Bug Fixes
This commit is contained in:
Luis Fernando Molina committed
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ac0f7ede40
commit
569a1a129d
10 files changed
+193
-77
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@@ -7309,6 +7309,12 @@
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"childType": "Snapshots",
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"autoAdd": true
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},
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{
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"name": "heartbeats",
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"type": "node",
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"childType": "Heartbeats",
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"autoAdd": true
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},
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{
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"name": "userDefinedParameters",
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"type": "node",
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@@ -7735,6 +7741,40 @@
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"icon": "move-order",
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"propertyNameAtParent": "snapshots"
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},
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{
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"type": "Heartbeats",
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"menuItems": [
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{
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"action": "Configure",
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"label": "Configure",
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"iconPathOn": "settings",
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"iconPathOff": "settings",
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"actionFunction": "uiObject.configEditor.activate"
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},
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{
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"action": "Delete UI Object",
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"askConfirmation": true,
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"confirmationLabel": "Confirm to Delete",
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"label": "Delete",
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"iconPathOn": "delete",
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"iconPathOff": "delete",
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"actionFunction": "payload.onMenuItemClick"
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}
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],
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"initialValues": {
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"config": "{ \n\"date\": true,\n\"candleIndex\": false\n}"
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},
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"addLeftIcons": true,
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"editors": {
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"config": true
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},
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"level": 3,
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"chainAttachesTo": {
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"compatibleTypes": "->Parameters->"
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},
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"icon": "session-reference",
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"propertyNameAtParent": "heartbeats"
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},
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{
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"type": "User Defined Parameters",
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"menuItems": [
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@@ -87,7 +87,7 @@ function newSessionFunctions() {
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lightingPath = '' +
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'Backtesting Session->Paper Trading Session->Fordward Testing Session->Live Trading Session->' +
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'Parameters->' +
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'Session Base Asset->Session Quoted Asset->Time Range->Time Frame->Slippage->Fee Structure->Snapshots->User Defined Parameters->' +
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'Session Base Asset->Session Quoted Asset->Time Range->Time Frame->Slippage->Fee Structure->Snapshots->Heartbeats->User Defined Parameters->' +
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'Exchange Account Asset->Asset->' +
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'Social Bots->Telegram Bot->'
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@@ -148,22 +148,7 @@ function newWorkspace() {
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for (let j = 0; j < rootNode.networkNodes.length; j++) {
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let networkNode = rootNode.networkNodes[j]
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let host
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let webSocketsPort
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/* At this point the node does not have the payload property yet, that is why we have to do this manually */
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try {
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let config = JSON.parse(networkNode.config)
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host = config.host
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webSocketsPort = config.webSocketsPort
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} catch (err) {
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console.log('[ERROR] networkNode ' + networkNode.name + ' has an invalid configuration. Cannot know the host name and webSocketsPort.')
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return
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}
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if (host === undefined) { host = 'localhost' }
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if (webSocketsPort === undefined) { webSocketsPort = '8080' }
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let eventsServerClient = newEventsServerClient(host, webSocketsPort, networkNode.name, networkNode)
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let eventsServerClient = newEventsServerClient(networkNode)
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eventsServerClient.initialize()
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thisObject.eventsServerClients.set(networkNode.id, eventsServerClient)
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@@ -1,5 +1,5 @@
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function newEventsServerClient(host, port, hostName, networkNode) {
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function newEventsServerClient(networkNode) {
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/* Web Sockets Connection */
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const MODULE_NAME = 'System Event Handler'
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@@ -8,10 +8,6 @@ function newEventsServerClient(host, port, hostName, networkNode) {
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const logger = newWebDebugLog()
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logger.fileName = MODULE_NAME
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if (host === '' || host === undefined) { host = 'localhost' }
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if (port === '' || port === undefined) { port = '8081' }
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const WEB_SOCKETS_URL = 'ws://' + host + ':' + port + ''
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let WEB_SOCKETS_CONNECTION
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let thisObject = {
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@@ -31,6 +27,7 @@ function newEventsServerClient(host, port, hostName, networkNode) {
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let commandsWaitingConfirmation = new Map()
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let commandsSentByTimestamp = new Map()
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let nonce = 0
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let lastTryToReconnectDatetime
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return thisObject
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@@ -54,10 +51,10 @@ function newEventsServerClient(host, port, hostName, networkNode) {
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}
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function isConnected() {
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if (WEB_SOCKETS_CONNECTION.readyState === 1) {
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return true
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} else {
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return false
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if (WEB_SOCKETS_CONNECTION !== undefined) {
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if (WEB_SOCKETS_CONNECTION.readyState === 1) {
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return true
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}
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}
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}
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@@ -163,23 +160,46 @@ function newEventsServerClient(host, port, hostName, networkNode) {
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function physics() {
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if (WEB_SOCKETS_CONNECTION !== undefined) {
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if (WEB_SOCKETS_CONNECTION.readyState === 3) { // Connection closed. May happen after computer goes to sleep.
