From 8c2d2d762f28693fbe2b66d952d0b8bf65d85d41 Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Mon, 27 Sep 2021 14:25:28 +0200 Subject: [PATCH] All TS refactorings done --- .../Low-Frequency-Trading/TradingExecution.js | 2 +- .../Low-Frequency-Trading/TradingOrders.js | 8 ++++---- .../Low-Frequency-Trading/TradingOutput.js | 2 +- .../Low-Frequency-Trading/TradingProcess.js | 4 ++-- .../Low-Frequency-Trading/TradingSimulation.js | 6 +++--- .../Low-Frequency-Trading/TradingStages.js | 12 ++++++------ .../Low-Frequency-Trading/TradingSystem.js | 2 +- .../Trading-Bot/SingleMarketTradingBot.js | 4 ++-- .../Trading-Bot/Announcements}/Announcements.js | 2 +- Projects/ProjectsSchema.json | 14 +++++++------- 10 files changed, 28 insertions(+), 28 deletions(-) rename Projects/{Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading => Foundations/TS/Bot-Modules/Trading-Bot/Announcements}/Announcements.js (98%) diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js index 2080c3a90..11cba8cd6 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingExecution.js @@ -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 diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js index c540e6cf7..a821d7440 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOrders.js @@ -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) diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js index 4ccc44b48..c54869742 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingOutput.js @@ -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() diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js index 2d9155863..ec5a2c681 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js @@ -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 = {} diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js index 891254fb7..84a4b1635 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js @@ -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. */ diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js index 9c3895ef0..1a3e794f2 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js @@ -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 diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js index 3367d00b6..4f3d5691a 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js @@ -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 + diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js index 6b13be19a..23aa53e3c 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js +++ b/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/SingleMarketTradingBot.js @@ -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; } diff --git a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js b/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Announcements/Announcements.js similarity index 98% rename from Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js rename to Projects/Foundations/TS/Bot-Modules/Trading-Bot/Announcements/Announcements.js index e04ef5d50..d0e5821a3 100644 --- a/Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js +++ b/Projects/Foundations/TS/Bot-Modules/Trading-Bot/Announcements/Announcements.js @@ -1,4 +1,4 @@ -exports.newAlgorithmicTradingBotModulesAnnouncements = function (processIndex) { +exports.newFoundationsBotModulesAnnouncements = function (processIndex) { const MODULE_NAME = 'Announcements' diff --git a/Projects/ProjectsSchema.json b/Projects/ProjectsSchema.json index 64528cb9e..c15a8f1dd 100644 --- a/Projects/ProjectsSchema.json +++ b/Projects/ProjectsSchema.json @@ -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",