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Build Data Function Implemented

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This commit is contained in:
Luis Fernando Molina committed 2019-11-13 18:23:22 +01:00
1 parent 8eaff70835
commit 5e91af82d4
3 files changed
+217 -479
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IndicatorBotCommons.js
+102 -428
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@@ -10,10 +10,7 @@
let thisObject = {
jsonifyDataFile: jsonifyDataFile,
calculationsProcedure: calculationsProcedure,
buildStandardChannels: buildStandardChannels,
buildSubChannels: buildSubChannels,
buildStandardSubChannels: buildStandardSubChannels,
buildRecords: buildRecords
dataBuildingProcedure: dataBuildingProcedure
};
return thisObject;
@@ -54,26 +51,39 @@
timePeriod: timePeriod,
ONE_DAY_IN_MILISECONDS: ONE_DAY_IN_MILISECONDS
}
let variable = {} // This is the structure where the user will define its own variables that will be shared amond different code blocks and formulas.
let resultingArray = []
let variable = {} // This is the structure where the user will define its own variables that will be shared across different code blocks and formulas.
let results = []
/* This is Initialization Code */
if (calculationsProcedure.initialization !== undefined) {
if (calculationsProcedure.initialization.code !== undefined) {
eval(calculationsProcedure.initialization.code.code)
try {
eval(calculationsProcedure.initialization.code.code)
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] calculationsProcedure -> initialization -> Error executing User Code. Error = " + err.stack)
logger.write(MODULE_NAME, "[ERROR] calculationsProcedure -> initialization -> Error executing User Code. Code = " + calculationsProcedure.initialization.code.code);
throw("Error Executing User Code.")
}
}
}
/* This is Initialization Code */
if (calculationsProcedure.loop !== undefined) {
if (calculationsProcedure.loop.code !== undefined) {
for (let i = 0; i < jsonArray.length; i++) {
for (let index = 0; index < jsonArray.length; index++) {
let indicator = {}
indicator[variableName] = jsonArray[i]
let product = {}
product[variableName] = jsonArray[index]
/* This is Loop Code */
eval(calculationsProcedure.loop.code.code)
try {
eval(calculationsProcedure.loop.code.code)
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] calculationsProcedure -> loop -> Error executing User Code. Error = " + err.stack)
logger.write(MODULE_NAME, "[ERROR] calculationsProcedure -> loop -> Error executing User Code. product = " + JSON.stringify(product))
logger.write(MODULE_NAME, "[ERROR] calculationsProcedure -> loop -> Error executing User Code. Code = " + calculationsProcedure.loop.code.code);
throw ("Error Executing User Code.")
}
/* For each calculated property we apply its formula*/
for (let j = 0; j < recordDefinition.properties.length; j++) {
@@ -81,8 +91,16 @@
if (property.code.isCalculated === true) {
if (property.formula !== undefined) {
if (property.formula.code !== undefined) {
let newValue = eval(property.formula.code)
let currentRecord = indicator[variableName]
let newValue
try {
newvalue = eval(property.formula.code)
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] calculationsProcedure -> loop -> formula -> Error executing User Code. Error = " + err.stack)
logger.write(MODULE_NAME, "[ERROR] calculationsProcedure -> loop -> formula -> Error executing User Code. product = " + JSON.stringify(product))
logger.write(MODULE_NAME, "[ERROR] calculationsProcedure -> loop -> formula -> Error executing User Code. Code = " + property.formula.code);
throw ("Error Executing User Code.")
}
let currentRecord = product[variableName]
currentRecord[property.code.codeName] = newValue
}
}
@@ -90,440 +108,96 @@
}
/* Adding the new element to the resulting array */
resultingArray.push(indicator.bollingerBand);
results.push(product[variableName]);
}
}
}
return resultingArray
return results
}
function addCalculatedProperties(dependencyArray, variableName, timePeriod) {
function dataBuildingProcedure(products, mainDependency, recordDefinition, dataBuildingProcedure, variableName, timePeriod) {
let dependecyArray = []
/*
This function has as an input the products object, with all the information
of all products calculated so far by the process. Based on that information
the function will evaluate user supplied code and formulas in order to build
a new set of information.
