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Paper Trading Bug Fixed

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This commit is contained in:
Luis Fernando Molina committed 2020-05-27 13:08:50 +02:00
1 parent 8ba5c56884
commit 79fb8fe6e0
3 files changed
+41 -23
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My-Workspaces/Binance - WHB - BBTB.json
+1
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@@ -0,0 +1 @@
{"type":"Workspace","name":"Binance - WHB - BBTB","rootNodes":[{"type":"Network","name":"Superalgos","networkNodes":[{"type":"Network Node","name":"My Computer","code":"{ \n\"host\": \"localhost\", \n\"webPort\": \"34247\", \n\"webSocketsPort\": \"8080\"\n}","dataStorage":{"type":"Data Storage","name":"New Data Storage","sessionIndependentData":{"type":"Session Independent Data","name":"New Session Independent Data","exchangeDataProducts":[{"type":"Exchange Data Products","name":"Binance","singleMarketData":[{"type":"Single Market Data","name":"Binance BTC/USDT","dataProducts":[{"type":"Data Product","name":"Candles","id":"dd7c8795-bb24-4438-9d77-b37a9000ad7f","savedPayload":{"position":{"x":39655.39345377463,"y":28084.121285348076},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles","id":"fe6065ec-4d2d-47a0-bae0-8647f0e195d7"}}},{"type":"Data Product","name":"Volumes","id":"98e6c917-f4b7-4b71-9215-de3ccaf3dc0c","savedPayload":{"position":{"x":39619.08803001109,"y":27971.34006849996},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Volumes","id":"1a366aef-efef-470e-88e0-2a6fbe4dd91f"}}},{"type":"Data Product","name":"Candles Channels","id":"1d7dd537-5f6f-4eb2-8e56-ddba0aef720f","savedPayload":{"position":{"x":39594.11393185164,"y":27855.840877332517},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles Channels","id":"8c81d378-0947-4e9d-be25-58e69120152e"}}},{"type":"Data Product","name":"Candles Channels Objects","id":"221c8d22-8a7f-4014-a7ed-0bafc886b123","savedPayload":{"position":{"x":39580.59887306321,"y":27738.507421368748},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles Channels Objects","id":"ba5dbb67-2030-42a0-9ff8-1ee80874f047"}}},{"type":"Data Product","name":"Bollinger Bands","id":"6929ebe7-6486-4299-add5-ed0282500d91","savedPayload":{"position":{"x":39578.655464896365,"y":27620.63069875915},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Bands","id":"29088877-8d63-4217-8d34-8742afc262f4"}}},{"type":"Data Product","name":"Percentage Bandwidth","id":"4a3ed8eb-a73e-4fb4-835a-681cf47d7373","savedPayload":{"position":{"x":39588.297198778826,"y":27502.946480135615},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Percentage Bandwidth","id":"3b7885a0-cd72-4a3f-a38b-3dc8c47bd068"}}},{"type":"Data Product","name":"Bollinger Channels Objects","id":"5ffc6a67-e33b-422b-8e36-f9711f93c723","savedPayload":{"position":{"x":39609.428887621216,"y":27386.77785099828},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Channels Objects","id":"1f111f72-624f-4166-9f99-ab8d785d5267"}}},{"type":"Data Product","name":"Bollinger Sub-Channels Objects","id":"48f7953c-f62d-4292-b042-d1ac05f8f80f","savedPayload":{"position":{"x":39641.84608404141,"y":27273.24280350331},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Sub-Channels Objects","id":"080c87fc-4546-4482-ab11-180a33f6d9ab"}}},{"type":"Data Product","name":"Popular SMAs","id":"3b9a3c93-6d41-440e-89a2-2fd1b2dde603","savedPayload":{"position":{"x":39685.2360649887,"y":27163.433854438405},"targetPosition":{"x":40780.996436099675,"y":27659.843516028},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapLine truncated
TaskServer/.vscode/launch.json
Vendored
+17
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@@ -0,0 +1,17 @@
{
// Use IntelliSense to learn about possible attributes.
// Hover to view descriptions of existing attributes.
