Adding base version
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# Auto detect text files and perform LF normalization
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* text=auto
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+11
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.vs/*
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obj/*
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bin/*
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*.config
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*.log
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*.cache
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node_modules/*
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Microsoft Visual Studio Solution File, Format Version 12.00
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# Visual Studio 15
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VisualStudioVersion = 15.0.26403.7
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MinimumVisualStudioVersion = 10.0.40219.1
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Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "Project", "Project.njsproj", "{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}"
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EndProject
|
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Global
|
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
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Debug|Any CPU = Debug|Any CPU
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Release|Any CPU = Release|Any CPU
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EndGlobalSection
|
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GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.ActiveCfg = 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
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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||||
HideSolutionNode = FALSE
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EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {B4BDAEAF-E863-458A-87C1-CC6D8C490784}
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EndGlobalSection
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EndGlobal
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@@ -0,0 +1,661 @@
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GNU AFFERO GENERAL PUBLIC LICENSE
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Version 3, 19 November 2007
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Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/>
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Everyone is permitted to copy and distribute verbatim copies
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of this license document, but changing it is not allowed.
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Preamble
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The GNU Affero General Public License is a free, copyleft license for
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The licenses for most software and other practical works are designed
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When we speak of free software, we are referring to freedom, not
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A secondary benefit of defending all users' freedom is that
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An older license, called the Affero General Public License and
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|
||||
modify it is void, and will automatically terminate your rights under
|
||||
this License (including any patent licenses granted under the third
|
||||
paragraph of section 11).
|
||||
|
||||
However, if you cease all violation of this License, then your
|
||||
license from a particular copyright holder is reinstated (a)
|
||||
provisionally, unless and until the copyright holder explicitly and
|
||||
finally terminates your license, and (b) permanently, if the copyright
|
||||
holder fails to notify you of the violation by some reasonable means
|
||||
prior to 60 days after the cessation.
|
||||
|
||||
Moreover, your license from a particular copyright holder is
|
||||
reinstated permanently if the copyright holder notifies you of the
|
||||
violation by some reasonable means, this is the first time you have
|
||||
received notice of violation of this License (for any work) from that
|
||||
copyright holder, and you cure the violation prior to 30 days after
|
||||
your receipt of the notice.
|
||||
|
||||
Termination of your rights under this section does not terminate the
|
||||
licenses of parties who have received copies or rights from you under
|
||||
this License. If your rights have been terminated and not permanently
|
||||
reinstated, you do not qualify to receive new licenses for the same
|
||||
material under section 10.
|
||||
|
||||
9. Acceptance Not Required for Having Copies.
|
||||
|
||||
You are not required to accept this License in order to receive or
|
||||
run a copy of the Program. Ancillary propagation of a covered work
|
||||
occurring solely as a consequence of using peer-to-peer transmission
|
||||
to receive a copy likewise does not require acceptance. However,
|
||||
nothing other than this License grants you permission to propagate or
|
||||
modify any covered work. These actions infringe copyright if you do
|
||||
not accept this License. Therefore, by modifying or propagating a
|
||||
covered work, you indicate your acceptance of this License to do so.
|
||||
|
||||
10. Automatic Licensing of Downstream Recipients.
|
||||
|
||||
Each time you convey a covered work, the recipient automatically
|
||||
receives a license from the original licensors, to run, modify and
|
||||
propagate that work, subject to this License. You are not responsible
|
||||
for enforcing compliance by third parties with this License.
|
||||
|
||||
An "entity transaction" is a transaction transferring control of an
|
||||
organization, or substantially all assets of one, or subdividing an
|
||||
organization, or merging organizations. If propagation of a covered
|
||||
work results from an entity transaction, each party to that
|
||||
transaction who receives a copy of the work also receives whatever
|
||||
licenses to the work the party's predecessor in interest had or could
|
||||
give under the previous paragraph, plus a right to possession of the
|
||||
Corresponding Source of the work from the predecessor in interest, if
|
||||
the predecessor has it or can get it with reasonable efforts.
|
||||
|
||||
You may not impose any further restrictions on the exercise of the
|
||||
rights granted or affirmed under this License. For example, you may
|
||||
not impose a license fee, royalty, or other charge for exercise of
|
||||
rights granted under this License, and you may not initiate litigation
|
||||
(including a cross-claim or counterclaim in a lawsuit) alleging that
|
||||
any patent claim is infringed by making, using, selling, offering for
|
||||
sale, or importing the Program or any portion of it.
|
||||
|
||||
11. Patents.
|
||||
|
||||
A "contributor" is a copyright holder who authorizes use under this
|
||||
License of the Program or a work on which the Program is based. The
|
||||
work thus licensed is called the contributor's "contributor version".
|
||||
|
||||
A contributor's "essential patent claims" are all patent claims
|
||||
owned or controlled by the contributor, whether already acquired or
|
||||
hereafter acquired, that would be infringed by some manner, permitted
|
||||
by this License, of making, using, or selling its contributor version,
|
||||
but do not include claims that would be infringed only as a
|
||||
consequence of further modification of the contributor version. For
|
||||
purposes of this definition, "control" includes the right to grant
|
||||
patent sublicenses in a manner consistent with the requirements of
|
||||
this License.
