Datasource Revirewed
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Luis Fernando Molina committed
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3 files changed
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-323
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+1
-1
@@ -71,7 +71,7 @@
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} catch (err) {
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logger.write("[ERROR] initialize -> onDone -> err = " + err);
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callBack("Operation Failed");
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callBackFunction("Operation Failed");
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}
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}
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+346
-322
@@ -63,11 +63,354 @@
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oliviaAzureFileStorage.initialize("Olivia");
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tomAzureFileStorage.initialize("Tom");
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getCandles(onCandlesReady);
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getCandles(onDone);
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function onCandlesReady() {getPatterns(onPatternsReady); }
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function onDone(err) {
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try {
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function onDailyFileonPatternsReadysReady() {callBackFunction();}
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switch (err) {
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case null: {
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callBackFunction(null);
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}
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break;
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case 'Retry Later': { // Something bad happened, but if we retry in a while it might go through the next time.
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logger.write("[ERROR] initialize -> onDone -> Retry Later. Requesting Execution Retry.");
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callBackFunction(err);
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return;
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}
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break;
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case 'Retry Later': { // This is an unexpected exception that we do not know how to handle.
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logger.write("[ERROR] initialize -> onDone -> Operation Failed. Aborting the process.");
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callBackFunction(err);
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return;
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}
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break;
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}
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} catch (err) {
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logger.write("[ERROR] initialize -> onDone -> err = " + err);
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callBackFunction("Operation Failed");
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}
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}
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function getCandles(callBack) {
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try {
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/*
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We will read several files with candles for the current day. We will use these files as an input
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to make trading decitions later.
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*/
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getMarketFiles();
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function getMarketFiles() {
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try {
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/* Now we will get the market files */
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for (i = 0; i < marketFilesPeriods.length; i++) {
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let periodTime = marketFilesPeriods[i][0];
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let periodName = marketFilesPeriods[i][1];
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getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Market/@Period", periodName, undefined, onFileReceived, callBack);
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function onFileReceived(file) {
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thisObject.candlesFiles.set(periodName, file);
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if (thisObject.candlesFiles.size === marketFilesPeriods.length) {
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getDailyFiles();
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] getCandles -> getMarketFiles -> err = " + err);
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callBack("Operation Failed");
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}
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}
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function getDailyFiles() {
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try {
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for (i = 0; i < dailyFilePeriods.length; i++) {
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let periodTime = dailyFilePeriods[i][0];
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let periodName = dailyFilePeriods[i][1];
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getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived, callBack);
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function onFileReceived(file) {
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thisObject.candlesFiles.set(periodName, file);
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if (thisObject.candlesFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
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getCandlesWeAreIn();
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] getCandles -> getDailyFiles -> err = " + err);
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callBack("Operation Failed");
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}
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}
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function getCandlesWeAreIn() {
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try {
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let counter = 0;
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thisObject.candlesFiles.forEach(getCurrentCandles);
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function getCurrentCandles(pCandlesFile, pPeriodName, map) {
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let candlesArray = [];
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for (i = 0; i < pCandlesFile.length; i++) {
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let candle = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined,
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direction: undefined
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};
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candle.min = pCandlesFile[i][0];
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candle.max = pCandlesFile[i][1];
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candle.open = pCandlesFile[i][2];
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candle.close = pCandlesFile[i][3];
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candle.begin = pCandlesFile[i][4];
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candle.end = pCandlesFile[i][5];
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if (candle.open > candle.close) { candle.direction = 'down'; }
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if (candle.open < candle.close) { candle.direction = 'up'; }
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if (candle.open === candle.close) { candle.direction = 'side'; }
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/* We are going to store the last 10 candles per period, which will give the bot a good sense of where it is. */
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let timePeriod = candle.end - candle.begin + 1; // In miliseconds. (remember each candle spans a period minus one milisecond)
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if (candle.begin >= processDatetime.valueOf() - timePeriod * 10 && candle.end <= processDatetime.valueOf()) {
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candlesArray.push(candle);
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}
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}
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thisObject.candlesMap.set(pPeriodName, candlesArray);
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counter++;
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if (counter === thisObject.candlesFiles.size) {
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getPatterns(callBack);
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}
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}
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} catch (err) {
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logger.write("[ERROR] getCandles -> getCandlesWeAreIn -> err = " + err);
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callBack("Operation Failed");
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}
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}
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} catch (err) {
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logger.write("[ERROR] getCandles -> err = " + err);
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callBack("Operation Failed");
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}
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}
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function getPatterns(callBack) {
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try {
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/*
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We will read several files with pattern calculations for the current day. We will use these files as an input
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to make trading decitions later.
