fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Merge pull request #943 from Luis-Fernando-Molina/develop

Browse Source 
Contribution: Legacy Code Mantainance
This commit is contained in:
Luis Fernando Molina authored and GitHub committed 2021-05-17 14:23:09 -04:00
2 parents 0de5eba7a5 e873f5379f
commit 4376ffc3e8
6 files changed
+221 -200
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Bollinger-Bands/BollingerBandsMultiPeriodDaily.js
+38 -38
View File
@@ -40,7 +40,7 @@
/* Context Variables */
let contextVariables = {
lastBandFile: undefined, // Datetime of the last file files successfully produced by this process.
firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
datetimeBeginingOfMarketFile: undefined, // Datetime of the first trade file in the whole market history.
maxBandFile: undefined // Datetime of the last file available to be used as an input of this process.
};
@@ -95,7 +95,7 @@
return;
}
contextVariables.firstTradeFile = new Date(
contextVariables.datetimeBeginingOfMarketFile = new Date(
thisReport.beginingOfMarket.year + "-" +
thisReport.beginingOfMarket.month + "-" +
thisReport.beginingOfMarket.days + " " +
@@ -169,19 +169,19 @@
beginingOfMarket = new Date(thisReport.beginingOfMarket);
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
if (beginingOfMarket.valueOf() !== contextVariables.datetimeBeginingOfMarketFile.valueOf()) { // Reset Mechanism for Begining of the Market
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastBandFile = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastBandFile = new Date(
contextVariables.lastBandFile.valueOf() +
@@ -215,18 +215,18 @@
go one day further in time, so that the previous day does fine a file at the begining of the market.
*/
contextVariables.lastBandFile = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastBandFile = new Date(
contextVariables.lastBandFile.valueOf() +
TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
beginingOfMarket = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
@@ -298,7 +298,7 @@
if (TS.projects.superalgos.utilities.dateTimeFunctions.areTheseDatesEqual(currentDate, new Date()) === false) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(currentDate, percentage);
}
periodsLoop();
timeframesLoop();
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
@@ -308,7 +308,7 @@
}
}
function periodsLoop() {
function timeframesLoop() {
try {
/*
@@ -320,7 +320,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -365,11 +365,11 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> err = " + err.stack);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> filePath = " + filePath);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> filePath = " + filePath);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> market = " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '_' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> market = " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '_' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE);
}
@@ -378,7 +378,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> getPreviousDayFile -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -413,11 +413,11 @@
buildBands();
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> err = " + err.stack);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> filePath = " + filePath);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> filePath = " + filePath);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> market = " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '_' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> market = " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '_' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
@@ -428,7 +428,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> getProcessDayFile -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -472,7 +472,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> buildBands -> addCandlesToSingleArray -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> buildBands -> addCandlesToSingleArray -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
return;
}
@@ -481,7 +481,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> buildBands -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> buildBands -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
return;
}
@@ -571,7 +571,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> calculateBands -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> calculateBands -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE)
return
}
@@ -633,14 +633,14 @@
} catch (err) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE);
}
}
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writeBandsFile -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> writeBandBandsFile -> writeBandsFile -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -702,14 +702,14 @@
controlLoop()
} catch (err) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE);
}
}
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writePBFile -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> writeBandBandsFile -> writePBFile -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -717,7 +717,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> loopBody -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> loopBody -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -744,7 +744,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> controlLoop -> onWritten -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> controlLoop -> onWritten -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -752,7 +752,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> controlLoop -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> controlLoop -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -768,7 +768,7 @@
function writeDataRanges(callBack) {
try {
writeDataRange(contextVariables.firstTradeFile, processDate, BOLLINGER_BANDS_FOLDER_NAME, onBandsBandsDataRangeWritten);
writeDataRange(contextVariables.datetimeBeginingOfMarketFile, processDate, BOLLINGER_BANDS_FOLDER_NAME, onBandsBandsDataRangeWritten);
function onBandsBandsDataRangeWritten(err) {
if (err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
@@ -778,7 +778,7 @@
return
}
writeDataRange(contextVariables.firstTradeFile, processDate, PERCENTAGE_BANDWIDTH_FOLDER_NAME, onPercentageBandwidthDataRangeWritten);
writeDataRange(contextVariables.datetimeBeginingOfMarketFile, processDate, PERCENTAGE_BANDWIDTH_FOLDER_NAME, onPercentageBandwidthDataRangeWritten);
function onPercentageBandwidthDataRangeWritten(err) {
if (err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Bollinger-Bands/BollingerBandsMultiPeriodMarket.js
+4 -4
View File
@@ -38,11 +38,11 @@
function buildBands() {
try {
let n
periodsLoop()
function periodsLoop() {
timeframesLoop()
function timeframesLoop() {
try {
/*
We will iterate through all posible periods.
