bot.codeName and Session node
This commit is contained in:
Luis Fernando Molina committed
1 parent
6b24b14286
commit
aaf8f43899
30 files changed
+180
-167
No files matched your search
@@ -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
|
||||
}
|
||||
|
||||
Reference in new issue
Block a user