|
||||
|
||||
Each contributor grants you a non-exclusive, worldwide, royalty-free
|
||||
patent license under the contributor's essential patent claims, to
|
||||
make, use, sell, offer for sale, import and otherwise run, modify and
|
||||
propagate the contents of its contributor version.
|
||||
|
||||
In the following three paragraphs, a "patent license" is any express
|
||||
agreement or commitment, however denominated, not to enforce a patent
|
||||
(such as an express permission to practice a patent or covenant not to
|
||||
sue for patent infringement). To "grant" such a patent license to a
|
||||
party means to make such an agreement or commitment not to enforce a
|
||||
patent against the party.
|
||||
|
||||
If you convey a covered work, knowingly relying on a patent license,
|
||||
and the Corresponding Source of the work is not available for anyone
|
||||
to copy, free of charge and under the terms of this License, through a
|
||||
publicly available network server or other readily accessible means,
|
||||
then you must either (1) cause the Corresponding Source to be so
|
||||
available, or (2) arrange to deprive yourself of the benefit of the
|
||||
patent license for this particular work, or (3) arrange, in a manner
|
||||
consistent with the requirements of this License, to extend the patent
|
||||
license to downstream recipients. "Knowingly relying" means you have
|
||||
actual knowledge that, but for the patent license, your conveying the
|
||||
covered work in a country, or your recipient's use of the covered work
|
||||
in a country, would infringe one or more identifiable patents in that
|
||||
country that you have reason to believe are valid.
|
||||
|
||||
If, pursuant to or in connection with a single transaction or
|
||||
arrangement, you convey, or propagate by procuring conveyance of, a
|
||||
covered work, and grant a patent license to some of the parties
|
||||
receiving the covered work authorizing them to use, propagate, modify
|
||||
or convey a specific copy of the covered work, then the patent license
|
||||
you grant is automatically extended to all recipients of the covered
|
||||
work and works based on it.
|
||||
|
||||
A patent license is "discriminatory" if it does not include within
|
||||
the scope of its coverage, prohibits the exercise of, or is
|
||||
conditioned on the non-exercise of one or more of the rights that are
|
||||
specifically granted under this License. You may not convey a covered
|
||||
work if you are a party to an arrangement with a third party that is
|
||||
in the business of distributing software, under which you make payment
|
||||
to the third party based on the extent of your activity of conveying
|
||||
the work, and under which the third party grants, to any of the
|
||||
parties who would receive the covered work from you, a discriminatory
|
||||
patent license (a) in connection with copies of the covered work
|
||||
conveyed by you (or copies made from those copies), or (b) primarily
|
||||
for and in connection with specific products or compilations that
|
||||
contain the covered work, unless you entered into that arrangement,
|
||||
or that patent license was granted, prior to 28 March 2007.
|
||||
|
||||
Nothing in this License shall be construed as excluding or limiting
|
||||
any implied license or other defenses to infringement that may
|
||||
otherwise be available to you under applicable patent law.
|
||||
|
||||
12. No Surrender of Others' Freedom.
|
||||
|
||||
If conditions are imposed on you (whether by court order, agreement or
|
||||
otherwise) that contradict the conditions of this License, they do not
|
||||
excuse you from the conditions of this License. If you cannot convey a
|
||||
covered work so as to satisfy simultaneously your obligations under this
|
||||
License and any other pertinent obligations, then as a consequence you may
|
||||
not convey it at all. For example, if you agree to terms that obligate you
|
||||
to collect a royalty for further conveying from those to whom you convey
|
||||
the Program, the only way you could satisfy both those terms and this
|
||||
License would be to refrain entirely from conveying the Program.
|
||||
|
||||
13. Remote Network Interaction; Use with the GNU General Public License.
|
||||
|
||||
Notwithstanding any other provision of this License, if you modify the
|
||||
Program, your modified version must prominently offer all users
|
||||
interacting with it remotely through a computer network (if your version
|
||||
supports such interaction) an opportunity to receive the Corresponding
|
||||
Source of your version by providing access to the Corresponding Source
|
||||
from a network server at no charge, through some standard or customary
|
||||
means of facilitating copying of software. This Corresponding Source
|
||||
shall include the Corresponding Source for any work covered by version 3
|
||||
of the GNU General Public License that is incorporated pursuant to the
|
||||
following paragraph.
|
||||
|
||||
Notwithstanding any other provision of this License, you have
|
||||
permission to link or combine any covered work with a work licensed
|
||||
under version 3 of the GNU General Public License into a single
|
||||
combined work, and to convey the resulting work. The terms of this
|
||||
License will continue to apply to the part which is the covered work,
|
||||
but the work with which it is combined will remain governed by version
|
||||
3 of the GNU General Public License.
|
||||
|
||||
14. Revised Versions of this License.
|
||||
|
||||
The Free Software Foundation may publish revised and/or new versions of
|
||||
the GNU Affero General Public License from time to time. Such new versions
|
||||
will be similar in spirit to the present version, but may differ in detail to
|
||||
address new problems or concerns.
