Merge remote-tracking branch 'ProtocolEngine/develop' into develop
This commit is contained in:
Luis Fernando Molina committed
commit
451a1d33ec
11 files changed
+4837
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||||
# Auto detect text files and perform LF normalization
|
||||
* text=auto
|
||||
+11
@@ -0,0 +1,11 @@
|
||||
|
||||
.vs/*
|
||||
obj/*
|
||||
|
||||
bin/*
|
||||
|
||||
*.config
|
||||
*.log
|
||||
*.cache
|
||||
node_modules/*
|
||||
|
||||
@@ -0,0 +1,25 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio 15
|
||||
VisualStudioVersion = 15.0.27130.2027
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "Project", "Project.njsproj", "{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {B4BDAEAF-E863-458A-87C1-CC6D8C490784}
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
+3121
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Load diff
@@ -0,0 +1,24 @@
|
||||
Financial Beings License
|
||||
|
||||
Collective Copyright by the Advanced Algos Community
|
||||
|
||||
Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
of this software and associated documentation files (the "Software"), to deal
|
||||
in the Software including without limitation the rights to use, copy, modify,
|
||||
merge, publish, distribute and sublicense copies of the Software, and to permit
|
||||
persons to whom the Software is furnished to do so, subject to the following
|
||||
conditions:
|
||||
|
||||
1. Using, copying, modifying, publishing, distributing and sublicensing rights
|
||||
are restricted to the Advanced Algos Platform, meaning the rights granted can
|
||||
only be exercised through the Advanced Algos Service.
|
||||
|
||||
2. The above copyright notice and this permission notice shall be included in
|
||||
all copies or substantial portions of the Software.
|
||||
|
||||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
|
||||
INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A
|
||||
PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
|
||||
OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
|
||||
SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
|
||||
@@ -0,0 +1,992 @@
|
||||
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) {
|
||||
|
||||
const FULL_LOG = true;
|
||||
const LOG_FILE_CONTENT = false;
|
||||
|
||||
const MODULE_NAME = "User Bot";
|
||||
|
||||
const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
|
||||
const CONDITIONS_FOLDER_NAME = "Simulation-Conditions";
|
||||
const STRATEGIES_FOLDER_NAME = "Simulation-Strategies";
|
||||
const TRADES_FOLDER_NAME = "Simulation-Trades";
|
||||
|
||||
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
|
||||
|
||||
let commons = COMMONS.newCommons(bot, logger, UTILITIES);
|
||||
|
||||
thisObject = {
|
||||
initialize: initialize,
|
||||
finalize: finalize,
|
||||
start: start
|
||||
};
|
||||
|
||||
let utilities = UTILITIES.newCloudUtilities(bot, logger);
|
||||
|
||||
let assistant;
|
||||
|
||||
return thisObject;
|
||||
|
||||
function initialize(callBackFunction, pAssistant) {
|
||||
|
||||
try {
|
||||
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.initialize();
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
|
||||
|
||||
assistant = pAssistant;
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function finalize() {
|
||||
commons.finalize()
|
||||
commons = undefined
|
||||
utilities = undefined
|
||||
assistant = undefined
|
||||
thisObject = undefined
|
||||
}
|
||||
|
||||
function start(multiPeriodDataFiles, timePeriod, timePeriodLabel, currentDay, interExecutionMemory, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
|
||||
|
||||
let market = global.MARKET;
|
||||
let dataFile;
|
||||
|
||||
let recordsArray
|
||||
let conditionsArray
|
||||
let strategiesArray
|
||||
let tradesArray
|
||||
|
||||
let tradingSystem = {};
|
||||
|
||||
for (let j = 0; j < global.marketFilesPeriods.length; j++) {
|
||||
|
||||
let mapKey = marketFilesPeriods[j][1]
|
||||
let dataFiles = multiPeriodDataFiles.get(mapKey)
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Building Dataset for timePeriod = " + mapKey); }
|
||||
|
||||
if (dataFiles) {
|
||||
for (let i = 0; i < 5; i++) {
|
||||
|
||||
dataFile = dataFiles[i];
|
||||
|
||||
switch (i) {
|
||||
case 0: {
|
||||
commons.buildBollingerBandsArray(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
case 1: {
|
||||
commons.buildPercentageBandwidthArray(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
case 2: {
|
||||
commons.buildBollingerChannelsArray(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
case 3: {
|
||||
commons.buildBollingerSubChannelsArray(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
case 4: {
|
||||
commons.buildCandles(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
for (let j = 0; j < global.dailyFilePeriods.length; j++) {
|
||||
|
||||
let mapKey = global.dailyFilePeriods[j][1]
|
||||
let dataFiles = multiPeriodDataFiles.get(mapKey)
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Building Dataset for timePeriod = " + mapKey); }
|
||||
|
||||
if (dataFiles) {
|
||||
for (let i = 0; i < 5; i++) {
|
||||
|
||||
dataFile = dataFiles[i];
|
||||
|
||||
switch (i) {
|
||||
case 0: {
|
||||
commons.buildBollingerBandsArray(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
case 1: {
|
||||
commons.buildPercentageBandwidthArray(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
