Merge branch 'develop' of https://github.com/Superalgos/Superalgos into develop
This commit is contained in:
Luis Fernando Molina committed
commit
81c20d148e
7 files changed
+204
-31
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@@ -12,7 +12,7 @@ jobs:
|
||||
- id: repository
|
||||
uses: ASzc/change-string-case-action@v1
|
||||
with:
|
||||
string: "${{ github.repository }}/${{ github.event.repository.name }}"
|
||||
string: "${{ github.repository }}"
|
||||
- uses: actions/checkout@v2
|
||||
- name: Preparation
|
||||
id: prep
|
||||
@@ -20,9 +20,12 @@ jobs:
|
||||
REGISTRY="ghcr.io"
|
||||
IMAGE="${REGISTRY}/${{ steps.repository.outputs.lowercase }}"
|
||||
TAGS="${IMAGE}:${{ github.sha }}"
|
||||
if [[ $GITHUB_REF == ref/head/master ]]; then
|
||||
if [[ $GITHUB_REF == refs/heads/master ]]; then
|
||||
TAGS="${TAGS},${IMAGE}:latest"
|
||||
fi
|
||||
if [[ $GITHUB_REF == refs/heads/develop ]]; then
|
||||
TAGS="${TAGS},${IMAGE}:develop"
|
||||
fi
|
||||
echo ::set-output name=tags::${TAGS}
|
||||
- name: Login in to registry
|
||||
uses: docker/login-action@v1
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
{"type":"Data Mine","name":"PLUVTECH-DM","config":"{\n \"codeName\": \"PLUVTECH-DM\"\n}","project":"Superalgos","sensorBots":[],"apiDataFetcherBots":[],"indicatorBots":[{"type":"Indicator Bot","name":"Fisher Transform","config":"{\n \"codeName\": \"Fisher\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Multi-Period-Market","config":"{\n \"codeName\": \"Multi-Period-Market\",\n \"description\": \"Produces Fisher Transform\",\n \"deadWaitTime\": 0,\n \"normalWaitTime\": 0,\n \"retryWaitTime\": 10000,\n \"sleepWaitTime\": 3600000,\n \"comaWaitTime\": 86400000,\n \"framework\": {\n \"name\": \"Multi-Period-Market\"\n }\n}","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market FisherTransform","project":"Superalgos","id":"417d48b6-505e-44da-819c-9bae7ef27be1","savedPayload":{"position":{"x":21544.760606413663,"y":17851.908855440484},"targetPosition":{"x":21570.642510923917,"y":17948.50143806939},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":1,"distanceToParent":2,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"9323c88c-d610-4539-b736-cbb8653cef13"}}}],"outputDatasetFolders":[],"id":"8e54b923-f47a-44c4-9463-0ad427cad349","savedPayload":{"position":{"x":21570.642510923917,"y":17948.50143806939},"targetPosition":{"x":21609.465367689296,"y":18093.39031201275},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"processDependencies":{"type":"Process Dependencies","name":"New Process Dependencies","project":"Superalgos","statusDependencies":[{"type":"Status Dependency","name":"Fisher Transform Multi-Period-Market","config":"{\n \"mainUtility\": \"Self Reference\"\n}","project":"Superalgos","id":"6a19b7ec-c85e-4acd-aa3d-476d56899896","savedPayload":{"position":{"x":21612.111081220053,"y":17673.708753558363},"targetPosition":{"x":21687.111081220053,"y":17803.61256412603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Status Report","name":"New Status Report","id":"6d52d241-dc08-45b6-af54-d4a3d3884211"}}},{"type":"Status