Move to Commons, everything that will be reused by Daily Files
This commit is contained in:
Luis Fernando Molina committed
1 parent
55d1dfba78
commit
2cc407c6fe
2 files changed
+274
-266
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+266
-7
@@ -8,21 +8,40 @@
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const GMT_SECONDS = ':00.000 GMT+0000';
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let thisObject = {
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runSimulation: runSimulation
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initializeData: initializeData,
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runSimulation: runSimulation,
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buildLRC: buildLRC,
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buildPercentageBandwidthMap: buildPercentageBandwidthMap,
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buildBollingerBandsMap: buildBollingerBandsMap,
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buildBollingerChannelsArray: buildBollingerChannelsArray,
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buildBollingerSubChannelsArray: buildBollingerSubChannelsArray,
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buildCandles: buildCandles
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};
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let utilities = UTILITIES.newCloudUtilities(bot, logger);
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let LRCMap = new Map();
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let percentageBandwidthMap = new Map();
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let bollingerBandsMap = new Map();
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let bollingerChannelsArray = [];
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let bollingerSubChannelsArray = [];
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let candles = [];
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return thisObject;
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function initializeData() {
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LRCMap = new Map();
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percentageBandwidthMap = new Map();
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bollingerBandsMap = new Map();
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bollingerChannelsArray = [];
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bollingerSubChannelsArray = [];
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candles = [];
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}
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function runSimulation(
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candles,
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bollingerBandsMap,
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percentageBandwidthMap,
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LRCMap,
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bollingerChannelsArray,
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bollingerSubChannelsArray,
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recordsArray,
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conditionsArray,
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simulationLogic,
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@@ -950,4 +969,244 @@
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildLRC(dataFile) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildLRC -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < dataFile.length; i++) {
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let LRC = {
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begin: dataFile[i][0],
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end: dataFile[i][1],
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_15: dataFile[i][2],
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_30: dataFile[i][3],
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_60: dataFile[i][4]
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};
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if (previous !== undefined) {
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if (previous._15 > LRC._15) { LRC.direction15 = 'down'; }
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if (previous._15 < LRC._15) { LRC.direction15 = 'up'; }
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if (previous._15 === LRC._15) { LRC.direction15 = 'side'; }
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if (previous._30 > LRC._30) { LRC.direction30 = 'down'; }
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if (previous._30 < LRC._30) { LRC.direction30 = 'up'; }
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if (previous._30 === LRC._30) { LRC.direction30 = 'side'; }
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if (previous._60 > LRC._60) { LRC.direction60 = 'down'; }
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if (previous._60 < LRC._60) { LRC.direction60 = 'up'; }
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if (previous._60 === LRC._60) { LRC.direction60 = 'side'; }
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}
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LRC.previous = previous;
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LRCMap.set(LRC.begin, LRC);
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previous = LRC;
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildLRC -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildPercentageBandwidthMap(dataFile) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildPercentageBandwidthMap -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < dataFile.length; i++) {
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let percentageBandwidth = {
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begin: dataFile[i][0],
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end: dataFile[i][1],
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value: dataFile[i][2],
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movingAverage: dataFile[i][3],
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bandwidth: dataFile[i][4]
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};
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if (previous !== undefined) {
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if (previous.movingAverage > percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'down'; }
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if (previous.movingAverage < percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'up'; }
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if (previous.movingAverage === percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'side'; }
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}
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percentageBandwidth.previous = previous;
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percentageBandwidthMap.set(percentageBandwidth.begin, percentageBandwidth);
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previous = percentageBandwidth;
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildPercentageBandwidthMap -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildBollingerBandsMap(dataFile) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildBollingerBandsMap -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < dataFile.length; i++) {
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let bollingerBand = {
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begin: dataFile[i][0],
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end: dataFile[i][1],
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movingAverage: dataFile[i][2],
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standardDeviation: dataFile[i][3],
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deviation: dataFile[i][4]
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};
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if (previous !== undefined) {
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if (previous.movingAverage > bollingerBand.movingAverage) { bollingerBand.direction = 'down'; }
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if (previous.movingAverage < bollingerBand.movingAverage) { bollingerBand.direction = 'up'; }
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if (previous.movingAverage === bollingerBand.movingAverage) { bollingerBand.direction = 'side'; }
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}
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bollingerBand.previous = previous;
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bollingerBandsMap.set(bollingerBand.begin, bollingerBand);
