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Luis Fernando Molina committed 2020-12-06 11:39:27 +01:00
1 parent a6faf2d800
commit 88acaea425
8 files changed
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Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Bollinger-Bands/BollingerBandsMultiPeriodDaily.js
+5 -7
View File
@@ -4,8 +4,6 @@
const INTENSIVE_LOG = false;
const LOG_FILE_CONTENT = false;
const GMT_SECONDS = ':00.000 GMT+0000';
const MODULE_NAME = "User Bot";
const TRADES_FOLDER_NAME = "Trades";
@@ -116,7 +114,7 @@
return;
}
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
/* Second, we get the report from Candles Volumes, to know when the marted ends. */
@@ -181,8 +179,8 @@
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastBandFile = new Date(contextVariables.lastBandFile.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
buildBands();
@@ -213,10 +211,10 @@
go one day further in time, so that the previous day does fine a file at the begining of the market.
*/
contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastBandFile = new Date(contextVariables.lastBandFile.valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
if (FULL_LOG === true) { TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile === undefined"); }
if (FULL_LOG === true) { TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> contextVariables.lastBandFile = " + contextVariables.lastBandFile); }
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Candles-Volumes/CandlesVolumesMultiPeriodDaily.js
+6 -7
View File
@@ -3,7 +3,6 @@
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const GMT_SECONDS = ':00.000 GMT+0000';
const GMT_MILI_SECONDS = '.000 GMT+0000';
const MODULE_NAME = "User Bot";
@@ -116,7 +115,7 @@ Read the candles and volumes from Exchange Raw Data and produce a file for each
return;
}
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
/* Second, we get the report from Exchange Raw Data, to know when the marted ends. */
@@ -151,7 +150,7 @@ Read the candles and volumes from Exchange Raw Data and produce a file for each
return;
}
contextVariables.maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
contextVariables.maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
/* Finally we get our own Status Report. */
@@ -182,8 +181,8 @@ Read the candles and volumes from Exchange Raw Data and produce a file for each
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
@@ -205,8 +204,8 @@ Read the candles and volumes from Exchange Raw Data and produce a file for each
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/Candles-Volumes/CandlesVolumesMultiPeriodMarket.js
+6 -7
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@@ -3,7 +3,6 @@
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const GMT_SECONDS = ':00.000 GMT+0000';
const GMT_MILI_SECONDS = '.000 GMT+0000';
const MODULE_NAME = "User Bot";
@@ -125,7 +124,7 @@
return;
}
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
contextVariables.firstTradeFile = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
/* Second, we get the report from Exchange Raw Data, to know when the marted ends. */
@@ -160,7 +159,7 @@
return;
}
contextVariables.maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
contextVariables.maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
/* Finally we get our own Status Report. */
@@ -191,8 +190,8 @@
if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
@@ -214,8 +213,8 @@
} else {
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
Projects/Superalgos/TS/Bot-Modules/Indicator-Bot/MultiPeriodDaily.js
+2 -3
View File
@@ -1,6 +1,5 @@
exports.newSuperalgosBotModulesMultiPeriodDaily = function (processIndex) {
const MODULE_NAME = "Multi Period Daily";
const GMT_SECONDS = ':00.000 GMT+0000';
thisObject = {
initialize: initialize,
@@ -89,7 +88,7 @@
return
}
contextVariables.dateBeginOfMarket = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS)
contextVariables.dateBeginOfMarket = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS)
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
@@ -167,7 +166,7 @@
}
function startFromBegining() {
contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + GMT_SECONDS)
contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS)
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> startFromBegining -> contextVariables.lastFile = " + contextVariables.lastFile)
/*
Projects/Superalgos/TS/Bot-Modules/Sensor-Bot/Exchange-Raw-Data/HistoricOHLCVs.js
+15 -19
View File
@@ -2,7 +2,6 @@
exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
const FULL_LOG = true;
const GMT_SECONDS = ':00.000 GMT+0000';
const MODULE_NAME = "Historic OHLCVs";
const CANDLES_FOLDER_NAME = "Candles/One-Min";
const VOLUMES_FOLDER_NAME = "Volumes/One-Min";
@@ -15,9 +14,6 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
let fileStorage = TS.projects.superalgos.taskModules.fileStorage.newFileStorage(processIndex);
let statusDependencies
const ONE_MIN = 60000
const ONE_DAY = ONE_MIN * 60 * 24
const MAX_OHLCVs_PER_EXECUTION = 10000000
const symbol = TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
const ccxt = require('ccxt')
@@ -164,8 +160,8 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
thisReport = statusDependencies.statusReports.get(reportKey)
if (thisReport.file.beginingOfMarket !== undefined) { // This means this is not the first time this process run.
