Ready to Debug BackTest functionality

Assistant.js

@@ -115,9 +115,9 @@
 
                                 /* If we are in Exchange Simulation Mode then there is not much to do here. */
 
-                                if (global.EXCHANGE_SIMULATION_MODE === true) {
+                                if (bot.backTesting === true) {
 
-                                    logger.write("[WARN] initialize -> Exchange Simulation Mode detected. -> Skipping all validations.");
+                                    logger.write("[WARN] initialize -> Backtesting Mode detected. -> Skipping validateExchangeSyncronicity.");
                                     callBackFunction(global.DEFAULT_OK_RESPONSE);
                                     return;
 
@@ -683,15 +683,16 @@
 
             /* All validations passed, we proceed. */
 
-            if (global.EXCHANGE_SIMULATION_MODE === false) {
-
-                exchangeAPI.putPosition(global.MARKET, pType, pRate, pAmountA, pAmountB, onResponse);
-
-            } else {
+            if (bot.backTesting === true) {
 
                 let positionId = Math.trunc(Math.random(1) * 1000000);
                 if (FULL_LOG === true) { logger.write("[INFO] putPosition ->  Simulating Exchange Response -> orderId = " + positionId); }
                 onResponse(global.DEFAULT_OK_RESPONSE, positionId);
+
+            } else {
+
+                exchangeAPI.putPosition(global.MARKET, pType, pRate, pAmountA, pAmountB, onResponse);
+
             }
 
             function onResponse(err, pPositionId) {
@@ -775,15 +776,16 @@
             if (FULL_LOG === true) { logger.write("[INFO] movePosition -> pPosition = " + JSON.stringify(pPosition)); }
             if (FULL_LOG === true) { logger.write("[INFO] movePosition -> pNewRate = " + pNewRate); }
 
-            if (global.EXCHANGE_SIMULATION_MODE === false) {
-
-                exchangeAPI.movePosition(pPosition, pNewRate, onResponse);
-
-            } else {
+            if (bot.backTesting === true) {
 
                 let positionId = Math.trunc(Math.random(1) * 1000000);
                 if (FULL_LOG === true) { logger.write("[INFO] putPosition ->  Simulating Exchange Response -> orderId = " + positionId); }
                 onResponse(global.DEFAULT_OK_RESPONSE, positionId);
+
+            } else {
+
+                exchangeAPI.movePosition(pPosition, pNewRate, onResponse);
+
             }
 
             function onResponse(err, pPositionId) {

Context.js

@@ -121,6 +121,9 @@
                     switch (err.result) {
                         case global.DEFAULT_OK_RESPONSE.result: {
                             logger.write("[INFO] initialize -> onDone -> Execution finished well. :-)");
+
+                            bot.hasTheBotJustStarted = false;
+
                             callBackFunction(global.DEFAULT_OK_RESPONSE);
                             return;
                         }
@@ -157,13 +160,14 @@
                     statusReportModule = statusDependencies.statusReports.get(key);
                     thisObject.statusReport = statusReportModule.file;
 
-                    if (thisObject.statusReport.lastExecution !== undefined) {
+                    if (bot.hasTheBotJustStarted === true) { 
 
-                        getExecutionHistory(callBack);  // Happens when the Status Report exists. 
+                        createConext(callBack);
 
                     } else {
 
-                        createConext(callBack);         // Happens when the Status Report does NOT exists. 
+                        getExecutionHistory(callBack); 
+
                     }
 
                 } catch (err) {
@@ -178,7 +182,7 @@
 
                     if (FULL_LOG === true) { logger.write("[INFO] initialize -> getExecutionHistory -> Entering function."); }
 
-                    let fileName = "Execution.History.json";
+                    let fileName = "Execution.History." + thisObject.statusReport.runType + "." + thisObject.statusReport.runIndex + ".json";
                     let filePath = bot.filePathRoot + "/Output/" + bot.process;
 
                     if (FULL_LOG === true) { logger.write("[INFO] initialize -> getExecutionHistory -> fileName = " + fileName); }
@@ -238,7 +242,7 @@
 
                     let date = new Date(thisObject.statusReport.lastExecution);
 
