Merge branch 'develop' of https://github.com/Superalgos/Superalgos into develop

Projects/Superalgos/Plugins/Learning-Engines/Low-Frequency.json

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Projects/Superalgos/Plugins/Learning-Mines/Masters.json

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Projects/Superalgos/Plugins/Workspaces/Tested Exchanges.json

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Projects/Superalgos/Schemas/AppSchema.json

@@ -1748,7 +1748,7 @@
             "config": true
         },
         "initialValues": {
-            "config": "{ \n\"configuration\": \"Get the appropriate configuration from the documentation\"\n}"
+            "config": " { \"default\": {  \"opacity\": 0.2,  \"lineWidth\": 1,  \"lineDash\": [0,0],  \"paletteColor\": \"UI_COLOR.DARK_TURQUOISE\" }, \"atMousePosition\": {  \"opacity\": 0.3,  \"lineWidth\": 2,  \"lineDash\": [0,0],  \"paletteColor\": \"UI_COLOR.RUSTED_RED\" }}"
         },
         "menuItems": [
             {
@@ -3053,6 +3053,18 @@
                 "childType": "Learning Current",
                 "autoAdd": true
             },
+            {
+                "name": "features",
+                "type": "node",
+                "childType": "Features",
+                "autoAdd": true
+            },
+            {
+                "name": "labels",
+                "type": "node",
+                "childType": "Labels",
+                "autoAdd": true
+            },
             {
                 "name": "predictions",
                 "type": "node",
@@ -3234,6 +3246,352 @@
         ],
         "icon": "bitcoin"
     },
+    {
+        "type": "Features",
+        "menuItems": [
+            {
+                "action": "Add UI Object",
+                "label": "Add Feature",
+                "relatedUiObject": "Feature",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete",
+                "iconPathOn": "delete-entity",
+                "iconPathOff": "delete-entity",
+                "actionFunction": "payload.executeAction"
+            }
+        ],
+        "addLeftIcons": true,
+        "level": 3,
+        "attachingRules": {
+            "compatibleTypes": "->Learning Engine->"
+        },
+        "propertyNameAtParent": "features",
+        "childrenNodesProperties": [
+            {
+                "name": "features",
+                "type": "array",
+                "childType": "Feature",
+                "autoAdd": true
+            }
+        ],
+        "icon": "bitcoin"
+    },
+    {
+        "type": "Feature",
+        "menuItems": [
+            {
+                "action": "Configure",
+                "label": "Configure",
+                "iconPathOn": "configuration",
+                "iconPathOff": "configuration",
+                "actionFunction": "uiObject.configEditor.activate"
+            },
+            {
+                "action": "Add Missing Children",
+                "label": "Add Missing Children",
+                "relatedUiObject": "Learning Engine",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Path",
+                "label": "Copy Node Path",
+                "iconPathOn": "copy-path",
+                "iconPathOff": "copy-path",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Value",
+                "label": "Copy Node Value",
+                "iconPathOn": "copy-value",
+                "iconPathOff": "copy-value",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Type",
+                "label": "Copy Node Type",
+                "iconPathOn": "copy-type",
+                "iconPathOff": "copy-type",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete",
+                "iconPathOn": "delete-entity",
+                "iconPathOff": "delete-entity",
+                "actionFunction": "payload.executeAction"
+            }
+        ],
+        "editors": {
+            "config": true
+        },
+        "initialValues": {
+            "config": "{\n\"initialValue\": 0\n}"
+        },
+        "addLeftIcons": true,
+        "level": 3,
+        "attachingRules": {
+            "compatibleTypes": "->Features->"
+        },
+        "propertyNameAtParent": "features",
+        "childrenNodesProperties": [
+            {
+                "name": "begin",
+                "type": "node",
+                "childType": "Begin",
+                "autoAdd": true
+            },
+            {
+                "name": "end",
+                "type": "node",
+                "childType": "End",
+                "autoAdd": true
+            },
+            {
+                "name": "featureValue",
+                "type": "node",
+                "childType": "Feature Value",
+                "autoAdd": true
+            }
+        ],
+        "icon": "bitcoin"
+    },
+    {
+        "type": "Feature Value",
+        "menuItems": [
+            {
+                "action": "Configure",
+                "label": "Configure",
+                "iconPathOn": "configuration",
+                "iconPathOff": "configuration",
+                "actionFunction": "uiObject.configEditor.activate"
+            },
+            {
+                "action": "Copy Node Path",
+                "label": "Copy Node Path",
+                "iconPathOn": "copy-path",
+                "iconPathOff": "copy-path",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Value",
+                "label": "Copy Node Value",
+                "iconPathOn": "copy-value",
+                "iconPathOff": "copy-value",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Type",
+                "label": "Copy Node Type",
