diff --git a/.vs/AAOlivia/v15/.suo b/.vs/AAOlivia/v15/.suo
index e07628367..d52bf3b94 100644
Binary files a/.vs/AAOlivia/v15/.suo and b/.vs/AAOlivia/v15/.suo differ
diff --git a/12-hs-Market/Interval Executor.js b/12-hs-Market/Interval Executor.js
new file mode 100644
index 000000000..c21c761ff
--- /dev/null
+++ b/12-hs-Market/Interval Executor.js
@@ -0,0 +1,169 @@
+exports.newIntervalExecutor = function newIntervalExecutor(BOT) {
+
+ let bot = BOT;
+ const ROOT_DIR = '../';
+
+ const INTERVAL_LAPSE = 10 * 1000;
+
+ const MODULE_NAME = "Interval Executor";
+ const LOG_INFO = true;
+
+ const INTERVAL_MODULE = require('./Interval');
+
+ const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
+ const logger = DEBUG_MODULE.newDebugLog();
+ logger.fileName = MODULE_NAME;
+ logger.bot = bot;
+
+ const INTERVAL_MAX_LOOPS = -1; // -1 for infinite loop.
+
+ poloniexHoleFixing = {
+ initialize: initialize,
+ start: start
+ };
+
+ const SHUTDOWN_EVENT = require(ROOT_DIR + 'Azure Web Job Shutdown');
+ let shutdownEvent = SHUTDOWN_EVENT.newShutdownEvent(bot);
+
+ const UTILITIES = require(ROOT_DIR + 'Utilities');
+ let utilities = UTILITIES.newUtilities(bot);
+
+ let year;
+ let month;
+
+ return poloniexHoleFixing;
+
+ function initialize(yearAssigend, monthAssigned, callBackFunction) {
+
+ try {
+
+ year = yearAssigend;
+ month = monthAssigned;
+
+ month = utilities.pad(month, 2); // Adding a left zero when needed.
+
+ logger.fileName = MODULE_NAME + "-" + year + "-" + month;
+
+ const logText = "[INFO] initialize - Entering function 'initialize' " + " @ " + year + "-" + month;
+ console.log(logText);
+ logger.write(logText);
+
+ callBackFunction();
+
+ } catch (err) {
+
+ const logText = "[ERROR] initialize - ' ERROR : " + err.message;
+ console.log(logText);
+ logger.write(logText);
+
+ }
+ }
+
+
+ function start() {
+
+ try {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] Entering function 'start', with year = " + year + " and month = " + month);
+ }
+
+ let intervalId;
+
+ if (INTERVAL_MAX_LOOPS === 0) {
+
+ intervalId = setInterval(startNewInterval, INTERVAL_LAPSE);
+
+ }
+
+ let intervalLoopCounter = 0;
+
+ startNewInterval(); // First, inmadiate run.
+
+ function startNewInterval() {
+
+ try {
+
+ if (LOG_INFO === true) {
+
+ if (INTERVAL_MAX_LOOPS !== 0) {
+
+ logger.write("[INFO] Entering function 'startNewInterval', next execution inmediately after the current Interval finishes.");
+
+ } else {
+
+ logger.write("[INFO] Entering function 'startNewInterval', next execution in " + INTERVAL_LAPSE / 1000 / 60 + " minutes.");
+
+ }
+
+ }
+
+
+ if (shutdownEvent.isShuttingDown() === false) {
+
+ let fileProcessingInterval = INTERVAL_MODULE.newInterval(bot);
+
+ fileProcessingInterval.initialize(year, month, onReadyToStart);
+
+ function onReadyToStart() {
+
+ fileProcessingInterval.start(loopControl);
+
+ }
+
+ }
+ else {
+
+ clearInterval(intervalId);
+
+ const logText = "[INFO] requestNewData - Terminating Set Interval - About to exit gracefully the process. ";
+ console.log(logText);
+ logger.write(logText);
+
+ }
+
+ }
+ catch (err) {
+ const logText = "[ERROR] 'startNewInterval' - ERROR : " + err.message;
+ logger.write(logText);
+ }
+ }
+
+ function loopControl(moreIntervalExecutionsNeeded) {
+
+ if (moreIntervalExecutionsNeeded === true) {
+
+ intervalLoopCounter++;
+
+ if (intervalLoopCounter === INTERVAL_MAX_LOOPS) {
+
+ const logText = "[WARN] 'INTERVAL_MAX_LOOPS' reached. Stopping execution. ";
+ logger.write(logText);
+
+ } else {
+
+ const logText = "[WARN] 'loopControl'. Staring new Interval. ";
+ logger.write(logText);
+
+ setTimeout(startNewInterval, INTERVAL_LAPSE);// Looped Execution.
