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Time Frame Refectoring

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This commit is contained in:
Luis Fernando Molina committed 2019-12-27 13:26:35 +01:00
1 parent 56e750b39f
commit a7de3ee5da
9 files changed
+236 -236
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Commons.js
+9 -9
View File
@@ -118,7 +118,7 @@
return true
}
function inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timePeriod) {
function inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame) {
/*
For each dataDependencyNode in our data dependencies, we should have a dataFile containing the records needed as an imput for this process.
What we need to do first is transform those records into JSON objects that can be used by user-defined formulas.
@@ -143,7 +143,7 @@
jsonData = jsonifyDataFile(dataFile, recordDefinition)
/* Add the calculated properties */
if (dataDependencyNode.referenceParent.parentNode.calculations !== undefined) {
inputData = calculationsProcedure(jsonData, recordDefinition, dataDependencyNode.referenceParent.parentNode.calculations, singularVariableName, timePeriod)
inputData = calculationsProcedure(jsonData, recordDefinition, dataDependencyNode.referenceParent.parentNode.calculations, singularVariableName, timeFrame)
} else {
inputData = jsonData
}
@@ -184,7 +184,7 @@
return jsonifiedArray
}
function calculationsProcedure(jsonArray, recordDefinition, calculationsProcedure, variableName, timePeriod) {
function calculationsProcedure(jsonArray, recordDefinition, calculationsProcedure, variableName, timeFrame) {
/*
This function has as an input an array of JSON objects, and it adds calculated properties to
@@ -192,7 +192,7 @@
*/
let system = { // These are the available system variables to be used in User Code and Formulas
timePeriod: timePeriod,
timeFrame: timeFrame,
ONE_DAY_IN_MILISECONDS: ONE_DAY_IN_MILISECONDS
}
let variable = {} // This is the structure where the user will define its own variables that will be shared across different code blocks and formulas.
@@ -265,8 +265,8 @@
dataBuildingProcedure,
variableName,
productName,
timePeriod,
timePeriodLabel,
timeFrame,
timeFrameLabel,
resultsWithIrregularPeriods,
interExecutionMemory,
processingDailyFiles,
@@ -283,7 +283,7 @@
let lastInstantOfTheDay
let yesterday = {}
let system = { // These are the available system variables to be used in User Code and Formulas
timePeriod: timePeriod,
timeFrame: timeFrame,
ONE_DAY_IN_MILISECONDS: ONE_DAY_IN_MILISECONDS
}
let variable = {} // This is the structure where the user will define its own variables that will be shared across different code blocks and formulas.
@@ -462,7 +462,7 @@
}
}
function writeFile(contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timePeriodLabel, currentDay, callBackFunction) {
function writeFile(contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timeFrameLabel, currentDay, callBackFunction) {
try {
@@ -477,7 +477,7 @@
}
let filePathRoot = contextSummary.dataMine + "/" + contextSummary.bot + "." + contextSummary.botVersion.major + "." + contextSummary.botVersion.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + contextSummary.dataSetVersion;
let filePath = filePathRoot + "/Output/" + contextSummary.product + "/" + contextSummary.dataset + "/" + timePeriodLabel + dateForPath;
let filePath = filePathRoot + "/Output/" + contextSummary.product + "/" + contextSummary.dataset + "/" + timeFrameLabel + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(contextSummary.dataMine, filePath, fileContent + '\n', onFileCreated);
IndicatorBot.js
+6 -6
View File
@@ -44,7 +44,7 @@
}
}
function start(dataFiles, timePeriod, timePeriodLabel, currentDay, interExecutionMemory, callBackFunction) {
function start(dataFiles, timeFrame, timeFrameLabel, currentDay, interExecutionMemory, callBackFunction) {
try {
@@ -68,7 +68,7 @@
if (commons.validateOutputDatasets(outputDatasets, callBackFunction) !== true) { return }
/* The second phase is about transforming the inputs into a format that can be used to apply the user defined code. */
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timePeriod)
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame)
/* During the third phase, we need to generate the data of the different products this process produces an output */
for (let i = 0; i < outputDatasets.length; i++) {
@@ -104,8 +104,8 @@
outputDatasetNode.referenceParent.parentNode.dataBuilding,
singularVariableName,
outputDatasetNode.referenceParent.parentNode.code.codeName,
timePeriod,
timePeriodLabel,
timeFrame,
timeFrameLabel,
resultsWithIrregularPeriods,
interExecutionMemory,
processingDailyFiles,
@@ -114,7 +114,7 @@
/* Add the calculated properties */
if (outputDatasetNode.referenceParent.parentNode.calculations !== undefined) {
outputData = commons.calculationsProcedure(jsonData, recordDefinition, outputDatasetNode.referenceParent.parentNode.calculations, singularVariableName, timePeriod)
outputData = commons.calculationsProcedure(jsonData, recordDefinition, outputDatasetNode.referenceParent.parentNode.calculations, singularVariableName, timeFrame)
} else {
outputData = jsonData
}
@@ -149,7 +149,7 @@
contextSummary.dataSetVersion = "dataSet.V1"
let fileContent = commons.generateFileContent(outputData, outputDatasetNode.referenceParent.parentNode.record, resultsWithIrregularPeriods, processingDailyFiles, currentDay, callBackFunction)
