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All TS refactorings done

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Luis Fernando Molina committed 2021-09-27 14:25:28 +02:00
1 parent 704f1d69fa
commit 8c2d2d762f
10 files changed
+28 -28
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Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js
+1 -1
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@@ -16,7 +16,7 @@ exports.newAlgorithmicTradingBotModulesTradingExecution = function (processIndex
let tradingSystem
let sessionParameters
let tradingOrdersModuleObject = TS.projects.foundations.botModules.tradingOrders.newAlgorithmicTradingBotModulesTradingOrders(processIndex)
let tradingOrdersModuleObject = TS.projects.algorithmicTrading.botModules.tradingOrders.newAlgorithmicTradingBotModulesTradingOrders(processIndex)
return thisObject
Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js
+4 -4
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@@ -16,8 +16,8 @@ exports.newAlgorithmicTradingBotModulesTradingOrders = function (processIndex) {
let tradingSystem
let sessionParameters
let exchangeAPIModuleObject = TS.projects.foundations.botModules.exchangeAPI.newAlgorithmicTradingBotModulesExchangeAPI(processIndex)
let announcementsModuleObject = TS.projects.foundations.botModules.announcements.newAlgorithmicTradingBotModulesAnnouncements(processIndex)
let exchangeAPIModuleObject = TS.projects.algorithmicTrading.botModules.exchangeAPI.newAlgorithmicTradingBotModulesExchangeAPI(processIndex)
let announcementsModuleObject = TS.projects.foundations.botModules.announcements.newFoundationsBotModulesAnnouncements(processIndex)
return thisObject
@@ -843,7 +843,7 @@ exports.newAlgorithmicTradingBotModulesTradingOrders = function (processIndex) {
let previousBaseAssetFeesPaid = tradingEngineOrder.orderBaseAsset.feesPaid.value
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
let ordersSimulationsModuleObject = TS.projects.foundations.botModules.ordersSimulations.newAlgorithmicTradingBotModulesOrdersSimulations(processIndex)
let ordersSimulationsModuleObject = TS.projects.algorithmicTrading.botModules.ordersSimulations.newAlgorithmicTradingBotModulesOrdersSimulations(processIndex)
ordersSimulationsModuleObject.initialize()
ordersSimulationsModuleObject.actualSizeSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
@@ -874,7 +874,7 @@ exports.newAlgorithmicTradingBotModulesTradingOrders = function (processIndex) {
let previousBaseAssetFeesPaid = tradingEngineOrder.orderBaseAsset.feesPaid.value
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
let ordersCalculationsModuleObject = TS.projects.foundations.botModules.ordersCalculations.newAlgorithmicTradingBotModulesOrdersCalculations(processIndex)
let ordersCalculationsModuleObject = TS.projects.algorithmicTrading.botModules.ordersCalculations.newAlgorithmicTradingBotModulesOrdersCalculations(processIndex)
ordersCalculationsModuleObject.initialize()
await ordersCalculationsModuleObject.actualSizeCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js
+1 -1
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@@ -29,7 +29,7 @@ exports.newAlgorithmicTradingBotModulesTradingOutput = function (processIndex) {
}
/* Preparing everything for the Simulation */
let tradingSimulationModuleObject = TS.projects.foundations.botModules.tradingSimulation.newAlgorithmicTradingBotModulesTradingSimulation(processIndex)
let tradingSimulationModuleObject = TS.projects.algorithmicTrading.botModules.tradingSimulation.newAlgorithmicTradingBotModulesTradingSimulation(processIndex)
let outputDatasets = TS.projects.foundations.utilities.nodeFunctions.nodeBranchToArray(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
let outputDatasetsMap = new Map()
Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js
+2 -2
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@@ -16,8 +16,8 @@
let dataFiles = new Map()
let multiTimeFrameDataFiles = new Map()
TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_MODULE_OBJECT = TS.projects.foundations.botModules.tradingEngine.newAlgorithmicTradingBotModulesTradingEngine(processIndex)
let tradingOutputModuleObject = TS.projects.foundations.botModules.tradingOutput.newAlgorithmicTradingBotModulesTradingOutput(processIndex)
TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_MODULE_OBJECT = TS.projects.algorithmicTrading.botModules.tradingEngine.newAlgorithmicTradingBotModulesTradingEngine(processIndex)
let tradingOutputModuleObject = TS.projects.algorithmicTrading.botModules.tradingOutput.newAlgorithmicTradingBotModulesTradingOutput(processIndex)
let currentTimeFrame = {}
Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js
+3 -3
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@@ -34,13 +34,13 @@ exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processInde
'[INFO] runSimulation -> finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime)
/* These are the Modules we will need to run the Simulation */
let tradingRecordsModuleObject = TS.projects.foundations.botModules.tradingRecords.newAlgorithmicTradingBotModulesTradingRecords(processIndex)
let tradingRecordsModuleObject = TS.projects.algorithmicTrading.botModules.tradingRecords.newAlgorithmicTradingBotModulesTradingRecords(processIndex)
tradingRecordsModuleObject.initialize(outputDatasetsMap)
let tradingSystemModuleObject = TS.projects.foundations.botModules.tradingSystem.newAlgorithmicTradingBotModulesTradingSystem(processIndex)
