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bot.codeName and Session node

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Luis Fernando Molina committed 2020-11-30 14:04:31 +01:00
1 parent 6b24b14286
commit aaf8f43899
30 files changed
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Projects/Superalgos/Bots-Plotters-Code/Masters/bots/Candles-Volumes-Indicator-Bot/Multi-Period-Daily/User.Bot.js
+1 -1
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@@ -763,7 +763,7 @@ Read the candles and volumes from Exchange Raw Data and produce a file for each
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent);
}
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + pProductFolder + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + pProductFolder + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let event = {
dateRange: dataRange
}
Projects/Superalgos/TS/Function-Libraries/SessionFunctions.js
+2 -2
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@@ -13,10 +13,10 @@ exports.newSuperalgosFunctionLibrariesSessionFunctions = function () {
function stopSession(processIndex, commandOrigin) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is stopping " + commandOrigin)
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is stopping " + commandOrigin)
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.finalize()
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionInfo(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE, commandOrigin, undefined)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionInfo(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE, commandOrigin, undefined)
}
function emitSessionStatus(status, key) {
Projects/Superalgos/TS/Globals/ProcessConstants.js
+1 -1
View File
@@ -12,7 +12,7 @@ exports.newSuperalgosGlobalsProcessConstants = function () {
TRADING_SYSTEM_NODE This is a Trading System node structure.
TRADING_ENGINE_NODE This is a Trading Engine node structure.
TRADING_SESSION_NODE This is a Trading Session node structure.
SESSION_NODE This is a Trading Session node structure.
DEPENDENCY_FILTER This is the counter of main loops for a bot process.
*/
return thisObject
Projects/Superalgos/TS/Globals/ProcessVariables.js
+1
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@@ -23,6 +23,7 @@ exports.newSuperalgosGlobalsProcessVariables = function () {
LOGS_TO_DELETE_QUEUE This stores the logs that need to be deleted, for auto mantainance.
SOCIAL_BOTS_MODULE This is the module that controls social bots.
IS_SESSION_STOPPING This tell us if a session is in the process of being stopped.
SESSION_STATUS This tell us the status of the session at any given time.
*/
return thisObject
}
TaskServer/DataSet.js
+1 -1
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@@ -143,7 +143,7 @@ exports.newDataSet = function (processIndex, BOT, logger) {
logger.write(MODULE_NAME, "[INFO] createTextFile -> pFileName = " + pFileName)
let ownerId = thisObject.node.dataMine + "-" + thisObject.node.bot
let botId = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName
let botId = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName
if (ownerId !== botId) {
TaskServer/DebugLog.js
+1 -1
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@@ -192,7 +192,7 @@ exports.newDebugLog = function (processIndex) {
let logLine = '\r\n' + message;
if (message.indexOf("ERROR") > 0) {
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + '-' + thisObject.bot.codeName + '-' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + '-' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config + '-' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
console.log('*********** ' + message + ' @ ' + key)
}
TaskServer/LowFrequencyTrading/Announcements.js
+3 -3
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@@ -21,7 +21,7 @@ exports.newAnnouncements = function (processIndex, bot, logger) {
function finalize() {
tradingSystem = undefined
tradingEngine = undefined
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.messagesSent = undefined
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.messagesSent = undefined
}
function makeAnnoucements(node) {
@@ -44,8 +44,8 @@ exports.newAnnouncements = function (processIndex, bot, logger) {
text = tradingSystem.formulas.get(announcement.formula.id)
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots !== undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.announce(text)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots !== undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.announce(text)
tradingSystem.announcements.push([announcement.id, text])
} else {
tradingSystem.errors.push([announcement.id, 'Could not announce because session does not have Social Bots.'])