+                "iconPathOn": "copy-type",
+                "iconPathOff": "copy-type",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete",
+                "iconPathOn": "delete-entity",
+                "iconPathOff": "delete-entity",
+                "actionFunction": "payload.executeAction"
+            }
+        ],
+        "editors": {
+            "config": true
+        },
+        "initialValues": {
+            "config": "{\n\"initialValue\": 0\n}"
+        },
+        "addLeftIcons": true,
+        "level": 3,
+        "attachingRules": {
+            "compatibleTypes": "->Feature->"
+        },
+        "propertyNameAtParent": "featureValue",
+        "childrenNodesProperties": [
+        ],
+        "icon": "bitcoin"
+    },
+    {
+        "type": "Labels",
+        "menuItems": [
+            {
+                "action": "Add UI Object",
+                "label": "Add Label",
+                "relatedUiObject": "Label",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete",
+                "iconPathOn": "delete-entity",
+                "iconPathOff": "delete-entity",
+                "actionFunction": "payload.executeAction"
+            }
+        ],
+        "addLeftIcons": true,
+        "level": 3,
+        "attachingRules": {
+            "compatibleTypes": "->Learning Engine->"
+        },
+        "propertyNameAtParent": "labels",
+        "childrenNodesProperties": [
+            {
+                "name": "labels",
+                "type": "array",
+                "childType": "Label",
+                "autoAdd": true
+            }
+        ],
+        "icon": "bitcoin"
+    },
+    {
+        "type": "Label",
+        "menuItems": [
+            {
+                "action": "Configure",
+                "label": "Configure",
+                "iconPathOn": "configuration",
+                "iconPathOff": "configuration",
+                "actionFunction": "uiObject.configEditor.activate"
+            },
+            {
+                "action": "Add Missing Children",
+                "label": "Add Missing Children",
+                "relatedUiObject": "Learning Engine",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Path",
+                "label": "Copy Node Path",
+                "iconPathOn": "copy-path",
+                "iconPathOff": "copy-path",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Value",
+                "label": "Copy Node Value",
+                "iconPathOn": "copy-value",
+                "iconPathOff": "copy-value",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Type",
+                "label": "Copy Node Type",
+                "iconPathOn": "copy-type",
+                "iconPathOff": "copy-type",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete",
+                "iconPathOn": "delete-entity",
+                "iconPathOff": "delete-entity",
+                "actionFunction": "payload.executeAction"
+            }
+        ],
+        "editors": {
+            "config": true
+        },
+        "initialValues": {
+            "config": "{\n\"initialValue\": 0\n}"
+        },
+        "addLeftIcons": true,
+        "level": 3,
+        "attachingRules": {
+            "compatibleTypes": "->Labels->"
+        },
+        "propertyNameAtParent": "labels",
+        "childrenNodesProperties": [
+            {
+                "name": "begin",
+                "type": "node",
+                "childType": "Begin",
+                "autoAdd": true
+            },
+            {
+                "name": "end",
+                "type": "node",
+                "childType": "End",
+                "autoAdd": true
+            },
+            {
+                "name": "labelValue",
+                "type": "node",
+                "childType": "Label Value",
+                "autoAdd": true
+            }
+        ],
+        "icon": "bitcoin"
+    },
+    {
+        "type": "Label Value",
+        "menuItems": [
+            {
+                "action": "Configure",
+                "label": "Configure",
+                "iconPathOn": "configuration",
+                "iconPathOff": "configuration",
+                "actionFunction": "uiObject.configEditor.activate"
+            },
+            {
+                "action": "Copy Node Path",
+                "label": "Copy Node Path",
+                "iconPathOn": "copy-path",
+                "iconPathOff": "copy-path",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Value",
+                "label": "Copy Node Value",
+                "iconPathOn": "copy-value",
+                "iconPathOff": "copy-value",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Copy Node Type",
+                "label": "Copy Node Type",
+                "iconPathOn": "copy-type",
+                "iconPathOff": "copy-type",
+                "actionFunction": "payload.executeAction"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete",
+                "iconPathOn": "delete-entity",
+                "iconPathOff": "delete-entity",
+                "actionFunction": "payload.executeAction"
+            }
+        ],
+        "editors": {
+            "config": true
+        },
+        "initialValues": {
+            "config": "{\n\"initialValue\": 0\n}"
+        },
+        "addLeftIcons": true,
+        "level": 3,
+        "attachingRules": {
+            "compatibleTypes": "->Label->"
+        },
+        "propertyNameAtParent": "labelValue",
+        "childrenNodesProperties": [
+        ],
+        "icon": "bitcoin"
+    },
     {
         "type": "Dynamic Indicators",
         "menuItems": [