case 2: {
|
||||
commons.buildBollingerChannelsArray(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
case 3: {
|
||||
commons.buildBollingerSubChannelsArray(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
case 4: {
|
||||
commons.buildCandles(dataFile, mapKey, callBackFunction);
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
commons.runSimulation(
|
||||
timePeriod,
|
||||
timePeriodLabel,
|
||||
currentDay,
|
||||
interExecutionMemory,
|
||||
assistant,
|
||||
writeFiles,
|
||||
callBackFunction)
|
||||
|
||||
function writeFiles(pTradingSystem, pRecordsArray, pConditionsArray, pStrategiesArray, pTradesArray) {
|
||||
|
||||
tradingSystem = pTradingSystem
|
||||
recordsArray = pRecordsArray
|
||||
conditionsArray = pConditionsArray
|
||||
strategiesArray = pStrategiesArray
|
||||
tradesArray = pTradesArray
|
||||
|
||||
if (timePeriod > global.dailyFilePeriods[0][0]) {
|
||||
writeMarketFiles()
|
||||
} else {
|
||||
writeDailyFiles()
|
||||
}
|
||||
}
|
||||
|
||||
function writeMarketFiles() {
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> Entering function."); }
|
||||
|
||||
writeRecordsFile();
|
||||
|
||||
function writeRecordsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeRecordsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < recordsArray.length; i++) {
|
||||
|
||||
let record = recordsArray[i];
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.type + "," +
|
||||
record.marketRate + "," +
|
||||
record.amount + "," +
|
||||
record.balanceA + "," +
|
||||
record.balanceB + "," +
|
||||
record.profit + "," +
|
||||
record.lastTradeProfitLoss + "," +
|
||||
record.stopLoss + "," +
|
||||
record.roundtrips + "," +
|
||||
record.hits + "," +
|
||||
record.fails + "," +
|
||||
record.hitRatio + "," +
|
||||
record.ROI + "," +
|
||||
record.periods + "," +
|
||||
record.days + "," +
|
||||
record.anualizedRateOfReturn + "," +
|
||||
record.positionRate + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.strategy + "," +
|
||||
record.strategyStageNumber + "," +
|
||||
record.takeProfit + "," +
|
||||
record.stopLossPhase + "," +
|
||||
record.takeProfitPhase + "," +
|
||||
JSON.stringify(record.executionRecord) + "," +
|
||||
record.positionSize + "," +
|
||||
record.initialBalanceA + "," +
|
||||
record.minimumBalanceA + "," +
|
||||
record.maximumBalanceA + "," +
|
||||
record.initialBalanceB + "," +
|
||||
record.minimumBalanceB + "," +
|
||||
record.maximumBalanceB + "," +
|
||||
record.baseAsset + "," +
|
||||
record.positionPeriods + "," +
|
||||
record.positionDays + "," +
|
||||
record.distanceToLastTriggerOn + "," +
|
||||
record.distanceToLastTriggerOff + "," +
|
||||
record.distanceToLastTakePosition + "," +
|
||||
record.distanceToLastClosePosition + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeConditionsFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeConditionsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeConditionsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < conditionsArray.length; i++) {
|
||||
|
||||
let record = conditionsArray[i];
|
||||
|
||||
let conditions = "";
|
||||
let conditionsSeparator = "";
|
||||
|
||||
for (let j = 0; j < record.length - 3; j++) {
|
||||
conditions = conditions + conditionsSeparator + record[j];
|
||||
if (conditionsSeparator === "") { conditionsSeparator = ","; }
|
||||
}
|
||||
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
|
||||
|
||||
fileContent = fileContent + separator + '[' + conditions + ']';
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
fileContent = "[" + JSON.stringify(tradingSystem) + "," + fileContent + "]";
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeStrategiesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeStrategiesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeStrategiesFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < strategiesArray.length; i++) {
|
||||
let record = strategiesArray[i];
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.status + "," +
|
||||
record.number + "," +
|
||||
record.beginRate + "," +
|
||||
record.endRate + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeTradesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeTradesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeTradesFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < tradesArray.length; i++) {
|
||||
|
||||
let record = tradesArray[i];
|
||||
if (record.stopRate === undefined) { record.stopRate = 0 }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.status + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.beginRate + "," +
|
||||
record.endRate + "," +
|
||||
record.exitType + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
/* Emit event that signals that simulation files were updated */
|
||||
global.SYSTEM_EVENT_HANDLER.raiseEvent('Jason-Multi-Period', 'Simulation Files Updated')
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
function writeDailyFiles() {
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> Entering function."); }
|
||||
|
||||
writeRecordsFile();
|
||||
|
||||
/* TODO : NEXT function is a work in progress, not used today */
|
||||
function writeFinalResults() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeFinalResults -> Entering function."); }
|
||||
|
||||
if ( // We only write this file if we are at the head of the market.