*/
let system = { // These are the available system variables to be used in User Code and Formulas
timePeriod: timePeriod,
ONE_DAY_IN_MILISECONDS: ONE_DAY_IN_MILISECONDS
}
let variable = {} // This is the structure where the user will define its own variables that will be shared across different code blocks and formulas.
let results = []
/* This is Initialization Code */
let lastMovingAverage = 0;
const SIDE_TOLERANCE = 0.5 * timePeriod / ONE_DAY_IN_MILISECONDS;
const SMALL_SLOPE = 1.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
const MEDIUM_SLOPE = 2.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
const HIGH_SLOPE = 4.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
if (dataBuildingProcedure.initialization !== undefined) {
if (dataBuildingProcedure.initialization.code !== undefined) {
try {
eval(dataBuildingProcedure.initialization.code.code)
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] dataBuildingProcedure -> initialization -> Error executing User Code. Error = " + err.stack)
logger.write(MODULE_NAME, "[ERROR] dataBuildingProcedure -> initialization -> Error executing User Code. Code = " + dataBuildingProcedure.initialization.code.code);
throw ("Error Executing User Code.")
}
}
}
/* This is Initialization Code */
if (dataBuildingProcedure.loop !== undefined) {
if (dataBuildingProcedure.loop.code !== undefined) {
for (let index = 0; index < mainDependency.length; index++) {
for (let i = 0; i < dataFile.length; i++) {
let record = {
previous: mainDependency[index-1],
current: mainDependency[index],
next: mainDependency[index+1]
}
let indicator = {}
indicator[variableName] = dataFile[i]
let product = {}
product[variableName] = {}
/* This is Add Properties Code */
if (lastMovingAverage > indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Down'; }
if (lastMovingAverage < indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Up'; }
if (lastMovingAverage === indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Side'; }
/* This is Loop Code */
try {
eval(dataBuildingProcedure.loop.code.code)
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] dataBuildingProcedure -> loop -> Error executing User Code. Error = " + err.stack)
logger.write(MODULE_NAME, "[ERROR] dataBuildingProcedure -> loop -> Error executing User Code. product = " + JSON.stringify(product))
logger.write(MODULE_NAME, "[ERROR] dataBuildingProcedure -> loop -> Error executing User Code. Code = " + dataBuildingProcedure.loop.code.code);
throw ("Error Executing User Code.")
}
let delta = Math.abs(indicator.bollingerBand.movingAverage - lastMovingAverage);
indicator.bollingerBand.slope = 'Extreme';
if (delta < indicator.bollingerBand.movingAverage * HIGH_SLOPE / 100) { indicator.bollingerBand.slope = 'Steep'; }
if (delta < indicator.bollingerBand.movingAverage * MEDIUM_SLOPE / 100) { indicator.bollingerBand.slope = 'Medium'; }
if (delta < indicator.bollingerBand.movingAverage * SMALL_SLOPE / 100) { indicator.bollingerBand.slope = 'Gentle'; }
if (delta < indicator.bollingerBand.movingAverage * SIDE_TOLERANCE / 100) { indicator.bollingerBand.slope = 'Side'; }
lastMovingAverage = indicator.bollingerBand.movingAverage;
/* This is Add Properties Code */
dependecyArray.push(indicator.bollingerBand);
}
return dependecyArray
}
function buildRecords(dataDependency, recordDefinition) {
let records = []
/* Initialization Code */
let period = 1
/* Initialization Code */
for (let i = 0; i < dataDependency.bollinerBands.length; i++) {
/* Calculations Code*/
if (i === 0) {continue}
let currentBand = dataDependency.bollinerBands[i];
let previousBand = dataDependency.bollinerBands[i - 1];
if (currentBand.direction === previousBand.direction) {
period++
} else {
period = 1
}
/* Calculations Code*/
let record = {
begin: currentBand.begin, /* Property Formula Code */
end: currentBand.end, /* Property Formula Code */
direction: currentBand.direction, /* Property Formula Code */
