diff --git a/AppSchema.json b/AppSchema.json index c4d4c19a5..220a25c52 100644 --- a/AppSchema.json +++ b/AppSchema.json @@ -7309,6 +7309,12 @@ "childType": "Snapshots", "autoAdd": true }, + { + "name": "heartbeats", + "type": "node", + "childType": "Heartbeats", + "autoAdd": true + }, { "name": "userDefinedParameters", "type": "node", @@ -7735,6 +7741,40 @@ "icon": "move-order", "propertyNameAtParent": "snapshots" }, + { + "type": "Heartbeats", + "menuItems": [ + { + "action": "Configure", + "label": "Configure", + "iconPathOn": "settings", + "iconPathOff": "settings", + "actionFunction": "uiObject.configEditor.activate" + }, + { + "action": "Delete UI Object", + "askConfirmation": true, + "confirmationLabel": "Confirm to Delete", + "label": "Delete", + "iconPathOn": "delete", + "iconPathOff": "delete", + "actionFunction": "payload.onMenuItemClick" + } + ], + "initialValues": { + "config": "{ \n\"date\": true,\n\"candleIndex\": false\n}" + }, + "addLeftIcons": true, + "editors": { + "config": true + }, + "level": 3, + "chainAttachesTo": { + "compatibleTypes": "->Parameters->" + }, + "icon": "session-reference", + "propertyNameAtParent": "heartbeats" + }, { "type": "User Defined Parameters", "menuItems": [ diff --git a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js index b5b5c4e1a..736649dd3 100644 --- a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js +++ b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/SessionFunctions.js @@ -87,7 +87,7 @@ function newSessionFunctions() { lightingPath = '' + 'Backtesting Session->Paper Trading Session->Fordward Testing Session->Live Trading Session->' + 'Parameters->' + - 'Session Base Asset->Session Quoted Asset->Time Range->Time Frame->Slippage->Fee Structure->Snapshots->User Defined Parameters->' + + 'Session Base Asset->Session Quoted Asset->Time Range->Time Frame->Slippage->Fee Structure->Snapshots->Heartbeats->User Defined Parameters->' + 'Exchange Account Asset->Asset->' + 'Social Bots->Telegram Bot->' diff --git a/CanvasApp/DesignSpace/Workspace/Workspace.js b/CanvasApp/DesignSpace/Workspace/Workspace.js index b71ff93d2..1fc06b306 100644 --- a/CanvasApp/DesignSpace/Workspace/Workspace.js +++ b/CanvasApp/DesignSpace/Workspace/Workspace.js @@ -148,22 +148,7 @@ function newWorkspace() { for (let j = 0; j < rootNode.networkNodes.length; j++) { let networkNode = rootNode.networkNodes[j] - let host - let webSocketsPort - /* At this point the node does not have the payload property yet, that is why we have to do this manually */ - try { - let config = JSON.parse(networkNode.config) - host = config.host - webSocketsPort = config.webSocketsPort - } catch (err) { - console.log('[ERROR] networkNode ' + networkNode.name + ' has an invalid configuration. Cannot know the host name and webSocketsPort.') - return - } - - if (host === undefined) { host = 'localhost' } - if (webSocketsPort === undefined) { webSocketsPort = '8080' } - - let eventsServerClient = newEventsServerClient(host, webSocketsPort, networkNode.name, networkNode) + let eventsServerClient = newEventsServerClient(networkNode) eventsServerClient.initialize() thisObject.eventsServerClients.set(networkNode.id, eventsServerClient) diff --git a/CanvasApp/EventsServerClient.js b/CanvasApp/EventsServerClient.js index 5dad4e0c2..f01aa482a 100644 --- a/CanvasApp/EventsServerClient.js +++ b/CanvasApp/EventsServerClient.js @@ -1,5 +1,5 @@ -function newEventsServerClient(host, port, hostName, networkNode) { +function newEventsServerClient(networkNode) { /* Web Sockets Connection */ const MODULE_NAME = 'System Event Handler' @@ -8,10 +8,6 @@ function newEventsServerClient(host, port, hostName, networkNode) { const logger = newWebDebugLog() logger.fileName = MODULE_NAME - if (host === '' || host === undefined) { host = 'localhost' } - if (port === '' || port === undefined) { port = '8081' } - - const WEB_SOCKETS_URL = 'ws://' + host + ':' + port + '' let WEB_SOCKETS_CONNECTION let thisObject = { @@ -31,6 +27,7 @@ function newEventsServerClient(host, port, hostName, networkNode) { let commandsWaitingConfirmation = new Map() let commandsSentByTimestamp = new Map() let nonce = 0 + let lastTryToReconnectDatetime return thisObject @@ -54,10 +51,10 @@ function newEventsServerClient(host, port, hostName, networkNode) { } function isConnected() { - if (WEB_SOCKETS_CONNECTION.readyState === 1) { - return true - } else { - return false + if (WEB_SOCKETS_CONNECTION !== undefined) { + if (WEB_SOCKETS_CONNECTION.readyState === 1) { + return true + } } } @@ -163,23 +160,46 @@ function newEventsServerClient(host, port, hostName, networkNode) { function physics() { if (WEB_SOCKETS_CONNECTION !