|
||||
|
||||
Each version is given a distinguishing version number. If the
|
||||
Program specifies that a certain numbered version of the GNU Affero General
|
||||
Public License "or any later version" applies to it, you have the
|
||||
option of following the terms and conditions either of that numbered
|
||||
version or of any later version published by the Free Software
|
||||
Foundation. If the Program does not specify a version number of the
|
||||
GNU Affero General Public License, you may choose any version ever published
|
||||
by the Free Software Foundation.
|
||||
|
||||
If the Program specifies that a proxy can decide which future
|
||||
versions of the GNU Affero General Public License can be used, that proxy's
|
||||
public statement of acceptance of a version permanently authorizes you
|
||||
to choose that version for the Program.
|
||||
|
||||
Later license versions may give you additional or different
|
||||
permissions. However, no additional obligations are imposed on any
|
||||
author or copyright holder as a result of your choosing to follow a
|
||||
later version.
|
||||
|
||||
15. Disclaimer of Warranty.
|
||||
|
||||
THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
|
||||
APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
|
||||
HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
|
||||
OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
|
||||
THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
||||
PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
|
||||
IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
|
||||
ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
|
||||
|
||||
16. Limitation of Liability.
|
||||
|
||||
IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
|
||||
WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
|
||||
THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
|
||||
GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
|
||||
USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
|
||||
DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
|
||||
PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
|
||||
EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
|
||||
SUCH DAMAGES.
|
||||
|
||||
17. Interpretation of Sections 15 and 16.
|
||||
|
||||
If the disclaimer of warranty and limitation of liability provided
|
||||
above cannot be given local legal effect according to their terms,
|
||||
reviewing courts shall apply local law that most closely approximates
|
||||
an absolute waiver of all civil liability in connection with the
|
||||
Program, unless a warranty or assumption of liability accompanies a
|
||||
copy of the Program in return for a fee.
|
||||
|
||||
END OF TERMS AND CONDITIONS
|
||||
|
||||
How to Apply These Terms to Your New Programs
|
||||
|
||||
If you develop a new program, and you want it to be of the greatest
|
||||
possible use to the public, the best way to achieve this is to make it
|
||||
free software which everyone can redistribute and change under these terms.
|
||||
|
||||
To do so, attach the following notices to the program. It is safest
|
||||
to attach them to the start of each source file to most effectively
|
||||
state the exclusion of warranty; and each file should have at least
|
||||
the "copyright" line and a pointer to where the full notice is found.
|
||||
|
||||
<one line to give the program's name and a brief idea of what it does.>
|
||||
Copyright (C) <year> <name of author>
|
||||
|
||||
This program is free software: you can redistribute it and/or modify
|
||||
it under the terms of the GNU Affero General Public License as published
|
||||
by the Free Software Foundation, either version 3 of the License, or
|
||||
(at your option) any later version.
|
||||
|
||||
This program is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
GNU Affero General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU Affero General Public License
|
||||
along with this program. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
Also add information on how to contact you by electronic and paper mail.
|
||||
|
||||
If your software can interact with users remotely through a computer
|
||||
network, you should also make sure that it provides a way for users to
|
||||
get its source. For example, if your program is a web application, its
|
||||
interface could display a "Source" link that leads users to an archive
|
||||
of the code. There are many ways you could offer source, and different
|
||||
solutions will be better for different programs; see section 13 for the
|
||||
specific requirements.
|
||||
|
||||
You should also get your employer (if you work as a programmer) or school,
|
||||
if any, to sign a "copyright disclaimer" for the program, if necessary.
|
||||
For more information on this, and how to apply and follow the GNU AGPL, see
|
||||
<http://www.gnu.org/licenses/>.
|
||||
@@ -0,0 +1,112 @@
|
||||
/*
|
||||
* Linear regression curve. SRC: Gekko
|
||||
*/
|
||||
|
||||
//var log = require('../../core/log');
|
||||
|
||||
var LRCIndicator = function(settings) {
|
||||
this.input = 'price';
|
||||
this.depth = settings;
|
||||
this.result = false;
|
||||
this.age = 0;
|
||||
this.history = [];
|
||||
this.x = [];
|
||||
/*
|
||||
* Do not use array(depth) as it might not be implemented
|
||||
*/
|
||||
for (var i = 0; i < this.depth; i++) {
|
||||
this.history.push(0.0);
|
||||
this.x.push(i);
|
||||
}
|
||||
|
||||
// log.debug("Created LRC indicator with h: ", this.depth);
|
||||
}
|
||||
|
||||
LRCIndicator.prototype.update = function(price) {
|
||||
// We need sufficient history to get the right result.
|
||||
if(this.result === false && this.age < this.depth) {
|
||||
|
||||
this.history[this.age] = price;
|
||||
this.age++;
|
||||
this.result = false;
|
||||
// log.debug("Waiting for sufficient age: ", this.age, " out of ", this.depth);
|
||||
return;
|
||||
}
|
||||
|
||||
this.age++;
|
||||
// shift history
|
||||
for (var i = 0; i < (this.depth - 1); i++) {
|
||||
this.history[i] = this.history[i+1];
|
||||
}
|
||||
this.history[this.depth-1] = price;
|
||||
|
||||
this.calculate(price);
|
||||
|
||||
// log.debug("Checking LRC: ", this.result.toFixed(8), "\tH: ", this.age);
|
||||
return;
|
||||
}
|
||||
|
||||
/*
|
||||
* Least squares linear regression fitting.
