Backtest Mode Running
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Luis Fernando Molina committed
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@@ -1,4 +1,4 @@
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exports.newAssistant = function newAssistant(BOT, DEBUG_MODULE) {
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exports.newAssistant = function newAssistant(BOT, DEBUG_MODULE, UTILITIES) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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@@ -30,6 +30,8 @@
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logger.fileName = MODULE_NAME;
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logger.bot = bot;
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let utilities = UTILITIES.newUtilities(bot);
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let exchangePositions = []; // These are the open positions at the exchange at the account the bot is authorized to use.
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let openPositions = []; // These are the open positions the bot knows it made by itself.
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@@ -72,8 +74,9 @@
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let dataSet = thisObject.dataDependencies.dataSets.get(key);
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let timePeriod = "01-min";
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let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
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let fileName = '' + global.MARKET.assetA + '_' + global.MARKET.assetB + '.json';
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let filePath = global.PLATFORM_CONFIG.marketRateProvider.product + "/" + global.PLATFORM_CONFIG.marketRateProvider.dataSet + "/" + timePeriod;
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let filePath = global.PLATFORM_CONFIG.marketRateProvider.product + "/" + global.PLATFORM_CONFIG.marketRateProvider.dataSet + "/" + timePeriod + "/" + dateForPath;
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dataSet.getTextFile(filePath, fileName, onFileReceived, true);
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@@ -88,46 +91,73 @@
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try {
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candleArray = JSON.parse(text);
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let lastCandleRecord = candleArray[candleArray.length - 1]; // The last candle contains at its close value the market rate.
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if (bot.backTestingMode === true) {
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let candle = {
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open: lastCandleRecord[2],
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close: lastCandleRecord[3],
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min: lastCandleRecord[0],
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max: lastCandleRecord[1],
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begin: lastCandleRecord[4],
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end: lastCandleRecord[5]
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};
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logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Backtest Mode detected.");
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marketRate = candle.close;
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/* We need to find the candle at which the process is currently running. */
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/*
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Now we verify that this candle is not too old. Lets say no more than 2 minutes old. This could happen if the datasets for
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any reason stops being updated.
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*/
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for (let i = 0; i < candleArray.length; i++) {
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if (candle.begin < bot.processDatetime.valueOf() - 2 * 60 * 1000) {
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let candle = {
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open: candleArray[i][2],
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close: candleArray[i][3],
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min: candleArray[i][0],
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max: candleArray[i][1],
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begin: candleArray[i][4],
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end: candleArray[i][5]
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};
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logger.write("[ERROR] initialize -> Candles more than two minutes old. Retrying later.");
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callBack(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (bot.processDatetime.valueOf() >= candle.begin && bot.processDatetime.valueOf() < candle.end) {
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/* If we are in Exchange Simulation Mode then there is not much to do here. */
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marketRate = (candle.open + candle.close) / 2;
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if (bot.backTesting === true) {
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/* The Backtest Mode simulates that every trade posted is executed.
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In order to do this, we will take all open orders from the context and create a trades array similar to the one returned by the Exchange. */
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logger.write("[WARN] initialize -> Backtesting Mode detected. -> Skipping validateExchangeSyncronicity.");
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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validateExchangeSyncronicity();
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return;
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}
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}
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logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> No candle found for the current Process Datetime.");
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logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> bot.processDatetime = " + bot.processDatetime);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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} else {
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} else { // We are running LIVE Mode.
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logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Live Mode detected.");
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let lastCandleRecord = candleArray[candleArray.length - 1]; // The last candle contains at its close value the market rate.
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let candle = {
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open: lastCandleRecord[2],
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close: lastCandleRecord[3],
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min: lastCandleRecord[0],
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max: lastCandleRecord[1],
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begin: lastCandleRecord[4],
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end: lastCandleRecord[5]
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};
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marketRate = candle.close;
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/*
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Now we verify that this candle is not too old. Lets say no more than 2 minutes old. This could happen if the datasets for
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any reason stops being updated.