|
||||
Math.trunc(currentDay.valueOf() / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS
|
||||
!==
|
||||
Math.trunc((new Date()).valueOf() / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS
|
||||
) {
|
||||
writeRecordsFile();
|
||||
return;
|
||||
}
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < recordsArray.length; i++) {
|
||||
|
||||
let record = recordsArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.type + "," +
|
||||
record.marketRate + "," +
|
||||
record.amount + "," +
|
||||
record.balanceA + "," +
|
||||
record.balanceB + "," +
|
||||
record.profit + "," +
|
||||
record.lastTradeProfitLoss + "," +
|
||||
record.stopLoss + "," +
|
||||
record.roundtrips + "," +
|
||||
record.hits + "," +
|
||||
record.fails + "," +
|
||||
record.hitRatio + "," +
|
||||
record.ROI + "," +
|
||||
record.periods + "," +
|
||||
record.days + "," +
|
||||
record.anualizedRateOfReturn + "," +
|
||||
record.positionRate + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.strategy + "," +
|
||||
record.strategyStageNumber + "," +
|
||||
record.takeProfit + "," +
|
||||
record.stopLossPhase + "," +
|
||||
record.takeProfitPhase + "," +
|
||||
JSON.stringify(record.executionRecord) + "," +
|
||||
record.positionSize + "," +
|
||||
record.initialBalanceA + "," +
|
||||
record.minimumBalanceA + "," +
|
||||
record.maximumBalanceA + "," +
|
||||
record.initialBalanceB + "," +
|
||||
record.minimumBalanceB + "," +
|
||||
record.maximumBalanceB + "," +
|
||||
record.baseAsset + "," +
|
||||
record.positionPeriods + "," +
|
||||
record.positionDays + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeRecordsFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeRecordsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeRecordsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < recordsArray.length; i++) {
|
||||
|
||||
let record = recordsArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.type + "," +
|
||||
record.marketRate + "," +
|
||||
record.amount + "," +
|
||||
record.balanceA + "," +
|
||||
record.balanceB + "," +
|
||||
record.profit + "," +
|
||||
record.lastTradeProfitLoss + "," +
|
||||
record.stopLoss + "," +
|
||||
record.roundtrips + "," +
|
||||
record.hits + "," +
|
||||
record.fails + "," +
|
||||
record.hitRatio + "," +
|
||||
record.ROI + "," +
|
||||
record.periods + "," +
|
||||
record.days + "," +
|
||||
record.anualizedRateOfReturn + "," +
|
||||
record.positionRate + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.strategy + "," +
|
||||
record.strategyStageNumber + "," +
|
||||
record.takeProfit + "," +
|
||||
record.stopLossPhase + "," +
|
||||
record.takeProfitPhase + "," +
|
||||
JSON.stringify(record.executionRecord) + "," +
|
||||
record.positionSize + "," +
|
||||
record.initialBalanceA + "," +
|
||||
record.minimumBalanceA + "," +
|
||||
record.maximumBalanceA + "," +
|
||||
record.initialBalanceB + "," +
|
||||
record.minimumBalanceB + "," +
|
||||
record.maximumBalanceB + "," +
|
||||
record.baseAsset + "," +
|
||||
record.positionPeriods + "," +
|
||||
record.positionDays + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeConditionsFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeConditionsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeConditionsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < conditionsArray.length; i++) {
|
||||
|
||||
let record = conditionsArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
let conditions = "";
|
||||
let conditionsSeparator = "";
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
for (let j = 0; j < record.length - 3; j++) {
|
||||
conditions = conditions + conditionsSeparator + record[j];
|
||||
if (conditionsSeparator === "") { conditionsSeparator = ","; }
|
||||
}
|
||||
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
