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Indicators Fully Migrated

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This commit is contained in:
Luis Fernando Molina committed 2020-12-02 17:17:29 +01:00
1 parent b58ac9017f
commit 2acb4648c3
4 files changed
+35 -24
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Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/IndicatorOutput.js
+7 -7
View File
@@ -48,13 +48,13 @@
/* The first phase here is about checking that we have everything we need at the definition level. */
let dataDependencies = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processDependencies, 'Data Dependency')
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateDataDependencies(dataDependencies, callBackFunction) !== true) { return }
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateDataDependencies(processIndex, dataDependencies, callBackFunction) !== true) { return }
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateOutputDatasets(outputDatasets, callBackFunction) !== true) { return }
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateOutputDatasets(processIndex, outputDatasets, callBackFunction) !== true) { return }
/* The second phase is about transforming the inputs into a format that can be used to apply the user defined code. */
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, timeFrame)
/* During the third phase, we need to generate the data of the different products this process produces an output */
for (let i = 0; i < outputDatasets.length; i++) {
@@ -83,7 +83,7 @@
}
/* Build the data */
jsonData = TS.projects.superalgos.functionLibraries.singleMarketFunctions.dataBuildingProcedure(
jsonData = TS.projects.superalgos.functionLibraries.singleMarketFunctions.dataBuildingProcedure(processIndex,
products,
mainDependency,
recordDefinition,
@@ -100,7 +100,7 @@
/* Add the calculated properties */
if (outputDatasetNode.referenceParent.parentNode.calculations !== undefined) {
outputData = TS.projects.superalgos.functionLibraries.singleMarketFunctions.calculationsProcedure(jsonData, recordDefinition, outputDatasetNode.referenceParent.parentNode.calculations, singularVariableName, timeFrame)
outputData = TS.projects.superalgos.functionLibraries.singleMarketFunctions.calculationsProcedure(processIndex, jsonData, recordDefinition, outputDatasetNode.referenceParent.parentNode.calculations, singularVariableName, timeFrame)
} else {
outputData = jsonData
}
@@ -132,8 +132,8 @@
contextSummary.mineType = dataMineNode.type.replace(' ', '-')
contextSummary.project = dataMineNode.project
let fileContent = TS.projects.superalgos.functionLibraries.singleMarketFunctions.generateFileContent(outputData, outputDatasetNode.referenceParent.parentNode.record, resultsWithIrregularPeriods, processingDailyFiles, currentDay, callBackFunction)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.writeFile(contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timeFrameLabel, currentDay, callBackFunction)
let fileContent = TS.projects.superalgos.functionLibraries.singleMarketFunctions.generateFileContent(processIndex, outputData, outputDatasetNode.referenceParent.parentNode.record, resultsWithIrregularPeriods, processingDailyFiles, currentDay, callBackFunction)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.writeFile(processIndex, contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timeFrameLabel, currentDay, callBackFunction)
}
Projects/Superalgos/TS/Function-Libraries/SingleMarketFunctions.js
+12 -12
View File
@@ -1,4 +1,4 @@
exports.newSuperalgosFunctionLibrariesSingleMarketFunctions = function (processIndex) {
exports.newSuperalgosFunctionLibrariesSingleMarketFunctions = function () {
const MODULE_NAME = "Single Market Functions";
@@ -12,11 +12,9 @@
writeFile: writeFile
};
let fileStorage = TS.projects.superalgos.taskModules.fileStorage.newFileStorage(processIndex);
return thisObject;
function validateDataDependencies(dataDependencies, callBackFunction) {
function validateDataDependencies(processIndex, dataDependencies, callBackFunction) {
for (let i = 0; i < dataDependencies.length; i++) {
let dataDependencyNode = dataDependencies[i]
@@ -41,7 +39,7 @@
return true
}
function validateOutputDatasets(outputDatasets, callBackFunction) {
function validateOutputDatasets(processIndex, outputDatasets, callBackFunction) {
for (let i = 0; i < outputDatasets.length; i++) {
let outputDatasetNode = outputDatasets[i]
@@ -144,7 +142,7 @@
return true
}
function inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame) {
function inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, timeFrame) {
/*
For each dataDependencyNode in our data dependencies, we should have a dataFile containing the records needed as an imput for this process.
What we need to do first is transform those records into JSON objects that can be used by user-defined formulas.
