Session resume and first loop

Projects/Superalgos/TS/Globals/ProcessVariables.js

@@ -16,14 +16,16 @@ exports.newSuperalgosGlobalsProcessVariables = function () {
     What it is stored here depends very much on what the process is about and what it needs to do. Following
     is a list of known properties of this object.
 
-    PROCESS_KEY             This is the key used in events related to the Process
-    SESSION_KEY             This is the key used in events related to the Session
-    SESSION_FOLDER_NAME     This is the folder name for Session related data and logs.
-    MAIN_LOOP_COUNTER       This is the counter of main loops for a bot process.
-    LOGS_TO_DELETE_QUEUE    This stores the logs that need to be deleted, for auto mantainance.
-    SOCIAL_BOTS_MODULE      This is the module that controls social bots.
-    IS_SESSION_STOPPING     This tell us if a session is in the process of being stopped.
-    SESSION_STATUS          This tell us the status of the session at any given time.
+    PROCESS_KEY                 This is the key used in events related to the Process
+    SESSION_KEY                 This is the key used in events related to the Session
+    SESSION_FOLDER_NAME         This is the folder name for Session related data and logs.
+    MAIN_LOOP_COUNTER           This is the counter of main loops for a bot process.
+    LOGS_TO_DELETE_QUEUE        This stores the logs that need to be deleted, for auto mantainance.
+    SOCIAL_BOTS_MODULE          This is the module that controls social bots.
+    SESSION_STATUS              This tell us the status of the session at any given time.
+    IS_SESSION_STOPPING         This tell us if a session is in the process of being stopped.
+    IS_SESSION_RESUMING         This tell us if a session is resuming from the state at the previous execution.
+    IS_SESSION_FIRST_LOOP       This tell us if we are at the execution of the first loop of the bot related to this session.   
     */
     return thisObject
 }

TaskServer/LearningSession.js

@@ -83,8 +83,8 @@ exports.newLearningSession = function (processIndex, bot, parentLogger) {
                     TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_NODE = JSON.parse(message.event.tradingEngine)
                     bot.LEARNING_SESSION = JSON.parse(message.event.session)
                     TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
-                    bot.RESUME = false
-                    bot.FIRST_EXECUTION = true
+                    TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false
+                    TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP = true
                     bot.LEARNING_SESSION.stop = stopSession // stop function
 
                     setUpSessionFolderName()
@@ -144,7 +144,7 @@ exports.newLearningSession = function (processIndex, bot, parentLogger) {
                         return
                     }
 
-                    bot.RESUME = true
+                    TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = true
                     TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false
 
                     TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(bot.LEARNING_SESSION.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is resuming.")

TaskServer/LowFrequencyTrading/TradingEngine.js

@@ -29,7 +29,7 @@ exports.newTradingEngine = function (processIndex, bot, logger) {
 
         initializeNodeMap(tradingEngine)
 
-        if (bot.FIRST_EXECUTION === true) {
+        if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true) {
             /* 
             Here we will go through all the nodes in the Trading Engine hiriarchy and
             apply the initial value to the value property when needed 

TaskServer/LowFrequencyTrading/TradingOutput.js

@@ -50,7 +50,7 @@ exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineMod
                 we are at the head of the market, because at the head of the market we need to 
                 append more data to the same output files that already exists.
                 */
-                if (bot.FIRST_EXECUTION === true && bot.RESUME === false) {
+                if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
                     await initializeOutputs()
                 } else {
                     if (bot.simulationState.tradingEngine.current.episode.headOfTheMarket.value === true) {
@@ -66,7 +66,7 @@ exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineMod
                 head of the market. Remember that backtests finishes the session once the reach
                 the final datetime.
                 */
-                if (bot.FIRST_EXECUTION === true && bot.RESUME === false) {
+                if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
                     await initializeOutputs()
                 } else {
                     await readFiles()

