diff --git a/.gitattributes b/.gitattributes
new file mode 100644
index 000000000..dfe077042
--- /dev/null
+++ b/.gitattributes
@@ -0,0 +1,2 @@
+# Auto detect text files and perform LF normalization
+* text=auto
diff --git a/.gitignore b/.gitignore
new file mode 100644
index 000000000..82c487bdd
--- /dev/null
+++ b/.gitignore
@@ -0,0 +1,11 @@
+
+.vs/*
+obj/*
+
+bin/*
+
+*.config
+*.log
+*.cache
+node_modules/*
+
diff --git a/AAGauss-Indicator-Bot.sln b/AAGauss-Indicator-Bot.sln
new file mode 100644
index 000000000..136f55636
--- /dev/null
+++ b/AAGauss-Indicator-Bot.sln
@@ -0,0 +1,24 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 15
+VisualStudioVersion = 15.0.26403.7
+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}.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
diff --git a/Gauss.png b/Gauss.png
new file mode 100644
index 000000000..a30f030ca
Binary files /dev/null and b/Gauss.png differ
diff --git a/LICENSE b/LICENSE
new file mode 100644
index 000000000..dbbe35581
--- /dev/null
+++ b/LICENSE
@@ -0,0 +1,661 @@
+ GNU AFFERO GENERAL PUBLIC LICENSE
+ Version 3, 19 November 2007
+
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+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.
+
+
+ Copyright (C)
+
+ 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 .
+
+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
+.
diff --git a/Multi-Period-Daily/LRCIndicator.js b/Multi-Period-Daily/LRCIndicator.js
new file mode 100644
index 000000000..89f6d00c6
--- /dev/null
+++ b/Multi-Period-Daily/LRCIndicator.js
@@ -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;
\ No newline at end of file
diff --git a/Multi-Period-Daily/User.bot.js b/Multi-Period-Daily/User.bot.js
new file mode 100644
index 000000000..5db94ce30
--- /dev/null
+++ b/Multi-Period-Daily/User.bot.js
@@ -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);
+ }
+ }
+};
diff --git a/Project.njsproj b/Project.njsproj
new file mode 100644
index 000000000..cdb446a78
--- /dev/null
+++ b/Project.njsproj
@@ -0,0 +1,83 @@
+
+
+
+ Debug
+ 2.0
+ {aa2901bc-8f81-40f0-a402-5ca79a3f22ad}
+
+ ShowAllFiles
+
+
+
+
+ .
+ {3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}
+ 14.0
+ $(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)
+ Project
+
+
+
+
+
+
+ Code
+
+
+
+
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+
+
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+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+ False
+ True
+ 0
+ /
+ http://localhost:48022/
+ False
+ True
+ http://localhost:1337
+ False
+
+
+
+
+
+
+ CurrentPage
+ True
+ False
+ False
+ False
+
+
+
+
+
+
+
+
+ False
+ False
+
+
+
+
+
\ No newline at end of file
diff --git a/package-lock.json b/package-lock.json
new file mode 100644
index 000000000..87c40254f
--- /dev/null
+++ b/package-lock.json
@@ -0,0 +1,670 @@
+{
+ "name": "AACharly",
+ "version": "1.0.0",
+ "lockfileVersion": 1,
+ "requires": true,
+ "dependencies": {
+ "ajv": {
+ "version": "5.5.0",
+ "resolved": "https://registry.npmjs.org/ajv/-/ajv-5.5.0.tgz",
+ "integrity": "sha1-6yhAdG6dxIvV4GOjbj/UAMXqtak=",
+ "requires": {
+ "co": "4.6.0",
+ "fast-deep-equal": "1.0.0",
+ "fast-json-stable-stringify": "2.0.0",
+ "json-schema-traverse": "0.3.1"
+ }
+ },
+ "asn1": {
+ "version": "0.2.3",
+ "resolved": "https://registry.npmjs.org/asn1/-/asn1-0.2.3.tgz",
+ "integrity": "sha1-2sh4dxPJlmhJ/IGAd36+nB3fO4Y="
+ },
+ "assert-plus": {
+ "version": "1.0.0",
+ "resolved": "https://registry.npmjs.org/assert-plus/-/assert-plus-1.0.0.tgz",
+ "integrity": "sha1-8S4PPF13sLHN2RRpQuTpbB5N1SU="
+ },
+ "asynckit": {
+ "version": "0.4.0",
+ "resolved": "https://registry.npmjs.org/asynckit/-/asynckit-0.4.0.tgz",
+ "integrity": "sha1-x57Zf380y48robyXkLzDZkdLS3k="
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+ "version": "0.7.0",
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+ "integrity": "sha1-tG6JCTSpWR8tL2+G1+ap8bP+dqg="
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+ "integrity": "sha1-g+9cqGCysy5KDe7e6MdxudtXRx4="
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diff --git a/this.bot.config.json b/this.bot.config.json
new file mode 100644
index 000000000..592d52268
--- /dev/null
+++ b/this.bot.config.json
@@ -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"
+ }
+ }
+ ]
+
+}
\ No newline at end of file