Refactoring out of Intel and AI
This commit is contained in:
Luis Fernando Molina committed
1 parent
4ebdb86a6f
commit
38244f4fc1
10 files changed
+131
-131
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+5
-5
@@ -100,7 +100,7 @@
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botNode = global.FIND_NODE_IN_NODE_MESH(outputDatasetNode, 'Trading Bot')
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}
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if (botNode === undefined) {
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botNode = global.FIND_NODE_IN_NODE_MESH(outputDatasetNode, 'AI Bot')
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botNode = global.FIND_NODE_IN_NODE_MESH(outputDatasetNode, 'Learning Bot')
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}
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if (botNode === undefined) {
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logger.write(MODULE_NAME, "[ERROR] start -> Product Definition not attached to a Bot. Product Definition = ");
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@@ -118,14 +118,14 @@
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if (dataMineNode === undefined) {
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let tradingMineNode = global.FIND_NODE_IN_NODE_MESH(outputDatasetNode, 'Trading Mine')
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if (tradingMineNode === undefined) {
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let intelMineNode = global.FIND_NODE_IN_NODE_MESH(outputDatasetNode, 'Intel Mine')
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if (intelMineNode === undefined) {
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logger.write(MODULE_NAME, "[ERROR] start -> Bot not attached to a Data Mine, Trading Mine or Intel Mine.");
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let learningMineNode = global.FIND_NODE_IN_NODE_MESH(outputDatasetNode, 'Learning Mine')
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if (learningMineNode === undefined) {
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logger.write(MODULE_NAME, "[ERROR] start -> Bot not attached to a Data Mine, Trading Mine or Learning Mine.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return
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} else {
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if (tradingMineNode.config.codeName === undefined) {
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logger.write(MODULE_NAME, "[ERROR] start -> Intel Mine witn no codeName defined.");
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logger.write(MODULE_NAME, "[ERROR] start -> Learning Mine witn no codeName defined.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return
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}
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+1
-1
@@ -65,7 +65,7 @@
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let skipCount = 0
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/*
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The current nodeArray that we have includes all the dependencies daclared in the Data Mine | Trading Mine | Intel Mine
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The current nodeArray that we have includes all the dependencies daclared in the Data Mine | Trading Mine | Learning Mine
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process dependencies, minus the ones without reference parent, meaning that references Data Mines that are
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not present at the workspace. From all the remaining dependencies there will be others that we need to
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filter out, and they are the ones which the user does not have a data product anywhere on the network where
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+2
-2
@@ -83,8 +83,8 @@ exports.newDebugLog = function newDebugLog() {
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if (thisObject.bot.TRADING_SESSION !== undefined) {
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filePath = filePath + thisObject.bot.TRADING_SESSION.folderName + "/" + executionDatetime;
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} else {
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if (thisObject.bot.AI_SESSION !== undefined) {
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filePath = filePath + thisObject.bot.AI_SESSION.folderName + "/" + executionDatetime;
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if (thisObject.bot.LEARNING_SESSION !== undefined) {
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filePath = filePath + thisObject.bot.LEARNING_SESSION.folderName + "/" + executionDatetime;
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} else {
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filePath = filePath + executionDatetime;
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}
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@@ -1,6 +1,6 @@
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exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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exports.newLearningSession = function newLearningSession(bot, parentLogger) {
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const MODULE_NAME = "Training Session"
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const MODULE_NAME = "Learning Session"
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const FULL_LOG = true;
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let thisObject = {
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@@ -15,16 +15,16 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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function initialize(pProcessConfig, callBackFunction) {
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try {
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/* Initialize this info so that everything is logged propeerly */
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bot.AI_SESSION = {
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bot.LEARNING_SESSION = {
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name: bot.processNode.session.name,
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id: bot.processNode.session.id
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}
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/* Set the folderName for early logging */
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if (bot.processNode.session.config.folderName === undefined) {
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bot.AI_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.AI_SESSION.id
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bot.LEARNING_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.LEARNING_SESSION.id
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} else {
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bot.AI_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
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bot.LEARNING_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
