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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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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();