diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/APIs/ExchangeAPI.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/APIs/ExchangeAPI.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/APIs/ExchangeAPI.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/APIs/ExchangeAPI.js index 665015dcc..dd88e832a 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/APIs/ExchangeAPI.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/APIs/ExchangeAPI.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesExchangeAPI = function (processIndex) { +exports.newAlgorithmicTradingBotModulesExchangeAPI = function (processIndex) { let MODULE_NAME = "Exchange API"; diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js similarity index 98% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js index d0e5821a3..e04ef5d50 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesAnnouncements = function (processIndex) { +exports.newAlgorithmicTradingBotModulesAnnouncements = function (processIndex) { const MODULE_NAME = 'Announcements' diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js index 60b78456b..910d016f4 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersCalculations.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesOrdersCalculations = function (processIndex) { +exports.newAlgorithmicTradingBotModulesOrdersCalculations = function (processIndex) { /* When we are live trading, we need to syncronize with the exchange. */ diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js index b67380074..1d3ea0ac6 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesOrdersSimulations = function (processIndex) { +exports.newAlgorithmicTradingBotModulesOrdersSimulations = function (processIndex) { /* When we are backtesting or paper trading, we need to simulate what would have happened at the exchange. */ diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Snapshots.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Snapshots.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Snapshots.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Snapshots.js index 4a2ed0b9a..65f2d2f6c 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Snapshots.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Snapshots.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesSnapshots = function(processIndex) { +exports.newAlgorithmicTradingBotModulesSnapshots = function(processIndex) { /* This module encapsulates the snapshots functionality. */ diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEngine.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEngine.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEngine.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEngine.js index 439a86ae5..441e5bfb7 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEngine.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEngine.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingEngine = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingEngine = function (processIndex) { /* We call the Trading Engine to the data structure that is needed in order to exevute the trading protocol with the specific rules defined at the Trading System. diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEpisode.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEpisode.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEpisode.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEpisode.js index 0ff1c6762..44f563cca 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEpisode.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingEpisode.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingEpisode = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingEpisode = function (processIndex) { /* This module packages all functions related to Episodes. */ diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js similarity index 97% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js index da6371a61..2080c3a90 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingExecution = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingExecution = function (processIndex) { /* The Trading Execution modules manages the execution nodes and execution algoritms. */ @@ -16,7 +16,7 @@ exports.newFoundationsBotModulesTradingExecution = function (processIndex) { let tradingSystem let sessionParameters - let tradingOrdersModuleObject = TS.projects.foundations.botModules.tradingOrders.newFoundationsBotModulesTradingOrders(processIndex) + let tradingOrdersModuleObject = TS.projects.foundations.botModules.tradingOrders.newAlgorithmicTradingBotModulesTradingOrders(processIndex) return thisObject diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js index 26b4207e5..c540e6cf7 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingOrders = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingOrders = function (processIndex) { /* The Trading Orders modules manages the execution of orders against the exchanges. */ @@ -16,8 +16,8 @@ exports.newFoundationsBotModulesTradingOrders = function (processIndex) { let tradingSystem let sessionParameters - let exchangeAPIModuleObject = TS.projects.foundations.botModules.exchangeAPI.newFoundationsBotModulesExchangeAPI(processIndex) - let announcementsModuleObject = TS.projects.foundations.botModules.announcements.newFoundationsBotModulesAnnouncements(processIndex) + let exchangeAPIModuleObject = TS.projects.foundations.botModules.exchangeAPI.newAlgorithmicTradingBotModulesExchangeAPI(processIndex) + let announcementsModuleObject = TS.projects.foundations.botModules.announcements.newAlgorithmicTradingBotModulesAnnouncements(processIndex) return thisObject @@ -843,7 +843,7 @@ exports.newFoundationsBotModulesTradingOrders = function (processIndex) { let previousBaseAssetFeesPaid = tradingEngineOrder.orderBaseAsset.feesPaid.value let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value - let ordersSimulationsModuleObject = TS.projects.foundations.botModules.ordersSimulations.newFoundationsBotModulesOrdersSimulations(processIndex) + let ordersSimulationsModuleObject = TS.projects.foundations.botModules.ordersSimulations.newAlgorithmicTradingBotModulesOrdersSimulations(processIndex) ordersSimulationsModuleObject.initialize() ordersSimulationsModuleObject.actualSizeSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) @@ -874,7 +874,7 @@ exports.newFoundationsBotModulesTradingOrders = function (processIndex) { let previousBaseAssetFeesPaid = tradingEngineOrder.orderBaseAsset.feesPaid.value let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value - let ordersCalculationsModuleObject = TS.projects.foundations.botModules.ordersCalculations.newFoundationsBotModulesOrdersCalculations(processIndex) + let ordersCalculationsModuleObject = TS.projects.foundations.botModules.ordersCalculations.newAlgorithmicTradingBotModulesOrdersCalculations(processIndex) ordersCalculationsModuleObject.initialize() await ordersCalculationsModuleObject.actualSizeCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js similarity index 94% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js index cf1396900..4ccc44b48 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingOutput = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingOutput = function (processIndex) { /* This module will load if necesary all the data outputs so that they can be appended with new records if needed. After running the simulation, it will save all the data outputs. @@ -29,7 +29,7 @@ exports.newFoundationsBotModulesTradingOutput = function (processIndex) { } /* Preparing everything for the Simulation */ - let tradingSimulationModuleObject = TS.projects.foundations.botModules.tradingSimulation.newFoundationsBotModulesTradingSimulation(processIndex) + let tradingSimulationModuleObject = TS.projects.foundations.botModules.tradingSimulation.newAlgorithmicTradingBotModulesTradingSimulation(processIndex) let outputDatasets = TS.projects.foundations.utilities.nodeFunctions.nodeBranchToArray(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset') let outputDatasetsMap = new Map() diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingPosition.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingPosition.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingPosition.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingPosition.js index c2aaa9302..4b825861e 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingPosition.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingPosition.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingPosition = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingPosition = function (processIndex) { /* This module packages all functions related to Positions. */ diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js similarity index 98% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js index c1f3f2dab..f70639b34 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingProcess = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingProcess = function (processIndex) { /* This Module will load all the process data dependencies from files and send them downstream. After execution, will save the time range and status report of the process. @@ -16,8 +16,8 @@ let dataFiles = new Map() let multiTimeFrameDataFiles = new Map() - TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_MODULE_OBJECT = TS.projects.foundations.botModules.tradingEngine.newFoundationsBotModulesTradingEngine(processIndex) - let tradingOutputModuleObject = TS.projects.foundations.botModules.tradingOutput.newFoundationsBotModulesTradingOutput(processIndex) + TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_MODULE_OBJECT = TS.projects.foundations.botModules.tradingEngine.newAlgorithmicTradingBotModulesTradingEngine(processIndex) + let tradingOutputModuleObject = TS.projects.foundations.botModules.tradingOutput.newAlgorithmicTradingBotModulesTradingOutput(processIndex) let currentTimeFrame = {} diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingRecords.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingRecords.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingRecords.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingRecords.js index 0f1d7567c..ab4428a65 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingRecords.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingRecords.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingRecords = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingRecords = function (processIndex) { /* This module facilitates the appending of records to the output of the process. */ diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js index bb3701eef..5944e9683 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingSimulation = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processIndex) { /* This Module represents the trading simulacion. Escentially a loop through a set of candles and the execution at each loop cycle of the Trading System Protocol. @@ -34,13 +34,13 @@ exports.newFoundationsBotModulesTradingSimulation = function (processIndex) { '[INFO] runSimulation -> finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime) /* These are the Modules we will need to run the Simulation */ - let tradingRecordsModuleObject = TS.projects.foundations.botModules.tradingRecords.newFoundationsBotModulesTradingRecords(processIndex) + let tradingRecordsModuleObject = TS.projects.foundations.botModules.tradingRecords.newAlgorithmicTradingBotModulesTradingRecords(processIndex) tradingRecordsModuleObject.initialize(outputDatasetsMap) - let tradingSystemModuleObject = TS.projects.foundations.botModules.tradingSystem.newFoundationsBotModulesTradingSystem(processIndex) + let tradingSystemModuleObject = TS.projects.foundations.botModules.tradingSystem.newAlgorithmicTradingBotModulesTradingSystem(processIndex) tradingSystemModuleObject.initialize() - let tradingEpisodeModuleObject = TS.projects.foundations.botModules.tradingEpisode.newFoundationsBotModulesTradingEpisode(processIndex) + let tradingEpisodeModuleObject = TS.projects.foundations.botModules.tradingEpisode.newAlgorithmicTradingBotModulesTradingEpisode(processIndex) tradingEpisodeModuleObject.initialize() /* Setting up the candles array: The whole simulation is based on the array of candles at the time-frame defined at the session parameters. */ diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js index 34b3f1345..9c3895ef0 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingStages = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) { /* This module packages all functions related to Stages. */ @@ -21,12 +21,12 @@ exports.newFoundationsBotModulesTradingStages = function (processIndex) { finalize: finalize } - let tradingStrategyModuleObject = TS.projects.foundations.botModules.tradingStrategy.newFoundationsBotModulesTradingStrategy(processIndex) - let tradingPositionModuleObject = TS.projects.foundations.botModules.tradingPosition.newFoundationsBotModulesTradingPosition(processIndex) - let tradingExecutionModuleObject = TS.projects.foundations.botModules.tradingExecution.newFoundationsBotModulesTradingExecution(processIndex) - let announcementsModuleObject = TS.projects.foundations.botModules.announcements.newFoundationsBotModulesAnnouncements(processIndex) - let snapshotsModuleObject = TS.projects.foundations.botModules.snapshots.newFoundationsBotModulesSnapshots(processIndex) - let tradingEpisodeModuleObject = TS.projects.foundations.botModules.tradingEpisode.newFoundationsBotModulesTradingEpisode(processIndex) + let tradingStrategyModuleObject = TS.projects.foundations.botModules.tradingStrategy.newAlgorithmicTradingBotModulesTradingStrategy(processIndex) + let tradingPositionModuleObject = TS.projects.foundations.botModules.tradingPosition.newAlgorithmicTradingBotModulesTradingPosition(processIndex) + let tradingExecutionModuleObject = TS.projects.foundations.botModules.tradingExecution.newAlgorithmicTradingBotModulesTradingExecution(processIndex) + let announcementsModuleObject = TS.projects.foundations.botModules.announcements.newAlgorithmicTradingBotModulesAnnouncements(processIndex) + let snapshotsModuleObject = TS.projects.foundations.botModules.snapshots.newAlgorithmicTradingBotModulesSnapshots(processIndex) + let tradingEpisodeModuleObject = TS.projects.foundations.botModules.tradingEpisode.newAlgorithmicTradingBotModulesTradingEpisode(processIndex) let tradingEngine let tradingSystem diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStrategy.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStrategy.js similarity index 98% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStrategy.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStrategy.js index f676de4d7..c18aefd1d 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStrategy.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStrategy.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingStrategy = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingStrategy = function (processIndex) { /* This module packages all functions related to Strategies. */ diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js index 149c55e76..3367d00b6 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingSystem = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) { /* The Trading System is the user defined set of rules compliant with the Trading Protocol that defines the trading logic to be applied during each cycle of the Simulation. @@ -26,7 +26,7 @@ exports.newFoundationsBotModulesTradingSystem = function (processIndex) { let sessionParameters let dynamicIndicators - let tradingStagesModuleObject = TS.projects.foundations.botModules.tradingStages.newFoundationsBotModulesTradingStages(processIndex) + let tradingStagesModuleObject = TS.projects.foundations.botModules.tradingStages.newAlgorithmicTradingBotModulesTradingStages(processIndex) let taskParameters = { market: TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js index 6592a92f8..6b13be19a 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js @@ -1,8 +1,8 @@ -exports.newFoundationsBotModulesSingleMarketTradingBot = function (processIndex) { +exports.newAlgorithmicTradingBotModulesSingleMarketTradingBot = function (processIndex) { const MODULE_NAME = "Single Market Trading Bot"; - let session = TS.projects.foundations.botModules.tradingSession.newFoundationsBotModulesTradingSession(processIndex) + let session = TS.projects.foundations.botModules.tradingSession.newAlgorithmicTradingBotModulesTradingSession(processIndex) let nextLoopTimeoutHandle; let thisObject = { @@ -282,7 +282,7 @@ "[INFO] run -> loop -> initializeDataDependencies -> onInizialized -> Execution finished well.") switch (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.framework.name) { case 'Low-Frequency-Trading-Process': { - processFramework = TS.projects.foundations.botModules.tradingProcess.newFoundationsBotModulesTradingProcess(processIndex); + processFramework = TS.projects.foundations.botModules.tradingProcess.newAlgorithmicTradingBotModulesTradingProcess(processIndex); startProcessFramework(); break; } diff --git a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/TradingSession.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/TradingSession.js similarity index 99% rename from Projects/Foundations/TS/Bot-Modules/Trading-Bot/TradingSession.js rename to Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/TradingSession.js index 404516556..d9d3586ee 100644 --- a/Projects/Foundations/TS/Bot-Modules/Trading-Bot/TradingSession.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/TradingSession.js @@ -1,4 +1,4 @@ -exports.newFoundationsBotModulesTradingSession = function (processIndex) { +exports.newAlgorithmicTradingBotModulesTradingSession = function (processIndex) { const MODULE_NAME = "Trading Session" diff --git a/Projects/Foundations/UI/Function-Libraries/TradingSessionFunctions.js b/Projects/Algorithmic-Trading/UI/Function-Libraries/TradingSessionFunctions.js similarity index 99% rename from Projects/Foundations/UI/Function-Libraries/TradingSessionFunctions.js rename to Projects/Algorithmic-Trading/UI/Function-Libraries/TradingSessionFunctions.js index 65ab97da8..078044e5d 100644 --- a/Projects/Foundations/UI/Function-Libraries/TradingSessionFunctions.js +++ b/Projects/Algorithmic-Trading/UI/Function-Libraries/TradingSessionFunctions.js @@ -1,4 +1,4 @@ -function newFoundationsFunctionLibraryTradingSessionFunctions() { +function newAlgorithmicTradingFunctionLibraryTradingSessionFunctions() { let thisObject = { syncronizeSessionWithBackEnd: syncronizeSessionWithBackEnd, runSession: runSession, diff --git a/Projects/ProjectsSchema.json b/Projects/ProjectsSchema.json index ad82ce894..64528cb9e 100644 --- a/Projects/ProjectsSchema.json +++ b/Projects/ProjectsSchema.json @@ -71,11 +71,6 @@ "propertyName": "taskFunctions", "functionName": "newFoundationsFunctionLibraryTaskFunctions" }, - { - "name": "Trading Session Functions", - "propertyName": "tradingSessionFunctions", - "functionName": "newFoundationsFunctionLibraryTradingSessionFunctions" - }, { "name": "Learning Session Functions", "propertyName": "learningSessionFunctions", @@ -509,21 +504,6 @@ } ], "botModules": [ - { - "name": "Single Market Trading Bot", - "propertyName": "singleMarketTradingBot", - "functionName": "newFoundationsBotModulesSingleMarketTradingBot", - "fileName": "SingleMarketTradingBot.js", - "folderName": "Trading-Bot", - "botType": "Trading Bot" - }, - { - "name": "Trading Session", - "propertyName": "tradingSession", - "functionName": "newFoundationsBotModulesTradingSession", - "fileName": "TradingSession.js", - "folderName": "Trading-Bot" - }, { "name": "Social Bots", "propertyName": "socialBots", @@ -552,125 +532,6 @@ "fileName": "SlackBot.js", "folderName": "Trading-Bot/Announcements" }, - { - "name": "Trading Process", - "propertyName": "tradingProcess", - "functionName": "newFoundationsBotModulesTradingProcess", - "fileName": "TradingProcess.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Engine", - "propertyName": "tradingEngine", - "functionName": "newFoundationsBotModulesTradingEngine", - "fileName": "TradingEngine.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Output", - "propertyName": "tradingOutput", - "functionName": "newFoundationsBotModulesTradingOutput", - "fileName": "TradingOutput.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Simulation", - "propertyName": "tradingSimulation", - "functionName": "newFoundationsBotModulesTradingSimulation", - "fileName": "TradingSimulation.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Episode", - "propertyName": "tradingEpisode", - "functionName": "newFoundationsBotModulesTradingEpisode", - "fileName": "TradingEpisode.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Records", - "propertyName": "tradingRecords", - "functionName": "newFoundationsBotModulesTradingRecords", - "fileName": "TradingRecords.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading System", - "propertyName": "tradingSystem", - "functionName": "newFoundationsBotModulesTradingSystem", - "fileName": "TradingSystem.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Stages", - "propertyName": "tradingStages", - "functionName": "newFoundationsBotModulesTradingStages", - "fileName": "TradingStages.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Strategy", - "propertyName": "tradingStrategy", - "functionName": "newFoundationsBotModulesTradingStrategy", - "fileName": "TradingStrategy.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Execution", - "propertyName": "tradingExecution", - "functionName": "newFoundationsBotModulesTradingExecution", - "fileName": "TradingExecution.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Position", - "propertyName": "tradingPosition", - "functionName": "newFoundationsBotModulesTradingPosition", - "fileName": "TradingPosition.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Announcements", - "propertyName": "announcements", - "functionName": "newFoundationsBotModulesAnnouncements", - "fileName": "Announcements.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Snapshots", - "propertyName": "snapshots", - "functionName": "newFoundationsBotModulesSnapshots", - "fileName": "Snapshots.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Trading Orders", - "propertyName": "tradingOrders", - "functionName": "newFoundationsBotModulesTradingOrders", - "fileName": "TradingOrders.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Orders Simulations", - "propertyName": "ordersSimulations", - "functionName": "newFoundationsBotModulesOrdersSimulations", - "fileName": "OrdersSimulations.