period: period /* Property Formula Code */
};
records.push(record)
}
return records
}
function buildBandsArray(dataFile, bands, timePeriod, callBackFunction) {
try {
let lastMovingAverage = 0;
const SIDE_TOLERANCE = 0.5 * timePeriod / ONE_DAY_IN_MILISECONDS;
const SMALL_SLOPE = 1.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
const MEDIUM_SLOPE = 2.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
const HIGH_SLOPE = 4.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
for (let i = 0; i < dataFile.length; i++) {
let band = {
begin: undefined,
end: undefined,
movingAverage: 10000000000000,
standardDeviation: 0,
deviation: undefined
};
band.begin = dataFile[i][0];
band.end = dataFile[i][1];
band.movingAverage = dataFile[i][2];
band.standardDeviation = dataFile[i][3];
band.deviation = dataFile[i][4];
if (lastMovingAverage > band.movingAverage) { band.direction = 'Down'; }
if (lastMovingAverage < band.movingAverage) { band.direction = 'Up'; }
if (lastMovingAverage === band.movingAverage) { band.direction = 'Side'; }
let delta = Math.abs(band.movingAverage - lastMovingAverage);
band.slope = 'Extreme';
if (delta < band.movingAverage * HIGH_SLOPE / 100) { band.slope = 'Steep'; }
if (delta < band.movingAverage * MEDIUM_SLOPE / 100) { band.slope = 'Medium'; }
if (delta < band.movingAverage * SMALL_SLOPE / 100) { band.slope = 'Gentle'; }
if (delta < band.movingAverage * SIDE_TOLERANCE / 100) { band.slope = 'Side'; }
bands.push(band);
lastMovingAverage = band.movingAverage;
}
}
catch (err) {
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildChannels(bands, channels, callBackFunction) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildChannels -> Entering function."); }
try {
let channel;
for (let i = 0; i < bands.length; i++) {
let currentBand = bands[i];
let nextBand;
if (i < bands.length - 1) {
nextBand = bands[i + 1];
if (
currentBand.direction === nextBand.direction) {
if (channel === undefined) {
channel = {
begin: undefined,
end: undefined,
direction: undefined,
period: 0,
firstMovingAverage: 0,
lastMovingAverage: 0,
firstDeviation: 0,
lastDeviation: 0
};
channel.direction = currentBand.direction;
channel.period = 2;
channel.begin = currentBand.begin;
channel.end = nextBand.end;
channel.firstMovingAverage = currentBand.movingAverage;
channel.lastMovingAverage = nextBand.movingAverage;
channel.firstDeviation = currentBand.deviation;
channel.lastDeviation = nextBand.deviation;
} else {
channel.period++;
channel.end = nextBand.end;
channel.lastMovingAverage = nextBand.movingAverage;
channel.lastDeviation = nextBand.deviation;
}
} else {
if (channel !== undefined) {
channels.push(channel);
channel = undefined;
} else {
/* The channel has only one period */
channel = {};
channel.direction = currentBand.direction;
channel.period = 1;
channel.begin = currentBand.begin;
channel.end = currentBand.end;
channel.firstMovingAverage = currentBand.movingAverage;
channel.lastMovingAverage = currentBand.movingAverage;
channel.firstDeviation = currentBand.deviation;
channel.lastDeviation = currentBand.deviation;
channels.push(channel);
channel = undefined;
/* For each non-calculated property we apply its formula*/
for (let j = 0; j < recordDefinition.properties.length; j++) {
let property = recordDefinition.properties[j]
if (property.code.isCalculated !== true) {
if (property.formula !== undefined) {
if (property.formula.code !== undefined) {
let newValue
try {
newvalue = eval(property.formula.code)
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] dataBuildingProcedure -> loop -> formula -> Error executing User Code. Error = " + err.stack)
logger.write(MODULE_NAME, "[ERROR] dataBuildingProcedure -> loop -> formula -> Error executing User Code. product = " + JSON.stringify(product))
logger.write(MODULE_NAME, "[ERROR] dataBuildingProcedure -> loop -> formula -> Error executing User Code. Code = " + property.formula.code);
throw ("Error Executing User Code.")
