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Luis Fernando Molina committed 2019-11-12 17:07:57 +01:00
1 parent fcbb893123
commit 8eaff70835
3 files changed
+82 -45
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IndicatorBotCommons.js
+45 -35
View File
@@ -32,7 +32,9 @@
let record = {}
for (let j = 0; j < recordDefinition.properties.length; j++) {
let property = recordDefinition.properties[j]
record[property.code.codeName] = dataFile[i][j]
if (property.code.isCalculated !== true) {
record[property.code.codeName] = dataFile[i][j]
}
}
jsonifiedArray.push(record);
@@ -41,52 +43,60 @@
return jsonifiedArray
}
function calculationsProcedure(dependencyArray, variableName, timePeriod) {
function calculationsProcedure(jsonArray, recordDefinition, calculationsProcedure, variableName, timePeriod) {
/*
This function has as an input an array of JSON objects, and it adds calculated properties to
complete the set of properties that will be available for Formulas.
*/
let dependecyArray = []
let system = { // These are the available system variables to be used in User Code and Formulas
timePeriod: timePeriod,
ONE_DAY_IN_MILISECONDS: ONE_DAY_IN_MILISECONDS
}
let variable = {} // This is the structure where the user will define its own variables that will be shared amond different code blocks and formulas.
let resultingArray = []
/* This is Initialization Code */
let lastMovingAverage = 0;
const SIDE_TOLERANCE = 0.5 * timePeriod / ONE_DAY_IN_MILISECONDS;
const SMALL_SLOPE = 1.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
const MEDIUM_SLOPE = 2.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
const HIGH_SLOPE = 4.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
/* This is Initialization Code */
for (let i = 0; i < dataFile.length; i++) {
let indicator = {}
indicator[variableName] = dataFile[i]
/* This is Add Properties Code */
if (lastMovingAverage > indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Down'; }
if (lastMovingAverage < indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Up'; }
if (lastMovingAverage === indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Side'; }
let delta = Math.abs(indicator.bollingerBand.movingAverage - lastMovingAverage);
indicator.bollingerBand.slope = 'Extreme';
if (delta < indicator.bollingerBand.movingAverage * HIGH_SLOPE / 100) { indicator.bollingerBand.slope = 'Steep'; }
if (delta < indicator.bollingerBand.movingAverage * MEDIUM_SLOPE / 100) { indicator.bollingerBand.slope = 'Medium'; }
if (delta < indicator.bollingerBand.movingAverage * SMALL_SLOPE / 100) { indicator.bollingerBand.slope = 'Gentle'; }
if (delta < indicator.bollingerBand.movingAverage * SIDE_TOLERANCE / 100) { indicator.bollingerBand.slope = 'Side'; }
lastMovingAverage = indicator.bollingerBand.movingAverage;
/* This is Add Properties Code */
dependecyArray.push(indicator.bollingerBand);
if (calculationsProcedure.initialization !== undefined) {
if (calculationsProcedure.initialization.code !== undefined) {
eval(calculationsProcedure.initialization.code.code)
}
}
return dependecyArray
/* This is Initialization Code */
if (calculationsProcedure.loop !== undefined) {
if (calculationsProcedure.loop.code !== undefined) {
for (let i = 0; i < jsonArray.length; i++) {
let indicator = {}
indicator[variableName] = jsonArray[i]
/* This is Loop Code */
eval(calculationsProcedure.loop.code.code)
/* For each calculated property we apply its formula*/
for (let j = 0; j < recordDefinition.properties.length; j++) {
let property = recordDefinition.properties[j]
if (property.code.isCalculated === true) {
if (property.formula !== undefined) {
if (property.formula.code !== undefined) {
let newValue = eval(property.formula.code)
let currentRecord = indicator[variableName]
currentRecord[property.code.codeName] = newValue
}
}
}
}
/* Adding the new element to the resulting array */
resultingArray.push(indicator.bollingerBand);
}
}
}
return resultingArray
}
function addCalculatedProperties(dependencyArray, variableName, timePeriod) {
let dependecyArray = []
IndicatorBotMarket.js
+36 -1
View File
@@ -51,19 +51,54 @@
let dataDependencies = bot.processNode.referenceParent.processDependencies.dataDependencies
for (let i = 0; i < dataDependencies.length; i++) {
let dataset = dataDependencies[i].referenceParent
let dataFile = dataFiles[i]
let jsonData // Datafile converted into Json objects
let inputData // Includes calculated properties
let variableName // name of the variable for this product
let recordDefinition
/*
For each dataset in our data dependencies, we should have da dataFile containing the records needed as an imput for this process.