|
||||
*/
|
||||
function linreg(values_x, values_y) {
|
||||
var sum_x = 0;
|
||||
var sum_y = 0;
|
||||
var sum_xy = 0;
|
||||
var sum_xx = 0;
|
||||
var count = 0;
|
||||
|
||||
/*
|
||||
* We'll use those variables for faster read/write access.
|
||||
*/
|
||||
var x = 0;
|
||||
var y = 0;
|
||||
var values_length = values_x.length;
|
||||
|
||||
if (values_length != values_y.length) {
|
||||
throw new Error('The parameters values_x and values_y need to have same size!');
|
||||
}
|
||||
|
||||
/*
|
||||
* Nothing to do.
|
||||
*/
|
||||
if (values_length === 0) {
|
||||
return [ [], [] ];
|
||||
}
|
||||
|
||||
/*
|
||||
* Calculate the sum for each of the parts necessary.
|
||||
*/
|
||||
for (var v = 0; v < values_length; v++) {
|
||||
x = values_x[v];
|
||||
y = values_y[v];
|
||||
sum_x += x;
|
||||
sum_y += y;
|
||||
sum_xx += x*x;
|
||||
sum_xy += x*y;
|
||||
count++;
|
||||
}
|
||||
|
||||
/*
|
||||
* Calculate m and b for the formula: y = x * m + b
|
||||
*
|
||||
*/
|
||||
var m = (count*sum_xy - sum_x*sum_y) / (count*sum_xx - sum_x*sum_x);
|
||||
var b = (sum_y/count) - (m*sum_x)/count;
|
||||
|
||||
return [m, b];
|
||||
}
|
||||
|
||||
|
||||
/*
|
||||
* Handle calculations
|
||||
*/
|
||||
LRCIndicator.prototype.calculate = function(price) {
|
||||
// get the reg
|
||||
var reg = linreg(this.x, this.history);
|
||||
|
||||
// y = a * x + b
|
||||
this.result = ((this.depth-1) * reg[0]) + reg[1];
|
||||
}
|
||||
|
||||
module.exports = LRCIndicator;
|
||||
@@ -0,0 +1,580 @@
|
||||
var LRCIndicator = require('./LRCIndicator');
|
||||
|
||||
exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE, BLOB_STORAGE, FILE_STORAGE) {
|
||||
const FULL_LOG = true;
|
||||
const LOG_FILE_CONTENT = false;
|
||||
const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
|
||||
|
||||
let bot = BOT;
|
||||
|
||||
const ONE_MIN_IN_MILISECONDS = 60 * 1000;
|
||||
|
||||
const MODULE_NAME = "User Bot";
|
||||
|
||||
const EXCHANGE_NAME = "Poloniex";
|
||||
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
thisObject = {
|
||||
initialize: initialize,
|
||||
start: start
|
||||
};
|
||||
|
||||
let gaussStorage = BLOB_STORAGE.newBlobStorage(bot);
|
||||
|
||||
let utilities = UTILITIES.newUtilities(bot);
|
||||
|
||||
let statusDependencies;
|
||||
|
||||
return thisObject;
|
||||
|
||||
function initialize(pStatusDependencies, pMonth, pYear, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
logger.fileName = MODULE_NAME;
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
|
||||
|
||||
statusDependencies = pStatusDependencies;
|
||||
|
||||
gaussStorage.initialize({ bot: "AAGauss", devTeam: "AAMasters" }, onGaussInizialized);
|
||||
|
||||
function onGaussInizialized(err) {
|
||||
|
||||
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] initialize -> onGaussInizialized -> Initialization Succeed."); }
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
|
||||
} else {
|
||||
logger.write("[ERROR] initialize -> onGaussInizialized -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] initialize -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
/*
|
||||
TODO Create Description
|
||||
*/
|
||||
|
||||
function start(callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> Entering function."); }
|
||||
|
||||
let market = global.MARKET;
|
||||
let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
|
||||
let executionTime;
|
||||
let maxCandleTime;
|
||||
let lastCandles;
|
||||
|
||||
getContextVariables();
|
||||
|
||||
function getContextVariables() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> Entering function."); }
|
||||
|
||||
let reportKey = "AAMasters" + "-" + "AAOlivia" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
|
||||
|
||||
if (statusDependencies.statusReports.get(reportKey).status === "Status Report is corrupt.") {
|
||||
logger.write("[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
return;
|
||||
}
|
||||
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey).file;
|
||||
|
||||
if (thisReport.lastFile === undefined) {
|
||||
logger.write("[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
|
||||
|
||||
let customOK = {
|
||||
result: global.CUSTOM_OK_RESPONSE.result,
|
||||
message: "Dependency not ready."
