Process Files Functions Implemented
This commit is contained in:
Luis Fernando Molina committed
1 parent
124e71d40c
commit
76e97e38e1
3 files changed
+234
-214
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@@ -448,6 +448,12 @@
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"propertyName": "dataDependenciesFunctions",
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"functionName": "newSuperalgosFunctionLibrariesDataDependenciesFunctions",
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"fileName": "DataDependenciesFunctions.js"
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},
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{
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"name": "Process Files Functions",
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"propertyName": "processFilesFunctions",
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"functionName": "newSuperalgosFunctionLibrariesProcessFilesFunctions",
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"fileName": "ProcessFilesFunctions.js"
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}
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],
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"utilities": [
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+3
-214
@@ -16,7 +16,6 @@
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let dataFiles = new Map()
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let multiTimeFrameDataFiles = new Map()
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let fileStorage = TS.projects.superalgos.taskModules.fileStorage.newFileStorage(processIndex)
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TS.projects.superalgos.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_MODULE_OBJECT = TS.projects.superalgos.botModules.tradingEngine.newSuperalgosBotModulesTradingEngine(processIndex)
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let tradingOutputModuleObject = TS.projects.superalgos.botModules.tradingOutput.newSuperalgosBotModulesTradingOutput(processIndex)
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@@ -29,7 +28,7 @@
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dateEndOfMarket: undefined // Datetime of the last file available to be used as an input of this process.
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}
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if (getContextVariables() !== true) { return }
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if (TS.projects.superalgos.functionLibraries.processFilesFunctions.getContextVariables(processIndex, contextVariables, statusDependencies, callBackFunction) !== true) { return }
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if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
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/*
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@@ -112,7 +111,7 @@
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Running')
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await generateOutput()
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Saving')
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await writeProcessFiles()
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await TS.projects.superalgos.functionLibraries.processFilesFunctions.writeProcessFiles(processIndex, contextVariables, currentTimeFrame, tradingProcessDate, statusDependencies)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Sleeping')
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} else {
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
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@@ -162,7 +161,7 @@
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Running')
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await generateOutput()
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Saving')
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await writeProcessFiles()
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await TS.projects.superalgos.functionLibraries.processFilesFunctions.writeProcessFiles(processIndex, contextVariables, currentTimeFrame, tradingProcessDate, statusDependencies)
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Sleeping')
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} else {
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TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be up to date')
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@@ -203,114 +202,6 @@
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}
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}
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function getContextVariables() {
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try {
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let thisReport
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let statusReport
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/* We are going to use the start date as beging of market date. */
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contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
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/*
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Here we get the status report from the bot who knows which is the end of the market.
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*/
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statusReport = statusDependencies.reportsByMainUtility.get("Market Ending Point")
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ")
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callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
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return false
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}
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if (statusReport.status === "Status Report is corrupt.") {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ")
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callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
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return false
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}
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thisReport = statusReport.file
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if (thisReport.lastFile === undefined) {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[WARN] start -> getContextVariables -> Undefined Last File. -> thisReport = " + JSON.stringify(thisReport))
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let customOK = {
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result: TS.projects.superalgos.globals.standardResponses.CUSTOM_OK_RESPONSE.result,
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message: "Dependency not ready."
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}
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[WARN] start -> getContextVariables -> customOK = " + customOK.message)
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callBackFunction(customOK)
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return false
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}
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contextVariables.dateEndOfMarket = new Date(thisReport.lastFile.valueOf())
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/* Finally we get our own Status Report. */
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statusReport = statusDependencies.reportsByMainUtility.get("Self Reference")
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ")
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callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
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return false
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}
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if (statusReport.status === "Status Report is corrupt.") {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.")
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callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE)
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return false
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}
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thisReport = statusReport.file
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE = thisReport.simulationState
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if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE === undefined) { TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE = {} } // This should happen only when there is no status report
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if (thisReport.lastFile !== undefined) {
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if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING !== true) {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true.")
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startFromBegining()
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return true
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}
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contextVariables.lastFile = new Date(thisReport.lastFile)
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return true
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} else {
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/*
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We are here becuse either:
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1. There is no status report
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2. There is no Last File (this happens on Market Files)
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*/
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[INFO] start -> getContextVariables -> Starting from the begining of the market because own status report not found or lastFile was undefined.")