We will iterate through all posible time frames.
*/
n = 0 // loop Variable representing each possible period as defined at the periods array.
loopBody()
@@ -50,7 +50,7 @@
catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildBands -> periodsLoop -> err = " + err.stack);
"[ERROR] start -> buildBands -> timeframesLoop -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Candles-Volumes/CandlesVolumesMultiPeriodDaily.js
+68 -65
View File
@@ -31,15 +31,16 @@
}
/*
This process is going to do the following:
Read the candles and volumes from Exchange Raw Data and produce a file for each day and for each period with candles and volumes.
Read the candles and volumes from Exchange Raw Data and produce a
file for each day and for each period with candles and volumes.
*/
function start(callBackFunction) {
try {
/* Context Variables */
let contextVariables = {
lastCandleFile: undefined, // Datetime of the last file files successfully produced by this process.
firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
maxCandleFile: undefined // Datetime of the last file available to be used as an input of this process.
datetimeLastProducedFile: undefined, // Datetime of the last file files successfully produced by this process.
datetimeBeginingOfMarketFile: undefined, // Datetime of the first trade file in the whole market history.
datetimeLastAvailableDependencyFile: undefined // Datetime of the last file available to be used as an input of this process.
};
getContextVariables();
@@ -87,7 +88,7 @@
return
}
contextVariables.firstTradeFile = new Date(
contextVariables.datetimeBeginingOfMarketFile = new Date(
thisReport.beginingOfMarket.year + "-" +
thisReport.beginingOfMarket.month + "-" +
thisReport.beginingOfMarket.days + " " +
@@ -130,7 +131,7 @@
return
}
contextVariables.maxCandleFile = new Date(
contextVariables.datetimeLastAvailableDependencyFile = new Date(
thisReport.lastFile.year + "-" +
thisReport.lastFile.month + "-" +
thisReport.lastFile.days + " " + "00:00" +
@@ -164,30 +165,32 @@
"[INFO] start -> getContextVariables -> Process Running not for the very first time. -> reportKey = " + reportKey)
beginingOfMarket = new Date(thisReport.beginingOfMarket)
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
if (beginingOfMarket.valueOf() !== contextVariables.datetimeBeginingOfMarketFile.valueOf()) { // Reset Mechanism for Begining of the Market
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
beginingOfMarket = new Date(contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" + (contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" + contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.datetimeLastProducedFile = new Date(
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS)
contextVariables.lastCandleFile = new Date(
contextVariables.lastCandleFile.valueOf() -
contextVariables.datetimeLastProducedFile = new Date(
contextVariables.datetimeLastProducedFile.valueOf() -
TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) // Go back one day to start well.
buildCandles()
return
}
contextVariables.lastCandleFile = new Date(thisReport.lastFile);
contextVariables.datetimeLastProducedFile = new Date(thisReport.lastFile);
/*
Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
Here we assume that the last day written might contain incomplete information.
This actually happens every time the head of the market is reached.
