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Time Frames from global framework

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Luis Fernando Molina committed 2020-11-27 12:53:21 +01:00
1 parent 4b5c2abf3e
commit 2ded6a45b1
12 files changed
+69 -96
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TaskServer/ReinforcementLearning/LearningProcess.js
+17 -17
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@@ -365,15 +365,15 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
We will iterate through all posible timeFrames.
*/
for (let n = 0; n < global.marketFilesPeriods.length; n++) {
const timeFrame = global.marketFilesPeriods[n][0];
const timeFrameLabel = global.marketFilesPeriods[n][1];
for (let n = 0; n < TS.projects.superalgos.globals.timeFrames.marketFilesPeriods().length; n++) {
const timeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0];
const timeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
dataFiles = new Map();
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.marketFilesPeriods[n][0];
currentTimeFrameLabel = global.marketFilesPeriods[n][1];
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
}
for (let dependencyIndex = 0; dependencyIndex < dataDependenciesModule.nodeArray.length; dependencyIndex++) {
let dependency = dataDependenciesModule.nodeArray[dependencyIndex];
@@ -439,7 +439,7 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
}
}
let mapKey = global.marketFilesPeriods[n][1];
let mapKey = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
multiPeriodDataFiles.set(mapKey, dataFiles)
}
return true
@@ -453,9 +453,9 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
/*
We will iterate through all posible timeFrames.
*/
for (let n = 0; n < global.dailyFilePeriods.length; n++) {
const timeFrame = global.dailyFilePeriods[n][0];
const timeFrameLabel = global.dailyFilePeriods[n][1];
for (let n = 0; n < TS.projects.superalgos.globals.timeFrames.dailyFilePeriods().length; n++) {
const timeFrame = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0];
const timeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1];
if (processConfig.framework.validtimeFrames !== undefined) {
let validPeriod = false;
@@ -469,8 +469,8 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
}
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.dailyFilePeriods[n][0];
currentTimeFrameLabel = global.dailyFilePeriods[n][1];
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1];
}
dataFiles = new Map();
@@ -516,7 +516,7 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
dataFiles.set(dependency.id, dataFile);
}
let mapKey = global.dailyFilePeriods[n][1];
let mapKey = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1];
multiPeriodDataFiles.set(mapKey, dataFiles)
}
return true
@@ -569,8 +569,8 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
if (commons.validateOutputDatasets(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 < global.marketFilesPeriods.length; j++) {
let timeFrameLabel = marketFilesPeriods[j][1]
for (let j = 0; j < TS.projects.superalgos.globals.timeFrames.marketFilesPeriods().length; j++) {
let timeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[j][1]
let dataFiles = multiPeriodDataFiles.get(timeFrameLabel)
let products = {}
@@ -582,8 +582,8 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
}
}
for (let j = 0; j < global.dailyFilePeriods.length; j++) {
let timeFrameLabel = global.dailyFilePeriods[j][1]
for (let j = 0; j < TS.projects.superalgos.globals.timeFrames.dailyFilePeriods().length; j++) {
let timeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[j][1]
let dataFiles = multiPeriodDataFiles.get(timeFrameLabel)
let products = {}
@@ -629,7 +629,7 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
await writeTimeFramesFiles(currentTimeFrame, currentTimeFrameLabel)
await writeDataRanges()
if (currentTimeFrame > global.dailyFilePeriods[0][0]) {
if (currentTimeFrame > TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[0][0]) {
await writeMarketStatusReport(currentTimeFrameLabel)
} else {
await writeDailyStatusReport(currentTimeFrameLabel)