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}
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/* Check if there is a session */
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@@ -79,11 +79,11 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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/* We are going to run the Definition comming at the event. */
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bot.TRADING_SYSTEM = JSON.parse(message.event.tradingSystem)
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bot.TRADING_ENGINE = JSON.parse(message.event.tradingEngine)
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bot.AI_SESSION = JSON.parse(message.event.session)
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bot.LEARNING_SESSION = JSON.parse(message.event.session)
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bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
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bot.RESUME = false
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bot.FIRST_EXECUTION = true
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bot.AI_SESSION.stop = stopSession // stop function
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bot.LEARNING_SESSION.stop = stopSession // stop function
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setUpSessionFolderName()
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@@ -93,7 +93,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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socialBotsModule.initialize()
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let allGood
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switch (bot.AI_SESSION.type) {
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switch (bot.LEARNING_SESSION.type) {
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case 'Backtesting Session': {
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allGood = startBackTesting(message)
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break
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@@ -119,7 +119,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRun -> Stopping the Session now. ') }
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}
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socialBotsModule.sendMessage(bot.AI_SESSION.type + " '" + bot.AI_SESSION.name + "' is starting.")
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socialBotsModule.sendMessage(bot.LEARNING_SESSION.type + " '" + bot.LEARNING_SESSION.name + "' is starting.")
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionRun -> err = " + err.stack);
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}
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@@ -131,7 +131,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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function onSessionResume(message) {
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try {
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if (bot.AI_SESSION.stop === undefined) {
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if (bot.LEARNING_SESSION.stop === undefined) {
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parentLogger.write(MODULE_NAME, "[WARN] onSessionResume -> Event received to resume the Session that have never be ran before. ")
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return
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}
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@@ -145,7 +145,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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bot.RESUME = true
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bot.STOP_SESSION = false
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socialBotsModule.sendMessage(bot.AI_SESSION.type + " '" + bot.AI_SESSION.name + "' is resuming.")
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socialBotsModule.sendMessage(bot.LEARNING_SESSION.type + " '" + bot.LEARNING_SESSION.name + "' is resuming.")
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionResume -> err = " + err.stack);
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}
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@@ -153,11 +153,11 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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function stopSession(commandOrigin) {
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socialBotsModule.sendMessage(bot.AI_SESSION.type + " '" + bot.AI_SESSION.name + "' is stopping " + commandOrigin)
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socialBotsModule.sendMessage(bot.LEARNING_SESSION.type + " '" + bot.LEARNING_SESSION.name + "' is stopping " + commandOrigin)
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socialBotsModule.finalize()
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bot.STOP_SESSION = true
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] stopSession -> Stopping the Session now. ') }
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sessionInfo(bot.AI_SESSION, commandOrigin)
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sessionInfo(bot.LEARNING_SESSION, commandOrigin)
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}
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function setUpSessionFolderName() {
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@@ -167,12 +167,12 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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Set the folderName for logging, reports, context and data output
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*/
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let config
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if (bot.AI_SESSION.config !== undefined) {
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config = bot.AI_SESSION.config
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if (bot.LEARNING_SESSION.config !== undefined) {
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config = bot.LEARNING_SESSION.config
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if (config.folderName === undefined) {
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bot.AI_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.AI_SESSION.id
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bot.LEARNING_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.LEARNING_SESSION.id
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} else {
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bot.AI_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
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bot.LEARNING_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
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}
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}
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}
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@@ -183,16 +183,16 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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non critical is missing, we complete it with a default value.
