All TS refactorings done

Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js

@@ -1,110 +0,0 @@
-exports.newAlgorithmicTradingBotModulesAnnouncements = function (processIndex) {
-
-    const MODULE_NAME = 'Announcements'
-
-    let thisObject = {
-        makeAnnoucements: makeAnnoucements,
-        initialize: initialize,
-        finalize: finalize
-    }
-
-    let tradingSystem
-    let tradingEngine
-    let sessionParameters
-    let taskParameters
-
-    return thisObject
-
-    function initialize() {
-        tradingSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingSystem
-        tradingEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine
-        sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
-
-        let taskParameters = {
-            exchange: TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name,
-            market: TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName +
-                '/' +
-                TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
-        }
-    }
-
-    function finalize() {
-        tradingSystem = undefined
-        tradingEngine = undefined
-        sessionParameters = undefined
-        taskParameters = undefined
-        TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.messagesSent = undefined
-    }
-
-    function makeAnnoucements(node) {
-        if (node === undefined) { return }
-        if (node.announcements === undefined) { return }
-
-        for (let i = 0; i < node.announcements.length; i++) {
-            let announcement = node.announcements[i]
-            let canAnnounce = true
-            if (announcement.announcementCondition !== undefined) {
-                let conditionValue
-                try {
-                    conditionValue = eval(announcement.announcementCondition.code)
-                } catch (err) {
-
-                    const message = 'Announcement Condition Evaluation Error'
-                    let docs = {
-                        project: 'Foundations',
-                        category: 'Topic',
-                        type: 'TS LF Trading Bot Error - ' + message,
-                        placeholder: {}
-                    }
-
-                    TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, announcement.announcementCondition.name, announcement.announcementCondition.code, undefined, undefined, undefined)
-
-                    tradingSystem.addError([announcement.announcementCondition.id, err.message, docs])
-                }
-                if (conditionValue !== true) { canAnnounce = false }
-            }
-            if (canAnnounce === true) {
-                let text = announcement.config.text
-                if (announcement.announcementFormula !== undefined) {
-                    let formulaValue
-                    let errorMessage
-
-                    try {
-                        formulaValue = eval(announcement.announcementFormula.code)
-                    } catch (err) {
-
-                        errorMessage = err.message
-                        const message = 'Announcement Formula Evaluation Error'
-                        let docs = {
-                            project: 'Foundations',
-                            category: 'Topic',
-                            type: 'TS LF Trading Bot Error - ' + message,
-                            placeholder: {}
-                        }
-
-                        TS.projects.education.utilities.docsFunctions.buildPlaceholder(docs, err, announcement.announcementFormula.name, announcement.announcementFormula.code, undefined, undefined, undefined)
-
-                        tradingSystem.addError([announcement.announcementFormula.id, err.message, docs])
-                    }
-                    if (errorMessage == undefined) { text = formulaValue }
-                }
-
-                if (TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots !== undefined) {
-                    TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.announce(text)
-                    tradingSystem.announcements.push([announcement.id, text])
-                } else {
-
-                    const message = 'Social Bots Node Missing'
-                    let docs = {
-                        project: 'Foundations',
-                        category: 'Topic',
-                        type: 'TS LF Trading Bot Error - ' + message,
-                        placeholder: {}
-                    }
-
-                    tradingSystem.addError([TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.id, message, docs])
-                }
-            }
-        }
-    }
-}

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
 

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)

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()

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 = {}
 

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. */

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

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 +

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;
                                                 }