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setuptWebSockets(onOpen)
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if (WEB_SOCKETS_CONNECTION.readyState === 3) {
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/*
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Connection closed. May happen after computer goes to sleep.
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We will try to reconnect, but we will do it no more that once
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a minute.
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*/
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if (lastTryToReconnectDatetime === undefined) {
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setuptWebSockets(onOpen)
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lastTryToReconnectDatetime = (new Date()).valueOf()
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} else {
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let now = (new Date()).valueOf()
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if (now - lastTryToReconnectDatetime > 60000) {
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setuptWebSockets(onOpen)
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}
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}
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function onOpen() {
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if (INFO_LOG === true) { logger.write('[INFO] setuptWebSockets -> Found Web Sockets Connection Closed. Reconnected to WebSockets Server.') }
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}
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}
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} else {
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/*
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If there is a problem with the configuration then we go through
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this path, retrying this until the configuration is fixed.
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*/
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setuptWebSockets(onOpen)
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}
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if (thisObject.isConnected() !== true) {
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if (networkNode !== undefined) {
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if (networkNode.payload !== undefined) {
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if (networkNode.payload.uiObject !== undefined) {
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networkNode.payload.uiObject.setErrorMessage('Connecting to Superalgos Backend at ' + hostName + ' Network Node')
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if (thisObject.isConnected() !== true ) {
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if ( lastTryToReconnectDatetime !== undefined) {
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if (networkNode !== undefined) {
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if (networkNode.payload !== undefined) {
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if (networkNode.payload.uiObject !== undefined) {
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networkNode.payload.uiObject.setErrorMessage('Failed to Connect to Superalgos Backend via WebSockets. Retrying in 1 minute.')
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}
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}
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}
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}
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} else {
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networkNode.payload.uiObject.setStatus('Connected to Superalgos Backend via WebSockets.')
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retryCommandsPhysics()
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}
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@@ -188,6 +208,30 @@ function newEventsServerClient(host, port, hostName, networkNode) {
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function setuptWebSockets(callBackFunction) {
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try {
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let host
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let port
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/* At this point the node does not have the payload property yet, that is why we have to do this manually */
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try {
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let config = JSON.parse(networkNode.config)
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host = config.host
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port = config.webSocketsPort
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} catch (err) {
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networkNode.payload.uiObject.setErrorMessage('Bad configuration. Cannot know the host name or the webSocketsPort.')
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return
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}
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if (host === undefined) {
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networkNode.payload.uiObject.setErrorMessage('Bad configuration. You need to have a host property.')
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return
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}
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if (port === undefined) {
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networkNode.payload.uiObject.setErrorMessage('Bad configuration. You need to have a webSocketsPort property.')
