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datasource Module DISCONTINUED, implemented not debugged yet

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This commit is contained in:
Luis Fernando Molina committed 2018-04-16 17:15:37 +02:00
1 parent 43e1717cdc
commit 75a53352d3
8 files changed
+298 -166
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.vs/AACloud/v15/.suo
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Assistant.js
+128 -50
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@@ -1,6 +1,7 @@
exports.newAssistant = function newAssistant(BOT, DEBUG_MODULE) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
/*
@@ -11,6 +12,7 @@
const MODULE_NAME = "Assistant";
let thisObject = {
dataDependencies: undefined,
initialize: initialize,
putPosition: putPosition,
movePosition: movePosition,
@@ -33,13 +35,12 @@
let context;
let exchangeAPI;
let datasource;
let marketRate;
return thisObject;
function initialize(pContext, pExchangeAPI, pDatasource, callBackFunction) {
function initialize(pContext, pExchangeAPI, pDataDependencies, callBackFunction) {
try {
@@ -49,62 +50,139 @@
context = pContext;
exchangeAPI = pExchangeAPI;
datasource = pDatasource;
thisObject.dataDependencies = pDataDependencies;
/* Procedure to get the current market rate. */
getMarketRate();
let candleArray = datasource.candlesMap.get("01-min"); // In this version of the platform, this array will contain the las 10 candles.
let candle = candleArray[candleArray.length - 1]; // The last candle of the 10 candles array for the 1 min Time Period.
function getMarketRate() {
marketRate = candle.close;
/*
Now we verify that this candle is not too old. Lets say no more than 2 minutes old. This could happen if the datasets for
any reason stops being updated.
*/
if (candle.begin < bot.processDatetime.valueOf() - 2 * 60 * 1000) {
logger.write("[ERROR] initialize -> Candles more than two minutes old. Retrying later.");
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
/* If we are in Exchange Simulation Mode then there is not much to do here. */
if (global.EXCHANGE_SIMULATION_MODE === true) {
logger.write("[WARN] initialize -> Exchange Simulation Mode detected. -> Skipping all validations.");
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
}
/* Procedure to validate we are in sync with the exchange. */
getPositionsAtExchange(onDone);
function onDone(err) {
try {
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
logger.write("[INFO] initialize -> onDone -> Execution finished well. :-)");
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
}
break;
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] initialize -> onDone -> Retry Later. Requesting Execution Retry.");
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getMarketRate -> Entering function."); }
/* Procedure to get the current market rate. */
let key =
global.PLATFORM_CONFIG.marketRateProvider.devTeam + "-" +
global.PLATFORM_CONFIG.marketRateProvider.bot + "-" +
global.PLATFORM_CONFIG.marketRateProvider.product + "-" +
global.PLATFORM_CONFIG.marketRateProvider.dataSet + "-" +
global.PLATFORM_CONFIG.marketRateProvider.dataSetVersion;
let dataSet = thisObject.dataDependencies.dataSets.get(key);
let timePeriod = "01-min";
let fileName = '' + global.MARKET.assetA + '_' + global.MARKET.assetB + '.json';
let filePath = bot.filePathRoot + "/Output/" + global.PLATFORM_CONFIG.marketRateProvider.product + "/" + global.PLATFORM_CONFIG.marketRateProvider.dataSet + "/" + timePeriod;
dataSet.getTextFile(filePath, fileName, onFileReceived, true);
function onFileReceived(err, text) {
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> text = " + text); }
let candleArray;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
candleArray = JSON.parse(text);
let lastCandleRecord = candleArray[candleArray.length - 1]; // The last candle contains at its close value the market rate.
let candle = {
open: lastCandleRecord[2],
close: lastCandleRecord[3],
min: lastCandleRecord[0],
max: lastCandleRecord[1],
begin: lastCandleRecord[4],
end: lastCandleRecord[5]
};
marketRate = candle.close;
/*
Now we verify that this candle is not too old. Lets say no more than 2 minutes old. This could happen if the datasets for
any reason stops being updated.