For that reason we go back one day, the partial information is discarded
and added again with whatever new info is available.
*/
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
contextVariables.datetimeLastProducedFile = new Date(contextVariables.datetimeLastProducedFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
buildCandles()
return
@@ -196,16 +199,16 @@
"[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey);
beginingOfMarket = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS)
contextVariables.lastCandleFile = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeLastProducedFile = new Date(
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS)
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
contextVariables.datetimeLastProducedFile = new Date(contextVariables.datetimeLastProducedFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles()
return
@@ -227,7 +230,7 @@
function buildCandles() {
try {
let fromDate = new Date(contextVariables.lastCandleFile.valueOf())
let fromDate = new Date(contextVariables.datetimeLastProducedFile.valueOf())
let lastDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(new Date())
let outputCandles
let outputVolumes
@@ -235,25 +238,25 @@
advanceTime()
function advanceTime() {
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
contextVariables.datetimeLastProducedFile = new Date(contextVariables.datetimeLastProducedFile.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> advanceTime -> New processing time @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + ".")
"[INFO] start -> buildCandles -> advanceTime -> New processing time @ " + contextVariables.datetimeLastProducedFile.getUTCFullYear() + "/" + (contextVariables.datetimeLastProducedFile.getUTCMonth() + 1) + "/" + contextVariables.datetimeLastProducedFile.getUTCDate() + ".")
/* Validation that we are not going past the head of the market. */
if (contextVariables.lastCandleFile.valueOf() > contextVariables.maxCandleFile.valueOf()) {
if (contextVariables.datetimeLastProducedFile.valueOf() > contextVariables.datetimeLastAvailableDependencyFile.valueOf()) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> advanceTime -> Head of the market found @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + ".")
"[INFO] start -> buildCandles -> advanceTime -> Head of the market found @ " + contextVariables.datetimeLastProducedFile.getUTCFullYear() + "/" + (contextVariables.datetimeLastProducedFile.getUTCMonth() + 1) + "/" + contextVariables.datetimeLastProducedFile.getUTCDate() + ".")
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE) // Here is where we finish processing and wait for the platform to run this module again.
return
}
/* Telling the world we are alive and doing well */
let currentDateString =
contextVariables.lastCandleFile.getUTCFullYear() + '-' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '-' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCDate(), 2)
let currentDate = new Date(contextVariables.lastCandleFile)
contextVariables.datetimeLastProducedFile.getUTCFullYear() + '-' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCMonth() + 1, 2) + '-' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCDate(), 2)
let currentDate = new Date(contextVariables.datetimeLastProducedFile)
let percentage = TS.projects.superalgos.utilities.dateTimeFunctions.getPercentage(fromDate, currentDate, lastDate)
TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(processIndex, currentDateString, percentage)
@@ -272,12 +275,12 @@
outputCandles.push(emptyArray1)
outputVolumes.push(emptyArray2)
}
periodsLoop();
timeframesLoop();
}
function periodsLoop() {
function timeframesLoop() {
/*
We will iterate through all posible periods.
We will iterate through all posible time frames.
*/
let n = 0 // loop Variable representing each possible period as defined at the periods array.