+
+ }
+
+ } else {
+
+ logger.write("[WARN] Received the signal from last Interval execution to not call it anymore. Stopping execution. ");
+
+ }
+
+ }
+
+ }
+ catch (err) {
+ const logText = "[ERROR] 'Start' - ERROR : " + err.message;
+ logger.write(logText);
+ }
+ }
+};
+
+
+
diff --git a/12-hs-Market/Interval.js b/12-hs-Market/Interval.js
new file mode 100644
index 000000000..d2faa9009
--- /dev/null
+++ b/12-hs-Market/Interval.js
@@ -0,0 +1,895 @@
+exports.newInterval = function newInterval(BOT) {
+
+ let bot = BOT;
+ const ROOT_DIR = '../';
+ const GMT_SECONDS = ':00.000 GMT+0000';
+ const GMT_MILI_SECONDS = '.000 GMT+0000';
+ const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
+
+ const MODULE_NAME = "Interval";
+ const LOG_INFO = true;
+
+ const EXCHANGE_NAME = "Poloniex";
+ const EXCHANGE_ID = 1;
+
+ const TRADES_FOLDER_NAME = "Trades";
+
+ const CANDLES_FOLDER_NAME = "Candles";
+ const CANDLES_ONE_MIN = "One-Min";
+
+ const VOLUMES_FOLDER_NAME = "Volumes";
+ const VOLUMES_ONE_MIN = "One-Min";
+
+ const GO_RANDOM = false;
+ const FORCE_MARKET = 2; // This allows to debug the execution of an specific market. Not intended for production.
+
+ const MARKETS_MODULE = require(ROOT_DIR + 'Markets');
+
+ const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
+ const logger = DEBUG_MODULE.newDebugLog();
+ logger.fileName = MODULE_NAME;
+ logger.bot = bot;
+
+ interval = {
+ initialize: initialize,
+ start: start
+ };
+
+ let markets;
+
+ const AZURE_FILE_STORAGE = require(ROOT_DIR + 'Azure File Storage');
+ let charlyAzureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
+ let bruceAzureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
+ let oliviaAzureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
+
+ const UTILITIES = require(ROOT_DIR + 'Utilities');
+ let utilities = UTILITIES.newUtilities(bot);
+
+ let year;
+ let month;
+
+ return interval;
+
+ function initialize(yearAssigend, monthAssigned, callBackFunction) {
+
+ try {
+
+ year = yearAssigend;
+ month = monthAssigned;
+
+ month = utilities.pad(month, 2); // Adding a left zero when needed.
+
+ logger.fileName = MODULE_NAME + "-" + year + "-" + month;
+
+ const logText = "[INFO] initialize - Entering function 'initialize' " + " @ " + year + "-" + month;
+ console.log(logText);
+ logger.write(logText);
+
+ charlyAzureFileStorage.initialize("Charly");
+ bruceAzureFileStorage.initialize("Bruce");
+ oliviaAzureFileStorage.initialize("Olivia");
+
+ markets = MARKETS_MODULE.newMarkets(bot);
+ markets.initialize(callBackFunction);
+
+
+ } catch (err) {
+
+ const logText = "[ERROR] initialize - ' ERROR : " + err.message;
+ console.log(logText);
+ logger.write(logText);
+
+ }
+ }
+
+/*
+
+This process is going to do the following:
+
+Read the candles and volumes from Bruce and produce a single Index File for each market with daily candles and volumes.
+
+*/
+
+ function start(callBackFunction) {
+
+ try {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] Entering function 'start', with year = " + year + " and month = " + month);
+ }
+
+ let processDate = new Date(year + "-" + month + "-1 00:00:00.000 GMT+0000");
+
+ let lastMinuteOfMonth = new Date(year + "-" + month + "-1 00:00:00.000 GMT+0000");
+
+ lastMinuteOfMonth.setUTCMonth(lastMinuteOfMonth.getUTCMonth() + 1); // First we go 1 month into the future.