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return
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}
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const WEB_SOCKETS_URL = 'ws://' + host + ':' + port + ''
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WEB_SOCKETS_CONNECTION = new WebSocket(WEB_SOCKETS_URL)
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WEB_SOCKETS_CONNECTION.onerror = error => {
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console.log('WebSocket error:' + JSON.stringify(error))
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@@ -1367,6 +1367,9 @@ function newUiObject() {
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function drawErrorMessage() {
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if (hasError === false) { return }
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if (canvas.floatingSpace.inMapMode === true) {
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return
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}
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/* Text Follows */
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let position = {
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@@ -1391,7 +1394,7 @@ function newUiObject() {
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label = errorMessage
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if (label !== undefined) {
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if (label !== undefined && label !== null) {
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if (label.length > MAX_LABEL_LENGTH) {
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label = label.substring(0, MAX_LABEL_LENGTH) + '...'
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}
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@@ -1 +1 @@
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{"type":"Data Mine","name":"Masters-Trading","config":"{ \n\"codeName\": \"Masters-Trading\"\n}","sensorBots":[],"indicatorBots":[],"tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","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 }","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","id":"6fc3054e-5034-4fc7-bddf-02360e0a6acf","savedPayload":{"position":{"x":15126.709841795062,"y":14115.844903867037},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"db063d7b-db05-4bf6-941f-999e1ccb38fc"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","id":"c3c2240f-514b-40de-825f-674037117d0b","savedPayload":{"position":{"x":15060.50960648652,"y":13958.543096746436},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"0764aaaf-d970-4f23-9df8-55fe5b7dd273"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","id":"1dfdfc0d-842f-4e63-a591-256ac8a06b0f","savedPayload":{"position":{"x":15000.170158581612,"y":13798.909615340754},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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","id":"39360c55-5ba8-413b-b0bd-cac3789ebf5f","savedPayload":{"position":{"x":14945.771166150153,"y":13637.156840896287},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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 Current Candle","id":"ba614415-6e4f-4979-97a5-34c72a59e67c","savedPayload":{"position":{"x":14897.386505301713,"y":13473.814926987687},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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 Current Candle","id":"1a2e3461-33e6-45b1-bcc1-c56a8c5d275c","savedPayload":{"position":{"x":14855.08212849534,"y":13309.762335468542},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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","id":"567e4dc9-4deb-41e4-9ac9-dde943fb91ba","savedPayload":{"position":{"x":14818.915848183393,"y":13144.277773603595},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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","id":"e94b9bb3-9f0c-4550-94e1-09de444780a8","savedPayload":{"position":{"x":14788.936996026083,"y":12977.582492132336},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"213b8fe8-f772-41ea-a3f5-97867be555f7"}}},{"type":"Output Dataset","name":"Multi-Period-Market Distance To Event","id":"a30e7306-7be9-41b6-a465-558fdfe2a903","savedPayload":{"position":{"x":14765.186501949274,"y":12809.903263371778},"targetPosition":{"x":19338.91372893721,"y"Line truncated