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*/
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getMarketFiles();
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function getMarketFiles() {
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try {
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/* Now we will get the market files */
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for (i = 0; i < marketFilesPeriods.length; i++) {
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let periodTime = marketFilesPeriods[i][0];
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let periodName = marketFilesPeriods[i][1];
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getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period", periodName, undefined, onFileReceived, callBack);
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function onFileReceived(file) {
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thisObject.stairsFiles.set(periodName, file);
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if (thisObject.stairsFiles.size === marketFilesPeriods.length) {
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getDailyFiles();
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] getPatterns -> getMarketFiles -> err = " + err);
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callBack("Operation Failed");
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}
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}
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function getDailyFiles() {
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try {
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for (i = 0; i < dailyFilePeriods.length; i++) {
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let periodTime = dailyFilePeriods[i][0];
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let periodName = dailyFilePeriods[i][1];
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getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived, callBack);
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function onFileReceived(file) {
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thisObject.stairsFiles.set(periodName, file);
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if (thisObject.stairsFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
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getStairsWeAreIn();
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] getPatterns -> getDailyFiles -> err = " + err);
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callBack("Operation Failed");
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}
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}
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function getStairsWeAreIn() {
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try {
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let counter = 0;
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thisObject.stairsFiles.forEach(getCurrentStairs);
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function getCurrentStairs(pStairsFile, pPeriodName, map) {
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for (i = 0; i < pStairsFile.length; i++) {
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let stairs = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined,
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direction: undefined,
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candleCount: 0,
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firstMin: 0,
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firstMax: 0,
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lastMin: 0,
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lastMax: 0
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};
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stairs.open = pStairsFile[i][0];
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stairs.close = pStairsFile[i][1];
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stairs.min = pStairsFile[i][2];
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stairs.max = pStairsFile[i][3];
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stairs.begin = pStairsFile[i][4];
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stairs.end = pStairsFile[i][5];
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stairs.direction = pStairsFile[i][6];
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stairs.candleCount = pStairsFile[i][7];
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stairs.firstMin = pStairsFile[i][8];
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stairs.firstMax = pStairsFile[i][9];
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stairs.lastMin = pStairsFile[i][10];
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stairs.lastMax = pStairsFile[i][11];
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if (processDatetime.valueOf() >= stairs.begin && processDatetime.valueOf() <= stairs.end) {
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thisObject.stairsMap.set(pPeriodName, stairs);
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}
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}
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counter++;
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if (counter === thisObject.stairsFiles.size) {
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callBack(null);
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}
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}
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} catch (err) {
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logger.write("[ERROR] getPatterns -> getStairsWeAreIn -> err = " + err);
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callBack("Operation Failed");
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}
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}
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} catch (err) {
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logger.write("[ERROR] getPatterns -> err = " + err);
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callBack("Operation Failed");
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}
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}
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function getFile(pFileService, pFileName, pFilePath, pPeriodName, pDatetime, innerCallBack, outerCallBack) {
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try {
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pFileName = pFileName.replace("@AssetA", market.assetA);
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pFileName = pFileName.replace("@AssetB", market.assetB);
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pFilePath = pFilePath.replace("@Exchange", EXCHANGE_NAME);
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pFilePath = pFilePath.replace("@Period", pPeriodName);
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if (pDatetime !== undefined) {
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pFilePath = pFilePath.replace("@Year", pDatetime.getUTCFullYear());
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pFilePath = pFilePath.replace("@Month", utilities.pad(pDatetime.getUTCMonth() + 1, 2));
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pFilePath = pFilePath.replace("@Day", utilities.pad(pDatetime.getUTCDate(), 2));
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}
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pFileService.getTextFile(pFilePath, pFileName, onFileReceived);
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function onFileReceived(text) {
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let data;
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try {
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data = JSON.parse(text);
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} catch (err) {
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data = JSON.parse("[]");
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}
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innerCallBack(data);
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}
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} catch (err) {
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logger.write("[ERROR] getPatterns -> err = " + err);
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outerCallBack("Operation Failed");
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}
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||||
}
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||||
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} catch (err) {
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@@ -75,323 +418,4 @@
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callBackFunction("Operation Failed");
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}
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}
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function getCandles(callBack) {
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||||
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||||
try {
|
||||
|
||||
/*
|
||||
|
||||
We will read several files with candles for the current day. We will use these files as an input
|
||||
to make trading decitions later.
