Creating the readFiles Functions
This commit is contained in:
Luis Fernando Molina committed
1 parent
543c8134ec
commit
2abe045c9a
1 file changed
+420
-10
+420
-10
@@ -128,16 +128,426 @@ exports.newTradingBot = function newTradingBot(bot, logger, UTILITIES, FILE_STOR
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let tradingSystem = {}
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tradingSimulation.runSimulation(
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chart,
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dataDependencies,
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timeFrame,
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timeFrameLabel,
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currentDay,
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variable,
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exchangeAPI,
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writeFiles,
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callBackFunction)
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function runSimulation() {
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tradingSimulation.runSimulation(
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chart,
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dataDependencies,
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timeFrame,
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timeFrameLabel,
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currentDay,
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variable,
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exchangeAPI,
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writeFiles,
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callBackFunction)
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}
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function readFiles() {
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if (timeFrame > global.dailyFilePeriods[0][0]) {
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readMarketFiles(runSimulation)
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} else {
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readDailyFiles(runSimulation)
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}
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}
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function readMarketFiles(callBack) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> Entering function.') }
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readRecordsFile()
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function readRecordsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readRecordsFile -> Entering function.') }
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let fileName = 'Data.json'
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let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + SIMULATED_RECORDS_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel
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filePath += '/' + fileName
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fileStorage.getTextFile(filePath, onFileRead, true)
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function onFileRead(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readRecordsFile -> onFileRead -> Entering function.') }
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if (err.message === 'File does not exist.') {
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recordsArray = []
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readConditionsFile()
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return
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}
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> onFileRead -> err = ' + err.stack)
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> onFileRead -> filePath = ' + filePath)
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
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callBackFunction(err)
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return
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}
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recordsArray = JSON.parse(text)
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readConditionsFile()
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> onFileRead -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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function readConditionsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readConditionsFile -> Entering function.') }
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let fileName = 'Data.json'
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let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + CONDITIONS_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel
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filePath += '/' + fileName
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fileStorage.getTextFile(filePath, onFileRead, true)
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function onFileRead(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readConditionsFile -> onFileRead -> Entering function.') }
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if (err.message === 'File does not exist.') {
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conditionsArray = []
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readStrategiesFile()
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return
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}
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> onFileRead -> err = ' + err.stack)
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> onFileRead -> filePath = ' + filePath)
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
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callBackFunction(err)
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return
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}
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conditionsArray = JSON.parse(text)
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readStrategiesFile()
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> onFileRead -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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function readStrategiesFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readStrategiesFile -> Entering function.') }
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let fileName = 'Data.json'
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let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + STRATEGIES_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel
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filePath += '/' + fileName
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fileStorage.getTextFile(filePath, onFileRead, true)
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function onFileRead(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> Entering function.') }
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if (err.message === 'File does not exist.') {
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strategiesArray = []
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readPositionsFile()
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return
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}
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> err = ' + err.stack)
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> filePath = ' + filePath)
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
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callBackFunction(err)
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return
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}
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strategiesArray = JSON.parse(text)
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readPositionsFile()
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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function readPositionsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readPositionsFile -> Entering function.') }
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let fileName = 'Data.json'
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let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + TRADES_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel
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filePath += '/' + fileName
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fileStorage.getTextFile(filePath, onFileRead, true)
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function onFileRead(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readPositionsFile -> onFileRead -> Entering function.') }
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if (err.message === 'File does not exist.') {
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positionsArray = []
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readSnapshotFiles()
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return
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}
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> onFileRead -> err = ' + err.stack)
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> onFileRead -> filePath = ' + filePath)
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
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callBackFunction(err)
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return
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}
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positionsArray = JSON.parse(text)
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callBack()
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> onFileRead -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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}
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function readDailyFiles(callBack) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> Entering function.') }
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readRecordsFile()
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function readRecordsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readRecordsFile -> Entering function.') }
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let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2)