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{"type":"Data Mine","name":"Masters-Trading","config":"{ \n\"codeName\": \"Masters-Trading\"\n}","sensorBots":[],"indicatorBots":[],"tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","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 }","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","id":"6fc3054e-5034-4fc7-bddf-02360e0a6acf","savedPayload":{"position":{"x":15126.709841795062,"y":14115.844903867037},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"db063d7b-db05-4bf6-941f-999e1ccb38fc"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","id":"c3c2240f-514b-40de-825f-674037117d0b","savedPayload":{"position":{"x":15060.50960648652,"y":13958.543096746436},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"0764aaaf-d970-4f23-9df8-55fe5b7dd273"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","id":"1dfdfc0d-842f-4e63-a591-256ac8a06b0f","savedPayload":{"position":{"x":15000.170158581612,"y":13798.909615340754},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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","id":"39360c55-5ba8-413b-b0bd-cac3789ebf5f","savedPayload":{"position":{"x":14945.771166150153,"y":13637.156840896287},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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 Current Candle","id":"ba614415-6e4f-4979-97a5-34c72a59e67c","savedPayload":{"position":{"x":14897.386505301713,"y":13473.814926987687},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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 Current Candle","id":"1a2e3461-33e6-45b1-bcc1-c56a8c5d275c","savedPayload":{"position":{"x":14855.08212849534,"y":13309.762335468542},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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","id":"567e4dc9-4deb-41e4-9ac9-dde943fb91ba","savedPayload":{"position":{"x":14818.915848183393,"y":13144.277773603595},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"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","id":"e94b9bb3-9f0c-4550-94e1-09de444780a8","savedPayload":{"position":{"x":14788.936996026083,"y":12977.582492132336},"targetPosition":{"x":19338.91372893721,"y":12256.290080293493},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"213b8fe8-f772-41ea-a3f5-97867be555f7"}}},{"type":"Output Dataset","name":"Multi-Period-Market Distance To Event","id":"a30e7306-7be9-41b6-a465-558fdfe2a903","savedPayload":{"position":{"x":14765.186501949274,"y":12809.903263371778},"targetPosition":{"x":19338.91372893721,"y"Line truncated
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@@ -236,8 +236,13 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
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snapshots.headers.push(key)
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}
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let value = eval(instruction)
|
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values.push(value)
|
||||
try {
|
||||
let value = eval(instruction)
|
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values.push(value)
|
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} catch (err) {
|
||||
tradingSystem.errors.push([nodeWithCode.id, 'Instruction ' + instruction + ' evalueates with error ' + err.message])
|
||||
values.push(0)
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||||
}
|
||||
}
|
||||
}
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||||
}
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|
||||
@@ -134,7 +134,10 @@
|
||||
*/
|
||||
if (currentTimeFrame) {
|
||||
/* We are processing Market Files */
|
||||
|
||||
/*
|
||||
With all the indicators data files loaded, we will build the chart object
|
||||
data structure that will be used in user-defied conditions and formulas.
|
||||
*/
|
||||
buildCharts(chart)
|
||||
|
||||
await generateOutput(chart)
|
||||
@@ -153,14 +156,26 @@
|
||||
the date calculated by the Simulation is applied at the Trading Process Level.
|
||||
*/
|
||||
tradingProcessDate = global.REMOVE_TIME(bot.simulationState.tradingEngine.current.episode.processDate.value)
|
||||
|
||||
await processDailyFiles()
|
||||
|
||||
/*
|
||||
With all the indicators data files loaded, we will build the chart object
|
||||
data structure that will be used in user-defied conditions and formulas.
|
||||
*/
|
||||
buildCharts(chart)
|
||||
|
||||
/*
|
||||
The process of generating the output includes the trading simulation.
|
||||
*/
|
||||
await generateOutput(chart)
|
||||
await writeProcessFiles()
|
||||
|
||||
/*
|
||||
If for any reason the session was stopped, we will break this loop and exit the process.
|
||||
*/
|
||||
if (bot.STOP_SESSION === true) {break}
|
||||
/*
|
||||
When we get to the end of the market, we need to break this process loop in order
|
||||
to let time pass, new information be collected from the exchange, new data built
|
||||
into indicators, and eventually a new execution of this process.
|
||||
*/
|
||||
if (checkStopHeadOfTheMarket() === false) {break}
|
||||
}
|
||||
while (true)
|
||||
@@ -654,18 +669,6 @@
|
||||
Backtests needs only one execution of this process to complete.
|
||||
*/
|
||||
bot.SESSION.stop('Backtesting Session Finished.')
|
||||
} else {
|
||||
/*
|
||||
The natural way for the session to stop is when we reached the
|
||||
user defined end datetime.
|
||||
*/
|
||||
const now = new Date()
|
||||
if (now.valueOf() >= bot.SESSION.parameters.timeRange.config.finalDatetime) {
|
||||
const logText = "User Defined End Datetime reached @ " + now.getUTCFullYear() + "/" + (now.getUTCMonth() + 1) + "/" + now.getUTCDate() + ".";
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeProcessFiles -> onMarketStatusReport -> " + logText); }
|
||||
|
||||
bot.SESSION.stop('Final Datetime Reached.')
