - logger.persist(); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - - } catch (err) { - parentLogger.write(MODULE_NAME, "[ERROR] run -> loop -> err = " + err.stack); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(err); - } - } - - } - - catch (err) { - parentLogger.write(MODULE_NAME, "[ERROR] run -> err = "+ err.stack); - clearInterval(fixedTimeLoopIntervalHandle); - clearTimeout(nextLoopTimeoutHandle); - clearTimeout(checkLoopHealthHandle); - bot.enableCheckLoopHealth = false; - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } -}; diff --git a/TradingEngineProcessMainLoop.js b/TradingEngineProcessMainLoop.js index bcfdd1727..69fc465e5 100644 --- a/TradingEngineProcessMainLoop.js +++ b/TradingEngineProcessMainLoop.js @@ -10,7 +10,9 @@ const MULTI_PERIOD_MARKET = require(ROOT_DIR + 'MultiPeriodMarket'); const MULTI_PERIOD_DAILY = require(ROOT_DIR + 'MultiPeriodDaily'); + const MULTI_PERIOD = require(ROOT_DIR + 'MultiPeriod'); const FILE_STORAGE = require('./Integrations/FileStorage.js'); + let fileStorage = FILE_STORAGE.newFileStorage(parentLogger); const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog'); @@ -54,7 +56,7 @@ } USER_BOT_MODULE = {} - //USER_BOT_MODULE.newUserBot = require(ROOT_DIR + 'User.Bot').newUserBot // Use this for a better debugging experience. You need to bring this js module to this folder in order to work. + //USER_BOT_MODULE.newUserBot = require(process.env.BOTS_PATH + '/aamasters/AAMasters/bots/AAJason-Trading-Engine-Bot/Multi-Period/User.Bot').newUserBot // Use this for a better debugging experience. You need to bring this js module to this folder in order to work. USER_BOT_MODULE.newUserBot = eval(text); // Use this for production filePath = global.DEV_TEAM + "/" + "bots" + "/" + bot.repo; @@ -69,8 +71,9 @@ callBackFunction(global.DEFAULT_OK_RESPONSE); return; } + COMMONS_MODULE = {} - //COMMONS_MODULE.newCommons = require(ROOT_DIR + 'Commons').newCommons // Use this for a better debugging experience. You need to bring this js module to this folder in order to work. + //COMMONS_MODULE.newCommons = require(process.env.BOTS_PATH + '/aamasters/AAMasters/bots/AAJason-Trading-Engine-Bot/Commons').newCommons // Use this for a better debugging experience. You need to bring this js module to this folder in order to work. COMMONS_MODULE.newCommons = eval(text); // Use this for production callBackFunction(global.DEFAULT_OK_RESPONSE); @@ -91,17 +94,72 @@ bot.enableCheckLoopHealth = true; let fixedTimeLoopIntervalHandle; + global.STOP_PROCESSING = true; - if (bot.runAtFixedInterval === true) { + global.SYSTEM_EVENT_HANDLER.listenToEvent('Cockpit-Restart-Button', 'Backstesting Started', undefined, undefined, undefined, startBackTesting) + global.SYSTEM_EVENT_HANDLER.listenToEvent('Cockpit-Restart-Button', 'Live-Trading Started', undefined, undefined, undefined, startLiveTrading) + global.SYSTEM_EVENT_HANDLER.listenToEvent('Cockpit-Restart-Button', 'Stop Requested', undefined, undefined, undefined, stopRequested) - fixedTimeLoopIntervalHandle = setInterval(loop, bot.fixedInterval); + function startBackTesting(message) { - } else { + /* We are going to run the Definition comming at the event. */ + global.DEFINITION = JSON.parse(message.event.definition) - loop(); + bot.startMode = "Backtest" + processConfig.framework.startDate.resumeExecution = false; + global.STOP_PROCESSING = false + bot.hasTheBotJustStarted = true + /* If we can not get for any reason the initial date of the backtest, we will start at present time. */ + processConfig.framework.startDate.fixedDate = new Date() + + /* If we received simulation params we use them instead. */ + if (global.DEFINITION.simulationParams) { + if (global.DEFINITION.simulationParams.beginDatetime) { + processConfig.framework.startDate.fixedDate = global.DEFINITION.simulationParams.beginDatetime + } + } + + /* We finally will try to exctact the initial and final date for the backtest from the Definition */ + if (global.DEFINITION.tradingSystem !== undefined) { + if (global.DEFINITION.tradingSystem.parameters !== undefined) { + if (global.DEFINITION.tradingSystem.parameters.timeRange !== undefined) { + if (global.DEFINITION.tradingSystem.parameters.timeRange.code !== undefined) { + try { + let code = JSON.parse(global.DEFINITION.tradingSystem.parameters.timeRange.code) + if (code.initialDatetime !== undefined) { + processConfig.framework.startDate.fixedDate = code.initialDatetime /* The second override occurs here, with the date explicitelly defined by the user */ + } + if (code.finalDatetime !