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*/
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if (bot.AI_SESSION.parameters === undefined) {
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if (bot.LEARNING_SESSION.parameters === undefined) {
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let errorMessage = "Session Node with no Parameters."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION, errorMessage)
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return false
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}
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/* Time Range */
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if (bot.AI_SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
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bot.AI_SESSION.parameters.timeRange = {
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if (bot.LEARNING_SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
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bot.LEARNING_SESSION.parameters.timeRange = {
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name: 'Missing Time Range',
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type: 'Time Range',
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config: {
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@@ -202,18 +202,18 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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}
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} else {
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/* Check that we received valid dates */
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if (bot.AI_SESSION.type === 'Backtesting Session') {
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if (isNaN(new Date(bot.AI_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
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if (bot.LEARNING_SESSION.type === 'Backtesting Session') {
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if (isNaN(new Date(bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
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let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters, errorMessage)
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return false
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}
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}
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if (isNaN(new Date(bot.AI_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
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if (isNaN(new Date(bot.LEARNING_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
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let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters, errorMessage)
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return false
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}
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}
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@@ -222,7 +222,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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let today = (new Date()).valueOf()
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let aYearAgo = today - global.ONE_YEAR_IN_MILISECONDS
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let aYearFromNow = today + global.ONE_YEAR_IN_MILISECONDS
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switch (bot.AI_SESSION.type) {
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switch (bot.LEARNING_SESSION.type) {
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case 'Backtesting Session': {
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useDefaultDatetimes(aYearAgo, today)
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break
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@@ -248,81 +248,81 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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*/
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/* Initial Datetime */
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if (bot.AI_SESSION.type === 'Backtesting Session') {
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if (bot.AI_SESSION.parameters.timeRange.config.initialDatetime === undefined) {
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bot.AI_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
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if (bot.LEARNING_SESSION.type === 'Backtesting Session') {
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if (bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime === undefined) {
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bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
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} else {
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bot.AI_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.AI_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
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bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
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}
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} else {
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/* Non backtest session can start from the past only if explicitly configured that way */
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if (bot.AI_SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.AI_SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) {
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bot.AI_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
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if (bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.LEARNING_SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) {
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bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
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} else {
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bot.AI_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.AI_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
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bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.LEARNING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
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}
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}
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/* Final Datetime */
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if (bot.AI_SESSION.parameters.timeRange.config.finalDatetime === undefined) {
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bot.AI_SESSION.parameters.timeRange.config.finalDatetime = finalDefault
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if (bot.LEARNING_SESSION.parameters.timeRange.config.finalDatetime === undefined) {
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bot.LEARNING_SESSION.parameters.timeRange.config.finalDatetime = finalDefault
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} else {
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bot.AI_SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.AI_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
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bot.LEARNING_SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.LEARNING_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
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}
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}
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/* Time Frame */
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if (bot.AI_SESSION.parameters.timeFrame === undefined) {
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if (bot.LEARNING_SESSION.parameters.timeFrame === undefined) {
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let errorMessage = "Session Parameters Node with no Time Frame."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters, errorMessage)
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return false