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startFromBegining()
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return true
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}
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function startFromBegining() {
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contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS)
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[INFO] start -> getContextVariables -> startFromBegining -> contextVariables.lastFile = " + contextVariables.lastFile)
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}
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} catch (err) {
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[ERROR] start -> getContextVariables -> err = " + err.stack)
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if (err.message === "Cannot read property 'file' of undefined") {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ")
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys))
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}
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callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE)
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}
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}
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function checkStopHeadOfTheMarket() {
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/*
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We need to check if we have reached the head of the market in order to know
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@@ -355,108 +246,6 @@
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TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING = false
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}
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async function writeProcessFiles() {
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let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
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await writeTimeFramesFiles()
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await writeDataRanges()
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if (currentTimeFrame.value > TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[0][0]) {
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await writeMarketStatusReport()
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} else {
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await writeDailyStatusReport()
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}
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async function writeDataRanges() {
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for (
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let outputDatasetIndex = 0;
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outputDatasetIndex < outputDatasets.length;
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outputDatasetIndex++
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) {
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let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName
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await writeDataRange(productCodeName)
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}
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async function writeDataRange(productCodeName) {
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let dataRange = {
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begin: contextVariables.dateBeginOfMarket.valueOf(),
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end: tradingProcessDate.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
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}
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let fileContent = JSON.stringify(dataRange)
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let fileName = '/Data.Range.json'
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let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + "/Output/" + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName
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let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
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if (response.err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
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throw (response.err)
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}
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/*
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Raise the event that the Data Range was Updated.
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*/
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let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + productCodeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
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let event = {
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dateRange: dataRange
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}
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TS.projects.superalgos.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.raiseEvent(key, 'Data Range Updated', event)
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}
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}
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async function writeTimeFramesFiles() {
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for (
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let outputDatasetIndex = 0;
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outputDatasetIndex < outputDatasets.length;
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outputDatasetIndex++
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) {
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let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName
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await writeTimeFramesFile(productCodeName, 'Multi-Period-Daily')
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await writeTimeFramesFile(productCodeName, 'Multi-Period-Market')
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async function writeTimeFramesFile(productCodeName, processType) {
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let timeFramesArray = []
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timeFramesArray.push(currentTimeFrame.label)
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let fileContent = JSON.stringify(timeFramesArray)
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let fileName = '/Time.Frames.json'
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let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + "/Output/" + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/" + productCodeName + "/" + processType + fileName
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let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
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if (response.err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
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throw (response.err)
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}
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}
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}
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}
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async function writeDailyStatusReport() {
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let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
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let thisReport = statusDependencies.statusReports.get(reportKey)
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thisReport.file.lastFile = tradingProcessDate
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thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
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thisReport.file.timeFrames = currentTimeFrame.label
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await thisReport.asyncSave()
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}
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async function writeMarketStatusReport() {
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let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
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let thisReport = statusDependencies.statusReports.get(reportKey)
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thisReport.file.lastExecution = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME
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thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
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thisReport.file.timeFrames = currentTimeFrame.label
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(tradingProcessDate)
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await thisReport.asyncSave()
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}
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}
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function checkIfSessionMustStop() {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
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@@ -0,0 +1,225 @@
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exports.newSuperalgosFunctionLibrariesProcessFilesFunctions = function () {
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/*
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This module contains the functions that will allow you to load the
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process context variables, and to save the process once you are done.
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*/
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const MODULE_NAME = "Process Files Function"
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let thisObject = {
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getContextVariables: getContextVariables,
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writeProcessFiles: writeProcessFiles
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}
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function getContextVariables(processIndex, contextVariables, statusDependencies, callBackFunction) {
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try {
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let thisReport
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let statusReport
|
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/* We are going to use the start date as beging of market date. */
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contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
|
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/*
|
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Here we get the status report from the bot who knows which is the end of the market.
|
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*/
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statusReport = statusDependencies.reportsByMainUtility.get("Market Ending Point")
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ")
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callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
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return false
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}
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if (statusReport.status === "Status Report is corrupt.") {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
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"[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ")
|
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callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
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return false
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}
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thisReport = statusReport.file
|
||||
|
||||
if (thisReport.lastFile === undefined) {
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
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"[WARN] start -> getContextVariables -> Undefined Last File. -> thisReport = " + JSON.stringify(thisReport))
|
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let customOK = {
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result: TS.projects.superalgos.globals.standardResponses.CUSTOM_OK_RESPONSE.result,
|
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message: "Dependency not ready."
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}
|
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TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
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"[WARN] start -> getContextVariables -> customOK = " + customOK.message)
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callBackFunction(customOK)
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return false
|
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}
|
||||
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||||
contextVariables.dateEndOfMarket = new Date(thisReport.lastFile.valueOf())
|
||||
|
||||
/* Finally we get our own Status Report. */
|
||||
statusReport = statusDependencies.reportsByMainUtility.get("Self Reference")
|
||||
|
||||
if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
"[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ")
|
||||
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
|
||||
return false
|
||||
}
|
||||
|
||||
if (statusReport.status === "Status Report is corrupt.") {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
"[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.")
|
||||
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE)
|
||||
return false
|
||||
}
|
||||
|
||||
thisReport = statusReport.file
|
||||
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE = thisReport.simulationState
|
||||
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE === undefined) { TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE = {} } // This should happen only when there is no status report
|
||||
|
||||
if (thisReport.lastFile !== undefined) {
|
||||
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING !== true) {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
"[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true.")