+ lastMinuteOfMonth.setUTCSeconds(lastMinuteOfMonth.getUTCSeconds() - 30); // Then we go back 30 seconds, or to the last minute of the original month.
+
+ let thisDatetime = new Date();
+
+ if ((year === thisDatetime.getUTCFullYear() && parseInt(month) > thisDatetime.getUTCMonth() + 1) || year > thisDatetime.getUTCFullYear()) {
+
+ logger.write("[INFO] We are too far in the future. Interval will not execute. Sorry.");
+ return;
+
+ }
+
+ let atHeadOfMarket; // This tell us if we are at the month which includes the head of the market according to current datetime.
+
+ if ((year === thisDatetime.getUTCFullYear() && parseInt(month) === thisDatetime.getUTCMonth() + 1)) {
+
+ atHeadOfMarket = true;
+
+ } else {
+
+ atHeadOfMarket = false;
+
+ }
+
+ let nextIntervalExecution = false; // This tell weather the Interval module will be executed again or not. By default it will not unless some hole have been found in the current execution.
+
+ let marketQueue; // This is the queue of all markets to be procesesd at each interval.
+ let market = { // This is the current market being processed after removing it from the queue.
+ id: 0,
+ assetA: "",
+ assetB: ""
+ };
+
+ let lastCandleFile; // Datetime of the last file included on the Index File.
+ let firstTradeFile; // Datetime of the first trade file in the whole market history.
+ let maxCandleFile; // Datetime of the last file available to be included in the Index File.
+
+ marketsLoop();
+
+ /*
+
+ At every run, the process needs to loop through all the markets at this exchange.
+ The following functions marketsLoop(), openMarket(), closeMarket() and closeAndOpenMarket() controls the serialization of this processing.
+
+ */
+
+ function marketsLoop() {
+
+ try {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] Entering function 'marketsLoop'");
+ }
+
+ markets.getMarketsByExchange(EXCHANGE_ID, onMarketsReady);
+
+ function onMarketsReady(marketsArray) {
+
+ marketQueue = JSON.parse(marketsArray);
+
+ openMarket(); // First execution and entering into the real loop.
+
+ }
+ }
+ catch (err) {
+ const logText = "[ERROR] 'marketsLoop' - ERROR : " + err.message;
+ logger.write(logText);
+ }
+ }
+
+ function openMarket() {
+
+ // To open a Market means picking a new market from the queue.
+
+ try {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] Entering function 'openMarket'");
+ }
+
+
+ if (marketQueue.length === 0) {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] 'openMarket' - marketQueue.length === 0");
+ }
+
+ const logText = "[WARN] We processed all the markets.";
+ logger.write(logText);
+
+ callBackFunction(nextIntervalExecution);
+
+ return;
+ }
+
+ if (GO_RANDOM === true) {
+ const index = parseInt(Math.random() * (marketQueue.length - 1));
+
+ market.id = marketQueue[index][0];
+ market.assetA = marketQueue[index][1];
+ market.assetB = marketQueue[index][2];
+ market.status = marketQueue[index][3];
+
+ marketQueue.splice(index, 1);
+ } else {
+ let marketRecord = marketQueue.shift();
+
+ market.id = marketRecord[0];
+ market.assetA = marketRecord[1];
+ market.assetB = marketRecord[2];
+ market.status = marketRecord[3];
+
+ if (FORCE_MARKET > 0) {
+ if (FORCE_MARKET !== market.id) {
+ closeAndOpenMarket();
+ return;
+ }
+ }
+ }
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] 'openMarket' - marketQueue.length = " + marketQueue.length);
+ logger.write("[INFO] 'openMarket' - market sucessfully opened : " + market.assetA + "_" + market.assetB);
+ }
+
+ if (market.status === markets.ENABLED) {
+
+ getStatusReport();
+
+ } else {
+
+ logger.write("[INFO] 'openMarket' - market " + market.assetA + "_" + market.assetB + " skipped because its status is not valid. Status = " + market.status);
+ closeAndOpenMarket();
+ return;
+
+ }
+
+
+ }
+ catch (err) {
+ const logText = "[ERROR] 'openMarket' - ERROR : " + err.message;
+ logger.write(logText);
+ closeMarket();
+ }
+ }
+
+ function closeMarket() {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] Entering function 'closeMarket'");
+ }
+
+ }
+
+ function closeAndOpenMarket() {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] Entering function 'closeAndOpenMarket'");
+ }
+
+ openMarket();
+ }
+
+ /*
+
+ The following code executes for each market.
