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Merge branch 'develop' into in-app-documentation

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Luis Fernando Molina committed 2020-12-13 14:02:13 +01:00
2 parents 4407ecc8c4 eaf67412f6
commit 504b4ca88c
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Projects/Superalgos/Plugins/Trading-Mines/Masters.json
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@@ -1 +1 @@
{"type":"Trading Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Trading","config":"{\n \"codeName\": \"Trading\",\n \"sessionRunWaitTime\": 5000,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Low-Frequency-Trading-Process\"\n }\n }","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","project":"Superalgos","id":"ec8d74ba-a4ad-417a-b479-6bae95b8a1fe","savedPayload":{"position":{"x":24910.97457254189,"y":18457.46644293786},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"3ed03a02-381d-43fe-9faa-761728c53bd8"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","project":"Superalgos","id":"22b0af33-8c2f-4194-839b-affd18f298d5","savedPayload":{"position":{"x":24834.601232363748,"y":18490.07023931273},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"15f5b150-f1cf-403c-8cb9-2c7c4e1db8e8"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","project":"Superalgos","id":"23ab91ae-2e78-4993-bb69-855f69cef1ce","savedPayload":{"position":{"x":24753.53736157276,"y":18508.085329665024},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","project":"Superalgos","id":"d0a4515a-279d-4c27-8de2-168108861242","savedPayload":{"position":{"x":24670.543493063306,"y":18510.89823169951},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Candle","project":"Superalgos","id":"7fc80977-5b37-413e-8107-0a89a16e08b0","savedPayload":{"position":{"x":24588.445883487308,"y":18498.413155411115},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Candle","project":"Superalgos","id":"a6888750-1043-420c-9253-633e1399c5e4","savedPayload":{"position":{"x":24510.040268473647,"y":18471.05526509864},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Balances","project":"Superalgos","id":"0ad114df-f076-4a86-8c62-4c4a146da73c","savedPayload":{"position":{"x":24437.996657204443,"y":18429.756200904503},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Balances","project":"Superalgos","id":"04b51302-957d-4365-ad55-9f89d60e261c","savedPayload":{"position":{"x":24374.76840845468,"y":18375.922352927064},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFroLine truncated
{"type":"Trading Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Trading","config":"{\n \"codeName\": \"Trading\",\n \"sessionRunWaitTime\": 5000,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Low-Frequency-Trading-Process\"\n }\n }","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","project":"Superalgos","id":"ec8d74ba-a4ad-417a-b479-6bae95b8a1fe","savedPayload":{"position":{"x":24910.97457254189,"y":18457.46644293786},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"3ed03a02-381d-43fe-9faa-761728c53bd8"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","project":"Superalgos","id":"22b0af33-8c2f-4194-839b-affd18f298d5","savedPayload":{"position":{"x":24834.601232363748,"y":18490.07023931273},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"15f5b150-f1cf-403c-8cb9-2c7c4e1db8e8"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","project":"Superalgos","id":"23ab91ae-2e78-4993-bb69-855f69cef1ce","savedPayload":{"position":{"x":24753.53736157276,"y":18508.085329665024},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","project":"Superalgos","id":"d0a4515a-279d-4c27-8de2-168108861242","savedPayload":{"position":{"x":24670.543493063306,"y":18510.89823169951},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Candle","project":"Superalgos","id":"7fc80977-5b37-413e-8107-0a89a16e08b0","savedPayload":{"position":{"x":24588.445883487308,"y":18498.413155411115},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Candle","project":"Superalgos","id":"a6888750-1043-420c-9253-633e1399c5e4","savedPayload":{"position":{"x":24510.040268473647,"y":18471.05526509864},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Balances","project":"Superalgos","id":"0ad114df-f076-4a86-8c62-4c4a146da73c","savedPayload":{"position":{"x":24437.996657204443,"y":18429.756200904503},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Balances","project":"Superalgos","id":"04b51302-957d-4365-ad55-9f89d60e261c","savedPayload":{"position":{"x":24374.76840845468,"y":18375.922352927064},"targetPosition":{"x":24696.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFroLine truncated
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js
+25 -23
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@@ -25,33 +25,35 @@ exports.newSuperalgosBotModulesAnnouncements = function (processIndex) {
}