commons.writeFile(contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timePeriodLabel, currentDay, callBackFunction)
commons.writeFile(contextSummary, fileContent, anotherFileWritten, processingDailyFiles, timeFrameLabel, currentDay, callBackFunction)
}
MultiPeriod.js
+96 -96
View File
@@ -90,7 +90,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let currentTimePeriod
let currentTimeFrame
let currentOutputPeriodName
let market = global.MARKET;
@@ -199,7 +199,7 @@
contextVariables.lastFile = new Date(thisReport.lastFile);
interExecutionMemoryArray = thisReport.interExecutionMemoryArray;
processTimePeriodsMarketFiles();
processTimeFramesMarketFiles();
return;
} else {
@@ -220,7 +220,7 @@
/*
The first time the process is running is the right time to create the data structure that is going to be shared across different executions.
This data structure has one object per each timePeriod.
This data structure has one object per each timeFrame.
*/
interExecutionMemoryArray = [];
@@ -230,7 +230,7 @@
interExecutionMemoryArray.push(emptyObject);
}
processTimePeriodsMarketFiles();
processTimeFramesMarketFiles();
}
@@ -244,9 +244,9 @@
}
}
function processTimePeriodsMarketFiles() {
function processTimeFramesMarketFiles() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> Entering function."); }
try {
@@ -258,7 +258,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> periodsLoop -> Entering function."); }
/*
@@ -272,7 +272,7 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoop -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> periodsLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -281,16 +281,16 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> periodsLoopBody -> Entering function."); }
const timePeriod = global.marketFilesPeriods[n][0];
const timePeriodLabel = global.marketFilesPeriods[n][1];
const timeFrame = global.marketFilesPeriods[n][0];
const timeFrameLabel = global.marketFilesPeriods[n][1];
let dependencyIndex = 0;
dataFiles = new Map();
if (bot.VALUES_TO_USE.timePeriod === timePeriodLabel) {
currentTimePeriod = global.marketFilesPeriods[n][0];
if (bot.VALUES_TO_USE.timeFrame === timeFrameLabel) {
currentTimeFrame = global.marketFilesPeriods[n][0];
currentOutputPeriodName = global.marketFilesPeriods[n][1];
}
dependencyLoopBody();
@@ -299,7 +299,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
let dependency = dataDependencies.nodeArray[dependencyIndex];
let dataset = datasets[dependencyIndex];
@@ -310,7 +310,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> Entering function."); }
let fileName = market.assetA + '_' + market.assetB + ".json";
@@ -320,7 +320,7 @@
return
}
let filePath = dependency.product + '/' + dependency.dataSet + "/" + timePeriodLabel;
let filePath = dependency.product + '/' + dependency.dataSet + "/" + timeFrameLabel;
dataset.getTextFile(filePath, fileName, onFileReceived);
@@ -328,12 +328,12 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> text = " + text); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> text = " + text); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.message);
callBackFunction(err);
return;
}
@@ -345,20 +345,20 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> periodsLoopBody -> dependencyLoopBody -> getFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoop -> dependencyLoopBody -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> periodsLoop -> dependencyLoopBody -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -367,7 +367,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> dependencyControlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> dependencyControlLoop -> Entering function."); }
dependencyIndex++;
@@ -385,13 +385,13 @@
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> dependencyControlLoop -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> dependencyControlLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsLoopBody -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> periodsLoopBody -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -400,7 +400,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsMarketFiles -> periodsControlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesMarketFiles -> periodsControlLoop -> Entering function."); }
n++;
@@ -410,32 +410,32 @@
} else {
processTimePeriodsDailyFiles();
processTimeFramesDailyFiles();
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> periodsControlLoop -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> periodsControlLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsMarketFiles -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesMarketFiles -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function processTimePeriodsDailyFiles() {
function processTimeFramesDailyFiles() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> Entering function."); }
try {
let n = 0;
if (currentTimePeriod) {
if (currentTimeFrame) {
callTheBot()
return
}
@@ -448,7 +448,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> advanceTime -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> advanceTime -> Entering function."); }
bot.multiPeriodProcessDatetime = new Date(bot.multiPeriodProcessDatetime.valueOf() + ONE_DAY_IN_MILISECONDS);
previousDay = new Date(bot.multiPeriodProcessDatetime.valueOf() - ONE_DAY_IN_MILISECONDS);
@@ -459,15 +459,15 @@
logger.newInternalLoop(bot.codeName, bot.process);