loopBody();
@@ -290,9 +293,9 @@
function nextCandleFile() {
let dateForPath =
contextVariables.lastCandleFile.getUTCFullYear() + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCDate(), 2)
contextVariables.datetimeLastProducedFile.getUTCFullYear() + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCMonth() + 1, 2) + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCDate(), 2)
let fileName = "Data.json"
let filePathRoot =
@@ -310,7 +313,7 @@
fileStorage.getTextFile(filePath, onFileReceived)
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> loopBody -> getting file at dateForPath = " + dateForPath)
"[INFO] start -> buildCandles -> timeframesLoop -> loopBody -> getting file at dateForPath = " + dateForPath)
function onFileReceived(err, text) {
try {
@@ -322,9 +325,9 @@
} catch (err) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack)
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack)
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return;
}
@@ -333,15 +336,15 @@
if (err.message === 'File does not exist.' || err.code === 'The specified key does not exist.') {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[WARN] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Dependency Not Ready -> err = " + err.stack)
"[WARN] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Dependency Not Ready -> err = " + err.stack)
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[WARN] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
"[WARN] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Received -> err = " + err.stack)
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Received -> err = " + err.stack)
callBackFunction(err);
return
}
@@ -351,7 +354,7 @@
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
let totalOutputCandles = inputFilePeriod / outputPeriod;
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
let beginingOutputTime = contextVariables.datetimeLastProducedFile.valueOf();
for (let i = 0; i < totalOutputCandles; i++) {
@@ -407,7 +410,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -415,7 +418,7 @@
function nextVolumeFile() {
try {
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let dateForPath = contextVariables.datetimeLastProducedFile.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot =
'Project/' +
@@ -436,7 +439,7 @@
fileStorage.getTextFile(filePath, onFileReceived);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> getting file at dateForPath = " + dateForPath);
"[INFO] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> getting file at dateForPath = " + dateForPath);
function onFileReceived(err, text) {
let volumesFile
@@ -446,15 +449,15 @@
volumesFile = JSON.parse(text);
} catch (err) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.")
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.")
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
}
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Received -> err = " + err.stack)
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Received -> err = " + err.stack)
callBackFunction(err)
return
}
@@ -462,7 +465,7 @@
const inputVolumesPerdiod = 60 * 1000; // 1 min
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
let beginingOutputTime = contextVariables.datetimeLastProducedFile.valueOf();
for (let i = 0; i < totalOutputVolumes; i++) {
let outputVolume = {
@@ -501,7 +504,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -521,7 +524,7 @@
callBack(err)
return
}
writeStatusReport(contextVariables.lastCandleFile, advanceTime);
writeStatusReport(contextVariables.datetimeLastProducedFile, advanceTime);
}
}
}
@@ -558,9 +561,9 @@
let fileName = 'Data.json';
let dateForPath =
contextVariables.lastCandleFile.getUTCFullYear() + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCDate(), 2)
contextVariables.datetimeLastProducedFile.getUTCFullYear() + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCMonth() + 1, 2) + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCDate(), 2)
let filePath =
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT +
"/Output/" +
@@ -606,9 +609,9 @@
let fileName = 'Data.json';
let dateForPath =
contextVariables.lastCandleFile.getUTCFullYear() + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCDate(), 2)
contextVariables.datetimeLastProducedFile.getUTCFullYear() + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCMonth() + 1, 2) + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCDate(), 2)
let filePath =
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT +
"/Output/" +
@@ -648,7 +651,7 @@
function writeDataRanges(callBack) {
try {
writeDataRange(contextVariables.firstTradeFile, contextVariables.lastCandleFile, CANDLES_FOLDER_NAME, onCandlesDataRangeWritten);
writeDataRange(contextVariables.datetimeBeginingOfMarketFile, contextVariables.datetimeLastProducedFile, CANDLES_FOLDER_NAME, onCandlesDataRangeWritten);
function onCandlesDataRangeWritten(err) {
if (err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
@@ -658,7 +661,7 @@
return
}
writeDataRange(contextVariables.firstTradeFile, contextVariables.lastCandleFile, VOLUMES_FOLDER_NAME, onVolumeDataRangeWritten);
writeDataRange(contextVariables.datetimeBeginingOfMarketFile, contextVariables.datetimeLastProducedFile, VOLUMES_FOLDER_NAME, onVolumeDataRangeWritten);
function onVolumeDataRangeWritten(err) {
if (err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Candles-Volumes/CandlesVolumesMultiPeriodMarket.js
+95 -84
View File
@@ -32,18 +32,23 @@
/*
This process is going to do the following:
Read the candles and volumes from Exchange Raw Data and produce a single Index File for Market Period. But this is the situation:
Read the candles and volumes from Exchange Raw Data and produce a single Index File
for Market Period. But this is the situation:
Exchange Raw Data has a dataset organized with daily files with candles of 1 min. Candles Volumes is writting in this process a single file for each timeFrame for the whole market.
