Multi Period Process Created
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Luis Fernando Molina committed
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@@ -0,0 +1,782 @@
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exports.newMultiPeriod = function newMultiPeriod(bot, logger, COMMONS, UTILITIES, USER_BOT_MODULE, COMMONS_MODULE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const MODULE_NAME = "Multi Period";
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const GMT_SECONDS = ':00.000 GMT+0000';
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const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
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thisObject = {
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initialize: initialize,
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start: start
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};
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let utilities = UTILITIES.newCloudUtilities(logger);
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let statusDependencies;
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let dataDependencies;
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let storages = [];
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let dataFiles = [];
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let usertBot;
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const FILE_STORAGE = require('./Integrations/FileStorage.js');
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let fileStorage = FILE_STORAGE.newFileStorage(logger);
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let processConfig;
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return thisObject;
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function initialize(pProcessConfig, pStatusDependencies, pDataDependencies, pAssistant, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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logger.initialize();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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statusDependencies = pStatusDependencies;
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dataDependencies = pDataDependencies;
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processConfig = pProcessConfig;
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for (let i = 0; i < dataDependencies.config.length; i++) {
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let key;
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let storage;
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let dependency = dataDependencies.config[i];
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key = dependency.devTeam + "-" +
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dependency.bot + "-" +
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dependency.product + "-" +
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dependency.dataSet + "-" +
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dependency.dataSetVersion
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storage = dataDependencies.dataSets.get(key);
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storages.push(storage);
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}
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usertBot = USER_BOT_MODULE.newUserBot(bot, logger, COMMONS_MODULE, UTILITIES, fileStorage);
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usertBot.initialize(dataDependencies, callBackFunction, pAssistant);
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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let market = global.MARKET;
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/* Context Variables */
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let contextVariables = {
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lastFile: undefined, // Datetime of the last file files sucessfully produced by this process.
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dateBeginOfMarket: undefined, // Datetime of the first trade file in the whole market history.
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dateEndOfMarket: undefined // Datetime of the last file available to be used as an input of this process.
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};
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let previousDay; // Holds the date of the previous day relative to the processing date.
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let interExecutionMemoryArray;
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getContextVariables();
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function getContextVariables() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); }
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let thisReport;
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let reportKey;
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let statusReport;
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if (processConfig.framework.startDate.fixedDate !== undefined) {
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/* The starting date is fixed, we will start from there. */
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> We have got a user defined startDate. -> startDate = " + processConfig.framework.startDate.fixedDate); }
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contextVariables.dateBeginOfMarket = new Date(processConfig.framework.startDate.fixedDate);
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} else {
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/*
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We look first for the bot who knows the begining of the marke in order to get when the market starts.
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*/
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let botWhoKnowsTheBeginingOfTheMarket = statusDependencies.config[processConfig.framework.startDate.takeItFromStatusDependency];
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reportKey = botWhoKnowsTheBeginingOfTheMarket.devTeam + "-" + botWhoKnowsTheBeginingOfTheMarket.bot + "-" + botWhoKnowsTheBeginingOfTheMarket.process + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastFile === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "Dependency does not exist."
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}
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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}
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contextVariables.dateBeginOfMarket = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + thisReport.lastFile.hours + ":" + thisReport.lastFile.minutes + GMT_SECONDS);
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}
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if (processConfig.framework.endDate.fixedDate !== undefined) {
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/* The ending date is fixed, we will end there. */
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> We have got a user defined endDate. -> endDate = " + processConfig.framework.endDate.fixedDate); }
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contextVariables.dateEndOfMarket = new Date(processConfig.framework.endDate.fixedDate);
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} else {
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/*
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Here we get the status report from the bot who knows which is the end of the market.
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*/
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let botWhoKnowsTheEndOfTheMarket = statusDependencies.config[processConfig.framework.endDate.takeItFromStatusDependency];
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reportKey = botWhoKnowsTheEndOfTheMarket.devTeam + "-" + botWhoKnowsTheEndOfTheMarket.bot + "-" + botWhoKnowsTheEndOfTheMarket.process + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastFile === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "Dependency not ready."
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}
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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}
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contextVariables.dateEndOfMarket = new Date(thisReport.lastFile.valueOf());
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}
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/* Finally we get our own Status Report. */
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reportKey = bot.devTeam + "-" + bot.codeName + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastFile !== undefined) {
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if (bot.hasTheBotJustStarted === true && processConfig.framework.startDate.resumeExecution === false) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true."); }
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startFromBegining();
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return;
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}
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contextVariables.lastFile = new Date(thisReport.lastFile);
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interExecutionMemoryArray = thisReport.interExecutionMemoryArray;
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processTimePeriods();
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return;
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} else {
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/*
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In the case when there is no status report, we assume like the last processed file is the one on the date of Begining of Market.
