Framework for Multi Period Market Processes added. INitializar Function ready
This commit is contained in:
Luis Fernando Molina committed
1 parent
1324881882
commit
9c92069b5d
1 file changed
+924
@@ -0,0 +1,924 @@
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exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const MODULE_NAME = "User Bot";
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const EXCHANGE_NAME = "Poloniex";
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const LRC_FOLDER_NAME = "LRC-Points";
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const PERCENTAGE_BANDWIDTH_FOLDER_NAME = "Percentage-Bandwidth";
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const BOLLINGER_BANDS_FOLDER_NAME = "Bollinger-Bands";
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const BOLLINGER_CHANNELS_FOLDER_NAME = "Bollinger-Channels";
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const BOLLINGER_SUB_CHANNELS_FOLDER_NAME = "Bollinger-Sub-Channels";
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const CANDLES_FOLDER_NAME = "Candles";
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const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
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const CONDITIONS_FOLDER_NAME = "Simulation-Conditions";
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const commons = COMMONS.newCommons(bot, logger, UTILITIES);
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thisObject = {
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initialize: initialize,
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start: start
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};
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let gaussStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let chrisStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let oliviaStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let jasonStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let utilities = UTILITIES.newCloudUtilities(bot, logger);
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let statusDependencies;
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let dataDependencies;
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let storages = [];
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return thisObject;
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function initialize(pStatusDependencies, pDataDependencies, pMonth, pYear, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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logger.initialize();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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statusDependencies = pStatusDependencies;
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dataDependencies = pDataDependencies;
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for (let i = 0; i < dataDependencies.length; i++) {
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let key;
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let storage;
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key = dataDependencies.devTeam + "-" +
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dataDependencies.bot + "-" +
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dataDependencies.product + "-" +
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dataDependencies.dataSet + "-" +
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dataDependencies.dataSetVersion
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storage = dataDependencies.dataSets.get(key);
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storages.push(storage);
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}
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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let market = global.MARKET;
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buildRecords();
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function buildRecords() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> Entering function."); }
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try {
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let n;
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periodsLoop();
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function periodsLoop() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> periodsLoop -> Entering function."); }
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/*
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We will iterate through all posible periods.
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*/
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n = 0 // loop Variable representing each possible period as defined at the periods array.
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loopBody();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> periodsLoop -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function loopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> Entering function."); }
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const outputPeriod = global.marketFilesPeriods[n][0];
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const timePeriod = global.marketFilesPeriods[n][1];
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let marketFile;
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let LRCMap = new Map();
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let percentageBandwidthMap = new Map();
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let bollingerBandsMap = new Map();
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let bollingerChannelsArray = [];
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let bollingerSubChannelsArray = [];
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let candles = [];
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let recordsArray = [];
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let conditionsArray = [];
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let simulationLogic = {};
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nextLRC();
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function nextLRC() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextLRC -> Entering function."); }
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let fileName = market.assetA + '_' + market.assetB + ".json";
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let filePathRoot = "AAVikings" + "/" + "AAGauss" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + LRC_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
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gaussStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextLRC -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextLRC -> onFileReceived -> text = " + text); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextLRC -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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marketFile = JSON.parse(text);
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buildLRC();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextLRC -> onFileReceived -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextLRC -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildLRC() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildLRC -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < marketFile.length; i++) {
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let LRC = {
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begin: marketFile[i][0],
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end: marketFile[i][1],
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_15: marketFile[i][2],
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_30: marketFile[i][3],
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_60: marketFile[i][4]
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};
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if (previous !== undefined) {
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if (previous._15 > LRC._15) { LRC.direction15 = 'down'; }
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if (previous._15 < LRC._15) { LRC.direction15 = 'up'; }
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if (previous._15 === LRC._15) { LRC.direction15 = 'side'; }
