Bug Fixes
This commit is contained in:
Luis Fernando Molina committed
1 parent
ac0f7ede40
commit
569a1a129d
10 files changed
+193
-77
No files matched your search
@@ -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)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -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