Dependency","name":"Candles Volumes Multi-Period-Market","config":"{\n \"mainUtility\": \"Market Ending Point\"\n}","project":"Superalgos","id":"2f8cefb9-94ad-4126-b666-cfb9744a90c6","savedPayload":{"position":{"x":21725.933937985432,"y":17658.72369018267},"targetPosition":{"x":21687.111081220053,"y":17803.61256412603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Status Report","name":"New Status Report","id":"a0a61ba9-91cb-4ec7-92fe-134ff079de2d"}}}],"dataDependencies":[{"type":"Data Dependency","name":"Candles Multi-Period-Market","project":"Superalgos","id":"e246ec47-4cad-43e5-a2ec-4a9a12f41ea2","savedPayload":{"position":{"x":21817.01489178772,"y":17728.61256412603},"targetPosition":{"x":21687.111081220053,"y":17803.61256412603},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"2b03494a-67d6-47f1-89b6-53fc4c9116a8"}}}],"dataMineDataDependencies":[],"id":"6827047a-9e5f-463f-bceb-e832686975a9","savedPayload":{"position":{"x":21687.111081220053,"y":17803.61256412603},"targetPosition":{"x":21609.465367689296,"y":18093.39031201275},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"statusReport":{"type":"Status Report","name":"New Status Report","project":"Superalgos","id":"6d52d241-dc08-45b6-af54-d4a3d3884211","savedPayload":{"position":{"x":21715.531384867278,"y":17987.32429483477},"targetPosition":{"x":21609.465367689296,"y":18093.39031201275},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2,"arrangementStyle":0},"uiObject":{}}},"executionStartedEvent":{"type":"Execution Started Event","name":"Candles Volumes Multi-Period-Market","project":"Superalgos","id":"bfafbb28-81d6-42c9-bc1e-9711318c8192","savedPayload":{"position":{"x":21899.243115576017,"y":18015.744598481993},"targetPosition":{"x":21609.465367689296,"y":18093.39031201275},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Execution Finished Event","name":"New Execution Finished Event","id":"18Line truncated
|
||||
@@ -0,0 +1 @@
|
||||
{"type":"Data Mine","name":"Turtles","config":"{\n \"codeName\": \"Turtles\"\n}","project":"Superalgos","sensorBots":[],"apiDataFetcherBots":[],"indicatorBots":[{"type":"Indicator Bot","name":"Turtle","config":"{\n \"codeName\": \"Turtle\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Multi-Period-Market","config":"{\n \"codeName\": \"Multi-Period-Market\",\n \"normalWaitTime\": 0,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Multi-Period-Market\"\n }\n}","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Turtle S1","project":"Superalgos","id":"4006ddaa-a950-4e6e-b433-ae597d79e45a","savedPayload":{"position":{"x":17719.26080472765,"y":18326.909330436712},"targetPosition":{"x":17796.90651825841,"y":18616.687078323434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"5ed808a7-f462-4971-a076-cb025f42b0e0"}}}],"outputDatasetFolders":[],"id":"8be5b8b5-9717-4904-b32a-0bc45cc0c1c5","savedPayload":{"position":{"x":17796.90651825841,"y":18616.687078323434},"targetPosition":{"x":17874.552231789166,"y":18906.464826210155},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"processDependencies":{"type":"Process