}
let currentRecord = product[variableName]
currentRecord[property.code.codeName] = newValue
}
}
}
}
} else {
if (channel !== undefined) {
channel.period++;
channel.end = currentBand.end;
channel.lastMovingAverage = currentBand.movingAverage;
channel.lastDeviation = currentBand.deviation;
channels.push(channel);
channel = undefined;
} else {
/* The channel has only one period */
channel = {};
channel.direction = currentBand.direction;
channel.period = 1;
channel.begin = currentBand.begin;
channel.end = currentBand.end;
channel.firstMovingAverage = currentBand.movingAverage;
channel.lastMovingAverage = currentBand.movingAverage;
channel.firstDeviation = currentBand.deviation;
channel.lastDeviation = currentBand.deviation;
channels.push(channel);
channel = undefined;
/* If within the code the new data structure was not yet pushed to the results array, we do it */
if (dataBuildingProcedure.loop.code.code.indexOf('results.push') < 0) {
/* Adding the new element to the resulting array */
results.push(product[variableName]);
}
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildChannels -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildStandardChannels(bands, standardChannels, callBackFunction) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildStandardChannels -> Entering function."); }
try {
let period = 1
for (let i = 1; i < bands.length; i++) {
let channel;
let currentBand = bands[i];
let previousBand = bands[i - 1];
if (currentBand.direction === previousBand.direction) {
period++
} else {
period = 1
}
channel = {
begin: currentBand.begin,
end: currentBand.end,
direction: currentBand.direction,
period: period
};
standardChannels.push(channel)
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildStandardChannels -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildSubChannels(bands, subChannels, callBackFunction) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildSubChannels -> Entering function."); }
try {
let channel;
for (let i = 0; i < bands.length; i++) {
let currentBand = bands[i];
let nextBand;
if (i < bands.length - 1) {
nextBand = bands[i + 1];
if (
currentBand.direction === nextBand.direction &&
currentBand.slope === nextBand.slope) {
if (channel === undefined) {
channel = {
begin: undefined,
end: undefined,
direction: undefined,
slope: undefined,
period: 0,
firstMovingAverage: 0,
lastMovingAverage: 0,
firstDeviation: 0,
lastDeviation: 0
};
channel.direction = currentBand.direction;
channel.slope = currentBand.slope;
channel.period = 2;
channel.begin = currentBand.begin;
channel.end = nextBand.end;
channel.firstMovingAverage = currentBand.movingAverage;
channel.lastMovingAverage = nextBand.movingAverage;
channel.firstDeviation = currentBand.deviation;
channel.lastDeviation = nextBand.deviation;
} else {
channel.period++;
channel.end = nextBand.end;
channel.lastMovingAverage = nextBand.movingAverage;
channel.lastDeviation = nextBand.deviation;
}
} else {
if (channel !== undefined) {
subChannels.push(channel);
channel = undefined;
} else {
/* The channel has only one period */
channel = {};
channel.direction = currentBand.direction;
channel.slope = currentBand.slope;
channel.period = 1;
channel.begin = currentBand.begin;
channel.end = currentBand.end;
channel.firstMovingAverage = currentBand.movingAverage;
channel.lastMovingAverage = currentBand.movingAverage;
channel.firstDeviation = currentBand.deviation;
channel.lastDeviation = currentBand.deviation;
subChannels.push(channel);
channel = undefined;
}
}
} else {
if (channel !== undefined) {
channel.period++;
channel.end = currentBand.end;
channel.lastMovingAverage = currentBand.movingAverage;
channel.lastDeviation = currentBand.deviation;
subChannels.push(channel);
channel = undefined;
} else {
/* The channel has only one period */
channel = {};
channel.direction = currentBand.direction;
channel.slope = currentBand.slope;
channel.period = 1;
channel.begin = currentBand.begin;
channel.end = currentBand.end;
channel.firstMovingAverage = currentBand.movingAverage;
channel.lastMovingAverage = currentBand.movingAverage;
channel.firstDeviation = currentBand.deviation;
channel.lastDeviation = currentBand.deviation;
subChannels.push(channel);
channel = undefined;
}
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildSubChannels -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildStandardSubChannels(bands, standardSubChannels, callBackFunction) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildStandardSubChannels -> Entering function."); }
try {
let period = 1
for (let i = 1; i < bands.length; i++) {
let channel;
let currentBand = bands[i];
let previousBand = bands[i - 1];
if (currentBand.direction === previousBand.direction && currentBand.slope === previousBand.slope) {
period++
} else {
period = 1
}
channel = {
begin: currentBand.begin,
end: currentBand.end,
direction: currentBand.direction,
slope: currentBand.slope,
period: period
};
standardSubChannels.push(channel)
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] buildStandardSubChannels -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
return results
}
};