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Backtests Tested and Running with events

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This commit is contained in:
Luis Fernando Molina committed 2019-09-12 10:07:30 +02:00
1 parent e8165368fd
commit 2a88a6da88
6 files changed
+501 -506
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IndicatorBotProcessMainLoop.js
+2 -10
View File
@@ -858,11 +858,7 @@
function checkLoopHealth(pLastLoop) {
let stop = false
if (process.env.STOP_GRACEFULLY !== undefined)
stop = JSON.parse(process.env.STOP_GRACEFULLY)
if (bot.enableCheckLoopHealth === false || stop === true) {
if (bot.enableCheckLoopHealth === false || global.STOP_TASK_GRACEFULLY === true) {
logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth);
@@ -898,11 +894,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> shallWeStop -> Entering function. "); }
let stop = false
if (process.env.STOP_GRACEFULLY !== undefined)
stop = JSON.parse(process.env.STOP_GRACEFULLY)
if (!stop) {
if (!global.STOP_TASK_GRACEFULLY) {
continueCallBack();
} else {
stopCallBack();
MultiPeriod.js
+53 -15
View File
@@ -326,14 +326,10 @@
let dependencyIndex = 0;
dataFiles = [];
let timePeriodFilter = global.EXECUTION_CONFIG.timePeriodFilter
if (timePeriodFilter !== undefined) {
if (timePeriodFilter.indexOf(outputPeriodLabel) > -1) {
currentTimePeriod = global.marketFilesPeriods[n][0];
currentOutputPeriodLabel = global.marketFilesPeriods[n][1];
}
if (global.DEFINITION.simulationParams.timePeriod === outputPeriodLabel) {
currentTimePeriod = global.marketFilesPeriods[n][0];
currentOutputPeriodLabel = global.marketFilesPeriods[n][1];
}
dependencyLoopBody();
function dependencyLoopBody() {
@@ -515,7 +511,7 @@
}
periodsLoop();
checkStopTaskGracefully();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> advanceTime -> err = " + err.stack);
@@ -523,6 +519,52 @@
}
}
function checkStopTaskGracefully() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> checkStopTaskGracefully -> Entering function."); }
/* Validation that we dont need to stop. */
if (global.STOP_TASK_GRACEFULLY === true) {
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
}
checkStopProcessing();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> checkStopTaskGracefully -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function checkStopProcessing() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> checkStopProcessing -> Entering function."); }
/* Validation that we dont need to stop. */
if (global.STOP_PROCESSING === true) {
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
}
periodsLoop();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> checkStopProcessing -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function periodsLoop() {
try {
@@ -568,17 +610,13 @@
}
}
let timePeriodFilter = global.EXECUTION_CONFIG.timePeriodFilter
if (timePeriodFilter !== undefined) {
if (timePeriodFilter.indexOf(outputPeriodLabel) > -1) {
currentTimePeriod = global.dailyFilePeriods[n][0];
currentOutputPeriodLabel = global.dailyFilePeriods[n][1];
}
if (global.DEFINITION.simulationParams.timePeriod === outputPeriodLabel) {
currentTimePeriod = global.dailyFilePeriods[n][0];
currentOutputPeriodLabel = global.dailyFilePeriods[n][1];
}
let dependencyIndex = 0;
dataFiles = [];
dependencyLoopBody();
function dependencyLoopBody() {
Root.js
+417 -412
View File
@@ -108,194 +108,226 @@
function start(processIndex) {
/* Now we will run according to what we see at the config file. */
try {
/* Small Function to fix numbers into strings in a cool way. */
/* Now we will run according to what we see at the config file. */
function pad(str, max) {
str = str.toString();
return str.length < max ? pad("0" + str, max) : str;
}
/* Small Function to fix numbers into strings in a cool way. */
/* Process Loops Declarations. */
const INDICATOR_BOT_MAIN_LOOP_MODULE = require('./IndicatorBotProcessMainLoop');
const EXTRACTION_BOT_MAIN_LOOP_MODULE = require('./SensorBotProcessMainLoop');
const TRADING_ENGINE_MAIN_LOOP_MODULE = require('./TradingEngineProcessMainLoop');
/* Loop through all the processes configured to be run by this Node.js Instance. */
let cloneToExecute = global.EXECUTION_CONFIG.cloneToExecute;
/* Now we will read the config of the bot from the path we obtained at the Task Server config. */
let botConfig;
getBotConfig();
function getBotConfig() {