TaskServer/LowFrequencyTrading/OrdersCalculations.js
+1 -1
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@@ -23,7 +23,7 @@ exports.newOrdersCalculations = function (processIndex, bot, logger) {
return thisObject
function initialize() {
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
}
TaskServer/LowFrequencyTrading/OrdersSimulations.js
+1 -1
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@@ -23,7 +23,7 @@ exports.newOrdersSimulations = function (processIndex, bot, logger) {
return thisObject
function initialize() {
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
}
TaskServer/LowFrequencyTrading/Snapshots.js
+1 -1
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@@ -45,7 +45,7 @@ exports.newSnapshots = function (processIndex, bot, logger) {
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingEngine.js
+1 -1
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@@ -25,7 +25,7 @@ exports.newTradingEngine = function (processIndex, bot, logger) {
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
initializeNodeMap(tradingEngine)
TaskServer/LowFrequencyTrading/TradingEpisode.js
+1 -1
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@@ -23,7 +23,7 @@ exports.newTradingEpisode = function (processIndex, bot, logger, tradingEngineMo
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingExecution.js
+1 -1
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@@ -24,7 +24,7 @@ exports.newTradingExecution = function (processIndex, bot, logger, tradingEngine
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
tradingOrdersModule.initialize()
}
TaskServer/LowFrequencyTrading/TradingOrders.js
+6 -6
View File
@@ -27,7 +27,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
exchangeAPIModule.initialize()
announcementsModule.initialize()
@@ -476,7 +476,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
async function createOrderAtExchange(tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) {
case 'Backtesting Session': {
return true
}
@@ -503,7 +503,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
async function checkExchangeEvents(tradingEngineStage, tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) {
case 'Backtesting Session': {
return true
}
@@ -613,7 +613,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
function simulateCheckExchangeEvents(tradingEngineStage, tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) {
case 'Backtesting Session': {
break
}
@@ -839,7 +839,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
function simulateCancelOrder(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, exitType) {
/* Filter by Session Type */
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) {
case 'Backtesting Session': {
break
}
@@ -870,7 +870,7 @@ exports.newTradingOrders = function (processIndex, bot, logger, tradingEngineMod
async function exchangeCancelOrder(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, exitType) {
/* Filter by Session Type */
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) {
case 'Backtesting Session': {
return
}
TaskServer/LowFrequencyTrading/TradingPosition.js
+1 -1
View File
@@ -31,7 +31,7 @@ exports.newTradingPosition = function (processIndex, bot, logger, tradingEngineM
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingProcess.js
+14 -14
View File
@@ -103,7 +103,7 @@
This variable tell us which day we are standing at, specially while working
with Daily Files. From this Date is that we are going to load the Daily Files.
*/
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -159,7 +159,7 @@
} else {
/* We are processing Daily Files */
do {
TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(bot.TRADING_SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
/*
We update the Trading Process Date with the date calculated at the simulation.
We will use this date to load indicator and output files. After that we will
@@ -219,7 +219,7 @@
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE)
function checkThereAreCandles(chart) {
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
let candles = chart[propertyName].candles
@@ -236,7 +236,7 @@
let statusReport;
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
@@ -371,7 +371,7 @@
dataFiles = new Map();
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
}
@@ -384,7 +384,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -431,8 +431,8 @@
let dataRecord = dataFile[i]
let begin = dataRecord[beginIndex]
let end = dataRecord[endIndex]
if (end + timeFrame < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime) { continue }
if (end + timeFrame < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
return result
@@ -468,7 +468,7 @@
}
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1];
}
@@ -488,7 +488,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -664,7 +664,7 @@
/*
Raise the event that the Data Range was Updated.
*/
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + productCodeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + productCodeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let event = {
dateRange: dataRange
}
@@ -703,7 +703,7 @@
}
async function writeDailyStatusReport(currentTimeFrameLabel) {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastExecution = bot.currentDaytime
@@ -714,7 +714,7 @@
}
async function writeMarketStatusReport(currentTimeFrameLabel) {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey);
thisReport.file.lastExecution = bot.processDatetime
@@ -728,7 +728,7 @@
function checkIfSessionMustStop() {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
/*
Backtests needs only one execution of this process to complete.
*/
TaskServer/LowFrequencyTrading/TradingRecords.js
+1 -1
View File
@@ -20,7 +20,7 @@ exports.newTradingRecords = function (processIndex, bot, logger) {
function initialize(pOutputDatasetsMap) {
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
outputDatasetsMap = pOutputDatasetsMap // These are the files turned into arrays, stored in a Map by Product codeName.