+
+ */
+
+ function getStatusReport() {
+
+ try {
+
+ let reportFilePath;
+ let fileName = "Status.Report." + market.assetA + '_' + market.assetB + ".json"
+
+ getHistoricTrades();
+
+ function getHistoricTrades() {
+
+ /*
+
+ We need to know where is the begining of the market, since that will help us know where the Index Files should start.
+
+ */
+
+ reportFilePath = EXCHANGE_NAME + "/Processes/" + "Historic-Trades";
+
+ charlyAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
+
+ function onStatusReportReceived(text) {
+
+ let statusReport;
+
+ try {
+
+ statusReport = JSON.parse(text);
+
+ firstTradeFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + statusReport.lastFile.hours + ":" + statusReport.lastFile.minutes + GMT_SECONDS);
+
+ getOneMinDailyCandlesVolumes();
+
+ } catch (err) {
+
+ const logText = "[INFO] 'getStatusReport' - Failed to read main Historic Trades Status Report for market " + market.assetA + '_' + market.assetB + " . Skipping it. ";
+ logger.write(logText);
+
+ closeAndOpenMarket();
+ }
+ }
+ }
+
+ function getOneMinDailyCandlesVolumes() {
+
+ /* If the process run and was interrupted, there should be a status report that allows us to resume execution. */
+
+ reportFilePath = EXCHANGE_NAME + "/Processes/" + "One-Min-Daily-Candles-Volumes" + "/" + year + "/" + month;
+
+ bruceAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
+
+ function onStatusReportReceived(text) {
+
+ let statusReport;
+
+ try {
+
+ statusReport = JSON.parse(text);
+
+ maxCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
+
+ getThisProcessReport();
+
+ } catch (err) {
+
+ /*
+
+ It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
+ to the last day of the previous month.
+
+ */
+
+ lastCandleFile = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS);
+ findLastCandleCloseValue();
+
+ }
+ }
+ }
+
+ function getThisProcessReport() {
+
+ /* If the process run and was interrupted, there should be a status report that allows us to resume execution. */
+
+ reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
+
+ oliviaAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
+
+ function onStatusReportReceived(text) {
+
+ let statusReport;
+
+ try {
+
+ statusReport = JSON.parse(text);
+
+ lastCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
+
+ findPreviousContent();
+
+ } catch (err) {
+
+ /*
+
+ It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
+ to the begining of the market.
+
+ */
+
+ lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
+
+ lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
+
+ buildCandles();
+
+ }
+ }
+ }
+
+ }
+ catch (err) {
+ const logText = "[ERROR] 'getStatusReport' - ERROR : " + err.message;
+ logger.write(logText);
+ closeMarket();
+ }
+ }
+
+ function findPreviousContent() {
+
+ try {
+
+ let previousCandles;
+ let previousVolumes;
+
+ getCandles();
+
+ function getCandles() {
+
+ let fileName = '' + market.assetA + '_' + market.assetB + '.json';
+
+ let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME;
+
+ oliviaAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
+
+ function onFileReceived(text) {
+
+ let candlesFile;
+
+ try {
+
+ candlesFile = JSON.parse(text);
+
+ previousCandles = candlesFile;
+
+ getVolumes();
+
+ } catch (err) {
+
+ const logText = "[ERR] 'findPreviousContent' - Empty or corrupt candle file found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
+ logger.write(logText);
+
+ closeAndOpenMarket();
+ }
+ }
+ }
+
+ function getVolumes() {
+
+ let fileName = '' + market.assetA + '_' + market.assetB + '.json';
+
+ let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME;
+
+ oliviaAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
+
+ function onFileReceived(text) {
+
+ let volumesFile;
+
+ try {
+
+ volumesFile = JSON.parse(text);
+
+ previousVolumes = volumesFile;
+
+ buildCandles(previousCandles, previousVolumes);
+
+ } catch (err) {
+
+ const logText = "[ERR] 'findPreviousContent' - Empty or corrupt volume file found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
+ logger.write(logText);
+
+ closeAndOpenMarket();
+ }
+ }
+ }
+ }
+ catch (err) {
+ const logText = "[ERROR] 'findPreviousContent' - ERROR : " + err.message;
+ logger.write(logText);
+ closeMarket();
+ }
+
+ }
+
+ function buildCandles(previousCandles, previousVolumes) {
+
+ /*
+
+ Here we are going to scan the candle and volume files to generate daily candles in only one Index File.