*/
if (candle.begin < bot.processDatetime.valueOf() - 2 * 60 * 1000) {
logger.write("[ERROR] initialize -> Candles more than two minutes old. Retrying later.");
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
/* If we are in Exchange Simulation Mode then there is not much to do here. */
if (global.EXCHANGE_SIMULATION_MODE === true) {
logger.write("[WARN] initialize -> Exchange Simulation Mode detected. -> Skipping all validations.");
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
} else {
validateExchangeSyncronicity();
return;
}
} catch (err) {
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> err = " + err.message);
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
}
} else {
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> err = " + err.message);
callBackFunction(err);
return;
}
break;
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] initialize -> onDone -> Operation Failed. Aborting the process.");
callBackFunction(err);
return;
}
} catch (err) {
logger.write("[ERROR] initialize -> getMarketRate -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function validateExchangeSyncronicity() {
try {
if (FULL_LOG === true) { logger.write("[INFO] initialize -> validateExchangeSyncronicity -> Entering function."); }
/* Procedure to validate we are in sync with the exchange. */
getPositionsAtExchange(onDone);
function onDone(err) {
try {
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
logger.write("[INFO] initialize -> validateExchangeSyncronicity -> onDone -> Execution finished well. :-)");
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
}
break;
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] initialize -> validateExchangeSyncronicity -> onDone -> Retry Later. Requesting Execution Retry.");
callBackFunction(err);
return;
}
break;
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] initialize -> validateExchangeSyncronicity -> onDone -> Operation Failed. Aborting the process.");
callBackFunction(err);
return;
}
break;
}
} catch (err) {
logger.write("[ERROR] initialize -> validateExchangeSyncronicity -> onDone -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
break;
}
} catch (err) {
Context.js
+5 -4
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@@ -76,17 +76,18 @@
let cloudStorage = BLOB_STORAGE.newBlobStorage(bot);
let dependencies;
let statusDependencies;
return thisObject;
function initialize(pDependencies, callBackFunction) {
function initialize(pStatusDependencies, callBackFunction) {
try {
if (FULL_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
dependencies = pDependencies;
statusDependencies = pStatusDependencies;
/*
Here we get the positions the bot did and that are recorded at the bot storage account. We will use them through out the rest
@@ -153,7 +154,7 @@
let key = bot.devTeam + "-" + bot.codeName + "-" + bot.process + "-" + bot.dataSetVersion;
statusReportModule = dependencies.statusReports.get(key);
statusReportModule = statusDependencies.statusReports.get(key);
thisObject.statusReport = statusReportModule.file;
if (thisObject.statusReport.lastExecution !== undefined) {
Data Dependencies.js
+16 -70
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@@ -1,4 +1,4 @@
exports.newDataDependencies = function newDataDependencies(BOT, DEBUG_MODULE, STATUS_REPORT, BLOB_STORAGE, UTILITIES) {
exports.newDataDependencies = function newDataDependencies(BOT, DEBUG_MODULE, DATA_SET, BLOB_STORAGE, UTILITIES) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
@@ -6,13 +6,13 @@
const MODULE_NAME = "Data Dependencies";
let thisObject = {
statusReports: new Map(),
dataSets: new Map(),
initialize: initialize,
keys: []
};
let bot = BOT;
let ownerBot; // This is the bot owner of the Status Report. Only owners can save the report and override the existing content.
let ownerBot; // This is the bot owner of the Data Set.
const logger = DEBUG_MODULE.newDebugLog();
logger.fileName = MODULE_NAME;
@@ -20,7 +20,7 @@
return thisObject;
function initialize(pDataDependenciesConfig, pMonth, pYear, callBackFunction) {
function initialize(pDataDependenciesConfig, callBackFunction) {
try {
@@ -28,17 +28,17 @@
/*
For each dependency declared at the bot config, we will initialize the status report, and load it as part of this initialization process.