}
TaskServer/LowFrequencyTrading/TradingSimulation.js
+1 -1
View File
@@ -28,7 +28,7 @@ exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngin
let tradingSystem = bot.simulationState.tradingSystem
let tradingEngine = bot.simulationState.tradingEngine
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> initialDatetime = ' + sessionParameters.timeRange.config.initialDatetime) }
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime) }
TaskServer/LowFrequencyTrading/TradingStages.js
+5 -5
View File
@@ -47,7 +47,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
tradingStrategyModule.initialize()
tradingPositionModule.initialize()
@@ -160,7 +160,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
announcementsModule.makeAnnoucements(triggerStage.triggerOn)
announcementsModule.makeAnnoucements(triggerStage)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
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()
@@ -245,7 +245,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
announcementsModule.makeAnnoucements(triggerStage.takePosition)
announcementsModule.makeAnnoucements(strategy.openStage)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
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()
@@ -856,7 +856,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
function closePositionAndStrategy() {
/* Taking Position Snapshot */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
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()
@@ -865,7 +865,7 @@ exports.newTradingStages = function (processIndex, bot, logger, tradingEngineMod
}
/* Taking Strategy Snapshot */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
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()
TaskServer/LowFrequencyTrading/TradingStrategy.js
+1 -1
View File
@@ -19,7 +19,7 @@ exports.newTradingStrategy = function (processIndex, bot, logger, tradingEngineM
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
}
function finalize() {
TaskServer/LowFrequencyTrading/TradingSystem.js
+1 -1
View File
@@ -28,7 +28,7 @@ exports.newTradingSystem = function (processIndex, bot, logger, tradingEngineMod
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
tradingSystem.conditions = new Map()
tradingSystem.formulas = new Map()
TaskServer/MultiPeriodDaily.js
+2 -2
View File
@@ -498,7 +498,7 @@
callBack(err)
return
}
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + productCodeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + productCodeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let event = {
dateRange: dataRange
}
@@ -545,7 +545,7 @@
}
function writeStatusReport(lastFileDate, callBack) {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + "Multi-Period-Daily"
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + "Multi-Period-Daily"
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastExecution = bot.currentDaytime;
TaskServer/MultiPeriodMarket.js
+1 -1
View File
@@ -199,7 +199,7 @@
}
function writeStatusReport(callBack) {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + "Multi-Period-Market"
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + "Multi-Period-Market"
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastExecution = bot.processDatetime;
TaskServer/ProcessExecutionEvents.js
+1 -1
View File
@@ -195,7 +195,7 @@
let market = TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let key = processThisDependsOn.name + "-" + processThisDependsOn.type + "-" + processThisDependsOn.id + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + market
let callerId = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName + extraCallerId
let callerId = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName + extraCallerId
let subscriptionId
TaskServer/ReinforcementLearning/LearningBot.js
+1 -1
View File
@@ -106,7 +106,7 @@ exports.newLearningBot = function (processIndex, bot, parentLogger) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Waiting for " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run."); }
console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName, 30)
console.log(new Date().toISOString() + " " + pad(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName, 20) + " " + pad(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName, 30)
+ " Waiting for " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run. ");
nextWaitTime = 'Waiting for Session';
TaskServer/ReinforcementLearning/LearningProcess.js
+14 -14
View File
@@ -103,7 +103,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
This variable tell us which day we are standing at, specially while working
with Daily Files. From this Date is that we are going to load the Daily Files.
*/
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
bot.simulationState.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -159,7 +159,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
} else {
/* We are processing Daily Files */
do {
TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(bot.TRADING_SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
/*
We update the Trading Process Date with the date calculated at the simulation.
We will use this date to load indicator and output files. After that we will
@@ -219,7 +219,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE)
function checkThereAreCandles(chart) {
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
let candles = chart[propertyName].candles
@@ -236,7 +236,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
let statusReport;
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
@@ -371,7 +371,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
dataFiles = new Map();
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
}
@@ -384,7 +384,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -431,8 +431,8 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
let dataRecord = dataFile[i]
let begin = dataRecord[beginIndex]
let end = dataRecord[endIndex]
if (end + timeFrame < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime) { continue }
if (end + timeFrame < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
return result
@@ -468,7 +468,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0];
currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1];
}
@@ -488,7 +488,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -664,7 +664,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
/*
Raise the event that the Data Range was Updated.
