Saving Files Working
This commit is contained in:
Luis Fernando Molina committed
1 parent
740e0a92c7
commit
6023c34799
1 file changed
+840
-71
+840
-71
@@ -103,9 +103,26 @@
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}
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}
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/* From here we have more or less the same we used to have at JASON */
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const TRADING_SIMULATION = require('./TradingSimulation.js');
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let tradingSimulation = TRADING_SIMULATION.newTradingSimulation(bot, logger, UTILITIES);
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let market = global.MARKET;
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const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
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const CONDITIONS_FOLDER_NAME = "Simulation-Conditions";
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const STRATEGIES_FOLDER_NAME = "Simulation-Strategies";
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const TRADES_FOLDER_NAME = "Simulation-Trades";
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const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
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let recordsArray
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let conditionsArray
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let strategiesArray
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let tradesArray
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let tradingSystem = {};
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tradingSimulation.runSimulation(
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chart,
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dataDependencies,
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@@ -114,85 +131,837 @@
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currentDay,
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interExecutionMemory,
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assistant,
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onSimulationFinished,
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writeFiles,
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callBackFunction)
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function writeFiles(pTradingSystem, pRecordsArray, pConditionsArray, pStrategiesArray, pTradesArray) {
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function onSimulationFinished() {
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console.log("Finished")
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tradingSystem = pTradingSystem
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recordsArray = pRecordsArray
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conditionsArray = pConditionsArray
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strategiesArray = pStrategiesArray
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tradesArray = pTradesArray
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/* During the third phase, we need to generate the data of the different products this process produces an output */
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for (let i = 0; i < outputDatasets.length; i++) {
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let outputDatasetNode = outputDatasets[i]
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let jsonData // Just build data as Json objects
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let outputData // Data built as a result of applying user defined code and formulas at the Data Building Procedure
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let singularVariableName // Name of the variable for this product
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let recordDefinition // Record as defined by the user at the UI
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let fileContent // Here we store the contents of the new data built just before writing it to a file.
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let resultsWithIrregularPeriods // A product will have irregular periods when the User Code inserts new result records at will, in contrast with normal procedure where the platform insert one record per loop execution.
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/*
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For each outputDatasetNode in our process output, we will build the information based on our input products.
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*/
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recordDefinition = outputDatasetNode.referenceParent.parentNode.record
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singularVariableName = outputDatasetNode.referenceParent.parentNode.code.singularVariableName
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/* Check Irregular Periods */
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if (outputDatasetNode.referenceParent.parentNode.dataBuilding.loop.code.code.indexOf('results.push') >= 0) {
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resultsWithIrregularPeriods = true
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}
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/* Build the data */
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jsonData = commons.dataBuildingProcedure(products, mainDependency, recordDefinition, outputDatasetNode.referenceParent.parentNode.dataBuilding, singularVariableName, timePeriod, resultsWithIrregularPeriods)
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/* Add the calculated properties */
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if (outputDatasetNode.referenceParent.parentNode.calculations !== undefined) {
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outputData = commons.calculationsProcedure(jsonData, recordDefinition, outputDatasetNode.referenceParent.parentNode.calculations, singularVariableName, timePeriod)
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} else {
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outputData = jsonData
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}
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products[outputDatasetNode.referenceParent.parentNode.code.pluralVariableName] = outputData
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}
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/*At the fourth and last phase, we will save the new information generated into files corresponding to each output outputDatasetNode.*/
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let totalFilesWritten = 0
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for (let i = 0; i < outputDatasets.length; i++) {
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let outputDatasetNode = outputDatasets[i]
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let outputData = products[outputDatasetNode.referenceParent.parentNode.code.pluralVariableName]
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let resultsWithIrregularPeriods // A product will have irregular periods when the User Code inserts new result records at will, in contrast with normal procedure where the platform insert one record per loop execution.