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*/
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if (candle.begin < bot.processDatetime.valueOf() - 2 * 60 * 1000) {
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logger.write("[ERROR] initialize -> Candles more than two minutes old. Retrying later.");
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callBack(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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validateExchangeSyncronicity();
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return;
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}
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} catch (err) {
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logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> err = " + err.message);
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logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
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@@ -211,7 +241,19 @@
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*/
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exchangeAPI.getOpenPositions(global.MARKET, onResponse);
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if (bot.backTestingMode === true) {
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if (FULL_LOG === true) { logger.write("[INFO] getPositionsAtExchange -> Backtest Mode Detected."); }
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let exchangePositions = []; // We simulate all positions were executed.
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onResponse(global.DEFAULT_OK_RESPONSE, exchangePositions);
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} else {
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if (FULL_LOG === true) { logger.write("[INFO] getPositionsAtExchange -> Live Mode Detected."); }
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exchangeAPI.getOpenPositions(global.MARKET, onResponse);
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}
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function onResponse(err, pExchangePositions) {
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@@ -390,75 +432,6 @@
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}
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}
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}
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function confirmOrderWasExecuted(pTrades) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> pTrades = " + JSON.stringify(pTrades)); }
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/*
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To confirm everything is ok, we will add all the amounts on trades asociated to the order and
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they must be equal to the one on file. Otherwise something very strange could have happened,
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in which case we will halt the bot execution.
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*/
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let sumAssetA = 0;
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let sumAssetB = 0;
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for (let k = 0; k < pTrades.length; k++) {
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sumAssetA = sumAssetA + pTrades[k].amountA;
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sumAssetB = sumAssetB + pTrades[k].amountB;
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}
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/* We add the fees */
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sumAssetA = sumAssetA + exchangePositions[j].fee;
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if (
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position.amountA !== sumAssetA ||
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position.amountB !== sumAssetB
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) {
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logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Cannot be confirmed that the order was executed. It must be manually cancelled by the user or cancelled by the exchange itself.");
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logger.write("[HINT] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Verify also that you were not running under a Exchange Simulation and you turned it off without deleting the Status Report file.");
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logger.write("[HINT] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> If the process was abruptally cancelled and then restarted, it is possible that now is not sincronized with the exchange.");
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logger.write("[HINT] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> In any case, to continue, you must delete the Status Report file so as to start over. Also, you must manually delete the orders at the exchange.");
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callBack(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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/*
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Confirmed that order was executed. Next thing to do is to remember the trades and change its status.
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*/
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position.status = "executed";
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applyTradesToContext(pTrades);
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let newTransaction = {
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type: position.type + " executed",
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position: position
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};
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context.executionContext.transactions.push(newTransaction);
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/* All done. */
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next();
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} catch (err) {
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logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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}
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/* Position not found: we need to know if the order was executed. */
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@@ -478,8 +451,49 @@
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*/
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exchangeAPI.getExecutedTrades(pPositionId, onResponse);
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if (bot.backTestingMode === true) {
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if (FULL_LOG === true) { logger.write("[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> Backtest Mode Detected."); }
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let trades = [];
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/* We look for the position at the executionContext */
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for (let i = 0; i < context.executionContext.positions.length; i++) {
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let thisPosition = context.executionContext.positions[i];
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if (thisPosition.id === pPositionId) {
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let trade = {
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id: Math.trunc(Math.random(1) * 1000000),
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type: thisPosition.type,
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rate: thisPosition.rate,
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amountA: thisPosition.amountA,
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amountB: thisPosition.amountB,
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fee: 0,
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date: (new Date()).valueOf()
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}
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trades.push(trade);
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onResponse(global.DEFAULT_OK_RESPONSE, trades);
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return;
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}
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}
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logger.write("[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> Position not found at Executioin Context.");
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callBack(global.DEFAULT_FAIL_RESPONSE);
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return;
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} else {
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if (FULL_LOG === true) { logger.write("[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> Live Mode Detected."); }
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exchangeAPI.getExecutedTrades(pPositionId, onResponse);
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}
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function onResponse(err, pTrades) {
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try {
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@@ -513,7 +527,150 @@
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}
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}
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function confirmOrderWasExecuted(pTrades) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> pTrades = " + JSON.stringify(pTrades)); }
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/*
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To confirm everything is ok, we will add all the amounts on trades asociated to the order and
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they must be equal to the one on file. Otherwise something very strange could have happened,
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in which case we will halt the bot execution.
