Trading Engine

This commit is contained in:
Luis Fernando Molina committed 2020-12-03 10:08:35 +01:00
1 parent fa6569299c
commit 8f4b9848c7
3 files changed
+13 -7

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@@ -561,6 +561,13 @@
"functionName": "newSuperalgosBotModulesTradingProcess",
"fileName": "TradingProcess.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
},
{
"name": "Trading Engine",
"propertyName": "tradingEngine",
"functionName": "newSuperalgosBotModulesTradingEngine",
"fileName": "TradingEngine.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
}
]
},
@@ -1,4 +1,4 @@
exports.newTradingEngine = function (processIndex) {
exports.newSuperalgosBotModulesTradingEngine = 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.
@@ -22,11 +22,10 @@
let fileStorage = TS.projects.superalgos.taskModules.fileStorage.newFileStorage(processIndex);
const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(processIndex)
let tradingEngineModuleObject = TS.projects.superalgos.botModules.tradingEngine.newSuperalgosBotModulesTradingEngine(processIndex)
let TRADING_OUTPUT_MODULE = require("./TradingOutput")
let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, tradingEngineModule)
let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, tradingEngineModuleObject)
let processConfig;
@@ -53,8 +52,8 @@
function finalize() {
tradingEngineModule.finalize()
tradingEngineModule = undefined
tradingEngineModuleObject.finalize()
tradingEngineModuleObject = undefined
tradingOutputModule.finalize()
tradingOutputModule = undefined
@@ -91,7 +90,7 @@
}
/* We set up the Trading Engine Module. */
tradingEngineModule.initialize()
tradingEngineModuleObject.initialize()
/* Initializing the Trading Process Date */
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) {