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Luis Fernando Molina committed 2020-12-01 13:09:31 +01:00
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commit 8ecb9152bf
39 files changed
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Projects/Superalgos/Bots-Plotters-Code/Masters/bots/Bollinger-Bands-Indicator-Bot/Multi-Period-Daily/User.Bot.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newUserBot = function (processIndex, logger, COMMONS, UTILITIES, FILE_STORAGE) {
exports.newUserBot = function (processIndex, COMMONS, UTILITIES, FILE_STORAGE) {
const FULL_LOG = true;
const INTENSIVE_LOG = false;
Projects/Superalgos/Bots-Plotters-Code/Masters/bots/Bollinger-Bands-Indicator-Bot/Multi-Period-Market/User.Bot.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newUserBot = function (processIndex, logger, COMMONS, UTILITIES, FILE_STORAGE) {
exports.newUserBot = function (processIndex, COMMONS, UTILITIES, FILE_STORAGE) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
Projects/Superalgos/Bots-Plotters-Code/Masters/bots/Candles-Volumes-Indicator-Bot/Multi-Period-Daily/User.Bot.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newUserBot = function (processIndex, logger, COMMONS, UTILITIES, FILE_STORAGE) {
exports.newUserBot = function (processIndex, COMMONS, UTILITIES, FILE_STORAGE) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
Projects/Superalgos/Bots-Plotters-Code/Masters/bots/Candles-Volumes-Indicator-Bot/Multi-Period-Market/User.Bot.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newUserBot = function (processIndex, logger, COMMONS, UTILITIES, FILE_STORAGE) {
exports.newUserBot = function (processIndex, COMMONS, UTILITIES, FILE_STORAGE) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
Projects/Superalgos/Bots-Plotters-Code/Masters/bots/Exchange-Raw-Data-Sensor-Bot/Historic-OHLCVs/User.Bot.js
+1 -1
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@@ -1,5 +1,5 @@
exports.newUserBot = function (processIndex, logger, COMMONS, UTILITIES, FILE_STORAGE, STATUS_REPORT, EXCHANGE_API) {
exports.newUserBot = function (processIndex, COMMONS, UTILITIES, FILE_STORAGE, STATUS_REPORT, EXCHANGE_API) {
const FULL_LOG = true;
const GMT_SECONDS = ':00.000 GMT+0000';
Projects/Superalgos/Bots-Plotters-Code/Masters/bots/Exchange-Raw-Data-Sensor-Bot/Historic-Trades/User.Bot.js
+1 -1
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@@ -1,5 +1,5 @@

exports.newUserBot = function (processIndex, logger, COMMONS, UTILITIES, FILE_STORAGE, STATUS_REPORT, EXCHANGE_API) {
exports.newUserBot = function (processIndex, COMMONS, UTILITIES, FILE_STORAGE, STATUS_REPORT, EXCHANGE_API) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
Projects/Superalgos/Bots-Plotters-Code/Masters/bots/Webhooks-Sensor-Bot/Check-Webhook/User.Bot.js
+1 -1
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@@ -1,5 +1,5 @@

exports.newUserBot = function (processIndex, logger, COMMONS, UTILITIES, FILE_STORAGE, STATUS_REPORT, EXCHANGE_API) {
exports.newUserBot = function (processIndex, COMMONS, UTILITIES, FILE_STORAGE, STATUS_REPORT, EXCHANGE_API) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
Projects/Superalgos/TS/Function-Libraries/SessionFunctions.js
+1 -1
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@@ -12,7 +12,7 @@ exports.newSuperalgosFunctionLibrariesSessionFunctions = function () {
return thisObject
function sessionHeartBeat(processIndex, logger, processingDate, percentage, status) {
function sessionHeartBeat(processIndex, processingDate, percentage, status) {
let event = {
seconds: (new Date()).getSeconds(),
processingDate: processingDate,
TaskServer/DataDependencies.js
+2 -2
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@@ -1,4 +1,4 @@
exports.newDataDependencies = function (processIndex, logger, DATA_SET) {
exports.newDataDependencies = function (processIndex, DATA_SET) {
const MODULE_NAME = "Data Dependencies";
@@ -73,7 +73,7 @@
let newNodeArray = []
for (let i = 0; i < thisObject.nodeArray.length; i++) {
let dataSetModule = DATA_SET.newDataSet(processIndex, logger);
let dataSetModule = DATA_SET.newDataSet(processIndex);