try {
console.log(logDisplace + "Root : [INFO] start -> getBotConfig -> Entering function. ");
const FILE_STORAGE = require('./Integrations/FileStorage.js');
let fileStorage = FILE_STORAGE.newFileStorage();
let filePath = global.DEV_TEAM + '/bots/' + global.CURRENT_BOT_REPO + '/this.bot.config.json';
fileStorage.getTextFile(global.DEV_TEAM, filePath, onFileReceived);
function onFileReceived(err, text) {
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err));
return;
}
try {
botConfig = JSON.parse(text);
botConfig.repo = cloneToExecute.repo;
findProcess(processIndex);
} catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err));
return;
}
}
function pad(str, max) {
str = str.toString();
return str.length < max ? pad("0" + str, max) : str;
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> err.message = " + err.message);
return;
}
}
function findProcess(processIndex) {
/* Process Loops Declarations. */
try {
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Entering function. "); }
const INDICATOR_BOT_MAIN_LOOP_MODULE = require('./IndicatorBotProcessMainLoop');
const SENSOR_BOT_MAIN_LOOP_MODULE = require('./SensorBotProcessMainLoop');
const TRADING_ENGINE_MAIN_LOOP_MODULE = require('./TradingEngineProcessMainLoop');
botConfig.process = cloneToExecute.process;
botConfig.debug = {};
botConfig.processIndex = processIndex
/* Loop through all the processes configured to be run by this Node.js Instance. */
/* Loop Counter */
let cloneToExecute = global.EXECUTION_CONFIG.cloneToExecute;
botConfig.loopCounter = 0;
/* Now we will read the config of the bot from the path we obtained at the Task Server config. */
/* File Path Root */
let botConfig;
botConfig.filePathRoot = botConfig.devTeam + "/" + botConfig.codeName + "." + botConfig.version.major + "." + botConfig.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion;
getBotConfig();
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> filePathRoot = " + botConfig.filePathRoot); }
function getBotConfig() {
/* Now we loop throug all the configured processes at each bots configuration until we find the one we are supposed to run at this Node.js process. */
try {
console.log(logDisplace + "Root : [INFO] start -> getBotConfig -> Entering function. ");
let processFound = false;
const FILE_STORAGE = require('./Integrations/FileStorage.js');
let fileStorage = FILE_STORAGE.newFileStorage();
for (let i = 0; i < botConfig.processes.length; i++) {
let filePath = global.DEV_TEAM + '/bots/' + global.CURRENT_BOT_REPO + '/this.bot.config.json';
if (botConfig.processes[i].name === cloneToExecute.process) {
fileStorage.getTextFile(global.DEV_TEAM, filePath, onFileReceived);
processFound = true;
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> cloneToExecute.process = " + cloneToExecute.process); }
function onFileReceived(err, text) {
let processConfig = botConfig.processes[i];
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err));
if(global.EXECUTION_CONFIG.timePeriod){
processConfig.timePeriod = global.EXECUTION_CONFIG.timePeriod
}
if (processConfig.framework !== undefined) {
if (processConfig.framework.name === "Multi-Period-Daily" || processConfig.framework.name === "Multi-Period-Market" || processConfig.framework.name === "Multi-Period") {
processConfig.framework.startDate.resumeExecution = true;
if (processConfig.startMode.noTime !== undefined) {
if (processConfig.startMode.noTime.run === "true") {
if (processConfig.startMode.noTime.beginDatetime !== undefined) {
processConfig.framework.startDate.fixedDate = processConfig.startMode.noTime.beginDatetime;
processConfig.framework.startDate.resumeExecution = true;
}
}
}
if (processConfig.startMode.userDefined !== undefined) {
if (processConfig.startMode.userDefined.run === "true") {
if (processConfig.startMode.userDefined.beginDatetime !== undefined) {
processConfig.framework.startDate.fixedDate = processConfig.startMode.userDefined.beginDatetime;
processConfig.framework.startDate.resumeExecution = processConfig.startMode.userDefined.resumeExecution;
}
}
}
}
return;
}
try {
botConfig = JSON.parse(text);
botConfig.repo = cloneToExecute.repo;
findProcess(processIndex);
} catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err));
return;
}
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> err.message = " + err.message);
return;
}
}
/* We test each type of start Mode to get what to run and how. */