What we need to do first is transform those records into JSON objects that can be used by user-defined formulas.
The first step does that but with the not calculated properties, the second step adds the calculated properties.
*/
/* Basic validations to see if we have everything we need. */
if (dataset.parentNode.code.variableName === undefined) {
logger.write(MODULE_NAME, "[ERROR] start -> Product Definition without a Variable Name defined. Product Definition = " + JSON.stringify(dataset.parentNode));
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return
}
if (dataset.parentNode.record === undefined) {
logger.write(MODULE_NAME, "[ERROR] start -> Product Definition without a Record Definition. Product Definition = " + JSON.stringify(dataset.parentNode));
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return
}
dataset.inputData = commons.jsonifyDataFile(dataFiles[i], dataset.parentNode.record)
if (dataset.parentNode.calculations === undefined) {
logger.write(MODULE_NAME, "[ERROR] start -> Product Definition without a Calculations Procedure. Product Definition = " + JSON.stringify(dataset.parentNode));
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return
}
if (dataset.parentNode.dataBuilding === undefined) {
logger.write(MODULE_NAME, "[ERROR] start -> Product Definition without a Data Building Procedure. Product Definition = " + JSON.stringify(dataset.parentNode));
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return
}
recordDefinition = dataset.parentNode.record
variableName = dataset.parentNode.code.variableName
/* Transform the raw data into JSON objects */
jsonData = commons.jsonifyDataFile(dataFile, recordDefinition)
/* Add the calculated properties */
if (dataset.parentNode.calculations !== undefined) {
inputData = commons.calculationsProcedure(jsonData, recordDefinition, dataset.parentNode.calculations, variableName, timePeriod)
}
}
/* During the next phase, we need to generate the data of the different products this process produces an output */
server.js
+1 -9
View File
@@ -72,15 +72,7 @@ if (global.TASK_NODE !== undefined) {
}
else { // I use this section to debug in standalone mode.
let argument
argument = ' {"type":"Task","name":"Generates Bollinger Channels & Sub-Channels","bot":{"type":"Indicator Bot Instance","name":"Paula","code":{"team":"AAMasters","bot":"AAPaula","repo":"AAPaula-Indicator-Bot"},"processes":[{"type":"Process Instance","subType":"Indicator Process Instance","name":"Market","code":{"process":"Multi-Period-Market"},"id":"6ddd81e2-d6db-4814-9c6c-96538a74824c","referenceParent":{"type":"Process Definition","name":"Multi-Period-Market","code":{"codeName":"Multi-Period-Market","description":"Produces for each market two files with bollinger channels respectively.","startMode":{"allMonths":{"run":"false","minYear":"","maxYear":""},"oneMonth":{"run":"false","year":"","month":""},"noTime":{"run":"true"},"fixedInterval":{"run":"false","interval":0}},"deadWaitTime":0,"normalWaitTime":0,"retryWaitTime":10000,"sleepWaitTime":3600000,"comaWaitTime":86400000,"framework":{"name":"Multi-Period-Market","startDate":{},"endDate":{}}},"id":"28be432d-80ca-46b3-859a-55541e24b2b4","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Bollinger Channels","id":"d804e799-7c12-42f5-8de2-52a3a7d5daa4","referenceParent":{"type":"Dataset Definition","name":"Market","code":{"codeName":"Multi-Period-Market","type":"Market Files","validPeriods":["24-hs","12-hs","08-hs","06-hs","04-hs","03-hs","02-hs","01-hs"],"filePath":"AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Channels/Multi-Period-Market/@Period","fileName":"@AssetA_@AssetB.json"},"parentNode":{"type":"Product Definition","name":"Bollinger Channels","code":{"codeName":"Bollinger-Channels","displayName":"Bollinger-Channels","description":"Two sets of files per period that contains Bollinger-Bands-Channels-Patterns.","shareWith":"Public"},"datasets":[],"record":{"type":"Record Definition","name":"New Record