dataSetModule.initialize(thisObject.nodeArray[i], onInitilized);
function onInitilized(err, wasInitialized) {
TaskServer/DataSet.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newDataSet = function (processIndex, logger) {
exports.newDataSet = function (processIndex) {
const MODULE_NAME = "Dataset";
TaskServer/IndicatorBot.js
+6 -6
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@@ -132,7 +132,7 @@
function initializeProcessExecutionEvents() {
try {
processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex, logger)
processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex)
processExecutionEvents.initialize(processConfig, onInizialized);
function onInizialized(err) {
@@ -233,7 +233,7 @@
function initializeStatusDependencies() {
try {
statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
statusDependencies.initialize(onInizialized);
function onInizialized(err) {
@@ -281,7 +281,7 @@
function initializeDataDependencies() {
try {
dataDependencies = DATA_DEPENDENCIES.newDataDependencies(processIndex, logger, DATA_SET);
dataDependencies = DATA_DEPENDENCIES.newDataDependencies(processIndex, DATA_SET);
dataDependencies.initialize(onInizialized);
function onInizialized(err) {
@@ -296,12 +296,12 @@
switch (processConfig.framework.name) {
case 'Multi-Period-Market': {
processFramework = MULTI_PERIOD_MARKET.newMultiPeriodMarket(processIndex, logger, UTILITIES, FILE_STORAGE);
processFramework = MULTI_PERIOD_MARKET.newMultiPeriodMarket(processIndex, UTILITIES, FILE_STORAGE);
intitializeProcessFramework();
break;
}
case 'Multi-Period-Daily': {
processFramework = MULTI_PERIOD_DAILY.newMultiPeriodDaily(processIndex, logger, UTILITIES, FILE_STORAGE);
processFramework = MULTI_PERIOD_DAILY.newMultiPeriodDaily(processIndex, UTILITIES, FILE_STORAGE);
intitializeProcessFramework();
break;
}
@@ -353,7 +353,7 @@
function initializeUserBot() {
try {
usertBot = USER_BOT_MODULE.newUserBot(processIndex, logger, COMMONS_MODULE, UTILITIES, FILE_STORAGE);
usertBot = USER_BOT_MODULE.newUserBot(processIndex, COMMONS_MODULE, UTILITIES, FILE_STORAGE);
usertBot.initialize(statusDependencies, onInizialized);
function onInizialized(err) {
TaskServer/IndicatorOutput.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newIndicatorOutput = function (processIndex, logger, UTILITIES, FILE_STORAGE) {
exports.newIndicatorOutput = function (processIndex, UTILITIES, FILE_STORAGE) {
const MODULE_NAME = "Indicator Bot";
let thisObject = {
TaskServer/LowFrequencyTrading/Announcements.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newAnnouncements = function (processIndex, logger) {
exports.newAnnouncements = function (processIndex) {
const MODULE_NAME = 'Announcements'
TaskServer/LowFrequencyTrading/ExchangeAPI.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newExchangeAPI = function (processIndex, logger) {
exports.newExchangeAPI = function (processIndex) {
let MODULE_NAME = "Exchange API";
TaskServer/LowFrequencyTrading/OrdersCalculations.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newOrdersCalculations = function (processIndex, logger) {
exports.newOrdersCalculations = function (processIndex) {
/*
When we are live trading, we need to syncronize with the exchange.
*/
TaskServer/LowFrequencyTrading/OrdersSimulations.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newOrdersSimulations = function (processIndex, logger) {
exports.newOrdersSimulations = function (processIndex) {
/*
When we are backtesting or paper trading, we need to simulate what would have happened at the exchange.
*/
TaskServer/LowFrequencyTrading/Snapshots.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newSnapshots = function (processIndex, logger) {
exports.newSnapshots = function (processIndex) {
/*
This module encapsulates the snapshots functionality.
*/
TaskServer/LowFrequencyTrading/TradingEngine.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newTradingEngine = function (processIndex, logger) {
exports.newTradingEngine = function (processIndex) {
/*
We call the Trading Engine to the data structure that is needed in order to exevute the
trading protocol with the specific rules defined at the Trading System.
