Parameters and Bug Fix
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Luis Fernando Molina committed
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@@ -183,7 +183,7 @@
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non critical is missing, we complete it with a default value.
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*/
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if (bot.TRADING_SESSION.parameters === undefined) {
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if (bot.TRADING_SESSION.tradingParameters === undefined) {
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let errorMessage = "Session Node with no Parameters."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION, errorMessage)
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@@ -191,8 +191,8 @@
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}
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/* Time Range */
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if (bot.TRADING_SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
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bot.TRADING_SESSION.parameters.timeRange = {
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if (bot.TRADING_SESSION.tradingParameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.timeRange = {
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name: 'Missing Time Range',
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type: 'Time Range',
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config: {
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@@ -203,17 +203,17 @@
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} else {
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/* Check that we received valid dates */
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if (bot.TRADING_SESSION.type === 'Backtesting Session') {
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if (isNaN(new Date(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
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if (isNaN(new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()) {
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let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters, errorMessage)
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return false
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}
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}
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if (isNaN(new Date(bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
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if (isNaN(new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime)).valueOf()) {
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let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters, errorMessage)
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return false
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}
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}
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@@ -249,80 +249,80 @@
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/* Initial Datetime */
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if (bot.TRADING_SESSION.type === 'Backtesting Session') {
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if (bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime === undefined) {
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bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
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if (bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime === undefined) {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = initialDefault
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} else {
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bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
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bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()
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}
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} else {
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/* Non backtest session can start from the past only if explicitly configured that way */
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if (bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.TRADING_SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) {
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bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
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if (bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime === undefined || bot.TRADING_SESSION.tradingParameters.timeRange.config.allowStartingFromThePast !== true) {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = initialDefault
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} else {
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bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
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bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.initialDatetime)).valueOf()
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}
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}
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/* Final Datetime */
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if (bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime === undefined) {
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bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime = finalDefault
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if (bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime === undefined) {
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bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime = finalDefault
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} else {
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bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
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bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime = (new Date(bot.TRADING_SESSION.tradingParameters.timeRange.config.finalDatetime)).valueOf()
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}
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}
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/* Time Frame */
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if (bot.TRADING_SESSION.parameters.timeFrame === undefined) {
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if (bot.TRADING_SESSION.tradingParameters.timeFrame === undefined) {
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let errorMessage = "Session Parameters Node with no Time Frame."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters, errorMessage)
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return false
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}
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if (bot.TRADING_SESSION.parameters.timeFrame.config.label === undefined) {
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if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.label === undefined) {
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let errorMessage = "Session Parameters Node with no Time Frame Label configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters.timeFrame, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters.timeFrame, errorMessage)
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return false
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}
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bot.TRADING_SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.TRADING_SESSION.parameters.timeFrame.config.label)
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if (bot.TRADING_SESSION.parameters.timeFrame.config.value === undefined) {
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bot.TRADING_SESSION.tradingParameters.timeFrame.config.value = getTimeFrameFromLabel(bot.TRADING_SESSION.tradingParameters.timeFrame.config.label)
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if (bot.TRADING_SESSION.tradingParameters.timeFrame.config.value === undefined) {
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let errorMessage = "Config error: label value not recognized. Try 01-min or 01-hs for example."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters.timeFrame, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters.timeFrame, errorMessage)
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return false
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}
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/* Session Base Asset */
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if (bot.TRADING_SESSION.parameters.sessionBaseAsset === undefined) {
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if (bot.TRADING_SESSION.tradingParameters.sessionBaseAsset === undefined) {
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let errorMessage = "Session Parameters Node with no Session Base Asset."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters, errorMessage)
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return false
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}
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if (bot.TRADING_SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
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if (bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.initialBalance === undefined) {
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let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters.sessionBaseAsset, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters.sessionBaseAsset, errorMessage)
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return false
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}
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/* Session Quoted Asset */
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if (bot.TRADING_SESSION.parameters.sessionQuotedAsset === undefined) {
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if (bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset === undefined) {
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let errorMessage = "Session Parameters Node with no Session Quoted Asset."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters, errorMessage)
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return false
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}
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if (bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
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if (bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.initialBalance === undefined) {
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let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters.sessionQuotedAsset, errorMessage)
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bot.TRADING_SESSIONError(bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset, errorMessage)
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return false
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}
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/* Slippage */
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if (bot.TRADING_SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
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bot.TRADING_SESSION.parameters.slippage = {
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if (bot.TRADING_SESSION.tradingParameters.slippage === undefined) { // if the Slippage is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.slippage = {
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name: 'Missing Slippage',
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type: 'Slippage',
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config: {
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@@ -332,19 +332,19 @@
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}
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}
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}
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if (bot.TRADING_SESSION.parameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
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bot.TRADING_SESSION.parameters.slippage.config.marketOrderRate = 0
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if (bot.TRADING_SESSION.tradingParameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.slippage.config.marketOrderRate = 0
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}
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if (bot.TRADING_SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
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bot.TRADING_SESSION.parameters.slippage.config.stopLoss = 0
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if (bot.TRADING_SESSION.tradingParameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.slippage.config.stopLoss = 0
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}
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if (bot.TRADING_SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
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bot.TRADING_SESSION.parameters.slippage.config.takeProfit = 0
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if (bot.TRADING_SESSION.tradingParameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.slippage.config.takeProfit = 0
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}
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/* Fee Structure */
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if (bot.TRADING_SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
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bot.TRADING_SESSION.parameters.feeStructure = {
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if (bot.TRADING_SESSION.tradingParameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.feeStructure = {
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name: 'Missing Fee Structure',
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type: 'Fee Structure',
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config: {
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@@ -353,11 +353,11 @@
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}
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}
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}
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if (bot.TRADING_SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
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bot.TRADING_SESSION.parameters.feeStructure.config.maker = 0
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if (bot.TRADING_SESSION.tradingParameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.feeStructure.config.maker = 0
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}
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if (bot.TRADING_SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
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bot.TRADING_SESSION.parameters.feeStructure.config.taker = 0
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if (bot.TRADING_SESSION.tradingParameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
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bot.TRADING_SESSION.tradingParameters.feeStructure.config.taker = 0
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}
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return true
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@@ -391,16 +391,16 @@
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balancePercentage = bot.TRADING_SESSION.config.balancePercentage
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}
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bot.TRADING_SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.TRADING_SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
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bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
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bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.initialBalance = bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
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bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.initialBalance = bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
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bot.TRADING_SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.TRADING_SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
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bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
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bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.minimumBalance = bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
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bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.minimumBalance = bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
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bot.TRADING_SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.TRADING_SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
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bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
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bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.maximumBalance = bot.TRADING_SESSION.tradingParameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
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bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.maximumBalance = bot.TRADING_SESSION.tradingParameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
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pProcessConfig.normalWaitTime = bot.TRADING_SESSION.parameters.timeFrame.config.value
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pProcessConfig.normalWaitTime = bot.TRADING_SESSION.tradingParameters.timeFrame.config.value
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return true
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}
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