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let contextSummary = {}
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/* Check Irregular Periods */
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if (outputDatasetNode.referenceParent.parentNode.dataBuilding.loop.code.code.indexOf('results.push') >= 0) {
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resultsWithIrregularPeriods = true
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}
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/* Simplifying the access to basic info */
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contextSummary.dataset = outputDatasetNode.referenceParent.code.codeName
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contextSummary.product = outputDatasetNode.referenceParent.parentNode.code.codeName
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contextSummary.bot = outputDatasetNode.referenceParent.parentNode.parentNode.code.codeName
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contextSummary.devTeam = outputDatasetNode.referenceParent.parentNode.parentNode.parentNode.code.codeName
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/* This stuff is still hardcoded and unresolved. */
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contextSummary.botVersion = {
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"major": 1,
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"minor": 0
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}
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contextSummary.dataSetVersion = "dataSet.V1"
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let fileContent = commons.generateFileContent(outputData, outputDatasetNode.referenceParent.parentNode.record, resultsWithIrregularPeriods, processingDailyFiles, callBackFunction)
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commons.writeFile(contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timePeriodLabel, callBackFunction)
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if (timePeriod > global.dailyFilePeriods[0][0]) {
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writeMarketFiles()
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} else {
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writeDailyFiles()
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}
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}
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function anotherFileWritten() {
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totalFilesWritten++
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if (totalFilesWritten === outputDatasets.length) {
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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function writeMarketFiles() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> Entering function."); }
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writeRecordsFile();
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function writeRecordsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeRecordsFile -> Entering function."); }
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let separator = "";
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let fileRecordCounter = 0;
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let fileContent = "";
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for (let i = 0; i < recordsArray.length; i++) {
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let record = recordsArray[i];
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fileContent = fileContent + separator + '[' +
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record.begin + "," +
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record.end + "," +
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record.type + "," +
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record.marketRate + "," +
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record.amount + "," +
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record.balanceA + "," +
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record.balanceB + "," +
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record.profit + "," +
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record.lastTradeProfitLoss + "," +
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record.stopLoss + "," +
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record.roundtrips + "," +
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record.hits + "," +
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record.fails + "," +
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record.hitRatio + "," +
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record.ROI + "," +
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record.periods + "," +
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record.days + "," +
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record.anualizedRateOfReturn + "," +
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record.positionRate + "," +
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record.lastTradeROI + "," +
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record.strategy + "," +
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record.strategyStageNumber + "," +
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record.takeProfit + "," +
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record.stopLossPhase + "," +
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record.takeProfitPhase + "," +
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JSON.stringify(record.executionRecord) + "," +
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record.positionSize + "," +
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record.initialBalanceA + "," +
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record.minimumBalanceA + "," +
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record.maximumBalanceA + "," +
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record.initialBalanceB + "," +
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record.minimumBalanceB + "," +
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record.maximumBalanceB + "," +
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record.baseAsset + "," +
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record.positionPeriods + "," +
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record.positionDays + "," +
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record.distanceToLastTriggerOn + "," +
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record.distanceToLastTriggerOff + "," +
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record.distanceToLastTakePosition + "," +
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record.distanceToLastClosePosition + "]";
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if (separator === "") { separator = ","; }
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fileRecordCounter++;
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}
