Data Dependencies and Dataset implementation done

Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js

@@ -400,7 +400,12 @@
                             continue
                         }
 
-                        if (dataDependenciesModule.isItAChartDepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
+                        if (dataDependenciesModule.filters.timeFrames.get(datasetModule.exchange, datasetModule.market, datasetModule.product, timeFrameLabel) !== true) {
+                            /*
+                            If we can not find the current data set is used at the current time 
+                            frame we will skip this file, unless we are in the only special 
+                            case that we are retrieving candles.
+                            */
                             if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
                                 continue
                             }

Projects/Superalgos/TS/Process-Modules/DataDependencies.js

@@ -29,18 +29,14 @@
     }
 
     thisObject.filters = {
-        chart: {
-            list: new Map(),
-            products: new Map()
-        },
         market: {
-            list: new Map(),
-            products: new Map()
+            list: new Map()
         },
         exchange: {
             list: new Map(),
             markets: new Map(),
-            products: new Map()
+            products: new Map(),
+            timeFrames: new Map()
         }
     }
 
@@ -88,15 +84,12 @@
                 these maps in an Array format, and here we will just convert them to Maps, 
                 that is how we need them.
                 */
-                arrayToMap(receivedDependencyFilters.chart.list, thisObject.filters.chart.list)
-                arrayToMap(receivedDependencyFilters.chart.products, thisObject.filters.chart.products)
-
                 arrayToMap(receivedDependencyFilters.market.list, thisObject.filters.market.list)
-                arrayToMap(receivedDependencyFilters.market.products, thisObject.filters.market.products)
 
                 arrayToMap(receivedDependencyFilters.exchange.list, thisObject.filters.exchange.list)
                 arrayToMap(receivedDependencyFilters.exchange.markets, thisObject.filters.exchange.markets)
                 arrayToMap(receivedDependencyFilters.exchange.products, thisObject.filters.exchange.products)
+                arrayToMap(receivedDependencyFilters.exchange.timeFrames, thisObject.filters.exchange.timeFrames)
 
                 function arrayToMap(array, map) {
                     for (let i = 0; i < array.length; i++) {
@@ -168,32 +161,36 @@
             function addDataSets(exchange, market) {
                 for (let i = 0; i < thisObject.curatedDependencyNodeArray.length; i++) {
 
+                    let dataDependency = thisObject.curatedDependencyNodeArray[i]
+
                     if (receivedDependencyFilters !== undefined) {
                         /*
                         If we received a Dependency Filter from the UI, we will make these excta checks
                         before instantiating a Data Set Module.
                         */
-                        if (exchange === defaultExchange && market === defautMarket) {
-
+                        if (dataDependency.referenceParent === undefined) {
+                            continue
                         }
-
-                        // Validaciones para llegar hasta el producto: datasetModule.node.parentNode.config.singularVariableName
-                        // Que el producto este en el filtro
-                        // Necesito un filtro exchange mercado producto que venga desde la UI
-                        // Para eso la funcion que los arma tiene que saber cual es el default Exchange y el Defautl market.
-                        // Quizas vuele el concepto de filtro de chart , de market y de exchange separados
-
-                        // dentro del dataset que se valide que el network node que llega hasta el producto pase por el market y exchange
-
-                        if (thisObject.filters.exchange.markets.get(exchange + '-' + market) === true) {
-                            addDataSets(exchange, market)
+                        if (dataDependency.referenceParent.parentNode === undefined) {
+                            continue
                         }
+                        if (dataDependency.referenceParent.parentNode.config.singularVariableName === undefined) {
+                            continue
+                        }
+                        /*
+                        This is the product related to this Data Dependency, as the user would type it 
+                        at a Condition or Formula and appear at the UI provided filter.
+                        */
+                        let product = dataDependency.referenceParent.parentNode.config.singularVariableName
+
+                        if (thisObject.filters.products.get(exchange + '-' + market + '-' + product) !== true) {
+                            continue
+                        }
+                        addDataSets(exchange, market)
                     }
 
