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Sparta, Candle Channels, Bug Fixes

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Luis Fernando Molina committed 2020-04-15 09:23:03 +02:00
1 parent 3c54cef4c8
commit 2f1c9e8628
27 files changed
+181 -4295
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TaskServer/DebugLog.js
+1 -1
View File
@@ -47,7 +47,7 @@ exports.newDebugLog = function newDebugLog() {
if (date === undefined) { date = thisObject.bot.processDatetime }
date = date.getUTCFullYear() + '-' + strPad(date.getUTCMonth() + 1, 2, "0") + '-' + strPad(date.getUTCDate(), 2, "0");
console.log(new Date().toISOString() + " " + strPad(thisObject.bot.exchange, 20) + " " + strPad(thisObject.bot.market.baseAsset + '/' + thisObject.bot.market.quotedAsset, 10) + " " + strPad(pBot, 20) + " " + strPad(pProcess, 30)
console.log(new Date().toISOString() + " " + strPad(thisObject.bot.exchange, 20) + " " + strPad(thisObject.bot.market.baseAsset + '/' + thisObject.bot.market.quotedAsset, 10) + " " + strPad(pBot, 30) + " " + strPad(pProcess, 30)
+ " Internal Loop # " + strPad(internalLoopCounter + 1, 8) + " " + strPad(date, 30) + " " + strPad(percentage, 10))
persist();
TaskServer/IndicatorBotProcessMainLoop.js
+1 -1
View File
@@ -145,7 +145,7 @@
/* High level log entry */
console.log(new Date().toISOString() + " " + pad(bot.exchange, 20) + " " + pad(bot.market.baseAsset + '/' + bot.market.quotedAsset, 10) + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30)
console.log(new Date().toISOString() + " " + pad(bot.exchange, 20) + " " + pad(bot.market.baseAsset + '/' + bot.market.quotedAsset, 10) + " " + pad(bot.codeName, 30) + " " + pad(bot.process, 30)
+ " Main Loop # " + pad(Number(bot.loopCounter), 8))
/* We will prepare first the infraestructure needed for the bot to run. There are 3 modules we need to sucessfullly initialize first. */
TaskServer/MultiPeriodDaily.js
+72 -84
View File
@@ -115,95 +115,75 @@
let reportKey;
let statusReport;
if (processConfig.framework.startDate.fixedDate !== undefined) {
/*
We look first for the bot who knows the begining of the market in order to get when the market starts.
*/
/* The starting date is fixed, we will start from there. */
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> We have got a user defined startDate. -> startDate = " + processConfig.framework.startDate.fixedDate); }
contextVariables.dateBeginOfMarket = new Date(processConfig.framework.startDate.fixedDate);
} else {
/*
We look first for the bot who knows the begining of the market in order to get when the market starts.
*/
statusReport = statusDependencies.reportsByMainUtility.get("Market Starting Point")
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Market Starting Point -> Status Report does not exist or Market Starting Point not defined. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusReport.file;
if (thisReport.beginingOfMarket === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency does not exist."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.dateBeginOfMarket = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
statusReport = statusDependencies.reportsByMainUtility.get("Market Starting Point")
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Market Starting Point -> Status Report does not exist or Market Starting Point not defined. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (processConfig.framework.endDate.fixedDate !== undefined) {
/* The ending date is fixed, we will end there. */
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> We have got a user defined endDate. -> endDate = " + processConfig.framework.endDate.fixedDate); }
contextVariables.dateEndOfMarket = new Date(processConfig.framework.endDate.fixedDate);
} else {
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
statusReport = statusDependencies.reportsByMainUtility.get("Market Ending Point")
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Market Ending Point -> Status Report does not exist or Market Ending Point not defined. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusReport.file;
if (thisReport.lastFile === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency not ready."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.dateEndOfMarket = new Date(thisReport.lastFile.valueOf());
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusReport.file;
if (thisReport.beginingOfMarket === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency does not exist."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.dateBeginOfMarket = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
statusReport = statusDependencies.reportsByMainUtility.get("Market Ending Point")
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Market Ending Point -> Status Report does not exist or Market Ending Point not defined. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
thisReport = statusReport.file;
if (thisReport.lastFile === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency not ready."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
contextVariables.dateEndOfMarket = new Date(thisReport.lastFile.valueOf());
/* Finally we get our own Status Report. */
statusReport = statusDependencies.reportsByMainUtility.get("Self Reference")
@@ -234,7 +214,7 @@
return;
}
if (bot.hasTheBotJustStarted === true && processConfig.framework.startDate.resumeExecution === false) {
if (bot.hasTheBotJustStarted === true && processConfig.framework.startDate !== undefined && processConfig.framework.startDate.resumeExecution === false) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true."); }
startFromBegining();
@@ -434,6 +414,14 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
let dependency = dataDependencies.nodeArray[dependencyIndex];
if (dependency === undefined ) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> You need to add at least one Data Dependency to the process Multi Period Daily. Aborting process." );
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
let dataset = datasets[dependencyIndex];
let previousFile;
TaskServer/MultiPeriodMarket.js
-16
View File
@@ -90,22 +90,6 @@
dateEndOfMarket: undefined // Datetime of the last file available to be used as an input of this process.