}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> advanceTime -> bot.multiPeriodProcessDatetime = " + bot.multiPeriodProcessDatetime); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> advanceTime -> previousDay = " + previousDay); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> advanceTime -> bot.multiPeriodProcessDatetime = " + bot.multiPeriodProcessDatetime); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> advanceTime -> previousDay = " + previousDay); }
/* Validation that we are not going past the user defined end date. */
if (bot.multiPeriodProcessDatetime.valueOf() >= bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf()) {
const logText = "User Defined End Datetime reached @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> advanceTime -> " + logText); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> advanceTime -> " + logText); }
bot.STOP_SESSION = true
callBackFunction(global.DEFAULT_OK_RESPONSE);
@@ -480,7 +480,7 @@
if (bot.multiPeriodProcessDatetime.valueOf() > contextVariables.dateEndOfMarket.valueOf()) {
const logText = "Head of the market found @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> advanceTime -> " + logText); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> advanceTime -> " + logText); }
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
@@ -490,7 +490,7 @@
checkStopTaskGracefully();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> advanceTime -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> advanceTime -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -499,7 +499,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> checkStopTaskGracefully -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> checkStopTaskGracefully -> Entering function."); }
/* Validation that we dont need to stop. */
@@ -513,7 +513,7 @@
checkStopProcessing();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> checkStopTaskGracefully -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> checkStopTaskGracefully -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -522,7 +522,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> checkStopProcessing -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> checkStopProcessing -> Entering function."); }
/* Validation that we dont need to stop. */
@@ -536,7 +536,7 @@
periodsLoop();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> checkStopProcessing -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> checkStopProcessing -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -545,7 +545,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoop -> Entering function."); }
/* Telling the world we are alive and doing well */
let processingDate = bot.multiPeriodProcessDatetime.getUTCFullYear() + '-' + utilities.pad(bot.multiPeriodProcessDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.multiPeriodProcessDatetime.getUTCDate(), 2);
@@ -563,7 +563,7 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoop -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -572,26 +572,26 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> Entering function."); }
const timePeriod = global.dailyFilePeriods[n][0];
const timePeriodLabel = global.dailyFilePeriods[n][1];
const timeFrame = global.dailyFilePeriods[n][0];
const timeFrameLabel = global.dailyFilePeriods[n][1];
if (processConfig.framework.validPeriods !== undefined) {
let validPeriod = false;
for (let i = 0; i < processConfig.framework.validPeriods.length; i++) {
let period = processConfig.framework.validPeriods[i];
if (period === timePeriodLabel) { validPeriod = true }
if (period === timeFrameLabel) { validPeriod = true }
}
if (validPeriod === false) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> Discarding period for not being listed as a valid period. -> timePeriodLabel = " + timePeriodLabel); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> Discarding period for not being listed as a valid period. -> timeFrameLabel = " + timeFrameLabel); }
periodsControlLoop();
return;
}
}
if (bot.VALUES_TO_USE.timePeriod === timePeriodLabel) {
currentTimePeriod = global.dailyFilePeriods[n][0];
if (bot.VALUES_TO_USE.timeFrame === timeFrameLabel) {
currentTimeFrame = global.dailyFilePeriods[n][0];
currentOutputPeriodName = global.dailyFilePeriods[n][1];
}
@@ -603,7 +603,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
let dependency = dataDependencies.nodeArray[dependencyIndex];
let dataset = datasets[dependencyIndex];
@@ -622,7 +622,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> Entering function."); }
if (dependency.dataSet === "Multi-Period-Market") {
@@ -634,7 +634,7 @@
let filePath
if (dependency.dataSet === "Multi-Period-Daily") {
filePath = dependency.product + '/' + dependency.dataSet + "/" + timePeriodLabel + "/" + dateForPath;
filePath = dependency.product + '/' + dependency.dataSet + "/" + timeFrameLabel + "/" + dateForPath;
} else {
filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
}
@@ -646,8 +646,8 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> text = " + text); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> text = " + text); }
if ((err.message === "File does not exist." && botNeverRan === true) || err.code === 'The specified key does not exist.') {
@@ -658,7 +658,7 @@
After that, we will not accept more missing files on any of the dependencies, and if any is missing we will abort the processing.