-
-                    
                     let dataSetModule = TS.projects.superalgos.processModules.dataset.newSuperalgosProcessModulesDataset(processIndex)
-                    dataSetModule.initialize(exchange, market, thisObject.curatedDependencyNodeArray[i], onInitilized)
+                    dataSetModule.initialize(exchange, market, dataDependency, onInitilized)
 
                     function onInitilized(err, wasInitialized) {
 

Projects/Superalgos/TS/Process-Modules/Dataset.js

@@ -11,6 +11,7 @@ exports.newSuperalgosProcessModulesDataset = function (processIndex) {
         networkNode: undefined,
         exchange: undefined,
         market: undefined,
+        product: undefined,
         initialize: initialize,
         finalize: finalize,
         getTextFile: getTextFile,
@@ -81,6 +82,7 @@ exports.newSuperalgosProcessModulesDataset = function (processIndex) {
             /* Now we will see where do we need to fetch this data from. */
             let network = TS.projects.superalgos.globals.taskConstants.NETWORK_NODE
             let productDefinition = thisObject.node.parentNode
+            thisObject.product = productDefinition.config.singularVariableName
 
             /* 
             We will find the networkNode that leads to this Product Definition 

Projects/Superalgos/UI/Function-Libraries/DependenciesFilter.js

@@ -18,34 +18,27 @@ function newSuperalgosFunctionLibraryDependenciesFilter() {
 
     return thisObject
 
-    function createDependencyFilter(node) {
+    function createDependencyFilter(tradingSystem, defaultExchange, defaultMarket) {
         let filters = {
-            chart: {
-                list: new Map(),
-                products: new Map()
-            },
             market: {
-                list: new Map(),
-                products: new Map()
+                list: new Map()
             },
             exchange: {
                 list: new Map(),
                 markets: new Map(),
-                products: new Map()
+                products: new Map(),
+                timeFrames: new Map()
             }
         }
-        recursiveFilter(node)
+        recursiveFilter(tradingSystem)
 
         /* Transform the Map into arrays */
-        filters.chart.list = Array.from(filters.chart.list.keys())
-        filters.chart.products = Array.from(filters.chart.products.keys())
-
         filters.market.list = Array.from(filters.market.list.keys())
-        filters.market.products = Array.from(filters.market.products.keys())
 
         filters.exchange.list = Array.from(filters.exchange.list.keys())
         filters.exchange.markets = Array.from(filters.exchange.markets.keys())
         filters.exchange.products = Array.from(filters.exchange.products.keys())
+        filters.exchange.timeFrames = Array.from(filters.exchange.timeFrames.keys())
 
         return filters
 
@@ -124,8 +117,12 @@ function newSuperalgosFunctionLibraryDependenciesFilter() {
                     if (timeFrame !== 'atAnyTimeFrame') {
                         timeFrame = timeFrame.substring(2, 4) + '-' + timeFrame.substring(4, 7)
                     }
-                    filters.chart.products.set(timeFrame + '-' + product, true)
-                    filters.chart.list.set(timeFrame, true)
+                    filters.market.list.set(defaultMarket, true)
+
+                    filters.exchange.timeFrames.set(defaultExchange + '-' + defaultMarket + '-' + product + '-' + timeFrame, true)
+                    filters.exchange.products.set(defaultExchange + '-' + defaultMarket + '-' + product, true)
+                    filters.exchange.markets.set(defaultExchange + '-' + defaultMarket, true)
+                    filters.exchange.list.set(defaultExchange, true)
                 }
                 /*
                 The second kind of instruction we will handle are the ones
@@ -144,8 +141,12 @@ function newSuperalgosFunctionLibraryDependenciesFilter() {
                     if (timeFrame !== 'atAnyTimeFrame') {
                         timeFrame = timeFrame.substring(2, 4) + '-' + timeFrame.substring(4, 7)
                     }
-                    filters.market.products.set(baseAsset + '-' + quotedAsset + '-' + timeFrame + '-' + product, true)
                     filters.market.list.set(baseAsset + '-' + quotedAsset, true)
+
+                    filters.exchange.timeFrames.set(defaultExchange + '-' + baseAsset + '-' + quotedAsset + '-' + product + '-' + timeFrame, true)
+                    filters.exchange.products.set(defaultExchange + '-' + baseAsset + '-' + quotedAsset + '-' + product, true)
+                    filters.exchange.markets.set(defaultExchange + '-' + baseAsset + '-' + quotedAsset, true)
+                    filters.exchange.list.set(defaultExchange, true)
                 }
                 /*
                 The third kind of instruction we will handle are the ones
@@ -165,7 +166,10 @@ function newSuperalgosFunctionLibraryDependenciesFilter() {
                     if (timeFrame !== 'atAnyTimeFrame') {
                         timeFrame = timeFrame.substring(2, 4) + '-' + timeFrame.substring(4, 7)
                     }
-                    filters.exchange.products.set(exchange + '-' + baseAsset + '-' + quotedAsset + '-' + timeFrame + '-' + product, true)
+                    filters.market.list.set(baseAsset + '-' + quotedAsset, true)
+
+                    filters.exchange.timeFrames.set(exchange + '-' + baseAsset + '-' + quotedAsset + '-' + product + '-' + timeFrame, true)
+                    filters.exchange.products.set(exchange + '-' + baseAsset + '-' + quotedAsset + '-' + product, true)
                     filters.exchange.markets.set(exchange + '-' + baseAsset + '-' + quotedAsset, true)
                     filters.exchange.list.set(exchange, true)
                 }