For each dependency declared at the bot config, we will initialize a DataSet as part of this initialization process.
*/
let alreadyCalledBack = false;
let loadCount = 0;
let addCount = 0;
for (let i = 0; i < pDataDependenciesConfig.length; i++) {
let statusReportModule = STATUS_REPORT.newStatusReport(BOT, DEBUG_MODULE, BLOB_STORAGE, UTILITIES);
let dataSetModule = DATA_SET.newDataSet(BOT, DEBUG_MODULE, BLOB_STORAGE, UTILITIES);
statusReportModule.initialize(pDataDependenciesConfig[i], pMonth, pYear, onInitilized);
dataSetModule.initialize(pDataDependenciesConfig[i], onInitilized);
function onInitilized(err) {
@@ -50,78 +50,25 @@
return;
}
statusReportModule.load(onLoad);
addDataSet();
}
function onLoad(err) {
function addDataSet() {
try {
if (FULL_LOG === true) { logger.write("[INFO] initialize -> addDataSet -> Entering function."); }
statusReportModule.status = err.message;
switch (err.message) {
case global.DEFAULT_OK_RESPONSE.message: {
logger.write("[INFO] initialize -> onLoad -> Execution finished well. -> bot = " + pDataDependenciesConfig[i].bot);
logger.write("[INFO] initialize -> onLoad -> Execution finished well. -> process = " + pDataDependenciesConfig[i].process);
addReport();
return;
}
case "Status Report was never created.": {
logger.write("[WARN] initialize -> onLoad -> err.message = " + err.message);
logger.write("[WARN] initialize -> onLoad -> Report Not Found. -> bot = " + pDataDependenciesConfig[i].bot);
logger.write("[WARN] initialize -> onLoad -> Report Not Found. -> process = " + pDataDependenciesConfig[i].process);
addReport();
return;
}
case "Status Report is corrupt.": {
logger.write("[WARN] initialize -> onLoad -> err.message = " + err.message);
logger.write("[WARN] initialize -> onLoad -> Report Not Found. -> bot = " + pDataDependenciesConfig[i].bot);
logger.write("[WARN] initialize -> onLoad -> Report Not Found. -> process = " + pDataDependenciesConfig[i].process);
addReport();
return;
}
default:
{
logger.write("[ERROR] initialize -> onLoad -> Operation Failed.");
if (alreadyCalledBack === false) {
alreadyCalledBack = true;
callBackFunction(err);
}
return;
}
}
}
catch (err) {
logger.write("[ERROR] initialize -> onLoad -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function addReport() {
if (FULL_LOG === true) { logger.write("[INFO] initialize -> addReport -> Entering function."); }
loadCount++;
addCount++;
let key;
if (pDataDependenciesConfig[i].dataSetSection === "Month") {
key = pDataDependenciesConfig[i].devTeam + "-" + pDataDependenciesConfig[i].bot + "-" + pDataDependenciesConfig[i].process + "-" + pDataDependenciesConfig[i].dataSetVersion + "-" + pYear + "-" + pMonth;
} else {
key = pDataDependenciesConfig[i].devTeam + "-" + pDataDependenciesConfig[i].bot + "-" + pDataDependenciesConfig[i].process + "-" + pDataDependenciesConfig[i].dataSetVersion;
}
key = pDataDependenciesConfig[i].devTeam + "-" + pDataDependenciesConfig[i].bot + "-" + pDataDependenciesConfig[i].product + "-" + pDataDependenciesConfig[i].dataSet + "-" + pDataDependenciesConfig[i].dataSetVersion;
thisObject.keys.push(key);
thisObject.statusReports.set(key, statusReportModule);
thisObject.dataSets.set(key, dataSetModule);
if (FULL_LOG === true) { logger.write("[INFO] initialize -> addReport -> Report added to Map. -> key = " + key); }
if (FULL_LOG === true) { logger.write("[INFO] initialize -> addDataSet -> DataSet added to Map. -> key = " + key); }
if (loadCount === pDataDependenciesConfig.length) {
if (addCount === pDataDependenciesConfig.length) {
if (alreadyCalledBack === false) {
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
@@ -135,5 +82,4 @@
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
Data Set.js
+128
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@@ -0,0 +1,128 @@
exports.newDataSet = function newDataSet(BOT, DEBUG_MODULE, BLOB_STORAGE, UTILITIES) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const MODULE_NAME = "Data Set";
let thisObject = {
file: undefined, // Here we have the JSON object representing the file content.
