From 1db7fdefea2dda37cc3a94167cdbb8a48ff876c6 Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Sun, 17 Mar 2019 09:16:20 +0100 Subject: [PATCH] Multi Period Daily Implemented --- Multi-Period-Daily/User.Bot.js | 1288 +++++-------------------------- Multi-Period-Market/User.Bot.js | 2 +- 2 files changed, 188 insertions(+), 1102 deletions(-) diff --git a/Multi-Period-Daily/User.Bot.js b/Multi-Period-Daily/User.Bot.js index 5e94c9d31..f1ca93728 100644 --- a/Multi-Period-Daily/User.Bot.js +++ b/Multi-Period-Daily/User.Bot.js @@ -1,20 +1,14 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) { const FULL_LOG = true; - const INTENSIVE_LOG = false; const LOG_FILE_CONTENT = false; - const GMT_SECONDS = ':00.000 GMT+0000'; - const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000; - const MODULE_NAME = "User Bot"; const EXCHANGE_NAME = "Poloniex"; - const TRADES_FOLDER_NAME = "Trades"; - - const CANDLES_FOLDER_NAME = "Bands"; - const SIMULATED_TRADES_FOLDER_NAME = "Trading-Simulation"; + const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation"; + const CONDITIONS_FOLDER_NAME = "Simulation-Conditions"; const commons = COMMONS.newCommons(bot, logger, UTILITIES); @@ -23,16 +17,14 @@ start: start }; - let chrisStorage = BLOB_STORAGE.newBlobStorage(bot, logger); + let utilities = UTILITIES.newCloudUtilities(bot, logger); let jasonStorage = BLOB_STORAGE.newBlobStorage(bot, logger); - let utilities = UTILITIES.newCloudUtilities(bot, logger); - - let statusDependencies; + let dataDependencies; return thisObject; - function initialize(pStatusDependencies, pMonth, pYear, callBackFunction) { + function initialize(pDataDependencies, callBackFunction) { try { @@ -41,1165 +33,259 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); } - statusDependencies = pStatusDependencies; + dataDependencies = pDataDependencies; - commons.initializeStorage(chrisStorage, jasonStorage, onInizialized); + jasonStorage.initialize(bot.devTeam, onStorageInizialized); - function onInizialized(err) { + function onStorageInizialized(err) { if (err.result === global.DEFAULT_OK_RESPONSE.result) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> onInizialized -> Initialization Succeed."); } callBackFunction(global.DEFAULT_OK_RESPONSE); } else { - logger.write(MODULE_NAME, "[ERROR] initialize -> onInizialized -> err = " + err.message); + logger.write(MODULE_NAME, "[ERROR] initializeStorage -> onStorageInizialized -> err = " + err.message); callBackFunction(err); } } - } catch (err) { logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.message); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } - function start(callBackFunction) { + function start(dataFiles, outputPeriod, timePeriod, currentDate, callBackFunction) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); } let market = global.MARKET; + let dataFile; - /* Context Variables */ + let recordsArray = []; + let conditionsArray = []; - let contextVariables = { - lastTradeFile: undefined, // Datetime of the last file files sucessfully produced by this process. - firstTradeFile: undefined, // Datetime of the first trade file in the whole market history. - maxTradeFile: undefined // Datetime of the last file available to be used as an input of this process. - }; + let simulationLogic = {}; + commons.initializeData(); - let previousDay; // Holds the date of the previous day relative to the processing date. - let processDate; // Holds the processing date. + for (let i = 0; i < dataDependencies.config.length; i++) { - getContextVariables(); + let dependency = dataDependencies.config[i]; + dataFile = dataFiles[i]; - function getContextVariables() { + switch (i) { - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); } - - let thisReport; - let reportKey; - let statusReport; - - /* We look first for Charly in order to get when the market starts. */ - - reportKey = "AAMasters" + "-" + "AACharly" + "-" + "Poloniex-Historic-Trades" + "-" + "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; + case 0: { + commons.buildLRC(dataFile); + break; } - - 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; + case 1: { + commons.buildPercentageBandwidthMap(dataFile); + break; } - - 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; + case 2: { + commons.buildBollingerBandsMap(dataFile); + break; } - - contextVariables.firstTradeFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + thisReport.lastFile.hours + ":" + thisReport.lastFile.minutes + GMT_SECONDS); - - /* Second, we get the report from Chris, to know when the marted ends. */ - - reportKey = "AAMasters" + "-" + "AAChris" + "-" + "Multi-Period-Daily" + "-" + "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; + case 3: { + commons.buildBollingerChannelsArray(dataFile); + break; } - - 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; + case 4: { + commons.buildBollingerSubChannelsArray(dataFile); + break; } - - 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; + case 5: { + commons.buildCandles(dataFile); + break; } - - contextVariables.maxTradeFile = new Date(thisReport.lastFile.valueOf()); - - /* Finally we get our own Status Report. */ - - reportKey = "AAMasters" + "-" + "AAJason" + "-" + "Multi-Period-Daily" + "-" + "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) { - - contextVariables.lastTradeFile = new Date(thisReport.lastFile); - - /* - The trades objects needs to be calculated over more than one day in some situations. In order to simplify the calculations we will - always load the last 2 days of bands, and run the calculations on that array. - - 1. So first we will load the bands file of processDay -1. - 2. Secondly we will load the bands file of processDay. - - After reading these two files we will add all bands to a unique array. - */ - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile !== undefined"); } - - buildTrades(); - return; - - } else { - - /* - In the case when there is no status report, we take the date of the file with the first trades as the begining of the market. Then we will - go one day further in time, so that the previous day does fine a file at the begining of the market. - */ - - contextVariables.lastTradeFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); - contextVariables.lastTradeFile = new Date(contextVariables.lastTradeFile.valueOf() + ONE_DAY_IN_MILISECONDS); - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile === undefined"); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> contextVariables.lastTradeFile = " + contextVariables.lastTradeFile); } - - buildTrades(); - return; - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.message); - 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 buildTrades() { + commons.runSimulation( + recordsArray, + conditionsArray, + simulationLogic, + outputPeriod, + writeRecordsFile) + + function writeRecordsFile() { try { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> Entering function."); } + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> Entering function."); } - let n; - processDate = new Date(contextVariables.lastTradeFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well when we advance time at the begining of the loop. - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> processDate = " + processDate); } + let separator = ""; + let fileRecordCounter = 0; - advanceTime(); + let fileContent = ""; - function advanceTime() { + for (let i = 0; i < recordsArray.length; i++) { - try { + let record = recordsArray[i]; - logger.newInternalLoop(bot.codeName, bot.process); + /* Will only add to the file the records of the current day */ - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> advanceTime -> Entering function."); } + if (record.begin < currentDate.valueOf()) { continue; } - processDate = new Date(processDate.valueOf() + ONE_DAY_IN_MILISECONDS); - previousDay = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS); + fileContent = fileContent + separator + '[' + + record.begin + "," + + record.end + "," + + record.type + "," + + record.rate + "," + + record.amount + "," + + record.balanceA + "," + + record.balanceB + "," + + record.profit + "," + + record.lastProfit + "," + + record.stopLoss + "," + + record.roundtrips + "," + + record.hits + "," + + record.fails + "," + + record.hitRatio + "," + + record.ROI + "," + + record.periods + "," + + record.days + "," + + record.anualizedRateOfReturn + "," + + record.sellRate + "," + + record.lastProfitPercent + "," + + record.strategy + "," + + record.strategyPhase + "," + + record.buyOrder + "," + + record.stopLossPhase + "," + + record.buyOrderPhase + "]"; - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> advanceTime -> processDate = " + processDate); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> advanceTime -> previousDay = " + previousDay); } + if (separator === "") { separator = ","; } - /* Validation that we are not going past the head of the market. */ + fileRecordCounter++; - if (processDate.valueOf() > contextVariables.maxTradeFile.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 -> buildTrades -> advanceTime -> " + logText); } - - callBackFunction(global.DEFAULT_OK_RESPONSE); - return; - - } - - periodsLoop(); - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildTrades -> advanceTime -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } } - function periodsLoop() { + fileContent = "[" + fileContent + "]"; - try { + let fileName = '' + market.assetA + '_' + market.assetB + '.json'; - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> periodsLoop -> Entering function."); } - - /* - - We will iterate through all posible timePeriods. - - */ - - n = 0 // loop Variable representing each possible period as defined at the periods array. - - loopBody(); - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildTrades -> periodsLoop -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function loopBody() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> loopBody -> Entering function."); } - - const timePeriod = global.dailyFilePeriods[n][1]; - - let marketFile; - - let LRCMap = new Map(); - let percentageBandwidthMap = new Map(); - let bollingerBandsMap = new Map(); - let bollingerChannelsArray = []; - let bollingerSubChannelsArray = []; - - let candles = []; - let recordsArray = []; - let conditionsArray = []; - let simulationLogic = {}; - - nextLRC(); - - function nextLRC() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextLRC -> Entering function."); } - - let dateForPath = fileDate.getUTCFullYear() + '/' + utilities.pad(fileDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(fileDate.getUTCDate(), 2); - let fileName = market.assetA + '_' + market.assetB + ".json" - - let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + CANDLE_STAIRS_FOLDER_NAME + '/' + "Multi-Period-Daily" + "/" + timePeriod + "/" + dateForPath; - - - - let fileName = market.assetA + '_' + market.assetB + ".json"; - - let filePathRoot = "AAVikings" + "/" + "AAGauss" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + LRC_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; - - gaussStorage.getTextFile(filePath, fileName, onFileReceived, true); - - function onFileReceived(err, text) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextLRC -> onFileReceived -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextLRC -> onFileReceived -> text = " + text); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextLRC -> onFileReceived -> err = " + err.message); - callBackFunction(err); - return; - - } - - marketFile = JSON.parse(text); - - buildLRC(); - - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextLRC -> onFileReceived -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextLRC -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildLRC() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildLRC -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < marketFile.length; i++) { - - let LRC = { - begin: marketFile[i][0], - end: marketFile[i][1], - _15: marketFile[i][2], - _30: marketFile[i][3], - _60: marketFile[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; - } - - nextPercentageBandwidth(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildLRC -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function nextPercentageBandwidth() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> Entering function."); } - - let fileName = market.assetA + '_' + market.assetB + ".json"; - - let filePathRoot = bot.devTeam + "/" + "AAChris" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + PERCENTAGE_BANDWIDTH_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; - - chrisStorage.getTextFile(filePath, fileName, onFileReceived, true); - - function onFileReceived(err, text) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> onFileReceived -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> onFileReceived -> text = " + text); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> onFileReceived -> err = " + err.message); - callBackFunction(err); - return; - - } - - marketFile = JSON.parse(text); - - buildPercentageBandwidthMap(); - - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> onFileReceived -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildPercentageBandwidthMap() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildPercentageBandwidthMap -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < marketFile.length; i++) { - - let percentageBandwidth = { - begin: marketFile[i][0], - end: marketFile[i][1], - value: marketFile[i][2], - movingAverage: marketFile[i][3], - bandwidth: marketFile[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; - } - - nextBollingerBands(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildPercentageBandwidthMap -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function nextBollingerBands() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerBands -> Entering function."); } - - let fileName = market.assetA + '_' + market.assetB + ".json"; - - let filePathRoot = bot.devTeam + "/" + "AAChris" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + BOLLINGER_BANDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; - - chrisStorage.getTextFile(filePath, fileName, onFileReceived, true); - - function onFileReceived(err, text) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerBands -> onFileReceived -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerBands -> onFileReceived -> text = " + text); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerBands -> onFileReceived -> err = " + err.message); - callBackFunction(err); - return; - - } - - marketFile = JSON.parse(text); - - buildBollingerBandsMap(); - - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerBands -> onFileReceived -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerBands -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildBollingerBandsMap() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildBollingerBandsMap -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < marketFile.length; i++) { - - let bollingerBand = { - begin: marketFile[i][0], - end: marketFile[i][1], - movingAverage: marketFile[i][2], - standardDeviation: marketFile[i][3], - deviation: marketFile[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; - } - - nextBollingerChannels(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildBollingerBandsMap -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function nextBollingerChannels() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> Entering function."); } - - let fileName = market.assetA + '_' + market.assetB + ".json"; - - let filePathRoot = bot.devTeam + "/" + "AAPaula" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + BOLLINGER_CHANNELS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; - - chrisStorage.getTextFile(filePath, fileName, onFileReceived, true); - - function onFileReceived(err, text) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> text = " + text); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> err = " + err.message); - callBackFunction(err); - return; - - } - - marketFile = JSON.parse(text); - - buildBollingerChannelsArray(); - - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildBollingerChannelsArray() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildBollingerChannelsArray -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < marketFile.length; i++) { - - let bollingerChannel = { - begin: marketFile[i][0], - end: marketFile[i][1], - direction: marketFile[i][2], - period: marketFile[i][3], - firstMovingAverage: marketFile[i][4], - lastMovingAverage: marketFile[i][5], - firstDeviation: marketFile[i][6], - lastDeviation: marketFile[i][7] - }; - - bollingerChannel.previous = previous; - - bollingerChannelsArray.push(bollingerChannel); - - previous = bollingerChannel; - } - - nextBollingerSubChannels(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildBollingerChannelsArray -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function nextBollingerSubChannels() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> Entering function."); } - - let fileName = market.assetA + '_' + market.assetB + ".json"; - - let filePathRoot = bot.devTeam + "/" + "AAPaula" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + BOLLINGER_SUB_CHANNELS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; - - chrisStorage.getTextFile(filePath, fileName, onFileReceived, true); - - function onFileReceived(err, text) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> text = " + text); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> err = " + err.message); - callBackFunction(err); - return; - - } - - marketFile = JSON.parse(text); - - buildBollingerSubChannelsArray(); - - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildBollingerSubChannelsArray() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildBollingerSubChannelsArray -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < marketFile.length; i++) { - - let bollingerSubChannel = { - begin: marketFile[i][0], - end: marketFile[i][1], - direction: marketFile[i][2], - slope: marketFile[i][3], - period: marketFile[i][4], - firstMovingAverage: marketFile[i][5], - lastMovingAverage: marketFile[i][6], - firstDeviation: marketFile[i][7], - lastDeviation: marketFile[i][8] - }; - - bollingerSubChannel.previous = previous; - - bollingerSubChannelsArray.push(bollingerSubChannel); - - previous = bollingerSubChannel; - } - - nextCandlesFile(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildBollingerSubChannelsArray -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function nextCandlesFile() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextCandlesFile -> Entering function."); } - - let fileName = market.assetA + '_' + market.assetB + ".json"; - - let filePathRoot = bot.devTeam + "/" + "AAOlivia" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; - - oliviaStorage.getTextFile(filePath, fileName, onFileReceived, true); - - function onFileReceived(err, text) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextCandlesFile -> onFileReceived -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextCandlesFile -> onFileReceived -> text = " + text); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextCandlesFile -> onFileReceived -> err = " + err.message); - callBackFunction(err); - return; - - } - - marketFile = JSON.parse(text); - - buildCandles(); - - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextCandlesFile -> onFileReceived -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextCandlesFile -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function buildCandles() { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildCandles -> Entering function."); } - - try { - - let previous; - - for (let i = 0; i < marketFile.length; i++) { - - let candle = { - open: undefined, - close: undefined, - min: 10000000000000, - max: 0, - begin: undefined, - end: undefined, - direction: undefined - }; - - candle.min = marketFile[i][0]; - candle.max = marketFile[i][1]; - - candle.open = marketFile[i][2]; - candle.close = marketFile[i][3]; - - candle.begin = marketFile[i][4]; - candle.end = marketFile[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; - } - - commons.runSimulation( - candles, - bollingerBandsMap, - percentageBandwidthMap, - LRCMap, - bollingerChannelsArray, - bollingerSubChannelsArray, - recordsArray, - conditionsArray, - simulationLogic, - outputPeriod, - writeRecordsFile) - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildCandles -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function writeRecordsFile() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeRecordsFile -> Entering function."); } - - let separator = ""; - let fileRecordCounter = 0; - - let fileContent = ""; - - for (let i = 0; i < recordsArray.length; i++) { - - let record = recordsArray[i]; - - fileContent = fileContent + separator + '[' + - record.begin + "," + - record.end + "," + - record.type + "," + - record.rate + "," + - record.amount + "," + - record.balanceA + "," + - record.balanceB + "," + - record.profit + "," + - record.lastProfit + "," + - record.stopLoss + "," + - record.roundtrips + "," + - record.hits + "," + - record.fails + "," + - record.hitRatio + "," + - record.ROI + "," + - record.periods + "," + - record.days + "," + - record.anualizedRateOfReturn + "," + - record.sellRate + "," + - record.lastProfitPercent + "," + - record.strategy + "," + - record.strategyPhase + "," + - record.buyOrder + "," + - record.stopLossPhase + "," + - record.buyOrderPhase + "]"; - - if (separator === "") { separator = ","; } - - fileRecordCounter++; - - } - - fileContent = "[" + fileContent + "]"; - - let fileName = '' + market.assetA + '_' + market.assetB + '.json'; - - let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; - - jasonStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated); - - function onFileCreated(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> err = " + err.message); - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> filePath = " + filePath); - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB); - - callBackFunction(err); - return; - - } - - writeConditionsFile(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function writeConditionsFile() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> Entering function."); } - - let separator = ""; - let fileRecordCounter = 0; - - let fileContent = ""; - - for (let i = 0; i < conditionsArray.length; i++) { - - let record = conditionsArray[i]; - - let conditions = ""; - let conditionsSeparator = ""; - - for (let j = 0; j < record.length - 1; j++) { - conditions = conditions + conditionsSeparator + record[j]; - if (conditionsSeparator === "") { conditionsSeparator = ","; } - } - - conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of condition values. - - fileContent = fileContent + separator + '[' + conditions + ']'; - - if (separator === "") { separator = ","; } - - fileRecordCounter++; - - } - - fileContent = "[" + fileContent + "]"; - fileContent = "[" + JSON.stringify(simulationLogic) + "," + fileContent + "]"; - let fileName = '' + market.assetA + '_' + market.assetB + '.json'; - - let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; - let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; - - jasonStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated); - - function onFileCreated(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> Entering