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*/
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let sumAssetA = 0;
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let sumAssetB = 0;
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for (let k = 0; k < pTrades.length; k++) {
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sumAssetA = sumAssetA + pTrades[k].amountA;
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sumAssetB = sumAssetB + pTrades[k].amountB;
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}
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/* We add the fees */
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//sumAssetA = sumAssetA + exchangePositions[j].fee;
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if (
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position.amountA !== sumAssetA ||
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position.amountB !== sumAssetB
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) {
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logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Cannot be confirmed that the order was executed. It must be manually cancelled by the user or cancelled by the exchange itself.");
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logger.write("[HINT] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Verify also that you were not running under a Exchange Simulation and you turned it off without deleting the Status Report file.");
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logger.write("[HINT] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> If the process was abruptally cancelled and then restarted, it is possible that now is not sincronized with the exchange.");
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logger.write("[HINT] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> In any case, to continue, you must delete the Status Report file so as to start over. Also, you must manually delete the orders at the exchange.");
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callBack(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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/*
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Confirmed that order was executed. Next thing to do is to remember the trades and change its status.
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*/
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position.status = "executed";
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applyTradesToContext(pTrades);
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let newTransaction = {
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type: position.type + " executed",
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position: position
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};
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context.executionContext.transactions.push(newTransaction);
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/* All done. */
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next();
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} catch (err) {
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logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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function applyTradesToContext(pTrades) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] ordersExecutionCheck -> loopBody -> applyTradesToContext -> Entering function."); }
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/* Here we apply the trades that already happened at the exchange to the balance and available balance of the bot. We also calculate its profits. */
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for (k = 0; k < pTrades.length; k++) {
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let trade = pTrades[k];
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position.trades.push(trade);
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context.newHistoryRecord.newTrades++;
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/* Calculate Balances */
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if (trade.type === 'buy') {
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context.executionContext.balance.assetA = context.executionContext.balance.assetA - trade.amountA;
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context.executionContext.balance.assetB = context.executionContext.balance.assetB + trade.amountB;
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context.executionContext.availableBalance.assetB = context.executionContext.availableBalance.assetB + trade.amountB;
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}
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if (trade.type === 'sell') {
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context.executionContext.balance.assetA = context.executionContext.balance.assetA + trade.amountA;
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context.executionContext.balance.assetB = context.executionContext.balance.assetB - trade.amountB;