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let fileName = 'Data.json'
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let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + SIMULATED_RECORDS_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath
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filePath += '/' + fileName
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fileStorage.getTextFile(filePath, onFileRead, true)
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function onFileRead(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readRecordsFile -> onFileRead -> Entering function.') }
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if (err.message === 'File does not exist.') {
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recordsArray = []
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readConditionsFile()
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return
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}
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> onFileRead -> err = ' + err.stack)
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> onFileRead -> filePath = ' + filePath)
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
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callBackFunction(err)
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return
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}
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recordsArray = JSON.parse(text)
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readConditionsFile()
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> onFileRead -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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function readConditionsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readConditionsFile -> Entering function.') }
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fileStorage.getTextFile(filePath, onFileRead, true)
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function onFileRead(err) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readConditionsFile -> onFileRead -> Entering function.') }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readConditionsFile -> onFileRead -> fileContent = ' + fileContent) }
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if (err.message === 'File does not exist.') {
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conditionsArray = []
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readStrategiesFile()
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return
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}
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> onFileRead -> err = ' + err.stack)
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> onFileRead -> filePath = ' + filePath)
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
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callBackFunction(err)
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return
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}
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conditionsArray = JSON.parse(text)
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readStrategiesFile()
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> onFileRead -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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function readStrategiesFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readStrategiesFile -> Entering function.') }
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let separator = ''
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let fileRecordCounter = 0
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let fileContent = ''
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for (let i = 0; i < strategiesArray.length; i++) {
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let record = strategiesArray[i]
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/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
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at the current date. */
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if (record.end < currentDay.valueOf()) { continue }
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fileContent = fileContent + separator + '[' +
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record.begin + ',' +
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record.end + ',' +
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record.status + ',' +
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record.number + ',' +
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record.beginRate + ',' +
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record.endRate + ',' +
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'"' + record.situationName + '"' + ',' +
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'"' + record.name + '"' + ']'
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if (separator === '') { separator = ',' }
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fileRecordCounter++
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}
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fileContent = '[' + fileContent + ']'
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let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2)
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let fileName = 'Data.json'
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let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + STRATEGIES_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath
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filePath += '/' + fileName
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fileStorage.getTextFile(filePath, fileContent + '\n', onFileRead)
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function onFileRead(err) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> Entering function.') }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> fileContent = ' + fileContent) }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> err = ' + err.stack)
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> filePath = ' + filePath)
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
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callBackFunction(err)
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return
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}
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readPositionsFile()
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> err = ' + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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function readPositionsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readPositionsFile -> Entering function.') }
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let separator = ''
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let fileRecordCounter = 0
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let fileContent = ''
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for (let i = 0; i < positionsArray.length; i++) {
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let record = positionsArray[i]
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/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
|
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at the current date. */
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if (record.end < currentDay.valueOf()) { continue }
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if (record.stopRate === undefined) { record.stopRate = 0 }
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fileContent = fileContent + separator + '[' +
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record.begin + ',' +
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record.end + ',' +
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record.status + ',' +
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record.ROI + ',' +
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record.beginRate + ',' +
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record.endRate + ',' +
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record.exitType + ',' +
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'"' + record.situationName + '"' + ']'
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if (separator === '') { separator = ',' }
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fileRecordCounter++
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}
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fileContent = '[' + fileContent + ']'
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let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2)
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let fileName = 'Data.json'
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let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + TRADES_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath
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filePath += '/' + fileName
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fileStorage.getTextFile(filePath, fileContent + '\n', onFileRead)
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function onFileRead(err) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readPositionsFile -> onFileRead -> Entering function.') }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readPositionsFile -> onFileRead -> fileContent = ' + fileContent) }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> onFileRead -> err = ' + err.stack)
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> onFileRead -> filePath = ' + filePath)
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logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
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callBackFunction(err)
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return
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||||
}
|
||||
|
||||
readSnapshotFiles()
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> onFileRead -> err = ' + err.stack)
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> err = ' + err.stack)
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
function writeFiles(pTradingSystem, pRecordsArray, pConditionsArray, pStrategiesArray, pPositionsArray, pSnapshotHeaders, pTriggerOnSnapshot, pTakePositionSnapshot) {
|
||||
tradingSystem = pTradingSystem
|
||||
|
||||
Reference in new issue
Block a user