+
+ */
+
+ let indexCandles = [];
+ let indexVolumes = [];
+
+ try {
+
+ if (previousCandles !== undefined) {
+
+ for (let i = 0; i < previousCandles.length; i++) {
+
+ let candle = {
+ open: previousCandles[i][2],
+ close: previousCandles[i][3],
+ min: previousCandles[i][0],
+ max: previousCandles[i][1],
+ begin: previousCandles[i][4],
+ end: previousCandles[i][5]
+ };
+
+ indexCandles.push(candle);
+ }
+
+ }
+
+ if (previousVolumes !== undefined) {
+
+ for (let i = 0; i < previousVolumes.length; i++) {
+
+ let volume = {
+ begin: previousVolumes[i][2],
+ end: previousVolumes[i][3],
+ buy: previousVolumes[i][0],
+ sell: previousVolumes[i][1]
+ };
+
+ indexVolumes.push(volume);
+ }
+
+ }
+
+ advanceTime();
+
+ function advanceTime() {
+
+ lastCandleFile = new Date(lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS);
+
+ const logText = "[INFO] New processing time @ " + lastCandleFile.getUTCFullYear() + "/" + (lastCandleFile.getUTCMonth() + 1) + "/" + lastCandleFile.getUTCDate() + ".";
+ console.log(logText);
+ logger.write(logText);
+
+ /* Validation that we are not going past the head of the market. */
+
+ if (lastCandleFile.valueOf() > maxCandleFile.valueOf()) {
+
+ const logText = "[INFO] 'buildCandles' - Head of the market found @ " + lastCandleFile.getUTCFullYear() + "/" + (lastCandleFile.getUTCMonth() + 1) + "/" + lastCandleFile.getUTCDate() + ".";
+ logger.write(logText);
+
+ closeAndOpenMarket();
+
+ return;
+
+ }
+
+ nextCandleFile();
+
+ }
+
+ function nextCandleFile() {
+
+ let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
+ let fileName = market.assetA + '_' + market.assetB + ".json"
+ let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath;
+
+ bruceAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
+
+ function onFileReceived(text) {
+
+ let candlesFile;
+
+ try {
+
+ candlesFile = JSON.parse(text);
+
+ } catch (err) {
+
+ const logText = "[ERR] 'buildCandles' - Empty or corrupt candle file found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
+ logger.write(logText);
+
+ closeAndOpenMarket();
+
+ return;
+ }
+
+ let indexCandle = {
+ open: 0,
+ close: 0,
+ min: 0,
+ max: 0,
+ begin: 0,
+ end: 0
+ };
+
+ if (candlesFile.length > 0) {
+
+ indexCandle.open = candlesFile[0][2];
+ indexCandle.close = candlesFile[candlesFile.length - 1][3];
+
+ indexCandle.min = candlesFile[0][0];
+ indexCandle.max = candlesFile[0][1];
+
+ indexCandle.begin = candlesFile[0][4];
+ indexCandle.end = candlesFile[candlesFile.length - 1][5];
+
+ } else {
+
+ const logText = "[ERR] 'buildCandles' - No candles found at file " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
+ logger.write(logText);
+
+ closeAndOpenMarket();
+
+ return;
+
+ }
+
+ for (let i = 0; i < candlesFile.length; i++) {
+
+ let candle = {
+ open: candlesFile[i][2],
+ close: candlesFile[i][3],
+ min: candlesFile[i][0],
+ max: candlesFile[i][1],
+ begin: candlesFile[i][4],
+ end: candlesFile[i][5]
+ };
+
+ if (candle.min < indexCandle.min) {
+
+ indexCandle.min = candle.min;
+
+ }
+
+ if (candle.max > indexCandle.max) {
+
+ indexCandle.max = candle.max;
+
+ }
+
+ }
+
+ indexCandles.push(indexCandle);
+
+ nextVolumeFile();
+
+ }
+ }
+
+ function nextVolumeFile() {
+
+ let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
+ let fileName = market.assetA + '_' + market.assetB + ".json"
+ let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
+
+ bruceAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
+
+ function onFileReceived(text) {
+
+ let volumesFile;
+
+ try {
+
+ volumesFile = JSON.parse(text);
+
