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SESSION NODE implemented

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This commit is contained in:
Luis Fernando Molina committed 2020-11-30 13:00:25 +01:00
1 parent fd90543063
commit 6b24b14286
24 files changed
+178 -171
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TaskServer/LearningSession.js
+5 -5
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@@ -115,9 +115,9 @@ exports.newLearningSession = function (processIndex, bot, parentLogger) {
}
if (allGood === true) {
bot.SESSION_STATUS = 'Idle'
bot.STOP_SESSION = false
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false
} else {
bot.STOP_SESSION = true
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true
parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRun -> Stopping the Session now. ')
}
@@ -145,7 +145,7 @@ exports.newLearningSession = function (processIndex, bot, parentLogger) {
}
bot.RESUME = true
bot.STOP_SESSION = false
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.")
} catch (err) {
@@ -157,7 +157,7 @@ exports.newLearningSession = function (processIndex, bot, parentLogger) {
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 stopping " + commandOrigin)
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.finalize()
bot.STOP_SESSION = true
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true
parentLogger.write(MODULE_NAME, '[IMPORTANT] stopSession -> Stopping the Session now. ')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionInfo(processIndex, bot.LEARNING_SESSION, commandOrigin, parentLogger)
}
@@ -460,7 +460,7 @@ exports.newLearningSession = function (processIndex, bot, parentLogger) {
global.EVENT_SERVER_CLIENT_MODULE.raiseEvent(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, 'Heartbeat', event)
if (TS.projects.superalgos.globals.taskVariables.IS_TASK_STOPPING === true) {
bot.STOP_SESSION = true
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true
parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionHeartBeat -> Stopping the Session now. ')
}
}
TaskServer/LowFrequencyTrading/Announcements.js
+3 -3
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@@ -21,7 +21,7 @@ exports.newAnnouncements = function (processIndex, bot, logger) {
function finalize() {
tradingSystem = undefined
tradingEngine = undefined
bot.TRADING_SESSION.messagesSent = undefined
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.messagesSent = undefined
}
function makeAnnoucements(node) {
@@ -44,8 +44,8 @@ exports.newAnnouncements = function (processIndex, bot, logger) {
text = tradingSystem.formulas.get(announcement.formula.id)
}
if (bot.TRADING_SESSION.socialBots !== undefined) {
bot.TRADING_SESSION.socialBots.announce(text)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots !== undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.announce(text)
tradingSystem.announcements.push([announcement.id, text])
} else {
tradingSystem.errors.push([announcement.id, 'Could not announce because session does not have Social Bots.'])
TaskServer/LowFrequencyTrading/OrdersCalculations.js
+2 -2
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@@ -1,4 +1,4 @@
exports.newOrdersCalculations = function newOrdersCalculations(bot, logger) {
exports.newOrdersCalculations = function (processIndex, bot, logger) {
/*
When we are live trading, we need to syncronize with the exchange.
*/
@@ -23,7 +23,7 @@ exports.newOrdersCalculations = function newOrdersCalculations(bot, logger) {
return thisObject
function initialize() {
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
}
TaskServer/LowFrequencyTrading/OrdersSimulations.js
+2 -2
View File
@@ -1,4 +1,4 @@
exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
exports.newOrdersSimulations = function (processIndex, bot, logger) {
/*
When we are backtesting or paper trading, we need to simulate what would have happened at the exchange.
*/
@@ -23,7 +23,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
return thisObject
function initialize() {
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
}
TaskServer/LowFrequencyTrading/Snapshots.js
+1 -1
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@@ -45,7 +45,7 @@ exports.newSnapshots = function (processIndex, bot, logger) {
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingEngine.js
+2 -2
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@@ -1,4 +1,4 @@
exports.newTradingEngine = function newTradingEngine(bot, logger) {
exports.newTradingEngine = function (processIndex, bot, logger) {
/*
We call the Trading Engine to the data structure that is needed in order to exevute the
trading protocol with the specific rules defined at the Trading System.
