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Luis Fernando Molina committed 2019-09-18 19:37:33 +02:00
1 parent e68ece1bb2
commit 5f53d838c2
2 files changed
+49 -60
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TradingEngineProcessMainLoop.js
+47 -1
View File
@@ -107,6 +107,7 @@
processConfig.framework.startDate.resumeExecution = false;
global.STOP_PROCESSING = false
bot.hasTheBotJustStarted = true
setInitialBalance()
/* If we can not get for any reason the initial date of the backtest, we will start at present time. */
processConfig.framework.startDate.fixedDate = new Date()
@@ -174,13 +175,58 @@
bot.multiPeriodDailyProcessDatetime = processConfig.framework.startDate.fixedDate
global.STOP_PROCESSING = false
bot.hasTheBotJustStarted = true
setInitialBalance()
}
function stopRequested() {
global.STOP_PROCESSING = true
}
function setInitialBalance() {
if (global.DEFINITION !== undefined) {
/* Get the initial balance from the global.DEFINITION */
let tradingSystem = global.DEFINITION.tradingSystem
if (tradingSystem) {
if (tradingSystem.parameters !== undefined) {
if (tradingSystem.parameters.baseAsset !== undefined) {
let code
try {
code = JSON.parse(tradingSystem.parameters.baseAsset.code);
if (code.name !== undefined) {
baseAsset = code.name;
if (baseAsset !== 'BTC' && baseAsset !== 'USDT') {
/* using BTC as default */
baseAsset = 'BTC'
}
}
if (baseAsset === 'BTC') { // NOTE: POLONIEX, the only exchange working so far, has Asset A and B inverted. We need to fix this.
if (code.initialBalance !== undefined) {
process.env.INITIAL_BALANCE_ASSET_B = code.initialBalance;
process.env.INITIAL_BALANCE_ASSET_A = 0
}
} else {
if (code.initialBalance !== undefined) {
process.env.INITIAL_BALANCE_ASSET_A = code.initialBalance;
process.env.INITIAL_BALANCE_ASSET_B = 0
}
}
} catch (err) {
global.DEFINITION.tradingSystem.parameters.baseAsset.error = err.message
process.env.INITIAL_BALANCE_ASSET_A = 0 // default
process.env.INITIAL_BALANCE_ASSET_B = 0.001 // default
}
}
}
}
}
}
loop();
function loop() {
server.js
+2 -59
View File
@@ -77,7 +77,6 @@ else { // I use this section to debug in standalone mode.
require('dotenv').config();
global.DEFINITION = require(process.env.INTER_PROCESS_FILES_PATH + '/Definition');
global.WRITE_LOGS_TO_FILES = process.env.WRITE_LOGS_TO_FILES
/* Default parameters can be changed by the execution configuration */
@@ -207,16 +206,6 @@ function startSequence() {
execution.bot ? process.env.BOT = execution.bot : undefined;
execution.resumeExecution = true;
execution.process ? process.env.PROCESS = execution.process : undefined;
execution.baseAsset ? process.env.BASE_ASSET = execution.baseAsset : undefined;
execution.balanceAssetA ? process.env.INITIAL_BALANCE_ASSET_A = execution.balanceAssetA : undefined;
execution.balanceAssetB ? process.env.INITIAL_BALANCE_ASSET_B = execution.balanceAssetB : undefined;
execution.exchangeName ? global.EXCHANGE_NAME = execution.exchangeName : undefined;
readExecutionConfiguration(execution, processIndex);
}
}
@@ -233,51 +222,6 @@ async function readExecutionConfiguration(execution, processIndex) {
if (notFirstSequence === false) {
execution.resumeExecution = false
}
if (global.DEFINITION !== undefined) {
botProcess = "Multi-Period"
/* Get the initial balance from the global.DEFINITION */
let tradingSystem = global.DEFINITION.tradingSystem
if (tradingSystem) {
if (tradingSystem.parameters !== undefined) {
if (tradingSystem.parameters.baseAsset !== undefined) {
let code
try {
code = JSON.parse(tradingSystem.parameters.baseAsset.code);
if (code.name !== undefined) {
baseAsset = code.name;
if (baseAsset !== 'BTC' && baseAsset !== 'USDT') {
/* using BTC as default */
baseAsset = 'BTC'
}
}
if (baseAsset === 'BTC') { // NOTE: POLONIEX, the only exchange working so far, has Asset A and B inverted. We need to fix this.
if (code.initialBalance !== undefined) {
process.env.INITIAL_BALANCE_ASSET_B = code.initialBalance;
process.env.INITIAL_BALANCE_ASSET_A = 0
}
} else {
if (code.initialBalance !== undefined) {
process.env.INITIAL_BALANCE_ASSET_A = code.initialBalance;
process.env.INITIAL_BALANCE_ASSET_B = 0
}
}
} catch (err) {
global.DEFINITION.tradingSystem.parameters.baseAsset.error = err.message
process.env.INITIAL_BALANCE_ASSET_A = 0 // default
process.env.INITIAL_BALANCE_ASSET_B = 0.001 // default
}
}
}
}
}
}
if (global.TASK_NODE.bot.processes[processIndex].code.repo === undefined) {
@@ -301,17 +245,16 @@ async function readExecutionConfiguration(execution, processIndex) {
}
function startRoot(processIndex) {
console.log('[INFO] Task Server -> server -> startRoot -> Entering function. ')
const ROOT_DIR = './'
const ROOT_MODULE = require(ROOT_DIR + 'Root')
const ROOT_MODULE = require('./Root')
let root = ROOT_MODULE.newRoot()
root.initialize(onInitialized)
function onInitialized() {
console.log('[INFO] Task Server -> server -> startRoot -> onInitialized -> Entering function. ')
root.start(processIndex)
}
}