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Session Stopping

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Luis Fernando Molina committed 2020-09-12 14:22:52 +02:00
1 parent 66898ca2d2
commit 2d1fe61aaf
3 files changed
+72 -60
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LowFrequencyTrading/TradingProcess.js
+54 -53
View File
@@ -124,7 +124,7 @@
This is the Data Structure used at the Simulation with all indicator data.
We start creating it right here.
*/
let chart = {}
let chart = {}
/*
Here we check if we need to get Daily Files or not. As an optimization, when
we are running on a Time Frame of 1hs or above, we are not going to load
@@ -146,8 +146,8 @@
} else {
/* We are processing Daily Files */
do {
if (checkStopTaskGracefully() === false) {break}
if (checkStopProcessing() === false) {break}
if (checkStopTaskGracefully() === false) { break }
if (checkStopProcessing() === false) { break }
/*
We update the Trading Process Date with the date calculated at the simulation.
@@ -170,15 +170,15 @@
/*
If for any reason the session was stopped, we will break this loop and exit the process.
*/
if (bot.STOP_SESSION === true) {break}
if (bot.STOP_SESSION === true) { break }
/*
When we get to the end of the market, we need to break this process loop in order
to let time pass, new information be collected from the exchange, new data built
into indicators, and eventually a new execution of this process.
*/
if (checkStopHeadOfTheMarket() === false) {break}
}
while (true)
if (checkStopHeadOfTheMarket() === false) { break }
}
while (true)
}
checkIfSessionMustStop()
@@ -289,7 +289,7 @@
for (let dependencyIndex = 0; dependencyIndex < dataDependenciesModule.nodeArray.length; dependencyIndex++) {
let dependency = dataDependenciesModule.nodeArray[dependencyIndex];
let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex];
if (datasetModule.node.config.codeName !== "Single-File") {
continue
}
@@ -302,10 +302,10 @@
let filePath = datasetModule.node.parentNode.config.codeName + '/' + datasetModule.node.config.codeName;
/* We cut the async calls via callBacks at this point, so as to have a clearer code upstream */
let response = await asyncGetDatasetFile(datasetModule, filePath, fileName)
let response = await asyncGetDatasetFile(datasetModule, filePath, fileName)
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
throw(response.err)
throw (response.err)
}
let dataFile = JSON.parse(response.text);
@@ -351,12 +351,12 @@
let filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel;
/* We cut the async calls via callBacks at this point, so as to have a clearer code upstream */
let response = await asyncGetDatasetFile(datasetModule, filePath, fileName)
let response = await asyncGetDatasetFile(datasetModule, filePath, fileName)
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
throw(response.err)
throw (response.err)
}
let dataFile = JSON.parse(response.text);
let trimmedDataFile = trimDataFile(dataFile, datasetModule.node.parentNode.record)
dataFiles.set(dependency.id, trimmedDataFile);
@@ -402,7 +402,7 @@
/* Telling the world we are alive and doing well and which date we are processing right now. */
let processingDateString = tradingProcessDate.getUTCFullYear() + '-' + utilities.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(tradingProcessDate.getUTCDate(), 2);
bot.processHeartBeat(processingDateString)
/*
We will iterate through all posible timeFrames.
*/
@@ -456,10 +456,10 @@
let fileName = "Data.json";
/* We cut the async calls via callBacks at this point, so as to have a clearer code upstream */
let response = await asyncGetDatasetFile(datasetModule, filePath, fileName)
let response = await asyncGetDatasetFile(datasetModule, filePath, fileName)
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
throw(response.err)
throw (response.err)
}
let dataFile = JSON.parse(response.text);
@@ -471,7 +471,7 @@
}
}
function checkStopHeadOfTheMarket() {
function checkStopHeadOfTheMarket() {
/*
We need to check if we have reached the head of the market in order to know
when to break the Daily Files Process loop and give time for a new candles /
@@ -556,13 +556,13 @@
currentTimeFrame,
currentTimeFrameLabel,
tradingProcessDate
)
)
/*
From here on, all other loops executions wont be the first execution and also
we will consider that it is not resuming a previous execution as well.
*/
bot.FIRST_EXECUTION = false
bot.FIRST_EXECUTION = false
bot.RESUME = false
}
@@ -571,7 +571,7 @@
await writeTimeFramesFiles(currentTimeFrame, currentTimeFrameLabel)
await writeDataRanges()
if (currentTimeFrame > global.dailyFilePeriods[0][0]) {
await writeMarketStatusReport(currentTimeFrameLabel)
} else {
@@ -580,30 +580,30 @@
async function writeDataRanges() {
for (
let outputDatasetIndex = 0;
outputDatasetIndex < outputDatasets.length;
outputDatasetIndex++
) {
let outputDatasetIndex = 0;
outputDatasetIndex < outputDatasets.length;
outputDatasetIndex++
) {
let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName;
await writeDataRange(productCodeName);
}
async function writeDataRange(productCodeName) {
let dataRange = {
begin: contextVariables.dateBeginOfMarket.valueOf(),
end: tradingProcessDate.valueOf() + global.ONE_DAY_IN_MILISECONDS
}
let fileContent = JSON.stringify(dataRange);
let fileName = '/Data.Range.json';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName;
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
throw(response.err)
throw (response.err)
}
/*
Raise the event that the Data Range was Updated.