Dependencies","name":"New Process Dependencies","project":"Superalgos","statusDependencies":[{"type":"Status Dependency","name":"Turtle Multi-Period-Market","config":"{\n \"mainUtility\": \"Self Reference\"\n}","project":"Superalgos","id":"258a1248-8455-4c12-8b8d-05f2f7173620","savedPayload":{"position":{"x":17877.197945319924,"y":18486.783267755767},"targetPosition":{"x":17952.197945319924,"y":18616.687078323434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Status Report","name":"New Status Report","id":"04a3b949-4c9f-4fd1-b1db-09e8de1c42fd"}}},{"type":"Status Dependency","name":"Candles Volumes Multi-Period-Market","config":"{\n \"mainUtility\": \"Market Ending Point\"\n}","project":"Superalgos","id":"650ab610-b02a-4f75-9ef5-250d290805b8","savedPayload":{"position":{"x":17991.020802085302,"y":18471.798204380073},"targetPosition":{"x":17952.197945319924,"y":18616.687078323434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Status Report","name":"New Status Report","id":"a0a61ba9-91cb-4ec7-92fe-134ff079de2d"}}}],"dataDependencies":[{"type":"Data Dependency","name":"Candles Multi-Period-Market","project":"Superalgos","id":"89c2879f-d45f-4b64-85be-7a531fc71c71","savedPayload":{"position":{"x":18082.10175588759,"y":18541.687078323434},"targetPosition":{"x":17952.197945319924,"y":18616.687078323434},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":2,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"2b03494a-67d6-47f1-89b6-53fc4c9116a8"}}}],"dataMineDataDependencies":[],"id":"b5af90bc-fc96-4ece-8fd4-59381bb2993b","savedPayload":{"position":{"x":17952.197945319924,"y":18616.687078323434},"targetPosition":{"x":17874.552231789166,"y":18906.464826210155},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"statusReport":{"type":"Status Report","name":"New Status Report","project":"Superalgos","id":"04a3b949-4c9f-4fd1-b1db-09e8de1c42fd","savedPayload":{"position":{"x":18086.68426614513,"y":18694.33279185419},"targetPosition":{"x":17874.552231789166,"y":18906.464826210155},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"executionStartedEvent":{"type":"Execution Started Event","name":"Candles Volumes Multi-Period-Market","project":"Superalgos","id":"98c59689-1fd7-4229-a674-fc2e20a0edfa","savedPayload":{"position":{"x":18164.329979675887,"y":18828.819112679397},"targetPosition":{"x":17874.552231789166,"y":18906.464826210155},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Execution Finished Event","name":"New Execution Finished Event","id":"1824fa00-dd30-4cdc-acc0-01c2f29056c5"}}},"executionFinishedEvent":{"type":"Execution Finished Event","name":"New Execution Finished Event","project":"Superalgos","id":"de9413Line truncated
|
||||
@@ -68,7 +68,7 @@
|
||||
},
|
||||
{
|
||||
"style": "Table",
|
||||
