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Luis Fernando Molina committed 2018-03-06 11:43:58 +01:00
1 parent e78f9278fe
commit 9a262c5b87
2 files changed
+8 -285
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.vs/AAMariam-Trading-Bot/v15/.suo
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Trading-Process/Interval.js
+8 -285
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@@ -43,21 +43,23 @@
let botContext;
let processDatetime;
let datasource;
return interval;
function initialize(pBotContext, pProcessDatetime, callBackFunction) {
function initialize(pBotContext, pProcessDatetime, pDatasource, callBackFunction) {
try {
logger.fileName = MODULE_NAME;
/* Store local values. */
botContext = pBotContext;
processDatetime = pProcessDatetime;
datasource = pDatasource;
const logText = "[INFO] initialize - Entering function 'initialize' ";
console.log(logText);
logger.write(logText);
logger.write("[INFO] initialize - Entering function 'initialize' ");
charlyAzureFileStorage.initialize("Charly");
oliviaAzureFileStorage.initialize("Olivia");
@@ -141,9 +143,6 @@
let exchangePositions = []; // These are the open positions at the exchange at the account the bot is authorized to use.
let openPositions = []; // These are the open positions the bot knows it made by itself.
let candlesMap = new Map; // This bot will look only at the last 10 candles for each Time Period and they will be stored here.
let stairsMap = new Map; // This bot will use this pattern. Here we will store the pattern we are in for each Time Period.
getPositionsAtExchange();
function getPositionsAtExchange() {
@@ -451,282 +450,6 @@
}
}
function getCandles() {
/*
We will read several files with candles for the current day. We will use these files as an input
to make trading decitions later.
*/
let candlesFiles = new Map;
getMarketFiles();
function getMarketFiles() {
/* Now we will get the market files */
for (i = 0; i < marketFilesPeriods.length; i++) {
let periodTime = marketFilesPeriods[i][0];
let periodName = marketFilesPeriods[i][1];
getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Market/@Period", periodName, undefined, onFileReceived);
function onFileReceived(file) {
candlesFiles.set(periodName, file);
if (candlesFiles.size === marketFilesPeriods.length) {
getDailyFiles();
}
}
}
}
function getDailyFiles() {
for (i = 0; i < dailyFilePeriods.length; i++) {
let periodTime = dailyFilePeriods[i][0];
let periodName = dailyFilePeriods[i][1];
getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived);
function onFileReceived(file) {
candlesFiles.set(periodName, file);
if (candlesFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
getCandlesWeAreIn();
}
}
}
}
function getCandlesWeAreIn() {
let counter = 0;
candlesFiles.forEach(getCurrentCandles);
function getCurrentCandles(pCandlesFile, pPeriodName, map) {
let candlesArray = [];
for (i = 0; i < pCandlesFile.length; i++) {
let candle = {
open: undefined,
close: undefined,
min: 10000000000000,
max: 0,
begin: undefined,
end: undefined,
direction: undefined
};
candle.min = pCandlesFile[i][0];
candle.max = pCandlesFile[i][1];
candle.open = pCandlesFile[i][2];
candle.close = pCandlesFile[i][3];
candle.begin = pCandlesFile[i][4];
candle.end = pCandlesFile[i][5];
if (candle.open > candle.close) { candle.direction = 'down'; }
if (candle.open < candle.close) { candle.direction = 'up'; }
if (candle.open === candle.close) { candle.direction = 'side'; }
/* We are going to store the last 10 candles per period, which will give the bot a good sense of where it is. */
let timePeriod = candle.end - candle.begin + 1; // In miliseconds. (remember each candle spans a period minus one milisecond)
if (candle.begin >= processDatetime.valueOf() - timePeriod * 10 && candle.end <= processDatetime.valueOf()) {
candlesArray.push(candle);
}
}
candlesMap.set(pPeriodName, candlesArray);
counter++;
if (counter === candlesFiles.size) {
getPatterns();
}
}
}
}
function getPatterns() {
/*
We will read several files with pattern calculations for the current day. We will use these files as an input
to make trading decitions later.