TaskServer/LowFrequencyTrading/TradingProcess.js

@@ -83,7 +83,7 @@
 
             if (getContextVariables() !== true) { return }
 
-            if (bot.FIRST_EXECUTION === true && bot.RESUME === false) {
+            if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
                 /* 
                 Here is where the Trading Engine and Trading Systems received are moved to the simulation state.
                 */
@@ -95,7 +95,7 @@
             tradingEngineModule.initialize()
 
             /* Initializing the Trading Process Date */
-            if (bot.FIRST_EXECUTION === true && bot.RESUME === false) {
+            if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
                 /* 
                 This funcion is going to be called many times by the Trading Bot Loop.
                 Only during the first execution and when the User is not resuming the execution
@@ -290,7 +290,7 @@
                     if (bot.simulationState === undefined) { bot.simulationState = {} } // This should happen only when there is no status report
 
                     if (thisReport.lastFile !== undefined) {
-                        if (bot.RESUME !== true) {
+                        if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING !== true) {
                             if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true."); }
                             startFromBegining();
                             return true
@@ -619,8 +619,8 @@
                 From here on, all other loops executions wont be the first execution and also
                 we will consider that it is not resuming a previous execution as well.
                 */
-                bot.FIRST_EXECUTION = false
-                bot.RESUME = false
+                TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP = false
+                TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false
             }
 
             async function writeProcessFiles() {

TaskServer/LowFrequencyTrading/TradingSimulation.js

@@ -57,7 +57,7 @@ exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngin
             Estimation of the Initial Candle to Process in this Run.
             */
             let initialCandle
-            if (bot.FIRST_EXECUTION === true && bot.RESUME === false) {
+            if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
                 /* Estimate Initial Candle based on the timeRage configured for the session. */
                 let firstEnd = candles[0].end
                 let targetEnd = sessionParameters.timeRange.config.initialDatetime

TaskServer/ReinforcementLearning/LearningProcess.js

@@ -83,7 +83,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
 
             getContextVariables()
 
-            if (bot.FIRST_EXECUTION === true && bot.RESUME === false) {
+            if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
                 /* 
                 Here is where the Trading Engine and Trading Systems received are moved to the simulation state.
                 */
@@ -95,7 +95,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
             markovDecisionProcessModule.initialize()
 
             /* Initializing the Trading Process Date */
-            if (bot.FIRST_EXECUTION === true && bot.RESUME === false) {
+            if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
                 /* 
                 This funcion is going to be called many times by the Trading Bot Loop.
                 Only during the first execution and when the User is not resuming the execution
@@ -290,7 +290,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
                     if (bot.simulationState === undefined) { bot.simulationState = {} } // This should happen only when there is no status report
 
                     if (thisReport.lastFile !== undefined) {
-                        if (bot.RESUME !== true) {
+                        if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING !== true) {
                             if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true."); }
                             startFromBegining();
                             return
@@ -619,8 +619,8 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
                 From here on, all other loops executions wont be the first execution and also
                 we will consider that it is not resuming a previous execution as well.
                 */
-                bot.FIRST_EXECUTION = false
-                bot.RESUME = false
+                TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP = false
+                TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false
             }
 
             async function writeProcessFiles() {

TaskServer/ReinforcementLearning/MarkovDecisionProcess.js

@@ -29,7 +29,7 @@ exports.newMarkovDecisionProcess = function newMarkovDecisionProcess(bot, logger
 
         initializeNodeMap(tradingEngine)
 
-        if (bot.FIRST_EXECUTION === true) {
+        if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true) {
             /* 
             Here we will go through all the nodes in the Trading Engine hiriarchy and
             apply the initial value to the value property when needed 

TaskServer/TradingSession.js

@@ -87,8 +87,8 @@
                     TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_NODE = JSON.parse(message.event.tradingEngine)
                     TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE = JSON.parse(message.event.session)
                     TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
-                    bot.RESUME = false
-                    bot.FIRST_EXECUTION = true
+                    TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false
+                    TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP = true
 
                     setUpSessionFolderName()
 
@@ -147,7 +147,7 @@
                         return
                     }
 
-                    bot.RESUME = true
+                    TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = true
                     TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false
 
                     TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is resuming.")