"text": "| Variable Value | RGB Value | Color Sample |\n| DARK | 48, 48, 54 | RGB(48, 48, 54) |\n| LIGHT | 234, 226, 222 | RGB(234, 226, 222) |\n| GREY | 150, 150, 150 | RGB(150, 150, 150) |\n| LIGHT_GREY | 247, 247, 247 | RGB(247, 247, 247) |\n| WHITE | 255, 255, 255 | RGB(255, 255, 255) |\n| BLACK | 0, 0, 0 | RGB(0, 0, 0) |\n| GOLDEN_ORANGE | 240, 162, 2 | RGB(240, 162, 2) |\n| RUSTED_RED | 204, 88, 53 | RGB(204, 88, 53) |\n| GREEN | 188, 214, 67 | RGB(188, 214, 67) |\n| RED | 223, 70, 60 | RGB(223, 70, 60) |\n| PATINATED_TURQUOISE | 27, 153, 139 | RGB(27, 153, 139) |\n| TITANIUM_YELLOW | 244, 228, 9 | RGB(244, 228, 9) |\n| MANGANESE_PURPLE | 91,80, 122 | RGB(91,80, 122) |\n| TURQUOISE | 74, 207, 217 | RGB(74, 207, 217) |\n| DARK_TURQUOISE | 2, 149, 170 | RGB(2, 149, 170) |",
|
||||
"text": "| Variable Value | RGB Value | Color Sample |\n| DARK | 48, 48, 54 | RGB(48, 48, 54) |\n| LIGHT | 234, 226, 222 | RGB(234, 226, 222) |\n| GREY | 150, 150, 150 | RGB(150, 150, 150) |\n| LIGHT_GREY | 247, 247, 247 | RGB(247, 247, 247) |\n| WHITE | 255, 255, 255 | RGB(255, 255, 255) |\n| BLACK | 0, 0, 0 | RGB(0, 0, 0) |\n| GOLDEN_ORANGE | 240, 162, 2 | RGB(240, 162, 2) |\n| RUSTED_RED | 204, 88, 53 | RGB(204, 88, 53) |\n| GREEN | 188, 214, 67 | RGB(188, 214, 67) |\n| RED | 223, 70, 60 | RGB(223, 70, 60) |\n| PATINATED_TURQUOISE | 27, 153, 139 | RGB(27, 153, 139) |\n| TITANIUM_YELLOW | 244, 228, 9 | RGB(244, 228, 9) |\n| MANGANESE_PURPLE | 91,80, 122 | RGB(91,80, 122) |\n| TURQUOISE | 74, 207, 217 | RGB(74, 207, 217) |\n| DARK_TURQUOISE | 2, 149, 170 | RGB(2, 149, 170) |\n| SILVER | 191, 192, 192 | RGB(191,192,192) |\n| TRUE_GREEN | 0, 225, 0 | RGB(0,255,0) |\n| TRUE_RED | 255, 0, 0 | RGB(255,0,0) |\n| TRUE_YELLOW | 255, 255, 0 | RGB(255,255,0) |\n| TRUE_BLUE | 0, 0, 255 | RGB(0,0,255) |\n| BROWN | 121, 58, 21 | RGB(121,58,21) |\n| TRUE_ORANGE | 255, 160, 10 | RGB(255,160,10) |\n| JUNGLE_GREEN | 50, 175, 162 | RGB(50,175,162) |\n| JUNGLE_LIGHT | 165, 223, 210 | RGB(165,223,210) |\n| LIGHT_PINK | 254, 180, 200 | RGB(254,180,200) |\n| NEON_GREEN | 15, 252, 31 | RGB(15,252,31) |\n| PINK | 255, 77, 78 | RGB(255,77,78) |\n| TENKAN_GREEN | 43, 117, 55 | RGB(43,117,55) |\n| TENKAN_ORANGE | 233, 100, 34 | RGB(233,100,34) |\n| SKY_BLUE | 133, 206, 255 | RGB(133,206,255) |\n| MDA_PURPLE | 126, 71, 255 | RGB(126,71,255) |\n| PERSIAN_GREEN | 27, 153, 139 | RGB(27,153,139) |\n| ORANGE_WEB | 252, 163, 17 | RGB(252,163,17) |\n| OXFORD_BLUE | 20, 33, 61 | RGB(20,33,61) |\n| BYZANTINE_PINK | 181, 23, 158 | RGB(181,23,158) |\n| TRUE_PURPLE | 114, 9, 183 | RGB(114,9,183) |\n| ULTRAMARINE_BLUE | 67, 97, 238 | RGB(67,97,238) |\n| OCEAN_GREEN | 116, 198, 157 | RGB(116,198,157) |\n| BOTTLE_GREEN | 45, 106, 79 | RGB(45,106,79) |\n| WINDSOR_TAN | 153, 88, 42 | RGB(153,88,42) |\n| PERSIAN_PLUM | 111, 29, 27 | RGB(111,29,27) |\n| APPLE_GREEN | 128, 185, 24 | RGB(128,185,24) |\n| MIDNIGHT_GREEN | 6, 90, 96 | RGB(6,90,96) |\n| RED_ORANGE | 255, 72, 0 | RGB(255,72,0) |\n| CARIBBEAN_GREEN | 59, 206, 172 | RGB(59,206,172) |\n| CAMEL_TAN | 187, 148, 87 | RGB(187,148,87) |\n| CYBER_GRAPE | 98, 84, 160 | RGB(98,84,160) |",
|
||||
"updated": 1609854356242
|
||||
},
|
||||
{
|
||||
@@ -80,4 +80,4 @@
|
||||
"text": "lineDash is used to turn the border into a dashed-line; the first value corresponds to the length of the dash while the second value defines the length of the space."