@@ -166,10 +164,10 @@
recordDefinition = dataDependencyNode.referenceParent.parentNode.record
singularVariableName = dataDependencyNode.referenceParent.parentNode.config.singularVariableName
/* Transform the raw data into JSON objects */
jsonData = jsonifyDataFile(dataFile, recordDefinition)
jsonData = jsonifyDataFile(processIndex, dataFile, recordDefinition)
/* Add the calculated properties */
if (dataDependencyNode.referenceParent.parentNode.calculations !== undefined) {
inputData = calculationsProcedure(jsonData, recordDefinition, dataDependencyNode.referenceParent.parentNode.calculations, singularVariableName, timeFrame)
inputData = calculationsProcedure(processIndex, jsonData, recordDefinition, dataDependencyNode.referenceParent.parentNode.calculations, singularVariableName, timeFrame)
} else {
inputData = jsonData
}
@@ -182,7 +180,7 @@
}
}
function jsonifyDataFile(dataFile, recordDefinition) {
function jsonifyDataFile(processIndex, dataFile, recordDefinition) {
/*
This function has as an input the raw data on files and creates with it an array of JSON objects
@@ -210,7 +208,7 @@
return jsonifiedArray
}
function calculationsProcedure(jsonArray, recordDefinition, calculationsProcedure, variableName, timeFrame) {
function calculationsProcedure(processIndex, jsonArray, recordDefinition, calculationsProcedure, variableName, timeFrame) {
/*
This function has as an input an array of JSON objects, and it adds calculated properties to
@@ -285,6 +283,7 @@
}
function dataBuildingProcedure(
processIndex,
products,
mainDependency,
recordDefinition,
@@ -447,7 +446,7 @@
return results
}
function generateFileContent(records, recordDefinition, resultsWithIrregularPeriods, processingDailyFiles, currentDay, callBackFunction) {
function generateFileContent(processIndex, records, recordDefinition, resultsWithIrregularPeriods, processingDailyFiles, currentDay, callBackFunction) {
try {
let fileContent = "";
@@ -509,7 +508,7 @@
}
}
function writeFile(contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timeFrameLabel, currentDay, callBackFunction) {
function writeFile(processIndex, contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timeFrameLabel, currentDay, callBackFunction) {
try {
let fileName = 'Data.json';
@@ -523,6 +522,7 @@
let filePath = filePathRoot + "/Output/" + contextSummary.product + "/" + contextSummary.dataset + "/" + timeFrameLabel + dateForPath;
filePath += '/' + fileName
let fileStorage = TS.projects.superalgos.taskModules.fileStorage.newFileStorage(processIndex);
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
TaskServer/.vscode/TaskServer.code-workspace
Vendored
+11
View File
@@ -0,0 +1,11 @@
{
"folders": [
{
"path": "C:\\Superalgos\\TaskServer"
},
{
"path": "C:\\Superalgos\\Projects"
}
],
"settings": {}
}
TaskServer/LowFrequencyTrading/TradingProcess.js
+5 -5
View File
@@ -559,10 +559,10 @@
*/
dataDependencies = TS.projects.superalgos.utilities.nodeFunctions.filterOutNodeWihtoutReferenceParentFromNodeArray(dataDependencies)
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateDataDependencies(dataDependencies, callBackFunction) !== true) { return }
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateDataDependencies(processIndex, dataDependencies, callBackFunction) !== true) { return }
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateOutputDatasets(outputDatasets, callBackFunction) !== true) { return }
if (TS.projects.superalgos.functionLibraries.singleMarketFunctions.validateOutputDatasets(processIndex, outputDatasets, callBackFunction) !== true) { return }
/* The second phase is about transforming the inputs into a format that can be used to apply the user defined code. */
for (let j = 0; j < TS.projects.superalgos.globals.timeFrames.marketFilesPeriods().length; j++) {
@@ -571,7 +571,7 @@
let products = {}
if (dataFiles !== undefined) {
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
let propertyName = 'at' + timeFrameLabel.replace('-', '')
chart[propertyName] = products
@@ -584,7 +584,7 @@
let products = {}
if (dataFiles !== undefined) {
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
let propertyName = 'at' + timeFrameLabel.replace('-', '')
chart[propertyName] = products
@@ -596,7 +596,7 @@
let products = {}
if (dataFiles !== undefined) {
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
TS.projects.superalgos.functionLibraries.singleMarketFunctions.inflateDatafiles(processIndex, dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
let propertyName = 'atAnyTimeFrame'
chart[propertyName] = products