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*/
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining of the market because own status report not found or lastFile was undefined."); }
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startFromBegining();
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return;
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}
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function startFromBegining() {
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contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + GMT_SECONDS);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> startFromBegining -> contextVariables.lastFile = " + contextVariables.lastFile); }
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/*
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The first time the process is running is the right time to create the data structure that is going to be shared across different executions.
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This data structure has one object per each timePeriod.
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*/
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interExecutionMemoryArray = [];
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for (let i = 0; i < global.dailyFilePeriods.length; i++) {
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let emptyObject = {};
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interExecutionMemoryArray.push(emptyObject);
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}
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processTimePeriods();
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.stack);
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if (err.message === "Cannot read property 'file' of undefined") {
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
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}
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function processTimePeriods() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> Entering function."); }
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try {
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let n;
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let botNeverRan = true;
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bot.multiPeriodDailyProcessDatetime = new Date(contextVariables.lastFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well when we advance time at the begining of the loop.
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advanceTime();
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function advanceTime() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> Entering function."); }
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bot.multiPeriodDailyProcessDatetime = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() + ONE_DAY_IN_MILISECONDS);
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previousDay = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() - ONE_DAY_IN_MILISECONDS);
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console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30) + " " + " bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime.toISOString());
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if (global.FULL_LOG === 'true') {
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logger.newInternalLoop(bot.codeName, bot.process);
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}
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> previousDay = " + previousDay); }
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/* Validation that we are not going past the head of the market. */
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if (bot.multiPeriodDailyProcessDatetime.valueOf() > contextVariables.dateEndOfMarket.valueOf()) {
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const logText = "Head of the market found @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> " + logText); }
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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return;
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}
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periodsLoop();
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> advanceTime -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function periodsLoop() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoop -> Entering function."); }
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/*
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We will iterate through all posible periods.
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*/
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n = 0 // loop Variable representing each possible period as defined at the periods array.
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periodsLoopBody();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoop -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function periodsLoopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Entering function."); }
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const timePeriod = global.dailyFilePeriods[n][0];
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const outputPeriodLabel = global.dailyFilePeriods[n][1];
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if (processConfig.framework.validPeriods !== undefined) {
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let validPeriod = false;
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for (let i = 0; i < processConfig.framework.validPeriods.length; i++) {
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let period = processConfig.framework.validPeriods[i];
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if (period === outputPeriodLabel) { validPeriod = true }
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}
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if (validPeriod === false) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Discarding period for not being listed as a valid period. -> outputPeriodLabel = " + outputPeriodLabel); }
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periodsControlLoop();
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return;
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}
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}
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let timePeriodFilter = global.EXECUTION_CONFIG.timePeriodFilter
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if (timePeriodFilter !== undefined) {
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if (timePeriodFilter.indexOf(outputPeriodLabel) === -1) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Discarding period for being filtered out. -> outputPeriodLabel = " + outputPeriodLabel); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Discarding period for being filtered out. -> timePeriodFilter = " + timePeriodFilter); }
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periodsControlLoop();
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return;
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}
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}
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let dependencyIndex = 0;
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dataFiles = [];
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dependencyLoopBody();
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function dependencyLoopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
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let dependency = dataDependencies.config[dependencyIndex];
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let storage = storages[dependencyIndex];
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let previousFile;
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let currentFile;
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if (bot.multiPeriodDailyProcessDatetime.valueOf() > contextVariables.dateBeginOfMarket.valueOf()) {
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getPreviousFile();
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} else {
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previousFile = [];
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getCurrentFile()
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}
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function getPreviousFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> Entering function."); }
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let dateForPath = previousDay.getUTCFullYear() + '/' + utilities.pad(previousDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(previousDay.getUTCDate(), 2);
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let filePath
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if (dependency.dataSet === "Multi-Period-Daily") {
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filePath = dependency.product + '/' + dependency.dataSet + "/" + outputPeriodLabel + "/" + dateForPath;
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} else {
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filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
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}
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let fileName = market.assetA + '_' + market.assetB + ".json";
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storage.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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||||
try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> text = " + text); }
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||||
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if ((err.message === "File does not exist." && botNeverRan === true) || err.code === 'The specified key does not exist.') {
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||||
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||||
/*
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||||
Sometimes one of the dependencies of an indicator for some reasons are not calculated from the begining of the market.
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||||
When that happens we can not find those files. What we do in this situation is to move the time fordward until we can find
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all the dependencies and the first run of the bot is successful.
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||||
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||||
After that, we will not accept more missing files on any of the dependencies, and if any is missing we will abort the processing.
