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Ai Bot Node implemented

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This commit is contained in:
Luis Fernando Molina committed 2020-11-03 12:16:59 +01:00
1 parent 3b9dc370b9
commit b2ed704745
30 files changed
+393 -299
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Commons.js
+3
View File
@@ -99,6 +99,9 @@
if (botNode === undefined) {
botNode = global.FIND_NODE_IN_NODE_MESH(outputDatasetNode, 'Trading Bot')
}
if (botNode === undefined) {
botNode = global.FIND_NODE_IN_NODE_MESH(outputDatasetNode, 'AI Bot')
}
if (botNode === undefined) {
logger.write(MODULE_NAME, "[ERROR] start -> Product Definition not attached to a Bot. Product Definition = ");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
DebugLog.js
+7 -3
View File
@@ -80,10 +80,14 @@ exports.newDebugLog = function newDebugLog() {
let filePath = thisObject.bot.filePathRoot + "/Logs/" + thisObject.bot.process + "/"
if (thisObject.bot.SESSION !== undefined) {
filePath = filePath + thisObject.bot.SESSION.folderName + "/" + executionDatetime;
if (thisObject.bot.TRADING_SESSION !== undefined) {
filePath = filePath + thisObject.bot.TRADING_SESSION.folderName + "/" + executionDatetime;
} else {
filePath = filePath + executionDatetime;
if (thisObject.bot.AI_SESSION !== undefined) {
filePath = filePath + thisObject.bot.AI_SESSION.folderName + "/" + executionDatetime;
} else {
filePath = filePath + executionDatetime;
}
}
if (thisObject.bot.debug.year !== undefined) {
LowFrequencyTrading/Announcements.js
+3 -3
View File
@@ -21,7 +21,7 @@ exports.newAnnouncements = function newAnnouncements(bot, logger) {
function finalize() {
tradingSystem = undefined
tradingEngine = undefined
bot.SESSION.messagesSent = undefined
bot.TRADING_SESSION.messagesSent = undefined
}
function makeAnnoucements(node) {
@@ -44,8 +44,8 @@ exports.newAnnouncements = function newAnnouncements(bot, logger) {
text = tradingSystem.formulas.get(announcement.formula.id)
}
if (bot.SESSION.socialBots !== undefined) {
bot.SESSION.socialBots.announce(text)
if (bot.TRADING_SESSION.socialBots !== undefined) {
bot.TRADING_SESSION.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.'])
LowFrequencyTrading/OrdersCalculations.js
+1 -1
View File
@@ -23,7 +23,7 @@ exports.newOrdersCalculations = function newOrdersCalculations(bot, logger) {
return thisObject
function initialize() {
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
}
LowFrequencyTrading/OrdersSimulations.js
+1 -1
View File
@@ -23,7 +23,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
return thisObject
function initialize() {
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
}
LowFrequencyTrading/Snapshots.js
+2 -2
View File
@@ -45,7 +45,7 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
}
function finalize() {
@@ -322,7 +322,7 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
fileContent = "" + fileContent + "";
let fileName = pFileName + '.csv';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + SNAPSHOTS_FOLDER_NAME;
let filePath = bot.filePathRoot + "/Output/" + bot.TRADING_SESSION.folderName + "/" + SNAPSHOTS_FOLDER_NAME;
filePath += '/' + fileName
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
LowFrequencyTrading/TradingEngine.js
+1 -1
View File
@@ -25,7 +25,7 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
initializeNodeMap(tradingEngine)
LowFrequencyTrading/TradingEpisode.js
+1 -1
View File
@@ -23,7 +23,7 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
}
function finalize() {
LowFrequencyTrading/TradingExecution.js
+1 -1
View File
@@ -24,7 +24,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
tradingOrdersModule.initialize()
}
LowFrequencyTrading/TradingOrders.js
+6 -6
View File
@@ -27,7 +27,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
exchangeAPIModule.initialize()
announcementsModule.initialize()
@@ -476,7 +476,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
async function createOrderAtExchange(tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (bot.SESSION.type) {
switch (bot.TRADING_SESSION.type) {
case 'Backtesting Session': {
return true
}
@@ -503,7 +503,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
async function checkExchangeEvents(tradingEngineStage, tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (bot.SESSION.type) {
switch (bot.TRADING_SESSION.type) {
case 'Backtesting Session': {
return true
}
@@ -613,7 +613,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
function simulateCheckExchangeEvents(tradingEngineStage, tradingSystemOrder, tradingEngineOrder) {
/* Filter by Session Type */
switch (bot.SESSION.type) {
switch (bot.TRADING_SESSION.type) {
case 'Backtesting Session': {
break
}
@@ -839,7 +839,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
function simulateCancelOrder(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, exitType) {
/* Filter by Session Type */
switch (bot.SESSION.type) {
switch (bot.TRADING_SESSION.type) {
case 'Backtesting Session': {
break
}
@@ -870,7 +870,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
async function exchangeCancelOrder(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, exitType) {
/* Filter by Session Type */
switch (bot.SESSION.type) {
switch (bot.TRADING_SESSION.type) {
case 'Backtesting Session': {
return
}
LowFrequencyTrading/TradingOutput.js
+5 -5
View File
@@ -3,7 +3,7 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, tradingEngineM
This module will load if necesary all the data outputs so that they can be appended with new
records if needed. After running the simulation, it will save all the data outputs.