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
+139
-17
@@ -1,5 +1,4 @@
|
||||
|
||||
exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
|
||||
const MODULE_NAME = "Historic OHLCVs";
|
||||
const CANDLES_FOLDER_NAME = "Candles/One-Min";
|
||||
@@ -57,8 +56,8 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
maxTradesPerFetch - this is set to a number that indicates the maximum number of trades the exchange will return in
|
||||
the fetchTrades method (e.g. for the Luno exchange, this number is 100).
|
||||
*/
|
||||
let useFetchTradesForFetchOHLCVs = false
|
||||
let maxTradesPerFetch = 100
|
||||
let useFetchTradesForFetchOHLCVs = false
|
||||
let maxTradesPerFetch = 100
|
||||
|
||||
return thisObject;
|
||||
|
||||
@@ -94,15 +93,15 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
if (API.rateLimit !== undefined) {
|
||||
rateLimit = API.rateLimit
|
||||
}
|
||||
if (API.limit !== undefined) {
|
||||
limit = API.limit
|
||||
}
|
||||
if (API.hostname !== undefined) {
|
||||
hostname = API.hostname
|
||||
}
|
||||
if (API.fetchType !== undefined) {
|
||||
fetchType = API.fetchType
|
||||
}
|
||||
if (API.limit !== undefined) {
|
||||
limit = API.limit
|
||||
}
|
||||
if (API.useFetchTradesForFetchOHLCVs !== undefined) {
|
||||
useFetchTradesForFetchOHLCVs = API.useFetchTradesForFetchOHLCVs
|
||||
if (API.maxTradesPerFetch !== undefined) {
|
||||
@@ -200,6 +199,11 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
return;
|
||||
}
|
||||
|
||||
/* Check if the uiStartDate is Invalid, if so lets set it to the Epoch and let the getMarketStart function later take care of it */
|
||||
if(isNaN(uiStartDate)) {
|
||||
uiStartDate = new Date(0)
|
||||
}
|
||||
|
||||
thisReport = statusDependencies.statusReports.get(reportKey)
|
||||
|
||||
if (thisReport.file.beginingOfMarket !== undefined) { // This means this is not the first time this process has run.
|
||||
@@ -294,7 +298,7 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
|
||||
@@ -345,9 +349,12 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
let previousSince
|
||||
let fromDate = new Date(since)
|
||||
let lastDate = new Date()
|
||||
let changeToMarketStart = false
|
||||
|
||||
while (true) {
|
||||
|
||||
let invalidSince = false
|
||||
|
||||
/* Reporting we are doing well */
|
||||
function heartBeat(noNewInternalLoop) {
|
||||
let processingDate = new Date(since)
|
||||
@@ -365,8 +372,6 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
}
|
||||
}
|
||||
|
||||
heartBeat()
|
||||
|
||||
/* Defining if we will query the exchange by Date or Id */
|
||||
if (fetchType === "by Id") {
|
||||
/*
|
||||
@@ -377,11 +382,120 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
since = lastId
|
||||
}
|
||||
|
||||
/*
|
||||
If this is the first time the process has run, check if to see if the start date the user
|
||||
has entered is before the start of the Market on the Exchange. If this is the case, jump
|
||||
forward to the start date of the Market.
|
||||
*/
|
||||
if(firstTimeThisProcessRun && changeToMarketStart === false && useFetchTradesForFetchOHLCVs === false) {
|
||||
let marketStartSince
|
||||
|
||||
marketStartSince = await findMarketStart()
|
||||
|
||||
if (initialProcessTimestamp < marketStartSince) {
|
||||
since = marketStartSince
|
||||
fromDate = new Date(since)
|
||||
changeToMarketStart = true
|
||||
}
|
||||
}
|
||||
|
||||
heartBeat()
|
||||
|
||||
/* Fetching the OHLCVs from the exchange.*/
|
||||
await new Promise(resolve => setTimeout(resolve, rateLimit)) // rate limit
|
||||
const OHLCVs = useFetchTradesForFetchOHLCVs ?
|
||||
await fetchTradesForOHLCV(symbol, '1m', since, limit, params) :
|
||||
await exchange.fetchOHLCV(symbol, '1m', since, limit, params)
|
||||
await fetchTradesForOHLCV(symbol, '1m', since, limit, params) :
|
||||
await exchange.fetchOHLCV(symbol, '1m', since, limit, params)
|
||||
|
||||
|
||||
if (OHLCVs.length === 0) {
|
||||
/*
|
||||
If OHLCVs is empty we might be dealing with extended maintenance longer than our OHLCV limit.