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context.executionContext.availableBalance.assetA = context.executionContext.availableBalance.assetA + trade.amountA;
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}
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}
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/* Calculate Profits */
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if (context.executionContext.investment.assetA > 0) {
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context.executionContext.profits.assetA = (context.executionContext.balance.assetA - context.executionContext.investment.assetA) / context.executionContext.investment.assetA;
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}
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if (context.executionContext.investment.assetB > 0) {
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context.executionContext.profits.assetB = (context.executionContext.balance.assetB - context.executionContext.investment.assetB) / context.executionContext.investment.assetB;
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}
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context.newHistoryRecord.profitsAssetA = context.executionContext.profits.assetA;
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context.newHistoryRecord.profitsAssetB = context.executionContext.profits.assetB;
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/* Calculate Combined Profits */
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if (context.executionContext.investment.assetA > 0) {
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let convertedAssetsB = (context.executionContext.balance.assetB - context.executionContext.investment.assetB) / marketRate;
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context.executionContext.combinedProfits.assetA = (context.executionContext.balance.assetA + convertedAssetsB - context.executionContext.investment.assetA) / context.executionContext.investment.assetA;
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}
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if (context.executionContext.investment.assetB > 0) {
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let convertedAssetsA = (context.executionContext.balance.assetA - context.executionContext.investment.assetA) * marketRate;
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context.executionContext.combinedProfits.assetB = (context.executionContext.balance.assetB + convertedAssetsA - context.executionContext.investment.assetB) / context.executionContext.investment.assetB;
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}
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context.newHistoryRecord.combinedProfitsA = context.executionContext.combinedProfits.assetA;
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context.newHistoryRecord.combinedProfitsB = context.executionContext.combinedProfits.assetB;
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} catch (err) {
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logger.write("[ERROR] ordersExecutionCheck -> loopBody -> applyTradesToContext -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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} catch (err) {
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logger.write("[ERROR] ordersExecutionCheck -> loopBody -> err = " + err.message);
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@@ -548,70 +705,6 @@
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}
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function applyTradesToContext(pTrades) {
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/* Here we apply the trades that already happened at the exchange to the balance and available balance of the bot. We also calculate its profits. */
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for (k = 0; k < pTrades.length; k++) {
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position.pTrades.push(pTrades[k]);
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context.newHistoryRecord.newTrades++;
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/* Calculate Balances */
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if (trade.type === 'buy') {
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context.executionContext.balance.assetA = context.executionContext.balance.assetA - trade.amountA;
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context.executionContext.balance.assetB = context.executionContext.balance.assetB + trade.amountB;
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context.executionContext.availableBalance.assetB = context.executionContext.availableBalance.assetB + trade.amountB;
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}
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if (trade.type === 'sell') {
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context.executionContext.balance.assetA = context.executionContext.balance.assetA + trade.amountA;
