Time Frame Refectoring
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Luis Fernando Molina committed
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@@ -277,7 +277,7 @@ Read the candles and volumes from Bruce and produce a file for each day and for
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Entering function."); }
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const outputPeriod = global.dailyFilePeriods[n][0];
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const timePeriod = global.dailyFilePeriods[n][1];
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const timeFrame = global.dailyFilePeriods[n][1];
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nextCandleFile();
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@@ -492,7 +492,7 @@ Read the candles and volumes from Bruce and produce a file for each day and for
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}
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}
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writeFiles(outputCandles[n], outputVolumes[n], timePeriod, controlLoop);
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writeFiles(outputCandles[n], outputVolumes[n], timeFrame, controlLoop);
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}
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} catch (err) {
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@@ -539,7 +539,7 @@ Read the candles and volumes from Bruce and produce a file for each day and for
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}
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}
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function writeFiles(candles, volumes, timePeriod, callBack) {
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function writeFiles(candles, volumes, timeFrame, callBack) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> Entering function."); }
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@@ -577,7 +577,7 @@ Read the candles and volumes from Bruce and produce a file for each day and for
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
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let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timePeriod + "/" + dateForPath;
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let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame + "/" + dateForPath;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
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@@ -628,7 +628,7 @@ Read the candles and volumes from Bruce and produce a file for each day and for
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
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let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timePeriod + "/" + dateForPath;
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let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame + "/" + dateForPath;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
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@@ -51,7 +51,7 @@
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Read the candles and volumes from Bruce and produce a single Index File for Market Period. But this is the situation:
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Bruce has a dataset organized with daily files with candles of 1 min. Olivia is writting in this process a single file for each timePeriod for the whole market.
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Bruce has a dataset organized with daily files with candles of 1 min. Olivia is writting in this process a single file for each timeFrame for the whole market.
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Everytime this process run, must be able to resume its job and process everything pending until reaching the head of the market. So the tactic to do this is the
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following:
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@@ -240,8 +240,8 @@
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> Entering function."); }
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let timePeriod = global.marketFilesPeriods[n][1];
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> timePeriod = " + timePeriod); }
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let timeFrame = global.marketFilesPeriods[n][1];
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> timeFrame = " + timeFrame); }
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let previousCandles;
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let previousVolumes;
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@@ -253,7 +253,7 @@
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getCandles -> Entering function."); }
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timePeriod;
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let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame;
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filePath += '/' + fileName
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fileStorage.getTextFile(bot.dataMine, filePath, onFileReceived);
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@@ -292,7 +292,7 @@
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> Entering function."); }
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timePeriod;
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let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame;
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filePath += '/' + fileName
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fileStorage.getTextFile(bot.dataMine, filePath, onFileReceived);
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@@ -430,7 +430,7 @@
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}
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const outputPeriod = global.marketFilesPeriods[n][0];
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const timePeriod = global.marketFilesPeriods[n][1];
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const timeFrame = global.marketFilesPeriods[n][1];
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/*
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Here we are inside a Loop that is going to advance 1 day at the time, at each pass, will ready one of Bruce's daily files and
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@@ -459,7 +459,7 @@
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outputCandles[n].push(candle);
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} else {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Candle # " + i + " @ " + timePeriod + " discarded for closing past the current process time."); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Candle # " + i + " @ " + timeFrame + " discarded for closing past the current process time."); }
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}
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}
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allPreviousCandles[n] = []; // erasing these so as not to duplicate them.
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@@ -481,7 +481,7 @@
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outputVolumes[n].push(volume);
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} else {
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if (FULL_LOG === true) {logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Volume # " + i + " @ " + timePeriod + " discarded for closing past the current process time."); }
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if (FULL_LOG === true) {logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Volume # " + i + " @ " + timeFrame + " discarded for closing past the current process time."); }
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}
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}
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allPreviousVolumes[n] = []; // erasing these so as not to duplicate them.
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@@ -551,7 +551,7 @@
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let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
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/*
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The algorithm that follows is going to agregate candles of 1 min timePeriod read from Bruce, into candles of each timePeriod
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The algorithm that follows is going to agregate candles of 1 min timeFrame read from Bruce, into candles of each timeFrame
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that Olivia generates. For market files those timePediods goes from 1h to 24hs.
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*/
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@@ -710,7 +710,7 @@
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}
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}
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writeFiles(outputCandles[n], outputVolumes[n], timePeriod, controlLoop);
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writeFiles(outputCandles[n], outputVolumes[n], timeFrame, controlLoop);
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.stack);
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@@ -742,7 +742,7 @@
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}
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}
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function writeFiles(candles, volumes, timePeriod, callBack) {
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function writeFiles(candles, volumes, timeFrame, callBack) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> Entering function."); }
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@@ -779,7 +779,7 @@
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fileContent = "[" + fileContent + "]";
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timePeriod;
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let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
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@@ -829,7 +829,7 @@
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fileContent = "[" + fileContent + "]";
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timePeriod;
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let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timeFrame;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
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