|
||||
|
||||
fileContent = fileContent + separator + '[' + conditions + ']';
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
fileContent = "[" + JSON.stringify(tradingSystem) + "," + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeStrategiesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeStrategiesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeStrategiesFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < strategiesArray.length; i++) {
|
||||
let record = strategiesArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
|
||||
at the current date. */
|
||||
|
||||
if (record.end < currentDay.valueOf()) { continue; }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.status + "," +
|
||||
record.number + "," +
|
||||
record.beginRate + "," +
|
||||
record.endRate + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeTradesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeTradesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeTradesFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < tradesArray.length; i++) {
|
||||
|
||||
let record = tradesArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
|
||||
at the current date. */
|
||||
|
||||
if (record.end < currentDay.valueOf()) { continue; }
|
||||
if (record.stopRate === undefined) { record.stopRate = 0 }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.status + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.beginRate + "," +
|
||||
record.endRate + "," +
|
||||
record.exitType + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
/* Emit event that signals that simulation files were updated */
|
||||
global.SYSTEM_EVENT_HANDLER.raiseEvent('Jason-Multi-Period', 'Simulation Files Updated')
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
};
|
||||
@@ -0,0 +1,91 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<SchemaVersion>2.0</SchemaVersion>
|
||||
<ProjectGuid>{aa2901bc-8f81-40f0-a402-5ca79a3f22ad}</ProjectGuid>
|
||||
<ProjectHome />
|
||||
<ProjectView>ShowAllFiles</ProjectView>
|
||||
<StartupFile>
|
||||
</StartupFile>
|
||||
<WorkingDirectory>c:\users\luis\source\repos\AAOlivia\Multi-Period-Market</WorkingDirectory>
|
||||
<OutputPath>.</OutputPath>
|
||||
<ProjectTypeGuids>{3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}</ProjectTypeGuids>
|
||||
<VisualStudioVersion Condition="'$(VisualStudioVersion)' == ''">14.0</VisualStudioVersion>
|
||||
<VSToolsPath Condition="'$(VSToolsPath)' == ''">$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)</VSToolsPath>
|
||||
<Name>Project</Name>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)' == 'Debug'" />
|
||||
<PropertyGroup Condition="'$(Configuration)' == 'Release'" />
|
||||
<ItemGroup>
|
||||
<Content Include="package-lock.json" />
|
||||
<Content Include="package.json" />
|
||||
<Content Include="README.md" />
|
||||
<Content Include="logs\Dummy File.txt" />
|
||||
<Content Include="obj\Debug\AABruce.njsproj.FileListAbsolute.txt" />
|
||||
<Content Include="obj\Debug\AACarol.njsproj.FileListAbsolute.txt" />
|
||||
<Content Include="obj\Debug\AACharly.njsproj.FileListAbsolute.txt" />
|
||||
<Content Include="this.bot.config.json" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Folder Include="bin" />
|
||||
<Folder Include="logs" />
|
||||
<Folder Include="logs\AA Masters" />
|
||||
<Folder Include="logs\AA Masters\Indicator" />
|
||||
<Folder Include="logs\AA Masters\Indicator\Bruce" />
|
||||
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0" />
|
||||
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0\Multi-Period-Daily-Candles-Volumes" />
|
||||
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0\One-Min-Daily-Candles-Volumes" />
|
||||
<Folder Include="Multi-Period\" />
|
||||
<Folder Include="obj" />
|
||||
