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Processing Events to Run Sessions

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Luis Fernando Molina committed 2019-10-03 16:53:59 +02:00
1 parent 62b5d5c9ea
commit 3ae0c647f4
5 files changed
+75 -31
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TradingEngineProcessMainLoop.js
+66 -22
View File
@@ -89,14 +89,41 @@
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[INFO] run -> Entering function."); }
bot.enableCheckLoopHealth = true;
/* Check if there is a session */
if (bot.processNode.session === undefined) {
parentLogger.write(MODULE_NAME, "[ERROR] run -> Cannot run without a Session.");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
/* Some initial values*/
bot.enableCheckLoopHealth = true;
let fixedTimeLoopIntervalHandle;
global.STOP_PROCESSING = true;
global.SYSTEM_EVENT_HANDLER.listenToEvent('Cockpit-Restart-Button', 'Backstesting Started', undefined, undefined, undefined, startBackTesting)
global.SYSTEM_EVENT_HANDLER.listenToEvent('Cockpit-Restart-Button', 'Live-Trading Started', undefined, undefined, undefined, startLiveTrading)
global.SYSTEM_EVENT_HANDLER.listenToEvent('Cockpit-Restart-Button', 'Stop Requested', undefined, undefined, undefined, stopRequested)
/* Listen to event to start or stop the session. */
let key = 'Session' + '-' + bot.processNode.session.id + '-' + 'Events'
global.SYSTEM_EVENT_HANDLER.listenToEvent(key, 'Run Session', undefined, undefined, undefined, runSession)
global.SYSTEM_EVENT_HANDLER.listenToEvent(key, 'Stop Session', undefined, undefined, undefined, stopSession)
function runSession(message) {
switch (bot.processNode.session.type) {
case 'Backtesting Session': {
startBackTesting(message)
break
}
case 'Live Trading Session': {
startLiveTrading(message)
break
}
}
}
function stopSession(message) {
global.STOP_PROCESSING = true
}
function startBackTesting(message) {
@@ -107,7 +134,7 @@
processConfig.framework.startDate.resumeExecution = false;
global.STOP_PROCESSING = false
bot.hasTheBotJustStarted = true
setValuesToUse()
setValuesToUse(message)
const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
/* If we can not get for any reason the initial date of the backtest, we will start at present time. */
@@ -182,14 +209,18 @@
bot.multiPeriodDailyProcessDatetime = processConfig.framework.startDate.fixedDate
global.STOP_PROCESSING = false
bot.hasTheBotJustStarted = true
setValuesToUse()
setValuesToUse(message)
}
function stopRequested() {
global.STOP_PROCESSING = true
}
function setValuesToUse(message) {
/*
Base on the information received we will determined which values ultimatelly are going to be used,
and once we do, they will become constants across the multiple loops executions.
*/
bot.SESSION = JSON.parse(message.event.session)
bot.VALUES_TO_USE = {}
function setValuesToUse() {
if (global.DEFINITION !== undefined) {
let tradingSystem = global.DEFINITION.tradingSystem
@@ -201,8 +232,8 @@
let code
try {
/* Default Value */
global.INITIAL_BALANCE_ASSET_B = 0.001;
global.INITIAL_BALANCE_ASSET_A = 0
bot.VALUES_TO_USE.initialBalanceAssetB = 0.001;
bot.VALUES_TO_USE.initialBalanceAssetA = 0
code = JSON.parse(tradingSystem.parameters.baseAsset.code);
@@ -216,28 +247,41 @@
if (baseAsset === 'BTC') { // NOTE: POLONIEX, the only exchange working so far, has Asset A and B inverted. We need to fix this.
if (code.initialBalance !== undefined) {
global.INITIAL_BALANCE_ASSET_B = code.initialBalance;
global.INITIAL_BALANCE_ASSET_A = 0
bot.VALUES_TO_USE.initialBalanceAssetB = code.initialBalance;
bot.VALUES_TO_USE.initialBalanceAssetA = 0
}
} else {
if (code.initialBalance !== undefined) {
global.INITIAL_BALANCE_ASSET_A = code.initialBalance;
global.INITIAL_BALANCE_ASSET_B = 0
bot.VALUES_TO_USE.initialBalanceAssetA = code.initialBalance;
bot.VALUES_TO_USE.initialBalanceAssetB = 0
}
}
} catch (err) {
global.DEFINITION.tradingSystem.parameters.baseAsset.error = err.message
global.INITIAL_BALANCE_ASSET_A = 0 // default
global.INITIAL_BALANCE_ASSET_B = 0.001 // default
bot.VALUES_TO_USE.initialBalanceAssetA = 0 // default
bot.VALUES_TO_USE.initialBalanceAssetB = 0.001 // default
}
}
/* Decide which Time Period we are going to use. If a TimePeriod is explicity defined we replace the one which was sent on simulation params.*/
/* Decide which Time Period we are going to use.*/
/* This is the last fallback */
bot.VALUES_TO_USE.timePeriod = global.DEFINITION.simulationParams.timePeriod
/* Secondary option, if exists. */
if (tradingSystem.parameters.timePeriod !== undefined) {
global.DEFINITION.simulationParams.timePeriod = tradingSystem.parameters.timePeriod.code
bot.VALUES_TO_USE.timePeriod = tradingSystem.parameters.timePeriod.code
}
/* Primary source of information, if it exists */
if (bot.SESSION !== undefined) {
if (bot.SESSION.parameters !== undefined) {
if (bot.SESSION.parameters.timePeriod !== undefined) {
bot.VALUES_TO_USE.timePeriod = bot.SESSION.parameters.timePeriod.code
}
}
}
}
}
@@ -294,10 +338,10 @@
/* Checking if we should process this loop or not.*/
if (global.STOP_PROCESSING === true) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Waiting for Backtesting or Live Trade to be started."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Waiting for " + bot.processNode.session.type + " " + bot.processNode.session.name + " to be started."); }
console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30)
+ " Waiting for Backtesting or Live Trade to be started. ");
+ " Waiting for " + bot.processNode.session.type + " " + bot.processNode.session.name + " to be started. ");
global.SYSTEM_EVENT_HANDLER.raiseEvent('Jason-Multi-Period', 'Process Stopped')