Projects/Superalgos/UI/Function-Libraries/TradingSessionFunctions.js

@@ -1,6 +1,6 @@
 function newSuperalgosFunctionLibraryTradingSessionFunctions() {
     thisObject = {
-        syncronizeSessionWithBackEnd: syncronizeSessionWithBackEnd, 
+        syncronizeSessionWithBackEnd: syncronizeSessionWithBackEnd,
         runSession: runSession,
         stopSession: stopSession
     }
@@ -8,7 +8,7 @@ function newSuperalgosFunctionLibraryTradingSessionFunctions() {
     return thisObject
 
     function syncronizeSessionWithBackEnd(node) {
-        let networkNode = validations(node)
+        let networkNode = validations(node).networkNode
         if (networkNode === undefined) {
             /* Nodes that do not belong to a network can not get ready. */
             return
@@ -27,7 +27,7 @@ function newSuperalgosFunctionLibraryTradingSessionFunctions() {
 
         function onStatus(message) {
             eventsServerClient.stopListening(key, eventSubscriptionIdOnStatus, node.id)
-            if (message.event.status === 'Trading Session Runnning' ) {
+            if (message.event.status === 'Trading Session Runnning') {
                 node.payload.uiObject.menu.internalClick('Run Trading Session')
             }
         }
@@ -37,7 +37,8 @@ function newSuperalgosFunctionLibraryTradingSessionFunctions() {
     }
 
     function runSession(node, resume, callBackFunction) {
-        let networkNode = validations(node)
+        let validationsResult = validations(node)
+        let networkNode = validationsResult.networkNode
         if (networkNode === undefined) {
             /* This means that the validations failed. */
             callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
@@ -123,7 +124,14 @@ function newSuperalgosFunctionLibraryTradingSessionFunctions() {
 
         let session = UI.projects.superalgos.functionLibraries.protocolNode.getProtocolNode(node, false, true, true, false, false, lightingPath)
 
-        let dependencyFilter = UI.projects.superalgos.functionLibraries.dependenciesFilter.createDependencyFilter(node.tradingSystemReference.payload.referenceParent)
+        let defaultExchange = validationsResult.exchange.config.codeName
+        let defaultMarket = validationsResult.market.baseAsset.payload.referenceParent.config.codeName + '-' + validationsResult.market.quotedAsset.payload.referenceParent.config.codeName
+
+        let dependencyFilter = UI.projects.superalgos.functionLibraries.dependenciesFilter.createDependencyFilter(
+            defaultExchange,
+            defaultMarket,
+            node.tradingSystemReference.payload.referenceParent
+        )
 