<Folder Include="obj\Debug" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="Commons.js" />
|
||||
<Compile Include="Multi-Period\User.Bot.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
</ItemGroup>
|
||||
<Import Project="$(MSBuildToolsPath)\Microsoft.Common.targets" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
|
||||
<!--Do not delete the following Import Project. While this appears to do nothing it is a marker for setting TypeScript properties before our import that depends on them.-->
|
||||
<Import Project="$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\TypeScript\Microsoft.TypeScript.targets" Condition="False" />
|
||||
<Import Project="$(VSToolsPath)\Node.js Tools\Microsoft.NodejsTools.targets" />
|
||||
<ProjectExtensions>
|
||||
<VisualStudio>
|
||||
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}">
|
||||
<WebProjectProperties>
|
||||
<UseIIS>False</UseIIS>
|
||||
<AutoAssignPort>True</AutoAssignPort>
|
||||
<DevelopmentServerPort>0</DevelopmentServerPort>
|
||||
<DevelopmentServerVPath>/</DevelopmentServerVPath>
|
||||
<IISUrl>http://localhost:48022/</IISUrl>
|
||||
<NTLMAuthentication>False</NTLMAuthentication>
|
||||
<UseCustomServer>True</UseCustomServer>
|
||||
<CustomServerUrl>http://localhost:1337</CustomServerUrl>
|
||||
<SaveServerSettingsInUserFile>False</SaveServerSettingsInUserFile>
|
||||
</WebProjectProperties>
|
||||
</FlavorProperties>
|
||||
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}" User="">
|
||||
<WebProjectProperties>
|
||||
<StartPageUrl>
|
||||
</StartPageUrl>
|
||||
<StartAction>CurrentPage</StartAction>
|
||||
<AspNetDebugging>True</AspNetDebugging>
|
||||
<SilverlightDebugging>False</SilverlightDebugging>
|
||||
<NativeDebugging>False</NativeDebugging>
|
||||
<SQLDebugging>False</SQLDebugging>
|
||||
<ExternalProgram>
|
||||
</ExternalProgram>
|
||||
<StartExternalURL>
|
||||
</StartExternalURL>
|
||||
<StartCmdLineArguments>
|
||||
</StartCmdLineArguments>
|
||||
<StartWorkingDirectory>
|
||||
</StartWorkingDirectory>
|
||||
<EnableENC>False</EnableENC>
|
||||
<AlwaysStartWebServerOnDebug>False</AlwaysStartWebServerOnDebug>
|
||||
</WebProjectProperties>
|
||||
</FlavorProperties>
|
||||
</VisualStudio>
|
||||
</ProjectExtensions>
|
||||
</Project>
|
||||
@@ -0,0 +1,7 @@
|
||||
# I'm Jason, an AA i-Bot!
|
||||
|
||||
# Disclaimer
|
||||
|
||||
THE AA MASTERS BOTS AND THEIR ASSOCIATED PRODUCTS AND SERVICES ARE PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY, SUITABILITY FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT.
|
||||
|
||||
IN NO EVENT WILL ADVANCED ALGOS BE LIABLE TO ANY PARTY FOR ANY DIRECT, INDIRECT, SPECIAL OR OTHER CONSEQUENTIAL DAMAGES FOR ANY USE OF THE AACLOUD, THE AA ARENA COMPETITION, THE AA MASTERS BOTS, OR ANY OTHER ASSOCIATED SERVICE OR WEB SITE, INCLUDING, WITHOUT LIMITATION, ANY LOST PROFITS, BUSINESS INTERRUPTION, LOSS OF FUNDS, PROGRAMS OR OTHER DATA OR OTHERWISE, EVEN IF WE ARE EXPRESSLY ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
|
||||
Generated
+13
@@ -0,0 +1,13 @@
|
||||
{
|
||||
"name": "AAToma",
|
||||
"version": "1.0.0",
|
||||
"lockfileVersion": 1,
|
||||
"requires": true,
|
||||
"dependencies": {
|
||||
"@superalgos/mqservice": {
|
||||
"version": "0.0.3",
|
||||
"resolved": "https://registry.npmjs.org/@superalgos/mqservice/-/mqservice-0.0.3.tgz",
|
||||
"integrity": "sha512-7beJRbcylkzND1MnWdEIrmtrqOyFvRsS131JKk6Xap5fFpS8kPpXKHEY50K97qwBnbTJZSJyNvSjafJPRUNjqQ=="
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,14 @@
|
||||
{
|
||||
"name": "AAToma",
|
||||
"version": "1.0.0",
|
||||
"description": "",
|
||||
"main": "index.js",
|
||||
"scripts": {
|
||||
"test": "echo \"Error: no test specified\" && exit 1"
|
||||
},
|
||||
"author": "Luis-Fernando-Molina",
|
||||
"license": "ISC",
|
||||
"dependencies": {
|
||||