*/
logger.write(MODULE_NAME, "[WARN] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Skipping day because file " + filePath + "/" + fileName + " was not found.");
logger.write(MODULE_NAME, "[WARN] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Skipping day because file " + filePath + "/" + fileName + " was not found.");
advanceTime();
return;
@@ -666,14 +666,14 @@
if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.stack);
callBackFunction(err);
return;
}
@@ -684,13 +684,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -699,7 +699,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Entering function."); }
if (dependency.dataSet === "Multi-Period-Market") {
@@ -710,7 +710,7 @@
let dateForPath = bot.multiPeriodProcessDatetime.getUTCFullYear() + '/' + utilities.pad(bot.multiPeriodProcessDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.multiPeriodProcessDatetime.getUTCDate(), 2);
let filePath
if (dependency.dataSet === "Multi-Period-Daily") {
filePath = dependency.product + '/' + dependency.dataSet + "/" + timePeriodLabel + "/" + dateForPath;
filePath = dependency.product + '/' + dependency.dataSet + "/" + timeFrameLabel + "/" + dateForPath;
} else {
filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
}
@@ -722,16 +722,16 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> text = " + text); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> text = " + text); }
if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Fail Because -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> You are trying to use data that does not exist. ");
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Check that your Datasets building processes are running well. ");
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Fail Because -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> You are trying to use data that does not exist. ");
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Check that your Datasets building processes are running well. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
@@ -739,7 +739,7 @@
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Not Ok -> err = " + err.code);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Not Ok -> err = " + err.code);
callBackFunction(err);
return;
}
@@ -754,19 +754,19 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoop -> dependencyLoopBody -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoop -> dependencyLoopBody -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -775,7 +775,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> dependencyControlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> dependencyControlLoop -> Entering function."); }
dependencyIndex++;
@@ -793,14 +793,14 @@
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> dependencyControlLoop -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> dependencyControlLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsLoopBody -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsLoopBody -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -809,7 +809,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> periodsControlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> periodsControlLoop -> Entering function."); }
n++;
@@ -821,16 +821,16 @@
n = 0;
if (currentTimePeriod !== undefined) {
if (currentTimeFrame !== undefined) {
callTheBot();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsControlLoop -> Time Period not Recognized. Can not continue." );
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsControlLoop -> Time Frame not Recognized. Can not continue." );
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> periodsControlLoop -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> periodsControlLoop -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -839,11 +839,11 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> callTheBot -> Entering function."); }
botInstance.start(
multiPeriodDataFiles,
currentTimePeriod,
currentTimeFrame,
currentOutputPeriodName,
bot.multiPeriodProcessDatetime,
interExecutionMemoryArray[n],
@@ -853,7 +853,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
callBackFunction(err);
@@ -862,7 +862,7 @@
botNeverRan = false;
if (currentTimePeriod > global.dailyFilePeriods[0][0]) {
if (currentTimeFrame > global.dailyFilePeriods[0][0]) {
writeMarketStatusReport(onMarketStatusReport)
} else {
@@ -873,10 +873,10 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onWritten -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> onWritten -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack);
callBackFunction(err);
return;
}
@@ -884,7 +884,7 @@
writeDailyStatusReport(bot.multiPeriodProcessDatetime, onDailyStatusReport);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> onWritten -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -892,21 +892,21 @@
function onDailyStatusReport() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onDailyStatusReport -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> onDailyStatusReport -> Entering function."); }
/* The next run we need the process to continue at the date it finished. */
processConfig.framework.startDate.resumeExecution = true;
advanceTime();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onDailyStatusReport -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> onDailyStatusReport -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function onMarketStatusReport() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> Entering function."); }
/* This is where we check if we need reached the user defined end datetime. */
@@ -914,7 +914,7 @@