== undefined) { + processConfig.framework.endDate.fixedDate = code.finalDatetime + } + } catch (err) { + global.DEFINITION.tradingSystem.parameters.timeRange.error = err.message + } + } + } + } + } } + function startLiveTrading(message) { + + /* We are going to run the Definition comming at the event. */ + global.DEFINITION = JSON.parse(message.event.definition) + + bot.startMode = "Live" + processConfig.framework.startDate.fixedDate = new Date() + processConfig.framework.startDate.resumeExecution = false; + global.STOP_PROCESSING = false + bot.hasTheBotJustStarted = true + } + + function stopRequested() { + global.STOP_PROCESSING = true + } + + loop(); + function loop() { try { @@ -122,6 +180,11 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Entering function."); } + let nextWaitTime; + + /* Loop Heartbeat sent to the UI */ + hearBeat() + /* We define here all the modules that the rest of the infraestructure, including the bots themselves can consume. */ const UTILITIES = require(ROOT_DIR + 'CloudUtilities'); @@ -142,6 +205,15 @@ console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30) + " Entered into Main Loop # " + pad(Number(bot.loopCounter), 8)); + /* Checking if we should process this loop or not.*/ + if (global.STOP_PROCESSING === true) { + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> We are going to skip this Loop bacause we were requested to stop or never asked to start."); } + console.log("[INFO] run -> loop -> We are going to skip this Loop bacause we were requested to stop or never asked to start.") + nextWaitTime = 'Normal'; + loopControl(nextWaitTime); + return + } + /* We will prepare first the infraestructure needed for the bot to run. There are 3 modules we need to sucessfullly initialize first. */ let userBot; @@ -149,8 +221,6 @@ let statusDependencies; let dataDependencies; - let nextWaitTime; - initializeStatusDependencies(); function initializeStatusDependencies() { @@ -485,6 +555,11 @@ intitializeProcessFramework(); break; } + case 'Multi-Period': { + processFramework = MULTI_PERIOD.newMultiPeriod(bot, logger, COMMONS_MODULE, UTILITIES, USER_BOT_MODULE, COMMONS_MODULE); + intitializeProcessFramework(); + break; + } default: { logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Process Framework not Supported."); logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Process Framework Name = " + processConfig.framework.name); @@ -862,6 +937,10 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Entering function."); } if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> nextWaitTime = " + nextWaitTime); } + /* We show we reached the end of the loop. */ + + hearBeat() + /* Here we check if we must stop the loop gracefully. */ shallWeStop(onStop, onContinue); @@ -872,7 +951,7 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> onStop -> Stopping the Loop Gracefully. See you next time!"); } - if (global.FULL_LOG === 'true') { + if (global.WRITE_LOGS_TO_FILES === 'true') { logger.persist(); } @@ -890,9 +969,9 @@ switch (nextWaitTime) { case 'Normal': { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> loopControl -> Restarting Loop in " + (processConfig.normalWaitTime / 1000) + " seconds."); } - checkLoopHealthHandle = setTimeout(checkLoopHealth, processConfig.normalWaitTime * 5, bot.loopCounter); + checkLoopHealthHandle = setTimeout(checkLoopHealth, processConfig.deadWaitTime * 5, bot.loopCounter); nextLoopTimeoutHandle = setTimeout(loop, processConfig.normalWaitTime); - if (global.FULL_LOG === 'true') { + if (global.WRITE_LOGS_TO_FILES === 'true') { logger.persist(); } } @@ -922,7 +1001,7 @@ function checkLoopHealth(pLastLoop) { - if (bot.enableCheckLoopHealth === false) { + if (bot.enableCheckLoopHealth === false || global.STOP_TASK_GRACEFULLY === true) { logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); @@ -933,7 +1012,7 @@ let now = new Date().valueOf(); - if (now - bot.loopStartTime > processConfig.normalWaitTime) { + if (now - bot.loopStartTime > processConfig.deadWaitTime) { logger.write(MODULE_NAME, "[ERROR] run -> loop -> checkLoopHealth -> Dead loop found -> pLastLoop = " + pLastLoop); console.log((new Date().toISOString() + " [ERROR] run -> loop -> checkLoopHealth -> " + pad(bot.codeName, 20) + " " + pad(bot.process, 30) + " Loop # " + pad(Number(bot.loopCounter), 5) + " found dead. Resurrecting it now.")); @@ -958,11 +1037,7 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> shallWeStop -> Entering function. "); } - let stop = false - if (process.env.STOP_GRACEFULLY !