"@superalgos/mqservice": "0.0.3"
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,537 @@
|
||||
{
|
||||
"displayName": "Jason",
|
||||
"codeName": "AAJason",
|
||||
"type": "Trading Bot",
|
||||
"version": {
|
||||
"major": 1,
|
||||
"minor": 0,
|
||||
"patch": 0
|
||||
},
|
||||
"devTeam": "AAMasters",
|
||||
"profilePicture": "Jason.png",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"processes": [
|
||||
{
|
||||
"name": "Multi-Period",
|
||||
"description": "Produces a Daily or Market files depending on the current timePeriod.",
|
||||
"startMode": {
|
||||
"userDefined": {
|
||||
"run": "true"
|
||||
}
|
||||
},
|
||||
"deadWaitTime": 0,
|
||||
"liveWaitTime": 60000,
|
||||
"normalWaitTime": 5000,
|
||||
"retryWaitTime": 10000,
|
||||
"sleepWaitTime": 3600000,
|
||||
"comaWaitTime": 86400000,
|
||||
"updatesDatasets": [
|
||||
{
|
||||
"product": "Trading-Simulation",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"product": "Simulation-Conditions",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"product": "Simulation-Strategies",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"product": "Simulation-Trades",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"product": "Live Trading History",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"product": "Trading-Simulation",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"product": "Simulation-Conditions",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"product": "Simulation-Strategies",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"product": "Simulation-Trades",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"product": "Live Trading History",
|
||||
"dataSet": "Oficial History"
|
||||
}
|
||||
],
|
||||
"framework": {
|
||||
"name": "Multi-Period",
|
||||
"validPeriods": [
|
||||
"45-min",
|
||||
"40-min",
|
||||
"30-min",
|
||||
"20-min",
|
||||
"15-min",
|
||||
"10-min",
|
||||
"05-min",
|
||||
"04-min",
|
||||
"03-min",
|
||||
"02-min",
|
||||
"01-min"
|
||||
],
|
||||
"startDate": {
|
||||
"takeItFromStatusDependency": 2
|
||||
},
|
||||
"endDate": {
|
||||
"takeItFromStatusDependency": 1
|
||||
}
|
||||
},
|
||||
"statusDependencies": [
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AACharly",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Historic-Trades",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAOlivia",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Multi-Period-Daily",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAJason",
|
||||
"type": "Trading Engine",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Multi-Period",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAJason",
|
||||
"type": "Trading Engine",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Context",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
}
|
||||
],
|
||||
"dataDependencies": [
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAChris",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Percentage-Bandwidth",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAChris",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Bollinger-Bands",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAPaula",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Bollinger-Standard-Channels",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAPaula",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Bollinger-Standard-Sub-Channels",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAOlivia",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Candles",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAChris",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Percentage-Bandwidth",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAChris",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Bollinger-Bands",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAPaula",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Bollinger-Standard-Channels",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAPaula",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Bollinger-Standard-Sub-Channels",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAOlivia",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"product": "Candles",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