if (now.valueOf() >= bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf()) {
const logText = "User Defined End Datetime reached @ " + now.getUTCFullYear() + "/" + (now.getUTCMonth() + 1) + "/" + now.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> " + logText); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> " + logText); }
bot.STOP_SESSION = true
callBackFunction(global.DEFAULT_OK_RESPONSE);
@@ -924,25 +924,25 @@
callBackFunction(global.DEFAULT_OK_RESPONSE);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> onMarketStatusReport -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> onBotFinished -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> callTheBot -> onBotFinished -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> callTheBot -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> callTheBot -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriodsDailyFiles -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFramesDailyFiles -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
MultiPeriodDaily.js
+55 -55
View File
@@ -233,7 +233,7 @@
contextVariables.lastFile = new Date(thisReport.lastFile);
interExecutionMemoryArray = thisReport.interExecutionMemoryArray;
processTimePeriods();
processTimeFrames();
return;
} else {
@@ -254,7 +254,7 @@
/*
The first time the process is running is the right time to create the data structure that is going to be shared across different executions.
This data structure has one object per each timePeriod.
This data structure has one object per each timeFrame.
*/
interExecutionMemoryArray = [];
@@ -271,7 +271,7 @@
interExecutionMemoryArray.push(emptyObject);
}
processTimePeriods();
processTimeFrames();
}
@@ -285,9 +285,9 @@
}
}
function processTimePeriods() {
function processTimeFrames() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> Entering function."); }
try {
@@ -302,7 +302,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> Entering function."); }
bot.multiPeriodDailyProcessDatetime = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() + ONE_DAY_IN_MILISECONDS);
previousDay = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() - ONE_DAY_IN_MILISECONDS);
@@ -313,15 +313,15 @@
logger.newInternalLoop(bot.codeName, bot.process);
}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> previousDay = " + previousDay); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> previousDay = " + previousDay); }
/* Validation that we are not going past the head of the market. */
if (bot.multiPeriodDailyProcessDatetime.valueOf() > contextVariables.dateEndOfMarket.valueOf()) {
const logText = "Head of the market found @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> " + logText); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> " + logText); }
callBackFunction(global.DEFAULT_OK_RESPONSE);
return;
@@ -331,7 +331,7 @@
periodsLoop();
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> advanceTime -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> advanceTime -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -340,7 +340,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoop -> Entering function."); }
/* Telling the world we are alive and doing well */
let processingDate = bot.multiPeriodDailyProcessDatetime.getUTCFullYear() + '-' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCDate(), 2);
@@ -358,7 +358,7 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoop -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -367,19 +367,19 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> Entering function."); }
const timePeriod = global.dailyFilePeriods[n][0];
const timePeriodLabel = global.dailyFilePeriods[n][1];
const timeFrame = global.dailyFilePeriods[n][0];
const timeFrameLabel = global.dailyFilePeriods[n][1];
if (processConfig.framework.validPeriods !== undefined) {
let validPeriod = false;
for (let i = 0; i < processConfig.framework.validPeriods.length; i++) {
let period = processConfig.framework.validPeriods[i];
if (period === timePeriodLabel) { validPeriod = true }
if (period === timeFrameLabel) { validPeriod = true }
}
if (validPeriod === false) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Discarding period for not being listed as a valid period. -> timePeriodLabel = " + timePeriodLabel); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> Discarding period for not being listed as a valid period. -> timeFrameLabel = " + timeFrameLabel); }
periodsControlLoop();
return;
}
@@ -394,7 +394,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
let dependency = dataDependencies.nodeArray[dependencyIndex];
let dataset = datasets[dependencyIndex];
@@ -413,12 +413,12 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> Entering function."); }
let dateForPath = previousDay.getUTCFullYear() + '/' + utilities.pad(previousDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(previousDay.getUTCDate(), 2);
let filePath
if (dependency.dataSet === "Multi-Period-Daily") {
filePath = dependency.product + '/' + dependency.dataSet + "/" + timePeriodLabel + "/" + dateForPath;
filePath = dependency.product + '/' + dependency.dataSet + "/" + timeFrameLabel + "/" + dateForPath;
} else {
filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
}
@@ -430,8 +430,8 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> text = " + text); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> text = " + text); }
if ((err.message === "File does not exist." && botNeverRan === true) || err.code === 'The specified key does not exist.') {
@@ -442,7 +442,7 @@
After that, we will not accept more missing files on any of the dependencies, and if any is missing we will abort the processing.
