checkParameters function
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Luis Fernando Molina committed
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commit
962d2d117a
1 file changed
+141
-45
+141
-45
@@ -79,6 +79,9 @@
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}
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}
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if (checkParemeters() === false) { return }
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/* Extract values from different sources and consolidate them under one structure that is going to be used later on. */
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setValuesToUse(message)
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@@ -116,6 +119,121 @@
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}
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}
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function checkParemeters() {
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/*
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Here we check all the Session Parameters received. If something critical is missing we abort returning false. If something
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non critical is missing, we complete it with a default value.
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*/
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if (bot.SESSION.parameters === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> Session Node with no Parameters."); }
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return false
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}
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/* Time Range */
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if (bot.SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
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bot.SESSION.parameters.timeRange = {
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name: 'Missing Time Range',
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type: 'Time Range',
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config: {
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initialDatetime: (new Date()).valueOf(),
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finalDatetime: (new Date()).valueOf()
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}
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}
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}
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if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) { // if the initialDatetime is missing we create a default one.
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bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date()).valueOf()
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}
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if (bot.SESSION.parameters.timeRange.config.finalDatetime === undefined) { // if the finalDatetime is missing we create a default one.
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bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date()).valueOf()
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}
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/* Time Frame */
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if (bot.SESSION.parameters.timeFrame === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> Session Parameters Node with no Time Frame."); }
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return false
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}
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if (bot.SESSION.parameters.timeFrame.label === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> Session Parameters Node with no Time Frame Label configuration."); }
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return false
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}
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/* Session Base Asset */
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if (bot.SESSION.parameters.sessionBaseAsset === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> Session Parameters Node with no Session Base Asset."); }
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return false
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}
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if (bot.SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> Session Parameters Session Base Asset with no initialBalance configuration."); }
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return false
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}
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if (bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance === undefined) {
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bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance = 0
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}
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if (bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance === undefined) {
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bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = Number.MAX_SAFE_INTEGER
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}
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/* Session Quoted Asset */
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if (bot.SESSION.parameters.sessionQuotedAsset === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> Session Parameters Node with no Session Quoted Asset."); }
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return false
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}
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if (bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> Session Parameters Session Quoted Asset with no initialBalance configuration."); }
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return false
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}
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if (bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance === undefined) {
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bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance = 0
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}
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if (bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance === undefined) {
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bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = Number.MAX_SAFE_INTEGER
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}
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/* Slippage */
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if (bot.SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
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bot.SESSION.parameters.timeRange = {
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name: 'Missing Slippage',
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type: 'Slippage',
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config: {
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positionRate: 0,
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stopLoss: 0,
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takeProfit: 0
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}
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}
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}
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if (bot.SESSION.parameters.slippage.config.positionRate === undefined) { // if the positionRate is missing we create a default one.
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bot.SESSION.parameters.slippage.config.positionRate = 0
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}
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if (bot.SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
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bot.SESSION.parameters.slippage.config.stopLoss = 0
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}
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if (bot.SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
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bot.SESSION.parameters.slippage.config.takeProfit = 0
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}
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/* Fee Structure */
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if (bot.SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
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bot.SESSION.parameters.feeStructure = {
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name: 'Missing Fee Structure',
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type: 'Fee Structure',
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config: {
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maker: 0,
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taker: 0
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}
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}
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}
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if (bot.SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
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bot.SESSION.parameters.feeStructure.config.maker = 0
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}
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if (bot.SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
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bot.SESSION.parameters.feeStructure.config.taker = 0
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}
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return true
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}
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function stopSession(message) {
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try {
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bot.STOP_SESSION = true
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@@ -127,39 +245,38 @@
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}
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function checkDatetimes() {
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if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> checkDatetimes -> Overriding initialDatetime with present datetime because " + bot.VALUES_TO_USE.timeRange.initialDatetime + " is in the past."); }