}
|
||||
]
|
||||
}
|
||||
],
|
||||
"products": [
|
||||
{
|
||||
"codeName": "Trading-Simulation",
|
||||
"displayName": "Simulation",
|
||||
"description": "Trading Simulation",
|
||||
"storageAccount": "aajason",
|
||||
"dataSets": [
|
||||
{
|
||||
"codeName": "Multi-Period-Market",
|
||||
"type": "Market Files",
|
||||
"validPeriods": [
|
||||
"24-hs",
|
||||
"12-hs",
|
||||
"08-hs",
|
||||
"06-hs",
|
||||
"04-hs",
|
||||
"03-hs",
|
||||
"02-hs",
|
||||
"01-hs"
|
||||
],
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Trading-Simulation/Multi-Period-Market/@Period",
|
||||
"fileName": "@AssetA_@AssetB.json"
|
||||
},
|
||||
{
|
||||
"codeName": "Multi-Period-Daily",
|
||||
"type": "Daily Files",
|
||||
"validPeriods": [
|
||||
"45-min",
|
||||
"40-min",
|
||||
"30-min",
|
||||
"20-min",
|
||||
"15-min",
|
||||
"10-min",
|
||||
"05-min",
|
||||
"04-min",
|
||||
"03-min",
|
||||
"02-min",
|
||||
"01-min"
|
||||
],
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Trading-Simulation/Multi-Period-Daily/@Period/@Year/@Month/@Day",
|
||||
"fileName": "@AssetA_@AssetB.json",
|
||||
"dataRange": {
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Trading-Simulation/Multi-Period-Daily",
|
||||
"fileName": "Data.Range.@AssetA_@AssetB.json"
|
||||
}
|
||||
}
|
||||
],
|
||||
"exchangeList": [
|
||||
{
|
||||
"name": "Poloniex"
|
||||
},
|
||||
{
|
||||
"name": "Coss"
|
||||
}
|
||||
],
|
||||
"plotter": {
|
||||
"devTeam": "AAMasters",
|
||||
"codeName": "PlottersTradingSimulation",
|
||||
"moduleName": "TradingSimulation"
|
||||
}
|
||||
},
|
||||
{
|
||||
"codeName": "Simulation-Conditions",
|
||||
"displayName": "Conditions",
|
||||
"description": "Simulation Conditions",
|
||||
"storageAccount": "aajason",
|
||||
"dataSets": [
|
||||
{
|
||||
"codeName": "Multi-Period-Market",
|
||||
"type": "Market Files",
|
||||
"validPeriods": [
|
||||
"24-hs",
|
||||
"12-hs",
|
||||
"08-hs",
|
||||
"06-hs",
|
||||
"04-hs",
|
||||
"03-hs",
|
||||
"02-hs",
|
||||
"01-hs"
|
||||
],
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Conditions/Multi-Period-Market/@Period",
|
||||
"fileName": "@AssetA_@AssetB.json"
|
||||
},
|
||||
{
|
||||
"codeName": "Multi-Period-Daily",
|
||||
"type": "Daily Files",
|
||||
"validPeriods": [
|
||||
"45-min",
|
||||
"40-min",
|
||||
"30-min",
|
||||
"20-min",
|
||||
"15-min",
|
||||
"10-min",
|
||||
"05-min",
|
||||
"04-min",
|
||||
"03-min",
|
||||
"02-min",
|
||||
"01-min"
|
||||
],
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Conditions/Multi-Period-Daily/@Period/@Year/@Month/@Day",
|
||||
"fileName": "@AssetA_@AssetB.json",
|
||||
"dataRange": {
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Conditions/Multi-Period-Daily",
|
||||
"fileName": "Data.Range.@AssetA_@AssetB.json"
|
||||
}
|
||||
}
|
||||
],
|
||||
"exchangeList": [
|
||||
{
|
||||
"name": "Poloniex"
|
||||
},
|
||||
{
|
||||
"name": "Coss"
|
||||
}
|
||||
],
|
||||
"plotter": {
|
||||
"devTeam": "AAMasters",
|
||||
"codeName": "PlottersTradingSimulation",
|
||||
"moduleName": "Conditions"
|
||||
}
|
||||
},
|
||||
{
|
||||
"codeName": "Simulation-Strategies",
|
||||
"displayName": "Strategies",
|
||||
"description": "Simulation Strategies",
|
||||
"storageAccount": "aajason",
|
||||
"dataSets": [
|
||||
{
|
||||
"codeName": "Multi-Period-Market",
|
||||
"type": "Market Files",
|
||||
