bot parameter removed from all files

This commit is contained in:
Luis Fernando Molina committed 2020-11-30 19:39:38 +01:00
1 parent 042241de0f
commit 28f4c56d56
49 files changed
+108 -128

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@@ -1,4 +1,4 @@
exports.newAnnouncements = function (processIndex, bot, logger) {
exports.newAnnouncements = function (processIndex, logger) {
const MODULE_NAME = 'Announcements'
@@ -1,4 +1,4 @@
exports.newExchangeAPI = function (processIndex, bot, logger) {
exports.newExchangeAPI = function (processIndex, logger) {
let MODULE_NAME = "Exchange API";
@@ -1,4 +1,4 @@
exports.newOrdersCalculations = function (processIndex, bot, logger) {
exports.newOrdersCalculations = function (processIndex, logger) {
/*
When we are live trading, we need to syncronize with the exchange.
*/
@@ -1,4 +1,4 @@
exports.newOrdersSimulations = function (processIndex, bot, logger) {
exports.newOrdersSimulations = function (processIndex, logger) {
/*
When we are backtesting or paper trading, we need to simulate what would have happened at the exchange.
*/
+1 -1
View File
@@ -1,4 +1,4 @@
exports.newSnapshots = function (processIndex, bot, logger) {
exports.newSnapshots = function (processIndex, logger) {
/*
This module encapsulates the snapshots functionality.
*/
@@ -1,4 +1,4 @@
exports.newTradingEngine = function (processIndex, bot, logger) {
exports.newTradingEngine = function (processIndex, logger) {
/*
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.
@@ -1,4 +1,4 @@
exports.newTradingEpisode = function (processIndex, bot, logger, tradingEngineModule) {
exports.newTradingEpisode = function (processIndex, logger, tradingEngineModule) {
/*
This module packages all functions related to Episodes.
*/
@@ -1,4 +1,4 @@
exports.newTradingExecution = function (processIndex, bot, logger, tradingEngineModule) {
exports.newTradingExecution = function (processIndex, logger, tradingEngineModule) {
/*
The Trading Execution modules manages the execution nodes and execution algoritms.
*/
@@ -17,7 +17,7 @@ exports.newTradingExecution = function (processIndex, bot, logger, tradingEngine
let sessionParameters
const TRADING_ORDERS_MODULE = require('./TradingOrders.js')
let tradingOrdersModule = TRADING_ORDERS_MODULE.newTradingOrders(processIndex, bot, logger, tradingEngineModule)
let tradingOrdersModule = TRADING_ORDERS_MODULE.newTradingOrders(processIndex, logger, tradingEngineModule)
return thisObject
@@ -1,4 +1,4 @@
exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineModule) {
exports.newTradingOrders = function (processIndex, logger, tradingEngineModule) {
/*
The Trading Orders modules manages the execution of orders against the exchanges.
*/
@@ -17,10 +17,10 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
let sessionParameters
const EXCHANGE_API_MODULE = require('./ExchangeAPI.js')
let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(processIndex, bot, logger)
let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(processIndex, logger)
const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex, bot, logger)
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex, logger)
return thisObject
@@ -572,7 +572,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
tradingEngineOrder.status.value = 'Closed'
/*
We must be carefull here not to overide an already defined exitType. It can happen
for instance that the order was cancellerd from the bot, but veryfing the cancellation
for instance that the order was cancellerd from the but veryfing the cancellation
was not possible because of a connection to the exchange problem. In that case
the exit type was defined but the order was kept open until the verification could be done.
*/
@@ -658,7 +658,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
const ORDERS_SIMULATIONS_MODULE = require('./OrdersSimulations.js')
let ordersSimulationsModule = ORDERS_SIMULATIONS_MODULE.newOrdersSimulations(processIndex, bot, logger)
let ordersSimulationsModule = ORDERS_SIMULATIONS_MODULE.newOrdersSimulations(processIndex, logger)
ordersSimulationsModule.initialize()
ordersSimulationsModule.actualSizeSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
@@ -690,7 +690,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
const ORDERS_CALCULATIONS_MODULE = require('./OrdersCalculations.js')
let ordersCalculationsModule = ORDERS_CALCULATIONS_MODULE.newOrdersCalculations(processIndex, bot, logger)
let ordersCalculationsModule = ORDERS_CALCULATIONS_MODULE.newOrdersCalculations(processIndex, logger)
ordersCalculationsModule.initialize()
await ordersCalculationsModule.actualSizeCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
@@ -1,4 +1,4 @@
exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineModule, UTILITIES, FILE_STORAGE) {
exports.newTradingOutput = function (processIndex, logger, tradingEngineModule, UTILITIES, FILE_STORAGE) {
/*
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.
@@ -38,7 +38,7 @@ exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineMod
/* Preparing everything for the Simulation */
const TRADING_SIMULATION = require('./TradingSimulation.js')
let tradingSimulation = TRADING_SIMULATION.newTradingSimulation(processIndex, bot, logger, tradingEngineModule, UTILITIES)
let tradingSimulation = TRADING_SIMULATION.newTradingSimulation(processIndex, logger, tradingEngineModule, UTILITIES)
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
let outputDatasetsMap = new Map()
@@ -1,4 +1,4 @@
exports.newTradingPosition = function (processIndex, bot, logger, tradingEngineModule) {
exports.newTradingPosition = function (processIndex, logger, tradingEngineModule) {
/*
This module packages all functions related to Positions.
