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Bug Fixed, working again

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This commit is contained in:
Luis Fernando Molina committed 2021-02-04 16:02:34 +01:00
1 parent 6521befc27
commit 124e71d40c
2 files changed
+33 -30
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Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js
+22 -21
View File
@@ -20,8 +20,7 @@
TS.projects.superalgos.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_MODULE_OBJECT = TS.projects.superalgos.botModules.tradingEngine.newSuperalgosBotModulesTradingEngine(processIndex)
let tradingOutputModuleObject = TS.projects.superalgos.botModules.tradingOutput.newSuperalgosBotModulesTradingOutput(processIndex)
let currentTimeFrame
let currentTimeFrameLabel
let currentTimeFrame = {}
/* Context Variables */
let contextVariables = {
@@ -73,7 +72,7 @@
return
}
if (await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processMarketFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule) === false) {
if (await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processMarketFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, currentTimeFrame) === false) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
@@ -88,10 +87,10 @@
Here we check if we need to get Daily Files or not. As an optimization, when
we are running on a Time Frame of 1hs or above, we are not going to load
dependencies on Daily Files. The way we recognize that is by checking if
we alreaady set a value to currentTimeFrame. We are also not going to loop
we alreaady set a value to currentTimeFrame.value. We are also not going to loop
through days if we are processing market files.
*/
if (currentTimeFrame) {
if (currentTimeFrame.value) {
/* We are processing Market Files */
/*
With all the indicators data files loaded, we will build the chart object
@@ -102,6 +101,7 @@
processIndex,
dataDependenciesModule,
multiTimeFrameDataFiles,
currentTimeFrame,
chart,
market,
exchange,
@@ -136,7 +136,7 @@
if (checkStopProcessing() === false) { break }
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waking up')
if (await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processDailyFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, tradingProcessDate) === false) {
if (await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processDailyFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, currentTimeFrame, tradingProcessDate) === false) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
@@ -149,6 +149,7 @@
processIndex,
dataDependenciesModule,
multiTimeFrameDataFiles,
currentTimeFrame,
chart,
market,
exchange,
@@ -341,8 +342,8 @@
chart,
market,
exchange,
currentTimeFrame,
currentTimeFrameLabel,
currentTimeFrame.value,
currentTimeFrame.label,
tradingProcessDate
)
@@ -357,13 +358,13 @@
async function writeProcessFiles() {
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
await writeTimeFramesFiles(currentTimeFrame, currentTimeFrameLabel)
await writeTimeFramesFiles()
await writeDataRanges()
if (currentTimeFrame > TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[0][0]) {
await writeMarketStatusReport(currentTimeFrameLabel)
if (currentTimeFrame.value > TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[0][0]) {
await writeMarketStatusReport()
} else {
await writeDailyStatusReport(currentTimeFrameLabel)
await writeDailyStatusReport()
}
async function writeDataRanges() {
@@ -404,7 +405,7 @@
}
}
async function writeTimeFramesFiles(currentTimeFrame, currentTimeFrameLabel) {
async function writeTimeFramesFiles() {
for (
let outputDatasetIndex = 0;
@@ -412,13 +413,13 @@
outputDatasetIndex++
) {
let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName
await writeTimeFramesFile(currentTimeFrameLabel, productCodeName, 'Multi-Period-Daily')
await writeTimeFramesFile(currentTimeFrameLabel, productCodeName, 'Multi-Period-Market')
await writeTimeFramesFile(productCodeName, 'Multi-Period-Daily')
await writeTimeFramesFile(productCodeName, 'Multi-Period-Market')
async function writeTimeFramesFile(currentTimeFrameLabel, productCodeName, processType) {
async function writeTimeFramesFile(productCodeName, processType) {
let timeFramesArray = []
timeFramesArray.push(currentTimeFrameLabel)
timeFramesArray.push(currentTimeFrame.label)
let fileContent = JSON.stringify(timeFramesArray)
let fileName = '/Time.Frames.json'
@@ -433,23 +434,23 @@
}
}
async function writeDailyStatusReport(currentTimeFrameLabel) {
async function writeDailyStatusReport() {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastFile = tradingProcessDate
thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
thisReport.file.timeFrames = currentTimeFrameLabel
thisReport.file.timeFrames = currentTimeFrame.label
await thisReport.asyncSave()
}
async function writeMarketStatusReport(currentTimeFrameLabel) {
async function writeMarketStatusReport() {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastExecution = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME
thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
thisReport.file.timeFrames = currentTimeFrameLabel
thisReport.file.timeFrames = currentTimeFrame.label
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(tradingProcessDate)
await thisReport.asyncSave()
Projects/Superalgos/TS/Function-Libraries/DataDependenciesFunctions.js
+11 -9
View File
@@ -5,6 +5,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
data structures that will allow users to write conditions and formulas
using these data structures.
*/
const MODULE_NAME = "Data Dependency Function"
let thisObject = {
processSingleFiles: processSingleFiles,
@@ -84,7 +85,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
}
}
async function processMarketFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule) {
async function processMarketFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, currentTimeFrame) {
/*
We do market files first since if the simulation is run on daily files, there will
be a loop to get each of those files and we do not need that loop to reload market files.
@@ -111,8 +112,8 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
/* Current Time Frame detection */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0]
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1]
currentTimeFrame.value = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0]
currentTimeFrame.label = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1]
}
/* Loop across the list of curated dependencies */
@@ -210,7 +211,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
return true
}
async function processDailyFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, tradingProcessDate) {
async function processDailyFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, currentTimeFrame, tradingProcessDate) {
/* Telling the world we are alive and doing well and which date we are processing right now. */
let processingDateString = tradingProcessDate.getUTCFullYear() + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCDate(), 2)
TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(processIndex, processingDateString, undefined, "Running...")
@@ -243,8 +244,8 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0]
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1]
currentTimeFrame.value = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0]
currentTimeFrame.label = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1]
}
dataFiles = new Map()
@@ -334,6 +335,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
processIndex,
dataDependenciesModule,
multiTimeFrameDataFiles,
currentTimeFrame,
chart,
market,
exchange,
@@ -396,7 +398,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
let products = {}
if (dataFiles !== undefined && dataFiles.size > 0) {
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame.value)
let propertyName = 'at' + timeFrameLabel.replace('-', '')
addProducs(propertyName, products)
@@ -410,7 +412,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
let products = {}
if (dataFiles !== undefined && dataFiles.size > 0) {
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame.value)
let propertyName = 'at' + timeFrameLabel.replace('-', '')
addProducs(propertyName, products)
@@ -423,7 +425,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
let products = {}
if (dataFiles !== undefined && dataFiles.size > 0) {
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame.value)
let propertyName = 'atAnyTimeFrame'
addProducs(propertyName, products)