|
||||
If this is the case jump forward to the next valid OHLCV record.
|
||||
*/
|
||||
since = await findNextValidOHLCV()
|
||||
}
|
||||
|
||||
/*
|
||||
CCXT for certain Exchanges will return an empty or partial array if the since date is too
|
||||
far in the past if this occurs this function will recursively step backwards in the Exchange
|
||||
and Market in 1D intervals until it finds the earliest date with values.
|
||||
*/
|
||||
|
||||
async function findMarketStart() {
|
||||
|
||||
let earliestMarketSince = undefined
|
||||
let foundDate = false
|
||||
let searchSize = limit
|
||||
let previousMarketSince = undefined
|
||||
while (foundDate !== true) {
|
||||
|
||||
await new Promise(resolve => setTimeout(resolve, rateLimit)) // rate limit
|
||||
const earlyOHLCVs = useFetchTradesForFetchOHLCVs ?
|
||||
await fetchTradesForOHLCV(symbol, '1d', earliestMarketSince, searchSize, params) :
|
||||
await exchange.fetchOHLCV(symbol, '1d', earliestMarketSince, searchSize, params)
|
||||
|
||||
if (earlyOHLCVs.length === searchSize && previousMarketSince !== earlyOHLCVs[0][0]) { // If array is full, and the date returned isn't the same then we are still working in valid data, search further back
|
||||
earliestMarketSince = (earlyOHLCVs[0][0] - (TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS * searchSize))
|
||||
previousMarketSince = earlyOHLCVs[0][0]
|
||||
|
||||
} else if (earlyOHLCVs.length === searchSize && previousMarketSince === earlyOHLCVs[0][0]) { // If array is full, but the first OHLCV date is the same as last time then we've found our Market Start
|
||||
foundDate = true
|
||||
invalidSince = true
|
||||
return earlyOHLCVs[0][0]
|
||||
|
||||
} else if (earlyOHLCVs.length < searchSize && earlyOHLCVs.length > 0) { // If the array is partially filled then, take the earliest data and we've found our Market Start
|
||||
foundDate = true
|
||||
invalidSince = true
|
||||
return earlyOHLCVs[0][0]
|
||||
|
||||
} else if ((earlyOHLCVs.length === 0 && searchSize !== 1)) { // If array is empty, we've gone too far, half the search size and retry
|
||||
earliestMarketSince = (earliestMarketSince + (TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS * searchSize))
|
||||
if (searchSize > 1) {
|
||||
searchSize = Math.floor(searchSize / 2)
|
||||
}
|
||||
|
||||
} else { // Otherwise, the array is empty and we're at the lowest searchSize then we've found our Market Start
|
||||
foundDate = true
|
||||
invalidSince = true
|
||||
return earliestMarketSince
|
||||
|
||||
}
|
||||
|
||||
let processingDate = new Date(earliestMarketSince)
|
||||
processingDate = processingDate.getUTCFullYear() + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(processingDate.getUTCMonth() + 1, 2) + '-' + TS.projects.superalgos.utilities.miscellaneousFunctions.pad(processingDate.getUTCDate(), 2);
|
||||
TS.projects.superalgos.functionLibraries.processFunctions.processHeartBeat(processIndex, "Invalid or No Start Date. Finding Market Start @ " + processingDate, 0)
|
||||
}
|
||||
}
|
||||
|
||||
/*
|
||||
CCXT will return an empty array if there are no OHLCVs for the limit.
|
||||
This can happen when the Exchange has extended maintenance i.e. over
|
||||
1,000 minutes (example see Binance on 2018-02-08). This function will
|
||||
return the next valid returned OHLCV.