*/
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + productCodeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + productCodeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.parentNode.parentNode.name + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName + '/' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
let event = {
dateRange: dataRange
}
@@ -703,7 +703,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
async function writeDailyStatusReport(currentTimeFrameLabel) {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastExecution = bot.currentDaytime
@@ -714,7 +714,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
}
async function writeMarketStatusReport(currentTimeFrameLabel) {
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let reportKey = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let thisReport = statusDependencies.statusReports.get(reportKey);
thisReport.file.lastExecution = bot.processDatetime
@@ -728,7 +728,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
function checkIfSessionMustStop() {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
/*
Backtests needs only one execution of this process to complete.
*/
TaskServer/SocialBots.js
+16 -16
View File
@@ -13,10 +13,10 @@ exports.newSocialBots = function (processIndex, bot, logger) {
return thisObject
function initialize() {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots[i]
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
let config = socialBot.config
socialBot.botInstance = TELEGRAM_BOT_MODULE.newTelegramBot(bot, logger)
@@ -26,9 +26,9 @@ exports.newSocialBots = function (processIndex, bot, logger) {
}
function announce(text) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots[i]
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots[i]
try {
if (socialBot.type === "Telegram Bot") {
socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, text).catch(err => logger.write(MODULE_NAME, "[WARN] initialize -> initializeSocialBots -> announce -> Telegram API error -> err = " + err))
@@ -40,15 +40,15 @@ exports.newSocialBots = function (processIndex, bot, logger) {
}
}
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.announce = announce
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.announce = announce
}
}
function finalize() {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots === undefined) { return }
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots[i]
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots === undefined) { return }
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
socialBot.botInstance.finalize()
}
@@ -57,10 +57,10 @@ exports.newSocialBots = function (processIndex, bot, logger) {
}
function sendMessage(message) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.socialBots.bots[i]
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots !== undefined) {
for (let i = 0; i < TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots.length; i++) {
let socialBot = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
socialBot.botInstance.sendMessage(message)
}
TaskServer/StatusReport.js
+4 -4
View File
@@ -102,7 +102,7 @@
}
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE !== undefined && statusDependencyNode.bottype === "Trading Bot") {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE !== undefined && statusDependencyNode.bottype === "Trading Bot") {
sessionPath = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME + "/"
}
@@ -254,7 +254,7 @@
let filePath;
let ownerId = statusDependencyNode.dataMine + "-" + statusDependencyNode.bot + "-" + statusDependencyNode.process
let botId = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let botId = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
if (ownerId !== botId) {
@@ -274,7 +274,7 @@
On the contraty, if we are running a Sensor bot or an Indicator bot, we might, if necesary, use a previous version of a Status Report since
there will be no big impact, just some reprocessing.
*/
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE !== undefined || bot.LEARNING_SESSION !== undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE !== undefined || bot.LEARNING_SESSION !== undefined) {
canUserPrevious = false
} else {
canUserPrevious = true
@@ -342,7 +342,7 @@
try {
let ownerId = statusDependencyNode.dataMine + "-" + statusDependencyNode.bot + "-" + statusDependencyNode.process
let botId = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + bot.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
let botId = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName + "-" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName
if (ownerId !== botId && statusDependencyNode.process !== "Context") { // Context is a special case where the report is created by the Context.js module itself.