|
||||
startFromBegining()
|
||||
return true
|
||||
}
|
||||
contextVariables.lastFile = new Date(thisReport.lastFile)
|
||||
return true
|
||||
|
||||
} else {
|
||||
/*
|
||||
We are here becuse either:
|
||||
1. There is no status report
|
||||
2. There is no Last File (this happens on Market Files)
|
||||
*/
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
"[INFO] start -> getContextVariables -> Starting from the begining of the market because own status report not found or lastFile was undefined.")
|
||||
startFromBegining()
|
||||
return true
|
||||
}
|
||||
|
||||
function startFromBegining() {
|
||||
contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS)
|
||||
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
"[INFO] start -> getContextVariables -> startFromBegining -> contextVariables.lastFile = " + contextVariables.lastFile)
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
"[ERROR] start -> getContextVariables -> err = " + err.stack)
|
||||
if (err.message === "Cannot read property 'file' of undefined") {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
"[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ")
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
"[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys))
|
||||
}
|
||||
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_FAIL_RESPONSE)
|
||||
}
|
||||
}
|
||||
|
||||
async function writeProcessFiles(processIndex, contextVariables, currentTimeFrame, tradingProcessDate, statusDependencies) {
|
||||
|
||||
let fileStorage = TS.projects.superalgos.taskModules.fileStorage.newFileStorage(processIndex)
|
||||
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
|
||||
|
||||
await writeTimeFramesFiles()
|
||||
await writeDataRanges()
|
||||
|
||||
if (currentTimeFrame.value > TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[0][0]) {
|
||||
await writeMarketStatusReport()
|
||||
} else {
|
||||
await writeDailyStatusReport()
|
||||
}
|
||||
|
||||
async function writeDataRanges() {
|
||||
for (
|
||||
let outputDatasetIndex = 0;
|
||||
outputDatasetIndex < outputDatasets.length;
|
||||
outputDatasetIndex++
|
||||
) {
|
||||
let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName
|
||||
await writeDataRange(productCodeName)
|
||||
}
|
||||
|
||||
async function writeDataRange(productCodeName) {
|
||||
let dataRange = {
|
||||
begin: contextVariables.dateBeginOfMarket.valueOf(),
|
||||
end: tradingProcessDate.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
|
||||
}
|
||||
|
||||
let fileContent = JSON.stringify(dataRange)
|
||||
let fileName = '/Data.Range.json'
|
||||
let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + "/Output/" + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName
|
||||
|
||||
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
|
||||
|
||||
if (response.err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
|
||||
throw (response.err)
|
||||
}
|
||||
|
||||
/*
|
||||
Raise the event that the Data Range was Updated.
|
||||
*/
|
||||
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + productCodeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
|
||||
let event = {
|
||||
dateRange: dataRange
|
||||
}
|
||||
|
||||
TS.projects.superalgos.globals.taskConstants.EVENT_SERVER_CLIENT_MODULE_OBJECT.raiseEvent(key, 'Data Range Updated', event)
|
||||
}
|
||||
}
|
||||
|
||||
async function writeTimeFramesFiles() {
|
||||
|
||||
for (
|
||||
let outputDatasetIndex = 0;
|
||||
outputDatasetIndex < outputDatasets.length;
|
||||
outputDatasetIndex++
|
||||
) {
|
||||
let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName
|
||||
await writeTimeFramesFile(productCodeName, 'Multi-Period-Daily')
|
||||
await writeTimeFramesFile(productCodeName, 'Multi-Period-Market')
|
||||
|
||||
async function writeTimeFramesFile(productCodeName, processType) {
|
||||
|
||||
let timeFramesArray = []
|
||||
timeFramesArray.push(currentTimeFrame.label)
|
||||
|
||||
let fileContent = JSON.stringify(timeFramesArray)
|
||||
let fileName = '/Time.Frames.json'
|
||||
|
||||
let filePath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + "/Output/" + TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/" + productCodeName + "/" + processType + fileName
|
||||
|
||||
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
|
||||
if (response.err.result !== TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
|
||||
throw (response.err)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
async function writeDailyStatusReport() {
|
||||
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey)
|
||||
|
||||
thisReport.file.lastFile = tradingProcessDate
|
||||
thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
|
||||
thisReport.file.timeFrames = currentTimeFrame.label
|
||||
await thisReport.asyncSave()
|
||||
}
|
||||
|
||||
async function writeMarketStatusReport() {
|
||||
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey)
|
||||
|
||||
thisReport.file.lastExecution = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME
|
||||
thisReport.file.simulationState = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE
|
||||
thisReport.file.timeFrames = currentTimeFrame.label
|
||||
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(tradingProcessDate)
|
||||
await thisReport.asyncSave()
|
||||
}
|
||||
}
|
||||
return thisObject
|
||||
}
|
||||
Reference in new issue
Block a user