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}
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if (bot.AI_SESSION.parameters.timeFrame.config.label === undefined) {
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if (bot.LEARNING_SESSION.parameters.timeFrame.config.label === undefined) {
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let errorMessage = "Session Parameters Node with no Time Frame Label configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters.timeFrame, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters.timeFrame, errorMessage)
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return false
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}
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bot.AI_SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.AI_SESSION.parameters.timeFrame.config.label)
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if (bot.AI_SESSION.parameters.timeFrame.config.value === undefined) {
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bot.LEARNING_SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.LEARNING_SESSION.parameters.timeFrame.config.label)
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if (bot.LEARNING_SESSION.parameters.timeFrame.config.value === undefined) {
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let errorMessage = "Config error: label value not recognized. Try 01-min or 01-hs for example."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters.timeFrame, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters.timeFrame, errorMessage)
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return false
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}
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/* Session Base Asset */
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if (bot.AI_SESSION.parameters.sessionBaseAsset === undefined) {
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if (bot.LEARNING_SESSION.parameters.sessionBaseAsset === undefined) {
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let errorMessage = "Session Parameters Node with no Session Base Asset."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters, errorMessage)
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return false
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}
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if (bot.AI_SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
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if (bot.LEARNING_SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
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let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters.sessionBaseAsset, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters.sessionBaseAsset, errorMessage)
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return false
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}
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/* Session Quoted Asset */
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if (bot.AI_SESSION.parameters.sessionQuotedAsset === undefined) {
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if (bot.LEARNING_SESSION.parameters.sessionQuotedAsset === undefined) {
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let errorMessage = "Session Parameters Node with no Session Quoted Asset."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters, errorMessage)
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return false
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}
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if (bot.AI_SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
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if (bot.LEARNING_SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
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let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.AI_SESSION.parameters.sessionQuotedAsset, errorMessage)
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bot.sessionError(bot.LEARNING_SESSION.parameters.sessionQuotedAsset, errorMessage)
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return false
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}
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/* Slippage */
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if (bot.AI_SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
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bot.AI_SESSION.parameters.slippage = {
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if (bot.LEARNING_SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
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bot.LEARNING_SESSION.parameters.slippage = {
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name: 'Missing Slippage',
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type: 'Slippage',
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config: {
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@@ -332,19 +332,19 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
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}
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}
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}
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if (bot.AI_SESSION.parameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
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bot.AI_SESSION.parameters.slippage.config.marketOrderRate = 0
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if (bot.LEARNING_SESSION.parameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
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bot.LEARNING_SESSION.parameters.slippage.config.marketOrderRate = 0
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}
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if (bot.AI_SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
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bot.AI_SESSION.parameters.slippage.config.stopLoss = 0
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if (bot.LEARNING_SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
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bot.LEARNING_SESSION.parameters.slippage.config.stopLoss = 0
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}
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if (bot.AI_SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
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bot.AI_SESSION.parameters.slippage.config.takeProfit = 0
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if (bot.LEARNING_SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
|
||||
bot.LEARNING_SESSION.parameters.slippage.config.takeProfit = 0
|
||||
}
|
||||
|
||||
/* Fee Structure */
|
||||
if (bot.AI_SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
|
||||
bot.AI_SESSION.parameters.feeStructure = {
|
||||
if (bot.LEARNING_SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
|
||||
bot.LEARNING_SESSION.parameters.feeStructure = {
|
||||
name: 'Missing Fee Structure',
|
||||
type: 'Fee Structure',
|
||||
config: {
|
||||
@@ -353,11 +353,11 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
|
||||
}
|
||||
}
|
||||
}
|
||||
if (bot.AI_SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
|
||||
bot.AI_SESSION.parameters.feeStructure.config.maker = 0
|
||||
if (bot.LEARNING_SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
|
||||
bot.LEARNING_SESSION.parameters.feeStructure.config.maker = 0
|
||||
}
|
||||
if (bot.AI_SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
|
||||
bot.AI_SESSION.parameters.feeStructure.config.taker = 0
|
||||
if (bot.LEARNING_SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
|
||||
bot.LEARNING_SESSION.parameters.feeStructure.config.taker = 0
|
||||
}
|
||||
|
||||
return true
|
||||
@@ -371,7 +371,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
|
||||
if (bot.KEY === undefined || bot.SECRET === undefined) {
|
||||
let errorMessage = "Key 'codeName' or 'secret' not provided. Plese check that and try again."
