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Merge pull request #818 from Luis-Fernando-Molina/develop

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Contribution: Indicators Parameters Defined at the Task Level
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Luis Fernando Molina authored and GitHub committed 2021-04-18 09:04:32 -04:00
2 parents 18c50f1276 cbba6e5a2e
commit 182dad6662
4 files changed
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Projects/Superalgos/Plugins/Data-Mines/Masters.json
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{"type":"Data Mine","name":"Masters","config":"{\n\"codeName\": \"Masters\"\n}","project":"Superalgos","sensorBots":[{"type":"Sensor Bot","name":"Exchange Raw Data","config":"{\n\"codeName\": \"Exchange-Raw-Data\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Historic-OHLCVs","config":"{\n \"codeName\": \"Historic-OHLCVs\",\n \"description\": \"Retrieves and saves historical maket data\",\n \"deadWaitTime\": 0,\n \"normalWaitTime\": 60000,\n \"retryWaitTime\": 10000,\n \"botModule\": \"Exchange Raw Data Historic OHLCVs\"\n}","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[],"id":"dfe2556e-a765-4e38-9d30-7f91090c0069","savedPayload":{"position":{"x":19495.67390477555,"y":18276.314530096774},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"processDependencies":{"type":"Process Dependencies","name":"New Process Dependencies","project":"Superalgos","statusDependencies":[{"type":"Status Dependency","name":"Exchange Raw Data Historic-OHLCVs","config":"{\n \"mainUtility\": \"Self Reference\"\n}","project":"Superalgos","id":"ea39c98b-18e2-44ce-9f7f-86a8a76a688a","savedPayload":{"position":{"x":19821.77290451477,"y":18097.735984334173},"targetPosition":{"x":19639.144475812154,"y":18335.741986421544},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":1,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Status Report","name":"New Status Report","id":"181c7c34-7243-497a-9ddb-1b0067c6d66e"}}}],"dataDependencies":[],"dataMineDataDependencies":[],"id":"5c7fae5a-6da6-4864-a167-f2f21d578c72","savedPayload":{"position":{"x":19639.144475812154,"y":18335.741986421544},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"statusReport":{"type":"Status Report","name":"New Status Report","project":"Superalgos","id":"181c7c34-7243-497a-9ddb-1b0067c6d66e","savedPayload":{"position":{"x":19733.679906862923,"y":18458.94295879939},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"executionStartedEvent":{"type":"Execution Started Event","name":"","project":"Superalgos","id":"957e7e3a-b167-40be-93b5-9ba4ceff56e5","savedPayload":{"position":{"x":19753.94950552168,"y":18612.90584617493},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"executionFinishedEvent":{"type":"Execution Finished Event","name":"New Execution Finished Event","project":"Superalgos","id":"fe40a546-43ee-49df-908a-7e72f598f0cd","savedPayload":{"position":{"x":19694.52204919691,"y":18756.376417211533},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"id":"5eb11d6a-022e-4f60-97c4-d6cf90b249dc","savedPayload":{"position":{"x":19456.516047109537,"y":18573.747988508916},"targetPosition":{"x":19179.35218735615,"y":18688.55301821844},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}}],"products":[{"type":"Product Definition","name":"Candles","config":"{\n\"codeName\": \"Candles\"\n}","project":"Superalgos","datasets":[{"type":"Dataset Definition","name":"One-Min","config":"{\n\"codeName\": \"One-Min\"\n}","project":"Superalgos","id":"1c3696e4-c28e-4744-9100-706d6dce0c3c","savedPayload":{"position":{"x":19629.35218735615,"y":18688.55301821844},"targetPosition":{"x":19479.35218735615,"y":18688.55301821844},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":1,"distanceToParent":2,"arrangementStyle":0},"uiObject":{}}}],"id":"2443883b-6959-42a3-ae3b-ef3102ffcdcc","savedPayload":{"position":{"x":19479.35218735615,"y":18688.55301821844},"targetPosition":{"x":19179.35218735615,"y":18688.55301821844},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},{"type":"Product Definition","name":"Volumes","config":"{\n\"codeName\": \"Volumes\"\n}","project":"Superalgos","datasets":[{"type":"Dataset Definition","name":"One-Min","config":"{\n\"codeName\": \"One-Min\"\Line truncated