|
||||
|
||||
*/
|
||||
|
||||
getMarketFiles();
|
||||
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||||
function getMarketFiles() {
|
||||
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||||
try {
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/* Now we will get the market files */
|
||||
|
||||
for (i = 0; i < marketFilesPeriods.length; i++) {
|
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|
||||
let periodTime = marketFilesPeriods[i][0];
|
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let periodName = marketFilesPeriods[i][1];
|
||||
|
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getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Market/@Period", periodName, undefined, onFileReceived);
|
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function onFileReceived(file) {
|
||||
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||||
thisObject.candlesFiles.set(periodName, file);
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||||
|
||||
if (thisObject.candlesFiles.size === marketFilesPeriods.length) {
|
||||
|
||||
getDailyFiles();
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getCandles -> getMarketFiles -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
|
||||
function getDailyFiles(callBack) {
|
||||
|
||||
try {
|
||||
for (i = 0; i < dailyFilePeriods.length; i++) {
|
||||
|
||||
let periodTime = dailyFilePeriods[i][0];
|
||||
let periodName = dailyFilePeriods[i][1];
|
||||
|
||||
getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived);
|
||||
|
||||
function onFileReceived(file) {
|
||||
|
||||
thisObject.candlesFiles.set(periodName, file);
|
||||
|
||||
if (thisObject.candlesFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
|
||||
|
||||
getCandlesWeAreIn();
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getCandles -> getDailyFiles -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
|
||||
function getCandlesWeAreIn() {
|
||||
|
||||
try {
|
||||
let counter = 0;
|
||||
|
||||
thisObject.candlesFiles.forEach(getCurrentCandles);
|
||||
|
||||
function getCurrentCandles(pCandlesFile, pPeriodName, map) {
|
||||
|
||||
let candlesArray = [];
|
||||
|
||||
for (i = 0; i < pCandlesFile.length; i++) {
|
||||
|
||||
let candle = {
|
||||
open: undefined,
|
||||
close: undefined,
|
||||
min: 10000000000000,
|
||||
max: 0,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined
|
||||
};
|
||||
|
||||
candle.min = pCandlesFile[i][0];
|
||||
candle.max = pCandlesFile[i][1];
|
||||
|
||||
candle.open = pCandlesFile[i][2];
|
||||
candle.close = pCandlesFile[i][3];
|
||||
|
||||
candle.begin = pCandlesFile[i][4];
|
||||
candle.end = pCandlesFile[i][5];
|
||||
|
||||
if (candle.open > candle.close) { candle.direction = 'down'; }
|
||||
if (candle.open < candle.close) { candle.direction = 'up'; }
|
||||
if (candle.open === candle.close) { candle.direction = 'side'; }
|
||||
|
||||
/* We are going to store the last 10 candles per period, which will give the bot a good sense of where it is. */
|
||||
|
||||
let timePeriod = candle.end - candle.begin + 1; // In miliseconds. (remember each candle spans a period minus one milisecond)
|
||||
|
||||
if (candle.begin >= processDatetime.valueOf() - timePeriod * 10 && candle.end <= processDatetime.valueOf()) {
|
||||
|
||||
candlesArray.push(candle);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
thisObject.candlesMap.set(pPeriodName, candlesArray);
|
||||
|
||||
counter++;
|
||||
|
||||
if (counter === thisObject.candlesFiles.size) {
|
||||
|
||||
callBack();
|
||||
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getCandles -> getCandlesWeAreIn -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getCandles -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
|
||||
function getPatterns(callBack) {
|
||||
|
||||
try {
|
||||
/*
|
||||
|
||||
We will read several files with pattern calculations for the current day. We will use these files as an input
|
||||
to make trading decitions later.