initialize: initialize,
getTextFile: getTextFile,
createTextFile: createTextFile
};
let bot = BOT;
let dependencyConfig;
const logger = DEBUG_MODULE.newDebugLog();
logger.bot = bot;
/* Utilities needed. */
let utilities = UTILITIES.newUtilities(bot);
/* Storage account to be used here. */
let cloudStorage = BLOB_STORAGE.newBlobStorage(bot);
return thisObject;
function initialize(pDependencyConfig, callBackFunction) {
try {
logger.fileName = MODULE_NAME + "." + pDependencyConfig.bot + "." + pDependencyConfig.product + "." + pDependencyConfig.dataSet;
dependencyConfig = pDependencyConfig;
if (FULL_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
initializeStorage();
function initializeStorage() {
cloudStorage.initialize(dependencyConfig, onInizialized);
function onInizialized(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
if (FULL_LOG === true) { logger.write("[INFO] initialize -> initializeStorage -> onInizialized -> Entering function."); }
callBackFunction(global.DEFAULT_OK_RESPONSE);
} else {
logger.write("[ERROR] initialize -> initializeStorage -> onInizialized -> err = " + err.message);
callBackFunction(err);
}
}
}
} catch (err) {
logger.write("[ERROR] initialize -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function getTextFile(pFolderPath, pFileName, callBackFunction) {
try {
if (FULL_LOG === true) { logger.write("[INFO] getTextFile -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] getTextFile -> pFolderPath = " + pFolderPath); }
if (FULL_LOG === true) { logger.write("[INFO] getTextFile -> pFileName = " + pFileName); }
cloudStorage.getTextFile(pFolderPath, pFileName, onFileReceived);
function onFileReceived(err, text) {
if (FULL_LOG === true) { logger.write("[INFO] getTextFile -> onFileReceived -> Entering function."); }
callBackFunction(err, text);
}
}
catch (err) {
logger.write("[ERROR] 'getTextFile' -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function createTextFile(pFolderPath, pFileName, pFileContent, callBackFunction) {
try {
if (FULL_LOG === true) { logger.write("[INFO] createTextFile -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] createTextFile -> pFolderPath = " + pFolderPath); }
if (FULL_LOG === true) { logger.write("[INFO] createTextFile -> pFileName = " + pFileName); }
let ownerId = dependencyConfig.devTeam + "-" + dependencyConfig.bot + "-" + dependencyConfig.botVersion.major + "-" + dependencyConfig.botVersion.minor + "-" + dependencyConfig.dataSetVersion;
let botId = bot.devTeam + "-" + bot.codeName + "-" + bot.version.major + "-" + bot.version.minor + "-" + bot.dataSetVersion;
if (ownerId !== botId) {
let customErr = {
result: global.CUSTOM_FAIL_RESPONSE.result,
message: "Only bots owners of a Data Set can create text files on them."
