bot.codeName and Session node
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Luis Fernando Molina committed
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@@ -106,7 +106,7 @@ exports.newLearningBot = function (processIndex, bot, parentLogger) {
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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."); }
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console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName, 30)
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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)
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+ " 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. ");
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nextWaitTime = 'Waiting for Session';
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@@ -103,7 +103,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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This variable tell us which day we are standing at, specially while working
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with Daily Files. From this Date is that we are going to load the Daily Files.
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*/
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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()
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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()
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}
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/*
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@@ -159,7 +159,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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} else {
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/* We are processing Daily Files */
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do {
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TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(bot.TRADING_SESSION_STATUS, TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_KEY)
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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)
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/*
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We update the Trading Process Date with the date calculated at the simulation.
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We will use this date to load indicator and output files. After that we will
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@@ -219,7 +219,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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callBackFunction(TS.projects.superalgos.globals.standardResponses.DEFAULT_OK_RESPONSE)
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function checkThereAreCandles(chart) {
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let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters
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let sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
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let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
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let candles = chart[propertyName].candles
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@@ -236,7 +236,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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let statusReport;
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/* We are going to use the start date as beging of market date. */
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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)
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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)
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/*
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Here we get the status report from the bot who knows which is the end of the market.
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*/
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@@ -371,7 +371,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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dataFiles = new Map();
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
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currentTimeFrame = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][0];
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currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1];
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}
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@@ -384,7 +384,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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}
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if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
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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')) {
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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')) {
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continue
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}
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}
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@@ -431,8 +431,8 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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let dataRecord = dataFile[i]
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let begin = dataRecord[beginIndex]
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let end = dataRecord[endIndex]
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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
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if (begin > TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeRange.config.finalDatetime) { continue }
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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
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if (begin > TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.finalDatetime) { continue }
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result.push(dataRecord)
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}
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return result
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@@ -468,7 +468,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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}
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}
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeFrame.config.label === timeFrameLabel) {
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currentTimeFrame = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][0];
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currentTimeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1];
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}
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@@ -488,7 +488,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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}
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if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
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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')) {
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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')) {
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continue
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}
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}
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@@ -664,7 +664,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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/*
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Raise the event that the Data Range was Updated.
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*/
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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
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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
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let event = {
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dateRange: dataRange
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}
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@@ -703,7 +703,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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}
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async function writeDailyStatusReport(currentTimeFrameLabel) {
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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
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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
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let thisReport = statusDependencies.statusReports.get(reportKey)
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thisReport.file.lastExecution = bot.currentDaytime
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@@ -714,7 +714,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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}
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async function writeMarketStatusReport(currentTimeFrameLabel) {
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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
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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
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let thisReport = statusDependencies.statusReports.get(reportKey);
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thisReport.file.lastExecution = bot.processDatetime
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@@ -728,7 +728,7 @@ exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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function checkIfSessionMustStop() {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_SESSION_NODE.type === 'Backtesting Session') {
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if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') {
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/*
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Backtests needs only one execution of this process to complete.
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*/
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