function findProcess(processIndex) {
if (processConfig.startMode.allMonths !== undefined) {
try {
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Entering function. "); }
if (processConfig.startMode.allMonths.run === "true") {
botConfig.process = cloneToExecute.process;
botConfig.debug = {};
botConfig.processIndex = processIndex
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> allMonths start mode detected. "); }
/* Loop Counter */
for (let year = processConfig.startMode.allMonths.maxYear; year >= processConfig.startMode.allMonths.minYear; year--) {
botConfig.loopCounter = 0;
for (let month = 12; month > 0; month--) {
/* File Path Root */
let padMonth = pad(month, 2)
botConfig.filePathRoot = botConfig.devTeam + "/" + botConfig.codeName + "." + botConfig.version.major + "." + botConfig.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion;
let newInstanceBotConfig = JSON.parse(JSON.stringify(botConfig));
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> filePathRoot = " + botConfig.filePathRoot); }
newInstanceBotConfig.debug = {
month: pad(month, 2),
year: pad(year, 4)
};
/* Now we loop throug all the configured processes at each bots configuration until we find the one we are supposed to run at this Node.js process. */
let timeDelay = Math.random() * 10 * 1000; // We introduce a short delay so as to not overload the machine.
setTimeout(startProcess, timeDelay);
let processFound = false;
function startProcess() {
for (let i = 0; i < botConfig.processes.length; i++) {
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); }
if (botConfig.processes[i].name === cloneToExecute.process) {
switch (botConfig.type) {
case 'Sensor': {
runSensorBot(newInstanceBotConfig, processConfig, padMonth, year);
break;
}
case 'Indicator': {
runIndicatorBot(newInstanceBotConfig, processConfig, padMonth, year);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
}
processFound = true;
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> cloneToExecute.process = " + cloneToExecute.process); }
let processConfig = botConfig.processes[i];
if (global.EXECUTION_CONFIG.timePeriod) {
processConfig.timePeriod = global.EXECUTION_CONFIG.timePeriod
}
if (processConfig.framework !== undefined) {
if (processConfig.framework.name === "Multi-Period-Daily" || processConfig.framework.name === "Multi-Period-Market" || processConfig.framework.name === "Multi-Period") {
processConfig.framework.startDate.resumeExecution = true;
if (processConfig.startMode.noTime !== undefined) {
if (processConfig.startMode.noTime.run === "true") {
if (processConfig.startMode.noTime.beginDatetime !== undefined) {
processConfig.framework.startDate.fixedDate = processConfig.startMode.noTime.beginDatetime;
processConfig.framework.startDate.resumeExecution = true;
}
}
}
if (processConfig.startMode.userDefined !== undefined) {
if (processConfig.startMode.userDefined.run === "true") {
if (processConfig.startMode.userDefined.beginDatetime !== undefined) {
processConfig.framework.startDate.fixedDate = processConfig.startMode.userDefined.beginDatetime;
processConfig.framework.startDate.resumeExecution = processConfig.startMode.userDefined.resumeExecution;
}
}
}
}
}
if (processConfig.startMode.oneMonth !== undefined) {
try {
if (processConfig.startMode.oneMonth.run === "true") {
/* We test each type of start Mode to get what to run and how. */
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> oneMonth start mode detected. "); }
if (processConfig.startMode.allMonths !== undefined) {
startProcess();
if (processConfig.startMode.allMonths.run === "true") {
function startProcess() {
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> allMonths start mode detected. "); }
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); }
for (let year = processConfig.startMode.allMonths.maxYear; year >= processConfig.startMode.allMonths.minYear; year--) {
let month = pad(processConfig.startMode.oneMonth.month, 2);
let year = processConfig.startMode.oneMonth.year;
for (let month = 12; month > 0; month--) {
botConfig.debug = {
month: pad(month, 2),
year: pad(year, 4)
};
let padMonth = pad(month, 2)
let newInstanceBotConfig = JSON.parse(JSON.stringify(botConfig));
newInstanceBotConfig.debug = {
month: pad(month, 2),
year: pad(year, 4)
};
let timeDelay = Math.random() * 10 * 1000; // We introduce a short delay so as to not overload the machine.