};
logger.write("[ERROR] save -> customErr = " + customErr.message);
callBackFunction(customErr);
return;
}
cloudStorage.createTextFile(pFolderPath, pFileName, pFileContent, onFileCreated);
function onFileCreated(err) {
if (FULL_LOG === true) { logger.write("[INFO] createTextFile -> onFileCreated -> Entering function."); }
callBackFunction(err);
}
}
catch (err) {
logger.write("[ERROR] 'createTextFile' -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
Project.njsproj
+3
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@@ -29,6 +29,9 @@
<Compile Include="Data Dependencies.js">
<SubType>Code</SubType>
</Compile>
<Compile Include="Data Set.js">
<SubType>Code</SubType>
</Compile>
<Compile Include="Status Dependencies.js">
<SubType>Code</SubType>
</Compile>
Trading Bot Process Main Loop.js
+6 -41
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@@ -71,6 +71,7 @@
const DATASOURCE = require(ROOT_DIR + 'Datasource');
const ASSISTANT = require(ROOT_DIR + 'Assistant');
const STATUS_REPORT = require(ROOT_DIR + 'Status Report');
const DATA_SET = require(ROOT_DIR + 'Data Set');
const STATUS_DEPENDENCIES = require(ROOT_DIR + 'Status Dependencies');
const DATA_DEPENDENCIES = require(ROOT_DIR + 'Data Dependencies');
@@ -81,7 +82,6 @@
/* We will prepare first the infraestructure needed for the bot to run. There are 3 modules we need to sucessfullly initialize first. */
let context;
let datasource;
let exchangeAPI;
let assistant;
let userBot;
@@ -127,9 +127,9 @@
if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> initializeDataDependencies -> Entering function."); }
dataDependencies = DATA_DEPENDENCIES.newDataDependencies(bot, DEBUG_MODULE, STATUS_REPORT, BLOB_STORAGE, UTILITIES);
dataDependencies = DATA_DEPENDENCIES.newDataDependencies(bot, DEBUG_MODULE, DATA_SET, BLOB_STORAGE, UTILITIES);
dataDependencies.initialize(processConfig.dataDependencies, undefined, undefined, onInizialized);
dataDependencies.initialize(processConfig.dataDependencies, onInizialized);
function onInizialized(err) {
@@ -166,7 +166,7 @@
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
logger.write("[INFO] run -> loop -> initializeContext -> onInizialized > Execution finished well. :-)");
initializeDatasource();
initializeExchangeAPI();
return;
}
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
@@ -184,36 +184,6 @@
}
}
function initializeDatasource() {
if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> initializeDatasource -> Entering function."); }
datasource = DATASOURCE.newDatasource(bot, DEBUG_MODULE, BLOB_STORAGE, UTILITIES);
datasource.initialize(onInizialized);
function onInizialized(err) {
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
logger.write("[INFO] run -> loop -> initializeDatasource -> onInizialized > Execution finished well. :-)");
initializeExchangeAPI();
return;
}
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] run -> loop -> initializeDatasource -> onInizialized > Retry Later. Requesting Execution Retry.");
nextWaitTime = 'Retry';
loopControl(nextWaitTime);
return;
}
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] run -> loop -> initializeDatasource -> onInizialized > Operation Failed. Aborting the process.");
callBackFunction(err);
return;
}
}
}
}
function initializeExchangeAPI() {
if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> initializeExchangeAPI -> Entering function."); }
@@ -249,7 +219,7 @@
if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> initializeAssistant -> Entering function."); }
assistant = ASSISTANT.newAssistant(bot, DEBUG_MODULE);
assistant.initialize(context, exchangeAPI, datasource, onInizialized);
assistant.initialize(context, exchangeAPI, dataDependencies, onInizialized);
function onInizialized(err) {
@@ -280,12 +250,7 @@
usertBot = USER_BOT_MODULE.newUserBot(bot, DEBUG_MODULE, COMMONS_MODULE);
let platform = {
datasource: datasource,
assistant: assistant
};
usertBot.initialize(platform, onInizialized);
usertBot.initialize(assistant, onInizialized);
function onInizialized(err) {
this.config.json
+12 -1
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@@ -45,5 +45,16 @@
"stopGracefully": "false",
"exchangeSimulationMode": "false",
"storageConnStringFolder": "Production",
"maxLogLoops": 5
"maxLogLoops": 5,
"marketRateProvider": {
"devTeam": "AAMasters",
"bot": "AAOlivia",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Candles",
"dataSet": "Multi-Period-Daily",
"dataSetVersion": "dataSet.V1"
}
}