let tradingSystemModuleObject = TS.projects.algorithmicTrading.botModules.tradingSystem.newAlgorithmicTradingBotModulesTradingSystem(processIndex)
tradingSystemModuleObject.initialize()
let tradingEpisodeModuleObject = TS.projects.foundations.botModules.tradingEpisode.newAlgorithmicTradingBotModulesTradingEpisode(processIndex)
let tradingEpisodeModuleObject = TS.projects.algorithmicTrading.botModules.tradingEpisode.newAlgorithmicTradingBotModulesTradingEpisode(processIndex)
tradingEpisodeModuleObject.initialize()
/* Setting up the candles array: The whole simulation is based on the array of candles at the time-frame defined at the session parameters. */
Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js
+6 -6
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@@ -21,12 +21,12 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
finalize: finalize
}
let tradingStrategyModuleObject = TS.projects.foundations.botModules.tradingStrategy.newAlgorithmicTradingBotModulesTradingStrategy(processIndex)
let tradingPositionModuleObject = TS.projects.foundations.botModules.tradingPosition.newAlgorithmicTradingBotModulesTradingPosition(processIndex)
let tradingExecutionModuleObject = TS.projects.foundations.botModules.tradingExecution.newAlgorithmicTradingBotModulesTradingExecution(processIndex)
let announcementsModuleObject = TS.projects.foundations.botModules.announcements.newAlgorithmicTradingBotModulesAnnouncements(processIndex)
let snapshotsModuleObject = TS.projects.foundations.botModules.snapshots.newAlgorithmicTradingBotModulesSnapshots(processIndex)
let tradingEpisodeModuleObject = TS.projects.foundations.botModules.tradingEpisode.newAlgorithmicTradingBotModulesTradingEpisode(processIndex)
let tradingStrategyModuleObject = TS.projects.algorithmicTrading.botModules.tradingStrategy.newAlgorithmicTradingBotModulesTradingStrategy(processIndex)
let tradingPositionModuleObject = TS.projects.algorithmicTrading.botModules.tradingPosition.newAlgorithmicTradingBotModulesTradingPosition(processIndex)
let tradingExecutionModuleObject = TS.projects.algorithmicTrading.botModules.tradingExecution.newAlgorithmicTradingBotModulesTradingExecution(processIndex)
let announcementsModuleObject = TS.projects.algorithmicTrading.botModules.announcements.newFoundationsBotModulesAnnouncements(processIndex)
let snapshotsModuleObject = TS.projects.algorithmicTrading.botModules.snapshots.newAlgorithmicTradingBotModulesSnapshots(processIndex)
let tradingEpisodeModuleObject = TS.projects.algorithmicTrading.botModules.tradingEpisode.newAlgorithmicTradingBotModulesTradingEpisode(processIndex)
let tradingEngine
let tradingSystem
Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js
+1 -1
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@@ -26,7 +26,7 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) {
let sessionParameters
let dynamicIndicators
let tradingStagesModuleObject = TS.projects.foundations.botModules.tradingStages.newAlgorithmicTradingBotModulesTradingStages(processIndex)
let tradingStagesModuleObject = TS.projects.algorithmicTrading.botModules.tradingStages.newAlgorithmicTradingBotModulesTradingStages(processIndex)
let taskParameters = {
market: TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName +
Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js
+2 -2
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@@ -2,7 +2,7 @@
const MODULE_NAME = "Single Market Trading Bot";
let session = TS.projects.foundations.botModules.tradingSession.newAlgorithmicTradingBotModulesTradingSession(processIndex)
let session = TS.projects.algorithmicTrading.botModules.tradingSession.newAlgorithmicTradingBotModulesTradingSession(processIndex)
let nextLoopTimeoutHandle;
let thisObject = {
@@ -282,7 +282,7 @@
"[INFO] run -> loop -> initializeDataDependencies -> onInizialized -> Execution finished well.")
switch (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.framework.name) {
case 'Low-Frequency-Trading-Process': {
processFramework = TS.projects.foundations.botModules.tradingProcess.newAlgorithmicTradingBotModulesTradingProcess(processIndex);
processFramework = TS.projects.algorithmicTrading.botModules.tradingProcess.newAlgorithmicTradingBotModulesTradingProcess(processIndex);
startProcessFramework();
break;
}
Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js → Projects/Foundations/TS/Bot-Modules/Trading-Bot/Announcements/Announcements.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newAlgorithmicTradingBotModulesAnnouncements = function (processIndex) {
exports.newFoundationsBotModulesAnnouncements = function (processIndex) {
const MODULE_NAME = 'Announcements'
Projects/ProjectsSchema.json
+7 -7
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@@ -504,6 +504,13 @@
}
],
"botModules": [
{
"name": "Announcements",
"propertyName": "announcements",
"functionName": "newFoundationsBotModulesAnnouncements",
"fileName": "Announcements.js",
"folderName": "Trading-Bot/Announcements"
},
{
"name": "Social Bots",
"propertyName": "socialBots",
@@ -898,13 +905,6 @@
"fileName": "TradingPosition.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
},
{
"name": "Announcements",
"propertyName": "announcements",
"functionName": "newAlgorithmicTradingBotModulesAnnouncements",
"fileName": "Announcements.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
},
{
"name": "Snapshots",
"propertyName": "snapshots",