|
||||
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> startLiveTrading -> " + errorMessage); }
|
||||
bot.sessionError(bot.AI_SESSION, errorMessage)
|
||||
bot.sessionError(bot.LEARNING_SESSION, errorMessage)
|
||||
return false
|
||||
}
|
||||
return true
|
||||
@@ -387,20 +387,20 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
|
||||
/* Reduce the balance */
|
||||
let balancePercentage = 1 // This is the default value
|
||||
|
||||
if (bot.AI_SESSION.config.balancePercentage !== undefined) {
|
||||
balancePercentage = bot.AI_SESSION.config.balancePercentage
|
||||
if (bot.LEARNING_SESSION.config.balancePercentage !== undefined) {
|
||||
balancePercentage = bot.LEARNING_SESSION.config.balancePercentage
|
||||
}
|
||||
|
||||
bot.AI_SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.AI_SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
|
||||
bot.AI_SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.AI_SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
|
||||
bot.LEARNING_SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.LEARNING_SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
|
||||
bot.LEARNING_SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.LEARNING_SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
|
||||
|
||||
bot.AI_SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.AI_SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
|
||||
bot.AI_SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.AI_SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
|
||||
bot.LEARNING_SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.LEARNING_SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
|
||||
bot.LEARNING_SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.LEARNING_SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
|
||||
|
||||
bot.AI_SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.AI_SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
|
||||
bot.AI_SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.AI_SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
|
||||
bot.LEARNING_SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.LEARNING_SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
|
||||
bot.LEARNING_SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.LEARNING_SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
|
||||
|
||||
pProcessConfig.normalWaitTime = bot.AI_SESSION.parameters.timeFrame.config.value
|
||||
pProcessConfig.normalWaitTime = bot.LEARNING_SESSION.parameters.timeFrame.config.value
|
||||
|
||||
return true
|
||||
}
|
||||
+3
-3
@@ -33,7 +33,7 @@
|
||||
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'Sensor Bot')
|
||||
}
|
||||
if (botNode === undefined) {
|
||||
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'AI Bot')
|
||||
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'Learning Bot')
|
||||
}
|
||||
|
||||
/* Some validations to verify that everything is in place. */
|
||||
@@ -123,7 +123,7 @@
|
||||
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'Sensor Bot')
|
||||
}
|
||||
if (botNode === undefined) {
|
||||
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'AI Bot')
|
||||
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'Learning Bot')
|
||||
}
|
||||
|
||||
/* Some validations to verify that everything is in place. */
|
||||
@@ -148,7 +148,7 @@
|
||||
throw (global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
} else {
|
||||
logger.write(MODULE_NAME, "[ERROR] raiseEvents -> Bot not attached to a Data Mine | Trading Mine | Intel Mine. Bot = " + JSON.stringify(botNode));
|
||||
logger.write(MODULE_NAME, "[ERROR] raiseEvents -> Bot not attached to a Data Mine | Trading Mine | Learning Mine. Bot = " + JSON.stringify(botNode));
|
||||
throw (global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
} else {
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
exports.newAiBot = function newAiBot(bot, parentLogger) {
|
||||
exports.newLearningBot = function newLearningBot(bot, parentLogger) {
|
||||
|
||||
const MODULE_NAME = "Ai Bot";
|
||||
const MODULE_NAME = "Learning Bot";
|
||||
const FULL_LOG = true;
|
||||
|
||||
const TRADING_PROCESS_MODULE = require(global.ROOT_DIR + '/LowFrequencyTrading/MachineLearningProcess.js');
|
||||
@@ -8,7 +8,7 @@ exports.newAiBot = function newAiBot(bot, parentLogger) {
|
||||
const SESSION = require(global.ROOT_DIR + 'TradingSession');
|
||||
|
||||
let fileStorage = FILE_STORAGE.newFileStorage(parentLogger);
|
||||
let session = SESSION.newTrainingSession(bot, parentLogger)
|
||||
let session = SESSION.newLearningSession(bot, parentLogger)
|
||||
|
||||
const DEBUG_MODULE = require(global.ROOT_DIR + 'DebugLog');
|
||||
let logger; // We need this here in order for the loopHealth function to work and be able to rescue the loop when it gets in trouble.