"validPeriods": [
|
||||
"24-hs",
|
||||
"12-hs",
|
||||
"08-hs",
|
||||
"06-hs",
|
||||
"04-hs",
|
||||
"03-hs",
|
||||
"02-hs",
|
||||
"01-hs"
|
||||
],
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Strategies/Multi-Period-Market/@Period",
|
||||
"fileName": "@AssetA_@AssetB.json"
|
||||
},
|
||||
{
|
||||
"codeName": "Multi-Period-Daily",
|
||||
"type": "Daily Files",
|
||||
"validPeriods": [
|
||||
"45-min",
|
||||
"40-min",
|
||||
"30-min",
|
||||
"20-min",
|
||||
"15-min",
|
||||
"10-min",
|
||||
"05-min",
|
||||
"04-min",
|
||||
"03-min",
|
||||
"02-min",
|
||||
"01-min"
|
||||
],
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Strategies/Multi-Period-Daily/@Period/@Year/@Month/@Day",
|
||||
"fileName": "@AssetA_@AssetB.json",
|
||||
"dataRange": {
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Strategies/Multi-Period-Daily",
|
||||
"fileName": "Data.Range.@AssetA_@AssetB.json"
|
||||
}
|
||||
}
|
||||
],
|
||||
"exchangeList": [
|
||||
{
|
||||
"name": "Poloniex"
|
||||
},
|
||||
{
|
||||
"name": "Coss"
|
||||
}
|
||||
],
|
||||
"plotter": {
|
||||
"devTeam": "AAMasters",
|
||||
"codeName": "PlottersTradingSimulation",
|
||||
"moduleName": "Strategies"
|
||||
}
|
||||
},
|
||||
{
|
||||
"codeName": "Simulation-Trades",
|
||||
"displayName": "Trades",
|
||||
"description": "Simulation Trades",
|
||||
"storageAccount": "aajason",
|
||||
"dataSets": [
|
||||
{
|
||||
"codeName": "Multi-Period-Market",
|
||||
"type": "Market Files",
|
||||
"validPeriods": [
|
||||
"24-hs",
|
||||
"12-hs",
|
||||
"08-hs",
|
||||
"06-hs",
|
||||
"04-hs",
|
||||
"03-hs",
|
||||
"02-hs",
|
||||
"01-hs"
|
||||
],
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Trades/Multi-Period-Market/@Period",
|
||||
"fileName": "@AssetA_@AssetB.json"
|
||||
},
|
||||
{
|
||||
"codeName": "Multi-Period-Daily",
|
||||
"type": "Daily Files",
|
||||
"validPeriods": [
|
||||
"45-min",
|
||||
"40-min",
|
||||
"30-min",
|
||||
"20-min",
|
||||
"15-min",
|
||||
"10-min",
|
||||
"05-min",
|
||||
"04-min",
|
||||
"03-min",
|
||||
"02-min",
|
||||
"01-min"
|
||||
],
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Trades/Multi-Period-Daily/@Period/@Year/@Month/@Day",
|
||||
"fileName": "@AssetA_@AssetB.json",
|
||||
"dataRange": {
|
||||
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/@Session/Simulation-Trades/Multi-Period-Daily",
|
||||
"fileName": "Data.Range.@AssetA_@AssetB.json"
|
||||
}
|
||||
}
|
||||
],
|
||||
"exchangeList": [
|
||||
{
|
||||
"name": "Poloniex"
|
||||
},
|
||||
{
|
||||
"name": "Coss"
|
||||
}
|
||||
],
|
||||
"plotter": {
|
||||
"devTeam": "AAMasters",
|
||||
"codeName": "PlottersTradingSimulation",
|
||||
"moduleName": "Trades"
|
||||
}
|
||||
},
|
||||
{
|
||||
"codeName": "Live-Trading-History",
|
||||
"displayName": "Live",
|
||||
"shortDisplayName": "Live",
|
||||
"description": "Live Trading Execution.",
|
||||
"dataSets": [
|
||||
{
|
||||
"codeName": "Oficial History",
|
||||
"type": "File Sequence",
|
||||
"validPeriods": [
|
||||
"24-hs",
|
||||
"12-hs",
|
||||
"08-hs",
|
||||
"06-hs",
|
||||
"04-hs",
|
||||
"03-hs",
|
||||
"02-hs",
|
||||
"01-hs",
|
||||
"45-min",
|
||||
"40-min",
|
||||
"30-min",
|
||||
"20-min",
|
||||
"15-min",
|
||||
"10-min",
|
||||
"05-min",
|
||||
"04-min",
|
||||
"03-min",
|
||||
"02-min",
|
||||
"01-min"
|
||||
],
|
||||
"filePath": "@DevTeam/@Bot.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/@Session/Trading-Process",
|
||||
"fileName": "Execution.History.Live.@Sequence.json"
|
||||
}
|
||||
],
|
||||
"exchangeList": [
|
||||
{
|
||||
"name": "Poloniex"
|
||||
}
|
||||
],
|
||||
"plotter": {
|
||||
"devTeam": "AAMasters",
|
||||
"codeName": "PlottersTradingSimulation",
|
||||
"moduleName": "SimulationExecution"
|
||||
}
|
||||
}
|
||||
]
|
||||
}
|
||||
Reference in new issue
Block a user