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code cleaning

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This commit is contained in:
Luis Fernando Molina committed 2020-06-10 15:39:32 +02:00
1 parent fe55b1008a
commit 5950471366
2 files changed
+69 -70
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Session.js
+4 -4
View File
@@ -296,7 +296,7 @@
function startBackTesting(message) {
bot.resumeExecution = false; // TODO change this for the new way of handling resuming
bot.hasTheBotJustStarted = true // TODO see if this is necesary
bot.multiPeriodProcessDatetime = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) // TODO see if this is necesary
bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) // Here we initialize the date of the process.
return true
}
@@ -308,7 +308,7 @@
}
bot.resumeExecution = false;
bot.multiPeriodProcessDatetime = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
pProcessConfig.liveWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
return true
@@ -323,7 +323,7 @@
}
bot.resumeExecution = false;
bot.multiPeriodProcessDatetime = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
/* Reduce the balance */
@@ -352,7 +352,7 @@
bot.resumeExecution = false;
bot.hasTheBotJustStarted = true
bot.multiPeriodProcessDatetime = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.label)
return true
}
Trading/TradingProcess.js
+65 -66
View File
@@ -79,7 +79,6 @@
};
let previousDay; // Holds the date of the previous day relative to the processing date.
let simulationState
getContextVariables();
@@ -127,7 +126,7 @@
contextVariables.dateEndOfMarket = new Date(thisReport.lastFile.valueOf());
/* Validation that the data is not up-to-date. */
if (bot.multiPeriodProcessDatetime.valueOf() - ONE_DAY_IN_MILISECONDS > contextVariables.dateEndOfMarket.valueOf() && bot.SESSION.type !== "Backtesting Session") {
if (bot.tradingProcessDate.valueOf() - ONE_DAY_IN_MILISECONDS > contextVariables.dateEndOfMarket.valueOf() && bot.SESSION.type !== "Backtesting Session") {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> " + "Head of the market is @ " + contextVariables.dateEndOfMarket); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> You need to UPDATE your datasets in order to run a " + bot.SESSION.type) }
@@ -364,18 +363,18 @@
callTheBot()
return
}
bot.multiPeriodProcessDatetime = new Date(contextVariables.lastFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well when we advance time at the begining of the loop.
bot.tradingProcessDate = new Date(contextVariables.lastFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well when we advance time at the begining of the loop.
advanceTime();
function advanceTime() {
bot.multiPeriodProcessDatetime = new Date(bot.multiPeriodProcessDatetime.valueOf() + ONE_DAY_IN_MILISECONDS);
previousDay = new Date(bot.multiPeriodProcessDatetime.valueOf() - ONE_DAY_IN_MILISECONDS);
bot.tradingProcessDate = new Date(bot.tradingProcessDate.valueOf() + ONE_DAY_IN_MILISECONDS);
previousDay = new Date(bot.tradingProcessDate.valueOf() - ONE_DAY_IN_MILISECONDS);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> bot.multiPeriodProcessDatetime = " + bot.multiPeriodProcessDatetime); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> bot.tradingProcessDate = " + bot.tradingProcessDate); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> previousDay = " + previousDay); }
/* Validation that we are not going past the user defined end date. */
if (bot.multiPeriodProcessDatetime.valueOf() >= bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf()) {
if (bot.tradingProcessDate.valueOf() >= bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf()) {
const logText = "User Defined End Datetime reached @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> " + logText); }
@@ -386,7 +385,7 @@
}
/* Validation that we are not going past the head of the market. */
if (bot.multiPeriodProcessDatetime.valueOf() > contextVariables.dateEndOfMarket.valueOf() + ONE_DAY_IN_MILISECONDS - 1) {
if (bot.tradingProcessDate.valueOf() > contextVariables.dateEndOfMarket.valueOf() + ONE_DAY_IN_MILISECONDS - 1) {
const logText = "Head of the market found @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> " + logText); }
@@ -418,7 +417,7 @@
function timeFramesLoop() {
/* Telling the world we are alive and doing well */
let processingDate = bot.multiPeriodProcessDatetime.getUTCFullYear() + '-' + utilities.pad(bot.multiPeriodProcessDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.multiPeriodProcessDatetime.getUTCDate(), 2);
let processingDate = bot.tradingProcessDate.getUTCFullYear() + '-' + utilities.pad(bot.tradingProcessDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.tradingProcessDate.getUTCDate(), 2);
bot.processHeartBeat(processingDate)
/*
We will iterate through all posible timeFrames.