*/
const MODULE_NAME = 'Trading Bot'
const MODULE_NAME = 'Trading Output'
let thisObject = {
initialize: initialize,
@@ -133,7 +133,7 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, tradingEngineM
if (dataset.config.type === 'Market Files') {
let fileName = 'Data.json'
let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
let filePath = bot.filePathRoot + '/Output/' + bot.TRADING_SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
await readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
}
@@ -149,7 +149,7 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, tradingEngineM
let dateForPath = tradingProcessDate.getUTCFullYear() + '/' + utilities.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(tradingProcessDate.getUTCDate(), 2);
let fileName = 'Data.json'
let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
let filePath = bot.filePathRoot + '/Output/' + bot.TRADING_SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
await readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
}
@@ -190,7 +190,7 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, tradingEngineM
if (dataset.config.type === 'Market Files') {
let fileName = 'Data.json'
let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
let filePath = bot.filePathRoot + '/Output/' + bot.TRADING_SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
await writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
}
@@ -206,7 +206,7 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, tradingEngineM
let dateForPath = tradingProcessDate.getUTCFullYear() + '/' + utilities.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(tradingProcessDate.getUTCDate(), 2);
let fileName = 'Data.json'
let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
let filePath = bot.filePathRoot + '/Output/' + bot.TRADING_SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
await writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
}
LowFrequencyTrading/TradingPosition.js
+1 -1
View File
@@ -31,7 +31,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
}
function finalize() {
LowFrequencyTrading/TradingProcess.js
+26 -26
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 = global.REMOVE_TIME(bot.SESSION.parameters.timeRange.config.initialDatetime).valueOf()
bot.simulationState.tradingEngine.current.episode.processDate.value = global.REMOVE_TIME(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -119,7 +119,7 @@
await processSingleFiles()
if (await processMarketFiles() === false) {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -141,17 +141,17 @@
With all the indicators data files loaded, we will build the chart object
data structure that will be used in user-defied conditions and formulas.
*/
bot.sessionHeartBeat(undefined, undefined, 'Waking up')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waking up')
buildCharts(chart)
if (checkThereAreCandles(chart) === true) {
bot.sessionHeartBeat(undefined, undefined, 'Running')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Running')
await generateOutput(chart)
bot.sessionHeartBeat(undefined, undefined, 'Saving')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Saving')
await writeProcessFiles()
bot.sessionHeartBeat(undefined, undefined, 'Sleeping')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Sleeping')
} else {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -159,7 +159,7 @@
} else {
/* We are processing Daily Files */
do {
global.EMIT_SESSION_STATUS(bot.SESSION_STATUS, bot.sessionKey)
global.EMIT_SESSION_STATUS(bot.TRADING_SESSION_STATUS, bot.TRADING_SESSIONKey)
/*
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
@@ -171,9 +171,9 @@
if (checkStopTaskGracefully() === false) { break }
if (checkStopProcessing() === false) { break }
bot.sessionHeartBeat(undefined, undefined, 'Waking up')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waking up')
if (await processDailyFiles() === false) {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -186,13 +186,13 @@
The process of generating the output includes the trading simulation.
*/
if (checkThereAreCandles(chart) === true) {
bot.sessionHeartBeat(undefined, undefined, 'Running')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Running')
await generateOutput(chart)
bot.sessionHeartBeat(undefined, undefined, 'Saving')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Saving')
await writeProcessFiles()
bot.sessionHeartBeat(undefined, undefined, 'Sleeping')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Sleeping')
} else {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -219,7 +219,7 @@
callBackFunction(global.DEFAULT_OK_RESPONSE)
function checkThereAreCandles(chart) {
let sessionParameters = bot.SESSION.parameters
let sessionParameters = bot.TRADING_SESSION.parameters
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 = global.REMOVE_TIME(bot.SESSION.parameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = global.REMOVE_TIME(bot.TRADING_SESSION.parameters.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 (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.marketFilesPeriods[n][0];
currentTimeFrameLabel = global.marketFilesPeriods[n][1];
}
@@ -384,7 +384,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.TRADING_SESSION.parameters.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 < bot.SESSION.parameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.SESSION.parameters.timeRange.config.finalDatetime) { continue }
if (end + timeFrame < bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
return result
@@ -468,7 +468,7 @@
}
}
if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.dailyFilePeriods[n][0];
currentTimeFrameLabel = global.dailyFilePeriods[n][1];
}
@@ -488,7 +488,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -653,7 +653,7 @@
let fileContent = JSON.stringify(dataRange);
let fileName = '/Data.Range.json';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName;
let filePath = bot.filePathRoot + "/Output/" + bot.TRADING_SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName;
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
@@ -692,7 +692,7 @@
let fileContent = JSON.stringify(timeFramesArray)
let fileName = '/Time.Frames.json';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + processType + fileName;
let filePath = bot.filePathRoot + "/Output/" + bot.TRADING_SESSION.folderName + "/" + productCodeName + "/" + processType + fileName;
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
@@ -728,12 +728,12 @@
function checkIfSessionMustStop() {
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
/*
Backtests needs only one execution of this process to complete.
