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Announcements Snapshots

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Luis Fernando Molina committed 2020-12-03 11:14:35 +01:00
1 parent 35b0c8be34
commit a27e8e0a92
5 files changed
+48 -39
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Projects/ProjectsSchema.json
+14
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@@ -631,6 +631,20 @@
"functionName": "newSuperalgosBotModulesTradingPosition",
"fileName": "TradingPosition.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
},
{
"name": "Announcements",
"propertyName": "announcements",
"functionName": "newSuperalgosBotModulesAnnouncements",
"fileName": "Announcements.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
},
{
"name": "Snapshots",
"propertyName": "snapshots",
"functionName": "newSuperalgosBotModulesSnapshots",
"fileName": "Snapshots.js",
"folderName": "Trading-Bot/Low-Frequency-Trading"
}
]
},
TaskServer/LowFrequencyTrading/Announcements.js → Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Announcements.js
+1 -1
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@@ -1,4 +1,4 @@
exports.newAnnouncements = function (processIndex) {
exports.newSuperalgosBotModulesAnnouncements = function (processIndex) {
const MODULE_NAME = 'Announcements'
TaskServer/LowFrequencyTrading/Snapshots.js → Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/Snapshots.js
+1 -1
View File
@@ -1,4 +1,4 @@
exports.newSnapshots = function (processIndex) {
exports.newSuperalgosBotModulesSnapshots = function (processIndex) {
/*
This module encapsulates the snapshots functionality.
*/
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js
+27 -31
View File
@@ -23,12 +23,8 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
let tradingStrategyModuleObject = TS.projects.superalgos.botModules.tradingStrategy.newSuperalgosBotModulesTradingStrategy(processIndex, tradingEngineModuleObject)
let tradingPositionModuleObject = TS.projects.superalgos.botModules.tradingPosition.newSuperalgosBotModulesTradingPosition(processIndex, tradingEngineModuleObject)
let tradingExecutionModuleObject = TS.projects.superalgos.botModules.tradingExecution.newSuperalgosBotModulesTradingExecution(processIndex, tradingEngineModuleObject)
const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex)
const SNAPSHOTS_MODULE = require('./Snapshots.js')
let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(processIndex)
let announcementsModuleObject = TS.projects.superalgos.botModules.announcements.newSuperalgosBotModulesAnnouncements(processIndex)
let snapshotsModuleObject = TS.projects.superalgos.botModules.snapshots.newSuperalgosBotModulesSnapshots(processIndex)
let tradingEpisodeModuleObject = TS.projects.superalgos.botModules.tradingEpisode.newSuperalgosBotModulesTradingEpisode(processIndex)
@@ -45,8 +41,8 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingStrategyModuleObject.initialize()
tradingPositionModuleObject.initialize()
announcementsModule.initialize()
snapshotsModule.initialize()
announcementsModuleObject.initialize()
snapshotsModuleObject.initialize()
tradingExecutionModuleObject.initialize()
tradingEpisodeModuleObject.initialize()
}
@@ -62,11 +58,11 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingPositionModuleObject.finalize()
tradingPositionModuleObject = undefined
announcementsModule.finalize()
announcementsModule = undefined
announcementsModuleObject.finalize()
announcementsModuleObject = undefined
snapshotsModule.finalize()
snapshotsModule = undefined
snapshotsModuleObject.finalize()
snapshotsModuleObject = undefined
tradingExecutionModuleObject.finalize()
tradingExecutionModuleObject = undefined
@@ -76,7 +72,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
}
function updateChart(pChart) {
snapshotsModule.updateChart(pChart)
snapshotsModuleObject.updateChart(pChart)
}
function mantain() {
@@ -151,13 +147,13 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
/* Initialize this */
tradingEngine.current.episode.distanceToEvent.triggerOn.value = 1
announcementsModule.makeAnnoucements(triggerStage.triggerOn)
announcementsModule.makeAnnoucements(triggerStage)
announcementsModuleObject.makeAnnoucements(triggerStage.triggerOn)
announcementsModuleObject.makeAnnoucements(triggerStage)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.strategy === true) {
snapshotsModule.strategyEntry()
snapshotsModuleObject.strategyEntry()
}
}
}
@@ -197,7 +193,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingSystem.highlights.push(triggerStage.id)
tradingEngine.current.episode.distanceToEvent.triggerOff.value = 1
announcementsModule.makeAnnoucements(triggerStage.triggerOff)
announcementsModuleObject.makeAnnoucements(triggerStage.triggerOff)
changeStageStatus('Trigger Stage', 'Closed')
tradingStrategyModuleObject.closeStrategy('Trigger Off')
}
@@ -236,13 +232,13 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingPositionModuleObject.openPosition(situation.name)
announcementsModule.makeAnnoucements(triggerStage.takePosition)
announcementsModule.makeAnnoucements(strategy.openStage)