function makeAnnoucements(node) {
if (node.announcements !== undefined) {
for (let i = 0; i < node.announcements.length; i++) {
let announcement = node.announcements[i]
let canAnnounce = true
if (announcement.announcementCondition !== undefined) {
let conditionValue
try {
conditionValue = eval(announcement.announcementCondition.code)
} catch (err) {
tradingSystem.errors.push([announcement.announcementCondition.id, err.message])
}
if (conditionValue !== true) { canAnnounce = false }
if (node === undefined) { return }
if (node.announcements === undefined) { return }
for (let i = 0; i < node.announcements.length; i++) {
let announcement = node.announcements[i]
let canAnnounce = true
if (announcement.announcementCondition !== undefined) {
let conditionValue
try {
conditionValue = eval(announcement.announcementCondition.code)
} catch (err) {
tradingSystem.errors.push([announcement.announcementCondition.id, err.message])
}
if (conditionValue !== true) { canAnnounce = false }
}
if (canAnnounce === true) {
let text = announcement.config.text
if (announcement.formula !== undefined) {
text = tradingSystem.formulas.get(announcement.formula.id)
}
if (canAnnounce === true) {
let text = announcement.config.text
if (announcement.formula !== undefined) {
text = tradingSystem.formulas.get(announcement.formula.id)
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots !== undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.announce(text)
tradingSystem.announcements.push([announcement.id, text])
} else {
tradingSystem.errors.push([announcement.id, 'Could not announce because session does not have Social Bots.'])
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots !== undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.announce(text)
tradingSystem.announcements.push([announcement.id, text])
} else {
tradingSystem.errors.push([announcement.id, 'Could not announce because session does not have Social Bots.'])
}
}
}
}
}
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js
+5 -2
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@@ -58,8 +58,11 @@ exports.newSuperalgosBotModulesTradingOrders = function (processIndex) {
let executionNode
stageNode = tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value].openStage
executionNode = stageNode.openExecution
processExecutionNode(executionNode, tradingEngine.current.strategyOpenStage.status.value)
if (stageNode !== undefined) { // The Open Stage is optional. It might be undefined.
executionNode = stageNode.openExecution
processExecutionNode(executionNode, tradingEngine.current.strategyOpenStage.status.value)
}
stageNode = tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value].closeStage
if (stageNode !== undefined) { // The Close Stage is optional. It might be undefined.
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js
+17 -8
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@@ -12,7 +12,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
runOpenStage: runOpenStage,
runManageStage: runManageStage,
runCloseStage: runCloseStage,
exitPositionValidation: exitPositionValidation,
exitPositionValidation: exitPositionValidation,
updateEnds: updateEnds,
resetTradingEngineDataStructure: resetTradingEngineDataStructure,
updateCounters: updateCounters,
@@ -274,6 +274,16 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
}
function runWhenStatusIsOpening() {
/*
The system allows the user not to define a Open Stage, because the Open Stage is optional.
Here we are goint to see if that is the case and if it is, we will inmidiatelly consider
the Open Stage as closed.
*/
if (tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value].openStage === undefined) {
changeStageStatus('Open Stage', 'Closed', 'Open Stage Undefined')
changeStageStatus('Close Stage', 'Opening')
return
}
/* Opening Status Procedure */
if (tradingEngine.current.strategyOpenStage.status.value === 'Opening') {
@@ -874,7 +884,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
}
}
}
/* Taking Strategy Snapshot */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
@@ -883,17 +893,17 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
}
}
}
/* Close the Position */
tradingPositionModuleObject.closePosition()
/* Close the Strategy */
tradingStrategyModuleObject.closeStrategy('Position Closed')
/* Distance to Events Updates */
tradingEngine.current.episode.distanceToEvent.closePosition.value = 1
tradingEngine.current.episode.distanceToEvent.triggerOff.value = 1
}
}
}
@@ -1080,8 +1090,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
resetStage(tradingEngine.current.strategyCloseStage.status)
}
if (tradingEngine.current.position.status.value === 'Closed')
{
if (tradingEngine.current.position.status.value === 'Closed') {
resetStage(tradingEngine.current.strategyTriggerStage)
resetStage(tradingEngine.current.strategyOpenStage)
resetStage(tradingEngine.current.strategyManageStage)