|
||||
*/
|
||||
|
||||
async function findNextValidOHLCV() {
|
||||
|
||||
let foundDate = false
|
||||
|
||||
while (foundDate !== true) {
|
||||
|
||||
await new Promise(resolve => setTimeout(resolve, rateLimit)) // rate limit
|
||||
const nextValidOHLCVs = useFetchTradesForFetchOHLCVs ?
|
||||
await fetchTradesForOHLCV(symbol, '1m', since, limit, params) :
|
||||
await exchange.fetchOHLCV(symbol, '1m', since, limit, params)
|
||||
|
||||
if (nextValidOHLCVs.length === 0) {
|
||||
since = (since + (TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS * limit))
|
||||
|
||||
} else {
|
||||
foundDate = true
|
||||
invalidSince = true
|
||||
return nextValidOHLCVs[0][0]
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/*
|
||||
OHLCV Structure
|
||||
@@ -418,16 +532,13 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
fromDate = new Date(beginingOfMarket.valueOf())
|
||||
firstTimeThisProcessRun = false
|
||||
}
|
||||
}
|
||||
|
||||
if (OHLCVs.length > 1) {
|
||||
previousSince = since
|
||||
since = OHLCVs[OHLCVs.length - 1][0] // 'timestamp'
|
||||
if (since === previousSince) {
|
||||
since++ // this prevents requesting in a loop OHLCVs with the same timestamp, that can happen when all the records fetched come with exactly the same timestamp.
|
||||
}
|
||||
|
||||
|
||||
lastId = OHLCVs[OHLCVs.length - 1]['id']
|
||||
|
||||
for (let i = 0; i < OHLCVs.length; i++) {
|
||||
@@ -444,8 +555,19 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
heartBeat(true)
|
||||
}
|
||||
|
||||
let currentDate = new Date(since)
|
||||
|
||||
/*
|
||||
If we've pulled less OHLCVs than the limit, this either means:
|
||||
(1) we reached the current date and are now pulling the latest
|
||||
(2) there was exchange maintenance on the date being processed
|
||||
(3) we've found zero records as the start date was way in the past
|
||||
|
||||
If (1) is the case, or if we're stopping the task or have hit the max
|
||||
limit. then break and stop till the next loop.
|
||||
*/
|
||||
if (
|
||||
OHLCVs.length < limit - 1 ||
|
||||
(OHLCVs.length < limit - 1 && invalidSince === false && TS.projects.superalgos.utilities.dateTimeFunctions.areTheseDatesEqual(currentDate, new Date())) ||
|
||||
TS.projects.superalgos.globals.taskVariables.IS_TASK_STOPPING === true ||
|
||||
rawDataArray.length >= MAX_OHLCVs_PER_EXECUTION
|
||||
) {
|
||||
@@ -868,7 +990,7 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
|
||||
if (dataLength > 0) {
|
||||
// first get the start of the day after this day we are checking
|
||||
let timestamp = (day * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) +
|
||||
TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
|
||||
TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
|
||||
if (rawDataArray[dataLength - 1][0] < timestamp) {
|
||||
// there is no data for the next day, so now trim this day's data to remove anything before it
|
||||
timestamp -= TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
|
||||
|
||||
@@ -218,22 +218,36 @@ Once the app finishes loading, an interactive tutorial takes you by the hand and
|
||||
|
||||
# Docker Deployments
|
||||
|
||||
Docker container images can be found at https://github.com/users/Superalgos/packages/container/package/superalgos
|
||||
|
||||
If you wish to run Superalgos over docker platform, follow these steps.
|
||||
|
||||
## 1. Install Docker
|
||||
|
||||
Follow the link to [install docker](https://docs.docker.com/engine/install/).
