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Removing the code of commons and bot from project

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This commit is contained in:
Luis Fernando Molina committed 2019-08-24 17:23:48 +02:00
1 parent 5960a9fc5a
commit 73b3685fe1
6 files changed
+15 -3667
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Commons.js
-2976
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File diff suppressed because it is too large. Load diff
Integrations/Strategy.js → Integrations/Definition.js
+7 -7
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@@ -3,9 +3,9 @@ let fs = require('fs')
const { promisify } = require('util')
const readFileAsync = promisify(fs.readFile)
exports.getStrategy = async function () {
exports.getDefinition = async function () {
try {
if (!global.STRATEGY) {
if (!global.DEFINITION) {
let executionOnCloud = false
if (process.env.ON_CLOUD !== undefined) {
executionOnCloud = JSON.parse(process.env.ON_CLOUD)
@@ -36,16 +36,16 @@ exports.getStrategy = async function () {
throw new Error(strategizerResponse.data.errors[0].message)
}
global.STRATEGY = strategizerResponse.data.data.strategizer_TradingSystemByFb.data
global.DEFINITION = strategizerResponse.data.data.strategizer_TradingSystemByFb.data
} else {
let fileLocation = process.env.INTER_PROCESS_FILES_PATH + '/definition.json'
let strategy = await readFileAsync(fileLocation, { encoding: 'utf8' })
global.STRATEGY = JSON.parse(strategy)
let definition = readFile(fileLocation, { encoding: 'utf8' })
global.DEFINITION = JSON.parse(definition)
}
}
return global.STRATEGY
return global.DEFINITION
} catch (error) {
throw new Error('There has been an error getting the strategy: ', JSON.stringify(error))
throw new Error('There has been an error getting the definition: ', JSON.stringify(error))
}
}
Project.njsproj
+1 -1
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@@ -26,7 +26,7 @@
</Compile>
<Compile Include="Integrations\Ecosystem.js" />
<Compile Include="Integrations\FileStorage.js" />
<Compile Include="Integrations\Strategy.js" />
<Compile Include="Integrations\Definition.js" />
<Compile Include="MultiPeriodDaily.js">
<SubType>Code</SubType>
</Compile>
Run.js
+3 -7
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@@ -1,5 +1,7 @@
require('dotenv').config();
const strategy = require('./Integrations/Strategy');
global.DEFINITION = require(process.env.INTER_PROCESS_FILES_PATH + '/Definition');
const definition = global.DEFINITION
const path = require('path');
global.SHALL_BOT_STOP = false
@@ -75,9 +77,6 @@ async function sequenceExecution(currentStep) {
execution.exchangeName ? global.EXCHANGE_NAME = execution.exchangeName : undefined;
const definition = await strategy.getStrategy();
if (definition) {
if (definition.personalData) {
if (definition.personalData.exchangeAccounts) {
@@ -133,9 +132,6 @@ async function readExecutionConfiguration(execution) {
let timePeriodFilter
let botProcess
/* Try to get the begin and end dates from the Definition */
let definition = await strategy.getStrategy()
/* Dates are taken initially from .env, but can be overwritten if they are defined by the user */
let initialDatetime = process.env.BEGIN_DATE_TIME
let finalDatetime = process.env.END_DATE_TIME
TradingEngineProcessMainLoop.js
+4 -2
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@@ -11,6 +11,7 @@
const MULTI_PERIOD_MARKET = require(ROOT_DIR + 'MultiPeriodMarket');
const MULTI_PERIOD_DAILY = require(ROOT_DIR + 'MultiPeriodDaily');
const FILE_STORAGE = require('./Integrations/FileStorage.js');
let fileStorage = FILE_STORAGE.newFileStorage(parentLogger);
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
@@ -54,7 +55,7 @@
}
USER_BOT_MODULE = {}
USER_BOT_MODULE.newUserBot = require(ROOT_DIR + 'User.Bot').newUserBot // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
USER_BOT_MODULE.newUserBot = require(process.env.BOTS_PATH + '/aamasters/AAMasters/bots/AAJason-Trading-Engine-Bot/Multi-Period-Daily/User.Bot').newUserBot // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
//USER_BOT_MODULE.newUserBot = eval(text); // Use this for production
filePath = global.DEV_TEAM + "/" + "bots" + "/" + bot.repo;
@@ -69,8 +70,9 @@
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
}
COMMONS_MODULE = {}
COMMONS_MODULE.newCommons = require(ROOT_DIR + 'Commons').newCommons // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
COMMONS_MODULE.newCommons = require(process.env.BOTS_PATH + '/aamasters/AAMasters/bots/AAJason-Trading-Engine-Bot/Commons').newCommons // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
//COMMONS_MODULE.newCommons = eval(text); // Use this for production
callBackFunction(global.DEFAULT_OK_RESPONSE);
User.Bot.js
-674
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@@ -1,674 +0,0 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const MODULE_NAME = "User Bot";
const EXECUTION_FOLDER_NAME = "Trading-Execution";
const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
const CONDITIONS_FOLDER_NAME = "Simulation-Conditions";
const STRATEGIES_FOLDER_NAME = "Simulation-Strategies";
const TRADES_FOLDER_NAME = "Simulation-Trades";
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
const commons = COMMONS.newCommons(bot, logger, UTILITIES);
thisObject = {
initialize: initialize,
start: start
};
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let dataDependencies;
let assistant;
return thisObject;
function initialize(pDataDependencies, callBackFunction, pAssistant) {
try {
logger.fileName = MODULE_NAME;
logger.initialize();
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
dataDependencies = pDataDependencies;
assistant = pAssistant;
callBackFunction(global.DEFAULT_OK_RESPONSE);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function start(dataFiles, timePeriod, outputPeriodLabel, currentDay, startDate, endDate, interExecutionMemory, callBackFunction) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let market = global.MARKET;
let dataFile;
let recordsArray
let conditionsArray
let strategiesArray
let tradesArray
let lastObjectsArray
let tradingSystem = {};
commons.initializeData();
for (let i = 0; i < dataDependencies.config.length; i++) {
let dependency = dataDependencies.config[i];
dataFile = dataFiles[i];
switch (i) {
/*
case 0: {
commons.buildLRC(dataFile, callBackFunction);
break;
}*/
case 0: {
commons.buildPercentageBandwidthMap(dataFile, callBackFunction);
break;