TaskServer/TradingBot.js
+12 -12
View File
@@ -91,22 +91,22 @@
logger.newMainLoop()
/* Checking if we need to need to emit any event */
if (bot.TRADING_SESSION_STATUS === 'Idle' && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === false) {
bot.TRADING_SESSION_STATUS = 'Running'
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Idle' && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === false) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS = 'Running'
}
if (bot.TRADING_SESSION_STATUS === 'Running' && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
bot.TRADING_SESSION_STATUS = 'Stopped'
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running' && TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS = 'Stopped'
}
TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(bot.TRADING_SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
/* Checking if we should process this loop or not.*/
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING === true) {
logger.write(MODULE_NAME, "[INFO] run -> loop -> Waiting for " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run.")
console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName, 30)
console.log(new Date().toISOString() + " " + pad(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.parentNode.config.codeName, 20) + " " + pad(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName, 30)
+ " Waiting for " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type + " " + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + " to be run. ");
nextWaitTime = 'Waiting for Session';
@@ -555,17 +555,17 @@
if (processConfig.waitsForExecutionFinishedEvent === true) {
waitTime = 0
} else {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) {
case 'Live Trading Session': {
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.value
break
}
case 'Fordward Tessting Session': {
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.value
break
}
case 'Paper Trading Session': {
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value
waitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.value
break
}
case 'Backtesting Session': {
@@ -663,9 +663,9 @@
}
function sessionStopped() {
if (bot.TRADING_SESSION_STATUS === 'Running') {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running') {
global.EVENT_SERVER_CLIENT_MODULE.raiseEvent(TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY, 'Stopped')
bot.TRADING_SESSION_STATUS = 'Stopped'
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS = 'Stopped'
}
}
TaskServer/TradingSession.js
+83 -71
View File
@@ -58,7 +58,7 @@
return
function onSessionStatus() {
if (bot.TRADING_SESSION_STATUS === 'Running') {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running') {
let event = {
status: 'Trading Session Runnning'
}
@@ -74,7 +74,10 @@
function onSessionRun(message) {
try {
/* This happens when the UI is reloaded, the session was running and tries to run it again. */
if (bot.TRADING_SESSION_STATUS === 'Idle' || bot.TRADING_SESSION_STATUS === 'Running') {
if (
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Idle' ||
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running'
) {
parentLogger.write(MODULE_NAME, "[WARN] onSessionRun -> Event received to run the Session while it was already running. ")
return
}
@@ -82,7 +85,7 @@
/* We are going to initialize here these constants whose values are comming at the event. */
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SYSTEM_NODE = JSON.parse(message.event.tradingSystem)
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_ENGINE_NODE = JSON.parse(message.event.tradingEngine)
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE = JSON.parse(message.event.session)
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE = JSON.parse(message.event.session)
bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
bot.RESUME = false
bot.FIRST_EXECUTION = true
@@ -95,7 +98,7 @@
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.initialize()
let allGood
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) {
case 'Backtesting Session': {
allGood = startBackTesting(message)
break
@@ -114,21 +117,21 @@
}
}
if (allGood === true) {
bot.TRADING_SESSION_STATUS = 'Idle'
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS = 'Idle'
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false
} else {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = true
parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRun -> Stopping the Session now. ')
}
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is starting.")
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is starting.")
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionRun -> err = " + err.stack);
}
}
function onSessionStop() {
stopSession('Session Stopped From the User Interface.')
TS.projects.superalgos.functionLibraries.sessionFunctions.stopSession(processIndex, 'Session Stopped From the User Interface.')
}
function onSessionResume(message) {
@@ -139,7 +142,7 @@
}
/* This happens when the UI is reloaded, the session was running and tries to run it again. */
if (bot.TRADING_SESSION_STATUS === 'Idle' || bot.TRADING_SESSION_STATUS === 'Running') {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Idle' || TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_STATUS === 'Running') {
parentLogger.write(MODULE_NAME, "[WARN] onSessionResume -> Event received to resume the Session while it was already running. ")
return
}
@@ -147,7 +150,7 @@
bot.RESUME = true
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_STOPPING = false
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is resuming.")
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SOCIAL_BOTS_MODULE.sendMessage(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type + " '" + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.name + "' is resuming.")
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionResume -> err = " + err.stack);
}
@@ -160,12 +163,16 @@
Set the folderName for logging, reports, context and data output
*/
let config
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config !== undefined) {
config = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.config !== undefined) {
config = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.config
if (config.folderName === undefined) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.id
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME =
TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' +
TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.id
} else {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.config.folderName
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_FOLDER_NAME =
TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.type.replace(' ', '-').replace(' ', '-') + '-' +
TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].session.config.folderName
}
}
}
@@ -176,16 +183,21 @@
non critical is missing, we complete it with a default value.