== undefined) - stop = JSON.parse(process.env.STOP_GRACEFULLY) - - if (!stop && global.SHALL_BOT_STOP === false) { + if (!global.STOP_TASK_GRACEFULLY) { continueCallBack(); } else { stopCallBack(); @@ -988,6 +1063,15 @@ callBackFunction(err); } } + + function hearBeat() { + let key = global.USER_DEFINITION.bot.processes[bot.processIndex].name + '-' + global.USER_DEFINITION.bot.processes[bot.processIndex].type + '-' + global.USER_DEFINITION.bot.processes[bot.processIndex].id + + let event = { + seconds: (new Date()).getSeconds() + } + global.SYSTEM_EVENT_HANDLER.raiseEvent(key, 'Heartbeat', event) + } } catch (err) { parentLogger.write(MODULE_NAME, "[ERROR] run -> err = "+ err.stack); clearInterval(fixedTimeLoopIntervalHandle); diff --git a/User.Bot.js b/User.Bot.js deleted file mode 100644 index 89b84fe38..000000000 --- a/User.Bot.js +++ /dev/null @@ -1,558 +0,0 @@ -exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) { - - const FULL_LOG = true; - const LOG_FILE_CONTENT = false; - - const MODULE_NAME = "User Bot"; - - const EXECUTION_FOLDER_NAME = "Trading-Execution"; - const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation"; - const CONDITIONS_FOLDER_NAME = "Simulation-Conditions"; - const STRATEGIES_FOLDER_NAME = "Simulation-Strategies"; - const TRADES_FOLDER_NAME = "Simulation-Trades"; - - const commons = COMMONS.newCommons(bot, logger, UTILITIES); - - thisObject = { - initialize: initialize, - start: start - }; - - let utilities = UTILITIES.newCloudUtilities(bot, logger); - - let dataDependencies; - let assistant; - - return thisObject; - - function initialize(pDataDependencies, callBackFunction, pAssistant) { - - try { - - logger.fileName = MODULE_NAME; - logger.initialize(); - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); } - - dataDependencies = pDataDependencies; - assistant = pAssistant; - - callBackFunction(global.DEFAULT_OK_RESPONSE); - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function start(dataFiles, timePeriod, outputPeriodLabel, currentDay, startDate, endDate, interExecutionMemory, callBackFunction) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); } - - let market = global.MARKET; - let dataFile; - - let recordsArray - let conditionsArray - let strategiesArray - let tradesArray - let lastObjectsArray - - let tradingSystem = {}; - - commons.initializeData(); - - for (let i = 0; i < dataDependencies.config.length; i++) { - - let dependency = dataDependencies.config[i]; - dataFile = dataFiles[i]; - - switch (i) { - /* - case 0: { - commons.buildLRC(dataFile, callBackFunction); - break; - }*/ - case 0: { - commons.buildPercentageBandwidthMap(dataFile, callBackFunction); - break; - } - case 1: { - commons.buildBollingerBandsMap(dataFile, callBackFunction); - break; - } - case 2: { - commons.buildBollingerChannelsArray(dataFile, callBackFunction); - break; - } - case 3: { - commons.buildBollingerSubChannelsArray(dataFile, callBackFunction); - break; - } - case 4: { - commons.buildCandles(dataFile, callBackFunction); - break; - } - } - } - - commons.runSimulation( - timePeriod, - currentDay, - startDate, - endDate, - interExecutionMemory, - assistant, - writeFiles, - callBackFunction) - - function writeFiles(pTradingSystem, pExecutionArray, pRecordsArray, pConditionsArray, pStrategiesArray, pTradesArray, pLastObjectsArray) { - - tradingSystem = pTradingSystem - executionArray = pExecutionArray - recordsArray = pRecordsArray - conditionsArray = pConditionsArray - strategiesArray = pStrategiesArray - tradesArray = pTradesArray - lastObjectsArray = pLastObjectsArray - - writeExecutionFile() - } - - function writeExecutionFile() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> Entering function."); } - - let separator = ""; - let fileRecordCounter = 0; - - let fileContent = ""; - - for (let i = 0; i < executionArray.length; i++) { - - let record = executionArray[i]; - - /* Will only add to the file the records of the current day */ - - if (record.begin < currentDay.valueOf()) { continue; } - - fileContent = fileContent + separator + '[' + - record.begin + "," + - record.end + "," + - JSON.stringify(record.executionRecord) + "]"; - - if (separator === "") { separator = ","; } - - fileRecordCounter++; - - } - - fileContent = "[" + fileContent + "]"; - - let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2); - let fileName = '' + market.assetA + '_' + market.assetB + '.json'; - - let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + EXECUTION_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath; - filePath += '/' + fileName - - fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated); - - function onFileCreated(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> fileContent = " + fileContent); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> filePath = " + filePath); - logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB); - - callBackFunction(err); - return; - - } - - writeRecordsFile(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function writeRecordsFile() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> Entering function."); } - - let separator = ""; - let fileRecordCounter = 0; - - let fileContent = ""; - - for (let i = 0; i < recordsArray.length; i++) { - - let record = recordsArray[i]; - - /* Will only add to the file the records of the current day */ - - if (record.begin < currentDay.valueOf()) { continue; } - - fileContent = fileContent + separator + '[' + - record.begin + "," + - record.end + "," + - record.type + "," + - record.marketRate + "," + - record.amount + "," + - record.balanceA + "," + - record.balanceB + "," + - record.profit + "," + - record.lastTradeProfitLoss + "," + - record.stopLoss + "," + - record.roundtrips + "," + - record.hits + "," + - record.fails + "," + - record.hitRatio + "," + - record.ROI + "," + - record.periods + "," + - record.days + "," + - record.anualizedRateOfReturn + "," + - record.positionRate + "," + - record.lastTradeROI + "," + - record.strategy + "," + - record.strategyStageNumber + "," + - record.takeProfit + "," + - record.stopLossPhase + "," + - record.takeProfitPhase + "," + - JSON.stringify(record.executionRecord) + "," + - record.positionSize + "," + - record.initialBalanceA + "," + - record.minimumBalanceA + "," + - record.maximumBalanceA + "," + - record.initialBalanceB + "," + - record.minimumBalanceB + "," + - record.maximumBalanceB + "," + - record.baseAsset + "," + - record.positionPeriods + "," + - record.positionDays + "]"; - - if (separator === "") { separator = ","; } - - fileRecordCounter++; - - } - - fileContent = "[" + fileContent + "]"; - - let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2); - let fileName = '' + market.assetA + '_' + market.assetB + '.json'; - - let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath; - filePath += '/' + fileName - - fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated); - - function onFileCreated(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> filePath = " + filePath); - logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB); - - callBackFunction(err); - return; - - } - - writeConditionsFile(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function writeConditionsFile() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> Entering function."); } - - let separator = ""; - let fileRecordCounter = 0; - - let fileContent = ""; - - for (let i = 0; i < conditionsArray.length; i++) { - - let record = conditionsArray[i]; - - /* Will only add to the file the records of the current day */ - - if (record.begin < currentDay.valueOf()) { continue; } - - let conditions = ""; - let conditionsSeparator = ""; - - /* Will only add to the file the records of the current day */ - - if (record.begin < currentDay.valueOf()) { continue; } - - for (let j = 0; j < record.length - 3; j++) { - conditions = conditions + conditionsSeparator + record[j]; - if (conditionsSeparator === "") { conditionsSeparator = ","; } - } - - conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values. - conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors. - conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues. - - fileContent = fileContent + separator + '[' + conditions + ']'; - - if (separator === "") { separator = ","; } - - fileRecordCounter++; - - } - - fileContent = "[" + fileContent + "]"; - fileContent = "[" + JSON.stringify(tradingSystem) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]"; - - let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2); - let fileName = '' + market.assetA + '_' + market.assetB + '.json'; - - let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath; - filePath += '/' + fileName - - fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated); - - function onFileCreated(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> filePath = " + filePath); - logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB); - - callBackFunction(err); - return; - - } - - writeStrategiesFile(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function writeStrategiesFile() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> Entering function."); } - - let separator = ""; - let fileRecordCounter = 0; - - let fileContent = ""; - - for (let i = 0; i < strategiesArray.length; i++) { - let record = strategiesArray[i]; - - /* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends - at the current date. */ - - if (record.end < currentDay.valueOf()) { continue; } - - fileContent = fileContent + separator + '[' + - record.begin + "," + - record.end + "," + - record.status + "," + - record.number + "," + - record.beginRate + "," + - record.endRate + "]"; - - if (separator === "") { separator = ","; } - - fileRecordCounter++; - - } - - fileContent = "[" + fileContent + "]"; - - let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2); - let fileName = '' + market.assetA + '_' + market.assetB + '.json'; - - let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath; - filePath += '/' + fileName - - fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated); - - function onFileCreated(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath); - logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB); - - callBackFunction(err); - return; - - } - - writeTradesFile(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function writeTradesFile() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> Entering