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -103,7 +103,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
|
||||
that still can change. So effectively will be processing all closed candles.
|
||||
*/
|
||||
for (let i = initialCandle; i < candles.length - 1; i++) {
|
||||
|
||||
tradingEngine.current.episode.candle.index.value = i
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Processing candle # ' + tradingEngine.current.episode.candle.index.value) }
|
||||
let candle = candles[tradingEngine.current.episode.candle.index.value] // This is the current candle the Simulation is working at.
|
||||
@@ -190,27 +189,34 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> controlLoop -> We are going to stop here bacause we were requested to stop processing this session.') }
|
||||
updateEpisode('Session Stopped')
|
||||
breakLoop = true
|
||||
return
|
||||
}
|
||||
|
||||
if (global.STOP_TASK_GRACEFULLY === true) {
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> controlLoop -> We are going to stop here bacause we were requested to stop processing this task.') }
|
||||
updateEpisode('Task Stopped')
|
||||
breakLoop = true
|
||||
return
|
||||
}
|
||||
|
||||
if (checkFinalDatetime() === false) {
|
||||
closeEpisode('Final Datetime Reached')
|
||||
breakLoop = true
|
||||
bot.SESSION.stop('Final Datetime Reached')
|
||||
return
|
||||
}
|
||||
|
||||
if (checkNextCandle() === false) {
|
||||
updateEpisode('All Available Candles Processed')
|
||||
breakLoop = true
|
||||
return
|
||||
}
|
||||
|
||||
if (checkMinimunAndMaximunBalance() === false) {
|
||||
closeEpisode('Min or Max Balance Reached')
|
||||
breakLoop = true
|
||||
bot.SESSION.stop('Min or Max Balance Reached')
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -235,27 +241,58 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
|
||||
}
|
||||
|
||||
function heartBeat() {
|
||||
/* We will produce a simulation level heartbeat in order to inform the user this is running. */
|
||||
heartBeatDate = new Date(Math.trunc(tradingEngine.current.episode.candle.begin.value / global.ONE_DAY_IN_MILISECONDS) * global.ONE_DAY_IN_MILISECONDS)
|
||||
if (heartBeatDate.valueOf() !== previousHeartBeatDate) {
|
||||
let processingDate = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
|
||||
let hartbeatText = ''
|
||||
if (sessionParameters.heartbeats !== undefined) {
|
||||
if (sessionParameters.heartbeats.config.date === true || sessionParameters.heartbeats.config.candleIndex === true) {
|
||||
/* We will produce a simulation level heartbeat in order to inform the user this is running. */
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Simulation ' + bot.sessionKey + ' Loop # ' + tradingEngine.current.episode.candle.index.value + ' @ ' + processingDate) }
|
||||
heartBeatDate = new Date(Math.trunc(tradingEngine.current.episode.candle.begin.value / global.ONE_DAY_IN_MILISECONDS) * global.ONE_DAY_IN_MILISECONDS)
|
||||
|
||||
/* Telling the world we are alive and doing well */
|
||||
let fromDate = new Date(sessionParameters.timeRange.config.initialDatetime)
|
||||
let lastDate = new Date(sessionParameters.timeRange.config.finalDatetime)
|
||||
let fromDate = new Date(sessionParameters.timeRange.config.initialDatetime)
|
||||
let lastDate = new Date(sessionParameters.timeRange.config.finalDatetime)
|
||||
|
||||
let currentDateString = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
|
||||
let currentDate = new Date(heartBeatDate)
|
||||
let percentage = global.getPercentage(fromDate, currentDate, lastDate)
|
||||
bot.processHeartBeat(currentDateString, percentage)
|
||||
let currentDateString = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
|
||||
let currentDate = new Date(heartBeatDate)
|
||||
let percentage = global.getPercentage(fromDate, currentDate, lastDate)
|
||||
|
||||
if (global.areEqualDates(currentDate, new Date()) === false) {
|
||||
logger.newInternalLoop(bot.codeName, bot.process, currentDate, percentage)
|
||||
/*
|
||||
Theere are a few tasks that we need to do only when the date changes,
|
||||
otherwise it would be suboptimal.