*/
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] checkIfSessionMustStop -> Backtesting Session Finished. Stopping the Session now. ') }
bot.SESSION.stop('Backtesting Session Finished.')
bot.TRADING_SESSION.stop('Backtesting Session Finished.')
}
}
}
LowFrequencyTrading/TradingRecords.js
+1 -1
View File
@@ -20,7 +20,7 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
function initialize(pOutputDatasetsMap) {
tradingEngine = bot.simulationState.tradingEngine
tradingSystem = bot.simulationState.tradingSystem
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
outputDatasetsMap = pOutputDatasetsMap // These are the files turned into arrays, stored in a Map by Product codeName.
}
LowFrequencyTrading/TradingSimulation.js
+6 -6
View File
@@ -4,7 +4,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
the execution at each loop cycle of the Trading System Protocol.
*/
const FULL_LOG = true
const MODULE_NAME = 'Trading Simulation -> ' + bot.SESSION.name
const MODULE_NAME = 'Trading Simulation -> ' + bot.TRADING_SESSION.name
let thisObject = {
finalize: finalize,
@@ -28,7 +28,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
let tradingSystem = bot.simulationState.tradingSystem
let tradingEngine = bot.simulationState.tradingEngine
let sessionParameters = bot.SESSION.parameters
let sessionParameters = bot.TRADING_SESSION.parameters
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) }
@@ -71,7 +71,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
This will happen when the sessionParameters.timeRange.config.initialDatetime is beyond the last candle available,
meaning that the dataSet needs to be updated with more up-to-date data.
*/
bot.SESSION.stop('Data is not up-to-date enough. Please start the Masters Data Mining Operation.')
bot.TRADING_SESSION.stop('Data is not up-to-date enough. Please start the Masters Data Mining Operation.')
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] runSimulation -> Data is not up-to-date enough. Stopping the Session now. ') }
return
}
@@ -210,7 +210,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
if (checkFinalDatetime() === false) {
closeEpisode('Final Datetime Reached')
breakLoop = true
bot.SESSION.stop('Final Datetime Reached')
bot.TRADING_SESSION.stop('Final Datetime Reached')
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] runSimulation -> Final Datetime Reached. Stopping the Session now. ') }
return
}
@@ -218,7 +218,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
if (checkMinimunAndMaximunBalance() === false) {
closeEpisode('Min or Max Balance Reached')
breakLoop = true
bot.SESSION.stop('Min or Max Balance Reached')
bot.TRADING_SESSION.stop('Min or Max Balance Reached')
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] runSimulation -> Min or Max Balance Reached. Stopping the Session now. ') }
return
}
@@ -276,7 +276,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
let processingDate = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Simulation ' + bot.sessionKey + ' Loop # ' + tradingEngine.current.episode.candle.index.value + ' @ ' + processingDate) }
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Simulation ' + bot.TRADING_SESSIONKey + ' Loop # ' + tradingEngine.current.episode.candle.index.value + ' @ ' + processingDate) }
/* Logging to console and disk */
if (global.areEqualDates(currentDate, new Date()) === false) {
LowFrequencyTrading/TradingStages.js
+5 -5
View File
@@ -47,7 +47,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
tradingStrategyModule.initialize()
tradingPositionModule.initialize()
@@ -160,7 +160,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
announcementsModule.makeAnnoucements(triggerStage.triggerOn)
announcementsModule.makeAnnoucements(triggerStage)
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.strategy === true) {
snapshotsModule.strategyEntry()
@@ -245,7 +245,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
announcementsModule.makeAnnoucements(triggerStage.takePosition)
announcementsModule.makeAnnoucements(strategy.openStage)
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.position === true) {
snapshotsModule.positionEntry()
@@ -856,7 +856,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
function closePositionAndStrategy() {
/* Taking Position Snapshot */
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.position === true) {
snapshotsModule.positionExit()
@@ -865,7 +865,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
}
/* Taking Strategy Snapshot */
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (sessionParameters.snapshots !== undefined) {
if (sessionParameters.snapshots.config.strategy === true) {