Projects/Superalgos/Schemas/Docs-Nodes/crypto-exchange.json

@@ -36,6 +36,10 @@
             "text": "FTX Test Status",
             "updated": 1615203669878
         },
+        {
+            "style": "List",
+            "text": "Kraken Tested Status"
+        },
         {
             "style": "List",
             "text": "Kucoin Test Status"

Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-007-kraken-test-status.json

@@ -0,0 +1,59 @@
+{
+    "topic": "Tested Exchanges",
+    "pageNumber": "7",
+    "type": "Kraken Test Status",
+    "definition": {
+        "text": "Kraken is tested for data mining but not for live trading",
+        "updated": 1615204721150
+    },
+    "paragraphs": [
+        {
+            "style": "Title",
+            "text": "Properties",
+            "updated": 1615143100216
+        },
+        {
+            "style": "List",
+            "text": "1-min OHLCVs Capability [*]: Yes",
+            "updated": 1615204617519
+        },
+        {
+            "style": "List",
+            "text": "Market History: Unknown",
+            "updated": 1615204614502
+        },
+        {
+            "style": "List",
+            "text": "Trading Capability [**]: Unknown",
+            "updated": 1615204866750
+        },
+        {
+            "style": "List",
+            "text": "Comments: With standard settings only one day worth of Raw Data is fetched. To retrieve Raw Data in Kraken, pairs in config are reversed. Backtesting and Live Trading behaviour unknown",
+            "updated": 1615278620667
+        },
+        {
+            "style": "Text",
+            "text": "[*] The ability to fetch historic data for backtesting purposes has not been verified",
+            "updated": 1615211359233
+        },
+        {
+            "style": "Text",
+            "text": "[**] The ability to run strategies in live-trading mode has not been verified",
+            "updated": 1615211364516
+        },
+        {
+            "style": "Title",
+            "text": "Configuration"
+        },
+        {
+            "style": "Json",
+            "text": "{\n    \"codeName\": \"USDT/BTC\"\n}",
+            "updated": 1615278483740
+        },
+        {
+            "style": "Text",
+            "text": ""
+        }
+    ]
+}

Projects/Superalgos/Schemas/Docs-Topics/user-examples-for-stop-loss-001-trailing-stop-loss-percentage-of-rate.json

@@ -0,0 +1,44 @@
+{
+    "topic": "User Examples for Stop Loss ",
+    "pageNumber": 1,
+    "type": " Trailing Stop Loss - Percentage of Rate",
+    "definition": {
+        "text": "A Trailing Stop Loss tracks the rate and sets the Stop Loss a given distance away from it",
+        "updated": 1615285882641
+    },
+    "paragraphs": [
+        {
+            "style": "Note",
+            "text": "Change the \"trailingStopLoss\" value to what you see fit.",
+            "updated": 1615286541864
+        },
+        {
+            "style": "Subtitle",
+            "text": "Trailing Stop Loss for a Long Position"
+        },
+        {
+            "style": "Javascript",
+            "text": "\nlet trailingStopLoss = 3 // Set the percentage you wish your Trailing Stop Loss to trail\n\nif ( chart.at01min.candle.close * ( 1 - (trailingStopLoss / 100) ) > tradingEngine.tradingCurrent.position.stopLoss.value ) {\nchart.at01min.candle.close * ( 1 - (trailingStopLoss / 100) )\n}\nelse {\ntradingEngine.tradingCurrent.position.stopLoss.value\n}",
+            "updated": 1615286314820
+        },
+        {
+            "style": "Important",
+            "text": "For a Long Position we want our Stop Loss below the actual rate",
+            "updated": 1615286643236
+        },
+        {
+            "style": "Subtitle",
+            "text": "Trailing Stop Loss for a Short Position"
+        },
+        {
+            "style": "Javascript",
+            "text": "\nlet trailingStopLoss = 3 // Set the percentage you wish your Trailing Stop Loss to trail\n\nif ( chart.at01min.candle.close * ( 1 + (trailingStopLoss / 100) ) > tradingEngine.tradingCurrent.position.stopLoss.value ) {\nchart.at01min.candle.close * ( 1 + (trailingStopLoss / 100) )\n}\nelse {\ntradingEngine.tradingCurrent.position.stopLoss.value\n}",
+            "updated": 1615286314820
+        },
+        {
+            "style": "Important",
+            "text": "For a Short Position we want our Stop Loss above the actual rate",
+            "updated": 1615286643236
+        }
+    ]
+}