|
||||
}
|
||||
logger.write("[WARN] start -> getContextVariables -> customOK = " + customOK.message);
|
||||
callBackFunction(customOK);
|
||||
return;
|
||||
}
|
||||
|
||||
maxCandleTime = new Date(Date.UTC(thisReport.lastFile.year, thisReport.lastFile.month - 1, thisReport.lastFile.days, thisReport.lastFile.hours, thisReport.lastFile.minutes));
|
||||
|
||||
reportKey = "AAMasters" + "-" + "AAGauss" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
|
||||
|
||||
if (statusDependencies.statusReports.get(reportKey).status === "Status Report is corrupt.") {
|
||||
logger.write("[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
return;
|
||||
}
|
||||
|
||||
thisReport = statusDependencies.statusReports.get(reportKey).file;
|
||||
if (thisReport.lastCandles !== undefined) {
|
||||
logger.write("[INFO] start -> getContextVariables -> thisReport.lastCandles: " + JSON.stringify(thisReport.lastCandles));
|
||||
lastCandles = thisReport.lastCandles;
|
||||
|
||||
buildLRCPoints();
|
||||
|
||||
} else {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> First time running the bot."); }
|
||||
|
||||
lastCandles = [];
|
||||
|
||||
for (n = 0; n < global.dailyFilePeriods.length; n++) {
|
||||
lastCandles.push(0);
|
||||
}
|
||||
|
||||
lastCandles[10] = new Date(Date.UTC(2018, 3).valueOf());
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> Starting at: " + new Date(lastCandles[10]).toISOString()); }
|
||||
|
||||
buildLRCPoints();
|
||||
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> getContextVariables -> err = " + err.message);
|
||||
if (err.message === "Cannot read property 'file' of undefined") {
|
||||
logger.write("[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
|
||||
logger.write("[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
|
||||
}
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildLRCPoints() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> Entering function."); }
|
||||
|
||||
advanceTime();
|
||||
|
||||
function advanceTime() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> Entering function."); }
|
||||
|
||||
executionTime = new Date(lastCandles[10].valueOf() + ONE_MIN_IN_MILISECONDS);
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
|
||||
|
||||
/* Validation that we are not going past the head of the market. */
|
||||
|
||||
if (executionTime.valueOf() > maxCandleTime.valueOf()) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> Head of the market found @ " + maxCandleTime.toISOString()); }
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
|
||||
return;
|
||||
}
|
||||
|
||||
periodsLoop();
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
function periodsLoop() {
|
||||
|
||||
let n = 0 // loop Variable representing each possible period as defined at the periods array.
|
||||
|
||||
loopBody();
|
||||
|
||||
function loopBody() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCChannels -> periodsLoop -> loopBody -> Entering function. Time: " + executionTime.toISOString() + ". Loop: "+n); }
|
||||
|
||||
const outputPeriod = global.dailyFilePeriods[n][0];
|
||||
const folderName = global.dailyFilePeriods[n][1];
|
||||
|
||||
isTimeToRun();
|
||||
|
||||
function isTimeToRun() {
|
||||
let nextExecution = lastCandles[n].valueOf() + outputPeriod;
|
||||
if (executionTime.valueOf() >= nextExecution) {
|
||||
getLRCPoints();
|
||||
} else {
|
||||
|
||||
if (FULL_LOG === true) logger.write("[INFO] start -> periodsLoop -> loopBody -> It's not time to run this period. Next Execution: " + new Date(nextExecution).toISOString());
|
||||
|
||||
controlLoop();
|
||||
}
|
||||
}
|
||||
|
||||
function getLRCPoints() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> Entering function."); }
|
||||
|
||||
const maxLRCDepth = 63;
|
||||
const maxBackwardsCount = 60;
|
||||
|
||||
let backwardsCount = 0;
|
||||
let candleArray = [];
|
||||
|
||||
let queryDate = new Date(executionTime);
|
||||
let candleFile = getDailyFile(queryDate, onDailyFileReceived);
|
||||
|
||||
function onDailyFileReceived(err, candleFile) {
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> onDailyFileReceived."); }
|
||||
|
||||
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
||||
for (let i = 0; i < candleFile.length; i++) {
|
||||
let candle = {
|
||||
open: undefined,
|
||||
close: undefined,
|
||||
min: 10000000000000,
|
||||
max: 0,
|
||||
begin: undefined,
|
||||
end: undefined
|
||||
};
|
||||
|
||||
candle.min = candleFile[i][0];
|
||||
candle.max = candleFile[i][1];
|
||||
|
||||
candle.open = candleFile[i][2];
|
||||
candle.close = candleFile[i][3];
|
||||
|
||||
candle.begin = candleFile[i][4];
|
||||
candle.end = candleFile[i][5];
|
||||
|
||||
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] Candle Date: " + new Date(candle.begin).toISOString() + ". Process Date: " + executionTime.toISOString()); }
|
||||
|
||||
if (candleArray.length < maxLRCDepth && candle.begin <= executionTime.valueOf()) {
|
||||
candleArray.push(candleFile[i]);
|
||||
}
|
||||
}
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> Candle Array Length: " + candleArray.length); }
|
||||
|
||||
if (candleArray.length >= maxLRCDepth) {
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> All candles available proceed with LRC calculations."); }
|
||||
|
||||
let lrcChannel = performLRCCalculations(candleArray);
|
||||
saveChannel(lrcChannel);
|
||||
|
||||
} else if (backwardsCount <= maxBackwardsCount) {
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getChannelTilt -> Getting file for day before."); }
|
||||
|
||||
queryDate.setDate(queryDate.getDate() - 1);
|
||||
getDailyFile(queryDate, onDailyFileReceived);
|
||||
backwardsCount++;
|
||||
} else {
|
||||
logger.write("[ERROR] start -> getChannelTilt -> Not enough history to calculate LRC.");
|
||||