Definition","properties":[{"type":"Record Property","name":"Begin","code":{"codeName":"begin","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"caf8122c-3a07-4263-a56f-ffb05df281d6"},"id":"06edb099-ff64-4528-b8c6-599154bc2ddf"},{"type":"Record Property","name":"End","code":{"codeName":"end","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"c8ec0868-8413-468c-88d5-3e43169395e0"},"id":"94656d1f-508a-4e94-a8d2-013690aac596"},{"type":"Record Property","name":"Direction","code":{"codeName":"direction","isNumeric":false},"formula":{"type":"Formula","code":"// Write your formula here","id":"e913afe9-b610-4777-bc9e-6349d436a90a"},"id":"edc0f697-f5e2-446f-bae8-8db7adf91d23"},{"type":"Record Property","name":"Period","code":{"codeName":"period","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"83fce657-a0bb-41ee-80d1-9e2ab980c472"},"id":"eb733f85-6cf5-485e-9bd3-2bf78733c492"},{"type":"Record Property","name":"First Moving Average","code":{"codeName":"firstMovingAverage","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"52490460-35e3-469a-824f-5b139571d4a0"},"id":"a67a15ee-6f7f-48bd-9d55-82c57efc993b"},{"type":"Record Property","name":"Last Moving Average","code":{"codeName":"lastMovingAverage","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"41edc1ef-293a-4ceb-bf67-8042e8fdc4eb"},"id":"0f05bffe-d668-4d25-ab67-d55a4a7c8f5d"},{"type":"Record Property","name":"First Deviation","code":{"codeName":"firstDeviation","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"5af02103-9bc9-4e6c-9684-5a612adfa495"},"id":"eae84509-b689-4a76-9277-eed72af491dd"},{"type":"Record Property","name":"Last Deviation","code":{"codeName":"lastDeviation","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"bc82d292-e71a-4367-9b07-a0e3982ad60d"},"id":"d5c32d1f-9e3c-48e8-8025-a17d57c0812e"}],"id":"6c3e68b0-b781-4c53-9ff7-67c3f747ac8a"},"parentNode":{"type":"Indicator Bot","name":"Paula","code":{"codeName":"AAPaula"},"processes":[],"products":[],"parentNode":{"type":"Team","name":"Masters","code":{"codeName":"AAMasters"},"sensorBots":[],"indicatorBots":[],"tradingBots":[],"plotters":[],"id":"35be7b1c-a0f7-4b5f-9ee1-8fb51595e959"},"id":"bd0f325d-6f98-468b-8b7b-99a42a175d80"},"id":"1f111f72-624f-4166-9f99-ab8d785d5267"},"id":"610cd062-ab88-4892-b711-0fb430305c61"}},{"type":"Output Dataset","name":"Bollinger Standard Channels","id":"e524685d-8da0-41f6-839d-9a4100e6e3fe","referenceParent":{"type":"Dataset Definition","name":"Market","code":{"codeName":"Multi-Period-Market","type":"Market Files","validPeriods":["24-hs","12-hs","08-hs","06-hs","04-hs","03-hs","02-hs","01-hs"],"filePath":"AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Standard-Channels/Multi-Period-Market/@Period","fileName":"@AssetA_@AssetB.json"},"parentNode":{"type":"Product Definition","name":"Bollinger Standard Channels","code":{"codeName":"Bollinger-SLine truncated
try {
global.TASK_NODE = JSON.parse(argument)
} catch (err) {
console.log(err.stack)
}
global.TASK_NODE = { "type": "Task", "name": "Generates Bollinger Channels & Sub-Channels", "bot": { "type": "Indicator Bot Instance", "name": "Paula", "code": { "team": "AAMasters", "bot": "AAPaula", "repo": "AAPaula-Indicator-Bot" }, "processes": [{ "type": "Process Instance", "subType": "Indicator Process Instance", "name": "Market", "code": { "process": "Multi-Period-Market" }, "id": "6ddd81e2-d6db-4814-9c6c-96538a74824c", "referenceParent": { "type": "Process Definition", "name": "Multi-Period-Market", "code": { "codeName": "Multi-Period-Market", "description": "Produces for each market two files with bollinger channels respectively.", "startMode": { "allMonths": { "run": "false", "minYear": "", "maxYear": "" }, "oneMonth": { "run": "false", "year": "", "month": "" }, "noTime": { "run": "true" }, "fixedInterval": { "run": "false", "interval": 0 } }, "deadWaitTime": 0, "normalWaitTime": 0, "retryWaitTime": 10000, "sleepWaitTime": 3600000, "comaWaitTime": 