function."); } - if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> err = " + err.message); - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> filePath = " + filePath); - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB); - - callBackFunction(err); - return; - - } - - controlLoop(); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - - - - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildTrades -> periodsLoop -> loopBody -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function controlLoop() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> controlLoop -> Entering function."); } - - n++; - - if (n < global.dailyFilePeriods.length) { - - loopBody(); - - } else { - - n = 0; - - writeDataRanges(onWritten); - - function onWritten(err) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildTrades -> controlLoop -> onWritten -> Entering function."); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - logger.write(MODULE_NAME, "[ERROR] start -> buildTrades -> controlLoop -> onWritten -> err = " + err.message); - callBackFunction(err); - return; - } - - writeStatusReport(processDate, advanceTime); - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildTrades -> periodsLoop -> controlLoop -> onWritten -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildTrades -> periodsLoop -> controlLoop -> err = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> buildTrades -> err.message = " + err.message); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - - function writeDataRanges(callBack) { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); } - - writeDataRange(contextVariables.firstTradeFile, processDate, SIMULATED_TRADES_FOLDER_NAME, onTradesTradesDataRangeWritten); - - function onTradesTradesDataRangeWritten(err) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onTradesTradesDataRangeWritten -> err = " + err.message); - callBack(err); - return; - } - - callBack(global.DEFAULT_OK_RESPONSE); - - } - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeDataRanges -> err = " + err.message); - 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 + "/" + bot.process; - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> fileName = " + fileName); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> filePath = " + filePath); } + let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; + let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; jasonStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated); function onFileCreated(err) { - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Entering function."); } + 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.message); + 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(); - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFileCreated -> err = " + err.message); - callBack(err); - return; } - - if (LOG_FILE_CONTENT === true) { - logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent); + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.message); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); } - - callBack(global.DEFAULT_OK_RESPONSE); } } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> err = " + err.message); - callBack(global.DEFAULT_FAIL_RESPONSE); - } - } - - function writeStatusReport(lastFileDate, callBack) { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); } - - try { - - let reportKey = "AAMasters" + "-" + "AAJason" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1"; - let thisReport = statusDependencies.statusReports.get(reportKey); - - thisReport.file.lastExecution = bot.processDatetime; - thisReport.file.lastFile = lastFileDate; - thisReport.save(callBack); - - } - catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.message); + logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.message); 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]; + + let conditions = ""; + let conditionsSeparator = ""; + + /* Will only add to the file the records of the current day */ + + if (record.begin < currentDate.valueOf()) { continue; } + + for (let j = 0; j < record.length - 1; j++) { + conditions = conditions + conditionsSeparator + record[j]; + if (conditionsSeparator === "") { conditionsSeparator = ","; } + } + + conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of condition values. + + fileContent = fileContent + separator + '[' + conditions + ']'; + + if (separator === "") { separator = ","; } + + fileRecordCounter++; + + } + + fileContent = "[" + fileContent + "]"; + fileContent = "[" + JSON.stringify(simulationLogic) + "," + fileContent + "]"; + let fileName = '' + market.assetA + '_' + market.assetB + '.json'; + + let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion; + let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod; + + jasonStorage.createTextFile(filePath, fileName, 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.message); + 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; + + } + + callBackFunction(global.DEFAULT_OK_RESPONSE); + + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.message); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } + catch (err) { + logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.message); + callBackFunction(global.DEFAULT_FAIL_RESPONSE); + } + } + } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> err.message = " + err.message); + logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.message); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } diff --git a/Multi-Period-Market/User.Bot.js b/Multi-Period-Market/User.Bot.js index b8e8f8b02..0b7c78a56 100644 --- a/Multi-Period-Market/User.Bot.js +++ b/Multi-Period-Market/User.Bot.js @@ -24,7 +24,7 @@ return thisObject; - function initialize(pDataDependencies, pMonth, pYear, callBackFunction) { + function initialize(pDataDependencies, callBackFunction) { try {