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fileContent = "[" + fileContent + "]";
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
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function onFileCreated(err) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
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callBackFunction(err);
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return;
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}
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writeConditionsFile();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeRecordsFile -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function writeConditionsFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeConditionsFile -> Entering function."); }
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let separator = "";
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let fileRecordCounter = 0;
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let fileContent = "";
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for (let i = 0; i < conditionsArray.length; i++) {
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let record = conditionsArray[i];
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let conditions = "";
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let conditionsSeparator = "";
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for (let j = 0; j < record.length - 3; j++) {
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conditions = conditions + conditionsSeparator + record[j];
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if (conditionsSeparator === "") { conditionsSeparator = ","; }
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}
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
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conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
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fileContent = fileContent + separator + '[' + conditions + ']';
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if (separator === "") { separator = ","; }
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fileRecordCounter++;
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}
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fileContent = "[" + fileContent + "]";
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fileContent = "[" + JSON.stringify(tradingSystem) + "," + fileContent + "]";
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
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function onFileCreated(err) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
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callBackFunction(err);
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return;
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}
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writeStrategiesFile();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeConditionsFile -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function writeStrategiesFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeStrategiesFile -> Entering function."); }
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let separator = "";
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let fileRecordCounter = 0;
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let fileContent = "";
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for (let i = 0; i < strategiesArray.length; i++) {
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let record = strategiesArray[i];
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fileContent = fileContent + separator + '[' +
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record.begin + "," +
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record.end + "," +
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record.status + "," +
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record.number + "," +
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record.beginRate + "," +
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record.endRate + "]";
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if (separator === "") { separator = ","; }
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fileRecordCounter++;
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}
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fileContent = "[" + fileContent + "]";
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
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function onFileCreated(err) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
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callBackFunction(err);
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return;
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}
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writeTradesFile();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function writeTradesFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeTradesFile -> Entering function."); }
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let separator = "";
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let fileRecordCounter = 0;
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let fileContent = "";
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for (let i = 0; i < tradesArray.length; i++) {
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let record = tradesArray[i];
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if (record.stopRate === undefined) { record.stopRate = 0 }
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fileContent = fileContent + separator + '[' +
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record.begin + "," +
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record.end + "," +
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record.status + "," +
|
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record.lastTradeROI + "," +
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record.beginRate + "," +
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record.endRate + "," +
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record.exitType + "]";
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if (separator === "") { separator = ","; }
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fileRecordCounter++;
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}
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fileContent = "[" + fileContent + "]";
|
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
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let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
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filePath += '/' + fileName
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fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
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|
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function onFileCreated(err) {
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try {
|
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|
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); }