setTimeout(startProcess, timeDelay);
function startProcess() {
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); }
switch (botConfig.type) {
case 'Sensor': {
runSensorBot(newInstanceBotConfig, processConfig, padMonth, year);
break;
}
case 'Indicator': {
runIndicatorBot(newInstanceBotConfig, processConfig, padMonth, year);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
}
}
}
}
}
}
if (processConfig.startMode.oneMonth !== undefined) {
if (processConfig.startMode.oneMonth.run === "true") {
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> oneMonth start mode detected. "); }
startProcess();
function startProcess() {
if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); }
let month = pad(processConfig.startMode.oneMonth.month, 2);
let year = processConfig.startMode.oneMonth.year;
botConfig.debug = {
month: pad(month, 2),
year: pad(year, 4)
};
switch (botConfig.type) {
case 'Sensor': {
runSensorBot(botConfig, processConfig, month, year);
break;
}
case 'Indicator': {
runIndicatorBot(botConfig, processConfig, month, year);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
}
}
}
}
if (processConfig.startMode.noTime !== undefined) {
if (processConfig.startMode.noTime.run === "true") {
let month = pad((new Date()).getUTCMonth() + 1, 2);
let year = (new Date()).getUTCFullYear();
if (processConfig.startMode.noTime.resumeExecution === true) {
botConfig.hasTheBotJustStarted = false;
} else {
botConfig.hasTheBotJustStarted = true;
}
switch (botConfig.type) {
case 'Sensor': {
@@ -306,335 +338,308 @@
runIndicatorBot(botConfig, processConfig, month, year);
break;
}
case 'Trading-Engine': {
runTradingEngine(botConfig, processConfig);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
}
}
}
}
if (processConfig.startMode.noTime !== undefined) {
if (processConfig.startMode.fixedInterval !== undefined) {
if (processConfig.startMode.noTime.run === "true") {
if (processConfig.startMode.fixedInterval.run === "true") {
let month = pad((new Date()).getUTCMonth() + 1, 2);
let year = (new Date()).getUTCFullYear();
botConfig.runAtFixedInterval = true;
botConfig.fixedInterval = processConfig.startMode.fixedInterval.interval;
if (processConfig.startMode.noTime.resumeExecution === true) {
botConfig.hasTheBotJustStarted = false;
} else {
botConfig.hasTheBotJustStarted = true;
}
let month = pad((new Date()).getUTCMonth() + 1, 2);
let year = (new Date()).getUTCFullYear();
switch (botConfig.type) {
case 'Sensor': {
runSensorBot(botConfig, processConfig, month, year);
break;
}
case 'Indicator': {
runIndicatorBot(botConfig, processConfig, month, year);
break;
}
case 'Trading-Engine': {
runTradingEngine(botConfig, processConfig);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
switch (botConfig.type) {
case 'Sensor': {
runSensorBot(botConfig, processConfig, month, year);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
}
}
}
}
if (processConfig.startMode.fixedInterval !== undefined) {
if (processConfig.startMode.userDefined !== undefined) {
if (processConfig.startMode.fixedInterval.run === "true") {
if (processConfig.startMode.userDefined.run === "true") {
botConfig.runAtFixedInterval = true;
botConfig.fixedInterval = processConfig.startMode.fixedInterval.interval;
botConfig.startMode = "User Defined";
console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode);
let month = pad((new Date()).getUTCMonth() + 1, 2);
let year = (new Date()).getUTCFullYear();
let month = pad((new Date()).getUTCMonth() + 1, 2);
let year = (new Date()).getUTCFullYear();
switch (botConfig.type) {
case 'Sensor': {
runSensorBot(botConfig, processConfig, month, year);
break;
if (processConfig.startMode.userDefined.resumeExecution === true) {
botConfig.hasTheBotJustStarted = false;
} else {
botConfig.hasTheBotJustStarted = true;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
switch (botConfig.type) {
case 'Trading-Engine': {
runTradingEngine(botConfig, processConfig);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
}
}
}
} catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected exception. -> err.message = " + err.message);
}
if (processConfig.startMode.userDefined !== undefined) {
if (processConfig.startMode.userDefined.run === "true") {
botConfig.startMode = "User Defined";
console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode);
let month = pad((new Date()).getUTCMonth() + 1, 2);
let year = (new Date()).getUTCFullYear();
if (processConfig.startMode.userDefined.resumeExecution === true) {
botConfig.hasTheBotJustStarted = false;
} else {
botConfig.hasTheBotJustStarted = true;
}
switch (botConfig.type) {
case 'Trading-Engine': {
runTradingEngine(botConfig, processConfig);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