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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if (bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf() < (new Date()).valueOf()) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> checkDatetimes -> Overriding initialDatetime with present datetime because " + bot.SESSION.parameters.timeRange.config.initialDatetime + " is in the past."); }
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date()
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}
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if (bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf() < (new Date()).valueOf()) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> checkDatetimes -> Overriding finalDatetime with present datetime plus one year because " + bot.VALUES_TO_USE.timeRange.finalDatetime + " is in the past."); }
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date() + ONE_YEAR_IN_MILISECONDS
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if (bot.SESSION.parameters.timeRange.config.finalDatetime.valueOf() < (new Date()).valueOf()) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> checkDatetimes -> Overriding finalDatetime with present datetime plus one year because " + bot.SESSION.parameters.timeRange.config.finalDatetime + " is in the past."); }
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date() + ONE_YEAR_IN_MILISECONDS
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}
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}
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function startBackTesting(message) {
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bot.startMode = "Backtest"
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if (bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf() > (new Date()).valueOf()) {
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date()
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if (bot.SESSION.parameters.timeRange.config.finalDatetime.valueOf() > (new Date()).valueOf()) {
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date()
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}
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bot.resumeExecution = false;
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bot.hasTheBotJustStarted = true
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bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
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bot.multiPeriodProcessDatetime = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
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return true
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}
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function startLiveTrading(message) {
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if (process.env.KEY === undefined || process.env.SECRET === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startLiveTrading -> Key name or Secret not provided, not possible to run the process in Live mode."); }
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console.log("Key 'codeName' or 'secret' not provided. Plese check that and try again.")
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> startLiveTrading -> Key 'codeName' or 'secret' not provided. Plese check that and try again."); }
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return
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}
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bot.startMode = "Live"
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checkDatetimes()
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bot.resumeExecution = false;
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bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
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bot.multiPeriodProcessDatetime = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
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bot.hasTheBotJustStarted = true
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pProcessConfig.liveWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
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return true
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@@ -176,7 +293,7 @@
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bot.startMode = "Live"
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checkDatetimes()
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bot.resumeExecution = false;
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bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
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bot.multiPeriodProcessDatetime = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
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bot.hasTheBotJustStarted = true
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/* Reduce the balance */
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@@ -207,7 +324,7 @@
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checkDatetimes()
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bot.resumeExecution = false;
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bot.hasTheBotJustStarted = true
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bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
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bot.multiPeriodProcessDatetime = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
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pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
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return true
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}
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@@ -234,49 +351,28 @@
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}
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function setValuesToUse(message) {
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/*
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Base on the information received we will determined which values ultimatelly are going to be used,
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and once we do, they will become constants across the multiple loops executions.
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*/
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/* Set all default values */
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bot.VALUES_TO_USE = {
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slippage: {
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positionRate: 0,
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stopLoss: 0,
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takeProfit: 0
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},
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feeStructure: {
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maker: 0,
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taker: 0
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},
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timeRange: {
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initialDatetime: new Date(),
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finalDatetime: new Date()
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}
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}
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/* Session Type Dependant Default Values */
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switch (bot.SESSION.type) {
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case 'Backtesting Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date((new Date()).valueOf() - ONE_YEAR_IN_MILISECONDS)
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date()
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date((new Date()).valueOf() - ONE_YEAR_IN_MILISECONDS)
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date()
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break
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}
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case 'Live Trading Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date()
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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case 'Fordward Testing Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date()
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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case 'Paper Trading Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date()
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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}
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@@ -415,14 +511,14 @@
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if (isNaN(Date.parse(config.initialDatetime)) === true) {
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parentLogger.write(MODULE_NAME, "[WARN] initialize -> runSession -> setValuesToUse -> Cannot use initialDatatime provided at Session Parameters because it is not a valid Date.");
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} else {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date(config.initialDatetime)
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date(config.initialDatetime)
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}
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}
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if (config.finalDatetime !== undefined) {
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if (isNaN(Date.parse(config.finalDatetime)) === true) {
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parentLogger.write(MODULE_NAME, "[WARN] initialize -> runSession -> setValuesToUse -> Cannot use finalDatetime provided at Session Parameters because it is not a valid Date.");
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} else {
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date(config.finalDatetime)
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date(config.finalDatetime)
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}
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}
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}
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