@@ -25,7 +25,7 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
initializeNodeMap(tradingEngine)
TaskServer/LowFrequencyTrading/TradingEpisode.js
+1 -1
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@@ -23,7 +23,7 @@ exports.newTradingEpisode = function (processIndex, bot, logger, tradingEngineMo
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingExecution.js
+1 -1
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@@ -24,7 +24,7 @@ exports.newTradingExecution = function (processIndex, bot, logger, tradingEngine
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
tradingOrdersModule.initialize()
}
TaskServer/LowFrequencyTrading/TradingOrders.js
+8 -8
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@@ -27,7 +27,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
exchangeAPIModule.initialize()
announcementsModule.initialize()
@@ -476,7 +476,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
async function createOrderAtExchange(tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (bot.TRADING_SESSION.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
case 'Backtesting Session': {
return true
}
@@ -503,7 +503,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
async function checkExchangeEvents(tradingEngineStage, tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (bot.TRADING_SESSION.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
case 'Backtesting Session': {
return true
}
@@ -613,7 +613,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
function simulateCheckExchangeEvents(tradingEngineStage, tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (bot.TRADING_SESSION.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
case 'Backtesting Session': {
break
}
@@ -658,7 +658,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
const ORDERS_SIMULATIONS_MODULE = require('./OrdersSimulations.js')
let ordersSimulationsModule = ORDERS_SIMULATIONS_MODULE.newOrdersSimulations(bot, logger)
let ordersSimulationsModule = ORDERS_SIMULATIONS_MODULE.newOrdersSimulations(processIndex, bot, logger)
ordersSimulationsModule.initialize()
ordersSimulationsModule.actualSizeSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
@@ -690,7 +690,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
const ORDERS_CALCULATIONS_MODULE = require('./OrdersCalculations.js')
let ordersCalculationsModule = ORDERS_CALCULATIONS_MODULE.newOrdersCalculations(bot, logger)
let ordersCalculationsModule = ORDERS_CALCULATIONS_MODULE.newOrdersCalculations(processIndex, bot, logger)
ordersCalculationsModule.initialize()
await ordersCalculationsModule.actualSizeCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
@@ -839,7 +839,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
function simulateCancelOrder(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, exitType) {
/* Filter by Session Type */
switch (bot.TRADING_SESSION.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
case 'Backtesting Session': {
break
}
@@ -870,7 +870,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
async function exchangeCancelOrder(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, exitType) {
/* Filter by Session Type */
switch (bot.TRADING_SESSION.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
case 'Backtesting Session': {
return
}
TaskServer/LowFrequencyTrading/TradingPosition.js
+1 -1
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@@ -31,7 +31,7 @@ exports.newTradingPosition = function (processIndex, bot, logger, tradingEngineM
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingProcess.js
+13 -13
View File
@@ -24,7 +24,7 @@
let fileStorage = FILE_STORAGE.newFileStorage(logger);
const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger)
let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(processIndex, bot, logger)
let TRADING_OUTPUT_MODULE = require("./TradingOutput")
let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, bot, logger, tradingEngineModule, UTILITIES, FILE_STORAGE)
@@ -103,7 +103,7 @@
This variable tell us which day we are standing at, specially while working
with Daily Files. From this Date is that we are going to load the Daily Files.
*/
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime).valueOf()
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -199,7 +199,7 @@
/*
If for any reason the session was stopped, we will break this loop and exit the process.
*/
if (bot.STOP_SESSION === true) { break }
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) { break }
/*
When we get to the end of the market, we need to break this process loop in order
to let time pass, new information be collected from the exchange, new data built
@@ -219,7 +219,7 @@
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE)
function checkThereAreCandles(chart) {
let sessionParameters = bot.TRADING_SESSION.tradingParameters
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
let candles = chart[propertyName].candles
@@ -236,7 +236,7 @@
let statusReport;
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
@@ -371,7 +371,7 @@
dataFiles = new Map();
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
}
@@ -384,7 +384,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -431,8 +431,8 @@
let dataRecord = dataFile[i]
let begin = dataRecord[beginIndex]
let end = dataRecord[endIndex]
if (end + timeFrame < bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime) { continue }
if (end + timeFrame < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
return result
@@ -468,7 +468,7 @@
}
}
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1];
}
@@ -488,7 +488,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -543,7 +543,7 @@
function checkStopProcessing() {
/* Validation that we dont need to stop. */
if (bot.STOP_SESSION === true) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
return false
}
}
@@ -728,7 +728,7 @@
function checkIfSessionMustStop() {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
/*
Backtests needs only one execution of this process to complete.
*/
TaskServer/LowFrequencyTrading/TradingRecords.js
+1 -1
View File
@@ -20,7 +20,7 @@ exports.newTradingRecords = function (processIndex, bot, logger) {
function initialize(pOutputDatasetsMap) {
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
outputDatasetsMap = pOutputDatasetsMap // These are the files turned into arrays, stored in a Map by Product codeName.