*/
@@ -1,4 +1,4 @@
exports.newTradingProcess = function (processIndex, bot, logger, UTILITIES) {
exports.newTradingProcess = function (processIndex, logger, UTILITIES) {
/*
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.
@@ -24,10 +24,10 @@
let fileStorage = FILE_STORAGE.newFileStorage(logger);
const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(processIndex, bot, logger)
let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(processIndex, logger)
let TRADING_OUTPUT_MODULE = require("./TradingOutput")
let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, bot, logger, tradingEngineModule, UTILITIES, FILE_STORAGE)
let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, logger, tradingEngineModule, UTILITIES, FILE_STORAGE)
let processConfig;
@@ -550,7 +550,7 @@
function buildCharts(chart) {
const COMMONS = require('../Commons.js')
let commons = COMMONS.newCommons(bot, logger, UTILITIES, FILE_STORAGE)
let commons = COMMONS.newCommons(logger, UTILITIES, FILE_STORAGE)
let mainDependency = {}
@@ -1,4 +1,4 @@
exports.newTradingRecords = function (processIndex, bot, logger) {
exports.newTradingRecords = function (processIndex, logger) {
/*
This module facilitates the appending of records to the output of the process.
*/
@@ -1,4 +1,4 @@
exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngineModule, UTILITIES) {
exports.newTradingSimulation = function (processIndex, logger, tradingEngineModule, UTILITIES) {
/*
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.
@@ -11,7 +11,7 @@ exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngin
runSimulation: runSimulation
}
let utilities = UTILITIES.newCloudUtilities(bot, logger)
let utilities = UTILITIES.newCloudUtilities(logger)
return thisObject
@@ -35,15 +35,15 @@ exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngin
/* These are the Modules we will need to run the Simulation */
const TRADING_RECORDS_MODULE = require('./TradingRecords.js')
let tradingRecordsModule = TRADING_RECORDS_MODULE.newTradingRecords(processIndex, bot, logger)
let tradingRecordsModule = TRADING_RECORDS_MODULE.newTradingRecords(processIndex, logger)
tradingRecordsModule.initialize(outputDatasetsMap)
const TRADING_SYSTEM_MODULE = require('./TradingSystem.js')
let tradingSystemModule = TRADING_SYSTEM_MODULE.newTradingSystem(processIndex, bot, logger, tradingEngineModule)
let tradingSystemModule = TRADING_SYSTEM_MODULE.newTradingSystem(processIndex, logger, tradingEngineModule)
tradingSystemModule.initialize()
const TRADING_EPISODE_MODULE = require('./TradingEpisode.js')
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex, bot, logger, tradingEngineModule)
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex, logger, tradingEngineModule)
tradingEpisodeModule.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. */
@@ -1,4 +1,4 @@
exports.newTradingStages = function (processIndex, bot, logger, tradingEngineModule) {
exports.newTradingStages = function (processIndex, logger, tradingEngineModule) {
/*
This module packages all functions related to Stages.
*/
@@ -21,22 +21,22 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
}
const TRADING_STRATEGY_MODULE = require('./TradingStrategy.js')
let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(processIndex, bot, logger, tradingEngineModule)
let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(processIndex, logger, tradingEngineModule)
const TRADING_POSITION_MODULE = require('./TradingPosition.js')
let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(processIndex, bot, logger, tradingEngineModule)
let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(processIndex, logger, tradingEngineModule)
const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js')
let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(processIndex, bot, logger, tradingEngineModule)
let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(processIndex, logger, tradingEngineModule)
const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex, bot, logger)
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex, logger)
const SNAPSHOTS_MODULE = require('./Snapshots.js')
let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(processIndex, bot, logger)
let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(processIndex, logger)
const TRADING_EPISODE_MODULE = require('./TradingEpisode.js')
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex, bot, logger)
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex, logger)
let tradingEngine
let tradingSystem
@@ -1,4 +1,4 @@
exports.newTradingStrategy = function (processIndex, bot, logger, tradingEngineModule) {
exports.newTradingStrategy = function (processIndex, logger, tradingEngineModule) {
/*
This module packages all functions related to Strategies.
*/
@@ -1,4 +1,4 @@
exports.newTradingSystem = function (processIndex, bot, logger, tradingEngineModule) {
exports.newTradingSystem = function (processIndex, logger, tradingEngineModule) {
/*
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.
@@ -20,7 +20,7 @@ exports.newTradingSystem = function (processIndex, bot, logger, tradingEngineMod
let dynamicIndicators
const TRADING_STAGES_MODULE = require('./TradingStages.js')
let tradingStagesModule = TRADING_STAGES_MODULE.newTradingStages(processIndex, bot, logger, tradingEngineModule)
let tradingStagesModule = TRADING_STAGES_MODULE.newTradingStages(processIndex, logger, tradingEngineModule)
return thisObject