+ } catch (err) {
+
+ const logText = "[ERR] 'buildCandles' - Empty or corrupt candle file found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
+ logger.write(logText);
+
+ closeAndOpenMarket();
+
+ return;
+ }
+
+ let indexVolume = {
+ buy: 0,
+ sell: 0,
+ begin: 0,
+ end: 0
+ };
+
+ if (volumesFile.length > 0) {
+
+ indexVolume.begin = volumesFile[0][2];
+ indexVolume.end = volumesFile[volumesFile.length - 1][3];
+
+ } else {
+
+ const logText = "[ERR] 'buildCandles' - No volumes found at file " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
+ logger.write(logText);
+
+ closeAndOpenMarket();
+
+ return;
+
+ }
+
+ for (let i = 0; i < volumesFile.length; i++) {
+
+ let volume = {
+ buy: volumesFile[i][0],
+ sell: volumesFile[i][1],
+ begin: volumesFile[i][2],
+ end: volumesFile[i][3]
+ };
+
+ indexVolume.buy = indexVolume.buy + volume.buy;
+ indexVolume.sell = indexVolume.sell + volume.sell;
+
+ }
+
+ indexVolumes.push(indexVolume);
+
+ writeFiles(lastCandleFile, indexCandles, indexVolumes, advanceTime);
+ }
+ }
+ }
+
+ catch (err) {
+ const logText = "[ERROR] 'buildCandles' - ERROR : " + err.message;
+ logger.write(logText);
+ closeMarket();
+ }
+
+ }
+
+ function writeFiles(date, candles, volumes, callBack) {
+
+ /*
+
+ Here we will write the contents of the Candles and Volumens files.
+
+ */
+
+ try {
+
+ writeCandles();
+
+ function writeCandles() {
+
+ let separator = "";
+ let fileRecordCounter = 0;
+
+ let fileContent = "";
+
+ for (i = 0; i < candles.length; i++) {
+
+ let candle = candles[i];
+
+ fileContent = fileContent + separator + '[' + candles[i].min + "," + candles[i].max + "," + candles[i].open + "," + candles[i].close + "," + candles[i].begin + "," + candles[i].end + "]";
+
+ if (separator === "") { separator = ","; }
+
+ fileRecordCounter++;
+
+ }
+
+ fileContent = "[" + fileContent + "]";
+
+ let fileName = '' + market.assetA + '_' + market.assetB + '.json';
+
+ let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process;
+
+ utilities.createFolderIfNeeded(filePath, oliviaAzureFileStorage, onFolderCreated);
+
+ function onFolderCreated() {
+
+ oliviaAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
+
+ function onFileCreated() {
+
+ const logText = "[WARN] Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
+ console.log(logText);
+ logger.write(logText);
+
+ writeVolumes();
+ }
+ }
+
+ }
+
+ function writeVolumes() {
+
+ let separator = "";
+ let fileRecordCounter = 0;
+
+ let fileContent = "";
+
+ for (i = 0; i < volumes.length; i++) {
+
+ let candle = volumes[i];
+
+ fileContent = fileContent + separator + '[' + volumes[i].buy + "," + volumes[i].sell + "," + volumes[i].begin + "," + volumes[i].end + "]";
+
+ if (separator === "") { separator = ","; }
+
+ fileRecordCounter++;
+
+ }
+
+ fileContent = "[" + fileContent + "]";
+
+ let fileName = '' + market.assetA + '_' + market.assetB + '.json';
+
+ let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process;
+
+ utilities.createFolderIfNeeded(filePath, oliviaAzureFileStorage, onFolderCreated);
+
+ function onFolderCreated() {
+
+ oliviaAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
+
+ function onFileCreated() {
+
+ const logText = "[WARN] Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
+ console.log(logText);
+ logger.write(logText);
+
+ writeReport();
+ }
+ }
+ }
+
+ function writeReport() {
+
+ writeStatusReport(date, onStatusReportWritten);
+
+ function onStatusReportWritten() {
+
+ callBack();
+
+ }
+ }
+ }
+
+ catch (err) {
+ const logText = "[ERROR] 'writeFiles' - ERROR : " + err.message;