}
TaskServer/LowFrequencyTrading/TradingSimulation.js
+2 -2
View File
@@ -28,7 +28,7 @@ exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngin
let tradingSystem = bot.simulationState.tradingSystem
let tradingEngine = bot.simulationState.tradingEngine
let sessionParameters = bot.TRADING_SESSION.tradingParameters
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> initialDatetime = ' + sessionParameters.timeRange.config.initialDatetime) }
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime) }
@@ -193,7 +193,7 @@ exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngin
}
function checkIfWeNeedToStopBetweenCycles() {
if (bot.STOP_SESSION === true) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> controlLoop -> We are going to stop here bacause we were requested to stop processing this session.') }
updateEpisode('Session Stopped')
breakLoop = true
TaskServer/LowFrequencyTrading/TradingStages.js
+5 -5
View File
@@ -47,7 +47,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
tradingStrategyModule.initialize()
tradingPositionModule.initialize()
@@ -160,7 +160,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
announcementsModule.makeAnnoucements(triggerStage.triggerOn)
announcementsModule.makeAnnoucements(triggerStage)
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.strategy === true) {
snapshotsModule.strategyEntry()
@@ -245,7 +245,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
announcementsModule.makeAnnoucements(triggerStage.takePosition)
announcementsModule.makeAnnoucements(strategy.openStage)
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.position === true) {
snapshotsModule.positionEntry()
@@ -856,7 +856,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
function closePositionAndStrategy() {
/* Taking Position Snapshot */
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.position === true) {
snapshotsModule.positionExit()
@@ -865,7 +865,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
}
/* Taking Strategy Snapshot */
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.strategy === true) {
snapshotsModule.strategyExit()
TaskServer/LowFrequencyTrading/TradingStrategy.js
+1 -1
View File
@@ -19,7 +19,7 @@ exports.newTradingStrategy = function (processIndex, bot, logger, tradingEngineM
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingSystem.js
+1 -1
View File
@@ -28,7 +28,7 @@ exports.newTradingSystem = function (processIndex, bot, logger, tradingEngineMod
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
tradingSystem.conditions = new Map()
tradingSystem.formulas = new Map()
TaskServer/ReinforcementLearning/LearningBot.js
+4 -4
View File
@@ -42,7 +42,7 @@ exports.newLearningBot = function (processIndex, bot, parentLogger) {
function run(callBackFunction) {
try {
/* Some initial values*/
bot.STOP_SESSION = true;
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true;
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] run -> Stopping the Session now. ') }
/* Heartbeats sent to the UI */
@@ -91,18 +91,18 @@ exports.newLearningBot = function (processIndex, bot, parentLogger) {
logger.newMainLoop()
/* Checking if we need to need to emit any event */
if (bot.SESSION_STATUS === 'Idle' && bot.STOP_SESSION === false) {
if (bot.SESSION_STATUS === 'Idle' && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === false) {
bot.SESSION_STATUS = 'Running'
}
if (bot.SESSION_STATUS === 'Running' && bot.STOP_SESSION === true) {
if (bot.SESSION_STATUS === 'Running' && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
bot.SESSION_STATUS = 'Stopped'
}
TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(bot.SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
/* Checking if we should process this loop or not.*/
if (bot.STOP_SESSION === true) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Waiting for " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run."); }
TaskServer/ReinforcementLearning/LearningProcess.js
+12 -12
View File
@@ -103,7 +103,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
This variable tell us which day we are standing at, specially while working
with Daily Files. From this Date is that we are going to load the Daily Files.
*/
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime).valueOf()
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -199,7 +199,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
/*
If for any reason the session was stopped, we will break this loop and exit the process.
