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Initial Candle calculation fixed

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Luis Fernando Molina committed 2021-01-16 11:42:15 +01:00
1 parent 50b48be76a
commit 278a6d71e5
1 file changed
+30 -5
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Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js
+30 -5
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@@ -55,13 +55,18 @@ exports.newSuperalgosBotModulesTradingSimulation = function (processIndex) {
if (
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true &&
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
/* Estimate Initial Candle based on the timeRage configured for the session. */
let firstEnd = candles[0].end
/* Estimate Initial Candle based on the timeRange configured for the session. */
let firstIndex
let firstEnd
sccanForInitialCandle()
let targetEnd = sessionParameters.timeRange.config.initialDatetime
let diff = targetEnd - firstEnd
let amount = diff / sessionParameters.timeFrame.config.value
initialCandle = Math.trunc(amount)
initialCandle = Math.trunc(amount) + firstIndex
if (initialCandle < 0) { initialCandle = 0 }
if (initialCandle > candles.length - 1) {
/*
@@ -73,8 +78,28 @@ exports.newSuperalgosBotModulesTradingSimulation = function (processIndex) {
'[IMPORTANT] runSimulation -> Data is not up-to-date enough. Stopping the Session now. ')
return
}
} else {
function sccanForInitialCandle() {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
/*
When processing daily files, the initialCandle can not be the first candle of the arrray,
since we receive the candles from both the initialDatetime and the previousDay. We also don't know
now if the previousDay is complete, so the only effective solution is to scan all the candles until
we find the first one that is begining at the initialDay.
*/
for (let i = 0; i < candles.length; i++) {
let candle = candles[i]
if (candle.begin >= sessionParameters.timeRange.config.initialDatetime) {
firstEnd = candle.end
firstIndex = i
}
}
} else {
firstEnd = candles[0].end
firstIndex = 0
}
}
} else {
/*
In this case we already have at the last candle index the next candle to be
processed. We will just continue with this candle.
@@ -545,7 +570,7 @@ exports.newSuperalgosBotModulesTradingSimulation = function (processIndex) {
return true
}
} catch (err) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
'[ERROR] runSimulation -> err = ' + err.stack)
throw (TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE)
}