|
||||
@@ -560,17 +560,17 @@ exports.newAiBot = function newAiBot(bot, parentLogger) {
|
||||
if (processConfig.waitsForExecutionFinishedEvent === true) {
|
||||
waitTime = 0
|
||||
} else {
|
||||
switch (bot.AI_SESSION.type) {
|
||||
switch (bot.LEARNING_SESSION.type) {
|
||||
case 'Live Trading Session': {
|
||||
waitTime = bot.AI_SESSION.parameters.timeFrame.config.value
|
||||
waitTime = bot.LEARNING_SESSION.parameters.timeFrame.config.value
|
||||
break
|
||||
}
|
||||
case 'Fordward Tessting Session': {
|
||||
waitTime = bot.AI_SESSION.parameters.timeFrame.config.value
|
||||
waitTime = bot.LEARNING_SESSION.parameters.timeFrame.config.value
|
||||
break
|
||||
}
|
||||
case 'Paper Trading Session': {
|
||||
waitTime = bot.AI_SESSION.parameters.timeFrame.config.value
|
||||
waitTime = bot.LEARNING_SESSION.parameters.timeFrame.config.value
|
||||
break
|
||||
}
|
||||
case 'Backtesting Session': {
|
||||
+10
-10
@@ -1,10 +1,10 @@
|
||||
exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES) {
|
||||
exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES) {
|
||||
/*
|
||||
This Module will load all the process data dependencies from files and send them downstream.
|
||||
After execution, will save the time range and status report of the process.
|
||||
*/
|
||||
const FULL_LOG = true;
|
||||
const MODULE_NAME = "Training Process";
|
||||
const MODULE_NAME = "Learning Process";
|
||||
const GMT_SECONDS = ':00.000 GMT+0000';
|
||||
|
||||
thisObject = {
|
||||
@@ -115,7 +115,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
|
||||
the simulation loop, once we discover that all candles from a certain date have benn processed.
|
||||
Here is the point where we sync one and the other.
|
||||
*/
|
||||
let TrainingProcessDate = global.REMOVE_TIME(bot.simulationState.tradingEngine.current.episode.processDate.value)
|
||||
let LearningProcessDate = global.REMOVE_TIME(bot.simulationState.tradingEngine.current.episode.processDate.value)
|
||||
await processSingleFiles()
|
||||
|
||||
if (await processMarketFiles() === false) {
|
||||
@@ -166,7 +166,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
|
||||
use it to save Output Files and later the Data Ranges. This is the point where
|
||||
the date calculated by the Simulation is applied at the Trading Process Level.
|
||||
*/
|
||||
TrainingProcessDate = global.REMOVE_TIME(bot.simulationState.tradingEngine.current.episode.processDate.value)
|
||||
LearningProcessDate = global.REMOVE_TIME(bot.simulationState.tradingEngine.current.episode.processDate.value)
|
||||
|
||||
if (checkStopTaskGracefully() === false) { break }
|
||||
if (checkStopProcessing() === false) { break }
|
||||
@@ -447,7 +447,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
|
||||
|
||||
async function processDailyFiles() {
|
||||
/* Telling the world we are alive and doing well and which date we are processing right now. */
|
||||
let processingDateString = TrainingProcessDate.getUTCFullYear() + '-' + utilities.pad(TrainingProcessDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(TrainingProcessDate.getUTCDate(), 2);
|
||||
let processingDateString = LearningProcessDate.getUTCFullYear() + '-' + utilities.pad(LearningProcessDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(LearningProcessDate.getUTCDate(), 2);
|
||||
bot.processHeartBeat(processingDateString, undefined, "Running...")