== undefined) { - if (WEB_SOCKETS_CONNECTION.readyState === 3) { // Connection closed. May happen after computer goes to sleep. - setuptWebSockets(onOpen) + if (WEB_SOCKETS_CONNECTION.readyState === 3) { + /* + Connection closed. May happen after computer goes to sleep. + We will try to reconnect, but we will do it no more that once + a minute. + */ + if (lastTryToReconnectDatetime === undefined) { + setuptWebSockets(onOpen) + lastTryToReconnectDatetime = (new Date()).valueOf() + } else { + let now = (new Date()).valueOf() + if (now - lastTryToReconnectDatetime > 60000) { + setuptWebSockets(onOpen) + } + } + function onOpen() { if (INFO_LOG === true) { logger.write('[INFO] setuptWebSockets -> Found Web Sockets Connection Closed. Reconnected to WebSockets Server.') } } } + } else { + /* + If there is a problem with the configuration then we go through + this path, retrying this until the configuration is fixed. + */ + setuptWebSockets(onOpen) } - if (thisObject.isConnected() !== true) { - if (networkNode !== undefined) { - if (networkNode.payload !== undefined) { - if (networkNode.payload.uiObject !== undefined) { - networkNode.payload.uiObject.setErrorMessage('Connecting to Superalgos Backend at ' + hostName + ' Network Node') + if (thisObject.isConnected() !== true ) { + if ( lastTryToReconnectDatetime !== undefined) { + if (networkNode !== undefined) { + if (networkNode.payload !== undefined) { + if (networkNode.payload.uiObject !== undefined) { + networkNode.payload.uiObject.setErrorMessage('Failed to Connect to Superalgos Backend via WebSockets. Retrying in 1 minute.') + } } } } } else { + networkNode.payload.uiObject.setStatus('Connected to Superalgos Backend via WebSockets.') retryCommandsPhysics() } @@ -188,6 +208,30 @@ function newEventsServerClient(host, port, hostName, networkNode) { function setuptWebSockets(callBackFunction) { try { + let host + let port + /* At this point the node does not have the payload property yet, that is why we have to do this manually */ + try { + let config = JSON.parse(networkNode.config) + host = config.host + port = config.webSocketsPort + } catch (err) { + networkNode.payload.uiObject.setErrorMessage('Bad configuration. Cannot know the host name or the webSocketsPort.') + return + } + + if (host === undefined) { + networkNode.payload.uiObject.setErrorMessage('Bad configuration. You need to have a host property.') + return + } + + if (port === undefined) { + networkNode.payload.uiObject.setErrorMessage('Bad configuration. You need to have a webSocketsPort property.') + return + } + + const WEB_SOCKETS_URL = 'ws://' + host + ':' + port + '' + WEB_SOCKETS_CONNECTION = new WebSocket(WEB_SOCKETS_URL) WEB_SOCKETS_CONNECTION.onerror = error => { console.log('WebSocket error:' + JSON.stringify(error)) diff --git a/CanvasApp/FloatingSpace/UiObject.js b/CanvasApp/FloatingSpace/UiObject.js index 0ae1fd355..9d1c1edeb 100644 --- a/CanvasApp/FloatingSpace/UiObject.js +++ b/CanvasApp/FloatingSpace/UiObject.js @@ -1367,6 +1367,9 @@ function newUiObject() { function drawErrorMessage() { if (hasError === false) { return } + if (canvas.floatingSpace.inMapMode === true) { + return + } /* Text Follows */ let position = { @@ -1391,7 +1394,7 @@ function newUiObject() { label = errorMessage - if (label !== undefined) { + if (label !== undefined && label !== null) { if (label.length > MAX_LABEL_LENGTH) { label = label.substring(0, MAX_LABEL_LENGTH) + '...' } diff --git a/Data-Mines/Masters-Trading.json b/Data-Mines/Masters-Trading.json index 8b9b81f0d..0bd8d1a69 100644 --- a/Data-Mines/Masters-Trading.json +++ b/Data-Mines/Masters-Trading.json @@ -1 +1 @@ -{"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 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\ No newline at end of file diff --git a/TaskServer/LowFrequencyTrading/Snapshots.js b/TaskServer/LowFrequencyTrading/Snapshots.js index 1f4559fb3..50440f924 100644 --- a/TaskServer/LowFrequencyTrading/Snapshots.js +++ b/TaskServer/LowFrequencyTrading/Snapshots.js @@ -236,8 +236,13 @@ exports.newSnapshots = function newSnapshots(bot, logger) { snapshots.headers.push(key) } - let value = eval(instruction) - values.push(value) + try { + let value = eval(instruction) + values.push(value) + } catch (err) { + tradingSystem.errors.push([nodeWithCode.id, 'Instruction ' + instruction + ' evalueates with error ' + err.message]) + values.push(0) + } } } } diff --git a/TaskServer/LowFrequencyTrading/TradingProcess.js b/TaskServer/LowFrequencyTrading/TradingProcess.js index b8c971057..5258f1adc 100644 --- a/TaskServer/LowFrequencyTrading/TradingProcess.js +++ b/TaskServer/LowFrequencyTrading/TradingProcess.js @@ -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.') - } } } } diff --git a/TaskServer/LowFrequencyTrading/TradingSimulation.js b/TaskServer/LowFrequencyTrading/TradingSimulation.js index 7a663d595..7937c46f5 100644 --- a/TaskServer/LowFrequencyTrading/TradingSimulation.js +++ b/TaskServer/LowFrequencyTrading/TradingSimulation.js @@ -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. diff --git a/TaskServer/Session.js b/TaskServer/Session.js index 79f5cb9b0..0e74351ad 100644 --- a/TaskServer/Session.js +++ b/TaskServer/Session.js @@ -114,7 +114,6 @@ socialBotsModule.finalize() bot.STOP_SESSION = true sessionError(bot.SESSION, commandOrigin) - } function setUpAppSchema() {