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if (previous._30 > LRC._30) { LRC.direction30 = 'down'; }
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if (previous._30 < LRC._30) { LRC.direction30 = 'up'; }
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if (previous._30 === LRC._30) { LRC.direction30 = 'side'; }
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if (previous._60 > LRC._60) { LRC.direction60 = 'down'; }
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if (previous._60 < LRC._60) { LRC.direction60 = 'up'; }
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if (previous._60 === LRC._60) { LRC.direction60 = 'side'; }
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}
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LRC.previous = previous;
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LRCMap.set(LRC.begin, LRC);
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previous = LRC;
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}
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nextPercentageBandwidth();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildLRC -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function nextPercentageBandwidth() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> Entering function."); }
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let fileName = market.assetA + '_' + market.assetB + ".json";
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let filePathRoot = bot.devTeam + "/" + "AAChris" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + PERCENTAGE_BANDWIDTH_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
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chrisStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> onFileReceived -> text = " + text); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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marketFile = JSON.parse(text);
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buildPercentageBandwidthMap();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> onFileReceived -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextPercentageBandwidth -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildPercentageBandwidthMap() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildPercentageBandwidthMap -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < marketFile.length; i++) {
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let percentageBandwidth = {
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begin: marketFile[i][0],
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end: marketFile[i][1],
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value: marketFile[i][2],
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movingAverage: marketFile[i][3],
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bandwidth: marketFile[i][4]
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};
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if (previous !== undefined) {
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if (previous.movingAverage > percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'down'; }
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if (previous.movingAverage < percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'up'; }
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if (previous.movingAverage === percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'side'; }
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}
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percentageBandwidth.previous = previous;
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percentageBandwidthMap.set(percentageBandwidth.begin, percentageBandwidth);
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previous = percentageBandwidth;
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}
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nextBollingerBands();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildPercentageBandwidthMap -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function nextBollingerBands() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerBands -> Entering function."); }
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let fileName = market.assetA + '_' + market.assetB + ".json";
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let filePathRoot = bot.devTeam + "/" + "AAChris" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + BOLLINGER_BANDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
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chrisStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerBands -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerBands -> onFileReceived -> text = " + text); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerBands -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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marketFile = JSON.parse(text);
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buildBollingerBandsMap();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerBands -> onFileReceived -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerBands -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildBollingerBandsMap() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildBollingerBandsMap -> Entering function."); }
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try {
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let previous;
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for (let i = 0; i < marketFile.length; i++) {
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let bollingerBand = {
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begin: marketFile[i][0],
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end: marketFile[i][1],
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movingAverage: marketFile[i][2],
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standardDeviation: marketFile[i][3],
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deviation: marketFile[i][4]
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};
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if (previous !== undefined) {
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if (previous.movingAverage > bollingerBand.movingAverage) { bollingerBand.direction = 'down'; }
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if (previous.movingAverage < bollingerBand.movingAverage) { bollingerBand.direction = 'up'; }
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if (previous.movingAverage === bollingerBand.movingAverage) { bollingerBand.direction = 'side'; }
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}
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bollingerBand.previous = previous;
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bollingerBandsMap.set(bollingerBand.begin, bollingerBand);
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previous = bollingerBand;
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}
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nextBollingerChannels();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildBollingerBandsMap -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function nextBollingerChannels() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> Entering function."); }
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let fileName = market.assetA + '_' + market.assetB + ".json";
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let filePathRoot = bot.devTeam + "/" + "AAPaula" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + BOLLINGER_CHANNELS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
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chrisStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> Entering function."); }
|
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> text = " + text); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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marketFile = JSON.parse(text);
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buildBollingerChannelsArray();
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||||
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> err = " + err.message);