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previous = bollingerBand;
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildBollingerBandsMap -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildBollingerChannelsArray(dataFile) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildBollingerChannelsArray -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < dataFile.length; i++) {
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let bollingerChannel = {
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begin: dataFile[i][0],
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end: dataFile[i][1],
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direction: dataFile[i][2],
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period: dataFile[i][3],
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firstMovingAverage: dataFile[i][4],
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lastMovingAverage: dataFile[i][5],
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firstDeviation: dataFile[i][6],
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lastDeviation: dataFile[i][7]
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};
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bollingerChannel.previous = previous;
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bollingerChannelsArray.push(bollingerChannel);
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previous = bollingerChannel;
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildBollingerChannelsArray -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildBollingerSubChannelsArray(dataFile) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildBollingerSubChannelsArray -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < dataFile.length; i++) {
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let bollingerSubChannel = {
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begin: dataFile[i][0],
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end: dataFile[i][1],
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direction: dataFile[i][2],
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slope: dataFile[i][3],
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period: dataFile[i][4],
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firstMovingAverage: dataFile[i][5],
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lastMovingAverage: dataFile[i][6],
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firstDeviation: dataFile[i][7],
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lastDeviation: dataFile[i][8]
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};
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bollingerSubChannel.previous = previous;
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bollingerSubChannelsArray.push(bollingerSubChannel);
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previous = bollingerSubChannel;
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildBollingerSubChannelsArray -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildCandles(dataFile) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildCandles -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < dataFile.length; i++) {
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let candle = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined,
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direction: undefined
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};
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candle.min = dataFile[i][0];
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candle.max = dataFile[i][1];
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candle.open = dataFile[i][2];
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candle.close = dataFile[i][3];
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candle.begin = dataFile[i][4];
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candle.end = dataFile[i][5];
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if (candle.open > candle.close) { candle.direction = 'down'; }
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if (candle.open < candle.close) { candle.direction = 'up'; }
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if (candle.open === candle.close) { candle.direction = 'side'; }
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candle.previous = previous;
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candles.push(candle);
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previous = candle;
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildCandles -> err = " + err.message);
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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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@@ -63,16 +63,11 @@
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let market = global.MARKET;
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let marketFile;
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let LRCMap = new Map();
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let percentageBandwidthMap = new Map();
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let bollingerBandsMap = new Map();
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let bollingerChannelsArray = [];
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let bollingerSubChannelsArray = [];
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let candles = [];
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let recordsArray = [];
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let conditionsArray = [];
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let simulationLogic = {};
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commons.initializeData();
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for (let i = 0; i < dataDependencies.config.length; i++) {
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@@ -82,285 +77,39 @@
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switch (i) {
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case 0: {
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buildLRC();
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commons.buildLRC(marketFile);
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break;
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}
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case 1: {
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buildPercentageBandwidthMap();
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commons.buildPercentageBandwidthMap(marketFile);
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break;
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}
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case 2: {
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buildBollingerBandsMap();
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commons.buildBollingerBandsMap(marketFile);
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break;
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}
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case 3: {
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buildBollingerChannelsArray();
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commons.buildBollingerChannelsArray(marketFile);
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break;
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}
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case 4: {
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buildBollingerSubChannelsArray();
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commons.buildBollingerSubChannelsArray(marketFile);
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break;
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}
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case 5: {
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buildCandles();
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commons.buildCandles(marketFile);
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break;
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}
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}
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}
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commons.runSimulation(
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candles,
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bollingerBandsMap,
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percentageBandwidthMap,
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LRCMap,
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bollingerChannelsArray,
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bollingerSubChannelsArray,