*/
if (bot.STOP_SESSION === true) { break }
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) { break }
/*
When we get to the end of the market, we need to break this process loop in order
to let time pass, new information be collected from the exchange, new data built
@@ -219,7 +219,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE)
function checkThereAreCandles(chart) {
let sessionParameters = bot.TRADING_SESSION.tradingParameters
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
let candles = chart[propertyName].candles
@@ -236,7 +236,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
let statusReport;
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
@@ -371,7 +371,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
dataFiles = new Map();
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
}
@@ -384,7 +384,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -431,8 +431,8 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
let dataRecord = dataFile[i]
let begin = dataRecord[beginIndex]
let end = dataRecord[endIndex]
if (end + timeFrame < bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime) { continue }
if (end + timeFrame < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
return result
@@ -468,7 +468,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
}
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1];
}
@@ -488,7 +488,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -543,7 +543,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
function checkStopProcessing() {
/* Validation that we dont need to stop. */
if (bot.STOP_SESSION === true) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
return false
}
}
@@ -728,7 +728,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
function checkIfSessionMustStop() {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
/*
Backtests needs only one execution of this process to complete.
*/
TaskServer/SocialBots.js
+17 -17
View File
@@ -1,4 +1,4 @@
exports.newSocialBots = function newSocialBots(bot, logger) {
exports.newSocialBots = function (processIndex, bot, logger) {
const MODULE_NAME = 'Social Bots'
@@ -13,10 +13,10 @@ exports.newSocialBots = function newSocialBots(bot, logger) {
return thisObject
function initialize() {
if (bot.TRADING_SESSION.socialBots !== undefined) {
if (bot.TRADING_SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.TRADING_SESSION.socialBots.bots.length; i++) {
let socialBot = bot.TRADING_SESSION.socialBots.bots[i]
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
let config = socialBot.config
socialBot.botInstance = TELEGRAM_BOT_MODULE.newTelegramBot(bot, logger)
@@ -26,9 +26,9 @@ exports.newSocialBots = function newSocialBots(bot, logger) {
}
function announce(text) {
if (bot.TRADING_SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.TRADING_SESSION.socialBots.bots.length; i++) {
let socialBot = bot.TRADING_SESSION.socialBots.bots[i]
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots[i]
try {
if (socialBot.type === "Telegram Bot") {
socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, text).catch(err => logger.write(MODULE_NAME, "[WARN] initialize -> initializeSocialBots -> announce -> Telegram API error -> err = " + err))
@@ -40,15 +40,15 @@ exports.newSocialBots = function newSocialBots(bot, logger) {
}
}
bot.TRADING_SESSION.socialBots.announce = announce
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.announce = announce
}
}
function finalize() {
if (bot.TRADING_SESSION.socialBots === undefined) { return }
if (bot.TRADING_SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.TRADING_SESSION.socialBots.bots.length; i++) {
let socialBot = bot.TRADING_SESSION.socialBots.bots[i]
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots === undefined) { return }
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
socialBot.botInstance.finalize()
}
@@ -57,10 +57,10 @@ exports.newSocialBots = function newSocialBots(bot, logger) {
}
function sendMessage(message) {
if (bot.TRADING_SESSION.socialBots !== undefined) {
if (bot.TRADING_SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.TRADING_SESSION.socialBots.bots.length; i++) {
let socialBot = bot.TRADING_SESSION.socialBots.bots[i]
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
socialBot.botInstance.sendMessage(message)
}
TaskServer/StatusReport.js
+2 -2
View File
@@ -102,7 +102,7 @@
}
}
if (bot.TRADING_SESSION !== undefined && statusDependencyNode.bottype === "Trading Bot") {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE !== undefined && statusDependencyNode.bottype === "Trading Bot") {
sessionPath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/"
}
@@ -274,7 +274,7 @@
On the contraty, if we are running a Sensor bot or an Indicator bot, we might, if necesary, use a previous version of a Status Report since
there will be no big impact, just some reprocessing.
*/
if (bot.TRADING_SESSION !== undefined || bot.LEARNING_SESSION !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE !== undefined || bot.LEARNING_SESSION !== undefined) {
canUserPrevious = false
} else {
canUserPrevious = true
TaskServer/TradingBot.js
+8 -8
View File
@@ -42,7 +42,7 @@
function run(callBackFunction) {
try {
/* Some initial values*/
bot.STOP_SESSION = true;
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true;
parentLogger.write(MODULE_NAME, '[IMPORTANT] run -> Stopping the Session now. ')
/* Heartbeats sent to the UI */
@@ -91,18 +91,18 @@
logger.newMainLoop()
/* Checking if we need to need to emit any event */
if (bot.TRADING_SESSION_STATUS === 'Idle' && bot.STOP_SESSION === false) {
if (bot.TRADING_SESSION_STATUS === 'Idle' && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === false) {
bot.TRADING_SESSION_STATUS = 'Running'
}
if (bot.TRADING_SESSION_STATUS === 'Running' && bot.STOP_SESSION === true) {
if (bot.TRADING_SESSION_STATUS === 'Running' && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
bot.TRADING_SESSION_STATUS = 'Stopped'
}
TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(bot.TRADING_SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
/* Checking if we should process this loop or not.*/
if (bot.STOP_SESSION === true) {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
logger.write(MODULE_NAME, "[INFO] run -> loop -> Waiting for " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run.")