         /* Raise event to run the session */
         let event = {
@@ -147,13 +155,13 @@ function newSuperalgosFunctionLibraryTradingSessionFunctions() {
     }
 
     function stopSession(node, callBackFunction) {
-        let networkNode = validations(node)
+        let networkNode = validations(node).networkNode
         if (networkNode === undefined) {
             /* This means that the validations failed. */
             callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
             return
         }
-        
+
         let eventsServerClient = UI.projects.superalgos.spaces.designSpace.workspace.eventsServerClients.get(networkNode.id)
 
         let key = node.name + '-' + node.type + '-' + node.id
@@ -163,6 +171,9 @@ function newSuperalgosFunctionLibraryTradingSessionFunctions() {
     }
 
     function validations(node) {
+
+        let result = {}
+
         if (node.payload.parentNode === undefined) {
             node.payload.uiObject.setErrorMessage('Session needs a Process Instance parent to be able to run.')
             return
@@ -183,34 +194,34 @@ function newSuperalgosFunctionLibraryTradingSessionFunctions() {
             return
         }
 
-        let taskManager = node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode
+        result.taskManager = node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode
 
-        if (taskManager.payload.parentNode === undefined) {
+        if (result.taskManager.payload.parentNode === undefined) {
             node.payload.uiObject.setErrorMessage('Session needs to be inside Mine Tasks.')
             return
         }
 
-        if (taskManager.payload.parentNode.payload.parentNode === undefined) {
+        if (result.taskManager.payload.parentNode.payload.parentNode === undefined) {
             node.payload.uiObject.setErrorMessage('Session needs to be inside Market Tasks.')
             return
         }
 
-        if (taskManager.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
+        if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
             node.payload.uiObject.setErrorMessage('Session needs to be inside Exchange Tasks.')
             return
         }
 
-        if (taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
+        if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
             node.payload.uiObject.setErrorMessage('Session needs to be inside a Testing or Production Trading Tasks.')
             return
         }
 
-        if (taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
+        if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
             node.payload.uiObject.setErrorMessage('Session needs to be inside a Network Node.')
             return
         }
 
-        let networkNode = UI.projects.superalgos.utilities.meshes.findNodeInNodeMesh(taskManager, 'Network Node', undefined, true, false, true, false)
+        result.networkNode = UI.projects.superalgos.utilities.meshes.findNodeInNodeMesh(result.taskManager, 'Network Node', undefined, true, false, true, false)
 
         if (node.tradingSystemReference === undefined) {
             node.payload.uiObject.setErrorMessage('Session needs a child Trading System Reference.')
@@ -231,6 +242,46 @@ function newSuperalgosFunctionLibraryTradingSessionFunctions() {
             node.payload.uiObject.setErrorMessage('Trading Engine Reference needs to reference a Trading Engine.')
             return
         }
-        return networkNode
+
+        if (result.taskManager.payload.parentNode.payload.parentNode.payload.referenceParent === undefined) {
+            node.payload.uiObject.setErrorMessage('Session needs to have a Default Market.')
+            return
+        }
+
+        result.market = result.taskManager.payload.parentNode.payload.parentNode.payload.referenceParent
+
+        if (market.payload.parentNode === undefined) {
+            node.payload.uiObject.setErrorMessage('Default Market needs to be a child of Exchange Markets.')
+            return
+        }
+
+        if (market.payload.parentNode.payload.parentNode === undefined) {
+            node.payload.uiObject.setErrorMessage('Exchange Markets neeed to be a child of Crypto Exchange.')
+            return
+        }
+
+        if (market.baseAsset === undefined) {
+            node.payload.uiObject.setErrorMessage('Default Market needs to have a Base Asset.')
+            return
+        }
+
+        if (market.quotedAsset === undefined) {
+            node.payload.uiObject.setErrorMessage('Default Market needs to have a Quoted Asset.')
+            return
+        }
+
+        if (market.baseAsset.payload.referenceParent === undefined) {
+            node.payload.uiObject.setErrorMessage('Market Base Asset needs to reference an Asset.')
+            return
+        }
+
+        if (market.quotedAsset.payload.referenceParent === undefined) {
+            node.payload.uiObject.setErrorMessage('Market Quoted Asset needs to reference an Asset.')
+            return
+        }
+
+        result.exchange = market.payload.parentNode.payload.parentNode
+
+        return result.networkNode
     }
 }