snapshotsModule.strategyExit()
LowFrequencyTrading/TradingStrategy.js
+1 -1
View File
@@ -19,7 +19,7 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
}
function finalize() {
LowFrequencyTrading/TradingSystem.js
+1 -1
View File
@@ -28,7 +28,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
function initialize() {
tradingSystem = bot.simulationState.tradingSystem
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.TRADING_SESSION.parameters
tradingSystem.conditions = new Map()
tradingSystem.formulas = new Map()
ProcessOutput.js
+6
View File
@@ -32,6 +32,9 @@
if (botNode === undefined) {
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'Sensor Bot')
}
if (botNode === undefined) {
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'AI Bot')
}
/* Some validations to verify that everything is in place. */
if (outputDataset.referenceParent !== undefined) {
@@ -119,6 +122,9 @@
if (botNode === undefined) {
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'Sensor Bot')
}
if (botNode === undefined) {
botNode = global.FIND_NODE_IN_NODE_MESH(outputDataset, 'AI Bot')
}
/* Some validations to verify that everything is in place. */
if (outputDataset.referenceParent !== undefined) {
ReinforcementLearning/AiBot.js
+4 -4
View File
@@ -560,17 +560,17 @@ exports.newAiBot = function newAiBot(bot, parentLogger) {
if (processConfig.waitsForExecutionFinishedEvent === true) {
waitTime = 0
} else {
switch (bot.SESSION.type) {
switch (bot.AI_SESSION.type) {
case 'Live Trading Session': {
waitTime = bot.SESSION.parameters.timeFrame.config.value
waitTime = bot.AI_SESSION.parameters.timeFrame.config.value
break
}
case 'Fordward Tessting Session': {
waitTime = bot.SESSION.parameters.timeFrame.config.value
waitTime = bot.AI_SESSION.parameters.timeFrame.config.value
break
}
case 'Paper Trading Session': {
waitTime = bot.SESSION.parameters.timeFrame.config.value
waitTime = bot.AI_SESSION.parameters.timeFrame.config.value
break
}
case 'Backtesting Session': {
ReinforcementLearning/MarkovDecisionProcess.js
+1 -1
View File
@@ -25,7 +25,7 @@ exports.newMarkovDecisionProcess = function newMarkovDecisionProcess(bot, logger
function initialize() {
tradingEngine = bot.simulationState.tradingEngine
sessionParameters = bot.SESSION.parameters
sessionParameters = bot.AI_SESSION.parameters
initializeNodeMap(tradingEngine)
ReinforcementLearning/TrainingProcess.js
+26 -26
View File
@@ -103,7 +103,7 @@ exports.newTrainingProcess = function newTrainingProcess(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 = global.REMOVE_TIME(bot.SESSION.parameters.timeRange.config.initialDatetime).valueOf()
bot.simulationState.tradingEngine.current.episode.processDate.value = global.REMOVE_TIME(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -119,7 +119,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
await processSingleFiles()
if (await processMarketFiles() === false) {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -141,17 +141,17 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
With all the indicators data files loaded, we will build the chart object
data structure that will be used in user-defied conditions and formulas.
*/
bot.sessionHeartBeat(undefined, undefined, 'Waking up')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waking up')
buildCharts(chart)
if (checkThereAreCandles(chart) === true) {
bot.sessionHeartBeat(undefined, undefined, 'Running')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Running')
await generateOutput(chart)
bot.sessionHeartBeat(undefined, undefined, 'Saving')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Saving')
await writeProcessFiles()
bot.sessionHeartBeat(undefined, undefined, 'Sleeping')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Sleeping')
} else {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -159,7 +159,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
} else {
/* We are processing Daily Files */
do {
global.EMIT_SESSION_STATUS(bot.SESSION_STATUS, bot.sessionKey)
global.EMIT_SESSION_STATUS(bot.TRADING_SESSION_STATUS, bot.TRADING_SESSIONKey)
/*
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
@@ -171,9 +171,9 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
if (checkStopTaskGracefully() === false) { break }
if (checkStopProcessing() === false) { break }
bot.sessionHeartBeat(undefined, undefined, 'Waking up')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waking up')
if (await processDailyFiles() === false) {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -186,13 +186,13 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
The process of generating the output includes the trading simulation.