Everytime this process run, must be able to resume its job and process everything pending until reaching the head of the market. So the tactic to do this is the
Exchange Raw Data has a dataset organized with daily files with candles of 1 min.
Candles Volumes is writting in this process a single file for each timeFrame for the whole market.
Everytime this process run, must be able to resume its job and process everything pending until
reaching the head of the market. So the tactic to do this is the
following:
1. First we need to read the last file written by this process, and load all the information into in-memory arrays. We will then append to this arrays the new
information we will get from Exchange Raw Data.
1. First we need to read the last file written by this process, and load all the information into
in-memory arrays. We will then append to this arrays the new information we will get from Exchange Raw Data.
2. We know from out status report which was the last DAY we processed from Exchange Raw Data, but we must be carefull, because that day mightn not have been complete, if the
last run found the head of the market. That means that we have to be carefull not to append candles that are already there. To simplify what we do is to discard
all candles of the last processed day, and then we can process that full day again adding all the candles.
2. We know from our status report which was the last DAY we processed from Exchange Raw Data,
but we must be carefull, because that day might not have been completed yet, if the
last loop found the head of the market. That means that we have to be carefull not to append candles
that are already there. To simplify what we do is to discard all candles of the last processed day,
and then we can process that full day again adding all the candles.
*/
function start(callBackFunction) {
@@ -51,9 +56,9 @@
try {
/* Context Variables */
let contextVariables = {
lastCandleFile: undefined, // Datetime of the last file files successfully produced by this process.
firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
maxCandleFile: undefined // Datetime of the last file available to be used as an input of this process.
datetimeLastProducedFile: undefined, // Datetime of the last file files successfully produced by this process.
datetimeBeginingOfMarketFile: undefined, // Datetime of the first trade file in the whole market history.
datetimeLastAvailableDependencyFile: undefined // Datetime of the last file available to be used as an input of this process.
};
getContextVariables();
@@ -76,14 +81,14 @@
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE);
return;
return
}
if (statusReport.status === "Status Report is corrupt.") {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE);
return;
return
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
@@ -104,7 +109,7 @@
return
}
contextVariables.firstTradeFile = new Date(
contextVariables.datetimeBeginingOfMarketFile = new Date(
thisReport.beginingOfMarket.year + "-" +
thisReport.beginingOfMarket.month + "-" +
thisReport.beginingOfMarket.days + " " +
@@ -149,7 +154,7 @@
return;
}
contextVariables.maxCandleFile = new Date(
contextVariables.datetimeLastAvailableDependencyFile = new Date(
thisReport.lastFile.year + "-" +
thisReport.lastFile.month + "-" +
thisReport.lastFile.days + " " + "00:00" +
@@ -184,35 +189,37 @@
beginingOfMarket = new Date(thisReport.beginingOfMarket);
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
if (beginingOfMarket.valueOf() !== contextVariables.datetimeBeginingOfMarketFile.valueOf()) { // Reset Mechanism for Begining of the Market
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeLastProducedFile = new Date(
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(
contextVariables.lastCandleFile.valueOf() -
contextVariables.datetimeLastProducedFile = new Date(
contextVariables.datetimeLastProducedFile.valueOf() -
TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles()
return
}
contextVariables.lastCandleFile = new Date(thisReport.lastFile);
contextVariables.datetimeLastProducedFile = new Date(thisReport.lastFile);
/*
Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
Here we assume that the last day written might contain incomplete information.
This actually happens every time the head of the market is reached.
For that reason we go back one day, the partial information is discarded and
added again with whatever new info is available.