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context.executionContext.balance.assetB = context.executionContext.balance.assetB - trade.amountB;
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context.executionContext.availableBalance.assetA = context.executionContext.availableBalance.assetA + trade.amountA;
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}
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}
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/* Calculate Profits */
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if (context.executionContext.investment.assetA > 0) {
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context.executionContext.profits.assetA = (context.executionContext.balance.assetA - context.executionContext.investment.assetA) / context.executionContext.investment.assetA;
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}
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if (context.executionContext.investment.assetB > 0) {
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|
||||
context.executionContext.profits.assetB = (context.executionContext.balance.assetB - context.executionContext.investment.assetB) / context.executionContext.investment.assetB;
|
||||
}
|
||||
|
||||
context.newHistoryRecord.profitsAssetA = context.executionContext.profits.assetA;
|
||||
context.newHistoryRecord.profitsAssetB = context.executionContext.profits.assetB;
|
||||
|
||||
/* Calculate Combined Profits */
|
||||
|
||||
if (context.executionContext.investment.assetA > 0) {
|
||||
|
||||
let convertedAssetsB = (context.executionContext.balance.assetB - context.executionContext.investment.assetB) / marketRate;
|
||||
|
||||
context.executionContext.combinedProfits.assetA = (context.executionContext.balance.assetA + convertedAssetsB - context.executionContext.investment.assetA) / context.executionContext.investment.assetA;
|
||||
}
|
||||
|
||||
if (context.executionContext.investment.assetB > 0) {
|
||||
|
||||
let convertedAssetsA = (context.executionContext.balance.assetA - context.executionContext.investment.assetA) * marketRate;
|
||||
|
||||
context.executionContext.combinedProfits.assetB = (context.executionContext.balance.assetB + convertedAssetsA - context.executionContext.investment.assetB) / context.executionContext.investment.assetB;
|
||||
}
|
||||
|
||||
context.newHistoryRecord.combinedProfitsA = context.executionContext.combinedProfits.assetA;
|
||||
context.newHistoryRecord.combinedProfitsB = context.executionContext.combinedProfits.assetB;
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] ordersExecutionCheck -> err = " + err.message);
|
||||
callBack(global.DEFAULT_FAIL_RESPONSE);
|
||||
@@ -683,7 +776,13 @@
|
||||
|
||||
/* All validations passed, we proceed. */
|
||||
|
||||
if (bot.backTesting === true) {
|
||||
if (bot.backTestingMode === true) {
|
||||
|
||||
if (pRate !== marketRate) {
|
||||
|
||||
logger.write("[ERROR] putPosition -> Input Validations -> putPosition Rate can not be different to marketRate while in Backtesting Mode. ");
|
||||
onResponse(global.DEFAULT_FAIL_RESPONSE, positionId);
|
||||
}
|
||||
|
||||
let positionId = Math.trunc(Math.random(1) * 1000000);
|
||||
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> Simulating Exchange Response -> orderId = " + positionId); }
|
||||
@@ -776,7 +875,7 @@
|
||||
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> pPosition = " + JSON.stringify(pPosition)); }
|
||||
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> pNewRate = " + pNewRate); }
|
||||
|
||||
if (bot.backTesting === true) {
|
||||
if (bot.backTestingMode === true) {
|
||||
|
||||
let positionId = Math.trunc(Math.random(1) * 1000000);
|
||||
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> Simulating Exchange Response -> orderId = " + positionId); }
|
||||
@@ -896,7 +995,6 @@
|
||||
context.newHistoryRecord.sellAvgRate = (sumSellWeightedRates / sumSellWeights || 0);
|
||||
}
|
||||
|
||||
|
||||
function getPositions() {
|
||||
return JSON.parse(JSON.stringify(context.executionContext.positions));
|
||||
}
|
||||
|
||||
+37
-18
@@ -240,7 +240,23 @@
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getExecutionContext -> Entering function."); }
|
||||
|
||||
let date = new Date(thisObject.statusReport.lastExecution);
|
||||
let date;
|
||||
let runType = thisObject.statusReport.runType;
|
||||
|
||||
switch (runType) {
|
||||
|
||||
case "Backtest": {
|
||||
date = new Date(thisObject.statusReport.backtestRuns[thisObject.statusReport.runIndex].lastExecution);
|
||||
thisObject.statusReport.backtestRuns[thisObject.statusReport.runIndex].lastExecution = bot.processDatetime;
|
||||
break;
|
||||
}
|
||||
|
||||
case "Live": {
|
||||
date = new Date(thisObject.statusReport.liveRuns[thisObject.statusReport.runIndex].lastExecution);
|
||||
thisObject.statusReport.liveRuns[thisObject.statusReport.runIndex].lastExecution = bot.processDatetime;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
let fileName = "Execution.Context." + thisObject.statusReport.runType + "." + thisObject.statusReport.runIndex + ".json";
|
||||
