SESSION NODE implemented
This commit is contained in:
Luis Fernando Molina committed
1 parent
fd90543063
commit
6b24b14286
24 files changed
+178
-171
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@@ -7,7 +7,7 @@
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}
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const SOCIAL_BOTS_MODULE = require('./SocialBots.js')
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE = SOCIAL_BOTS_MODULE.newSocialBots(bot, parentLogger)
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE = SOCIAL_BOTS_MODULE.newSocialBots(processIndex, bot, parentLogger)
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return thisObject;
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@@ -79,10 +79,10 @@
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return
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}
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/* We are going to run the Definition comming at the event. */
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/* We are going to initialize here these constants whose values are comming at the event. */
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TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SYSTEM_NODE = JSON.parse(message.event.tradingSystem)
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TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_NODE = JSON.parse(message.event.tradingEngine)
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bot.TRADING_SESSION = JSON.parse(message.event.session)
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TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE = JSON.parse(message.event.session)
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bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
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bot.RESUME = false
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bot.FIRST_EXECUTION = true
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@@ -95,7 +95,7 @@
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.initialize()
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let allGood
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switch (bot.TRADING_SESSION.type) {
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switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
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case 'Backtesting Session': {
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allGood = startBackTesting(message)
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break
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@@ -115,13 +115,13 @@
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}
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if (allGood === true) {
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bot.TRADING_SESSION_STATUS = 'Idle'
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bot.STOP_SESSION = false
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false
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} else {
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bot.STOP_SESSION = true
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true
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parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRun -> Stopping the Session now. ')
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}
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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.")
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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.")
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionRun -> err = " + err.stack);
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}
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@@ -145,9 +145,9 @@
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}
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bot.RESUME = true
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bot.STOP_SESSION = false
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false
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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.")
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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.")
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionResume -> err = " + err.stack);
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}
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@@ -160,8 +160,8 @@
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Set the folderName for logging, reports, context and data output
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*/
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let config
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if (bot.TRADING_SESSION.config !== undefined) {
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config = bot.TRADING_SESSION.config
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config !== undefined) {
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config = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config
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if (config.folderName === undefined) {
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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
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} else {
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@@ -176,16 +176,16 @@
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non critical is missing, we complete it with a default value.
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*/
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if (bot.TRADING_SESSION.tradingParameters === undefined) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters === undefined) {
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let errorMessage = "Session Node with no Parameters."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION, errorMessage, parentLogger)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE, errorMessage, parentLogger)
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return false
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}
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/* Time Range */
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if (bot.TRADING_SESSION.tradingParameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.timeRange = {
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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.
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TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange = {
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name: 'Missing Time Range',
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type: 'Time Range',
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config: {
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@@ -195,18 +195,18 @@
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}
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} else {
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/* Check that we received valid dates */
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if (bot.TRADING_SESSION.type === 'Backtesting Session') {
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if (isNaN(new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
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if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()) {
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let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
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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)
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return false
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}
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}
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if (isNaN(new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime)).valueOf()) {
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if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime)).valueOf()) {
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let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
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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)
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return false
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}
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}
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@@ -215,7 +215,7 @@
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let today = (new Date()).valueOf()
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let aYearAgo = today - TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
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let aYearFromNow = today + TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
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switch (bot.TRADING_SESSION.type) {
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switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
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case 'Backtesting Session': {
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useDefaultDatetimes(aYearAgo, today)
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break
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@@ -241,81 +241,81 @@
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*/
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/* Initial Datetime */
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if (bot.TRADING_SESSION.type === 'Backtesting Session') {
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if (bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime === undefined) {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = initialDefault
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime === undefined) {
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TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = initialDefault
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} else {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()
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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()
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}
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} else {
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/* Non backtest session can start from the past only if explicitly configured that way */
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if (bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime === undefined || bot.TRADING_SESSION.tradingParameters.timeRange.config.allowStartingFromThePast !== true) {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = initialDefault
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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) {
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TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = initialDefault
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} else {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()
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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()
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}
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}
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/* Final Datetime */
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if (bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime === undefined) {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime = finalDefault
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime === undefined) {
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TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime = finalDefault
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} else {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime)).valueOf()
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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()
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}
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}
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/* Time Frame */
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if (bot.TRADING_SESSION.tradingParameters.timeFrame === undefined) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame === undefined) {
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let errorMessage = "Session Parameters Node with no Time Frame."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
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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)
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return false
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}
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if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === undefined) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === undefined) {
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let errorMessage = "Session Parameters Node with no Time Frame Label configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters.timeFrame, errorMessage, parentLogger)
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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)
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return false
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}
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bot.TRADING_SESSION.tradingParameters.timeFrame.config.value = getTimeFrameFromLabel(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label)
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if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.value === undefined) {
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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)
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value === undefined) {
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let errorMessage = "Config error: label value not recognized. Try 01-min or 01-hs for example."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters.timeFrame, errorMessage, parentLogger)
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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)
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return false
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}
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/* Session Base Asset */
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if (bot.TRADING_SESSION.tradingParameters.sessionBaseAsset === undefined) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset === undefined) {
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let errorMessage = "Session Parameters Node with no Session Base Asset."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
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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)
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return false
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}
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if (bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.initialBalance === undefined) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance === undefined) {
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let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters.sessionBaseAsset, errorMessage, parentLogger)
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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)
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return false
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}
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/* Session Quoted Asset */
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if (bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset === undefined) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset === undefined) {
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let errorMessage = "Session Parameters Node with no Session Quoted Asset."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters, errorMessage, parentLogger)
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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)
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return false
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}
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if (bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.initialBalance === undefined) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance === undefined) {
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let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset, errorMessage, parentLogger)
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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)
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return false
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}
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/* Slippage */
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if (bot.TRADING_SESSION.tradingParameters.slippage === undefined) { // if the Slippage is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.slippage = {
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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.
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TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage = {
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name: 'Missing Slippage',
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type: 'Slippage',
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config: {
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@@ -325,19 +325,19 @@
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}
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}
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}
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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. ')
|
||||
}
|
||||
}
|
||||
|
||||
Reference in new issue
Block a user