TaskServer/LowFrequencyTrading/TradingEpisode.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newTradingEpisode = function (processIndex, logger, tradingEngineModule) {
exports.newTradingEpisode = function (processIndex, tradingEngineModule) {
/*
This module packages all functions related to Episodes.
*/
TaskServer/LowFrequencyTrading/TradingExecution.js
+2 -2
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@@ -1,4 +1,4 @@
exports.newTradingExecution = function (processIndex, logger, tradingEngineModule) {
exports.newTradingExecution = function (processIndex, tradingEngineModule) {
/*
The Trading Execution modules manages the execution nodes and execution algoritms.
*/
@@ -17,7 +17,7 @@ exports.newTradingExecution = function (processIndex, logger, tradingEngineModul
let sessionParameters
const TRADING_ORDERS_MODULE = require('./TradingOrders.js')
let tradingOrdersModule = TRADING_ORDERS_MODULE.newTradingOrders(processIndex, logger, tradingEngineModule)
let tradingOrdersModule = TRADING_ORDERS_MODULE.newTradingOrders(processIndex, tradingEngineModule)
return thisObject
TaskServer/LowFrequencyTrading/TradingOrders.js
+5 -5
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@@ -1,4 +1,4 @@
exports.newTradingOrders = function (processIndex, logger, tradingEngineModule) {
exports.newTradingOrders = function (processIndex, tradingEngineModule) {
/*
The Trading Orders modules manages the execution of orders against the exchanges.
*/
@@ -17,10 +17,10 @@ exports.newTradingOrders = function (processIndex, logger, tradingEngineModule)
let sessionParameters
const EXCHANGE_API_MODULE = require('./ExchangeAPI.js')
let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(processIndex, logger)
let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(processIndex)
const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex, logger)
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex)
return thisObject
@@ -658,7 +658,7 @@ exports.newTradingOrders = function (processIndex, logger, tradingEngineModule)
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
const ORDERS_SIMULATIONS_MODULE = require('./OrdersSimulations.js')
let ordersSimulationsModule = ORDERS_SIMULATIONS_MODULE.newOrdersSimulations(processIndex, logger)
let ordersSimulationsModule = ORDERS_SIMULATIONS_MODULE.newOrdersSimulations(processIndex)
ordersSimulationsModule.initialize()
ordersSimulationsModule.actualSizeSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
@@ -690,7 +690,7 @@ exports.newTradingOrders = function (processIndex, logger, tradingEngineModule)
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
const ORDERS_CALCULATIONS_MODULE = require('./OrdersCalculations.js')
let ordersCalculationsModule = ORDERS_CALCULATIONS_MODULE.newOrdersCalculations(processIndex, logger)
let ordersCalculationsModule = ORDERS_CALCULATIONS_MODULE.newOrdersCalculations(processIndex)
ordersCalculationsModule.initialize()
await ordersCalculationsModule.actualSizeCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
TaskServer/LowFrequencyTrading/TradingOutput.js
+2 -2
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@@ -1,4 +1,4 @@
exports.newTradingOutput = function (processIndex, logger, tradingEngineModule, UTILITIES, FILE_STORAGE) {
exports.newTradingOutput = function (processIndex, tradingEngineModule, UTILITIES, FILE_STORAGE) {
/*
This module will load if necesary all the data outputs so that they can be appended with new
records if needed. After running the simulation, it will save all the data outputs.
@@ -38,7 +38,7 @@ exports.newTradingOutput = function (processIndex, logger, tradingEngineModule,
/* Preparing everything for the Simulation */
const TRADING_SIMULATION = require('./TradingSimulation.js')
let tradingSimulation = TRADING_SIMULATION.newTradingSimulation(processIndex, logger, tradingEngineModule, UTILITIES)
let tradingSimulation = TRADING_SIMULATION.newTradingSimulation(processIndex, tradingEngineModule, UTILITIES)
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
let outputDatasetsMap = new Map()
TaskServer/LowFrequencyTrading/TradingPosition.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newTradingPosition = function (processIndex, logger, tradingEngineModule) {
exports.newTradingPosition = function (processIndex, tradingEngineModule) {
/*
This module packages all functions related to Positions.