announcementsModuleObject.makeAnnoucements(triggerStage.takePosition)
announcementsModuleObject.makeAnnoucements(strategy.openStage)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.position === true) {
snapshotsModule.positionEntry()
snapshotsModuleObject.positionEntry()
}
}
}
@@ -442,7 +438,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingPositionModuleObject.applyStopLossFormula(tradingSystem.formulas, phase.formula.id)
if (tradingEngine.current.position.stopLoss.value !== previousValue) {
announcementsModule.makeAnnoucements(phase)
announcementsModuleObject.makeAnnoucements(phase)
}
}
}
@@ -465,7 +461,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingPositionModuleObject.applyTakeProfitFormula(tradingSystem.formulas, phase.formula.id)
if (tradingEngine.current.position.takeProfit.value !== previousValue) {
announcementsModule.makeAnnoucements(phase)
announcementsModuleObject.makeAnnoucements(phase)
}
}
}
@@ -546,7 +542,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingPositionModuleObject.updateStopLoss(tradingEngine.current.position.stopLoss.stopLossPhase.value + 1)
announcementsModule.makeAnnoucements(nextPhaseEvent)
announcementsModuleObject.makeAnnoucements(nextPhaseEvent)
/* Reset this counter */
tradingEngine.current.episode.distanceToEvent.nextPhase.value = 1
@@ -589,7 +585,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
continue
}
announcementsModule.makeAnnoucements(moveToPhaseEvent)
announcementsModuleObject.makeAnnoucements(moveToPhaseEvent)
/* Reset this counter */
tradingEngine.current.episode.distanceToEvent.moveToPhase.value = 1
@@ -645,7 +641,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingPositionModuleObject.updateTakeProfit(tradingEngine.current.position.takeProfit.takeProfitPhase.value + 1)
announcementsModule.makeAnnoucements(nextPhaseEvent)
announcementsModuleObject.makeAnnoucements(nextPhaseEvent)
/* Reset this counter */
tradingEngine.current.episode.distanceToEvent.nextPhase.value = 1
@@ -688,7 +684,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
continue
}
announcementsModule.makeAnnoucements(moveToPhaseEvent)
announcementsModuleObject.makeAnnoucements(moveToPhaseEvent)
/* Reset this counter */
tradingEngine.current.episode.distanceToEvent.moveToPhase.value = 1
@@ -724,7 +720,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingPositionModuleObject.closingPosition('Stop Loss')
changeStageStatus('Close Stage', 'Opening')
changeStageStatus('Manage Stage', 'Closed')
announcementsModule.makeAnnoucements(strategy.closeStage)
announcementsModuleObject.makeAnnoucements(strategy.closeStage)
return
}
@@ -744,7 +740,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingPositionModuleObject.closingPosition('Take Profit')
changeStageStatus('Close Stage', 'Opening')
changeStageStatus('Manage Stage', 'Closed')
announcementsModule.makeAnnoucements(strategy.closeStage)
announcementsModuleObject.makeAnnoucements(strategy.closeStage)
return
}
return
@@ -853,7 +849,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.position === true) {
snapshotsModule.positionExit()
snapshotsModuleObject.positionExit()
}
}
}
@@ -862,7 +858,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.strategy === true) {
snapshotsModule.strategyExit()
snapshotsModuleObject.strategyExit()
}
}
}
@@ -962,7 +958,7 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex, tradingEn
tradingSystem.highlights.push(closeStageEvent.id)
tradingSystem.highlights.push(stage.id)
announcementsModule.makeAnnoucements(closeStageEvent)
announcementsModuleObject.makeAnnoucements(closeStageEvent)
return true
}
}
TaskServer/LowFrequencyTrading/TradingOrders.js
+5 -6
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@@ -19,8 +19,7 @@ exports.newTradingOrders = function (processIndex, tradingEngineModule) {
const EXCHANGE_API_MODULE = require('./ExchangeAPI.js')
let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(processIndex)
const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(processIndex)
let announcementsModuleObject = TS.projects.superalgos.botModules.announcements.newSuperalgosBotModulesAnnouncements(processIndex)
return thisObject
@@ -30,7 +29,7 @@ exports.newTradingOrders = function (processIndex, tradingEngineModule) {
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
exchangeAPIModule.initialize()
announcementsModule.initialize()
announcementsModuleObject.initialize()
}
function finalize() {
@@ -41,8 +40,8 @@ exports.newTradingOrders = function (processIndex, tradingEngineModule) {
exchangeAPIModule.finalize()
exchangeAPIModule = undefined
announcementsModule.finalize()
announcementsModule = undefined
announcementsModuleObject.finalize()
announcementsModuleObject = undefined
}
function mantain() {
@@ -1012,7 +1011,7 @@ exports.newTradingOrders = function (processIndex, tradingEngineModule) {
tradingSystem.highlights.push(executionAlgorithm.id)
tradingSystem.highlights.push(executionNode.id)
announcementsModule.makeAnnoucements(event)
announcementsModuleObject.makeAnnoucements(event)
return situation.name // if the event is triggered, we return the name of the situation that passed
}
}