@@ -555,17 +555,17 @@
if (processConfig.waitsForExecutionFinishedEvent === true) {
waitTime = 0
} else {
switch (bot.TRADING_SESSION.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
case 'Live Trading Session': {
waitTime = bot.TRADING_SESSION.tradingParameters.timeFrame.config.value
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value
break
}
case 'Fordward Tessting Session': {
waitTime = bot.TRADING_SESSION.tradingParameters.timeFrame.config.value
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value
break
}
case 'Paper Trading Session': {
waitTime = bot.TRADING_SESSION.tradingParameters.timeFrame.config.value
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value
break
}
case 'Backtesting Session': {
TaskServer/TradingSession.js
+70 -70
View File
@@ -7,7 +7,7 @@
}
const SOCIAL_BOTS_MODULE = require('./SocialBots.js')
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE = SOCIAL_BOTS_MODULE.newSocialBots(bot, parentLogger)
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE = SOCIAL_BOTS_MODULE.newSocialBots(processIndex, bot, parentLogger)
return thisObject;
@@ -79,10 +79,10 @@
return
}
/* We are going to run the Definition comming at the event. */
/* We are going to initialize here these constants whose values are comming at the event. */
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SYSTEM_NODE = JSON.parse(message.event.tradingSystem)
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_NODE = JSON.parse(message.event.tradingEngine)
bot.TRADING_SESSION = JSON.parse(message.event.session)
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE = JSON.parse(message.event.session)
bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
bot.RESUME = false
bot.FIRST_EXECUTION = true
@@ -95,7 +95,7 @@
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.initialize()
let allGood
switch (bot.TRADING_SESSION.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
case 'Backtesting Session': {
allGood = startBackTesting(message)
break
@@ -115,13 +115,13 @@
}
if (allGood === true) {
bot.TRADING_SESSION_STATUS = 'Idle'
bot.STOP_SESSION = false
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false
} else {
bot.STOP_SESSION = true
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true
parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRun -> Stopping the Session now. ')
}
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(bot.TRADING_SESSION.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is starting.")
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).TRADING_SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is starting.")
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionRun -> err = " + err.stack);
}
@@ -145,9 +145,9 @@
}
bot.RESUME = true
bot.STOP_SESSION = false
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.TRADING_SESSION.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is resuming.")
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).TRADING_SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is resuming.")
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionResume -> err = " + err.stack);
}
@@ -160,8 +160,8 @@
Set the folderName for logging, reports, context and data output
*/
let config
if (bot.TRADING_SESSION.config !== undefined) {
config = bot.TRADING_SESSION.config
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config !== undefined) {
config = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config
if (config.folderName === undefined) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.id
} else {
@@ -176,16 +176,16 @@
non critical is missing, we complete it with a default value.