*/
logger.write(MODULE_NAME, "[WARN] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Skipping day because file " + filePath + "/" + fileName + " was not found.");
logger.write(MODULE_NAME, "[WARN] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Skipping day because file " + filePath + "/" + fileName + " was not found.");
advanceTime();
return;
@@ -450,14 +450,14 @@
if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
callBackFunction(err);
return;
}
@@ -468,13 +468,13 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -483,12 +483,12 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Entering function."); }
let dateForPath = bot.multiPeriodDailyProcessDatetime.getUTCFullYear() + '/' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCDate(), 2);
let filePath
if (dependency.dataSet === "Multi-Period-Daily") {
filePath = dependency.product + '/' + dependency.dataSet + "/" + timePeriodLabel + "/" + dateForPath;
filePath = dependency.product + '/' + dependency.dataSet + "/" + timeFrameLabel + "/" + dateForPath;
} else {
filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
}
@@ -500,8 +500,8 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> text = " + text); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> text = " + text); }
if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
@@ -515,16 +515,16 @@
return
}
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.code);
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.code);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Not OK -> onFileReceived -> err = " + err.code);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Not OK -> onFileReceived -> err = " + err.code);
callBackFunction(err);
return;
}
@@ -538,19 +538,19 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Catch Error -> onFileReceived -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Catch Error -> onFileReceived -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoop -> dependencyLoopBody -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> dependencyLoopBody -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -559,7 +559,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> dependencyControlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> dependencyControlLoop -> Entering function."); }
dependencyIndex++;
@@ -574,7 +574,7 @@
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> dependencyControlLoop -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> dependencyControlLoop -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -583,15 +583,15 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> Entering function."); }
const timePeriod = global.dailyFilePeriods[n][0];
const timePeriodLabel = global.dailyFilePeriods[n][1];
const timeFrame = global.dailyFilePeriods[n][0];
const timeFrameLabel = global.dailyFilePeriods[n][1];
botInstance.start(
dataFiles,
timePeriod,
timePeriodLabel,
timeFrame,
timeFrameLabel,
bot.multiPeriodDailyProcessDatetime,
interExecutionMemoryArray[n],
onBotFinished);
@@ -600,7 +600,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> onBotFinished -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> onBotFinished -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
@@ -612,19 +612,19 @@
periodsControlLoop();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> onBotFinished -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> onBotFinished -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -633,7 +633,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsControlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsControlLoop -> Entering function."); }
n++;
@@ -651,10 +651,10 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> controlLoop -> onWritten -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> controlLoop -> onWritten -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> controlLoop -> onWritten -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> controlLoop -> onWritten -> err = "+ err.stack);
callBackFunction(err);
return;
}
@@ -662,21 +662,21 @@
writeStatusReport(bot.multiPeriodDailyProcessDatetime, advanceTime);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> controlLoop -> onWritten -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> controlLoop -> onWritten -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsControlLoop -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsControlLoop -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
MultiPeriodMarket.js
+31 -31
View File
@@ -106,11 +106,11 @@
}
processTimePeriods();
processTimeFrames();
function processTimePeriods() {
function processTimeFrames() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> Entering function."); }
try {
@@ -122,7 +122,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoop -> Entering function."); }
/*
@@ -136,7 +136,7 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoop -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -145,10 +145,10 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> Entering function."); }
const timePeriod = global.marketFilesPeriods[n][0];
const timePeriodLabel = global.marketFilesPeriods[n][1];
