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Update TradingRecords.js

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This commit is contained in:
Luis Fernando Molina committed 2020-08-09 17:17:56 +02:00
1 parent be561875ac
commit 2b6aa4c816
1 file changed
+37 -17
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LowFrequencyTrading/TradingRecords.js
+37 -17
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@@ -89,7 +89,9 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
*/
let productRootNode = productRoot[index]
let record = scanRecordDefinition(product, productRootNode, index)
persistIndividualRecord(record, product, outputDatasetArray)
if (record !== undefined) {
persistIndividualRecord(record, product, outputDatasetArray)
}
}
} else {
/*
@@ -101,7 +103,9 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
*/
let productRootNode = productRoot
let record = scanRecordDefinition(product, productRootNode)
persistIndividualRecord(record, product, outputDatasetArray)
if (record !== undefined) {
persistIndividualRecord(record, product, outputDatasetArray)
}
}
}
}
@@ -192,6 +196,13 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
value = targetNode
}
}
/* We are not going to add records where the begin or end are missing */
if (
recordProperty.config.codeName === 'begin' && value === 0 ||
recordProperty.config.codeName === 'end' && value === 0
) { return }
if (recordProperty.config.isString !== true && Array.isArray(value) !== true) {
value = safeNumericValue(value)
}
@@ -213,27 +224,36 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
let propertyValue = record[j]
if (bot.processingDailyFiles) {
/*
When dealing with Daily Files, we need to avoid to write an open object at the last 'candle' of the day,
since the object will be duplicated on the next day. How do we know we are positioned at the last candle
of the day? Easy: the end of the candle must be 1 millisecod before the next day. That happens at any
time frame.
*/
let currentDay = new Date(tradingEngine.current.episode.candle.end.value)
let nextDay = new Date(tradingEngine.current.episode.candle.end.value + 1)
if (currentDay.getUTCDate() !== nextDay.getUTCDate()) {
/*
We will save the object only if it is closed, becasuse we are at the last candle of the day.
if (product.config.doNotCutObjectInDays !== true) {
/*
By default we will cut objects in days.
*/
if (propertyValue === product.config.propertyValueThatClosesObject) {
if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) {
outputDatasetArray.push(record)
}
} else {
/*
When we are not at the end of the day, we will save the object normally, like in market files.
When dealing with Daily Files, we need to avoid to write an open object at the last 'candle' of the day,
since the object will be duplicated on the next day. How do we know we are positioned at the last candle
of the day? Easy: the end of the candle must be 1 millisecod before the next day. That happens at any
time frame.
*/
if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) {
outputDatasetArray.push(record)
let currentDay = new Date(tradingEngine.current.episode.candle.end.value)
let nextDay = new Date(tradingEngine.current.episode.candle.end.value + 1)
if (currentDay.getUTCDate() !== nextDay.getUTCDate()) {
/*
We will save the object only if it is closed, becasuse we are at the last candle of the day.
*/
if (propertyValue === product.config.propertyValueThatClosesObject) {
outputDatasetArray.push(record)
}
} else {
/*
When we are not at the end of the day, we will save the object normally, like in market files.
*/
if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) {
outputDatasetArray.push(record)
}
}
}
}