}
}
}
} catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected exception. -> err.message = " + err.message);
}
}
}
if (processFound === false) {
if (processFound === false) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Process listed at the configuration file of Task Server not found at the configuration file of the bot.");
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> cloneToExecute.process = " + cloneToExecute.process);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Process listed at the configuration file of Task Server not found at the configuration file of the bot.");
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> cloneToExecute.process = " + cloneToExecute.process);
}
}
function runSensorBot(pBotConfig, pProcessConfig, pMonth, pYear) {
function runSensorBot(pBotConfig, pProcessConfig, pMonth, pYear) {
try {
global.TOTAL_PROCESS_INSTANCES_CREATED++
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
let logger;
logger = DEBUG_MODULE.newDebugLog();
logger.bot = pBotConfig;
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pMonth = " + pMonth); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pYear = " + pYear); }
let extractionBotMainLoop = SENSOR_BOT_MAIN_LOOP_MODULE.newSensorBotProcessMainLoop(pBotConfig, logger);
extractionBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
function onInitializeReady(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
extractionBotMainLoop.run(pMonth, pYear, whenRunFinishes);
function whenRunFinishes(err) {
pBotConfig.loopCounter = 0;
let botId;
if (pYear !== undefined) {
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth;
} else {
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
}
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.persist();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bye.");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution was aborted.");
logger.persist();
}
exitProcessInstance()
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> Bot will not be started. ");
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = " + err.stack);
logger.persist();
exitProcessInstance()
}
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> err = " + err.stack);
exitProcessInstance()
}
}
function runIndicatorBot(pBotConfig, pProcessConfig, pMonth, pYear) {
try {
global.TOTAL_PROCESS_INSTANCES_CREATED++
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
let logger;
logger = DEBUG_MODULE.newDebugLog();
logger.bot = pBotConfig;
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pMonth = " + pMonth); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pYear = " + pYear); }
let indicatorBotMainLoop = INDICATOR_BOT_MAIN_LOOP_MODULE.newIndicatorBotProcessMainLoop(pBotConfig, logger);
indicatorBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
function onInitializeReady(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
indicatorBotMainLoop.run(pMonth, pYear, whenRunFinishes);
function whenRunFinishes(err) {
pBotConfig.loopCounter = 0;
let botId;
if (pYear !== undefined) {
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth;
} else {
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
}
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.persist();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bye.");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
logger.persist();
}
exitProcessInstance()
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> Failed to initialize the bot. ");
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = " + err.stack);
logger.persist();
exitProcessInstance()
}
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> err = " + err.stack);
exitProcessInstance()
}
}
function runTradingEngine(pBotConfig, pProcessConfig) {
try {
global.TOTAL_PROCESS_INSTANCES_CREATED++
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
let logger;
try {
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
let logger;
logger = DEBUG_MODULE.newDebugLog();
logger.bot = pBotConfig;
logger = DEBUG_MODULE.newDebugLog();
logger.bot = pBotConfig;
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pMonth = " + pMonth); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pYear = " + pYear); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> Entering function."); }
let extractionBotMainLoop = EXTRACTION_BOT_MAIN_LOOP_MODULE.newSensorBotProcessMainLoop(pBotConfig, logger);
extractionBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
let tradingEngineMainLoop = TRADING_ENGINE_MAIN_LOOP_MODULE.newTradingEngineProcessMainLoop(pBotConfig, logger);
tradingEngineMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
