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Simulation State

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Luis Fernando Molina committed 2020-11-30 14:33:06 +01:00
1 parent 583ef49f1d
commit 15aed117e2
22 files changed
+72 -71
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TaskServer/ReinforcementLearning/LearningProcess.js
+15 -15
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@@ -83,19 +83,19 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
getContextVariables()
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
/*
Here is where the Trading Engine and Trading Systems received are moved to the simulation state.
*/
bot.simulationState.tradingEngine = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_NODE
bot.simulationState.tradingSystem = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SYSTEM_NODE
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_NODE
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingSystem = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SYSTEM_NODE
}
/* We set up the Trading Engine Module. */
markovDecisionProcessModule.initialize()
/* Initializing the Trading Process Date */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
/*
This funcion is going to be called many times by the Trading Bot Loop.
Only during the first execution and when the User is not resuming the execution
@@ -103,7 +103,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
This variable tell us which day we are standing at, specially while working
with Daily Files. From this Date is that we are going to load the Daily Files.
*/
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -115,7 +115,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
the simulation loop, once we discover that all candles from a certain date have benn processed.
Here is the point where we sync one and the other.
*/
let LearningProcessDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(bot.simulationState.tradingEngine.current.episode.processDate.value)
let LearningProcessDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.processDate.value)
await processSingleFiles()
if (await processMarketFiles() === false) {
@@ -166,7 +166,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
use it to save Output Files and later the Data Ranges. This is the point where
the date calculated by the Simulation is applied at the Trading Process Level.
*/
LearningProcessDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(bot.simulationState.tradingEngine.current.episode.processDate.value)
LearningProcessDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.processDate.value)
if (checkStopTaskGracefully() === false) { break }
if (checkStopProcessing() === false) { break }
@@ -286,11 +286,11 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
thisReport = statusReport.file;
bot.simulationState = thisReport.simulationState;
if (bot.simulationState === undefined) { bot.simulationState = {} } // This should happen only when there is no status report
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE = thisReport.simulationState;
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE === undefined) { TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE = {} } // This should happen only when there is no status report
if (thisReport.lastFile !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING !== true) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING !== true) {
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
@@ -529,7 +529,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
indicators to be built and continue the processing once this process is called
again.
*/
if (bot.simulationState.tradingEngine.current.episode.headOfTheMarket.value === true) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.headOfTheMarket.value === true) {
return false
}
}
@@ -619,8 +619,8 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
From here on, all other loops executions wont be the first execution and also
we will consider that it is not resuming a previous execution as well.
*/
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP = false
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP = false
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false
}
async function writeProcessFiles() {
@@ -708,7 +708,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
thisReport.file.lastExecution = bot.currentDaytime
thisReport.file.lastFile = LearningProcessDate
thisReport.file.simulationState = bot.simulationState
thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
thisReport.file.timeFrames = currentTimeFrameLabel
await thisReport.asyncSave()
}
@@ -718,7 +718,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
let thisReport = statusDependencies.statusReports.get(reportKey);
thisReport.file.lastExecution = bot.processDatetime
thisReport.file.simulationState = bot.simulationState
thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
thisReport.file.timeFrames = currentTimeFrameLabel
logger.newInternalLoop(LearningProcessDate)