*/
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
contextVariables.datetimeLastProducedFile = new Date(contextVariables.datetimeLastProducedFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
findPreviousContent()
return
@@ -221,17 +228,17 @@
"[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey);
beginingOfMarket = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(
contextVariables.firstTradeFile.getUTCFullYear() + "-" +
(contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" +
contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" +
contextVariables.datetimeLastProducedFile = new Date(
contextVariables.datetimeBeginingOfMarketFile.getUTCFullYear() + "-" +
(contextVariables.datetimeBeginingOfMarketFile.getUTCMonth() + 1) + "-" +
contextVariables.datetimeBeginingOfMarketFile.getUTCDate() + " " + "00:00" +
TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(
contextVariables.lastCandleFile.valueOf() -
contextVariables.datetimeLastProducedFile = new Date(
contextVariables.datetimeLastProducedFile.valueOf() -
TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles()
@@ -256,7 +263,8 @@
function findPreviousContent() {
/*
This is where we read the current files we have produced at previous runs of this same process. We just read all the content and organize it
This is where we read the current files we have produced at previous runs
of this same process. We just read all the content and organize it
in arrays and keep them in memory.
*/
try {
@@ -388,7 +396,7 @@
function buildCandles(allPreviousCandles, allPreviousVolumes) {
try {
let fromDate = new Date(contextVariables.lastCandleFile.valueOf())
let fromDate = new Date(contextVariables.datetimeLastProducedFile.valueOf())
let lastDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(new Date())
/*
Firstly we prepere the arrays that will accumulate all the information for each output file.
@@ -406,16 +414,16 @@
advanceTime()
function advanceTime() {
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
contextVariables.datetimeLastProducedFile = new Date(contextVariables.datetimeLastProducedFile.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> advanceTime -> New processing time @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + ".")
"[INFO] start -> buildCandles -> advanceTime -> New processing time @ " + contextVariables.datetimeLastProducedFile.getUTCFullYear() + "/" + (contextVariables.datetimeLastProducedFile.getUTCMonth() + 1) + "/" + contextVariables.datetimeLastProducedFile.getUTCDate() + ".")
/* Validation that we are not going past the head of the market. */
if (contextVariables.lastCandleFile.valueOf() > contextVariables.maxCandleFile.valueOf()) {
if (contextVariables.datetimeLastProducedFile.valueOf() > contextVariables.datetimeLastAvailableDependencyFile.valueOf()) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> advanceTime -> Head of the market found @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + ".")
"[INFO] start -> buildCandles -> advanceTime -> Head of the market found @ " + contextVariables.datetimeLastProducedFile.getUTCFullYear() + "/" + (contextVariables.datetimeLastProducedFile.getUTCMonth() + 1) + "/" + contextVariables.datetimeLastProducedFile.getUTCDate() + ".")
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
return
@@ -423,22 +431,22 @@
/* Telling the world we are alive and doing well */
let currentDateString =
contextVariables.lastCandleFile.getUTCFullYear() + '-' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '-' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let currentDate = new Date(contextVariables.lastCandleFile)
contextVariables.datetimeLastProducedFile.getUTCFullYear() + '-' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCMonth() + 1, 2) + '-' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCDate(), 2);
let currentDate = new Date(contextVariables.datetimeLastProducedFile)
let percentage = TS.projects.superalgos.utilities.dateTimeFunctions.getPercentage(fromDate, currentDate, lastDate)
TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(processIndex, currentDateString, percentage)
if (TS.projects.superalgos.utilities.dateTimeFunctions.areTheseDatesEqual(currentDate, new Date()) === false) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(currentDate, percentage);
}
periodsLoop()
timeframesLoop()
}
function periodsLoop() {
function timeframesLoop() {
/*
We will iterate through all posible periods.
We will iterate through all posible time frames.
*/
let n = 0 // loop Variable representing each possible period as defined at the periods array.