+ logger.write(logText);
+ closeMarket();
+ }
+ }
+
+ function writeStatusReport(lastFileDate, callBack) {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] Entering function 'writeStatusReport'");
+ }
+
+ try {
+
+ let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
+
+ utilities.createFolderIfNeeded(reportFilePath, oliviaAzureFileStorage, onFolderCreated);
+
+ function onFolderCreated() {
+
+ try {
+
+ let fileName = "Status.Report." + market.assetA + '_' + market.assetB + ".json";
+
+ let report = {
+ lastFile: {
+ year: lastFileDate.getUTCFullYear(),
+ month: (lastFileDate.getUTCMonth() + 1),
+ days: lastFileDate.getUTCDate()
+ }
+ };
+
+ let fileContent = JSON.stringify(report);
+
+ oliviaAzureFileStorage.createTextFile(reportFilePath, fileName, fileContent + '\n', onFileCreated);
+
+ function onFileCreated() {
+
+ if (LOG_INFO === true) {
+ logger.write("[INFO] 'writeStatusReport' - Content written: " + fileContent);
+ }
+
+ callBack();
+ }
+ }
+ catch (err) {
+ const logText = "[ERROR] 'writeStatusReport - onFolderCreated' - ERROR : " + err.message;
+ logger.write(logText);
+ closeMarket();
+ }
+ }
+
+ }
+ catch (err) {
+ const logText = "[ERROR] 'writeStatusReport' - ERROR : " + err.message;
+ logger.write(logText);
+ closeMarket();
+ }
+
+ }
+
+ }
+ catch (err) {
+ const logText = "[ERROR] 'Start' - ERROR : " + err.message;
+ logger.write(logText);
+ }
+ }
+};
diff --git a/12-hs-Market/run.js b/12-hs-Market/run.js
new file mode 100644
index 000000000..d738e466b
--- /dev/null
+++ b/12-hs-Market/run.js
@@ -0,0 +1,97 @@
+
+let bot = {
+ name: "Olivia",
+ process: "12-hs-Market",
+ type: "Indicator",
+ version: "1.0.0",
+ devTeam: "AA Masters"
+};
+
+const ROOT_DIR = '../';
+
+const MODULE_NAME = "run";
+
+const START_ALL_MONTHS = false;
+const START_ONE_MONTH = true;
+
+const INTERVAL_EXECUTOR_MODULE = require('./Interval Executor');
+
+const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
+const logger = DEBUG_MODULE.newDebugLog();
+logger.fileName = MODULE_NAME;
+logger.bot = bot;
+
+process.on('uncaughtException', function (err) {
+ logger.write('uncaughtException - ' + err.message);
+});
+
+
+process.on('unhandledRejection', (reason, p) => {
+ logger.write("Unhandled Rejection at: Promise " + JSON.stringify(p) + " reason: " + reason);
+});
+
+
+process.on('exit', function (code) {
+ logger.write('About to exit with code:' + code);
+});
+
+
+try {
+ if (START_ALL_MONTHS === true) {
+
+ for (let year = 2018; year > 2014; year--) {
+
+ for (let month = 12; month > 0; month--) {
+
+ let timeDelay = Math.random() * 10 * 1000; // We introduce a short delay so as to not overload the machine.
+
+ setTimeout(startProcess, timeDelay);
+
+ function startProcess() {
+
+ const newIntervalExecutor = INTERVAL_EXECUTOR_MODULE.newIntervalExecutor(bot);
+
+ newIntervalExecutor.initialize(year, month, onInitializeReady);
+
+ function onInitializeReady() {
+
+ newIntervalExecutor.start();
+
+ }
+
+ }
+
+ }
+
+ }
+
+ }
+
+
+ if (START_ONE_MONTH === true) {
+
+ startProcess();
+
+ function startProcess() {
+
+ const newIntervalExecutor = INTERVAL_EXECUTOR_MODULE.newIntervalExecutor(bot);
+
+ let month = 2;
+ let year = 2018;
+
+ newIntervalExecutor.initialize(year, month, onInitializeReady);
+
+ function onInitializeReady() {
+
+ newIntervalExecutor.start();
+
+ }
+ }
+ }
+
+
+} catch (err) {
+ console.log(err.message);
+ logger.write(err.message);
+}
+
diff --git a/24-hs-Market/Interval.js b/24-hs-Market/Interval.js
index d2faa9009..15bc63d5a 100644
--- a/24-hs-Market/Interval.js
+++ b/24-hs-Market/Interval.js
