fez5587/Superalgos
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Merge pull request #2 from matbenitez/develop

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Superalgos node v1
This commit is contained in:
Luis Fernando Molina authored and GitHub committed 2019-06-23 08:16:32 +02:00
2 parents b2f3990edf 11ad478ee5
commit 8724ad9952
4 files changed
+34 -134
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Commons.js
+2 -46
View File
@@ -1,5 +1,4 @@
const axios = require('axios')
const auth = require('./utils/auth')
const strategy = require('./Integrations/Strategy')
exports.newCommons = function newCommons(bot, logger, UTILITIES) {
@@ -70,7 +69,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> Entering function."); }
let tradingSystem = await getTradingSystem();
let tradingSystem = await strategy.getStrategy();
/* Initial Default Values */
@@ -1837,49 +1836,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
async function getTradingSystem() {
try {
const accessToken = await auth.authenticate()
let fbSlug = bot.codeName
if (process.env.TEST_FB !== undefined) {
fbSlug = process.env.TEST_FB
}
const strategizerResponse = await axios({
url: process.env.GATEWAY_ENDPOINT,
method: 'post',
data: {
query: `
query($fbSlug: String!){
strategizer_TradingSystemByFb(fbSlug: $fbSlug){
id
fbSlug
data
}
}
`,
variables: {
fbSlug: fbSlug
},
},
headers: {
authorization: 'Bearer ' + accessToken
}
})
if (strategizerResponse.data.errors)
throw new Error(strategizerResponse.data.errors[0].message)
return strategizerResponse.data.data.strategizer_TradingSystemByFb.data;
} catch (error) {
throw new Error('There has been an error getting the strategy to run on the simulator. Error: ' + error)
}
}
};
Multi-Period-Daily/User.Bot.js
+16 -24
View File
@@ -1,4 +1,4 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
@@ -18,7 +18,6 @@
};
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let thisBotStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
let dataDependencies;
@@ -35,19 +34,8 @@
dataDependencies = pDataDependencies;
thisBotStorage.initialize(bot.devTeam, onStorageInizialized);
callBackFunction(global.DEFAULT_OK_RESPONSE);
function onStorageInizialized(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
callBackFunction(global.DEFAULT_OK_RESPONSE);
} else {
logger.write(MODULE_NAME, "[ERROR] initializeStorage -> onStorageInizialized -> err = " + err.stack);
callBackFunction(err);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
@@ -122,7 +110,7 @@
function writeFiles(pTradingSystem) {
tradingSystem = pTradingSystem
writeRecordsFile()
writeRecordsFile()
}
function writeRecordsFile() {
@@ -177,7 +165,7 @@
record.maximunBalanceA + "," +
record.initialBalanceB + "," +
record.minimunBalanceB + "," +
record.maximunBalanceB + "]";
record.maximunBalanceB + "]";
if (separator === "") { separator = ","; }
@@ -190,10 +178,11 @@
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
thisBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
@@ -277,10 +266,11 @@
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
thisBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
@@ -353,10 +343,11 @@
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
thisBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
@@ -432,10 +423,11 @@
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
thisBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
Multi-Period-Market/User.Bot.js
+16 -26
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@@ -1,4 +1,4 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
@@ -17,9 +17,6 @@
start: start
};
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let thisBotStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
let dataDependencies;
return thisObject;
@@ -35,19 +32,8 @@
dataDependencies = pDataDependencies;
thisBotStorage.initialize(bot.devTeam, onStorageInizialized);
callBackFunction(global.DEFAULT_OK_RESPONSE);
function onStorageInizialized(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
callBackFunction(global.DEFAULT_OK_RESPONSE);
} else {
logger.write(MODULE_NAME, "[ERROR] initializeStorage -> onStorageInizialized -> err = " + err.stack);
callBackFunction(err);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
@@ -175,8 +161,8 @@
record.maximunBalanceA + "," +
record.initialBalanceB + "," +
record.minimunBalanceB + "," +
record.maximunBalanceB + "]";
record.maximunBalanceB + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
@@ -187,10 +173,11 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
thisBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
@@ -264,10 +251,11 @@
fileContent = "[" + JSON.stringify(tradingSystem) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
thisBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
@@ -333,10 +321,11 @@
fileContent = "[" + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
thisBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
@@ -405,10 +394,11 @@
fileContent = "[" + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
thisBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
this.bot.config.json
-38
View File
@@ -14,25 +14,6 @@
{
"name": "Multi-Period-Market",
"description": "Produces a single file for each time period covering all the market.",
"startMode": {
"allMonths": {
"run": "false",
"minYear": "",
"maxYear": ""
},
"oneMonth": {
"run": "false",
"year": "",
"month": ""
},
"noTime": {
"run": "true"
},
"fixedInterval": {
"run": "false",
"interval": 0
}
},
"normalWaitTime": 60000,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
@@ -129,25 +110,6 @@
{
"name": "Multi-Period-Daily",
"description": "Produces a Daily File at each time period.",
"startMode": {
"allMonths": {
"run": "false",
"minYear": "",
"maxYear": ""
},
"oneMonth": {
"run": "false",
"year": "",
"month": ""
},
"noTime": {
"run": "true"
},
"fixedInterval": {
"run": "false",
"interval": 0
}
},
"normalWaitTime": 60000,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,