-                    let fileName = "Execution.Context.json";
+                    let fileName = "Execution.Context." + thisObject.statusReport.runType + "." + thisObject.statusReport.runIndex + ".json";
                     let dateForPath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2) + '/' + utilities.pad(date.getUTCHours(), 2) + '/' + utilities.pad(date.getUTCMinutes(), 2);
                     let filePath = bot.filePathRoot + "/Output/" + bot.process + '/' + dateForPath;
 
@@ -306,7 +310,47 @@
     
                     */
 
-                    thisObject.statusReport = {};
+                    let runType;
+
+                    if (bot.backTesting === true) {
+                        runType = "Backtest";
+                    } else {
+                        runType = "Live";
+                    }
+
+                    /* Here, we dont know if the Status Report was ever created or not. To test that we do this. */
+
+                    if (thisObject.statusReport.runType === undefined) { // This means that the Status Report does not exist.
+
+                        thisObject.statusReport = {
+                            runType: runType,
+                            runIndex: 0,
+                            liveRuns: [],
+                            backtestRuns: []
+                        };
+
+                    } else { // The Status Report does exist, we just need to move to the next runIndex. 
+
+                        thisObject.statusReport.runType = runType;
+                        let runContent = {
+                            lastExecution: bot.processDatetime
+                        };
+
+                        switch (runType) {
+
+                            case "Backtest": {
+                                thisObject.statusReport.backtestRuns.push(runContent);
+                                thisObject.statusReport.runIndex = thisObject.statusReport.backtestRuns.lenght - 1;
+                                break;
+                            }
+
+                            case "Live": {
+                                thisObject.statusReport.liveRuns.push(runContent);
+                                thisObject.statusReport.runIndex = thisObject.statusReport.liveRuns.lenght - 1;
+                                break;
+                            }
+                        }
+                    }
 
                     thisObject.executionHistory = [];
 
@@ -398,7 +442,7 @@
 
                     if (FULL_LOG === true) { logger.write("[INFO] saveThemAll -> writeExecutionContext -> Entering function."); }
 
-                    let fileName = "Execution.Context.json";
+                    let fileName = "Execution.Context." + thisObject.statusReport.runType + "." + thisObject.statusReport.runIndex +".json";
                     let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2) + '/' + utilities.pad(bot.processDatetime.getUTCHours(), 2) + '/' + utilities.pad(bot.processDatetime.getUTCMinutes(), 2);
                     let filePath = bot.filePathRoot + "/Output/" + bot.process + '/' + dateForPath;
 
@@ -459,7 +503,7 @@
 
                     if (FULL_LOG === true) { logger.write("[INFO] saveThemAll -> writeExucutionHistory -> Entering function."); }
 
-                    let fileName = "Execution.History.json";
+                    let fileName = "Execution.History." + thisObject.statusReport.runType + "." + thisObject.statusReport.runIndex + ".json";
                     let filePath = bot.filePathRoot + "/Output/" + bot.process;
 
                     if (FULL_LOG === true) { logger.write("[INFO] saveThemAll -> writeExucutionHistory -> fileName = " + fileName); }
@@ -535,7 +579,6 @@
 
                     if (FULL_LOG === true) { logger.write("[INFO] saveThemAll -> writeStatusReport -> Entering function."); }
 
-                    statusReportModule.file.lastExecution = bot.processDatetime;
                     statusReportModule.save(callBack);
 
                 }

Run.js

@@ -17,10 +17,6 @@ catch (err) {
     return;
 }
 
-/* You do not have funds at the exchange and still want run your bot? No problem activate the exchange simulation mode: */
-
-global.EXCHANGE_SIMULATION_MODE = JSON.parse(global.PLATFORM_CONFIG.exchangeSimulationMode);
-
 /* The following global variable tells the system if it is running on test mode or production. */
 