function onInitializeReady(err) {
function onInitializeReady(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
extractionBotMainLoop.run(pMonth, pYear, whenRunFinishes);
tradingEngineMainLoop.run(whenRunFinishes);
function whenRunFinishes(err) {
function whenRunFinishes(err) {
pBotConfig.loopCounter = 0;
pBotConfig.loopCounter = 0;
let botId;
let botId;
if (pYear !== undefined) {
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth;
} else {
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.persist();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bye.");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
logger.persist();
}
exitProcessInstance()
}
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.persist();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bye.");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution was aborted.");
logger.persist();
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> Failed to initialize the bot. ");
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = " + err.stack);
logger.persist();
exitProcessInstance()
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> Bot will not be started. ");
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = "+ err.stack);
logger.persist();
exitProcessInstance()
}
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> err = " + err.stack);
exitProcessInstance()
}
}
function runIndicatorBot(pBotConfig, pProcessConfig, pMonth, pYear) {
try {
global.TOTAL_PROCESS_INSTANCES_CREATED++
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
let logger;
logger = DEBUG_MODULE.newDebugLog();
logger.bot = pBotConfig;
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pMonth = " + pMonth); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pYear = " + pYear); }
let indicatorBotMainLoop = INDICATOR_BOT_MAIN_LOOP_MODULE.newIndicatorBotProcessMainLoop(pBotConfig, logger);
indicatorBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
function onInitializeReady(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
indicatorBotMainLoop.run(pMonth, pYear, whenRunFinishes);
function whenRunFinishes(err) {
pBotConfig.loopCounter = 0;
let botId;
if (pYear !== undefined) {
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth;
} else {
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
}
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.persist();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bye.");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
logger.persist();
}
exitProcessInstance()
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> Failed to initialize the bot. ");
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = "+ err.stack);
logger.persist();
exitProcessInstance()
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> err = " + err.stack);
exitProcessInstance()
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> err = "+ err.stack);
exitProcessInstance()
}
}
function runTradingEngine(pBotConfig, pProcessConfig) {
global.TOTAL_PROCESS_INSTANCES_CREATED++
try {
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
let logger;
logger = DEBUG_MODULE.newDebugLog();
logger.bot = pBotConfig;
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> Entering function."); }
let tradingEngineMainLoop = TRADING_ENGINE_MAIN_LOOP_MODULE.newTradingEngineProcessMainLoop(pBotConfig, logger);
tradingEngineMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
function onInitializeReady(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
tradingEngineMainLoop.run(whenRunFinishes);
function whenRunFinishes(err) {
pBotConfig.loopCounter = 0;
let botId;
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.persist();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bye.");
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
logger.persist();
}
exitProcessInstance()
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> Failed to initialize the bot. ");
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = "+ err.stack);
logger.persist();
exitProcessInstance()
}
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> err = "+ err.stack);
exitProcessInstance()
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> err.message = " + err.message);
exitProcessInstance()
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> err.message = " + err.message);
exitProcessInstance()
}
}
function exitProcessInstance() {
function exitProcessInstance() {
global.ENDED_PROCESSES_COUNTER++
console.log("[INFO] Task Server -> " + global.USER_DEFINITION.name + " -> exitProcessInstance -> Process #" + global.ENDED_PROCESSES_COUNTER + " from " + global.TOTAL_PROCESS_INSTANCES_CREATED + " exiting.");