*/
let stairsFiles = new Map;
getMarketFiles();
function getMarketFiles() {
/* Now we will get the market files */
for (i = 0; i < marketFilesPeriods.length; i++) {
let periodTime = marketFilesPeriods[i][0];
let periodName = marketFilesPeriods[i][1];
getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period", periodName, undefined, onFileReceived);
function onFileReceived(file) {
stairsFiles.set(periodName, file);
if (stairsFiles.size === marketFilesPeriods.length) {
getDailyFiles();
}
}
}
}
function getDailyFiles() {
for (i = 0; i < dailyFilePeriods.length; i++) {
let periodTime = dailyFilePeriods[i][0];
let periodName = dailyFilePeriods[i][1];
getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived);
function onFileReceived(file) {
stairsFiles.set(periodName, file);
if (stairsFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
getStairsWeAreIn();
}
}
}
}
function getStairsWeAreIn() {
let counter = 0;
stairsFiles.forEach(getCurrentStairs);
function getCurrentStairs(pStairsFile, pPeriodName, map) {
for (i = 0; i < pStairsFile.length; i++) {
let stairs = {
open: undefined,
close: undefined,
min: 10000000000000,
max: 0,
begin: undefined,
end: undefined,
direction: undefined,
candleCount: 0,
firstMin: 0,
firstMax: 0,
lastMin: 0,
lastMax: 0
};
stairs.open = pStairsFile[i][0];
stairs.close = pStairsFile[i][1];
stairs.min = pStairsFile[i][2];
stairs.max = pStairsFile[i][3];
stairs.begin = pStairsFile[i][4];
stairs.end = pStairsFile[i][5];
stairs.direction = pStairsFile[i][6];
stairs.candleCount = pStairsFile[i][7];
stairs.firstMin = pStairsFile[i][8];
stairs.firstMax = pStairsFile[i][9];
stairs.lastMin = pStairsFile[i][10];
stairs.lastMax = pStairsFile[i][11];
if (processDatetime.valueOf() >= stairs.begin && processDatetime.valueOf() <= stairs.end) {
stairsMap.set(pPeriodName, stairs);
}
}
counter++;
if (counter === stairsFiles.size) {
businessLogic();
}
}
}
}
function getFile(pFileService, pFileName, pFilePath, pPeriodName, pDatetime, callBackFunction) {
pFileName = pFileName.replace("@AssetA", market.assetA);
pFileName = pFileName.replace("@AssetB", market.assetB);
pFilePath = pFilePath.replace("@Exchange", EXCHANGE_NAME);
pFilePath = pFilePath.replace("@Period", pPeriodName);
if (pDatetime !== undefined) {
pFilePath = pFilePath.replace("@Year", pDatetime.getUTCFullYear());
pFilePath = pFilePath.replace("@Month", utilities.pad(pDatetime.getUTCMonth() + 1, 2));
pFilePath = pFilePath.replace("@Day", utilities.pad(pDatetime.getUTCDate(), 2));
}
pFileService.getTextFile(pFilePath, pFileName, onFileReceived);
function onFileReceived(text) {
let data;
try {
data = JSON.parse(text);
} catch (err) {
data = JSON.parse("[]");
}
callBackFunction(data);
}
}
function businessLogic() {
/*
@@ -769,7 +492,7 @@
*/
let candleArray = candlesMap.get("01-min");
let candleArray = datasource.candlesMap.get("01-min");
let candle = candleArray[candleArray.length - 1]; // The last candle of the 10 candles array for the 1 min Time Period.
let currentRate = candle.close;
@@ -860,7 +583,7 @@
timePeriodName = marketFilesPeriods[i][1];
candleArray = candlesMap.get(timePeriodName);
candleArray = datasource.candlesMap.get(timePeriodName);
candle = candleArray[candleArray.length - 1]; // The last candle of the 10 candles array.
diff = candle.close - candle.open;