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Orders Calculations", - "propertyName": "ordersCalculations", - "functionName": "newFoundationsBotModulesOrdersCalculations", - "fileName": "OrdersCalculations.js", - "folderName": "Trading-Bot/Low-Frequency-Trading" - }, - { - "name": "Exchange API", - "propertyName": "exchangeAPI", - "functionName": "newFoundationsBotModulesExchangeAPI", - "fileName": "ExchangeAPI.js", - "folderName": "Trading-Bot/Low-Frequency-Trading/APIs" - }, { "name": "Single Market Learning Bot", "propertyName": "singleMarketLearningBot", @@ -790,18 +651,14 @@ ] }, "plugins": [ - "Trading Mines", "Learning Mines", - "Trading Systems", "Learning Systems", - "Trading Engines", "Learning Engines", "Tutorials", "API Maps" ], "tasks": [ - "Learning Tasks", - "Trading Tasks" + "Learning Tasks" ] }, { @@ -935,6 +792,165 @@ "Data Tasks" ] }, + { + "name": "Algorithmic-Trading", + "propertyName": "algorithmicTrading", + "UI": { + "functionLibraries": [ + { + "name": "Trading Session Functions", + "propertyName": "tradingSessionFunctions", + "functionName": "newAlgorithmicTradingFunctionLibraryTradingSessionFunctions" + } + ] + }, + "TS": { + "botModules": [ + { + "name": "Single Market Trading Bot", + "propertyName": "singleMarketTradingBot", + "functionName": "newAlgorithmicTradingBotModulesSingleMarketTradingBot", + "fileName": "SingleMarketTradingBot.js", + "folderName": "Trading-Bot", + "botType": "Trading Bot" + }, + { + "name": "Trading Session", + "propertyName": "tradingSession", + "functionName": "newAlgorithmicTradingBotModulesTradingSession", + "fileName": "TradingSession.js", + "folderName": "Trading-Bot" + }, + { + "name": "Trading Process", + "propertyName": "tradingProcess", + "functionName": "newAlgorithmicTradingBotModulesTradingProcess", + "fileName": "TradingProcess.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Engine", + "propertyName": "tradingEngine", + "functionName": "newAlgorithmicTradingBotModulesTradingEngine", + "fileName": "TradingEngine.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Output", + "propertyName": "tradingOutput", + "functionName": "newAlgorithmicTradingBotModulesTradingOutput", + "fileName": "TradingOutput.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Simulation", + "propertyName": "tradingSimulation", + "functionName": "newAlgorithmicTradingBotModulesTradingSimulation", + "fileName": "TradingSimulation.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Episode", + "propertyName": "tradingEpisode", + "functionName": "newAlgorithmicTradingBotModulesTradingEpisode", + "fileName": "TradingEpisode.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Records", + "propertyName": "tradingRecords", + "functionName": "newAlgorithmicTradingBotModulesTradingRecords", + "fileName": "TradingRecords.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading System", + "propertyName": "tradingSystem", + "functionName": "newAlgorithmicTradingBotModulesTradingSystem", + "fileName": "TradingSystem.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Stages", + "propertyName": "tradingStages", + "functionName": "newAlgorithmicTradingBotModulesTradingStages", + "fileName": "TradingStages.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Strategy", + "propertyName": "tradingStrategy", + "functionName": "newAlgorithmicTradingBotModulesTradingStrategy", + "fileName": "TradingStrategy.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Execution", + "propertyName": "tradingExecution", + "functionName": "newAlgorithmicTradingBotModulesTradingExecution", + "fileName": "TradingExecution.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Position", + "propertyName": "tradingPosition", + "functionName": "newAlgorithmicTradingBotModulesTradingPosition", + "fileName": "TradingPosition.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Announcements", + "propertyName": "announcements", + "functionName": "newAlgorithmicTradingBotModulesAnnouncements", + "fileName": "Announcements.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Snapshots", + "propertyName": "snapshots", + "functionName": "newAlgorithmicTradingBotModulesSnapshots", + "fileName": "Snapshots.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Trading Orders", + "propertyName": "tradingOrders", + "functionName": "newAlgorithmicTradingBotModulesTradingOrders", + "fileName": "TradingOrders.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Orders Simulations", + "propertyName": "ordersSimulations", + "functionName": "newAlgorithmicTradingBotModulesOrdersSimulations", + "fileName": "OrdersSimulations.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Orders Calculations", + "propertyName": "ordersCalculations", + "functionName": "newAlgorithmicTradingBotModulesOrdersCalculations", + "fileName": "OrdersCalculations.js", + "folderName": "Trading-Bot/Low-Frequency-Trading" + }, + { + "name": "Exchange API", + "propertyName": "exchangeAPI", + "functionName": "newAlgorithmicTradingBotModulesExchangeAPI", + "fileName": "ExchangeAPI.js", + "folderName": "Trading-Bot/Low-Frequency-Trading/APIs" + } + ] + }, + "plugins": [ + "Trading Mines", + "Trading Systems", + "Trading Engines" + ], + "tasks": [ + "Trading Tasks" + ] + }, { "name": "Community-Plugins", "propertyName": "communityPlugins",