global.ENDED_PROCESSES_COUNTER++
console.log("[INFO] Task Server -> " + global.USER_DEFINITION.name + " -> exitProcessInstance -> Process #" + global.ENDED_PROCESSES_COUNTER + " from " + global.TOTAL_PROCESS_INSTANCES_CREATED + " exiting.");
if (global.ENDED_PROCESSES_COUNTER === global.TOTAL_PROCESS_INSTANCES_CREATED) {
global.EXIT_NODE_PROCESS()
if (global.ENDED_PROCESSES_COUNTER === global.TOTAL_PROCESS_INSTANCES_CREATED) {
global.EXIT_NODE_PROCESS()
}
}
} catch (err) {
console.log("[ERROR] Task Server -> " + global.USER_DEFINITION.name + " -> Root -> Start -> Err = " + err.stack);
}
}
}
SensorBotProcessMainLoop.js
+2 -10
View File
@@ -632,11 +632,7 @@
function checkLoopHealth(pLastLoop) {
let stop = false
if (process.env.STOP_GRACEFULLY !== undefined)
stop = JSON.parse(process.env.STOP_GRACEFULLY)
if (bot.enableCheckLoopHealth === false || stop === true) {
if (bot.enableCheckLoopHealth === false || global.STOP_TASK_GRACEFULLY === true) {
logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth);
@@ -672,11 +668,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> shallWeStop -> Entering function. "); }
let stop = false
if (process.env.STOP_GRACEFULLY !== undefined)
stop = JSON.parse(process.env.STOP_GRACEFULLY)
if (!stop) {
if (!global.STOP_TASK_GRACEFULLY) {
continueCallBack();
} else {
stopCallBack();
TradingEngineProcessMainLoop.js
+18 -17
View File
@@ -94,7 +94,7 @@
bot.enableCheckLoopHealth = true;
let fixedTimeLoopIntervalHandle;
let skipProcessing = true;
global.STOP_PROCESSING = true;
if (bot.runAtFixedInterval === true) {
@@ -112,12 +112,20 @@
bot.startMode = "Backtest"
processConfig.framework.startDate.resumeExecution = false;
skipProcessing = false
global.STOP_PROCESSING = false
bot.hasTheBotJustStarted = true
/* We exctact the initial and final date for the backtest from the Definition */
processConfig.framework.startDate.fixedDate = new Date() // If we can not get for any reason the initial date of the backtest, we will start at present time.
/* If we can not get for any reason the initial date of the backtest, we will start at present time. */
processConfig.framework.startDate.fixedDate = new Date()
/* If we received simulation params we use them instead. */
if (global.DEFINITION.simulationParams) {
if (global.DEFINITION.simulationParams.beginDatetime) {
processConfig.framework.startDate.fixedDate = global.DEFINITION.simulationParams.beginDatetime
}
}
/* We finally will try to exctact the initial and final date for the backtest from the Definition */
if (global.DEFINITION.tradingSystem !== undefined) {
if (global.DEFINITION.tradingSystem.parameters !== undefined) {
if (global.DEFINITION.tradingSystem.parameters.timeRange !== undefined) {
@@ -146,13 +154,14 @@
bot.startMode = "Live"
processConfig.framework.startDate.fixedDate = new Date()
processConfig.framework.startDate.resumeExecution = false;
skipProcessing = false
global.STOP_PROCESSING = false
bot.hasTheBotJustStarted = true
}
function stopRequested() {
skipProcessing = true
global.STOP_PROCESSING = true
}
}
loop();
@@ -203,7 +212,7 @@
+ " Entered into Main Loop # " + pad(Number(bot.loopCounter), 8));
/* Checking if we should process this loop or not.*/
if (skipProcessing === true) {
if (global.STOP_PROCESSING === true) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> We are going to skip this Loop bacause we were requested to stop or never asked to start."); }
console.log("[INFO] run -> loop -> We are going to skip this Loop bacause we were requested to stop or never asked to start.")
nextWaitTime = 'Normal';
@@ -998,11 +1007,7 @@
function checkLoopHealth(pLastLoop) {
let stop = false
if (process.env.STOP_GRACEFULLY !== undefined)
stop = JSON.parse(process.env.STOP_GRACEFULLY)
if (bot.enableCheckLoopHealth === false || stop === true) {
if (bot.enableCheckLoopHealth === false || global.STOP_TASK_GRACEFULLY === true) {
logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth);
@@ -1038,11 +1043,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> shallWeStop -> Entering function. "); }
let stop = false
if (process.env.STOP_GRACEFULLY !== undefined)
stop = JSON.parse(process.env.STOP_GRACEFULLY)
if (!stop) {
if (!global.STOP_TASK_GRACEFULLY) {
continueCallBack();
} else {
stopCallBack();
server.js
+9 -42
View File
@@ -98,7 +98,8 @@ global.TOTAL_PROCESS_INSTANCES_CREATED = 0
process.on('message', message => {
if (message === 'Stop this Task') {
process.env.STOP_GRACEFULLY = true;
global.STOP_TASK_GRACEFULLY = true;
global.STOP_PROCESSING = true
/*
There are some process that might no be able to end grafully, for example the ones schedulle to process information in a future day or month.