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||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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||||
}
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||||
}
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||||
catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildBollingerChannelsArray() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildBollingerChannelsArray -> Entering function."); }
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||||
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||||
try {
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let previous;
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let bollingerChannel = {
|
||||
begin: marketFile[i][0],
|
||||
end: marketFile[i][1],
|
||||
direction: marketFile[i][2],
|
||||
period: marketFile[i][3],
|
||||
firstMovingAverage: marketFile[i][4],
|
||||
lastMovingAverage: marketFile[i][5],
|
||||
firstDeviation: marketFile[i][6],
|
||||
lastDeviation: marketFile[i][7]
|
||||
};
|
||||
|
||||
bollingerChannel.previous = previous;
|
||||
|
||||
bollingerChannelsArray.push(bollingerChannel);
|
||||
|
||||
previous = bollingerChannel;
|
||||
}
|
||||
|
||||
nextBollingerSubChannels();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildBollingerChannelsArray -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function nextBollingerSubChannels() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> Entering function."); }
|
||||
|
||||
let fileName = market.assetA + '_' + market.assetB + ".json";
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + "AAPaula" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + BOLLINGER_SUB_CHANNELS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
|
||||
|
||||
chrisStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> text = " + text); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
marketFile = JSON.parse(text);
|
||||
|
||||
buildBollingerSubChannelsArray();
|
||||
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildBollingerSubChannelsArray() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildBollingerSubChannelsArray -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let previous;
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let bollingerSubChannel = {
|
||||
begin: marketFile[i][0],
|
||||
end: marketFile[i][1],
|
||||
direction: marketFile[i][2],
|
||||
slope: marketFile[i][3],
|
||||
period: marketFile[i][4],
|
||||
firstMovingAverage: marketFile[i][5],
|
||||
lastMovingAverage: marketFile[i][6],
|
||||
firstDeviation: marketFile[i][7],
|
||||
lastDeviation: marketFile[i][8]
|
||||
};
|
||||
|
||||
bollingerSubChannel.previous = previous;
|
||||
|
||||
bollingerSubChannelsArray.push(bollingerSubChannel);
|
||||
|
||||
previous = bollingerSubChannel;
|
||||
}
|
||||
|
||||
nextCandlesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildBollingerSubChannelsArray -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function nextCandlesFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextCandlesFile -> Entering function."); }
|
||||
|
||||
let fileName = market.assetA + '_' + market.assetB + ".json";
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + "AAOlivia" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
|
||||
|
||||
oliviaStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextCandlesFile -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextCandlesFile -> onFileReceived -> text = " + text); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextCandlesFile -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
marketFile = JSON.parse(text);
|
||||
|
||||
buildCandles();
|
||||
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextCandlesFile -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextCandlesFile -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildCandles() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildCandles -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let previous;
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let candle = {
|
||||
open: undefined,
|
||||
close: undefined,
|
||||
min: 10000000000000,
|
||||
max: 0,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined
|
||||
};
|
||||
|
||||
candle.min = marketFile[i][0];
|
||||
candle.max = marketFile[i][1];
|
||||
|
||||
candle.open = marketFile[i][2];
|
||||
candle.close = marketFile[i][3];
|
||||
|
||||
candle.begin = marketFile[i][4];
|
||||
candle.end = marketFile[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'; }
|
||||
|
||||
candle.previous = previous;
|
||||
|
||||
candles.push(candle);
|
||||
|
||||
previous = candle;
|
||||
}
|
||||
|
||||
commons.runSimulation(
|
||||
candles,
|
||||
bollingerBandsMap,
|
||||
percentageBandwidthMap,
|
||||
LRCMap,
|
||||
bollingerChannelsArray,
|
||||
bollingerSubChannelsArray,
|
||||
recordsArray,
|
||||
conditionsArray,
|
||||
simulationLogic,
|
||||
outputPeriod,
|
||||
writeRecordsFile)
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildCandles -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeRecordsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeRecordsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < recordsArray.length; i++) {
|
||||
|
||||
let record = recordsArray[i];
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
record.type + "," +
|
||||
record.rate + "," +
|
||||
record.amount + "," +
|
||||
record.balanceA + "," +
|
||||
record.balanceB + "," +
|
||||
record.profit + "," +
|
||||
record.lastProfit + "," +
|
||||
record.stopLoss + "," +
|
||||
record.roundtrips + "," +
|
||||
record.hits + "," +
|
||||
record.fails + "," +
|
||||
record.hitRatio + "," +
|
||||
record.ROI + "," +
|
||||
record.periods + "," +
|
||||
record.days + "," +
|
||||
record.anualizedRateOfReturn + "," +
|
||||
record.sellRate + "," +
|
||||
record.lastProfitPercent + "," +
|
||||
record.strategy + "," +
|
||||
record.strategyPhase + "," +
|
||||
record.buyOrder + "," +
|
||||
record.stopLossPhase + "," +
|
||||
record.buyOrderPhase + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
|
||||
|
||||
jasonStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> err = " + err.message);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
writeConditionsFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> onFileCreated -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeRecordsFile -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeConditionsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < conditionsArray.length; i++) {
|
||||
|
||||
let record = conditionsArray[i];
|
||||
|
||||
let conditions = "";
|
||||
let conditionsSeparator = "";
|
||||
|
||||
for (let j = 0; j < record.length - 1; j++) {
|
||||
conditions = conditions + conditionsSeparator + record[j];
|
||||
if (conditionsSeparator === "") { conditionsSeparator = ","; }
|
||||
}
|
||||
|
||||
conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of condition values.
|
||||
|
||||
fileContent = fileContent + separator + '[' + conditions + ']';
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
fileContent = "[" + JSON.stringify(simulationLogic) + "," + fileContent + "]";
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
|
||||
|
||||
jasonStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> err = " + err.message);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
controlLoop();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function controlLoop() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> controlLoop -> Entering function."); }
|
||||
|
||||
n++;
|
||||
|
||||
if (n < global.marketFilesPeriods.length) {
|
||||
|
||||
loopBody();
|
||||
|
||||
} else {
|
||||
|
||||
writeStatusReport(callBackFunction);
|
||||
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> controlLoop -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeStatusReport(callBack) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let reportKey = "AAMasters" + "-" + "AAJason" + "-" + "Multi-Period-Market" + "-" + "dataSet.V1";
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey);
|
||||
|
||||
thisReport.file.lastExecution = bot.processDatetime;
|
||||
thisReport.save(callBack);
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
};
|
||||
Reference in new issue
Block a user