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Adding head of the market fix

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This commit is contained in:
Matias Benitez committed 2018-07-25 11:09:14 -03:00
1 parent fb00ed716e
commit 778fce4031
3 files changed
+42 -61
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.gitignore
+1 -1
View File
@@ -8,4 +8,4 @@ bin/*
*.log
*.cache
node_modules/*
bkp/*
Multi-Period-Daily/User.bot.js
+31 -54
View File
@@ -104,7 +104,7 @@ LRCIndicator.prototype.calculate = function (price) {
}
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
const FULL_LOG = false;
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
@@ -194,6 +194,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
let executionTime;
let lastCandles;
let dateForLastOliviaFile;
let dailyFileCache = new Map();
let lrcPointsFileCache = new Map();
@@ -216,7 +217,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
let thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile === undefined) {
if (thisReport === undefined || thisReport.lastExecution === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
let customOK = {
@@ -226,6 +227,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
} else {
dateForLastOliviaFile = new Date(thisReport.lastExecution);
}
reportKey = "AAVikings" + "-" + "AAGauss" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
@@ -284,46 +287,43 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
try {
logger.newInternalLoop(bot.codeName, bot.process);
executionTime = new Date(lastCandles[10] + ONE_MIN_IN_MILISECONDS);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
/* Validation that we are not going past the head of the market. */
if (isExecutionOnHeadOfMarket()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> advanceTime -> Head of the market found @ " + executionTime.toISOString()); }
callBackFunction(global.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
return;
}
periodsLoop();
if (isOnHeadOfMarket(executionTime, 10)) {
callBackFunction(global.DEFAULT_OK_RESPONSE);
} else {
periodsLoop();
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> advanceTime -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function isExecutionOnHeadOfMarket() {
function isOnHeadOfMarket(timeToValidate, period) {
let candleBeginIndex = 4;
let lastCandlePeriodOnCache;
let lastDayIndex = 10 + '/' + executionTime.getUTCFullYear() + "/" + utilities.pad(executionTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(executionTime.getUTCDate(), 2);
let lastCandlePeriodOnCache;
let lastDayIndex = period + '/' + timeToValidate.getUTCFullYear() + "/" + utilities.pad(timeToValidate.getUTCMonth() + 1, 2) + "/" + utilities.pad(timeToValidate.getUTCDate(), 2);
if (!dailyFileCache.has(lastDayIndex)) {
return false;
if (dailyFileCache.has(lastDayIndex)) {
let currentFile = dailyFileCache.get(lastDayIndex);
if (currentFile === undefined || currentFile[currentFile.length - 1] === undefined)
return false;
lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
let isOnHead = (timeToValidate.valueOf() > lastCandlePeriodOnCache.valueOf());
if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found @ " + new Date(lastCandlePeriodOnCache).toISOString() + ". Execution: " + new Date(timeToValidate).toISOString()); }
return isOnHead;
} else {
let isOnHead = (timeToValidate.valueOf() > dateForLastOliviaFile.valueOf());
if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found @ " + new Date(dateForLastOliviaFile).toISOString()+ ". Execution: " + new Date(timeToValidate).toISOString()); }
return isOnHead;
}
let currentFile = dailyFileCache.get(lastDayIndex);
if(currentFile === undefined || currentFile[currentFile.length - 1] === undefined)
return false;
else
lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
return (executionTime.valueOf() >= lastCandlePeriodOnCache.valueOf());
}
function periodsLoop() {
@@ -343,7 +343,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
isTimeToRun();
function isTimeToRun() {
if (executionTime.valueOf() >= nextExecution && !isPeriodOnHeadOfMarket(executionTime)) {
if (executionTime.valueOf() >= nextExecution && !isOnHeadOfMarket(executionTime, n)) {
getLRCPoints();
} else {
setTimeout(function() { controlLoop(); }, 0);
@@ -565,7 +565,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
lastCandles[n] = lrcPoint[0];
let timeToValidate = new Date(executionTime.valueOf() + outputPeriod);
if (isPeriodOnHeadOfMarket(timeToValidate)) {
if (isOnHeadOfMarket(timeToValidate, n)) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> getCurrentContent -> file = " + fileName + filePath); }
gaussStorage.getTextFile(filePath, fileName, onFileRetrieved);
@@ -692,29 +692,6 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
}
}
}
function isPeriodOnHeadOfMarket(timeToValidate) {
let candleBeginIndex = 4;
let lastDayIndex = n + '/' + executionTime.getUTCFullYear() + "/" + utilities.pad(executionTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(executionTime.getUTCDate(), 2);
if (!dailyFileCache.has(lastDayIndex)) {
return false;
}
let currentFile = dailyFileCache.get(lastDayIndex);
let lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
if (FULL_LOG === true) {
logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> savePoint -> Execution: " + new Date(timeToValidate).toISOString() + ". lastCandlePeriodOnCache: " + new Date(lastCandlePeriodOnCache).toISOString() + ". lastDayIndex: " + lastDayIndex);
}
if (timeToValidate >= lastCandlePeriodOnCache) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> savePoint -> Head of the market found @ " + new Date(lastCandlePeriodOnCache).toISOString()); }
return true;
} else {
return false;
}
}
}
function controlLoop() {
Multi-Period-Market/User.bot.js
+10 -6
View File
@@ -426,7 +426,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
if (marketFileCache.has(n)) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> getMarketFile -> Getting the file from local cache."); }
onMarketFileReceived(global.DEFAULT_OK_RESPONSE, marketFileCache.get(7));
onMarketFileReceived(global.DEFAULT_OK_RESPONSE, marketFileCache.get(n));
} else {
let filePath = "AAMasters/AAOlivia.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Candles/Multi-Period-Market/" + folderName;
let fileName = market.assetA + '_' + market.assetB + ".json"
@@ -659,15 +659,19 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
if (!marketFileCache.has(n)) {
return false;
}
let currentFile = marketFileCache.get(n);
let lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
if (FULL_LOG === true) {
logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> savePoint -> Execution: " + new Date(timeToValidate).toISOString() + ". lastCandlePeriodOnCache: " + new Date(lastCandlePeriodOnCache).toISOString());
let currentFile = marketFileCache.get(n);
if (currentFile[currentFile.length - 1] === undefined) {
return false;
}
let lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> isPeriodOnHeadOfMarket -> Execution: " + new Date(timeToValidate).toISOString() + ". lastCandlePeriodOnCache: " + new Date(lastCandlePeriodOnCache).toISOString()); }
if (timeToValidate >= lastCandlePeriodOnCache) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> savePoint -> Head of the market found @ " + new Date(lastCandlePeriodOnCache).toISOString()); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> isPeriodOnHeadOfMarket -> Head of the market found @ " + new Date(lastCandlePeriodOnCache).toISOString()); }
return true;
} else {