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recordsArray,
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conditionsArray,
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simulationLogic,
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outputPeriod,
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writeRecordsFile)
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function buildLRC() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRC -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < marketFile.length; i++) {
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let LRC = {
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begin: marketFile[i][0],
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end: marketFile[i][1],
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_15: marketFile[i][2],
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_30: marketFile[i][3],
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_60: marketFile[i][4]
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};
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if (previous !== undefined) {
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if (previous._15 > LRC._15) { LRC.direction15 = 'down'; }
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if (previous._15 < LRC._15) { LRC.direction15 = 'up'; }
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if (previous._15 === LRC._15) { LRC.direction15 = 'side'; }
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if (previous._30 > LRC._30) { LRC.direction30 = 'down'; }
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if (previous._30 < LRC._30) { LRC.direction30 = 'up'; }
|
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if (previous._30 === LRC._30) { LRC.direction30 = 'side'; }
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|
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if (previous._60 > LRC._60) { LRC.direction60 = 'down'; }
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if (previous._60 < LRC._60) { LRC.direction60 = 'up'; }
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if (previous._60 === LRC._60) { LRC.direction60 = 'side'; }
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}
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LRC.previous = previous;
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LRCMap.set(LRC.begin, LRC);
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previous = LRC;
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}
|
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}
|
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catch (err) {
|
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logger.write(MODULE_NAME, "[ERROR] start -> buildLRC -> err = " + err.message);
|
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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 buildPercentageBandwidthMap() {
|
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|
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildPercentageBandwidthMap -> Entering function."); }
|
||||
|
||||
try {
|
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|
||||
let previous;
|
||||
|
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for (let i = 0; i < marketFile.length; i++) {
|
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|
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let percentageBandwidth = {
|
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begin: marketFile[i][0],
|
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end: marketFile[i][1],
|
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value: marketFile[i][2],
|
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movingAverage: marketFile[i][3],
|
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bandwidth: marketFile[i][4]
|
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};
|
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|
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if (previous !== undefined) {
|
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|
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if (previous.movingAverage > percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'down'; }
|
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if (previous.movingAverage < percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'up'; }
|
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if (previous.movingAverage === percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'side'; }
|
||||
|
||||
}
|
||||
|
||||
percentageBandwidth.previous = previous;
|
||||
|
||||
percentageBandwidthMap.set(percentageBandwidth.begin, percentageBandwidth);
|
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|
||||
previous = percentageBandwidth;
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildPercentageBandwidthMap -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildBollingerBandsMap() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBollingerBandsMap -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let previous;
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let bollingerBand = {
|
||||
begin: marketFile[i][0],
|
||||
end: marketFile[i][1],
|
||||
movingAverage: marketFile[i][2],
|
||||
standardDeviation: marketFile[i][3],
|
||||
deviation: marketFile[i][4]
|
||||
};
|
||||
|
||||
if (previous !== undefined) {
|
||||
|
||||
if (previous.movingAverage > bollingerBand.movingAverage) { bollingerBand.direction = 'down'; }
|
||||
if (previous.movingAverage < bollingerBand.movingAverage) { bollingerBand.direction = 'up'; }
|
||||
if (previous.movingAverage === bollingerBand.movingAverage) { bollingerBand.direction = 'side'; }
|
||||
|
||||
}
|
||||
|
||||
bollingerBand.previous = previous;
|
||||
|
||||
bollingerBandsMap.set(bollingerBand.begin, bollingerBand);
|
||||
|
||||
previous = bollingerBand;
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildBollingerBandsMap -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildBollingerChannelsArray() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBollingerChannelsArray -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let previous;
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let bollingerChannel = {
|
||||
begin: marketFile[i][0],
|
||||
end: marketFile[i][1],
|
||||
direction: marketFile[i][2],
|
||||
period: marketFile[i][3],
|
||||
firstMovingAverage: marketFile[i][4],
|
||||
lastMovingAverage: marketFile[i][5],
|
||||
firstDeviation: marketFile[i][6],
|
||||
lastDeviation: marketFile[i][7]
|
||||
};
|
||||
|
||||
bollingerChannel.previous = previous;
|
||||
|
||||
bollingerChannelsArray.push(bollingerChannel);
|
||||
|
||||
previous = bollingerChannel;
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildBollingerChannelsArray -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildBollingerSubChannelsArray() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBollingerSubChannelsArray -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let previous;
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let bollingerSubChannel = {
|
||||
begin: marketFile[i][0],
|
||||
end: marketFile[i][1],
|
||||
direction: marketFile[i][2],
|
||||
slope: marketFile[i][3],
|
||||
period: marketFile[i][4],
|
||||
firstMovingAverage: marketFile[i][5],
|
||||
lastMovingAverage: marketFile[i][6],
|
||||
firstDeviation: marketFile[i][7],
|
||||
lastDeviation: marketFile[i][8]
|
||||
};
|
||||
|
||||
bollingerSubChannel.previous = previous;
|
||||
|
||||
bollingerSubChannelsArray.push(bollingerSubChannel);
|
||||
|
||||
previous = bollingerSubChannel;
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildBollingerSubChannelsArray -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildCandles() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let previous;
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let candle = {
|
||||
open: undefined,
|
||||
close: undefined,
|
||||
min: 10000000000000,
|
||||
max: 0,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined
|
||||
};
|
||||
|
||||
candle.min = marketFile[i][0];
|
||||
candle.max = marketFile[i][1];
|
||||
|
||||
candle.open = marketFile[i][2];
|
||||
candle.close = marketFile[i][3];
|
||||
|
||||
candle.begin = marketFile[i][4];
|
||||
candle.end = marketFile[i][5];
|
||||
|
||||
if (candle.open > candle.close) { candle.direction = 'down'; }
|
||||
if (candle.open < candle.close) { candle.direction = 'up'; }
|
||||
if (candle.open === candle.close) { candle.direction = 'side'; }
|
||||
|
||||
candle.previous = previous;
|
||||
|
||||
candles.push(candle);
|
||||
|
||||
previous = candle;
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeRecordsFile() {
|
||||
|
||||
try {
|
||||
|
||||
Reference in new issue
Block a user