{"type":"Data Mine","name":"Masters","config":"{\n\"codeName\": \"Masters\"\n}","project":"Superalgos","sensorBots":[{"type":"Sensor Bot","name":"Exchange Raw Data","config":"{\n\"codeName\": \"Exchange-Raw-Data\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Historic-OHLCVs","config":"{\n \"codeName\": \"Historic-OHLCVs\",\n \"description\": \"Retrieves and saves historical maket data\",\n \"deadWaitTime\": 0,\n \"normalWaitTime\": 60000,\n \"retryWaitTime\": 10000,\n \"botModule\": \"Exchange Raw Data Historic OHLCVs\"\n}","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[],"id":"dfe2556e-a765-4e38-9d30-7f91090c0069","savedPayload":{"position":{"x":19495.67390477555,"y":18276.314530096774},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"processDependencies":{"type":"Process Dependencies","name":"New Process Dependencies","project":"Superalgos","statusDependencies":[{"type":"Status Dependency","name":"Exchange Raw Data Historic-OHLCVs","config":"{\n \"mainUtility\": \"Self Reference\"\n}","project":"Superalgos","id":"ea39c98b-18e2-44ce-9f7f-86a8a76a688a","savedPayload":{"position":{"x":19821.77290451477,"y":18097.735984334173},"targetPosition":{"x":19639.144475812154,"y":18335.741986421544},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":1,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Status Report","name":"New Status Report","id":"181c7c34-7243-497a-9ddb-1b0067c6d66e"}}}],"dataDependencies":[],"dataMineDataDependencies":[],"id":"5c7fae5a-6da6-4864-a167-f2f21d578c72","savedPayload":{"position":{"x":19639.144475812154,"y":18335.741986421544},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"statusReport":{"type":"Status Report","name":"New Status Report","project":"Superalgos","id":"181c7c34-7243-497a-9ddb-1b0067c6d66e","savedPayload":{"position":{"x":19733.679906862923,"y":18458.94295879939},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"executionStartedEvent":{"type":"Execution Started Event","name":"","project":"Superalgos","id":"957e7e3a-b167-40be-93b5-9ba4ceff56e5","savedPayload":{"position":{"x":19753.94950552168,"y":18612.90584617493},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"executionFinishedEvent":{"type":"Execution Finished Event","name":"New Execution Finished Event","project":"Superalgos","id":"fe40a546-43ee-49df-908a-7e72f598f0cd","savedPayload":{"position":{"x":19694.52204919691,"y":18756.376417211533},"targetPosition":{"x":19456.516047109537,"y":18573.747988508916},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"id":"5eb11d6a-022e-4f60-97c4-d6cf90b249dc","savedPayload":{"position":{"x":19456.516047109537,"y":18573.747988508916},"targetPosition":{"x":19179.35218735615,"y":18688.55301821844},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}}],"products":[{"type":"Product Definition","name":"Candles","config":"{\n\"codeName\": \"Candles\"\n}","project":"Superalgos","datasets":[{"type":"Dataset Definition","name":"One-Min","config":"{\n\"codeName\": \"One-Min\"\n}","project":"Superalgos","id":"1c3696e4-c28e-4744-9100-706d6dce0c3c","savedPayload":{"position":{"x":19629.35218735615,"y":18688.55301821844},"targetPosition":{"x":19479.35218735615,"y":18688.55301821844},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":1,"distanceToParent":2,"arrangementStyle":0},"uiObject":{}}}],"id":"2443883b-6959-42a3-ae3b-ef3102ffcdcc","savedPayload":{"position":{"x":19479.35218735615,"y":18688.55301821844},"targetPosition":{"x":19179.35218735615,"y":18688.55301821844},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":3,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},{"type":"Product Definition","name":"Volumes","config":"{\n\"codeName\": \"Volumes\"\n}","project":"Superalgos","datasets":[{"type":"Dataset Definition","name":"One-Min","config":"{\n\"codeName\": \"One-Min\"\Line truncated