@@ -455,14 +463,17 @@
const outputPeriod = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0];
const timeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
/*
Here we are inside a Loop that is going to advance 1 day at the time, at each pass, will ready one of Exchange Raw Data's daily files and
add all its candles to our in memory arrays. At the first iteration of this loop, we will add the candles that we are carrying
from our previous run, the ones we already have in-memory. You can see below how we discard from those candles the ones that
are belonging to the first day we are processing at this run, that it is exactly the same as the last day processed the privious
run. By discarding these candles, we are ready to run after that standard function that will just add ALL the candles found each
day at Exchange Raw Data.
Here we are inside a Loop that is going to advance 1 day at the time,
at each pass, will read one of Exchange Raw Data's daily files and
add all its candles to our in memory arrays. At the first iteration
of this loop, we will add the candles that we are carrying
from our previous run, the ones we already have in-memory.
You can see below how we discard from those candles the ones that
are belonging to the first day we are processing at this run,
that it is exactly the same as the last day processed the privious
run. By discarding these candles, we are ready to run after that standard
function that will just add ALL the candles found each day at Exchange Raw Data.
*/
if (previousCandles !== undefined) {
for (let i = 0; i < previousCandles.length; i++) {
let candle = {
@@ -474,11 +485,11 @@
end: previousCandles[i][5]
}
if (candle.end < contextVariables.lastCandleFile.valueOf()) {
if (candle.end < contextVariables.datetimeLastProducedFile.valueOf()) {
outputCandles[n].push(candle);
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Candle # " + i + " @ " + timeFrame + " discarded for closing past the current process time.")
"[INFO] start -> buildCandles -> timeframesLoop -> loopBody -> Candle # " + i + " @ " + timeFrame + " discarded for closing past the current process time.")
}
}
allPreviousCandles[n] = [] // erasing these so as not to duplicate them.
@@ -494,13 +505,13 @@
sell: previousVolumes[i][1]
}
if (volume.end < contextVariables.lastCandleFile.valueOf()) {
if (volume.end < contextVariables.datetimeLastProducedFile.valueOf()) {
outputVolumes[n].push(volume);
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Volume # " + i + " @ " + timeFrame + " discarded for closing past the current process time.")
"[INFO] start -> buildCandles -> timeframesLoop -> loopBody -> Volume # " + i + " @ " + timeFrame + " discarded for closing past the current process time.")
}
}
allPreviousVolumes[n] = []; // erasing these so as not to duplicate them.
@@ -513,7 +524,7 @@
nextCandleFile();
function nextCandleFile() {
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
let dateForPath = contextVariables.datetimeLastProducedFile.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot =
@@ -530,7 +541,7 @@
fileStorage.getTextFile(filePath, onFileReceived);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> getting file at dateForPath = " + dateForPath);
"[INFO] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> getting file at dateForPath = " + dateForPath);
function onFileReceived(err, text) {
try {
@@ -541,9 +552,9 @@
candlesFile = JSON.parse(text);
} catch (err) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE);
return
}
@@ -552,15 +563,15 @@
if (err.message === 'File does not exist.' || err.code === 'The specified key does not exist.') {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[WARN] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Dependency Not Ready -> err = " + JSON.stringify(err));
"[WARN] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Dependency Not Ready -> err = " + JSON.stringify(err));
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[WARN] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
"[WARN] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE);
return
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Received -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Received -> err = " + err.stack);
callBackFunction(err)
return
}
@@ -569,7 +580,7 @@
const inputCandlesPerdiod = 60 * 1000; // 1 min
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
let totalOutputCandles = inputFilePeriod / outputPeriod; // this should be 2 in this case.
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
let beginingOutputTime = contextVariables.datetimeLastProducedFile.valueOf();
/*
The algorithm that follows is going to agregate candles of 1 min timeFrame read from Exchange Raw Data, into candles of each timeFrame
that Candles Volumes generates. For market files those timePediods goes from 1h to 24hs.
