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Bugs corrected at Daily, when an object is spanning more than one day

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This commit is contained in:
Luis Fernando Molina committed 2019-04-29 10:49:24 +02:00
1 parent 9592176ce2
commit 2b280530b0
3 files changed
+54 -49
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Commons.js
+18 -15
View File
@@ -116,6 +116,13 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let rate = 0;
let newStopLoss;
/* In some cases we need to know if we are positioned at the last candle of the calendar day, for that we need thse variables. */
let lastInstantOfTheDay = currentDay.valueOf() + ONE_DAY_IN_MILISECONDS - 1;
let lastCandle = candles[candles.length - 1];
/* These 2 objects will allow us to create separate files for each one of them. */
let currentStrategy = {
begin: 0,
end: 0,
@@ -157,7 +164,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let hits = 0;
let periods = 0;
/* Message to Su=Simulation Executor */
/* Message to the Simulation Executor */
let orderId = 0;
let messageId = 0;
@@ -935,7 +942,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (
(currentStrategy.begin !== 0 && currentStrategy.end !== 0) ||
(currentStrategy.begin !== 0 && i === candles.length - 1)
(currentStrategy.begin !== 0 && i === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
) {
strategiesArray.push(currentStrategy);
@@ -954,7 +961,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (
(currentTrade.begin !== 0 && currentTrade.end !== 0) ||
(currentTrade.begin !== 0 && i === candles.length - 1)
(currentTrade.begin !== 0 && i === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
) {
currentTrade.profit = lastProfit;
@@ -978,11 +985,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (currentDay !== undefined) {
let lastInstantOdDay = currentDay.valueOf() + ONE_DAY_IN_MILISECONDS - 1;
lastCandle = candles[candles.length - 1];
if (lastCandle.end === lastInstantOdDay) {
if (lastCandle.end === lastInstantOfTheDay) {
interExecutionMemory.balanceAssetA = yesterday.balanceAssetA;
interExecutionMemory.balanceAssetB = yesterday.balanceAssetB;
@@ -1025,7 +1028,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] runSimulation -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] runSimulation -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -1072,7 +1075,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildLRC -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] buildLRC -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -1111,7 +1114,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildPercentageBandwidthMap -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] buildPercentageBandwidthMap -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -1150,7 +1153,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildBollingerBandsMap -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] buildBollingerBandsMap -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -1184,7 +1187,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildBollingerChannelsArray -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] buildBollingerChannelsArray -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -1219,7 +1222,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildBollingerSubChannelsArray -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] buildBollingerSubChannelsArray -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -1265,7 +1268,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildCandles -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] buildCandles -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
Multi-Period-Daily/User.Bot.js
+21 -19
View File
@@ -44,12 +44,12 @@
callBackFunction(global.DEFAULT_OK_RESPONSE);
} else {
logger.write(MODULE_NAME, "[ERROR] initializeStorage -> onStorageInizialized -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] initializeStorage -> onStorageInizialized -> err = " + err.stack);
callBackFunction(err);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -193,7 +193,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
@@ -206,13 +206,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -278,7 +278,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
@@ -291,13 +291,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -316,9 +316,10 @@
for (let i = 0; i < strategiesArray.length; i++) {
let record = strategiesArray[i];
/* Will only add to the file the records of the current day */
/* 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
at the current date. */
if (record.begin < currentDay.valueOf()) { continue; }
if (record.end < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
@@ -353,7 +354,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
@@ -366,13 +367,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -392,9 +393,10 @@
let record = tradesArray[i];
/* Will only add to the file the records of the current day */
/* 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
at the current date. */
if (record.begin < currentDay.valueOf()) { continue; }
if (record.end < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
@@ -427,7 +429,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
@@ -440,13 +442,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -454,7 +456,7 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
Multi-Period-Market/User.Bot.js
+15 -15
View File
@@ -44,12 +44,12 @@
callBackFunction(global.DEFAULT_OK_RESPONSE);
} else {
logger.write(MODULE_NAME, "[ERROR] initializeStorage -> onStorageInizialized -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] initializeStorage -> onStorageInizialized -> err = " + err.stack);
callBackFunction(err);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -190,7 +190,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
@@ -203,13 +203,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -265,7 +265,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
@@ -278,13 +278,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -334,7 +334,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
@@ -347,13 +347,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -402,7 +402,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
@@ -415,20 +415,20 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}