*/
TaskServer/LowFrequencyTrading/TradingProcess.js
+15 -15
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@@ -1,4 +1,4 @@
exports.newTradingProcess = function (processIndex, logger, UTILITIES) {
exports.newTradingProcess = function (processIndex, UTILITIES) {
/*
This Module will load all the process data dependencies from files and send them downstream.
After execution, will save the time range and status report of the process.
@@ -24,10 +24,10 @@
let fileStorage = FILE_STORAGE.newFileStorage(logger);
const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(processIndex, logger)
let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(processIndex)
let TRADING_OUTPUT_MODULE = require("./TradingOutput")
let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, logger, tradingEngineModule, UTILITIES, FILE_STORAGE)
let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, tradingEngineModule, UTILITIES, FILE_STORAGE)
let processConfig;
@@ -119,7 +119,7 @@
await processSingleFiles()
if (await processMarketFiles() === false) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Waiting for Data Mining to be run')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
}
@@ -141,17 +141,17 @@
With all the indicators data files loaded, we will build the chart object
data structure that will be used in user-defied conditions and formulas.
*/
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Waking up')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waking up')
buildCharts(chart)
if (checkThereAreCandles(chart) === true) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Running')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Running')
await generateOutput(chart)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Saving')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Saving')
await writeProcessFiles()
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Sleeping')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Sleeping')
} else {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
}
@@ -171,9 +171,9 @@
if (checkStopTaskGracefully() === false) { break }
if (checkStopProcessing() === false) { break }
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Waking up')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waking up')
if (await processDailyFiles() === false) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Waiting for Data Mining to be run')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
}
@@ -186,13 +186,13 @@
The process of generating the output includes the trading simulation.
*/
if (checkThereAreCandles(chart) === true) {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Running')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Running')
await generateOutput(chart)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Saving')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Saving')
await writeProcessFiles()
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Sleeping')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Sleeping')
} else {
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, logger, undefined, undefined, 'Waiting for Data Mining to be up to date')
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionHeartBeat(processIndex, undefined, undefined, 'Waiting for Data Mining to be up to date')
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_RETRY_RESPONSE)
return
}
TaskServer/LowFrequencyTrading/TradingRecords.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newTradingRecords = function (processIndex, logger) {
exports.newTradingRecords = function (processIndex) {
/*
This module facilitates the appending of records to the output of the process.
*/
TaskServer/LowFrequencyTrading/TradingSimulation.js
+4 -4
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@@ -1,4 +1,4 @@
exports.newTradingSimulation = function (processIndex, logger, tradingEngineModule, UTILITIES) {
exports.newTradingSimulation = function (processIndex, tradingEngineModule, UTILITIES) {
/*
This Module represents the trading simulacion. Escentially a loop through a set of candles and
the execution at each loop cycle of the Trading System Protocol.
@@ -35,15 +35,15 @@ exports.newTradingSimulation = function (processIndex, logger, tradingEngineModu
/* These are the Modules we will need to run the Simulation */
const TRADING_RECORDS_MODULE = require('./TradingRecords.js')
let tradingRecordsModule = TRADING_RECORDS_MODULE.newTradingRecords(processIndex, logger)
let tradingRecordsModule = TRADING_RECORDS_MODULE.newTradingRecords(processIndex)
tradingRecordsModule.initialize(outputDatasetsMap)
const TRADING_SYSTEM_MODULE = require('./TradingSystem.js')
let tradingSystemModule = TRADING_SYSTEM_MODULE.newTradingSystem(processIndex, logger, tradingEngineModule)
let tradingSystemModule = TRADING_SYSTEM_MODULE.newTradingSystem(processIndex, tradingEngineModule)
tradingSystemModule.initialize()
const TRADING_EPISODE_MODULE = require('./TradingEpisode.js')
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex, logger, tradingEngineModule)
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex, tradingEngineModule)
tradingEpisodeModule.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. */
TaskServer/LowFrequencyTrading/TradingStages.js
+7 -7
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@@ -1,4 +1,4 @@
exports.newTradingStages = function (processIndex, logger, tradingEngineModule) {
exports.newTradingStages = function (processIndex, tradingEngineModule) {
/*
This module packages all functions related to Stages.