@@ -482,8 +482,8 @@ Read the candles and volumes from Bruce and produce a single Index File for each
*/
- let indexCandles = [];
- let indexVolumes = [];
+ let outputCandles = [];
+ let outputVolumes = [];
try {
@@ -500,7 +500,7 @@ Read the candles and volumes from Bruce and produce a single Index File for each
end: previousCandles[i][5]
};
- indexCandles.push(candle);
+ outputCandles.push(candle);
}
}
@@ -516,7 +516,7 @@ Read the candles and volumes from Bruce and produce a single Index File for each
sell: previousVolumes[i][1]
};
- indexVolumes.push(volume);
+ outputVolumes.push(volume);
}
}
@@ -574,7 +574,7 @@ Read the candles and volumes from Bruce and produce a single Index File for each
return;
}
- let indexCandle = {
+ let outputCandle = {
open: 0,
close: 0,
min: 0,
@@ -585,14 +585,14 @@ Read the candles and volumes from Bruce and produce a single Index File for each
if (candlesFile.length > 0) {
- indexCandle.open = candlesFile[0][2];
- indexCandle.close = candlesFile[candlesFile.length - 1][3];
+ outputCandle.open = candlesFile[0][2];
+ outputCandle.close = candlesFile[candlesFile.length - 1][3];
- indexCandle.min = candlesFile[0][0];
- indexCandle.max = candlesFile[0][1];
+ outputCandle.min = candlesFile[0][0];
+ outputCandle.max = candlesFile[0][1];
- indexCandle.begin = candlesFile[0][4];
- indexCandle.end = candlesFile[candlesFile.length - 1][5];
+ outputCandle.begin = candlesFile[0][4];
+ outputCandle.end = candlesFile[candlesFile.length - 1][5];
} else {
@@ -616,21 +616,21 @@ Read the candles and volumes from Bruce and produce a single Index File for each
end: candlesFile[i][5]
};
- if (candle.min < indexCandle.min) {
+ if (candle.min < outputCandle.min) {
- indexCandle.min = candle.min;
+ outputCandle.min = candle.min;
}
- if (candle.max > indexCandle.max) {
+ if (candle.max > outputCandle.max) {
- indexCandle.max = candle.max;
+ outputCandle.max = candle.max;
}
}
- indexCandles.push(indexCandle);
+ outputCandles.push(outputCandle);
nextVolumeFile();
@@ -663,7 +663,7 @@ Read the candles and volumes from Bruce and produce a single Index File for each
return;
}
- let indexVolume = {
+ let outputVolume = {
buy: 0,
sell: 0,
begin: 0,
@@ -672,8 +672,8 @@ Read the candles and volumes from Bruce and produce a single Index File for each
if (volumesFile.length > 0) {
- indexVolume.begin = volumesFile[0][2];
- indexVolume.end = volumesFile[volumesFile.length - 1][3];
+ outputVolume.begin = volumesFile[0][2];
+ outputVolume.end = volumesFile[volumesFile.length - 1][3];
} else {
@@ -695,14 +695,14 @@ Read the candles and volumes from Bruce and produce a single Index File for each
end: volumesFile[i][3]
};
- indexVolume.buy = indexVolume.buy + volume.buy;
- indexVolume.sell = indexVolume.sell + volume.sell;
+ outputVolume.buy = outputVolume.buy + volume.buy;
+ outputVolume.sell = outputVolume.sell + volume.sell;
}
- indexVolumes.push(indexVolume);
+ outputVolumes.push(outputVolume);
- writeFiles(lastCandleFile, indexCandles, indexVolumes, advanceTime);
+ writeFiles(lastCandleFile, outputCandles, outputVolumes, advanceTime);
}
}
}
diff --git a/AAOlivia.njsproj b/AAOlivia.njsproj
index ad403231d..8a19c26f1 100644
--- a/AAOlivia.njsproj
+++ b/AAOlivia.njsproj
@@ -6,8 +6,8 @@
{aa2901bc-8f81-40f0-a402-5ca79a3f22ad}
ShowAllFiles
- 24-hs-Market\run.js
- c:\users\luis\source\repos\AAOlivia\24-hs-Market
+ 12-hs-Market\run.js
+ c:\users\luis\source\repos\AAOlivia\12-hs-Market
.
{3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}
14.0
@@ -19,6 +19,9 @@
+
+
+
@@ -28,18 +31,15 @@
-
-
-
+
-