 global.STORAGE_CONN_STRING_FOLDER = global.PLATFORM_CONFIG.storageConnStringFolder;  // 'Testnet', 'Mixed' or 'Production', or whatever folder name the conn strings files are into.
@@ -319,10 +315,24 @@ for (let p = 0; p < global.PLATFORM_CONFIG.executionList.length; p++) {
                                 runExtractionBot(botConfig, processConfig, month, year);
                                 break;
                             }
-                            case 'Indicator': {
-                                runIndicatorBot(botConfig, processConfig, month, year);
-                                break;
-                            }
+                        }
+                    }
+                }
+
+                if (processConfig.startMode.timePeriod !== undefined) {
+
+                    if (processConfig.startMode.timePeriod.run === "true") {
+
+                        botConfig.backTesting = true;
+                        botConfig.hasTheBotJustStarted = true;
+                        botConfig.timePeriod = processConfig.startMode.timePeriod;
+
+                        /* We override these waitTimes to the one specified at the timePeriod configuration. */
+
+                        processConfig.normalWaitTime = processConfig.startMode.timePeriod.waitTime;
+                        processConfig.retryWaitTime = processConfig.startMode.timePeriod.waitTime;
+
+                        switch (botConfig.type) {
                             case 'Trading': {
                                 runTradingBot(botConfig, processConfig);
                                 break;

Trading Bot Process Main Loop.js

@@ -66,7 +66,7 @@
                     const BLOB_STORAGE = require(ROOT_DIR + 'Blob Storage');
                     const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
                     const POLONIEX_CLIENT_MODULE = require(ROOT_DIR + 'Poloniex API Client');
-                    const EXCHANGE_API = require(ROOT_DIR + 'ExchangeAPI');
+                    const EXCHANGE_API = require(ROOT_DIR + 'RealExchangeAPI');
                     const CONTEXT = require(ROOT_DIR + 'Context');
                     const DATASOURCE = require(ROOT_DIR + 'Datasource');
                     const ASSISTANT = require(ROOT_DIR + 'Assistant');
@@ -77,8 +77,41 @@
 
                     /* We define the datetime for the process that we are running now. This will be the official processing time for both the infraestructure and the bot. */
 
-                    bot.processDatetime = new Date();           // This will be considered the process date and time, so as to have it consistenly all over the execution.
+                    if (bot.backTesting === true) {
 
+                        if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> Backtesting Mode detected."); }
+
+                        if (bot.hasTheBotJustStarted === true) {
+
+                            if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> Bot just starting, setting initial datetime."); }
+
+                            bot.processDatetime = new Date(bot.timePeriod.beginDatetime); // Set the starting time as the configured beginDatetime.   
+
+                            let endDatetime = new Date(bot.timePeriod.beginDatetime);
+
+                            if (bot.processDatetime.valueOf() > endDatetime.valueOf()) {
+
+                                if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> End of Backtesting Period reached. Exiting Bot Process Loop."); }
+
+                                callBackFunction(global.DEFAULT_OK_RESPONSE);
+                                return;
+                            }
+
+                        } else {
+
+                            bot.processDatetime = new Date(bot.processDatetime.valueOf() + 60000); // We advance one minute in time. 
+                        }
+
+                    } else {  // We are running Live!
+
+                        if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> Live Mode detected."); }
+
+                        bot.processDatetime = new Date();           // This will be considered the process date and time, so as to have it consistenly all over the execution.
+
+                    }
+
+                    if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> bot.processDatetime = " + bot.processDatetime); }
+                  
                     /* We will prepare first the infraestructure needed for the bot to run. There are 3 modules we need to sucessfullly initialize first. */
 
                     let context;
@@ -210,6 +243,7 @@
                         if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> initializeExchangeAPI ->  Entering function."); }
 
                         exchangeAPI = EXCHANGE_API.newExchangeAPI(bot, DEBUG_MODULE, POLONIEX_CLIENT_MODULE);
+
                         exchangeAPI.initialize(onInizialized);
 
                         function onInizialized(err) {

this.config.json

@@ -43,7 +43,6 @@
     }
   ],
   "stopGracefully": "false",
-  "exchangeSimulationMode": "false",
   "storageConnStringFolder": "Production",
   "maxLogLoops": 5,
   "marketRateProvider": {