const timeFrame = global.marketFilesPeriods[n][0];
const timeFrameLabel = global.marketFilesPeriods[n][1];
let dependencyIndex = 0;
dataFiles = new Map;
@@ -159,7 +159,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
let dependency = dataDependencies.nodeArray[dependencyIndex];
let dataset = datasets[dependencyIndex];
@@ -170,14 +170,14 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getFile -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> Entering function."); }
let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
let fileName = market.assetA + '_' + market.assetB + ".json";
let filePath
if (dependency.dataSet === "Multi-Period-Market") {
filePath = dependency.product + '/' + dependency.dataSet + "/" + timePeriodLabel;
filePath = dependency.product + '/' + dependency.dataSet + "/" + timeFrameLabel;
} else {
filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
}
@@ -187,12 +187,12 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> text = " + text); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> text = " + text); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = "+ err.stack);
callBackFunction(err);
return;
}
@@ -204,20 +204,20 @@
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getFile -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoop -> dependencyLoopBody -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> dependencyLoopBody -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -226,7 +226,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> dependencyControlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> dependencyControlLoop -> Entering function."); }
dependencyIndex++;
@@ -241,7 +241,7 @@
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> dependencyControlLoop -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> dependencyControlLoop -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -250,15 +250,15 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> Entering function."); }
const timePeriod = global.marketFilesPeriods[n][0];
const timePeriodLabel = global.marketFilesPeriods[n][1];
const timeFrame = global.marketFilesPeriods[n][0];
const timeFrameLabel = global.marketFilesPeriods[n][1];
botInstance.start(
dataFiles,
timePeriod,
timePeriodLabel,
timeFrame,
timeFrameLabel,
undefined,
undefined,
onBotFinished);
@@ -267,7 +267,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> onBotFinished -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> onBotFinished -> Entering function."); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
@@ -278,19 +278,19 @@
periodsControlLoop();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> onBotFinished -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> onBotFinished -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch(err){
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -299,7 +299,7 @@
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsControlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsControlLoop -> Entering function."); }
n++;
@@ -314,14 +314,14 @@
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsControlLoop -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsControlLoop -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> err = "+ err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> err = "+ err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
Root.js
+1 -1
View File
@@ -4,7 +4,7 @@
global.EXECUTION_DATETIME = new Date();
/* Time Periods Definitions. */
/* Time Frames Definitions. */
global.marketFilesPeriods =
'[' +
Session.js
+7 -7
View File
@@ -227,7 +227,7 @@
minimumBalanceB: 0,
maximumBalanceA: 0.002,
maximumBalanceB: 0,
timePeriod: bot.UI_CURRENT_VALUES.timePeriod,
timeFrame: bot.UI_CURRENT_VALUES.timeFrame,
slippage: {
positionRate: 0,
stopLoss: 0,
@@ -314,9 +314,9 @@
}
}
/* Time Period */
if (tradingSystem.parameters.timePeriod !== undefined) {
bot.VALUES_TO_USE.timePeriod = tradingSystem.parameters.timePeriod.code.value
/* Time Frame */
if (tradingSystem.parameters.timeFrame !== undefined) {
bot.VALUES_TO_USE.timeFrame = tradingSystem.parameters.timeFrame.code.value
}
/* Slippage */
@@ -410,9 +410,9 @@
}
}
/* Time Period */
if (bot.SESSION.parameters.timePeriod !== undefined) {
bot.VALUES_TO_USE.timePeriod = bot.SESSION.parameters.timePeriod.code.value
/* Time Frame */
if (bot.SESSION.parameters.timeFrame !== undefined) {
bot.VALUES_TO_USE.timeFrame = bot.SESSION.parameters.timeFrame.code.value
}
/* Slippage */
TradingBot.js
+23 -23
View File
@@ -47,7 +47,7 @@
}
}
function start(multiPeriodDataFiles, timePeriod, timePeriodLabel, currentDay, interExecutionMemory, callBackFunction) {
function start(multiPeriodDataFiles, timeFrame, timeFrameLabel, currentDay, interExecutionMemory, callBackFunction) {
try {
@@ -73,32 +73,32 @@
/* The second phase is about transforming the inputs into a format that can be used to apply the user defined code. */
for (let j = 0; j < global.marketFilesPeriods.length; j++) {
let timePeriodLabel = marketFilesPeriods[j][1]
let dataFiles = multiPeriodDataFiles.get(timePeriodLabel)
let timeFrameLabel = marketFilesPeriods[j][1]