callBack(global.DEFAULT_RETRY_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function getDailyFile(dateTime, onDailyFileReceived) {
|
||||
try {
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> getDailyFile -> Entering function."); }
|
||||
|
||||
let datePath = dateTime.getUTCFullYear() + "/" + utilities.pad(dateTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(dateTime.getUTCDate(), 2);
|
||||
let filePath = "AAMasters/AAOlivia.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Candles/Multi-Period-Daily/" + folderName + "/" + datePath;
|
||||
let fileName = market.assetA + '_' + market.assetB + ".json"
|
||||
|
||||
gaussStorage.getTextFile(filePath, fileName, onFileReceived);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> getDailyFile -> onFileReceived > Entering Function."); }
|
||||
|
||||
let candleFile = JSON.parse(text);
|
||||
onDailyFileReceived(global.DEFAULT_OK_RESPONSE, candleFile);
|
||||
} else {
|
||||
logger.write("[ERROR] start -> getLRCPoints -> getDailyFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry.");
|
||||
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
||||
return;
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> getLRCPoints -> getDailyFile -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function performLRCCalculations(candleArray) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> performLRCCalculations -> Entering function."); }
|
||||
|
||||
/*
|
||||
* It's needed to order since it's possible that we need to get another file and it will put an older candle at the end of the array.
|
||||
*/
|
||||
candleArray.sort(function (a, b) {
|
||||
return a[4] - b[4];
|
||||
});
|
||||
|
||||
if (USE_PARTIAL_LAST_CANDLE === false) candleArray = candleArray.slice(0, candleArray.length - 1);
|
||||
|
||||
let lrcPoints = [];
|
||||
lrcPoints.push(0); //firstCandleBeginTime 0
|
||||
lrcPoints.push(0); //firstCandleEndTime 1
|
||||
lrcPoints.push(0); //lastCandleBeginTime 2
|
||||
lrcPoints.push(0); //lastCandleEndTime 3
|
||||
lrcPoints.push(0); //minimumChannelValue 4
|
||||
lrcPoints.push(0); //middleChannelValue 5
|
||||
lrcPoints.push(0); //maximumChannelValue 6
|
||||
|
||||
if (LOG_FILE_CONTENT === true)
|
||||
lrcPoints.push(candleArray); //Entire candle array 7
|
||||
|
||||
calculateLRC(candleArray, lrcPoints);
|
||||
|
||||
let lastCandle = candleArray[0];
|
||||
let firstCandle = candleArray[candleArray.length - 1];
|
||||
lrcPoints[0] = firstCandle[4];
|
||||
lrcPoints[1] = firstCandle[5];
|
||||
lrcPoints[2] = lastCandle[4];
|
||||
lrcPoints[3] = lastCandle[5];
|
||||
|
||||
if (FULL_LOG === true) {
|
||||
logger.write("[INFO] start -> getChannelTilt -> performLRCCalculations -> LRC Points calculation results: " + JSON.stringify(lrcPoints)); }
|
||||
|
||||
return lrcPoints;
|
||||
}
|
||||
|
||||
function calculateLRC(candlesArray, lrcPoints) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> getChannelTilt -> calculateLRC -> Entering function."); }
|
||||
|
||||
let lrcMinIndicator = new LRCIndicator(15);
|
||||
let lrcMidIndicator = new LRCIndicator(30);
|
||||
let lrcMaxIndicator = new LRCIndicator(60);
|
||||
|
||||
for (let i = 0; i < candlesArray.length; i++) {
|
||||
let tempCandle = candlesArray[i];
|
||||
let averagePrice = (tempCandle[0] + tempCandle[1] + tempCandle[2] + tempCandle[3]) / 4; // TODO Check which price should be take to get the LRC
|
||||
|
||||
lrcMinIndicator.update(averagePrice);
|
||||
lrcMidIndicator.update(averagePrice);
|
||||
lrcMaxIndicator.update(averagePrice);
|
||||
}
|
||||
|
||||
/*
|
||||
* Only if there is enough history the result will be calculated
|
||||
*/
|
||||
if (lrcMinIndicator.result != false && lrcMidIndicator.result != false && lrcMaxIndicator.result != false) {
|
||||
lrcPoints[4] = lrcMinIndicator.result;
|
||||
lrcPoints[5] = lrcMidIndicator.result;
|
||||
lrcPoints[6] = lrcMaxIndicator.result;
|
||||
|
||||
return lrcPoints;
|
||||
} else {
|
||||
logger.write("[ERROR] start -> getChannelTilt -> calculateLRC -> There is not enough history to calculate the LRC.");
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function saveChannel(lrcChannel) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> Entering function."); }
|
||||
let fileContent;
|
||||
let datePath = executionTime.getUTCFullYear() + "/" + utilities.pad(executionTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(executionTime.getUTCDate(), 2);
|
||||
let filePath = bot.filePathRoot + "/Output/LRC-Channel/Multi-Period-Daily/" + folderName + "/" + datePath;
|
||||
let fileName = market.assetA + '_' + market.assetB + ".json"
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCChannels -> periodsLoop -> loopBody -> getCurrentContent -> fileName = " + fileName); }
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCChannels -> periodsLoop -> loopBody -> getCurrentContent -> filePath = " + filePath); }
|
||||
|
||||
gaussStorage.getTextFile(filePath, fileName, onFileRetrieved);
|
||||
|
||||
function onFileRetrieved(err, text) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
if (err.message === "File does not exist.") {
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Daily file does not exist, creating folders."); }
|
||||
|
||||
createFolders(filePath);
|
||||
return;
|
||||
} else {
|
||||
logger.write("[ERROR] start -> onFileRetrieved -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Daily file exist, appending content."); }
|
||||
|
||||
fileContent = JSON.parse(text);
|
||||
appendToFile(fileContent);
|
||||
}
|
||||
|
||||
|
||||
function createFolders(filePath) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> Entering function."); }
|
||||
|
||||
utilities.createFolderIfNeeded(filePath, gaussStorage, onFolderACreated);
|
||||
|
||||