function."); } - - let separator = ""; - let fileRecordCounter = 0; - - let fileContent = ""; - - for (let i = 0; i < tradesArray.length; i++) { - - let record = tradesArray[i]; - - /* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends - at the current date. */ - - if (record.end < currentDay.valueOf()) { continue; } - if (record.stopRate === undefined) { record.stopRate = 0} - - fileContent = fileContent + separator + '[' + - record.begin + "," + - record.end + "," + - record.status + "," + - record.lastTradeROI + "," + - record.beginRate + "," + - record.endRate + "," + - record.exitType + "," + - record.stopRate + "]"; - - if (separator === "") { separator = ","; } - - fileRecordCounter++; - - } - - fileContent = "[" + fileContent + "]"; - - let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2); - let fileName = '' + market.assetA + '_' + market.assetB + '.json'; - - let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath; - filePath += '/' + fileName - - fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated); - - function onFileCreated(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> filePath = " + filePath); - logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB); - - callBackFunction(err); - return; - - } - - callBackFunction(global.DEFAULT_OK_RESPONSE); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } -}; diff --git a/package-lock.json b/package-lock.json index b2391e70d..400d53cef 100644 --- a/package-lock.json +++ b/package-lock.json @@ -202,6 +202,11 @@ "resolved": "https://registry.npmjs.org/dotenv/-/dotenv-8.0.0.tgz", "integrity": "sha512-30xVGqjLjiUOArT4+M5q9sYdvuR4riM6yK9wMcas9Vbp6zZa+ocC9dp6QoftuhTPhFAiLK/0C5Ni2nou/Bk8lg==" }, + "easy-stack": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/easy-stack/-/easy-stack-1.0.0.tgz", + "integrity": "sha1-EskbMIWjfwuqM26UhurEv5Tj54g=" + }, "ecc-jsbn": { "version": "0.1.2", "resolved": "https://registry.npmjs.org/ecc-jsbn/-/ecc-jsbn-0.1.2.tgz", @@ -224,6 +229,11 @@ "resolved": "https://registry.npmjs.org/env-variable/-/env-variable-0.0.5.tgz", "integrity": "sha512-zoB603vQReOFvTg5xMl9I1P2PnHsHQQKTEowsKKD7nseUfJq6UWzK+4YtlWUO1nhiQUxe6XMkk+JleSZD1NZFA==" }, + "event-pubsub": { + "version": "4.3.0", + "resolved": "https://registry.npmjs.org/event-pubsub/-/event-pubsub-4.3.0.tgz", + "integrity": "sha512-z7IyloorXvKbFx9Bpie2+vMJKKx1fH1EN5yiTfp8CiLOTptSYy1g8H4yDpGlEdshL1PBiFtBHepF2cNsqeEeFQ==" + }, "extend": { "version": "3.0.2", "resolved": "https://registry.npmjs.org/extend/-/extend-3.0.2.tgz", @@ -344,6 +354,19 @@ "resolved": "https://registry.npmjs.org/isstream/-/isstream-0.1.2.tgz", "integrity": "sha1-R+Y/evVa+m+S4VAOaQ64uFKcCZo=" }, + "js-message": { + "version": "1.0.5", + "resolved": "https://registry.npmjs.org/js-message/-/js-message-1.0.5.tgz", + "integrity": "sha1-IwDSSxrwjondCVvBpMnJz8uJLRU=" + }, + "js-queue": { + "version": "2.0.0", + "resolved": "https://registry.npmjs.org/js-queue/-/js-queue-2.0.0.tgz", + "integrity": "sha1-NiITz4YPRo8BJfxslqvBdCUx+Ug=", + "requires": { + "easy-stack": "1.0.0" + } + }, "jsbn": { "version": "0.1.1", "resolved": "https://registry.npmjs.org/jsbn/-/jsbn-0.1.1.tgz", @@ -435,6 +458,16 @@ "resolved": "https://registry.npmjs.org/ms/-/ms-2.0.0.tgz", "integrity": "sha1-VgiurfwAvmwpAd9fmGF4jeDVl8g=" }, + "node-ipc": { + "version": "9.1.1", + "resolved": "https://registry.npmjs.org/node-ipc/-/node-ipc-9.1.1.tgz", + "integrity": "sha512-FAyICv0sIRJxVp3GW5fzgaf9jwwRQxAKDJlmNFUL5hOy+W4X/I5AypyHoq0DXXbo9o/gt79gj++4cMr4jVWE/w==", + "requires": { + "event-pubsub": "4.3.0", + "js-message": "1.0.5", + "js-queue": "2.0.0" + } + }, "nonce": { "version": "1.0.4", "resolved": "https://registry.npmjs.org/nonce/-/nonce-1.0.4.tgz", diff --git a/package.json b/package.json index c676322d5..d13992b3a 100644 --- a/package.json +++ b/package.json @@ -17,6 +17,7 @@ "@superalgos/mqservice": "^0.0.17", "axios": "^0.19.0", "dotenv": "^8.0.0", + "node-ipc": "^9.1.1", "winston": "^3.2.1" } } diff --git a/sequence - all processes.json b/sequence - all processes.json deleted file mode 100644 index 20650bd26..000000000 --- a/sequence - all processes.json +++ /dev/null @@ -1,192 +0,0 @@ -[ - { - "devTeam": "AAMasters", - "bot": "AACharly", - "mode": "noTime", - "resumeExecution": true, - "type": "Sensor", - "exchangeName": "Poloniex", - "process": "Live-Trades", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AACharly", - "mode": "noTime", - "resumeExecution": true, - "type": "Sensor", - "exchangeName": "Poloniex", - "process": "Hole-Fixing", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AABruce", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Single-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAOlivia", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAOlivia", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AATom", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AATom", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAChris", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAChris", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAPaula", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAPaula", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAJason", - "mode": "live", - "resumeExecution": true, - "type": "Trading-Engine", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "beginDatetime": "2019-08-01T08:00:00.000Z", - "timePeriod": "05-min" - }, - { - "devTeam": "AAVikings", - "bot": "AAGauss", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAVikings", - "bot": "AAGauss", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "vikingsalerts", - "bot": "simulator-bot-vikingsalerts", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "beginDatetime": "2019-08-01T08:00:00.000Z", - "timePeriod": "05-min" - }, - { - "devTeam": "vikingsalerts", - "bot": "bot-vikingsalerts", - "mode": "live", - "resumeExecution": true, - "type": "Trading", - "exchangeName": "Poloniex", - "process": "Trading-Process", - "beginDatetime": "2019-08-01T08:00:00.000Z", - "timePeriod": "05-min", - "dataSet": "Multi-Period-Daily" - } -] diff --git a/sequence.json b/sequence.json deleted file mode 100644 index 10ca0ec47..000000000 --- a/sequence.json +++ /dev/null @@ -1,145 +0,0 @@ -[ - { - "devTeam": "AAMasters", - "bot": "AACharly", - "mode": "noTime", - "resumeExecution": true, - "type": "Sensor", - "exchangeName": "Poloniex", - "process": "Live-Trades", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AACharly", - "mode": "noTime", - "resumeExecution": true, - "type": "Sensor", - "exchangeName": "Poloniex", - "process": "Hole-Fixing", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AABruce", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Single-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAOlivia", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAOlivia", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AATom", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AATom", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAChris", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAChris", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAPaula", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAPaula", - "mode": "noTime", - "resumeExecution": true, - "type": "Indicator", - "exchangeName": "Poloniex", - "process": "Multi-Period-Market", - "startYear": 2019, - "endYear": 2021, - "month": 1 - }, - { - "devTeam": "AAMasters", - "bot": "AAJason", - "mode": "live", - "resumeExecution": true, - "type": "Trading-Engine", - "exchangeName": "Poloniex", - "process": "Multi-Period-Daily", - "beginDatetime": "2019-08-01T08:00:00.000Z", - "timePeriod": "05-min" - } -] diff --git a/server.js b/server.js new file mode 100644 index 000000000..ac33d8bd6 --- /dev/null +++ b/server.js @@ -0,0 +1,372 @@ +/* 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" +}; + +/* Process Events */ + +process.on('uncaughtException', function (err) { + console.log('[INFO] Task Server -> server -> uncaughtException -> err.message = ' + err.message) + console.log('[INFO] Task Server -> server -> uncaughtException -> err.stack = ' + err.stack) + process.exit(1) +}) + +process.on('unhandledRejection', (reason, p) => { + console.log('[INFO] Task Server -> server -> unhandledRejection -> reason = ' + JSON.stringify(reason)) + console.log('[INFO] Task Server -> server -> unhandledRejection -> p = ' + JSON.stringify(p)) + process.exit(1) +}) + +process.on('exit', function (code) { + console.log('[INFO] Task Server -> server -> process.on.exit -> About to exit -> code = ' + code) +}) + +/* Local Variables */ + +let sequenceList = [] +let heartBeatInterval + +/* + +We read the first string sent as an argument when the process was created by the Task Manager. Ther we will find the information of the identity +of this Task and know exactly what to run within this server instance. + +*/ +global.USER_DEFINITION = process.argv[2] + +if (global.USER_DEFINITION !== undefined) { + console.log('[INFO] Task Server -> server -> global.USER_DEFINITION = ' + global.USER_DEFINITION) + try { + global.USER_DEFINITION = JSON.parse(global.USER_DEFINITION) + } catch (err) { + console.log('[ERROR] Task Server -> server -> global.USER_DEFINITION -> ' + err.stack) + } + +} +else { // I use this section to debug in standalone mode. + let argument = ' {"type":"Task","name":"Runs Backtests, Fordwardtests & Live Trades ","bot":{"type":"Trading Engine","processes":[{"type":"Process","name":"Multi Period","code":{"devTeam":"AAMasters","bot":"AAJason","mode":"live","resumeExecution":true,"type":"Trading-Engine","exchangeName":"Poloniex","process":"Multi-Period-Daily","beginDatetime":"2019-08-01T08:00:00.000Z","timePeriod":"05-min"},"id":"1bfce24d-8c05-4be9-bd25-328f07c85265"}]},"id":"cbb13086-608d-4bb4-960a-17a81038877b"}' + try { + global.USER_DEFINITION = JSON.parse(argument) + } catch (err) { + console.log(err.stack) + } +} + + +require('dotenv').config(); + +global.DEFINITION = require(process.env.INTER_PROCESS_FILES_PATH + '/Definition'); +global.WRITE_LOGS_TO_FILES = process.env.WRITE_LOGS_TO_FILES + +/* Default parameters can be changed by the execution configuration */ +global.EXCHANGE_NAME = process.env.EXCHANGE_NAME +global.MARKET = { assetA: 'USDT', assetB: 'BTC' } +global.CLONE_EXECUTOR = { codeName: 'AACloud', version: '1.1' } + +/* +We need to count how many process instances we deployd and how many of them have already finished their job, either +because they just finished or because there was a request to stop the proceses. In this way, once we reach the +amount of instances started, we can safelly destroy the rest of the objects running and let this nodejs process die. +*/ + +global.ENDED_PROCESSES_COUNTER = 0 +global.TOTAL_PROCESS_INSTANCES_CREATED = 0 + +/* Here we listen for the message to stop this Task / Process comming from the Task Manager, which is the paret of this node js process. */ +process.on('message', message => { + if (message === 'Stop this Task') { + + global.STOP_TASK_GRACEFULLY = true; + global.STOP_PROCESSING = true + + /* + There are some process that might no be able to end grafully, for example the ones schedulle to process information in a future day or month. + In order to be sure that the process will be terminated, we schedulle one forced exit in 2 minutes from now. + */ + console.log('[INFO] Task Server -> server -> process.on -> Executing order received from Task Manager to Stop this Task. Nodejs process will be exited in less than 2 minutes.') + setTimeout(global.EXIT_NODE_PROCESS, 120000); + } +}); + +global.EXIT_NODE_PROCESS = function exitProcess() { + + /* Cleaning Before Exiting. */ + clearInterval(global.HEARTBEAT_INTERVAL_HANDLER) + + for (let i = 0; i < global.USER_DEFINITION.bot.processes.length; i++) { + let code = global.USER_DEFINITION.bot.processes[i].code + + /* Delete the event handler for each process. */ + + let key = code.devTeam + "-" + code.codeName + "-" + code.process + let event = { + reason: 'Signal Received to Terminate this Process.' + } + global.SYSTEM_EVENT_HANDLER.raiseEvent(key, 'Process Terminated', event) + global.SYSTEM_EVENT_HANDLER.deleteEventHandler(key) + } + + global.SYSTEM_EVENT_HANDLER.finalize() + global.SYSTEM_EVENT_HANDLER = undefined + console.log("[INFO] Task Server -> " + global.USER_DEFINITION.name + " -> EXIT_NODE_PROCESS -> Task Server Stopped."); + + process.exit() +} + +let notFirstSequence = false; + +/* Setting up the global Event Handler */ + +const EVENT_HANDLER_MODULE = require('./SystemEventHandler.js'); +const IPC = require('node-ipc'); +global.SYSTEM_EVENT_HANDLER = EVENT_HANDLER_MODULE.newSystemEventHandler(IPC) +global.SYSTEM_EVENT_HANDLER.initialize('Task Server', bootLoader) + + +function bootLoader() { + + for (let i = 0; i < global.USER_DEFINITION.bot.processes.length; i++) { + let code = global.USER_DEFINITION.bot.processes[i].code + + /* Add to the execution sequence list. */ + sequenceList.push(code) + + /* Create the event handler for each process. This event handlers are where the status reports updated events are raised. */ + + let key = code.devTeam + "-" + code.bot + "-" + code.process + global.SYSTEM_EVENT_HANDLER.createEventHandler(key) + } + + /* Heartbeat sent to the UI */ + + let key = global.USER_DEFINITION.name + '-' + global.USER_DEFINITION.type + '-' + global.USER_DEFINITION.id + + global.SYSTEM_EVENT_HANDLER.createEventHandler(key) + global.HEARTBEAT_INTERVAL_HANDLER = setInterval(hearBeat, 1000) + + function hearBeat() { + + /* The heartbeat event is raised at the event handler of the instance of this task, created at the UI. */ + let event = { + seconds: (new Date()).getSeconds() + } + global.SYSTEM_EVENT_HANDLER.raiseEvent(key, 'Heartbeat', event) + } + + startSequence() +} + +/* Old Run.js code follows... */ + +function startSequence() { + + for (let processIndex = 0; processIndex < global.USER_DEFINITION.bot.processes.length; processIndex++) { + let execution = sequenceList[processIndex]; + + global.STOP_TASK_GRACEFULLY = false; + execution.devTeam ? process.env.DEV_TEAM = execution.devTeam : undefined; + execution.bot ? process.env.BOT = execution.bot : undefined; + execution.resumeExecution = true; + execution.type ? process.env.TYPE = execution.type : undefined; + execution.process ? process.env.PROCESS = execution.process : undefined; + + execution.baseAsset ? process.env.BASE_ASSET = execution.baseAsset : undefined; + execution.balanceAssetA ? process.env.INITIAL_BALANCE_ASSET_A = execution.balanceAssetA : undefined; + execution.balanceAssetB ? process.env.INITIAL_BALANCE_ASSET_B = execution.balanceAssetB : undefined; + execution.type === 'Trading' ? process.env.CLONE_ID = 1 : undefined; + + execution.exchangeName ? global.EXCHANGE_NAME = execution.exchangeName : undefined; + + if (global.DEFINITION) { + if (global.DEFINITION.personalData) { + if (global.DEFINITION.personalData.exchangeAccounts) { + if (global.DEFINITION.personalData.exchangeAccounts.length > 0) { + let exchangeAccount = global.DEFINITION.personalData.exchangeAccounts[0] + if (exchangeAccount.keys) { + if (exchangeAccount.keys.length > 0) { + let key = exchangeAccount.keys[0] + + process.env.KEY = key.name + process.env.SECRET = key.code + + } + } + } + } + } + } + + readExecutionConfiguration(execution, processIndex); + } +} + +async function readExecutionConfiguration(execution, processIndex) { + try { + console.log("[INFO] Task Server -> server -> readExecutionConfiguration -> Entering function. "); + + let botProcess + + if (execution.type === 'Trading-Engine') { + + /* The Trading Engine only resumes its execution after the first sequence was completed. */ + if (notFirstSequence === false) { + execution.resumeExecution = false + } + + if (global.DEFINITION !== undefined) { + + botProcess = "Multi-Period" + + /* Get the initial balance from the global.DEFINITION */ + let tradingSystem = global.DEFINITION.tradingSystem + + if (tradingSystem) { + if (tradingSystem.parameters !== undefined) { + if (tradingSystem.parameters.baseAsset !== undefined) { + let code + try { + code = JSON.parse(tradingSystem.parameters.baseAsset.code); + + if (code.name !== undefined) { + baseAsset = code.name; + if (baseAsset !== 'BTC' && baseAsset !== 'USDT') { + /* using BTC as default */ + baseAsset = 'BTC' + } + } + + if (baseAsset === 'BTC') { // NOTE: POLONIEX, the only exchange working so far, has Asset A and B inverted. We need to fix this. + if (code.initialBalance !== undefined) { + process.env.INITIAL_BALANCE_ASSET_B = code.initialBalance; + process.env.INITIAL_BALANCE_ASSET_A = 0 + } + } else { + if (code.initialBalance !== undefined) { + process.env.INITIAL_BALANCE_ASSET_A = code.initialBalance; + process.env.INITIAL_BALANCE_ASSET_B = 0 + } + } + } catch (err) { + global.DEFINITION.tradingSystem.parameters.baseAsset.error = err.message + + process.env.INITIAL_BALANCE_ASSET_A = 0 // default + process.env.INITIAL_BALANCE_ASSET_B = 0.001 // default + + } + } + } + } + } + } + + // General Financial Being Configuration + global.DEV_TEAM = process.env.DEV_TEAM + global.CURRENT_BOT_REPO = process.env.BOT + "-" + process.env.TYPE + "-Bot" + + if (botProcess === undefined) { botProcess = process.env.PROCESS } // Only use the .env when nothing comes at Definition.json + let cloneToExecute = { + enabled: "true", + devTeam: process.env.DEV_TEAM, + bot: process.env.BOT, + process: botProcess, + repo: global.CURRENT_BOT_REPO + } + + global.EXECUTION_CONFIG = { + cloneToExecute: cloneToExecute + }; + + + global.CLONE_EXECUTOR = { + codeName: 'AACloud', + version: '1.1' + } + + startRoot(processIndex); + } + + catch (err) { + console.log("[ERROR] readExecutionConfiguration -> err = " + err.stack); + console.log("[ERROR] readExecutionConfiguration -> Please verify that the Start Mode for the type of Bot configured applies to that type."); + } +} + + +function getTimePeriod(timePeriod) { + if (timePeriod !== undefined) { + try { + let timePeriodMap = new Map() + timePeriodMap.set('24-hs', 86400000) + timePeriodMap.set('12-hs', 43200000) + timePeriodMap.set('08-hs', 28800000) + timePeriodMap.set('06-hs', 21600000) + timePeriodMap.set('04-hs', 14400000) + timePeriodMap.set('03-hs', 10800000) + timePeriodMap.set('02-hs', 7200000) + timePeriodMap.set('01-hs', 3600000) + timePeriodMap.set('45-min', 2700000) + timePeriodMap.set('40-min', 2400000) + timePeriodMap.set('30-min', 1800000) + timePeriodMap.set('20-min', 1200000) + timePeriodMap.set('15-min', 900000) + timePeriodMap.set('10-min', 600000) + timePeriodMap.set('05-min', 300000) + timePeriodMap.set('04-min', 240000) + timePeriodMap.set('03-min', 180000) + timePeriodMap.set('02-min', 120000) + timePeriodMap.set('01-min', 60000) + return timePeriodMap.get(timePeriod) + } catch (error) { + console.log('[WARN] Task Server -> server -> readExecutionConfiguration -> getTimePeriod -> Error: ', error) + } + } else { + return undefined + } +} + +function startRoot(processIndex) { + console.log('[INFO] Task Server -> server -> startRoot -> Entering function. ') + + const ROOT_DIR = './' + const ROOT_MODULE = require(ROOT_DIR + 'Root') + let root = ROOT_MODULE.newRoot() + + let UI_COMMANDS = { + beginDatetime: undefined, + endDatetime: undefined, + timePeriod: undefined, + startMode: undefined, + eventHandler: undefined + } + + root.initialize(UI_COMMANDS, onInitialized) + + function onInitialized() { + console.log('[INFO] Task Server -> server -> startRoot -> onInitialized -> Entering function. ') + + root.start(processIndex) + } +} +