|
||||
*/
|
||||
if (heartBeatDate.valueOf() !== previousHeartBeatDate) {
|
||||
previousHeartBeatDate = heartBeatDate.valueOf()
|
||||
|
||||
let processingDate = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Simulation ' + bot.sessionKey + ' Loop # ' + tradingEngine.current.episode.candle.index.value + ' @ ' + processingDate) }
|
||||
|
||||
/* Logging to console and disk */
|
||||
if (global.areEqualDates(currentDate, new Date()) === false) {
|
||||
logger.newInternalLoop(bot.codeName, bot.process, currentDate, percentage)
|
||||
}
|
||||
|
||||
/* Date only hearbeat */
|
||||
if (sessionParameters.heartbeats.config.date === true && sessionParameters.heartbeats.config.candleIndex === false) {
|
||||
hartbeatText = hartbeatText + currentDateString
|
||||
bot.processHeartBeat(hartbeatText, percentage)
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
/*
|
||||
When the Candle Index nees to be shown, then we can not send the hearbet
|
||||
only when the dates changes, we have to send it for every candle.
|
||||
It might also contain the date information.
|
||||
*/
|
||||
if (sessionParameters.heartbeats.config.candleIndex === true ) {
|
||||
if (sessionParameters.heartbeats.config.date === true ) {
|
||||
hartbeatText = hartbeatText + currentDateString
|
||||
}
|
||||
hartbeatText = hartbeatText + ' Candle # ' + tradingEngine.current.episode.candle.index.value
|
||||
bot.processHeartBeat(hartbeatText, percentage)
|
||||
}
|
||||
}
|
||||
}
|
||||
previousHeartBeatDate = heartBeatDate.valueOf()
|
||||
}
|
||||
|
||||
function positionChartAtCurrentCandle() {
|
||||
@@ -362,22 +399,22 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
|
||||
We need to check that the candle we have just processed it is not the last candle.
|
||||
The candle at the head of the market is already skipped from the loop because it has not closed yet.
|
||||
Note: for Daily Files, this means that the last candle of each day will never be processed.
|
||||
|
||||
The first +1 is because array indexes are based on 0.
|
||||
The second +1 is because we need to compare the next candle (remember that the loops allways avoid the
|
||||
last candle of the dataset available.)
|
||||
*/
|
||||
if (tradingEngine.current.episode.candle.index.value === candles.length - 1) {
|
||||
if (tradingEngine.current.episode.candle.index.value + 1 + 1 === candles.length ) {
|
||||
/*
|
||||
When processing daily files, we need a mechanism to turn from one day to the next one.
|
||||
That mechanism is the one implemented here. If we detect that the next candle is the last candle of
|
||||
the day, we will advance current process day one day. By doing so, during the next execution, the
|
||||
simulation will receive the candles and indicators files of the next day.
|
||||
|
||||
The first +1 is because array indexes are based on 0.
|
||||
The second +1 is because we need to compare the next candle (remember that the loops allways avoid the
|
||||
last candle of the dataset available.)
|
||||
*/
|
||||
let candlesPerDay = global.ONE_DAY_IN_MILISECONDS / sessionParameters.timeFrame.config.value
|
||||
if (
|
||||
bot.processingDailyFiles &&
|
||||
tradingEngine.current.episode.candle.index.value + 1 + 1 === candlesPerDay
|
||||
tradingEngine.current.episode.candle.index.value + 1 + 1 === candlesPerDay
|
||||
) {
|
||||
/*
|
||||
Here we found that the next candle of the dataset is the last candle of the day.
|
||||
|
||||
@@ -114,7 +114,6 @@
|
||||
socialBotsModule.finalize()
|
||||
bot.STOP_SESSION = true
|
||||
sessionError(bot.SESSION, commandOrigin)
|
||||
|
||||
}
|
||||
|
||||
function setUpAppSchema() {
|
||||
|
||||
Reference in new issue
Block a user