Projects/Superalgos/Schemas/Docs-Topics/user-examples-for-stop-loss-002-trailing-stop-loss-risk-of-total-quoted-balance.json

@@ -0,0 +1,46 @@
+{
+    "topic": "User Examples for Stop Loss ",
+    "pageNumber": 2,
+    "type": " Trailing Stop Loss - Risk of Total Quoted Balance",
+    "definition": {
+        "text": "This Trailing Stop Loss sets the Stop Loss according to the percentage you are willing to risk out of your Total Quoted Balance",
+        "updated": 1615287509462
+    },
+    "paragraphs": [
+        {
+            "style": "Note",
+            "text": "Change the \"riskPercentage\" value to what you see fit",
+            "updated": 1615288038247
+        },
+        {
+            "style": "Title",
+            "text": "Risk of Total Quoted Balance"
+        },
+        {
+            "style": "Text",
+            "text": "The idea is based upon that with each position you take, you only want to risk a certain percentage out of your total balance."
+        },
+        {
+            "style": "Text",
+            "text": "Given that you might take several positions, this code sets the stop loss at the point where the loss would be equal to the Risk Percentage out of your Total Quoted Balance."
+        },
+        {
+            "style": "Subtitle",
+            "text": "Example for a Long Position"
+        },
+        {
+            "style": "Javascript",
+            "text": "\nlet riskPercentage = 2\n\nif ( tradingEngine.tradingCurrent.position.entryTargetRate.value * (1 - (( tradingEngine.tradingCurrent.tradingEpisode.episodeQuotedAsset.balance.value * (riskPercentage / 100)) / tradingEngine.tradingCurrent.strategyOpenStage.stageQuotedAsset.sizeFilled.value)) > tradingEngine.tradingCurrent.position.stopLoss.value ) \n\n{\ntradingEngine.tradingCurrent.position.entryTargetRate.value * (1 - (( tradingEngine.tradingCurrent.tradingEpisode.episodeQuotedAsset.balance.value * (riskPercentage / 100)) / tradingEngine.tradingCurrent.strategyOpenStage.stageQuotedAsset.sizeFilled.value))\n}\n\nelse {\ntradingEngine.tradingCurrent.position.stopLoss.value\n}",
+            "updated": 1615287799360
+        },
+        {
+            "style": "Subtitle",
+            "text": "Example for a Short Position"
+        },
+        {
+            "style": "Javascript",
+            "text": "\nlet riskPercentage = 2\n\nif ( tradingEngine.tradingCurrent.position.entryTargetRate.value * (1 + (( tradingEngine.tradingCurrent.tradingEpisode.episodeQuotedAsset.balance.value * (riskPercentage / 100)) / tradingEngine.tradingCurrent.strategyOpenStage.stageQuotedAsset.sizeFilled.value)) > tradingEngine.tradingCurrent.position.stopLoss.value ) \n\n{\ntradingEngine.tradingCurrent.position.entryTargetRate.value * (1 + (( tradingEngine.tradingCurrent.tradingEpisode.episodeQuotedAsset.balance.value * (riskPercentage / 100)) / tradingEngine.tradingCurrent.strategyOpenStage.stageQuotedAsset.sizeFilled.value))\n}\n\nelse {\ntradingEngine.tradingCurrent.position.stopLoss.value\n}",
+            "updated": 1615287799360
+        }
+    ]
+}

Projects/Superalgos/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/LearningRecords.js