|
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> err = " + err.stack);
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
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callBackFunction(err);
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return;
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}
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|
||||
/* Emit event that signals that simulation files were updated */
|
||||
global.SYSTEM_EVENT_HANDLER.raiseEvent('Jason-Multi-Period', 'Simulation Files Updated')
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeMarketFiles -> writeTradesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
function writeDailyFiles() {
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> Entering function."); }
|
||||
|
||||
writeRecordsFile();
|
||||
|
||||
/* TODO : NEXT function is a work in progress, not used today */
|
||||
function writeFinalResults() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeFinalResults -> Entering function."); }
|
||||
|
||||
if ( // We only write this file if we are at the head of the market.
|
||||
Math.trunc(currentDay.valueOf() / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS
|
||||
!==
|
||||
Math.trunc((new Date()).valueOf() / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS
|
||||
) {
|
||||
writeRecordsFile();
|
||||
return;
|
||||
}
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < recordsArray.length; i++) {
|
||||
|
||||
let record = recordsArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.type + "," +
|
||||
record.marketRate + "," +
|
||||
record.amount + "," +
|
||||
record.balanceA + "," +
|
||||
record.balanceB + "," +
|
||||
record.profit + "," +
|
||||
record.lastTradeProfitLoss + "," +
|
||||
record.stopLoss + "," +
|
||||
record.roundtrips + "," +
|
||||
record.hits + "," +
|
||||
record.fails + "," +
|
||||
record.hitRatio + "," +
|
||||
record.ROI + "," +
|
||||
record.periods + "," +
|
||||
record.days + "," +
|
||||
record.anualizedRateOfReturn + "," +
|
||||
record.positionRate + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.strategy + "," +
|
||||
record.strategyStageNumber + "," +
|
||||
record.takeProfit + "," +
|
||||
record.stopLossPhase + "," +
|
||||
record.takeProfitPhase + "," +
|
||||
JSON.stringify(record.executionRecord) + "," +
|
||||
record.positionSize + "," +
|
||||
record.initialBalanceA + "," +
|
||||
record.minimumBalanceA + "," +
|
||||
record.maximumBalanceA + "," +
|
||||
record.initialBalanceB + "," +
|
||||
record.minimumBalanceB + "," +
|
||||
record.maximumBalanceB + "," +
|
||||
record.baseAsset + "," +
|
||||
record.positionPeriods + "," +
|
||||
record.positionDays + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeRecordsFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeFinalResults -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeRecordsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeRecordsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < recordsArray.length; i++) {
|
||||
|
||||
let record = recordsArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.type + "," +
|
||||
record.marketRate + "," +
|
||||
record.amount + "," +
|
||||
record.balanceA + "," +
|
||||
record.balanceB + "," +
|
||||
record.profit + "," +
|
||||
record.lastTradeProfitLoss + "," +
|
||||
record.stopLoss + "," +
|
||||
record.roundtrips + "," +
|
||||
record.hits + "," +
|
||||
record.fails + "," +
|
||||
record.hitRatio + "," +
|
||||
record.ROI + "," +
|
||||
record.periods + "," +
|
||||
record.days + "," +
|
||||
record.anualizedRateOfReturn + "," +
|
||||
record.positionRate + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.strategy + "," +
|
||||
record.strategyStageNumber + "," +
|
||||
record.takeProfit + "," +
|
||||
record.stopLossPhase + "," +
|
||||
record.takeProfitPhase + "," +
|
||||
JSON.stringify(record.executionRecord) + "," +
|
||||
record.positionSize + "," +
|
||||
record.initialBalanceA + "," +
|
||||
record.minimumBalanceA + "," +
|
||||
record.maximumBalanceA + "," +
|
||||
record.initialBalanceB + "," +
|
||||
record.minimumBalanceB + "," +
|
||||
record.maximumBalanceB + "," +
|
||||
record.baseAsset + "," +
|
||||
record.positionPeriods + "," +
|
||||
record.positionDays + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeConditionsFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeRecordsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeConditionsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeConditionsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < conditionsArray.length; i++) {
|
||||
|
||||
let record = conditionsArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
let conditions = "";
|
||||
let conditionsSeparator = "";
|
||||
|
||||
/* Will only add to the file the records of the current day */
|
||||
|
||||
if (record.begin < currentDay.valueOf()) { continue; }
|
||||
|
||||
for (let j = 0; j < record.length - 3; j++) {
|
||||
conditions = conditions + conditionsSeparator + record[j];
|
||||
if (conditionsSeparator === "") { conditionsSeparator = ","; }
|
||||
}
|
||||
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
|
||||
|
||||
fileContent = fileContent + separator + '[' + conditions + ']';
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
fileContent = "[" + JSON.stringify(tradingSystem) + "," + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeStrategiesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeConditionsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeStrategiesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeStrategiesFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < strategiesArray.length; i++) {
|
||||
let record = strategiesArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
|
||||
at the current date. */
|
||||
|
||||
if (record.end < currentDay.valueOf()) { continue; }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.status + "," +
|
||||
record.number + "," +
|
||||
record.beginRate + "," +
|
||||
record.endRate + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeTradesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeTradesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeTradesFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < tradesArray.length; i++) {
|
||||
|
||||
let record = tradesArray[i];
|
||||
|
||||
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
|
||||
at the current date. */
|
||||
|
||||
if (record.end < currentDay.valueOf()) { continue; }
|
||||
if (record.stopRate === undefined) { record.stopRate = 0 }
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.status + "," +
|
||||
record.lastTradeROI + "," +
|
||||
record.beginRate + "," +
|
||||
record.endRate + "," +
|
||||
record.exitType + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
/* Emit event that signals that simulation files were updated */
|
||||
global.SYSTEM_EVENT_HANDLER.raiseEvent('Jason-Multi-Period', 'Simulation Files Updated')
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDailyFiles -> writeTradesFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
|
||||
Reference in new issue
Block a user