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Market Working with added .close, pending on Daily

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Luis Fernando Molina committed 2019-02-20 21:13:14 +01:00
1 parent 784e39e971
commit 41f49bd9cb
2 files changed
+221 -1101
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Multi-Period-Daily/User.Bot.js
+215 -1097
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Multi-Period-Market/User.Bot.js
+6 -4
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@@ -10,7 +10,7 @@
const TRADES_FOLDER_NAME = "Trades";
const CANDLES_FOLDER_NAME = "Candles";
const BOLINGER_BANDS_FOLDER_NAME = "Bollinger-Bands";
const BOLLINGER_BANDS_FOLDER_NAME = "Bollinger-Bands";
const commons = COMMONS.newCommons(bot, logger, UTILITIES);
@@ -209,7 +209,7 @@
let band;
for (let i = n - 1; i < candles.length - 1; i++) { // Go through all the candles to generate a band segment for each of them.
for (let i = n - 1; i < candles.length; i++) { // Go through all the candles to generate a band segment for each of them.
let movingAverage = 0;
for (let j = i - n + 1; j < i + 1; j++) { // go through the last n candles to calculate the moving average.
@@ -223,10 +223,11 @@
}
standardDeviation = standardDeviation / n;
standardDeviation = Math.sqrt(standardDeviation);
band = {
begin: candles[i].begin,
end: candles[i].end,
close: candles[i].close,
movingAverage: movingAverage,
standardDeviation: standardDeviation
};
@@ -261,6 +262,7 @@
fileContent = fileContent + separator + '[' +
band.begin + "," +
band.end + "," +
band.close + "," +
band.movingAverage + "," +
band.standardDeviation + "]";
@@ -275,7 +277,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + BOLINGER_BANDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
let filePath = filePathRoot + "/Output/" + BOLLINGER_BANDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
chrisStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);