@@ -45,10 +45,6 @@ exports.newSuperalgosBotModulesLearningRecords = function (processIndex) {
             let product = dataset.parentNode
             let outputDatasetArray = outputDatasetsMap.get(product.config.codeName)
 
-            if (product.config.codeName === 'Predictions') {
-                let a = 1
-            }
-
             if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === true && dataset.config.type === 'Daily Files') {
                 persistRecords()
             }

Projects/Superalgos/UI/Function-Libraries/LearningSessionFunctions.js

@@ -119,6 +119,8 @@ function newSuperalgosFunctionLibraryLearningSessionFunctions() {
             'Serial Number->Identifier->Begin->End->Begin Rate->End Rate->Strategy Name->Status->Exit Type->' +
             'Balance->Begin Balance->End Balance->' +
             'Index->Situation Name->Formula->Periods->' + 
+            'Features->Feature->Begin->End->Feature Value->'+ 
+            'Labels->Label->Begin->End->Label Value->'+ 
             'Predictions->Prediction->Begin->End->Prediction Value->'
 
         let learningEngine = UI.projects.superalgos.functionLibraries.protocolNode.getProtocolNode(node.learningEngineReference.payload.referenceParent, false, true, true, false, false, lightingPath)

Projects/Superalgos/UI/Spaces/Panel-Space/PlotterPanel.js

@@ -3,7 +3,7 @@ function newPlotterPanel() {
     const MODULE_NAME = 'Plotter Panel'
     const ERROR_LOG = true
     const logger = newWebDebugLog()
-    
+
 
     let thisObject = {
         fitFunction: undefined,
@@ -23,6 +23,7 @@ function newPlotterPanel() {
     let currentRecord
     let upDownButton
     let panelNode
+    let recordSet = new Map()
 
     return thisObject
 
@@ -34,6 +35,7 @@ function newPlotterPanel() {
 
         heightFactor = undefined
         currentRecord = undefined
+        recordSet = undefined
         upDownButton.finalize()
         upDownButton = undefined
         panelNode = undefined
@@ -79,6 +81,20 @@ function newPlotterPanel() {
 
     function onRecordChange(pCurrentRecord) {
         currentRecord = pCurrentRecord
+
+        if (currentRecord === undefined) {
+            recordSet = new Map()
+            return
+        }
+        if (currentRecord.index !== undefined) {
+            /*
+            There is a situation when we expect to receive many records
+            that are part of a set. We will know when when we detect the 
+            property index. In that situation we will build the recordset 
+            by adding each record to a Map by index.
+            */
+            recordSet.set(currentRecord.index, currentRecord)
+        }
     }
 
     function draw() {

Projects/TensorFlow/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/TensorFlowLibrary.js

@@ -376,6 +376,14 @@ exports.newTensorFlowBotModulesTensorFlowLibrary = function (processIndex) {
             if (dataFeature.featureFormula === undefined) { continue }
             let featureValue = learningSystem.formulas.get(dataFeature.featureFormula.id)
             features.push(featureValue)
+
+            /*
+            We will store at the Learning Engine data structure the features we have calculated.
+            */
+            if (learningEngine.features.features[i] === undefined) { continue }
+            learningEngine.features.features[i].featureValue.value = featureValue
+            learningEngine.features.features[i].begin.value = learningEngine.learningCurrent.learningEpisode.candle.begin.value
+            learningEngine.features.features[i].end.value = learningEngine.learningCurrent.learningEpisode.candle.end.value
         }
 
         /*
@@ -419,6 +427,14 @@ exports.newTensorFlowBotModulesTensorFlowLibrary = function (processIndex) {
                 if (dataLabel.labelFormula === undefined) { continue }
                 let labelValue = learningSystem.formulas.get(dataLabel.labelFormula.id)
                 labels.push(labelValue)
+
+                /*
+                We will store at the Learning Engine data structure the labels we have calculated.
+                */
+                if (learningEngine.labels.labels[i] === undefined) { continue }
+                learningEngine.labels.labels[i].labelValue.value = labelValue
+                learningEngine.labels.labels[i].begin.value = learningEngine.learningCurrent.learningEpisode.candle.begin.value
+                learningEngine.labels.labels[i].end.value = learningEngine.learningCurrent.learningEpisode.candle.end.value
             }
 
             tensorFlowData = require("@tensorflow/tfjs-data")