|
||||
|
||||
*/
|
||||
|
||||
getMarketFiles();
|
||||
|
||||
function getMarketFiles() {
|
||||
|
||||
try {
|
||||
/* Now we will get the market files */
|
||||
|
||||
for (i = 0; i < marketFilesPeriods.length; i++) {
|
||||
|
||||
let periodTime = marketFilesPeriods[i][0];
|
||||
let periodName = marketFilesPeriods[i][1];
|
||||
|
||||
getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period", periodName, undefined, onFileReceived);
|
||||
|
||||
function onFileReceived(file) {
|
||||
|
||||
thisObject.stairsFiles.set(periodName, file);
|
||||
|
||||
if (thisObject.stairsFiles.size === marketFilesPeriods.length) {
|
||||
|
||||
getDailyFiles();
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getPatterns -> getMarketFiles -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
|
||||
function getDailyFiles() {
|
||||
|
||||
try {
|
||||
for (i = 0; i < dailyFilePeriods.length; i++) {
|
||||
|
||||
let periodTime = dailyFilePeriods[i][0];
|
||||
let periodName = dailyFilePeriods[i][1];
|
||||
|
||||
getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived);
|
||||
|
||||
function onFileReceived(file) {
|
||||
|
||||
thisObject.stairsFiles.set(periodName, file);
|
||||
|
||||
if (thisObject.stairsFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
|
||||
|
||||
getStairsWeAreIn();
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getPatterns -> getDailyFiles -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
|
||||
function getStairsWeAreIn() {
|
||||
|
||||
try {
|
||||
let counter = 0;
|
||||
|
||||
thisObject.stairsFiles.forEach(getCurrentStairs);
|
||||
|
||||
function getCurrentStairs(pStairsFile, pPeriodName, map) {
|
||||
|
||||
for (i = 0; i < pStairsFile.length; i++) {
|
||||
|
||||
let stairs = {
|
||||
open: undefined,
|
||||
close: undefined,
|
||||
min: 10000000000000,
|
||||
max: 0,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined,
|
||||
candleCount: 0,
|
||||
firstMin: 0,
|
||||
firstMax: 0,
|
||||
lastMin: 0,
|
||||
lastMax: 0
|
||||
};
|
||||
|
||||
stairs.open = pStairsFile[i][0];
|
||||
stairs.close = pStairsFile[i][1];
|
||||
|
||||
stairs.min = pStairsFile[i][2];
|
||||
stairs.max = pStairsFile[i][3];
|
||||
|
||||
stairs.begin = pStairsFile[i][4];
|
||||
stairs.end = pStairsFile[i][5];
|
||||
|
||||
stairs.direction = pStairsFile[i][6];
|
||||
stairs.candleCount = pStairsFile[i][7];
|
||||
|
||||
stairs.firstMin = pStairsFile[i][8];
|
||||
stairs.firstMax = pStairsFile[i][9];
|
||||
|
||||
stairs.lastMin = pStairsFile[i][10];
|
||||
stairs.lastMax = pStairsFile[i][11];
|
||||
|
||||
if (processDatetime.valueOf() >= stairs.begin && processDatetime.valueOf() <= stairs.end) {
|
||||
|
||||
thisObject.stairsMap.set(pPeriodName, stairs);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
counter++;
|
||||
|
||||
if (counter === thisObject.stairsFiles.size) {
|
||||
|
||||
callBack();
|
||||
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getPatterns -> getStairsWeAreIn -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getPatterns -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
|
||||
function getFile(pFileService, pFileName, pFilePath, pPeriodName, pDatetime, callBackFunction) {
|
||||
try {
|
||||
pFileName = pFileName.replace("@AssetA", market.assetA);
|
||||
pFileName = pFileName.replace("@AssetB", market.assetB);
|
||||
|
||||
pFilePath = pFilePath.replace("@Exchange", EXCHANGE_NAME);
|
||||
pFilePath = pFilePath.replace("@Period", pPeriodName);
|
||||
|
||||
if (pDatetime !== undefined) {
|
||||
|
||||
pFilePath = pFilePath.replace("@Year", pDatetime.getUTCFullYear());
|
||||
pFilePath = pFilePath.replace("@Month", utilities.pad(pDatetime.getUTCMonth() + 1, 2));
|
||||
pFilePath = pFilePath.replace("@Day", utilities.pad(pDatetime.getUTCDate(), 2));
|
||||
|
||||
}
|
||||
|
||||
pFileService.getTextFile(pFilePath, pFileName, onFileReceived);
|
||||
|
||||
function onFileReceived(text) {
|
||||
|
||||
let data;
|
||||
|
||||
try {
|
||||
|
||||
data = JSON.parse(text);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
data = JSON.parse("[]");
|
||||
|
||||
}
|
||||
|
||||
callBackFunction(data);
|
||||
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] getPatterns -> err = " + err);
|
||||
callBack("Operation Failed");
|
||||
}
|
||||
}
|
||||
};
|
||||
Reference in new issue
Block a user