86400000, "framework": { "name": "Multi-Period-Market", "startDate": {}, "endDate": {} } }, "id": "28be432d-80ca-46b3-859a-55541e24b2b4", "processOutput": { "type": "Process Output", "name": "New Process Output", "outputDatasets": [{ "type": "Output Dataset", "name": "Bollinger Channels", "id": "d804e799-7c12-42f5-8de2-52a3a7d5daa4", "referenceParent": { "type": "Dataset Definition", "name": "Market", "code": { "codeName": "Multi-Period-Market", "type": "Market Files", "validPeriods": ["24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs"], "filePath": "AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Channels/Multi-Period-Market/@Period", "fileName": "@AssetA_@AssetB.json" }, "parentNode": { "type": "Product Definition", "name": "Bollinger Channels", "code": { "codeName": "Bollinger-Channels", "displayName": "Bollinger-Channels", "description": "Two sets of files per period that contains Bollinger-Bands-Channels-Patterns.", "shareWith": "Public" }, "datasets": [], "record": { "type": "Record Definition", "name": "New Record Definition", "properties": [{ "type": "Record Property", "name": "Begin", "code": { "codeName": "begin", "isNumeric": true }, "formula": { "type": "Formula", "code": "// Write your formula here", "id": "caf8122c-3a07-4263-a56f-ffb05df281d6" }, "id": "06edb099-ff64-4528-b8c6-599154bc2ddf" }, { "type": "Record Property", "name": "End", "code": { "codeName": "end", "isNumeric": true }, "formula": { "type": "Formula", "code": "// Write your formula here", "id": "c8ec0868-8413-468c-88d5-3e43169395e0" }, "id": "94656d1f-508a-4e94-a8d2-013690aac596" }, { "type": "Record Property", "name": "Direction", "code": { "codeName": "direction", "isNumeric": false }, "formula": { "type": "Formula", "code": "// Write your formula here", "id": "e913afe9-b610-4777-bc9e-6349d436a90a" }, "id": "edc0f697-f5e2-446f-bae8-8db7adf91d23" }, { "type": "Record Property", "name": "Period", "code": { "codeName": "period", "isNumeric": true }, "formula": { "type": "Formula", "code": "// Write your formula here", "id": "83fce657-a0bb-41ee-80d1-9e2ab980c472" }, "id": "eb733f85-6cf5-485e-9bd3-2bf78733c492" }, { "type": "Record Property", "name": "First Moving Average", "code": { "codeName": "firstMovingAverage", "isNumeric": true }, "formula": { "type": "Formula", "code": "// Write your formula here", "id": "52490460-35e3-469a-824f-5b139571d4a0" }, "id": "a67a15ee-6f7f-48bd-9d55-82c57efc993b" }, { "type": "Record Property", "name": "Last Moving Average", "code": { "codeName": "lastMovingAverage", "isNumeric": true }, "formula": { "type": "Formula", "code": "// Write your formula here", "id": "41edc1ef-293a-4ceb-bf67-8042e8fdc4eb" }, "id": "0f05bffe-d668-4d25-ab67-d55a4a7c8f5d" }, { "type": "Record Property", "name": "First Deviation", "code": { "codeName": "firstDeviation", "isNumeric": true }, "formula": { "type": "Formula", "code": "// Write your formula here", "id": "5af02103-9bc9-4e6c-9684-5a612adfa495" }, "id": "eae84509-b689-4a76-9277-eed72af491dd" }, { "type": "Record Property", "name": "Last Deviation", "code": { "codeName": "lastDeviation", "isNumeric": true }, "formula": { "type": "Formula", "code": "// Write your formula here", "id": "bc82d292-e71a-4367-9b07-a0e3982ad60d" }, "id": "d5c32d1f-9e3c-48e8-8025-a17d57c0812e" }], "id": "6c3e68b0-b781-4c53-9ff7-67c3f747ac8a" }, "parentNode": { "type": "Indicator Bot", "name": "Paula", "code": { "codeName": "AAPaula" }, "processes": [], "products": [], "parentNode": { "type": "Team", "name": "Masters", "code": { "codeName": "AAMasters" }, "sensorBots": [], "indicatorBots": [], "tradingBots": [], "plotters": [], "id": "35be7b1c-a0f7-4b5f-9ee1-8fb51595e959" }, "id": "bd0f325d-6f98-468b-8b7b-99a42a175d80" }, "id": "1f111f72-624f-4166-9f99-ab8d785d5267" }, "id": "610cd062-ab88-4892-b711-0fb430305c61" } }, { "type": "Output Dataset", "name": "Bollinger Standard Channels", "id": "e524685d-8da0-41f6-839d-9a4100e6e3fe", "referenceParent": { "type": "Dataset Definition", "name": "Line truncated
}
require('dotenv').config();