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Parameters and Bug Fix

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This commit is contained in:
Luis Fernando Molina committed 2020-11-05 15:57:29 +01:00
1 parent 5a82a3bd35
commit 7dd461ca8d
29 files changed
+286 -205
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TaskServer/LowFrequencyTrading/OrdersCalculations.js
+1 -1
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@@ -23,7 +23,7 @@ exports.newOrdersCalculations = function newOrdersCalculations(bot, logger) {
return thisObject
function initialize() {
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
}
TaskServer/LowFrequencyTrading/OrdersSimulations.js
+1 -1
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@@ -23,7 +23,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
return thisObject
function initialize() {
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
}
TaskServer/LowFrequencyTrading/Snapshots.js
+1 -1
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@@ -45,7 +45,7 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingEngine.js
+1 -1
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@@ -25,7 +25,7 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
initializeNodeMap(tradingEngine)
TaskServer/LowFrequencyTrading/TradingEpisode.js
+1 -1
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@@ -23,7 +23,7 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingExecution.js
+1 -1
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@@ -24,7 +24,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
tradingOrdersModule.initialize()
}
TaskServer/LowFrequencyTrading/TradingOrders.js
+1 -1
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@@ -27,7 +27,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
exchangeAPIModule.initialize()
announcementsModule.initialize()
TaskServer/LowFrequencyTrading/TradingPosition.js
+1 -1
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@@ -31,7 +31,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingProcess.js
+9 -9
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@@ -103,7 +103,7 @@
This variable tell us which day we are standing at, specially while working
with Daily Files. From this Date is that we are going to load the Daily Files.
*/
bot.simulationState.tradingEngine.current.episode.processDate.value = global.REMOVE_TIME(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime).valueOf()
bot.simulationState.tradingEngine.current.episode.processDate.value = global.REMOVE_TIME(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -219,7 +219,7 @@
callBackFunction(global.DEFAULT_OK_RESPONSE)
function checkThereAreCandles(chart) {
let sessionParameters = bot.TRADING_SESSION.parameters
let sessionParameters = bot.TRADING_SESSION.tradingParameters
let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
let candles = chart[propertyName].candles
@@ -236,7 +236,7 @@
let statusReport;
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = global.REMOVE_TIME(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = global.REMOVE_TIME(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
@@ -371,7 +371,7 @@
dataFiles = new Map();
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.marketFilesPeriods[n][0];
currentTimeFrameLabel = global.marketFilesPeriods[n][1];
}
@@ -384,7 +384,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -431,8 +431,8 @@
let dataRecord = dataFile[i]
let begin = dataRecord[beginIndex]
let end = dataRecord[endIndex]
if (end + timeFrame < bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime) { continue }
if (end + timeFrame < bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
return result
@@ -468,7 +468,7 @@
}
}
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.dailyFilePeriods[n][0];
currentTimeFrameLabel = global.dailyFilePeriods[n][1];
}
@@ -488,7 +488,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
TaskServer/LowFrequencyTrading/TradingRecords.js
+1 -1
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@@ -20,7 +20,7 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
function initialize(pOutputDatasetsMap) {
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
outputDatasetsMap = pOutputDatasetsMap // These are the files turned into arrays, stored in a Map by Product codeName.
}
TaskServer/LowFrequencyTrading/TradingSimulation.js
+1 -1
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@@ -28,7 +28,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
let tradingSystem = bot.simulationState.tradingSystem
let tradingEngine = bot.simulationState.tradingEngine
let sessionParameters = bot.TRADING_SESSION.parameters
let sessionParameters = bot.TRADING_SESSION.tradingParameters
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> initialDatetime = ' + sessionParameters.timeRange.config.initialDatetime) }
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime) }
TaskServer/LowFrequencyTrading/TradingStages.js
+1 -1
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@@ -47,7 +47,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
tradingStrategyModule.initialize()
tradingPositionModule.initialize()
TaskServer/LowFrequencyTrading/TradingStrategy.js
+1 -1
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@@ -19,7 +19,7 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingSystem.js
+1 -1
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@@ -28,7 +28,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.TRADING_SESSION.parameters
sessionParameters = bot.TRADING_SESSION.tradingParameters
tradingSystem.conditions = new Map()
tradingSystem.formulas = new Map()