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from minutes to days

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This commit is contained in:
Luis Fernando Molina committed 2020-02-25 08:32:44 +01:00
1 parent cfa36e19d6
commit 252e729de0
1 file changed
+23 -23
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Historic-OHLCV/User.Bot.js
+23 -23
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@@ -6,7 +6,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
const GMT_SECONDS = ':00.000 GMT+0000';
const GMT_MILI_SECONDS = '.000 GMT+0000';
const MODULE_NAME = "User Bot";
const TRADES_FOLDER_NAME = "OHLCVs";
const OHLCVs_FOLDER_NAME = "OHLCVs";
thisObject = {
initialize: initialize,
@@ -16,8 +16,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
let utilities = UTILITIES.newCloudUtilities(bot, logger)
let statusDependencies
const ONE_MINUTE = 60000
const MAX_TRADES_PER_EXECUTION = 100000
const ONE_DAY = 60000 * 24
const MAX_OHLCVs_PER_EXECUTION = 100000
const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset
const ccxt = require('ccxt')
@@ -248,7 +248,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
if (
OHLCVs.length < limit - 1 ||
global.STOP_TASK_GRACEFULLY === true ||
allOHLCVs.length >= MAX_TRADES_PER_EXECUTION
allOHLCVs.length >= MAX_OHLCVs_PER_EXECUTION
) {
break
}
@@ -265,8 +265,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
try {
let fileContent = '['
let previousRecordMinute = Math.trunc((initialProcessTimestamp - ONE_MINUTE) / ONE_MINUTE)
let currentRecordMinute
let previousRecordDay = Math.trunc((initialProcessTimestamp - ONE_DAY) / ONE_DAY)
let currentRecordDay
let needSeparator = false
let error
let separator
@@ -301,13 +301,13 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
}
/* Saving the OHLCVs in Files*/
currentRecordMinute = Math.trunc(OHLCV.timestamp / ONE_MINUTE)
currentRecordDay = Math.trunc(OHLCV.timestamp / ONE_DAY)
if (
currentRecordMinute !== previousRecordMinute
currentRecordDay !== previousRecordDay
) {
/* There are no more OHLCVs at this minute or it is the last OHLCV, so we save the file.*/
saveFile(previousRecordMinute)
saveFile(previousRecordDay)
}
if (needSeparator === false) {
@@ -322,12 +322,12 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
if (i === allOHLCVs.length - 1) {
/* This is the last OHLCV, so we save the file.*/
saveFile(currentRecordMinute)
saveFile(currentRecordDay)
/* It might happen that there are several minutes after the last OHLCV without OHLCVs. We need to record empty files for them.*/
if (allOHLCVs.length < MAX_TRADES_PER_EXECUTION) {
let currentTimeMinute = Math.trunc((new Date()).valueOf() / ONE_MINUTE)
if (currentTimeMinute - currentRecordMinute > 1) {
createMissingEmptyFiles(currentRecordMinute, currentTimeMinute)
if (allOHLCVs.length < MAX_OHLCVs_PER_EXECUTION) {
let currentTimeDay = Math.trunc((new Date()).valueOf() / ONE_DAY)
if (currentTimeDay - currentRecordDay > 1) {
createMissingEmptyFiles(currentRecordDay, currentTimeDay)
}
}
@@ -336,7 +336,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
return
}
previousRecordMinute = currentRecordMinute
previousRecordDay = currentRecordDay
if (error) {
callBackFunction(error);
return;
@@ -346,13 +346,13 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
}
function saveFile(minute) {
fileContent = fileContent + ']'
if (currentRecordMinute - previousRecordMinute > 1) {
createMissingEmptyFiles(previousRecordMinute, currentRecordMinute)
if (currentRecordDay - previousRecordDay > 1) {
createMissingEmptyFiles(previousRecordDay, currentRecordDay)
}
let fileName = bot.market.baseAsset + '_' + bot.market.quotedAsset + '.json'
if (previousRecordMinute >= initialProcessTimestamp / ONE_MINUTE) {
if (previousRecordDay >= initialProcessTimestamp / ONE_DAY) {
filesToCreate++
fileStorage.createTextFile(getFilePath(minute * ONE_MINUTE) + '/' + fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(getFilePath(minute * ONE_DAY) + '/' + fileName, fileContent + '\n', onFileCreated);
}
fileContent = '['
needSeparator = false
@@ -367,13 +367,13 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
if ((end - begin) / 60 / 24 > 7) {
begin = end
beginingOfMarket = new Date(end * ONE_MINUTE)
beginingOfMarket = new Date(end * ONE_DAY)
}
for (let j = begin + 1; j < end; j++) {
let fileName = bot.market.baseAsset + '_' + bot.market.quotedAsset + '.json'
filesToCreate++
fileStorage.createTextFile(getFilePath(j * ONE_MINUTE) + '/' + fileName, "[]" + '\n', onFileCreated);
fileStorage.createTextFile(getFilePath(j * ONE_DAY) + '/' + fileName, "[]" + '\n', onFileCreated);
}
}
@@ -384,7 +384,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
return;
}
filesCreated++
lastFileSaved = new Date((currentRecordMinute * ONE_MINUTE))
lastFileSaved = new Date((currentRecordDay * ONE_DAY))
if (filesCreated === filesToCreate) {
controlLoop()
}
@@ -396,7 +396,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
utilities.pad(datetime.getUTCDate(), 2) + '/' +
utilities.pad(datetime.getUTCHours(), 2) + '/' +
utilities.pad(datetime.getUTCMinutes(), 2)
let filePath = bot.filePathRoot + "/Output/" + TRADES_FOLDER_NAME + '/' + dateForPath;
let filePath = bot.filePathRoot + "/Output/" + OHLCVs_FOLDER_NAME + '/' + dateForPath;
return filePath
}