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
"version": "0.2.0",
"configurations": [
{
"type": "node",
"request": "launch",
"name": "Launch Program",
"skipFiles": [
"<node_internals>/**"
],
"program": "${workspaceFolder}\\server.js"
}
]
}
TaskServer/Session.js
+23 -23
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@@ -5,7 +5,7 @@
const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
let thisObject = {
initialize: initialize
initialize: initialize
}
return thisObject;
@@ -17,10 +17,10 @@
let telegramAPI
/* Initialize this info so that everything is logged propeerly */
bot.SESSION = {
name: bot.processNode.session.name,
id: bot.processNode.session.id
id: bot.processNode.session.id
}
/* Set the folderName for early logging */
@@ -29,7 +29,7 @@
} else {
bot.SESSION.folderName = bot.processNode.session.code.folderName + "-" + bot.SESSION.id
}
/* Check if there is a session */
if (bot.processNode.session === undefined) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> Cannot run without a Session.");
@@ -40,7 +40,7 @@
/* Listen to event to start or stop the session. */
bot.sessionKey = bot.processNode.session.name + '-' + bot.processNode.session.type + '-' + bot.processNode.session.id
global.SESSION_MAP.set(bot.sessionKey, bot.sessionKey)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Run Session', undefined, bot.sessionKey, undefined, runSession)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Stop Session', undefined, bot.sessionKey, undefined, stopSession)
@@ -133,7 +133,7 @@
}
bot.resumeExecution = false;
bot.hasTheBotJustStarted = true
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
return true
}
@@ -148,7 +148,7 @@
bot.startMode = "Live"
checkDatetimes()
bot.resumeExecution = false;
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
pProcessConfig.liveWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
return true
@@ -165,23 +165,23 @@
bot.startMode = "Live"
checkDatetimes()
bot.resumeExecution = false;
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
/* Reduce the balance */
let balancePercentage = 1 // This is the default value
if (bot.SESSION.code.balancePercentage !== undefined) {
balancePercentage = bot.SESSION.code.balancePercentage
}
bot.VALUES_TO_USE.initialBalanceA = bot.VALUES_TO_USE.initialBalanceA * balancePercentage / 100
bot.VALUES_TO_USE.initialBalanceB = bot.VALUES_TO_USE.initialBalanceB * balancePercentage / 100
bot.VALUES_TO_USE.minimumBalanceA = bot.VALUES_TO_USE.minimumBalanceA * balancePercentage / 100
bot.VALUES_TO_USE.minimumBalanceB = bot.VALUES_TO_USE.minimumBalanceB * balancePercentage / 100
bot.VALUES_TO_USE.maximumBalanceA = bot.VALUES_TO_USE.maximumBalanceA * balancePercentage / 100
bot.VALUES_TO_USE.maximumBalanceB = bot.VALUES_TO_USE.maximumBalanceB * balancePercentage / 100
@@ -191,12 +191,12 @@
}
function startPaperTrading(message) {
bot.startMode = "Backtest"
bot.startMode = "Paper"
checkDatetimes()
bot.resumeExecution = false;
bot.hasTheBotJustStarted = true
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
return true
}
@@ -270,7 +270,7 @@
}
}
let tradingSystem = bot.TRADING_SYSTEM
let tradingSystem = bot.TRADING_SYSTEM
if (tradingSystem !== undefined) {
@@ -429,7 +429,7 @@
let socialBot = bot.SESSION.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
let code = socialBot.code
socialBot.botInstance = initializeTelegramBot(code.botToken, code.chatId)
socialBot.botInstance = initializeTelegramBot(code.botToken, code.chatId)
}
}
}
@@ -440,7 +440,7 @@
let socialBot = bot.SESSION.socialBots.bots[i]
try {
let code = announcement.code
if (socialBot.type === "Telegram Bot") {
if (announcement.formulaValue !== undefined) {
socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, announcement.formulaValue).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeSocialBots -> announce -> Telegram API error -> err = " + err))
@@ -448,7 +448,7 @@
socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, code.text).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeSocialBots -> announce -> Telegram API error -> err = " + err))
}
}
} catch (err) {
parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeSocialBots -> announce -> err = " + err.stack);
}
@@ -461,7 +461,7 @@
}
function finalizeSocialBots() {
if (bot.SESSION.socialBots === undefined) {return}
if (bot.SESSION.socialBots === undefined) { return }
if (bot.SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.SESSION.socialBots.bots.length; i++) {
let socialBot = bot.SESSION.socialBots.bots[i]
@@ -488,8 +488,8 @@
telegramAPI = new Telegram(botToken)
const messge = bot.SESSION.type + " '" + bot.SESSION.name + "' was started with an initial balance of " + " " + bot.VALUES_TO_USE.initialBalanceA + " " + bot.VALUES_TO_USE.baseAsset + "."
telegramAPI.sendMessage(chatId, messge ).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeTelegramBot -> Telegram API error -> err = " + err))
const messge = bot.SESSION.type + " '" + bot.SESSION.name + "' was started with an initial balance of " + " " + bot.VALUES_TO_USE.initialBalanceA + " " + bot.VALUES_TO_USE.baseAsset + "."
telegramAPI.sendMessage(chatId, messge).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeTelegramBot -> Telegram API error -> err = " + err))
let botInstance = {
telegramBot: telegramBot,
@@ -504,10 +504,10 @@
}
function finalizeTelegramBot(chatId) {
const messge = bot.SESSION.type + " '" + bot.SESSION.name + "' was stopped."
const messge = bot.SESSION.type + " '" + bot.SESSION.name + "' was stopped."
telegramAPI.sendMessage(chatId, messge).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeTelegramBot -> Telegram API error -> err = " + err))
}
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);