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||||
*/
|
||||
logger.write(MODULE_NAME, "[WARN] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Skipping day because file " + filePath + "/" + fileName + " was not found.");
|
||||
|
||||
advanceTime();
|
||||
return;
|
||||
}
|
||||
|
||||
if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
||||
return;
|
||||
}
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
previousFile = JSON.parse(text);
|
||||
|
||||
getCurrentFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function getCurrentFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Entering function."); }
|
||||
|
||||
let dateForPath = bot.multiPeriodDailyProcessDatetime.getUTCFullYear() + '/' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCDate(), 2);
|
||||
let filePath
|
||||
if (dependency.dataSet === "Multi-Period-Daily") {
|
||||
filePath = dependency.product + '/' + dependency.dataSet + "/" + outputPeriodLabel + "/" + dateForPath;
|
||||
} else {
|
||||
filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
|
||||
}
|
||||
let fileName = market.assetA + '_' + market.assetB + ".json";
|
||||
|
||||
storage.getTextFile(filePath, fileName, onFileReceived);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> text = " + text); }
|
||||
|
||||
if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.code);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
|
||||
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
||||
return;
|
||||
}
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.code);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
currentFile = JSON.parse(text);
|
||||
|
||||
let dataFile = previousFile.concat(currentFile);
|
||||
|
||||
dataFiles.push(dataFile);
|
||||
dependencyControlLoop();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoop -> dependencyLoopBody -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function dependencyControlLoop() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> dependencyControlLoop -> Entering function."); }
|
||||
|
||||
dependencyIndex++;
|
||||
|
||||
if (dependencyIndex < dataDependencies.config.length) {
|
||||
|
||||
dependencyLoopBody();
|
||||
|
||||
} else {
|
||||
|
||||
callTheBot();
|
||||
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> dependencyControlLoop -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function callTheBot() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> Entering function."); }
|
||||
|
||||
const timePeriod = global.dailyFilePeriods[n][0];
|
||||
const outputPeriodLabel = global.dailyFilePeriods[n][1];
|
||||
|
||||
usertBot.start(
|
||||
dataFiles,
|
||||
timePeriod,
|
||||
outputPeriodLabel,
|
||||
bot.multiPeriodDailyProcessDatetime,
|
||||
contextVariables.dateBeginOfMarket,
|
||||
contextVariables.dateEndOfMarket,
|
||||
interExecutionMemoryArray[n],
|
||||
onBotFinished);
|
||||
|
||||
function onBotFinished(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> onBotFinished -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
botNeverRan = false;
|
||||
periodsControlLoop();
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> onBotFinished -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function periodsControlLoop() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsControlLoop -> Entering function."); }
|
||||
|
||||
n++;
|
||||
|
||||
if (n < global.dailyFilePeriods.length) {
|
||||
|
||||
periodsLoopBody();
|
||||
|
||||
} else {
|
||||
|
||||
n = 0;
|
||||
|
||||
writeDataRanges(onWritten);
|
||||
|
||||
function onWritten(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> controlLoop -> onWritten -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> controlLoop -> onWritten -> err = " + err.stack);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
writeStatusReport(bot.multiPeriodDailyProcessDatetime, advanceTime);
|
||||
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> controlLoop -> onWritten -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsControlLoop -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeDataRanges(callBack) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
|
||||
|
||||
let productIndex = 0;
|
||||
productLoopBody();
|
||||
|
||||
function productLoopBody() {
|
||||
|
||||
let folderName = bot.products[productIndex].codeName;
|
||||
|
||||
writeDataRange(contextVariables.dateBeginOfMarket, bot.multiPeriodDailyProcessDatetime, folderName, controlLoop);
|
||||
}
|
||||
|
||||
function controlLoop() {
|
||||
|
||||
productIndex++;
|
||||
|
||||
if (productIndex < bot.products.length) {
|
||||
productLoopBody();
|
||||
} else {
|
||||
callBack(global.DEFAULT_OK_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRanges -> err = " + err.stack);
|
||||
callBack(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
function writeDataRange(pBegin, pEnd, pProductFolder, callBack) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> Entering function."); }