|
||||
|
||||
## 2. Login and Run
|
||||
## 2. Run
|
||||
|
||||
You will need to create local storage directories beforehand, by example with `mkdir Data-Storage Log-Files My-Workspaces`
|
||||
|
||||
```
|
||||
docker login ghcr.io --username your-github-username --password-stdin
|
||||
```
|
||||
```
|
||||
docker run -p 18041:18041 -p 34248 superalgos/superalgos
|
||||
docker run \
|
||||
-d \
|
||||
--rm \
|
||||
--name superalgos \
|
||||
-p 18041:18041 \
|
||||
-p 34248:34248 \
|
||||
-v $(pwd)/Data-Storage:/app/Data-Storage \
|
||||
-v $(pwd)/Log-Files:/app/Log-Files \
|
||||
-v $(pwd)/My-Workspaces:/app/My-Workspaces \
|
||||
ghcr.io/superalgos/superalgos:latest
|
||||
```
|
||||
|
||||
Now you can access to the Superalgos UI.
|
||||
Now you can access to the Superalgos UI at http://127.0.0.1:34248
|
||||
|
||||
To see console logs you can use `docker logs superalgos -f`
|
||||
|
||||
When you're done just exec `docker kill superalgos`
|
||||
|
||||
**Note:** This has not been extensively tested yet. If you run into troubles, please contact us at the [Superalgos Support Group](https://t.me/superalgossupport).
|
||||
|
||||
|
||||
+36
-4
@@ -1,12 +1,12 @@
|
||||
|
||||
let canvas
|
||||
let PROJECTS_ARRAY
|
||||
let canvas
|
||||
let PROJECTS_ARRAY
|
||||
let PROJECTS_SCHEMA
|
||||
let SCHEMAS_BY_PROJECT = new Map()
|
||||
/* New Root object*/
|
||||
let UI = {
|
||||
projects: {}
|
||||
}
|
||||
}
|
||||
|
||||
/* User Interface Colors */
|
||||
const UI_COLOR = {
|
||||
@@ -24,7 +24,39 @@ const UI_COLOR = {
|
||||
TITANIUM_YELLOW: "244,228,9",
|
||||
MANGANESE_PURPLE: "91,80,122",
|
||||
TURQUOISE: "74,207,217",
|
||||
DARK_TURQUOISE: "2,149,170"
|
||||
DARK_TURQUOISE: "2,149,170",
|
||||
ORANGE_WEB: "252,163,17",
|
||||
OXFORD_BLUE: "20,33,61",
|
||||
BYZANTINE_PINK: "181,23,158",
|
||||
TRUE_PURPLE: "114,9,183",
|
||||
ULTRAMARINE_BLUE: "67,97,238",
|
||||
OCEAN_GREEN: "116,198,157",
|
||||
BOTTLE_GREEN: "45,106,79",
|
||||
WINDSOR_TAN: "153,88,42",
|
||||
CAMEL_TAN: "187,148,87",
|
||||
PERSIAN_PLUM: "111,29,27",
|
||||
APPLE_GREEN: "128,185,24",
|
||||
MIDNIGHT_GREEN: "6,90,96",
|
||||
RED_ORANGE: "255,72,0",
|
||||
CARIBBEAN_GREEN: "59,206,172",
|
||||
SILVER: "191,192,192",
|
||||
NEON_GREEN: "15,252,31",
|
||||
PINK: "255,77,78",
|
||||
TENKAN_GREEN: "43,117,55",
|
||||
TENKAN_ORANGE: "233,100,34",
|
||||
SKY_BLUE: "133,206,255",
|
||||
MDA_PURPLE: "126,71,255",
|
||||
PERSIAN_GREEN: "27,153,139",
|
||||
CYBER_GRAPE: "98,84,160",
|
||||
TRUE_GREEN: "0,225,0",
|
||||
TRUE_RED: "255,0,0",
|
||||
TRUE_YELLOW: "255,255,0",
|
||||
TRUE_BLUE: "0,0,255",
|
||||
BROWN: "121,58,21",
|
||||
JUNGLE_GREEN: "50,175,162",
|
||||
LIGHT_PINK: "254,180,200",
|
||||
JUNGLE_LIGHT: "165,223,210",
|
||||
TRUE_ORANGE: "255,160,10"
|
||||
};
|
||||
|
||||
/* User Interface Fonts */
|
||||
|
||||
Reference in new issue
Block a user