*/
@@ -21,22 +21,22 @@ exports.newTradingStages = function (processIndex, logger, tradingEngineModule)
}
const TRADING_STRATEGY_MODULE = require('./TradingStrategy.js')
let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(processIndex, logger, tradingEngineModule)
let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(processIndex, tradingEngineModule)
const TRADING_POSITION_MODULE = require('./TradingPosition.js')
let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(processIndex, logger, tradingEngineModule)
let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(processIndex, tradingEngineModule)
const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js')
let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(processIndex, logger, tradingEngineModule)
let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(processIndex, tradingEngineModule)
const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex, logger)
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex)
const SNAPSHOTS_MODULE = require('./Snapshots.js')
let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(processIndex, logger)
let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(processIndex)
const TRADING_EPISODE_MODULE = require('./TradingEpisode.js')
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex, logger)
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex)
let tradingEngine
let tradingSystem
TaskServer/LowFrequencyTrading/TradingStrategy.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newTradingStrategy = function (processIndex, logger, tradingEngineModule) {
exports.newTradingStrategy = function (processIndex, tradingEngineModule) {
/*
This module packages all functions related to Strategies.
*/
TaskServer/LowFrequencyTrading/TradingSystem.js
+2 -2
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@@ -1,4 +1,4 @@
exports.newTradingSystem = function (processIndex, logger, tradingEngineModule) {
exports.newTradingSystem = function (processIndex, tradingEngineModule) {
/*
The Trading System is the user defined set of rules compliant with the Trading Protocol that
defines the trading logic to be applied during each cycle of the Simulation.
@@ -20,7 +20,7 @@ exports.newTradingSystem = function (processIndex, logger, tradingEngineModule)
let dynamicIndicators
const TRADING_STAGES_MODULE = require('./TradingStages.js')
let tradingStagesModule = TRADING_STAGES_MODULE.newTradingStages(processIndex, logger, tradingEngineModule)
let tradingStagesModule = TRADING_STAGES_MODULE.newTradingStages(processIndex, tradingEngineModule)
return thisObject
TaskServer/MultiPeriodDaily.js
+2 -2
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@@ -1,4 +1,4 @@
exports.newMultiPeriodDaily = function (processIndex, logger, UTILITIES, FILE_STORAGE) {
exports.newMultiPeriodDaily = function (processIndex, UTILITIES, FILE_STORAGE) {
const MODULE_NAME = "Multi Period Daily";
const GMT_SECONDS = ':00.000 GMT+0000';
@@ -33,7 +33,7 @@
let INDICATOR_OUTPUT_MODULE = require("./IndicatorOutput")
indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(processIndex, logger, UTILITIES, FILE_STORAGE)
indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(processIndex, UTILITIES, FILE_STORAGE)
indicatorOutputModule.initialize(callBackFunction)
}
TaskServer/MultiPeriodMarket.js
+2 -2
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@@ -1,4 +1,4 @@
exports.newMultiPeriodMarket = function (processIndex, logger, UTILITIES, FILE_STORAGE) {
exports.newMultiPeriodMarket = function (processIndex, UTILITIES, FILE_STORAGE) {
const MODULE_NAME = "Multi Period Market";
thisObject = {
initialize: initialize,
@@ -27,7 +27,7 @@
let INDICATOR_OUTPUT_MODULE = require("./IndicatorOutput")
indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(processIndex, logger, UTILITIES, FILE_STORAGE)
indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(processIndex, UTILITIES, FILE_STORAGE)
indicatorOutputModule.initialize(callBackFunction)
}
TaskServer/ProcessExecutionEvents.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newProcessExecutionEvents = function (processIndex, logger) {
exports.newProcessExecutionEvents = function (processIndex) {
/*
Here we manage the process execution events. This allow us to emit events
when the process starts and finishes. Also to wait for a dependent event
TaskServer/ProcessOutput.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newProcessOutput = function (processIndex, logger) {
exports.newProcessOutput = function (processIndex) {
/*
Here we emit the events that signals that a Dataset was updated.