function onFolderACreated(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> onFolderACreated -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write("[ERROR] start -> createFolders -> onFolderACreated -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
utilities.createFolderIfNeeded(reportFilePath, gaussStorage, onFolderCreated);
|
||||
}
|
||||
|
||||
function onFolderCreated(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> onFolderCreated -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write("[ERROR] start -> createFolders -> onFolderCreated -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
createFile();
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> createFolders -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function createFile() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> createFile -> Entering function."); }
|
||||
|
||||
let existingContent = [];
|
||||
existingContent.push(lrcChannel);
|
||||
|
||||
gaussStorage.createTextFile(filePath, fileName, JSON.stringify(existingContent), onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> onFileCreated -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write("[ERROR] start -> saveChannel -> onFileCreated -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
if (LOG_FILE_CONTENT === true) {
|
||||
logger.write("[INFO] start -> saveChannel -> onFileCreated -> Content written = " + JSON.stringify(existingContent));
|
||||
}
|
||||
|
||||
// We keep a record of the last candle used for the time period
|
||||
lastCandles[n] = lrcChannel[0];
|
||||
|
||||
controlLoop();
|
||||
}
|
||||
}
|
||||
|
||||
function appendToFile(fileContent) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> appendToFile -> Entering function."); }
|
||||
|
||||
fileContent.push(lrcChannel);
|
||||
|
||||
gaussStorage.createTextFile(filePath, fileName, JSON.stringify(fileContent), onExistingFileUpdated);
|
||||
|
||||
function onExistingFileUpdated(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> onExistingFileUpdated -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write("[ERROR] start -> saveChannel -> onExistingFileUpdated -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
if (LOG_FILE_CONTENT === true) {
|
||||
logger.write("[INFO] start -> saveChannel -> onExistingFileUpdated -> Content written = " + JSON.stringify(fileContent));
|
||||
}
|
||||
|
||||
// We keep a record of the last candle used for the time period
|
||||
lastCandles[n] = lrcChannel[0];
|
||||
|
||||
controlLoop();
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> saveChannel -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function controlLoop() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCChannels -> periodsLoop -> controlLoop -> Entering function."); }
|
||||
|
||||
n++;
|
||||
|
||||
if (n < global.dailyFilePeriods.length) {
|
||||
|
||||
loopBody();
|
||||
|
||||
} else {
|
||||
|
||||
writeStatusReport();
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
function writeStatusReport() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> writeStatusReport -> Entering function."); }
|
||||
|
||||
let key = bot.devTeam + "-" + bot.codeName + "-" + bot.process + "-" + bot.dataSetVersion;
|
||||
|
||||
let statusReport = statusDependencies.statusReports.get(key);
|
||||
|
||||
statusReport.file.lastExecution = bot.processDatetime;
|
||||
statusReport.file.lastCandles = lastCandles;
|
||||
statusReport.save(onSaved);
|
||||
|
||||
function onSaved(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> writeStatusReport -> onSaved -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write("[ERROR] start -> writeStatusReport -> onSaved -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> writeStatusReport -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
};
|
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@@ -0,0 +1,83 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
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<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<StartupFile>
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<PropertyGroup Condition="'$(Configuration)' == 'Release'" />
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||||
<ItemGroup>
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||||
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||||
<Compile Include="olds\Commons.js">
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||||
<SubType>Code</SubType>
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||||
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<Compile Include="Multi-Period-Daily\LRCIndicator.js" />
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||||
<Compile Include="Multi-Period-Daily\User.bot.js" />
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<Content Include="obj\Debug\AABruce.njsproj.FileListAbsolute.txt" />
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<Content Include="obj\Debug\AACarol.njsproj.FileListAbsolute.txt" />
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||||
<Content Include="obj\Debug\AACharly.njsproj.FileListAbsolute.txt" />
|
||||
<Content Include="this.bot.config.json" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Folder Include="bin" />
|
||||
<Folder Include="Multi-Period-Daily\" />
|
||||
<Folder Include="Multi-Period-Market\" />
|
||||
<Folder Include="obj" />
|
||||
<Folder Include="obj\Debug" />
|
||||
<Folder Include="olds\" />
|
||||
</ItemGroup>
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||||
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<!--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.-->
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<DevelopmentServerVPath>/</DevelopmentServerVPath>
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</Project>
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Generated
+670
@@ -0,0 +1,670 @@
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||||
{
|