@@ -183,19 +184,13 @@ function startSequence() {
for (let processIndex = 0; processIndex < global.USER_DEFINITION.bot.processes.length; processIndex++) {
let execution = sequenceList[processIndex];
process.env.STOP_GRACEFULLY = false;
global.STOP_TASK_GRACEFULLY = false;
execution.devTeam ? process.env.DEV_TEAM = execution.devTeam : undefined;
execution.bot ? process.env.BOT = execution.bot : undefined;
execution.resumeExecution = true;
execution.type ? process.env.TYPE = execution.type : undefined;
execution.process ? process.env.PROCESS = execution.process : undefined;
execution.startYear ? process.env.MIN_YEAR = execution.startYear : undefined;
execution.endYear ? process.env.MAX_YEAR = execution.endYear : undefined;
execution.month ? process.env.MONTH = execution.month : undefined;
execution.beginDatetime ? process.env.BEGIN_DATE_TIME = execution.beginDatetime : undefined;
execution.endDatetime ? process.env.END_DATE_TIME = execution.endDatetime : undefined;
execution.dataSet ? process.env.DATA_SET = execution.dataSet : undefined;
execution.timePeriod ? process.env.TIME_PERIOD = execution.timePeriod : undefined;
execution.baseAsset ? process.env.BASE_ASSET = execution.baseAsset : undefined;
execution.balanceAssetA ? process.env.INITIAL_BALANCE_ASSET_A = execution.balanceAssetA : undefined;
execution.balanceAssetB ? process.env.INITIAL_BALANCE_ASSET_B = execution.balanceAssetB : undefined;
@@ -230,7 +225,6 @@ async function readExecutionConfiguration(execution, processIndex) {
try {
console.log("[INFO] Task Server -> server -> readExecutionConfiguration -> Entering function. ");
let timePeriodFilter
let botProcess
if (execution.type === 'Trading-Engine') {
@@ -241,23 +235,9 @@ async function readExecutionConfiguration(execution, processIndex) {
}
if (global.DEFINITION !== undefined) {
if (global.DEFINITION.simulationParams !== undefined) {
/* Here we only look for one timePeriod, in the future we will be able to process the whole array, but not for now. */
if (global.DEFINITION.simulationParams.timePeriodDailyArray !== undefined) {
if (global.DEFINITION.simulationParams.timePeriodDailyArray.length === 1) {
timePeriodFilter = global.DEFINITION.simulationParams.timePeriodDailyArray[0]
botProcess = "Multi-Period"
}
}
if (global.DEFINITION.simulationParams.timePeriodMarketArray !== undefined) {
if (global.DEFINITION.simulationParams.timePeriodMarketArray.length === 1) {
timePeriodFilter = global.DEFINITION.simulationParams.timePeriodMarketArray[0]
botProcess = "Multi-Period"
}
}
}
botProcess = "Multi-Period"
/* Get the initial balance from the global.DEFINITION */
let tradingSystem = global.DEFINITION.tradingSystem
@@ -312,24 +292,11 @@ async function readExecutionConfiguration(execution, processIndex) {
process: botProcess,
repo: global.CURRENT_BOT_REPO
}
let timePeriod
if (timePeriodFilter === undefined) {
timePeriod = process.env.TIME_PERIOD
} else {
timePeriod = timePeriodFilter
}
global.EXECUTION_CONFIG = {
cloneToExecute: cloneToExecute,
timePeriod: getTimePeriod(timePeriod),
timePeriodFileStorage: timePeriod,
timePeriodFilter: timePeriodFilter,
dataSet: process.env.DATA_SET
cloneToExecute: cloneToExecute
};
timePeriodFilter = undefined
timePeriod = undefined
global.CLONE_EXECUTOR = {
codeName: 'AACloud',