let dataFiles = multiPeriodDataFiles.get(timeFrameLabel)
let products = {}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Inflating Data Files for timePeriod = " + timePeriodLabel); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Inflating Data Files for timeFrame = " + timeFrameLabel); }
if (dataFiles !== undefined) {
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timePeriod)
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame)
let propertyName = 'at' + timePeriodLabel.replace('-', '');
let propertyName = 'at' + timeFrameLabel.replace('-', '');
chart[propertyName] = products
}
}
for (let j = 0; j < global.dailyFilePeriods.length; j++) {
let timePeriodLabel = global.dailyFilePeriods[j][1]
let dataFiles = multiPeriodDataFiles.get(timePeriodLabel)
let timeFrameLabel = global.dailyFilePeriods[j][1]
let dataFiles = multiPeriodDataFiles.get(timeFrameLabel)
let products = {}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Inflating Data Files for timePeriod = " + timePeriodLabel); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Inflating Data Files for timeFrame = " + timeFrameLabel); }
if (dataFiles !== undefined) {
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timePeriod)
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame)
let propertyName = 'at' + timePeriodLabel.replace('-', '');
let propertyName = 'at' + timeFrameLabel.replace('-', '');
chart[propertyName] = products
}
}
@@ -126,8 +126,8 @@
tradingSimulation.runSimulation(
chart,
dataDependencies,
timePeriod,
timePeriodLabel,
timeFrame,
timeFrameLabel,
currentDay,
interExecutionMemory,
assistant,
@@ -142,7 +142,7 @@
strategiesArray = pStrategiesArray
tradesArray = pTradesArray
if (timePeriod > global.dailyFilePeriods[0][0]) {
if (timeFrame > global.dailyFilePeriods[0][0]) {
writeMarketFiles()
} else {
writeDailyFiles()
@@ -222,7 +222,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrameLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
@@ -300,7 +300,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrameLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
@@ -370,7 +370,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrameLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
@@ -443,7 +443,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriodLabel;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrameLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
@@ -569,7 +569,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timeFrameLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
@@ -676,7 +676,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timeFrameLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
@@ -764,7 +764,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timeFrameLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
@@ -841,7 +841,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timeFrameLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
@@ -921,7 +921,7 @@
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timePeriodLabel + "/" + dateForPath;
let filePath = filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + timeFrameLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
TradingSimulation.js
+8 -8
View File
@@ -35,8 +35,8 @@
function runSimulation(
chart,
dataDependencies,
timePeriod,
timePeriodLabel,
timeFrame,
timeFrameLabel,
currentDay,
interExecutionMemory,
assistant,
@@ -47,7 +47,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> Entering function."); }
let processingDailyFiles
if (timePeriod > global.dailyFilePeriods[0][0]) {
if (timeFrame > global.dailyFilePeriods[0][0]) {
processingDailyFiles = false
} else {
processingDailyFiles = true
@@ -456,7 +456,7 @@
/* Main Array and Maps */
let propertyName = 'at' + timePeriodLabel.replace('-', '');
let propertyName = 'at' + timeFrameLabel.replace('-', '');
let candles = chart[propertyName].candles
let currentChart = chart[propertyName]
@@ -480,7 +480,7 @@
let firstEnd = candles[0].end
let targetEnd = bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf()
let diff = targetEnd - firstEnd
let amount = diff / timePeriod
let amount = diff / timeFrame
currentCandleIndex = Math.trunc(amount)
if (currentCandleIndex < 0) { currentCandleIndex = 0 }
@@ -594,7 +594,7 @@
}
periods++;
days = periods * timePeriod / ONE_DAY_IN_MILISECONDS;
days = periods * timeFrame / ONE_DAY_IN_MILISECONDS;
if (processingDailyFiles) {
if (positionedAtYesterday) {
@@ -602,7 +602,7 @@
}
/* We skip the candle at the head of the market because currentCandleIndex has not closed yet. */
let candlesPerDay = ONE_DAY_IN_MILISECONDS / timePeriod
let candlesPerDay = ONE_DAY_IN_MILISECONDS / timeFrame
if (currentCandleIndex === candles.length - 1) {
if ((candles.length < candlesPerDay) || (candles.length > candlesPerDay && candles.length < candlesPerDay * 2)) {
/*We are at the head of the market, thus we skip the last candle because it has not close yet. */
@@ -1593,7 +1593,7 @@
}
positionPeriods++;
positionDays = positionPeriods * timePeriod / ONE_DAY_IN_MILISECONDS;
positionDays = positionPeriods * timeFrame / ONE_DAY_IN_MILISECONDS;
if (processingDailyFiles) {
if (positionedAtYesterday) {