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"name": "AACharly",
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||||
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|
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|
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||||
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"resolved": "https://registry.npmjs.org/underscore/-/underscore-1.8.3.tgz",
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"integrity": "sha1-Tz+1OxBuYJf8+ctBCfKl6b36UCI="
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},
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"util-deprecate": {
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"version": "1.0.2",
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"resolved": "https://registry.npmjs.org/util-deprecate/-/util-deprecate-1.0.2.tgz",
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"integrity": "sha1-RQ1Nyfpw3nMnYvvS1KKJgUGaDM8="
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},
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"uuid": {
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"version": "3.1.0",
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"resolved": "https://registry.npmjs.org/uuid/-/uuid-3.1.0.tgz",
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"integrity": "sha512-DIWtzUkw04M4k3bf1IcpS2tngXEL26YUD2M0tMDUpnUrz2hgzUBlD55a4FjdLGPvfHxS6uluGWvaVEqgBcVa+g=="
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},
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"validator": {
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"version": "3.35.0",
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"resolved": "https://registry.npmjs.org/validator/-/validator-3.35.0.tgz",
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"integrity": "sha1-PwcklALB/I/Ak8MsbkPXKnnModw="
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},
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"verror": {
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"version": "1.10.0",
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"resolved": "https://registry.npmjs.org/verror/-/verror-1.10.0.tgz",
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"integrity": "sha1-OhBcoXBTr1XW4nDB+CiGguGNpAA=",
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"requires": {
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||||
"assert-plus": "1.0.0",
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"core-util-is": "1.0.2",
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||||
"extsprintf": "1.3.0"
|
||||
}
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},
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||||
"xml2js": {
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"version": "0.2.7",
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"resolved": "https://registry.npmjs.org/xml2js/-/xml2js-0.2.7.tgz",
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"integrity": "sha1-GDhRi7AXQcrgh4urSRXklMMjBq8=",
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"requires": {
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"sax": "0.5.2"
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}
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},
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"xmlbuilder": {
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"version": "0.4.3",
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"resolved": "https://registry.npmjs.org/xmlbuilder/-/xmlbuilder-0.4.3.tgz",
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"integrity": "sha1-xGFLp04K0ZbmCcknLNnh3bKKilg="
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||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,91 @@
|
||||
{
|
||||
"displayName": "Gauss",
|
||||
"codeName": "AAGauss",
|
||||
"type": "Indicator",
|
||||
"version": {
|
||||
"major": 1,
|
||||
"minor": 0,
|
||||
"patch": 0
|
||||
},
|
||||
"devTeam": "AAMasters",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"processes": [
|
||||
{
|
||||
"name": "Multi-Period-Daily",
|
||||
"description": "Produces files with the LRC Channel on a daily format.",
|
||||
"startMode": {
|
||||
"allMonths": {
|
||||
"run": "false",
|
||||
"minYear": "",
|
||||
"maxYear": ""
|
||||
},
|
||||
"oneMonth": {
|
||||
"run": "false",
|
||||
"year": "",
|
||||
"month": ""
|
||||
},
|
||||
"noTime": {
|
||||
"run": "true"
|
||||
},
|
||||
"fixedInterval": {
|
||||
"run": "false",
|
||||
"interval": 0
|
||||
}
|
||||
},
|
||||
"normalWaitTime": 100,
|
||||
"retryWaitTime": 10000,
|
||||
"sleepWaitTime": 3600000,
|
||||
"comaWaitTime": 86400000,
|
||||
"statusDependencies": [
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAGauss",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Multi-Period-Daily",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
},
|
||||
{
|
||||
"devTeam": "AAMasters",
|
||||
"bot": "AAOlivia",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Multi-Period-Daily",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
}
|
||||
]
|
||||
}
|
||||
],
|
||||
"products": [
|
||||
{
|
||||
"codeName": "LRCChannel",
|
||||
"displayName": "LRCChannel",
|
||||
"description": "Two sets of files per period that contains candles.",
|
||||
"storageAccount": "aagauss",
|
||||
"dataSets": [
|
||||
{
|
||||
"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/AAGauss.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/LRC-Channel/Multi-Period-Daily/@Period/@Year/@Month/@Day",
|
||||
"fileName": "@AssetA_@AssetB.json"
|
||||
}
|
||||
],
|
||||
"exchangeList": [
|
||||
{
|
||||
"name": "Poloniex"
|
||||
}
|
||||
],
|
||||
"plotter": {
|
||||
"devTeam": "AAMasters",
|
||||
"codeName": "Plotter",
|
||||
"moduleName": "LRCChannel"
|
||||
}
|
||||
}
|
||||
]
|
||||
|
||||
}
|
||||
Reference in new issue
Block a user