*/
if (checkThereAreCandles(chart) === true) {
bot.sessionHeartBeat(undefined, undefined, 'Running')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Running')
await generateOutput(chart)
bot.sessionHeartBeat(undefined, undefined, 'Saving')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Saving')
await writeProcessFiles()
bot.sessionHeartBeat(undefined, undefined, 'Sleeping')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Sleeping')
} else {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -219,7 +219,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
callBackFunction(global.DEFAULT_OK_RESPONSE)
function checkThereAreCandles(chart) {
let sessionParameters = bot.SESSION.parameters
let sessionParameters = bot.TRADING_SESSION.parameters
let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
let candles = chart[propertyName].candles
@@ -236,7 +236,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
let statusReport;
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = global.REMOVE_TIME(bot.SESSION.parameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = global.REMOVE_TIME(bot.TRADING_SESSION.parameters.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.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
dataFiles = new Map();
if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.marketFilesPeriods[n][0];
currentTimeFrameLabel = global.marketFilesPeriods[n][1];
}
@@ -384,7 +384,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -431,8 +431,8 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
let dataRecord = dataFile[i]
let begin = dataRecord[beginIndex]
let end = dataRecord[endIndex]
if (end + timeFrame < bot.SESSION.parameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.SESSION.parameters.timeRange.config.finalDatetime) { continue }
if (end + timeFrame < bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
return result
@@ -468,7 +468,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
}
}
if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.dailyFilePeriods[n][0];
currentTimeFrameLabel = global.dailyFilePeriods[n][1];
}
@@ -488,7 +488,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -653,7 +653,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
let fileContent = JSON.stringify(dataRange);
let fileName = '/Data.Range.json';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName;
let filePath = bot.filePathRoot + "/Output/" + bot.TRADING_SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName;
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
@@ -692,7 +692,7 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
let fileContent = JSON.stringify(timeFramesArray)
let fileName = '/Time.Frames.json';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + processType + fileName;
let filePath = bot.filePathRoot + "/Output/" + bot.TRADING_SESSION.folderName + "/" + productCodeName + "/" + processType + fileName;
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
@@ -728,12 +728,12 @@ exports.newTrainingProcess = function newTrainingProcess(bot, logger, UTILITIES)
function checkIfSessionMustStop() {
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
/*
Backtests needs only one execution of this process to complete.
*/
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] checkIfSessionMustStop -> Backtesting Session Finished. Stopping the Session now. ') }
bot.SESSION.stop('Backtesting Session Finished.')
bot.TRADING_SESSION.stop('Backtesting Session Finished.')
}
}
}
Root.js
+77
View File
@@ -266,6 +266,10 @@
runTradingBot(botConfig, processConfig);
break;
}
case 'AI Bot': {
runAIBot(botConfig, processConfig);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
@@ -296,6 +300,10 @@
runTradingBot(botConfig, processConfig);
break;
}
case 'AI Bot': {
runAIBot(botConfig, processConfig);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
@@ -339,6 +347,10 @@
runTradingBot(botConfig, processConfig);
break;
}
case 'AI Bot': {
runAIBot(botConfig, processConfig);
break;
}
default: {
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
}
@@ -540,6 +552,71 @@
setTimeout(exitProcessInstance, WAIT_TIME_FOR_ALL_PROCESS_INSTANCES_TO_START)
}
}
function runAIBot(pBotConfig, pProcessConfig) {
global.TOTAL_PROCESS_INSTANCES_CREATED++
try {
const DEBUG_MODULE = require(global.ROOT_DIR + 'DebugLog');
let logger;
logger = DEBUG_MODULE.newDebugLog();
global.LOGGER_MAP.set('runAIBot', logger)
logger.bot = pBotConfig;
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runAIBot -> Entering function."); }
let aiBot = TRADING_BOT_MODULE.newAIBot(pBotConfig, logger);
aiBot.initialize(pProcessConfig, onInitializeReady);
function onInitializeReady(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
aiBot.run(whenRunFinishes);
function whenRunFinishes(err) {
pBotConfig.loopCounter = 0;
let botId;
botId = pBotConfig.dataMine + "." + pBotConfig.codeName + "." + pBotConfig.process;
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
logger.write(MODULE_NAME, "[INFO] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
logger.persist();
} else {
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bye.");
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
logger.persist();
}
setTimeout(exitProcessInstance, WAIT_TIME_FOR_ALL_PROCESS_INSTANCES_TO_START)
}
} else {
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> err = " + err.message);
logger.write(MODULE_NAME, "[ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> Failed to initialize the bot. ");