|
||||
|
||||
/*
|
||||
@@ -493,7 +493,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
|
||||
}
|
||||
}
|
||||
|
||||
let dateForPath = TrainingProcessDate.getUTCFullYear() + '/' + utilities.pad(TrainingProcessDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(TrainingProcessDate.getUTCDate(), 2);
|
||||
let dateForPath = LearningProcessDate.getUTCFullYear() + '/' + utilities.pad(LearningProcessDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(LearningProcessDate.getUTCDate(), 2);
|
||||
let filePath
|
||||
if (dependency.referenceParent.config.codeName === "Multi-Period-Daily") {
|
||||
filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel + "/" + dateForPath;
|
||||
@@ -612,7 +612,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
|
||||
chart,
|
||||
currentTimeFrame,
|
||||
currentTimeFrameLabel,
|
||||
TrainingProcessDate
|
||||
LearningProcessDate
|
||||
)
|
||||
|
||||
/*
|
||||
@@ -648,7 +648,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
|
||||
async function writeDataRange(productCodeName) {
|
||||
let dataRange = {
|
||||
begin: contextVariables.dateBeginOfMarket.valueOf(),
|
||||
end: TrainingProcessDate.valueOf() + global.ONE_DAY_IN_MILISECONDS
|
||||
end: LearningProcessDate.valueOf() + global.ONE_DAY_IN_MILISECONDS
|
||||
}
|
||||
|
||||
let fileContent = JSON.stringify(dataRange);
|
||||
@@ -707,7 +707,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey)
|
||||
|
||||
thisReport.file.lastExecution = bot.currentDaytime
|
||||
thisReport.file.lastFile = TrainingProcessDate
|
||||
thisReport.file.lastFile = LearningProcessDate
|
||||
thisReport.file.simulationState = bot.simulationState
|
||||
thisReport.file.timeFrames = currentTimeFrameLabel
|
||||
await thisReport.asyncSave()
|
||||
@@ -721,7 +721,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
|
||||
thisReport.file.simulationState = bot.simulationState
|
||||
thisReport.file.timeFrames = currentTimeFrameLabel
|
||||
|
||||
logger.newInternalLoop(bot.codeName, bot.process, TrainingProcessDate)
|
||||
logger.newInternalLoop(bot.codeName, bot.process, LearningProcessDate)
|
||||
await thisReport.asyncSave()
|
||||
}
|
||||
}
|
||||
@@ -25,7 +25,7 @@ exports.newMarkovDecisionProcess = function newMarkovDecisionProcess(bot, logger
|
||||
function initialize() {
|
||||
|
||||
tradingEngine = bot.simulationState.tradingEngine
|
||||
sessionParameters = bot.AI_SESSION.parameters
|
||||
sessionParameters = bot.LEARNING_SESSION.parameters
|
||||
|
||||
initializeNodeMap(tradingEngine)
|
||||
|
||||
|
||||
@@ -266,8 +266,8 @@
|
||||
runTradingBot(botConfig, processConfig);
|
||||
break;
|
||||
}
|
||||
case 'AI Bot': {
|
||||
runAIBot(botConfig, processConfig);
|
||||
case 'Learning Bot': {
|
||||
runLearningBot(botConfig, processConfig);
|
||||
break;
|
||||
}
|
||||
default: {
|
||||
@@ -300,8 +300,8 @@
|
||||
runTradingBot(botConfig, processConfig);
|
||||
break;
|
||||
}
|
||||
case 'AI Bot': {
|
||||
runAIBot(botConfig, processConfig);
|
||||
case 'Learning Bot': {
|
||||
runLearningBot(botConfig, processConfig);
|
||||
break;
|
||||
}
|
||||
default: {
|
||||
@@ -347,8 +347,8 @@
|
||||
runTradingBot(botConfig, processConfig);
|
||||
break;
|
||||
}
|
||||
case 'AI Bot': {
|
||||
runAIBot(botConfig, processConfig);
|
||||
case 'Learning Bot': {
|
||||
runLearningBot(botConfig, processConfig);
|
||||
break;
|
||||
}
|
||||
default: {
|
||||
@@ -553,7 +553,7 @@
|
||||
}
|
||||
}
|
||||
|
||||
function runAIBot(pBotConfig, pProcessConfig) {
|
||||
function runLearningBot(pBotConfig, pProcessConfig) {
|
||||
|
||||
global.TOTAL_PROCESS_INSTANCES_CREATED++
|
||||
|
||||
@@ -562,19 +562,19 @@
|
||||
let logger;
|
||||
|
||||
logger = DEBUG_MODULE.newDebugLog();
|
||||
global.LOGGER_MAP.set('runAIBot', logger)
|
||||
global.LOGGER_MAP.set('runLearningBot', logger)
|
||||
logger.bot = pBotConfig;
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runAIBot -> Entering function."); }
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runLearningBot -> Entering function."); }