@@ -626,7 +637,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -635,12 +646,12 @@
function nextVolumeFile() {
try {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> Entering function.")
"[INFO] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> Entering function.")
let dateForPath =
contextVariables.lastCandleFile.getUTCFullYear() + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
contextVariables.datetimeLastProducedFile.getUTCFullYear() + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCMonth() + 1, 2) + '/' +
TS.projects.superalgos.utilities.miscellaneousFunctions.pad(contextVariables.datetimeLastProducedFile.getUTCDate(), 2);
let fileName = "Data.json"
let filePathRoot =
@@ -656,11 +667,11 @@
fileStorage.getTextFile(filePath, onFileReceived);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> getting file at dateForPath = " + dateForPath);
"[INFO] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> getting file at dateForPath = " + dateForPath);
function onFileReceived(err, text) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function.")
"[INFO] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function.")
let volumesFile
if (err.result === TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
@@ -669,15 +680,15 @@
} catch (err) {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Parsing JSON -> err = " + err.stack);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE);
return;
}
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Received -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Received -> err = " + err.stack);
callBackFunction(err);
return;
}
@@ -685,7 +696,7 @@
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
let beginingOutputTime = contextVariables.datetimeLastProducedFile.valueOf();
for (let i = 0; i < totalOutputVolumes; i++) {
let outputVolume = {
@@ -727,7 +738,7 @@
} catch (err) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.stack);
"[ERROR] start -> buildCandles -> timeframesLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.stack);
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE);
}
}
@@ -736,12 +747,12 @@
function controlLoop() {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
"[INFO] start -> buildCandles -> periodsLoop -> controlLoop -> Entering function.")
"[INFO] start -> buildCandles -> timeframesLoop -> controlLoop -> Entering function.")
n++
if (n < TS.projects.superalgos.globals.timeFrames.marketFilesPeriods().length) {
loopBody()
} else {
writeStatusReport(contextVariables.lastCandleFile, advanceTime);
writeStatusReport(contextVariables.datetimeLastProducedFile, advanceTime);
}
}
}
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/MultiPeriodDaily.js
+4 -1
View File
@@ -1,6 +1,9 @@
exports.newSuperalgosBotModulesMultiPeriodDaily = function (processIndex) {
const MODULE_NAME = "Multi Period Daily"
/*
This module deals with Daily Files, that are data files for Time Frames below 1 hour.
It also assumes that the data dependencias are in Daily Files, one file for each Time Frame.
*/
thisObject = {
initialize: initialize,
finalize: finalize,
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/MultiPeriodMarket.js
+12 -8
View File
@@ -1,5 +1,9 @@
exports.newSuperalgosBotModulesMultiPeriodMarket = function (processIndex) {
const MODULE_NAME = "Multi Period Market";
const MODULE_NAME = "Multi Period Market"
/*
This module deals with Market Files, that are data files for Time Frames of 1 hour and above.
It also assumes that the data dependencias are in Market Files, one file for each Time Frame.
*/
thisObject = {
initialize: initialize,
finalize: finalize,
@@ -75,15 +79,15 @@
function getFile() {
let fileName = "Data.json";
let filePath
let filePath
/*
For datasets that are not dependent on a Time Frame we will build the file path without the timeFrameLabel
*/
if (dependency.referenceParent.config.codeName === "Single-File") {
filePath= dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName
filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName
} else {
filePath= dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel
filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel
}
datasetModule.getTextFile(filePath, fileName, onFileReceived)
@@ -225,10 +229,10 @@
let currentDateString = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCFullYear() + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCMonth() + 1, 2) + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCDate(), 2)
let currentDate = new Date(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME)
TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(
processIndex,
currentDateString,
processIndex,
currentDateString,
TS.projects.superalgos.utilities.dateTimeFunctions.getPercentage(currentDate, currentDate, currentDate)
)
)
}
}
catch (err) {