}
case 1: {
commons.buildBollingerBandsMap(dataFile, callBackFunction);
break;
}
case 2: {
commons.buildBollingerChannelsArray(dataFile, callBackFunction);
break;
}
case 3: {
commons.buildBollingerSubChannelsArray(dataFile, callBackFunction);
break;
}
case 4: {
commons.buildCandles(dataFile, callBackFunction);
break;
}
}
}
commons.runSimulation(
timePeriod,
currentDay,
startDate,
endDate,
interExecutionMemory,
assistant,
writeFiles,
callBackFunction)
function writeFiles(pTradingSystem, pExecutionArray, pRecordsArray, pConditionsArray, pStrategiesArray, pTradesArray, pLastObjectsArray) {
tradingSystem = pTradingSystem
executionArray = pExecutionArray
recordsArray = pRecordsArray
conditionsArray = pConditionsArray
strategiesArray = pStrategiesArray
tradesArray = pTradesArray
lastObjectsArray = pLastObjectsArray
writeExecutionFile()
}
function writeExecutionFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < executionArray.length; i++) {
let record = executionArray[i];
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
JSON.stringify(record.executionRecord) + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + EXECUTION_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeFinalResults();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeFinalResults() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFinalResults -> Entering function."); }
if ( // We only write this file if we are at the head of the market.
Math.trunc(currentDay.valueOf() / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS
!==
Math.trunc((new Date()).valueOf() / ONE_DAY_IN_MILISECONDS) * ONE_DAY_IN_MILISECONDS
) {
writeRecordsFile();
return;
}
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < recordsArray.length; i++) {
let record = recordsArray[i];
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.type + "," +
record.marketRate + "," +
record.amount + "," +
record.balanceA + "," +
record.balanceB + "," +
record.profit + "," +
record.lastTradeProfitLoss + "," +
record.stopLoss + "," +
record.roundtrips + "," +
record.hits + "," +
record.fails + "," +
record.hitRatio + "," +
record.ROI + "," +
record.periods + "," +
record.days + "," +
record.anualizedRateOfReturn + "," +
record.positionRate + "," +
record.lastTradeROI + "," +
record.strategy + "," +
record.strategyStageNumber + "," +
record.takeProfit + "," +
record.stopLossPhase + "," +
record.takeProfitPhase + "," +
JSON.stringify(record.executionRecord) + "," +
record.positionSize + "," +
record.initialBalanceA + "," +
record.minimumBalanceA + "," +
record.maximumBalanceA + "," +
record.initialBalanceB + "," +
record.minimumBalanceB + "," +
record.maximumBalanceB + "," +
record.baseAsset + "," +
record.positionPeriods + "," +
record.positionDays + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFinalResults -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFinalResults -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFinalResults -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeFinalResults -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeFinalResults -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeRecordsFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFinalResults -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeFinalResults -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeRecordsFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < recordsArray.length; i++) {
let record = recordsArray[i];
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.type + "," +
record.marketRate + "," +
record.amount + "," +
record.balanceA + "," +
record.balanceB + "," +
record.profit + "," +
record.lastTradeProfitLoss + "," +
record.stopLoss + "," +
record.roundtrips + "," +
record.hits + "," +
record.fails + "," +
record.hitRatio + "," +
record.ROI + "," +
record.periods + "," +
record.days + "," +
record.anualizedRateOfReturn + "," +
record.positionRate + "," +
record.lastTradeROI + "," +
record.strategy + "," +
record.strategyStageNumber + "," +
record.takeProfit + "," +
record.stopLossPhase + "," +
record.takeProfitPhase + "," +
JSON.stringify(record.executionRecord) + "," +
record.positionSize + "," +
record.initialBalanceA + "," +
record.minimumBalanceA + "," +
record.maximumBalanceA + "," +
record.initialBalanceB + "," +
record.minimumBalanceB + "," +
record.maximumBalanceB + "," +
record.baseAsset + "," +
record.positionPeriods + "," +
record.positionDays + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeConditionsFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeConditionsFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < conditionsArray.length; i++) {
let record = conditionsArray[i];
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
let conditions = "";
let conditionsSeparator = "";
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
for (let j = 0; j < record.length - 3; j++) {
conditions = conditions + conditionsSeparator + record[j];
if (conditionsSeparator === "") { conditionsSeparator = ","; }
}
conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
fileContent = fileContent + separator + '[' + conditions + ']';
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
fileContent = "[" + JSON.stringify(tradingSystem) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeStrategiesFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeStrategiesFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < strategiesArray.length; i++) {
let record = strategiesArray[i];
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
at the current date. */
if (record.end < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.status + "," +
record.number + "," +
record.beginRate + "," +
record.endRate + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeTradesFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeTradesFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < tradesArray.length; i++) {
let record = tradesArray[i];
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
at the current date. */
if (record.end < currentDay.valueOf()) { continue; }
if (record.stopRate === undefined) { record.stopRate = 0}
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.status + "," +
record.lastTradeROI + "," +
record.beginRate + "," +
record.endRate + "," +
record.exitType + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
callBackFunction(global.DEFAULT_OK_RESPONSE);
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};