};
if (processConfig.framework.startDate.fixedDate !== undefined) {
/* The starting date is fixed, we will start from there. */
contextVariables.dateBeginOfMarket = new Date(processConfig.framework.startDate.fixedDate);
}
if (processConfig.framework.endDate.fixedDate !== undefined) {
/* The ending date is fixed, we will end there. */
contextVariables.dateEndOfMarket = new Date(processConfig.framework.endDate.fixedDate);
}
processTimeFrames();
function processTimeFrames() {
TaskServer/Root.js
+39 -11
View File
@@ -254,20 +254,24 @@
if (processConfig.framework !== undefined) {
if (processConfig.framework.name === "Multi-Period-Daily" || processConfig.framework.name === "Multi-Period-Market" || processConfig.framework.name === "Multi-Period") {
processConfig.framework.startDate.resumeExecution = true;
if (processConfig.startMode.noTime !== undefined) {
if (processConfig.startMode.noTime.run === "true") {
if (processConfig.startMode.noTime.beginDatetime !== undefined) {
processConfig.framework.startDate.fixedDate = processConfig.startMode.noTime.beginDatetime;
processConfig.framework.startDate.resumeExecution = true;
if (processConfig.framework.startDate !== undefined) {
processConfig.framework.startDate.resumeExecution = true;
if (processConfig.startMode.noTime !== undefined) {
if (processConfig.startMode.noTime.run === "true") {
if (processConfig.startMode.noTime.beginDatetime !== undefined) {
processConfig.framework.startDate.fixedDate = processConfig.startMode.noTime.beginDatetime;
processConfig.framework.startDate.resumeExecution = true;
}
}
}
}
if (processConfig.startMode.userDefined !== undefined) {
if (processConfig.startMode.userDefined.run === "true") {
if (processConfig.startMode.userDefined.beginDatetime !== undefined) {
processConfig.framework.startDate.fixedDate = processConfig.startMode.userDefined.beginDatetime;
processConfig.framework.startDate.resumeExecution = processConfig.startMode.userDefined.resumeExecution;
if (processConfig.startMode !== undefined) {
if (processConfig.startMode.userDefined !== undefined) {
if (processConfig.startMode.userDefined.run === "true") {
if (processConfig.startMode.userDefined.beginDatetime !== undefined) {
processConfig.framework.startDate.fixedDate = processConfig.startMode.userDefined.beginDatetime;
processConfig.framework.startDate.resumeExecution = processConfig.startMode.userDefined.resumeExecution;
}
}
}
}
@@ -276,6 +280,30 @@
try {
if (processConfig.startMode === undefined) { // Default
botConfig.hasTheBotJustStarted = true;
switch (botConfig.type) {
case 'Sensor Bot': {
runSensorBot(botConfig, processConfig);
break;
}
case 'Indicator Bot': {
runIndicatorBot(botConfig, processConfig);
break;
}
case 'Trading Bot': {
runTradingBot(botConfig, processConfig);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
}
return
}
if (processConfig.startMode.noTime !== undefined) {
if (processConfig.startMode.noTime.run === "true") {
TaskServer/SensorBotProcessMainLoop.js
+1 -1
View File
@@ -148,7 +148,7 @@
/* High level log entry */
console.log(new Date().toISOString() + " " + pad(bot.exchange, 20) + " " + pad(bot.market.baseAsset + '/' + bot.market.quotedAsset, 10) + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30)
console.log(new Date().toISOString() + " " + pad(bot.exchange, 20) + " " + pad(bot.market.baseAsset + '/' + bot.market.quotedAsset, 10) + " " + pad(bot.codeName, 30) + " " + pad(bot.process, 30)
+ " Main Loop # " + pad(Number(bot.loopCounter), 8) )
/* We will prepare first the infraestructure needed for the bot to run. There are 4 modules we need to sucessfullly initialize first. */
TaskServer/TradingBotProcessMainLoop.js
+1 -1
View File
@@ -158,7 +158,7 @@
/* High level log entry */
console.log(new Date().toISOString() + " " + pad(bot.exchange, 20) + " " + pad(bot.market.baseAsset + '/' + bot.market.quotedAsset, 10) + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30)
console.log(new Date().toISOString() + " " + pad(bot.exchange, 20) + " " + pad(bot.market.baseAsset + '/' + bot.market.quotedAsset, 10) + " " + pad(bot.codeName, 30) + " " + pad(bot.process, 30)
+ " Main Loop # " + pad(Number(bot.loopCounter), 8) + " " + bot.sessionKey)
/* Checking if we need to need to emit any event */