fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Parameters and Bug Fix

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

TaskServer/ReinforcementLearning/LearningProcess.js
+9 -9
View File
@@ -103,7 +103,7 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
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 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
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 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
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 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
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 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
}
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 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
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 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
}
}
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 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
}
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
}
}