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SESSION NODE implemented

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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/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.
*/