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runAIBot -> onInitializeReady -> err = " + err.message);
logger.persist();
setTimeout(exitProcessInstance, WAIT_TIME_FOR_ALL_PROCESS_INSTANCES_TO_START)
}
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> runAIBot -> err = " + err.stack);
setTimeout(exitProcessInstance, WAIT_TIME_FOR_ALL_PROCESS_INSTANCES_TO_START)
}
}
}
catch (err) {
console.log(logDisplace + "Root : [ERROR] start -> bootingBot -> err = " + err.stack);
SocialBots.js
+16 -16
View File
@@ -13,10 +13,10 @@ exports.newSocialBots = function newSocialBots(bot, logger) {
return thisObject
function initialize() {
if (bot.SESSION.socialBots !== undefined) {
if (bot.SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.SESSION.socialBots.bots.length; i++) {
let socialBot = bot.SESSION.socialBots.bots[i]
if (bot.TRADING_SESSION.socialBots !== undefined) {
if (bot.TRADING_SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.TRADING_SESSION.socialBots.bots.length; i++) {
let socialBot = bot.TRADING_SESSION.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 newSocialBots(bot, logger) {
}
function announce(text) {
if (bot.SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.SESSION.socialBots.bots.length; i++) {
let socialBot = bot.SESSION.socialBots.bots[i]
if (bot.TRADING_SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.TRADING_SESSION.socialBots.bots.length; i++) {
let socialBot = bot.TRADING_SESSION.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 newSocialBots(bot, logger) {
}
}
bot.SESSION.socialBots.announce = announce
bot.TRADING_SESSION.socialBots.announce = announce
}
}
function finalize() {
if (bot.SESSION.socialBots === undefined) { return }
if (bot.SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.SESSION.socialBots.bots.length; i++) {
let socialBot = bot.SESSION.socialBots.bots[i]
if (bot.TRADING_SESSION.socialBots === undefined) { return }
if (bot.TRADING_SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.TRADING_SESSION.socialBots.bots.length; i++) {
let socialBot = bot.TRADING_SESSION.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
socialBot.botInstance.finalize()
}
@@ -57,10 +57,10 @@ exports.newSocialBots = function newSocialBots(bot, logger) {
}
function sendMessage(message) {
if (bot.SESSION.socialBots !== undefined) {
if (bot.SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.SESSION.socialBots.bots.length; i++) {
let socialBot = bot.SESSION.socialBots.bots[i]
if (bot.TRADING_SESSION.socialBots !== undefined) {
if (bot.TRADING_SESSION.socialBots.bots !== undefined) {
for (let i = 0; i < bot.TRADING_SESSION.socialBots.bots.length; i++) {
let socialBot = bot.TRADING_SESSION.socialBots.bots[i]
if (socialBot.type === "Telegram Bot") {
socialBot.botInstance.sendMessage(message)
}
StatusReport.js
+7 -3
View File
@@ -100,8 +100,12 @@
}
}
if (bot.SESSION !== undefined && statusDependencyNode.bottype === "Trading Bot") {
sessionPath = bot.SESSION.folderName + "/"
if (bot.TRADING_SESSION !== undefined && statusDependencyNode.bottype === "Trading Bot") {
sessionPath = bot.TRADING_SESSION.folderName + "/"
}
if (bot.AI_SESSION !== undefined && statusDependencyNode.bottype === "AI Bot") {
sessionPath = bot.AI_SESSION.folderName + "/"
}
/* Now we will see where do we need to fetch this status report from. */
@@ -264,7 +268,7 @@
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 (bot.SESSION !== undefined) {
if (bot.TRADING_SESSION !== undefined || bot.AI_SESSION !== undefined) {
canUserPrevious = false
} else {
canUserPrevious = true
TelegramBot.js
+1 -1
View File
@@ -23,7 +23,7 @@ exports.newTelegramBot = function newTelegramBot(bot, logger) {
thisObject.telegramBot = new Telegraf(botToken)
thisObject.telegramBot.start((ctx) => ctx.reply('Hi! I am the Telegram Bot that will tell you what happens with your trading session.'))
thisObject.telegramBot.help((ctx) => ctx.reply('I can stop the session if you type STOP.'))
thisObject.telegramBot.hears('STOP', (ctx) => bot.SESSION.stop(' by STOP command at Telegram.'))
thisObject.telegramBot.hears('STOP', (ctx) => bot.TRADING_SESSION.stop(' by STOP command at Telegram.'))
thisObject.telegramBot.launch()
const Telegram = require('telegraf/telegram')
TradingBot.js
+13 -13
View File
@@ -93,15 +93,15 @@
+ " Main Loop # " + pad(Number(bot.loopCounter), 8) + " " + bot.processNode.session.type + " " + bot.processNode.session.name)
/* Checking if we need to need to emit any event */
if (bot.SESSION_STATUS === 'Idle' && bot.STOP_SESSION === false) {
bot.SESSION_STATUS = 'Running'
if (bot.TRADING_SESSION_STATUS === 'Idle' && bot.STOP_SESSION === false) {
bot.TRADING_SESSION_STATUS = 'Running'
}
if (bot.SESSION_STATUS === 'Running' && bot.STOP_SESSION === true) {
bot.SESSION_STATUS = 'Stopped'
if (bot.TRADING_SESSION_STATUS === 'Running' && bot.STOP_SESSION === true) {
bot.TRADING_SESSION_STATUS = 'Stopped'
}
global.EMIT_SESSION_STATUS (bot.SESSION_STATUS, bot.sessionKey)
global.EMIT_SESSION_STATUS (bot.TRADING_SESSION_STATUS, bot.TRADING_SESSIONKey)
/* Checking if we should process this loop or not.*/
if (bot.STOP_SESSION === true) {
@@ -534,7 +534,7 @@
logger.persist();
}
global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Stopped')
global.EVENT_SERVER_CLIENT.raiseEvent(bot.TRADING_SESSIONKey, 'Stopped')
processStopped()
return;
}
@@ -560,17 +560,17 @@
if (processConfig.waitsForExecutionFinishedEvent === true) {
waitTime = 0
} else {
switch (bot.SESSION.type) {
switch (bot.TRADING_SESSION.type) {
case 'Live Trading Session': {
waitTime = bot.SESSION.parameters.timeFrame.config.value