*/
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters === undefined) {
let errorMessage = "Session Node with no Parameters."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(
processIndex,
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE,
errorMessage,
parentLogger
)
return false
}
/* Time Range */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange = {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange = {
name: 'Missing Time Range',
type: 'Time Range',
config: {
@@ -195,18 +207,18 @@
}
} else {
/* Check that we received valid dates */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
}
if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime)).valueOf()) {
if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.finalDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
}
@@ -215,7 +227,7 @@
let today = (new Date()).valueOf()
let aYearAgo = today - TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
let aYearFromNow = today + TS.projects.superalgos.globals.timeConstants.ONE_YEAR_IN_MILISECONDS
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type) {
switch (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type) {
case 'Backtesting Session': {
useDefaultDatetimes(aYearAgo, today)
break
@@ -241,81 +253,81 @@
*/
/* Initial Datetime */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime === undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = initialDefault
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime === undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = initialDefault
} else {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()
}
} else {
/* Non backtest session can start from the past only if explicitly configured that way */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime === undefined || TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.allowStartingFromThePast !== true) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = initialDefault
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime === undefined || TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.allowStartingFromThePast !== true) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = initialDefault
} else {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime)).valueOf()
}
}
/* Final Datetime */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime === undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime = finalDefault
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.finalDatetime === undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.finalDatetime = finalDefault
} else {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime)).valueOf()
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.finalDatetime = (new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.finalDatetime)).valueOf()
}
}
/* Time Frame */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame === undefined) {
let errorMessage = "Session Parameters Node with no Time Frame."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === undefined) {
let errorMessage = "Session Parameters Node with no Time Frame Label configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame, errorMessage, parentLogger)
return false
}
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value = getTimeFrameFromLabel(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value === undefined) {
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.value = getTimeFrameFromLabel(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label)
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.value === undefined) {
let errorMessage = "Config error: label value not recognized. Try 01-min or 01-hs for example."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame, errorMessage, parentLogger)
return false
}
/* Session Base Asset */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset === undefined) {
let errorMessage = "Session Parameters Node with no Session Base Asset."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance === undefined) {
let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset, errorMessage, parentLogger)
return false
}
/* Session Quoted Asset */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset === undefined) {
let errorMessage = "Session Parameters Node with no Session Quoted Asset."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters, errorMessage, parentLogger)
return false
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance === undefined) {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance === undefined) {
let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset, errorMessage, parentLogger)
TS.projects.superalgos.functionLibraries.sessionFunctions.sessionError(processIndex, TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset, errorMessage, parentLogger)
return false
}
/* Slippage */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage === undefined) { // if the Slippage is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage = {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.slippage === undefined) { // if the Slippage is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.slippage = {
name: 'Missing Slippage',
type: 'Slippage',
config: {
@@ -325,19 +337,19 @@
}
}
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.marketOrderRate = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.slippage.config.marketOrderRate = 0
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.stopLoss = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.slippage.config.stopLoss = 0
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.slippage.config.takeProfit = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.slippage.config.takeProfit = 0
}
/* Fee Structure */
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure = {
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.feeStructure = {
name: 'Missing Fee Structure',
type: 'Fee Structure',
config: {
@@ -346,11 +358,11 @@
}
}
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure.config.maker = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.feeStructure.config.maker = 0
}
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.feeStructure.config.taker = 0
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.feeStructure.config.taker = 0
}
return true
@@ -398,20 +410,20 @@
/* Reduce the balance */
let balancePercentage = 1 // This is the default value
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config.balancePercentage !== undefined) {
balancePercentage = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.config.balancePercentage
if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.config.balancePercentage !== undefined) {
balancePercentage = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.config.balancePercentage
}
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.minimumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.minimumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset.config.minimumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset.config.minimumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.maximumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.maximumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset.config.maximumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset.config.maximumBalance = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
pProcessConfig.normalWaitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.value
pProcessConfig.normalWaitTime = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.value
return true
}