*/
if (bot.TRADING_SESSION.tradingParameters === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters === undefined) {
let errorMessage = "Session Node with no Parameters."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE, errorMessage, parentLogger)
return false
}
/* Time Range */
if (bot.TRADING_SESSION.tradingParameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
bot.TRADING_SESSION.tradingParameters.timeRange = {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange = {
name: 'Missing Time Range',
type: 'Time Range',
config: {
@@ -195,18 +195,18 @@
}
} else {
/* Check that we received valid dates */
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (isNaN(new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
}
if (isNaN(new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime)).valueOf()) {
if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
}
@@ -215,7 +215,7 @@
let today = (new Date()).valueOf()
let aYearAgo = today - TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
let aYearFromNow = today + TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
switch (bot.TRADING_SESSION.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
case 'Backtesting Session': {
useDefaultDatetimes(aYearAgo, today)
break
@@ -241,81 +241,81 @@
*/
/* Initial Datetime */
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime === undefined) {
bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = initialDefault
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime === undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = initialDefault
} else {
bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()
}
} else {
/* Non backtest session can start from the past only if explicitly configured that way */
if (bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime === undefined || bot.TRADING_SESSION.tradingParameters.timeRange.config.allowStartingFromThePast !== true) {
bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = initialDefault
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime === undefined || TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.allowStartingFromThePast !== true) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = initialDefault
} else {
bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()
}
}
/* Final Datetime */
if (bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime === undefined) {
bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime = finalDefault
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime === undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime = finalDefault
} else {
bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime)).valueOf()
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime)).valueOf()
}
}
/* Time Frame */
if (bot.TRADING_SESSION.tradingParameters.timeFrame === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame === undefined) {
let errorMessage = "Session Parameters Node with no Time Frame."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === undefined) {
let errorMessage = "Session Parameters Node with no Time Frame Label configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters.timeFrame, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame, errorMessage, parentLogger)
return false
}
bot.TRADING_SESSION.tradingParameters.timeFrame.config.value = getTimeFrameFromLabel(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label)
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.value === undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value = getTimeFrameFromLabel(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value === undefined) {
let errorMessage = "Config error: label value not recognized. Try 01-min or 01-hs for example."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters.timeFrame, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame, errorMessage, parentLogger)
return false
}
/* Session Base Asset */
if (bot.TRADING_SESSION.tradingParameters.sessionBaseAsset === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset === undefined) {
let errorMessage = "Session Parameters Node with no Session Base Asset."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
if (bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.initialBalance === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance === undefined) {
let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters.sessionBaseAsset, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset, errorMessage, parentLogger)
return false
}
/* Session Quoted Asset */
if (bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset === undefined) {
let errorMessage = "Session Parameters Node with no Session Quoted Asset."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
if (bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.initialBalance === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance === undefined) {
let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset, errorMessage, parentLogger)
return false
}
/* Slippage */
if (bot.TRADING_SESSION.tradingParameters.slippage === undefined) { // if the Slippage is missing we create a default one.
bot.TRADING_SESSION.tradingParameters.slippage = {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage === undefined) { // if the Slippage is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage = {
name: 'Missing Slippage',
type: 'Slippage',
config: {
@@ -325,19 +325,19 @@
}
}
}
if (bot.TRADING_SESSION.tradingParameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
bot.TRADING_SESSION.tradingParameters.slippage.config.marketOrderRate = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.marketOrderRate = 0
}
if (bot.TRADING_SESSION.tradingParameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
bot.TRADING_SESSION.tradingParameters.slippage.config.stopLoss = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.stopLoss = 0
}
if (bot.TRADING_SESSION.tradingParameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
bot.TRADING_SESSION.tradingParameters.slippage.config.takeProfit = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.takeProfit = 0
}
/* Fee Structure */
if (bot.TRADING_SESSION.tradingParameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
bot.TRADING_SESSION.tradingParameters.feeStructure = {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure = {
name: 'Missing Fee Structure',
type: 'Fee Structure',
config: {
@@ -346,11 +346,11 @@
}
}
}
if (bot.TRADING_SESSION.tradingParameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
bot.TRADING_SESSION.tradingParameters.feeStructure.config.maker = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure.config.maker = 0
}
if (bot.TRADING_SESSION.tradingParameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
bot.TRADING_SESSION.tradingParameters.feeStructure.config.taker = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure.config.taker = 0
}
return true
@@ -398,20 +398,20 @@
/* Reduce the balance */
let balancePercentage = 1 // This is the default value
if (bot.TRADING_SESSION.config.balancePercentage !== undefined) {
balancePercentage = bot.TRADING_SESSION.config.balancePercentage
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config.balancePercentage !== undefined) {
balancePercentage = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config.balancePercentage
}
bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.initialBalance = bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.initialBalance = bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.minimumBalance = bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.minimumBalance = bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.minimumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.minimumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.maximumBalance = bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.maximumBalance = bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.maximumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.maximumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
pProcessConfig.normalWaitTime = bot.TRADING_SESSION.tradingParameters.timeFrame.config.value
pProcessConfig.normalWaitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value
return true
}
@@ -451,7 +451,7 @@
global.EVENT_SERVER_CLIENT_MODULE.raiseEvent(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, 'Heartbeat', event)
if (TS.projects.superalgos.globals.taskVariables.IS_TASK_STOPPING === true) {
bot.STOP_SESSION = true
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true
parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionHeartBeat -> Stopping the Session now. ')
}
}