waitTime = bot.TRADING_SESSION.parameters.timeFrame.config.value
break
}
case 'Fordward Tessting Session': {
waitTime = bot.SESSION.parameters.timeFrame.config.value
waitTime = bot.TRADING_SESSION.parameters.timeFrame.config.value
break
}
case 'Paper Trading Session': {
waitTime = bot.SESSION.parameters.timeFrame.config.value
waitTime = bot.TRADING_SESSION.parameters.timeFrame.config.value
break
}
case 'Backtesting Session': {
@@ -669,9 +669,9 @@
}
function sessionStopped() {
if (bot.SESSION_STATUS === 'Running') {
global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Stopped')
bot.SESSION_STATUS = 'Stopped'
if (bot.TRADING_SESSION_STATUS === 'Running') {
global.EVENT_SERVER_CLIENT.raiseEvent(bot.TRADING_SESSIONKey, 'Stopped')
bot.TRADING_SESSION_STATUS = 'Stopped'
}
}
TradingSession.js
+94 -94
View File
@@ -15,16 +15,16 @@
function initialize(pProcessConfig, callBackFunction) {
try {
/* Initialize this info so that everything is logged propeerly */
bot.SESSION = {
bot.TRADING_SESSION = {
name: bot.processNode.session.name,
id: bot.processNode.session.id
}
/* Set the folderName for early logging */
if (bot.processNode.session.config.folderName === undefined) {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.SESSION.id
bot.TRADING_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.TRADING_SESSION.id
} else {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
bot.TRADING_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
}
/* Check if there is a session */
@@ -35,43 +35,43 @@
}
/* Listen to event to start or stop the session. */
bot.sessionKey = bot.processNode.session.name + '-' + bot.processNode.session.type + '-' + bot.processNode.session.id
global.SESSION_MAP.set(bot.sessionKey, bot.sessionKey)
bot.TRADING_SESSIONKey = bot.processNode.session.name + '-' + bot.processNode.session.type + '-' + bot.processNode.session.id
global.SESSION_MAP.set(bot.TRADING_SESSIONKey, bot.TRADING_SESSIONKey)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Session Status', undefined, bot.sessionKey, undefined, onSessionStatus)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Run Session', undefined, bot.sessionKey, undefined, onSessionRun)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Stop Session', undefined, bot.sessionKey, undefined, onSessionStop)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Resume Session', undefined, bot.sessionKey, undefined, onSessionResume)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.TRADING_SESSIONKey, 'Session Status', undefined, bot.TRADING_SESSIONKey, undefined, onSessionStatus)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.TRADING_SESSIONKey, 'Run Session', undefined, bot.TRADING_SESSIONKey, undefined, onSessionRun)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.TRADING_SESSIONKey, 'Stop Session', undefined, bot.TRADING_SESSIONKey, undefined, onSessionStop)
global.EVENT_SERVER_CLIENT.listenToEvent(bot.TRADING_SESSIONKey, 'Resume Session', undefined, bot.TRADING_SESSIONKey, undefined, onSessionResume)
/* Connect this here so that it is accesible from other places */
bot.sessionError = sessionError
bot.sessionWarning = sessionWarning
bot.sessionInfo = sessionInfo
bot.TRADING_SESSIONError = sessionError
bot.TRADING_SESSIONWarning = sessionWarning
bot.TRADING_SESSIONInfo = sessionInfo
/* Heartbeats sent to the UI */
bot.sessionHeartBeat = sessionHeartBeat
bot.TRADING_SESSIONHeartBeat = sessionHeartBeat
callBackFunction(global.DEFAULT_OK_RESPONSE)
return
function onSessionStatus() {
if (bot.SESSION_STATUS === 'Running') {
if (bot.TRADING_SESSION_STATUS === 'Running') {
let event = {
status: 'Session Runnning'
}
global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Status Response', event)
global.EVENT_SERVER_CLIENT.raiseEvent(bot.TRADING_SESSIONKey, 'Status Response', event)
} else {
let event = {
status: 'Not Session Runnning'
}
global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Status Response', event)
global.EVENT_SERVER_CLIENT.raiseEvent(bot.TRADING_SESSIONKey, 'Status Response', event)
}
}
function onSessionRun(message) {
try {
/* This happens when the UI is reloaded, the session was running and tries to run it again. */
if (bot.SESSION_STATUS === 'Idle' || bot.SESSION_STATUS === 'Running') {
if (bot.TRADING_SESSION_STATUS === 'Idle' || bot.TRADING_SESSION_STATUS === 'Running') {
parentLogger.write(MODULE_NAME, "[WARN] onSessionRun -> Event received to run the Session while it was already running. ")
return
}
@@ -79,11 +79,11 @@
/* We are going to run the Definition comming at the event. */
bot.TRADING_SYSTEM = JSON.parse(message.event.tradingSystem)
bot.TRADING_ENGINE = JSON.parse(message.event.tradingEngine)
bot.SESSION = JSON.parse(message.event.session)
bot.TRADING_SESSION = JSON.parse(message.event.session)
bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
bot.RESUME = false
bot.FIRST_EXECUTION = true
bot.SESSION.stop = stopSession // stop function
bot.TRADING_SESSION.stop = stopSession // stop function
setUpSessionFolderName()
@@ -93,7 +93,7 @@
socialBotsModule.initialize()
let allGood
switch (bot.SESSION.type) {
switch (bot.TRADING_SESSION.type) {
case 'Backtesting Session': {
allGood = startBackTesting(message)
break
@@ -112,14 +112,14 @@
}
}
if (allGood === true) {
bot.SESSION_STATUS = 'Idle'
bot.TRADING_SESSION_STATUS = 'Idle'
bot.STOP_SESSION = false
} else {
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRun -> Stopping the Session now. ') }
}
socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is starting.")