let dateForPath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2) + '/' + utilities.pad(date.getUTCHours(), 2) + '/' + utilities.pad(date.getUTCMinutes(), 2);
|
||||
@@ -312,7 +328,7 @@
|
||||
|
||||
let runType;
|
||||
|
||||
if (bot.backTesting === true) {
|
||||
if (bot.backTestingMode === true) {
|
||||
runType = "Backtest";
|
||||
} else {
|
||||
runType = "Live";
|
||||
@@ -329,26 +345,28 @@
|
||||
backtestRuns: []
|
||||
};
|
||||
|
||||
} else { // The Status Report does exist, we just need to move to the next runIndex.
|
||||
}
|
||||
|
||||
thisObject.statusReport.runType = runType;
|
||||
let runContent = {
|
||||
lastExecution: bot.processDatetime
|
||||
};
|
||||
let runContent = {
|
||||
beginDatetime: (new Date(bot.timePeriod.beginDatetime)).valueOf(),
|
||||
endDatetime: (new Date(bot.timePeriod.endDatetime)).valueOf(),
|
||||
lastExecution: bot.processDatetime
|
||||
};
|
||||
|
||||
switch (runType) {
|
||||
thisObject.statusReport.runType = runType;
|
||||
|
||||
case "Backtest": {
|
||||
thisObject.statusReport.backtestRuns.push(runContent);
|
||||
thisObject.statusReport.runIndex = thisObject.statusReport.backtestRuns.lenght - 1;
|
||||
break;
|
||||
}
|
||||
switch (runType) {
|
||||
|
||||
case "Live": {
|
||||
thisObject.statusReport.liveRuns.push(runContent);
|
||||
thisObject.statusReport.runIndex = thisObject.statusReport.liveRuns.lenght - 1;
|
||||
break;
|
||||
}
|
||||
case "Backtest": {
|
||||
thisObject.statusReport.backtestRuns.push(runContent);
|
||||
thisObject.statusReport.runIndex = thisObject.statusReport.backtestRuns.length - 1;
|
||||
break;
|
||||
}
|
||||
|
||||
case "Live": {
|
||||
thisObject.statusReport.liveRuns.push(runContent);
|
||||
thisObject.statusReport.runIndex = thisObject.statusReport.liveRuns.length - 1;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -579,6 +597,7 @@
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] saveThemAll -> writeStatusReport -> Entering function."); }
|
||||
|
||||
statusReportModule.file = thisObject.statusReport;
|
||||
statusReportModule.save(callBack);
|
||||
|
||||
}
|
||||
|
||||
@@ -323,7 +323,7 @@ for (let p = 0; p < global.PLATFORM_CONFIG.executionList.length; p++) {
|
||||
|
||||
if (processConfig.startMode.timePeriod.run === "true") {
|
||||
|
||||
botConfig.backTesting = true;
|
||||
botConfig.backTestingMode = true;
|
||||
botConfig.hasTheBotJustStarted = true;
|
||||
botConfig.timePeriod = processConfig.startMode.timePeriod;
|
||||
|
||||
|
||||
@@ -66,7 +66,7 @@
|
||||
const BLOB_STORAGE = require(ROOT_DIR + 'Blob Storage');
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const POLONIEX_CLIENT_MODULE = require(ROOT_DIR + 'Poloniex API Client');
|
||||
const EXCHANGE_API = require(ROOT_DIR + 'RealExchangeAPI');
|
||||
const EXCHANGE_API = require(ROOT_DIR + 'ExchangeAPI');
|
||||
const CONTEXT = require(ROOT_DIR + 'Context');
|
||||
const DATASOURCE = require(ROOT_DIR + 'Datasource');
|
||||
const ASSISTANT = require(ROOT_DIR + 'Assistant');
|
||||
@@ -77,7 +77,7 @@
|
||||
|
||||
/* We define the datetime for the process that we are running now. This will be the official processing time for both the infraestructure and the bot. */
|
||||
|
||||
if (bot.backTesting === true) {
|
||||
if (bot.backTestingMode === true) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> Backtesting Mode detected."); }
|
||||
|
||||
@@ -87,7 +87,11 @@
|
||||
|
||||
bot.processDatetime = new Date(bot.timePeriod.beginDatetime); // Set the starting time as the configured beginDatetime.
|
||||
|
||||
let endDatetime = new Date(bot.timePeriod.beginDatetime);
|
||||
} else {
|
||||
|
||||
bot.processDatetime = new Date(bot.processDatetime.valueOf() + 60000); // We advance one minute in time.
|
||||
|
||||
let endDatetime = new Date(bot.timePeriod.endDatetime);
|
||||
|
||||
if (bot.processDatetime.valueOf() > endDatetime.valueOf()) {
|
||||
|
||||
@@ -96,10 +100,6 @@
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
return;
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
bot.processDatetime = new Date(bot.processDatetime.valueOf() + 60000); // We advance one minute in time.
|
||||
}
|
||||
|
||||
} else { // We are running Live!
|
||||
@@ -280,7 +280,7 @@
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> initializeAssistant -> Entering function."); }
|
||||
|
||||
assistant = ASSISTANT.newAssistant(bot, DEBUG_MODULE);
|
||||
assistant = ASSISTANT.newAssistant(bot, DEBUG_MODULE, UTILITIES);
|
||||
assistant.initialize(context, exchangeAPI, dataDependencies, onInizialized);
|
||||
|
||||
function onInizialized(err) {
|
||||
|
||||
+2
-2
@@ -7,7 +7,7 @@
|
||||
},
|
||||
"executionList": [
|
||||
{
|
||||
"enabled": "false",
|
||||
"enabled": "true",
|
||||
"botPath": "../Bots/AAMasters/AAMariam-Trading-Bot",
|
||||
"process": "Trading-Process"
|
||||
},
|
||||
@@ -32,7 +32,7 @@
|
||||
"process": "Poloniex-Hole-Fixing"
|
||||
},
|
||||
{
|
||||
"enabled": "true",
|
||||
"enabled": "false",
|
||||
"botPath": "../Bots/AAMasters/AACharly-Extraction-Bot",
|
||||
"process": "Poloniex-Live-Trades"
|
||||
},
|
||||
|
||||
Reference in new issue
Block a user