|
||||
|
||||
let aiBot = TRADING_BOT_MODULE.newAIBot(pBotConfig, logger);
|
||||
aiBot.initialize(pProcessConfig, onInitializeReady);
|
||||
let learningBot = TRADING_BOT_MODULE.newLearningBot(pBotConfig, logger);
|
||||
learningBot.initialize(pProcessConfig, onInitializeReady);
|
||||
|
||||
function onInitializeReady(err) {
|
||||
|
||||
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
aiBot.run(whenRunFinishes);
|
||||
learningBot.run(whenRunFinishes);
|
||||
|
||||
function whenRunFinishes(err) {
|
||||
|
||||
@@ -586,34 +586,34 @@
|
||||
|
||||
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
||||
logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
||||
logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runLearningBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
||||
logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runLearningBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
||||
|
||||
logger.persist();
|
||||
|
||||
} else {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> err = " + err.message);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bye.");
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
||||
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runLearningBot -> onInitializeReady -> whenStartFinishes -> err = " + err.message);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runLearningBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runLearningBot -> onInitializeReady -> whenStartFinishes -> Bye.");
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runLearningBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
||||
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runLearningBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
|
||||
logger.persist();
|
||||
}
|
||||
setTimeout(exitProcessInstance, WAIT_TIME_FOR_ALL_PROCESS_INSTANCES_TO_START)
|
||||
}
|
||||
|
||||
} else {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> err = " + err.message);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> Failed to initialize the bot. ");
|
||||
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> err = " + err.message);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runLearningBot -> onInitializeReady -> err = " + err.message);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runLearningBot -> onInitializeReady -> Failed to initialize the bot. ");
|
||||
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runLearningBot -> onInitializeReady -> err = " + err.message);
|
||||
logger.persist();
|
||||
setTimeout(exitProcessInstance, WAIT_TIME_FOR_ALL_PROCESS_INSTANCES_TO_START)
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runAIBot -> err = " + err.stack);
|
||||
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runLearningBot -> err = " + err.stack);
|
||||
setTimeout(exitProcessInstance, WAIT_TIME_FOR_ALL_PROCESS_INSTANCES_TO_START)
|
||||
}
|
||||
}
|
||||
|
||||
+3
-3
@@ -104,8 +104,8 @@
|
||||
sessionPath = bot.TRADING_SESSION.folderName + "/"
|
||||
}
|
||||
|
||||
if (bot.AI_SESSION !== undefined && statusDependencyNode.bottype === "AI Bot") {
|
||||
sessionPath = bot.AI_SESSION.folderName + "/"
|
||||
if (bot.LEARNING_SESSION !== undefined && statusDependencyNode.bottype === "Learning Bot") {
|
||||
sessionPath = bot.LEARNING_SESSION.folderName + "/"
|
||||
}
|
||||
|
||||
/* Now we will see where do we need to fetch this status report from. */
|
||||
@@ -268,7 +268,7 @@
|
||||
On the contraty, if we are running a Sensor bot or an Indicator bot, we might, if necesary, use a previous version of a Status Report since
|
||||
there will be no big impact, just some reprocessing.
|
||||
*/
|
||||
if (bot.TRADING_SESSION !== undefined || bot.AI_SESSION !== undefined) {
|
||||
if (bot.TRADING_SESSION !== undefined || bot.LEARNING_SESSION !== undefined) {
|
||||
canUserPrevious = false
|
||||
} else {
|
||||
canUserPrevious = true
|
||||
|
||||
Reference in new issue
Block a user