|
||||
|
||||
let dataRange = {
|
||||
begin: pBegin.valueOf(),
|
||||
end: pEnd.valueOf()
|
||||
};
|
||||
|
||||
let fileContent = JSON.stringify(dataRange);
|
||||
|
||||
let fileName = '/Data.Range.' + market.assetA + '_' + market.assetB + '.json';
|
||||
let filePath = bot.filePathRoot + "/Output/" + pProductFolder + "/" + bot.process + fileName;
|
||||
|
||||
fileStorage.createTextFile(global.DEV_TEAM, filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFileCreated -> err = " + err.stack);
|
||||
callBack(err);
|
||||
return;
|
||||
}
|
||||
|
||||
if (LOG_FILE_CONTENT === true) {
|
||||
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent);
|
||||
}
|
||||
|
||||
callBack(global.DEFAULT_OK_RESPONSE);
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> err = " + err.stack);
|
||||
callBack(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeStatusReport(lastFileDate, callBack) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); }
|
||||
|
||||
try {
|
||||
|
||||
let reportKey = bot.devTeam + "-" + bot.codeName + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey);
|
||||
|
||||
thisReport.file.lastExecution = bot.currentDaytime;
|
||||
thisReport.file.lastFile = lastFileDate;
|
||||
thisReport.file.interExecutionMemoryArray = interExecutionMemoryArray;
|
||||
thisReport.save(callBack);
|
||||
|
||||
bot.hasTheBotJustStarted = false;
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function pad(str, max) {
|
||||
str = str.toString();
|
||||
return str.length < max ? pad(" " + str, max) : str;
|
||||
}
|
||||
};
|
||||
@@ -27,6 +27,9 @@
|
||||
<Compile Include="Integrations\Ecosystem.js" />
|
||||
<Compile Include="Integrations\FileStorage.js" />
|
||||
<Compile Include="Integrations\Definition.js" />
|
||||
<Compile Include="MultiPeriod.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
<Compile Include="MultiPeriodDaily.js">
|
||||
<SubType>Code</SubType>
|
||||
</Compile>
|
||||
|
||||
@@ -235,7 +235,7 @@
|
||||
|
||||
|
||||
if (processConfig.framework !== undefined) {
|
||||
if (processConfig.framework.name === "Multi-Period-Daily" || processConfig.framework.name === "Multi-Period-Market") {
|
||||
if (processConfig.framework.name === "Multi-Period-Daily" || processConfig.framework.name === "Multi-Period-Market" || processConfig.framework.name === "Multi-Period") {
|
||||
processConfig.framework.startDate.resumeExecution = false;
|
||||
if (processConfig.startMode.noTime !== undefined) {
|
||||
if (processConfig.startMode.noTime.run === "true") {
|
||||
|
||||
@@ -159,13 +159,13 @@ async function readExecutionConfiguration(execution) {
|
||||
if (definition.simulationParams.timePeriodDailyArray !== undefined) {
|
||||
if (definition.simulationParams.timePeriodDailyArray.length === 1) {
|
||||
timePeriodFilter = definition.simulationParams.timePeriodDailyArray[0]
|
||||
botProcess = "Multi-Period-Daily"
|
||||
botProcess = "Multi-Period"
|
||||
}
|
||||
}
|
||||
if (definition.simulationParams.timePeriodMarketArray !== undefined) {
|
||||
if (definition.simulationParams.timePeriodMarketArray.length === 1) {
|
||||
timePeriodFilter = definition.simulationParams.timePeriodMarketArray[0]
|
||||
botProcess = "Multi-Period-Market"
|
||||
botProcess = "Multi-Period"
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -10,6 +10,7 @@
|
||||
|
||||
const MULTI_PERIOD_MARKET = require(ROOT_DIR + 'MultiPeriodMarket');
|
||||
const MULTI_PERIOD_DAILY = require(ROOT_DIR + 'MultiPeriodDaily');
|
||||
const MULTI_PERIOD = require(ROOT_DIR + 'MultiPeriod');
|
||||
const FILE_STORAGE = require('./Integrations/FileStorage.js');
|
||||
|
||||
let fileStorage = FILE_STORAGE.newFileStorage(parentLogger);
|
||||
@@ -55,7 +56,7 @@
|
||||
}
|
||||
|
||||
USER_BOT_MODULE = {}
|
||||
USER_BOT_MODULE.newUserBot = require(process.env.BOTS_PATH + '/aamasters/AAMasters/bots/AAJason-Trading-Engine-Bot/Multi-Period-Daily/User.Bot').newUserBot // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
|
||||
USER_BOT_MODULE.newUserBot = require(process.env.BOTS_PATH + '/aamasters/AAMasters/bots/AAJason-Trading-Engine-Bot/Multi-Period/User.Bot').newUserBot // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
|
||||
//USER_BOT_MODULE.newUserBot = eval(text); // Use this for production
|
||||
|
||||
filePath = global.DEV_TEAM + "/" + "bots" + "/" + bot.repo;
|
||||
@@ -487,6 +488,11 @@
|
||||
intitializeProcessFramework();
|
||||
break;
|
||||
}
|
||||
case 'Multi-Period': {
|
||||
processFramework = MULTI_PERIOD.newMultiPeriod(bot, logger, COMMONS_MODULE, UTILITIES, USER_BOT_MODULE, COMMONS_MODULE);
|
||||
intitializeProcessFramework();
|
||||
break;
|
||||
}
|
||||
default: {
|
||||
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Process Framework not Supported.");
|
||||
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Process Framework Name = " + processConfig.framework.name);
|
||||
|
||||
Reference in new issue
Block a user