beginingOfMarket = new Date(thisReport.file.beginingOfMarket.year + "-" + thisReport.file.beginingOfMarket.month + "-" + thisReport.file.beginingOfMarket.days + " " + thisReport.file.beginingOfMarket.hours + ":" + thisReport.file.beginingOfMarket.minutes + GMT_SECONDS);
lastFile = new Date(thisReport.file.lastFile.year + "-" + thisReport.file.lastFile.month + "-" + thisReport.file.lastFile.days + " " + thisReport.file.lastFile.hours + ":" + thisReport.file.lastFile.minutes + GMT_SECONDS);
beginingOfMarket = new Date(thisReport.file.beginingOfMarket.year + "-" + thisReport.file.beginingOfMarket.month + "-" + thisReport.file.beginingOfMarket.days + " " + thisReport.file.beginingOfMarket.hours + ":" + thisReport.file.beginingOfMarket.minutes + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
lastFile = new Date(thisReport.file.lastFile.year + "-" + thisReport.file.lastFile.month + "-" + thisReport.file.lastFile.days + " " + thisReport.file.lastFile.hours + ":" + thisReport.file.lastFile.minutes + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
lastId = thisReport.file.lastId
lastCandleOfTheDay = thisReport.file.lastCandleOfTheDay
} else { // This means this is the first time this process run.
@@ -306,7 +302,7 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
let OHLCV = OHLCVs[0]
initialProcessTimestamp = OHLCV[0] // 'timestamp'
beginingOfMarket = new Date(Math.trunc(OHLCV[0] / ONE_DAY) * ONE_DAY) // 'timestamp'
beginingOfMarket = new Date(Math.trunc(OHLCV[0] / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) // 'timestamp'
fromDate = new Date(beginingOfMarket.valueOf())
fisrtTimeThisProcessRun = false
}
@@ -373,8 +369,8 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
let candlesFileContent = '['
let volumesFileContent = '['
let previousDay = Math.trunc((initialProcessTimestamp - ONE_DAY) / ONE_DAY)
let currentDay = Math.trunc((initialProcessTimestamp - ONE_DAY) / ONE_DAY)
let previousDay = Math.trunc((initialProcessTimestamp - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
let currentDay = Math.trunc((initialProcessTimestamp - TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS) / TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS)
let needSeparator = false
let error
let separator
@@ -415,16 +411,16 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
for (let j = 0; j < 60 * 24; j++) {
let candle = {
begin: currentDay * ONE_DAY + ONE_MIN * j,
end: currentDay * ONE_DAY + ONE_MIN * j + ONE_MIN - 1,
begin: currentDay * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS + TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS * j,
end: currentDay * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS + TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS * j + TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS - 1,
open: lastCandle.close,
close: lastCandle.close,
min: lastCandle.close,
max: lastCandle.close
}
let volume = {
begin: currentDay * ONE_DAY + ONE_MIN * j,
end: currentDay * ONE_DAY + ONE_MIN * j + ONE_MIN - 1,
begin: currentDay * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS + TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS * j,
end: currentDay * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS + TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS * j + TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS - 1,
buy: lastVolume.buy,
sell: lastVolume.sell
}
@@ -445,7 +441,7 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
}
let OHLCV = { // these values should be overrided unless there are no OHLVCs fetched from the exchange.
timestamp: (new Date()).valueOf() + ONE_MIN,
timestamp: (new Date()).valueOf() + TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS,
open: 0,
hight: 0,
low: 0,
@@ -466,7 +462,7 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
}
}
let candleMinute = Math.trunc(candle.begin / ONE_MIN)
let candleMinute = Math.trunc(candle.begin / TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS)
let OHLCVMinute
checkOHLCVMinute()
@@ -477,7 +473,7 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
UTC minute. It is also not guaranteed that the distance between timestamps will be the same. To fix this, we will do this.