Projects/Superalgos/Schemas/AppSchema.json
+14
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@@ -11656,6 +11656,14 @@
{
"type": "Indicator Bot Instance",
"menuItems": [
{
"action": "Configure",
"label": "Configure",
"iconPathOn": "configuration",
"iconPathOff": "configuration",
"dontShowAtFullscreen": true,
"actionFunction": "uiObject.configEditor.activate"
},
{
"action": "Add UI Object",
"disableIfPropertyIsDefined": true,
@@ -11680,6 +11688,12 @@
"actionFunction": "payload.executeAction"
}
],
"editors": {
"config": true
},
"initialValues": {
"config": "{ \n\"parameter1\": \"Value for parameter1 defined at the Product Definition\"\n}"
},
"isTitleAllwaysVisible": true,
"addLeftIcons": true,
"level": 3,
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/IndicatorOutput.js
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@@ -41,11 +41,15 @@
}
/* The first phase here is about checking that we have everything we need at the definition level. */
let dataDependencies = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processDependencies, 'Data Dependency')
let dataDependencies = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(
TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processDependencies, 'Data Dependency'
)
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateDataDependencies(processIndex, dataDependencies, callBackFunction) !== true) { return }
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray (
TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset'
)
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateOutputDatasets(processIndex, outputDatasets, callBackFunction) !== true) { return }
/* The second phase is about transforming the inputs into a format that can be used to apply the user defined code. */
@@ -90,7 +94,8 @@
resultsWithIrregularPeriods,
interExecutionMemory,
processingDailyFiles,
currentDay
currentDay,
outputDatasetNode.referenceParent.parentNode.config.parameters
)
/* Add the calculated properties */
@@ -102,7 +107,10 @@
products[outputDatasetNode.referenceParent.parentNode.config.pluralVariableName] = outputData
}
/*At the fourth and last phase, we will save the new information generated into files corresponding to each output outputDatasetNode.*/
/*
At the fourth and last phase, we will save the new information generated into files
corresponding to each output outputDatasetNode.
*/
let totalFilesWritten = 0
for (let i = 0; i < outputDatasets.length; i++) {
let outputDatasetNode = outputDatasets[i]
Projects/Superalgos/TS/Function-Libraries/SingleMarketFunctions.js
+22 -3
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@@ -297,7 +297,8 @@
resultsWithIrregularPeriods,
interExecutionMemory,
processingDailyFiles,
currentDay
currentDay,
parametersDefinition
) {
/*
@@ -346,7 +347,25 @@
return dataDependencies[dependencyName].get(key)
}
/* This is Initialization Code */
/*
Indicators might have parameters that influences it's calculations. These parameters
are defined at the Product Definition config, and their values are set at the Process Instance config.
Parameters are extracted at the Procedure Initialization Code. In order to facilitate this extraction
we will create an object here that will be accesed from the Procedure Initialization with all parameters
and their defined values.
*/
let parameters = {}
if (parametersDefinition !== undefined) {
for (let i = 0; i < parametersDefinition.length; i++) {
let parameterName = parametersDefinition[i]
let parameterValue = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.config[parameterName]
if (parameterValue !== undefined) {
parameters[parameterName] = parameterValue
}
}
}
/* Here we run the Procedure Initialization Code */
if (dataBuildingProcedure.initialization !== undefined) {
if (dataBuildingProcedure.initialization.procedureJavascriptCode !== undefined) {
try {
@@ -374,7 +393,7 @@
}
}
/* This is Initialization Code */
/* Here we run the Prcedure Loop Code */
if (dataBuildingProcedure.loop !== undefined) {
if (dataBuildingProcedure.loop.procedureJavascriptCode !== undefined) {
let lastRecord