Trading Engine
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@@ -561,6 +561,13 @@
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"functionName": "newSuperalgosBotModulesTradingProcess",
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"fileName": "TradingProcess.js",
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"folderName": "Trading-Bot/Low-Frequency-Trading"
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},
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{
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"name": "Trading Engine",
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"propertyName": "tradingEngine",
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"functionName": "newSuperalgosBotModulesTradingEngine",
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"fileName": "TradingEngine.js",
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"folderName": "Trading-Bot/Low-Frequency-Trading"
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}
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]
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},
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+1
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@@ -1,4 +1,4 @@
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exports.newTradingEngine = function (processIndex) {
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exports.newSuperalgosBotModulesTradingEngine = function (processIndex) {
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/*
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We call the Trading Engine to the data structure that is needed in order to exevute the
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trading protocol with the specific rules defined at the Trading System.
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+5
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@@ -22,11 +22,10 @@
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let fileStorage = TS.projects.superalgos.taskModules.fileStorage.newFileStorage(processIndex);
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const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
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let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(processIndex)
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let tradingEngineModuleObject = TS.projects.superalgos.botModules.tradingEngine.newSuperalgosBotModulesTradingEngine(processIndex)
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let TRADING_OUTPUT_MODULE = require("./TradingOutput")
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let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, tradingEngineModule)
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let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, tradingEngineModuleObject)
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let processConfig;
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@@ -53,8 +52,8 @@
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function finalize() {
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tradingEngineModule.finalize()
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tradingEngineModule = undefined
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tradingEngineModuleObject.finalize()
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tradingEngineModuleObject = undefined
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tradingOutputModule.finalize()
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tradingOutputModule = undefined
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@@ -91,7 +90,7 @@
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}
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/* We set up the Trading Engine Module. */
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tradingEngineModule.initialize()
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tradingEngineModuleObject.initialize()
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/* Initializing the Trading Process Date */
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if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
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