*/
OHLCVMinute = Math.trunc(OHLCV.timestamp / ONE_MIN)
OHLCVMinute = Math.trunc(OHLCV.timestamp / TS.projects.superalgos.globals.timeConstants.ONE_MIN_IN_MILISECONDS)
if (OHLCVMinute < candleMinute) {
if (i >= allOHLCVs.length - 1) {
@@ -559,10 +555,10 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
let fileName = 'Data.json'
filesToCreate++
fileStorage.createTextFile(getFilePath(day * ONE_DAY, CANDLES_FOLDER_NAME) + '/' + fileName, candlesFileContent + '\n', onFileCreated);
fileStorage.createTextFile(getFilePath(day * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS, CANDLES_FOLDER_NAME) + '/' + fileName, candlesFileContent + '\n', onFileCreated);
filesToCreate++
fileStorage.createTextFile(getFilePath(day * ONE_DAY, VOLUMES_FOLDER_NAME) + '/' + fileName, volumesFileContent + '\n', onFileCreated);
fileStorage.createTextFile(getFilePath(day * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS, VOLUMES_FOLDER_NAME) + '/' + fileName, volumesFileContent + '\n', onFileCreated);
candlesFileContent = '['
volumesFileContent = '['
@@ -577,7 +573,7 @@ exports.newSuperalgosBotModulesHistoricOHLCVs = function (processIndex) {
return;
}
filesCreated++
lastFile = new Date((currentDay * ONE_DAY))
lastFile = new Date((currentDay * TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS))
if (filesCreated === filesToCreate) {
controlLoop()
}
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js
+1 -2
View File
@@ -5,7 +5,6 @@
*/
const FULL_LOG = true;
const MODULE_NAME = "Trading Process";
const GMT_SECONDS = ':00.000 GMT+0000';
thisObject = {
initialize: initialize,
@@ -295,7 +294,7 @@
}
function startFromBegining() {
contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
if (FULL_LOG === true) { TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME, "[INFO] start -> getContextVariables -> startFromBegining -> contextVariables.lastFile = " + contextVariables.lastFile); }
}
Projects/Superalgos/TS/Globals/TimeConstants.js
+2 -1
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@@ -3,7 +3,8 @@ exports.newSuperalgosGlobalsTimeConstants = function () {
let thisObject = {
ONE_YEAR_IN_MILISECONDS: 365 * 24 * 60 * 60 * 1000,
ONE_DAY_IN_MILISECONDS: 24 * 60 * 60 * 1000,
ONE_MIN_IN_MILISECONDS: 60 * 1000
ONE_MIN_IN_MILISECONDS: 60 * 1000,
GMT_SECONDS: ':00.000 GMT+0000'
}
return thisObject
Projects/Superalgos/TS/Utilities/DateTimeFunctions.js
+1 -2
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@@ -9,9 +9,8 @@ exports.newSuperalgosUtilitiesDateTimeFunctions = function () {
return thisObject
function removeTime (datetime) {
const GMT_SECONDS = ':00.000 GMT+0000';
let date = new Date(datetime)
return new Date(date.getUTCFullYear() + "-" + (date.getUTCMonth() + 1) + "-" + date.getUTCDate() + " " + "00:00" + GMT_SECONDS);
return new Date(date.getUTCFullYear() + "-" + (date.getUTCMonth() + 1) + "-" + date.getUTCDate() + " " + "00:00" + TS.projects.superalgos.globals.timeConstants.GMT_SECONDS);
}
function getPercentage(fromDate, currentDate, lastDate) {