*/
@@ -611,59 +611,59 @@
let event = {
dateRange: dataRange
}
global.EVENT_SERVER_CLIENT.raiseEvent(key, 'Data Range Updated', event)
}
}
async function writeTimeFramesFiles(currentTimeFrame, currentTimeFrameLabel) {
for (
let outputDatasetIndex = 0;
outputDatasetIndex < outputDatasets.length;
outputDatasetIndex++
) {
let outputDatasetIndex = 0;
outputDatasetIndex < outputDatasets.length;
outputDatasetIndex++
) {
let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName;
await writeTimeFramesFile( currentTimeFrameLabel, productCodeName, 'Multi-Period-Daily')
await writeTimeFramesFile( currentTimeFrameLabel, productCodeName, 'Multi-Period-Market')
await writeTimeFramesFile(currentTimeFrameLabel, productCodeName, 'Multi-Period-Daily')
await writeTimeFramesFile(currentTimeFrameLabel, productCodeName, 'Multi-Period-Market')
async function writeTimeFramesFile(currentTimeFrameLabel, productCodeName, processType) {
let timeFramesArray = []
timeFramesArray.push(currentTimeFrameLabel)
let fileContent = JSON.stringify(timeFramesArray)
let fileName = '/Time.Frames.json';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + processType + fileName;
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
throw(response.err)
throw (response.err)
}
}
}
}
async function writeDailyStatusReport( currentTimeFrameLabel) {
async function writeDailyStatusReport(currentTimeFrameLabel) {
let reportKey = bot.dataMine + "-" + bot.codeName + "-" + bot.processNode.referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastExecution = bot.currentDaytime
thisReport.file.lastFile = tradingProcessDate
thisReport.file.simulationState = bot.simulationState
thisReport.file.timeFrames = currentTimeFrameLabel
await thisReport.asyncSave()
}
async function writeMarketStatusReport(currentTimeFrameLabel) {
let reportKey = bot.dataMine + "-" + bot.codeName + "-" + bot.processNode.referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey);
thisReport.file.lastExecution = bot.processDatetime
thisReport.file.simulationState = bot.simulationState
thisReport.file.timeFrames = currentTimeFrameLabel
logger.newInternalLoop(bot.codeName, bot.process, tradingProcessDate)
await thisReport.asyncSave()
}
@@ -675,6 +675,7 @@
/*
Backtests needs only one execution of this process to complete.
*/
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] checkIfSessionMustStop -> Backtesting Session Finished. Stopping the Session now. ') }
bot.SESSION.stop('Backtesting Session Finished.')
}
}
@@ -714,14 +715,14 @@
datasetModule.getTextFile(filePath, fileName, onFileReceived);
function onFileReceived(err, text) {
let response = {
err: err,
text: text
}
resolve(response)
}
});
});
return promise
}
Session.js
+17 -7
View File
@@ -54,7 +54,11 @@
function onSessionRan(message) {
try {
if (bot.SESSION_STATUS === 'Idle' || bot.SESSION_STATUS === 'Running') { return } // This happens when the UI is reloaded, the session was running and tries to run it again.
/* This happens when the UI is reloaded, the session was running and tries to run it again. */
if (bot.SESSION_STATUS === 'Idle' || bot.SESSION_STATUS === 'Running') {
parentLogger.write(MODULE_NAME, "[WARN] onSessionRan -> Event receive to run the Session while it was already running. ")
return
}
/* We are going to run the Definition comming at the event. */
bot.TRADING_SYSTEM = JSON.parse(message.event.tradingSystem)
@@ -96,6 +100,7 @@
bot.STOP_SESSION = false
} else {
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRan -> Stopping the Session now. ') }
}
socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is starting.")
@@ -109,10 +114,11 @@
}
function stopSession(commandOrigin) {
socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is stopping " + commandOrigin)
socialBotsModule.finalize()
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] stopSession -> Stopping the Session now. ') }
sessionInfo(bot.SESSION, commandOrigin)
}
@@ -128,7 +134,7 @@
if (config.folderName === undefined) {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.SESSION.id
} else {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
}
}
}
@@ -159,14 +165,14 @@
} else {
/* Check that we received valid dates */
if (bot.SESSION.type === 'Backtesting Session') {
if(isNaN(new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
if (isNaN(new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
return false
}
}
if(isNaN(new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
if (isNaN(new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
@@ -205,14 +211,14 @@
/* Initial Datetime */
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined ) {
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) {
bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault
} else {
bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
}
} else {
/* Non backtest session can start from the past only if explicitly configured that way */
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.SESSION.parameters.timeRange.config.allowStartingFromThePast !== true ) {
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) {
bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault
} else {
bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
@@ -393,6 +399,7 @@
if (global.STOP_TASK_GRACEFULLY === true) {
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionHeartBeat -> Stopping the Session now. ') }
}
}
@@ -414,6 +421,7 @@
if (global.STOP_TASK_GRACEFULLY === true) {
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionError -> Stopping the Session now. ') }
}
}
@@ -435,6 +443,7 @@
if (global.STOP_TASK_GRACEFULLY === true) {
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionWarning -> Stopping the Session now. ') }
}
}
@@ -456,6 +465,7 @@
if (global.STOP_TASK_GRACEFULLY === true) {
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionInfo -> Stopping the Session now. ') }
}
}
TradingBot.js
+1
View File
@@ -44,6 +44,7 @@
/* Some initial values*/
let fixedTimeLoopIntervalHandle;
bot.STOP_SESSION = true;
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] run -> Stopping the Session now. ') }
/* Heartbeats sent to the UI */
bot.processHeartBeat = processHeartBeat