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Finish generaliztion

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This commit is contained in:
Luis Fernando Molina committed 2021-02-04 17:10:52 +01:00
1 parent 0444f1fb12
commit 578c31226a
2 files changed
+57 -15
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Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js
+25 -3
View File
@@ -72,13 +72,26 @@
*/
let tradingProcessDate = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.processDate.value)
if (await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processSingleFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule) === false) {
if (
await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processSingleFiles(
processIndex,
dataFiles,
multiTimeFrameDataFiles,
dataDependenciesModule
) === false) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
}
if (await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processMarketFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, currentTimeFrame) === false) {
if (await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processMarketFiles(
processIndex,
dataFiles,
multiTimeFrameDataFiles,
dataDependenciesModule,
currentTimeFrame,
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label
) === false) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
@@ -142,7 +155,16 @@
if (checkStopProcessing() === false) { break }
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waking up')
if (await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processDailyFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, currentTimeFrame, tradingProcessDate) === false) {
if (
await TS.projects.superalgos.functionLibraries.dataDependenciesFunctions.processDailyFiles(
processIndex,
dataFiles,
multiTimeFrameDataFiles,
dataDependenciesModule,
currentTimeFrame,
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label,
tradingProcessDate
) === false) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
Projects/Superalgos/TS/Function-Libraries/DataDependenciesFunctions.js
+32 -12
View File
@@ -16,7 +16,12 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
return thisObject
async function processSingleFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule) {
async function processSingleFiles(
processIndex,
dataFiles,
multiTimeFrameDataFiles,
dataDependenciesModule
) {
/*
We will iterate through all the exchanges and markets involved.
@@ -85,7 +90,14 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
}
}
async function processMarketFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, currentTimeFrame) {
async function processMarketFiles(
processIndex,
dataFiles,
multiTimeFrameDataFiles,
dataDependenciesModule,
currentTimeFrame,
userDefinedTimeFrame
) {
/*
We do market files first since if the simulation is run on daily files, there will
be a loop to get each of those files and we do not need that loop to reload market files.
@@ -111,7 +123,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
dataFiles = new Map()
/* Current Time Frame detection */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (userDefinedTimeFrame === timeFrameLabel) {
currentTimeFrame.value = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0]
currentTimeFrame.label = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1]
}
@@ -139,7 +151,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
frame we will skip this file, unless we are in the only special
case that we are retrieving candles.
*/
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(userDefinedTimeFrame === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
if (currentExchange !== dataDependenciesModule.defaultExchange || currentMarket !== dataDependenciesModule.defaultMarket) {
@@ -211,9 +223,17 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
return true
}
async function processDailyFiles(processIndex, dataFiles, multiTimeFrameDataFiles, dataDependenciesModule, currentTimeFrame, tradingProcessDate) {
async function processDailyFiles(
processIndex,
dataFiles,
multiTimeFrameDataFiles,
dataDependenciesModule,
currentTimeFrame,
userDefinedTimeFrame,
processDate
) {
/* Telling the world we are alive and doing well and which date we are processing right now. */
let processingDateString = tradingProcessDate.getUTCFullYear() + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(tradingProcessDate.getUTCDate(), 2)
let processingDateString = processDate.getUTCFullYear() + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(processDate.getUTCMonth() + 1, 2) + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(processDate.getUTCDate(), 2)
TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(processIndex, processingDateString, undefined, "Running...")
/*
@@ -243,7 +263,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
}
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (userDefinedTimeFrame === timeFrameLabel) {
currentTimeFrame.value = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0]
currentTimeFrame.label = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1]
}
@@ -276,7 +296,7 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
frame we will skip this file, unless we are in the only special
case that we are retrieving candles.
*/
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(userDefinedTimeFrame === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
if (currentExchange !== dataDependenciesModule.defaultExchange || currentMarket !== dataDependenciesModule.defaultMarket) {
@@ -287,8 +307,8 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
/*
We will need to fetch the data of the current day and the previous day, in order for .previous properties in conditions and formulas to work well.
*/
let previousDate = new Date(tradingProcessDate.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
let currentDate = new Date(tradingProcessDate.valueOf())
let previousDate = new Date(processDate.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
let currentDate = new Date(processDate.valueOf())
let previousFile = await getDataFileFromDate(previousDate)
if (previousFile === false) { return false }
@@ -297,9 +317,9 @@ exports.newSuperalgosFunctionLibrariesDataDependenciesFunctions = function () {
let bothFiles = previousFile.concat(currentFile)
dataFiles.set(dependency.id, bothFiles)
async function getDataFileFromDate(processDate) {
async function getDataFileFromDate(dataFileDate) {
let dateForPath = processDate.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(processDate.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(processDate.getUTCDate(), 2)
let dateForPath = dataFileDate.getUTCFullYear() + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(dataFileDate.getUTCMonth() + 1, 2) + '/' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(dataFileDate.getUTCDate(), 2)
let filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel + "/" + dateForPath
let fileName = "Data.json"