@@ -471,7 +470,7 @@
}
}
let dateForPath = bot.multiPeriodProcessDatetime.getUTCFullYear() + '/' + utilities.pad(bot.multiPeriodProcessDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.multiPeriodProcessDatetime.getUTCDate(), 2);
let dateForPath = bot.tradingProcessDate.getUTCFullYear() + '/' + utilities.pad(bot.tradingProcessDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.tradingProcessDate.getUTCDate(), 2);
let filePath
if (dependency.referenceParent.config.codeName === "Multi-Period-Daily") {
filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel + "/" + dateForPath;
@@ -536,73 +535,73 @@
}
}
}
}
function callTheBot() {
botInstance.start(
multiPeriodDataFiles,
currentTimeFrame,
currentTimeFrameLabel,
bot.multiPeriodProcessDatetime,
simulationState,
onBotFinished);
function callTheBot() {
botInstance.start(
multiPeriodDataFiles,
currentTimeFrame,
currentTimeFrameLabel,
bot.tradingProcessDate,
simulationState,
onBotFinished);
function onBotFinished(err) {
try {
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
callBackFunction(err);
return;
}
function onBotFinished(err) {
try {
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
callBackFunction(err);
return;
}
botNeverRan = false
bot.RESUME = true // From here on, all other loops executions must resume from where we left at this current run.
botNeverRan = false
bot.RESUME = true // From here on, all other loops executions must resume from where we left at this current run.
if (currentTimeFrame > global.dailyFilePeriods[0][0]) {
writeMarketStatusReport(onMarketStatusReport)
if (currentTimeFrame > global.dailyFilePeriods[0][0]) {
writeMarketStatusReport(onMarketStatusReport)
} else {
writeDataRanges(currentTimeFrameLabel, onWritten);
}
} else {
writeDataRanges(currentTimeFrameLabel, onWritten);
}
function onWritten(err) {
try {
function onWritten(err) {
try {
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack);
callBackFunction(err);
return;
}
writeDailyStatusReport(bot.multiPeriodProcessDatetime, onDailyStatusReport);
} catch (err) {
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function onDailyStatusReport() {
/* The next run we need the process to continue at the date it finished. */
processConfig.framework.startDate.resumeExecution = true;
advanceTime();
}
function onMarketStatusReport() {
/* This is where we check if we need reached the user defined end datetime. */
const now = new Date()
if (now.valueOf() >= bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf()) {
const logText = "User Defined End Datetime reached @ " + now.getUTCFullYear() + "/" + (now.getUTCMonth() + 1) + "/" + now.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> " + logText); }
bot.STOP_SESSION = true
callBackFunction(global.DEFAULT_OK_RESPONSE);
callBackFunction(err);
return;
}
callBackFunction(global.DEFAULT_OK_RESPONSE);
writeDailyStatusReport(bot.tradingProcessDate, onDailyStatusReport);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> callTheBot -> onBotFinished -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
function onDailyStatusReport() {
/* The next run we need the process to continue at the date it finished. */
processConfig.framework.startDate.resumeExecution = true;
advanceTime();
}
function onMarketStatusReport() {
/* This is where we check if we need reached the user defined end datetime. */
const now = new Date()
if (now.valueOf() >= bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf()) {
const logText = "User Defined End Datetime reached @ " + now.getUTCFullYear() + "/" + (now.getUTCMonth() + 1) + "/" + now.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> " + logText); }
bot.STOP_SESSION = true
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
}
callBackFunction(global.DEFAULT_OK_RESPONSE);
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> callTheBot -> onBotFinished -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
@@ -613,7 +612,7 @@
function productLoopBody() {
let productCodeName = bot.processNode.referenceParent.processOutput.outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName;
writeDataRange(contextVariables.dateBeginOfMarket, bot.multiPeriodProcessDatetime, productCodeName, currentTimeFrameLabel, controlLoop);
writeDataRange(contextVariables.dateBeginOfMarket, bot.tradingProcessDate, productCodeName, currentTimeFrameLabel, controlLoop);
}
function controlLoop() {
@@ -680,7 +679,7 @@
thisReport.file.simulationState = simulationState;
thisReport.save(callBack);
logger.newInternalLoop(bot.codeName, bot.process, bot.multiPeriodProcessDatetime);
logger.newInternalLoop(bot.codeName, bot.process, bot.tradingProcessDate);
}
}
catch (err) {