TaskServer/ReinforcementLearning/LearningProcess.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newLearningProcess = function (processIndex, logger, UTILITIES) {
exports.newLearningProcess = function (processIndex, UTILITIES) {
thisObject = {
TaskServer/SensorBot.js
+3 -3
View File
@@ -134,7 +134,7 @@
function initializeProcessExecutionEvents() {
try {
processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex, logger)
processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex)
processExecutionEvents.initialize(processConfig, onInizialized);
function onInizialized(err) {
@@ -236,7 +236,7 @@
function initializeStatusDependencies() {
try {
statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
statusDependencies.initialize(onInizialized);
function onInizialized(err) {
@@ -284,7 +284,7 @@
function initializeUserBot() {
try {
usertBot = USER_BOT_MODULE.newUserBot(processIndex, logger, COMMONS_MODULE, UTILITIES, FILE_STORAGE, STATUS_REPORT, exchangeAPI);
usertBot = USER_BOT_MODULE.newUserBot(processIndex, COMMONS_MODULE, UTILITIES, FILE_STORAGE, STATUS_REPORT, exchangeAPI);
usertBot.initialize(statusDependencies, onInizialized);
function onInizialized(err) {
TaskServer/SocialBots.js
+1 -1
View File
@@ -1,4 +1,4 @@
exports.newSocialBots = function (processIndex, logger) {
exports.newSocialBots = function (processIndex) {
const MODULE_NAME = 'Social Bots'
TaskServer/StatusDependencies.js
+2 -2
View File
@@ -1,4 +1,4 @@
exports.newStatusDependencies = function (processIndex, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT) {
exports.newStatusDependencies = function (processIndex, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT) {
const MODULE_NAME = "Status Dependencies";
@@ -46,7 +46,7 @@
for (let i = 0; i < dependenciesToProcess.length; i++) {
let statusReportModule = STATUS_REPORT.newStatusReport(processIndex, logger, UTILITIES, PROCESS_OUTPUT);
let statusReportModule = STATUS_REPORT.newStatusReport(processIndex, UTILITIES, PROCESS_OUTPUT);
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[INFO] initialize -> onInitilized -> Initializing Status Report # " + (i + 1));
let statusDependency = dependenciesToProcess[i]
TaskServer/StatusReport.js
+3 -3
View File
@@ -1,4 +1,4 @@
exports.newStatusReport = function (processIndex, logger, UTILITIES, PROCESS_OUTPUT) {
exports.newStatusReport = function (processIndex, UTILITIES, PROCESS_OUTPUT) {
/*
@@ -365,7 +365,7 @@
/* All good, lets emit the event that means data has been updated. */
let processOutput = PROCESS_OUTPUT.newProcessOutput(processIndex, logger)
let processOutput = PROCESS_OUTPUT.newProcessOutput(processIndex)
processOutput.raiseEvents(thisObject.file.lastFile, thisObject.file.timeFrames, callBackFunction);
return
}
@@ -392,7 +392,7 @@
}
/* All good, lets emit the event that means data has been updated. */
let processOutput = PROCESS_OUTPUT.newProcessOutput(processIndex, logger)
let processOutput = PROCESS_OUTPUT.newProcessOutput(processIndex)
processOutput.asyncRaiseEvents(thisObject.file.lastFile, thisObject.file.timeFrames)
}
}
TaskServer/TradingBot.js
+4 -4
View File
@@ -119,7 +119,7 @@
function initializeProcessExecutionEvents() {
try {
processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex, logger)
processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex)
processExecutionEvents.initialize(processConfig, onInizialized);
function onInizialized(err) {
@@ -220,7 +220,7 @@
function initializeStatusDependencies() {
try {
statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
statusDependencies.initialize(onInizialized);
function onInizialized(err) {
@@ -268,7 +268,7 @@
function initializeDataDependencies() {
try {
dataDependencies = DATA_DEPENDENCIES.newDataDependencies(processIndex, logger, DATA_SET);
dataDependencies = DATA_DEPENDENCIES.newDataDependencies(processIndex, DATA_SET);
dataDependencies.initialize(onInizialized);
function onInizialized(err) {
@@ -278,7 +278,7 @@
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[INFO] run -> loop -> initializeDataDependencies -> onInizialized -> Execution finished well.")
switch (processConfig.framework.name) {
case 'Low-Frequency-Trading-Process': {
processFramework = TRADING_PROCESS_MODULE.newTradingProcess(processIndex, logger, UTILITIES);
processFramework = TRADING_PROCESS_MODULE.newTradingProcess(processIndex, UTILITIES);
intitializeProcessFramework();
break;
}