From 29cb678de379d9256cc8dfc5ef014b5ae5836618 Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Tue, 21 Jul 2020 10:15:13 +0200 Subject: [PATCH] Debugging now --- LowFrequencyTrading/ExchangeAPI.js | 6 ++---- LowFrequencyTrading/TradingEngine.js | 6 ------ LowFrequencyTrading/TradingExecution.js | 10 +++++++++- LowFrequencyTrading/TradingSimulation.js | 4 ---- LowFrequencyTrading/TradingSystem.js | 19 ++++++------------- 5 files changed, 17 insertions(+), 28 deletions(-) diff --git a/LowFrequencyTrading/ExchangeAPI.js b/LowFrequencyTrading/ExchangeAPI.js index 7bcfd280a..8455fce3b 100644 --- a/LowFrequencyTrading/ExchangeAPI.js +++ b/LowFrequencyTrading/ExchangeAPI.js @@ -1,8 +1,6 @@ -exports.newExchangeAPI = function newExchangeAPI(logger, BOT) { +exports.newExchangeAPI = function newExchangeAPI(bot, logger) { let MODULE_NAME = "Exchange API"; - let LOG_INFO = true; - let bot = BOT let thisObject = { getOrder: getOrder, @@ -158,7 +156,7 @@ } function logInfo(message) { - if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] ' + message) } + logger.write(MODULE_NAME, '[INFO] ' + message) } function logError(message) { diff --git a/LowFrequencyTrading/TradingEngine.js b/LowFrequencyTrading/TradingEngine.js index c8e7e4fdd..e10bfe927 100644 --- a/LowFrequencyTrading/TradingEngine.js +++ b/LowFrequencyTrading/TradingEngine.js @@ -190,12 +190,6 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) { tradingEngine.current.distanceToEvent.createOrder.value++ } - if ( - tradingEngine.current.distanceToEvent.moveOrder.value > 0 - ) { - tradingEngine.current.distanceToEvent.moveOrder.value++ - } - if ( tradingEngine.current.distanceToEvent.cancelOrder.value > 0 ) { diff --git a/LowFrequencyTrading/TradingExecution.js b/LowFrequencyTrading/TradingExecution.js index 7d3813664..590613d32 100644 --- a/LowFrequencyTrading/TradingExecution.js +++ b/LowFrequencyTrading/TradingExecution.js @@ -1,4 +1,4 @@ -exports.newTradingExecution = function newTradingExecution(bot, logger) { +exports.newTradingExecution = function newTradingExecution(bot, logger, tradingEngineModule) { /* The Trading Execution modules manages the execution of orders against the exchanges. */ @@ -13,16 +13,24 @@ exports.newTradingExecution = function newTradingExecution(bot, logger) { let tradingEngine let tradingSystem + const EXCHANGE_API_MODULE = require('./ExchangeAPI.js') + let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(bot, logger) + return thisObject function initialize() { tradingSystem = bot.simulationState.tradingSystem tradingEngine = bot.simulationState.tradingEngine + + exchangeAPIModule.initialize() } function finalize() { tradingSystem = undefined tradingEngine = undefined + + exchangeAPIModule.finalize() + exchangeAPIModule = undefined } function checkExecution(executionNode, stageIsOpening, stageIsClosing, stageSizeLimit, stageOrdersSize, stageFilledSize) { diff --git a/LowFrequencyTrading/TradingSimulation.js b/LowFrequencyTrading/TradingSimulation.js index 98014e6fc..045f353d7 100644 --- a/LowFrequencyTrading/TradingSimulation.js +++ b/LowFrequencyTrading/TradingSimulation.js @@ -42,10 +42,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT const MAX_TAKE_PROFIT_VALUE = Number.MAX_SAFE_INTEGER /* These are the Modules we will need to run the Simulation */ - const EXCHANGE_API = require('../ExchangeAPI'); - exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, bot); - exchangeAPI.initialize(); - const TRADING_ENGINE_MODULE = require('./TradingEngine.js') let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger) tradingEngineModule.initialize() diff --git a/LowFrequencyTrading/TradingSystem.js b/LowFrequencyTrading/TradingSystem.js index 27c4ae05c..5ffdc50dd 100644 --- a/LowFrequencyTrading/TradingSystem.js +++ b/LowFrequencyTrading/TradingSystem.js @@ -23,27 +23,21 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM let tradingEngine let sessionParameters - tradingSystem.conditions = new Map() - tradingSystem.formulas = new Map() - - const EXCHANGE_API_MODULE = require('./ExchangeAPI.js') - let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(bot, logger) - const TRADING_STRATEGY_MODULE = require('./TradingStrategy.js') let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(bot, logger, tradingEngineModule) const TRADING_POSITION_MODULE = require('./TradingPosition.js') let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(bot, logger, tradingEngineModule) + const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js') + let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(bot, logger, tradingEngineModule) + const ANNOUNCEMENTS_MODULE = require('./Announcements.js') let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(bot, logger) const SNAPSHOTS_MODULE = require('./Snapshots.js') let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(bot, logger) - const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js') - let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(bot, logger) - return thisObject function initialize() { @@ -51,7 +45,9 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM tradingEngine = bot.simulationState.tradingEngine sessionParameters = bot.SESSION.parameters - exchangeAPIModule.initialize() + tradingSystem.conditions = new Map() + tradingSystem.formulas = new Map() + tradingStrategyModule.initialize() tradingPositionModule.initialize() announcementsModule.initialize() @@ -60,9 +56,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM } function finalize() { - exchangeAPIModule.finalize() - exchangeAPIModule = undefined - tradingStrategyModule.finalize() tradingStrategyModule = undefined