socialBotsModule.sendMessage(bot.TRADING_SESSION.type + " '" + bot.TRADING_SESSION.name + "' is starting.")
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionRun -> err = " + err.stack);
}
@@ -131,13 +131,13 @@
function onSessionResume(message) {
try {
if (bot.SESSION.stop === undefined) {
if (bot.TRADING_SESSION.stop === undefined) {
parentLogger.write(MODULE_NAME, "[WARN] onSessionResume -> Event received to resume the Session that have never be ran before. ")
return
}
/* This happens when the UI is reloaded, the session was running and tries to run it again. */
if (bot.SESSION_STATUS === 'Idle' || bot.SESSION_STATUS === 'Running') {
if (bot.TRADING_SESSION_STATUS === 'Idle' || bot.TRADING_SESSION_STATUS === 'Running') {
parentLogger.write(MODULE_NAME, "[WARN] onSessionResume -> Event received to resume the Session while it was already running. ")
return
}
@@ -145,7 +145,7 @@
bot.RESUME = true
bot.STOP_SESSION = false
socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is resuming.")
socialBotsModule.sendMessage(bot.TRADING_SESSION.type + " '" + bot.TRADING_SESSION.name + "' is resuming.")
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionResume -> err = " + err.stack);
}
@@ -153,11 +153,11 @@
function stopSession(commandOrigin) {
socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is stopping " + commandOrigin)
socialBotsModule.sendMessage(bot.TRADING_SESSION.type + " '" + bot.TRADING_SESSION.name + "' is stopping " + commandOrigin)
socialBotsModule.finalize()
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] stopSession -> Stopping the Session now. ') }
sessionInfo(bot.SESSION, commandOrigin)
sessionInfo(bot.TRADING_SESSION, commandOrigin)
}
function setUpSessionFolderName() {
@@ -167,12 +167,12 @@
Set the folderName for logging, reports, context and data output
*/
let config
if (bot.SESSION.config !== undefined) {
config = bot.SESSION.config
if (bot.TRADING_SESSION.config !== undefined) {
config = bot.TRADING_SESSION.config
if (config.folderName === undefined) {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.SESSION.id
bot.TRADING_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.TRADING_SESSION.id
} else {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
bot.TRADING_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
}
}
}
@@ -183,16 +183,16 @@
non critical is missing, we complete it with a default value.
*/
if (bot.SESSION.parameters === undefined) {
if (bot.TRADING_SESSION.parameters === undefined) {
let errorMessage = "Session Node with no Parameters."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION, errorMessage)
return false
}
/* Time Range */
if (bot.SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
bot.SESSION.parameters.timeRange = {
if (bot.TRADING_SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
bot.TRADING_SESSION.parameters.timeRange = {
name: 'Missing Time Range',
type: 'Time Range',
config: {
@@ -202,18 +202,18 @@
}
} else {
/* Check that we received valid dates */
if (bot.SESSION.type === 'Backtesting Session') {
if (isNaN(new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (isNaN(new Date(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
return false
}
}
if (isNaN(new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
if (isNaN(new Date(bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
return false
}
}
@@ -222,7 +222,7 @@
let today = (new Date()).valueOf()
let aYearAgo = today - global.ONE_YEAR_IN_MILISECONDS
let aYearFromNow = today + global.ONE_YEAR_IN_MILISECONDS
switch (bot.SESSION.type) {
switch (bot.TRADING_SESSION.type) {
case 'Backtesting Session': {
useDefaultDatetimes(aYearAgo, today)
break
@@ -248,81 +248,81 @@
*/
/* Initial Datetime */
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) {
bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime === undefined) {
bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
} else {
bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
}
} else {
/* Non backtest session can start from the past only if explicitly configured that way */
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) {
bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault
if (bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.TRADING_SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) {
bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
} else {
bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
}
}
/* Final Datetime */
if (bot.SESSION.parameters.timeRange.config.finalDatetime === undefined) {
bot.SESSION.parameters.timeRange.config.finalDatetime = finalDefault
if (bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime === undefined) {
bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime = finalDefault
} else {
bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
}
}
/* Time Frame */
if (bot.SESSION.parameters.timeFrame === undefined) {
if (bot.TRADING_SESSION.parameters.timeFrame === undefined) {
let errorMessage = "Session Parameters Node with no Time Frame."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
return false
}
if (bot.SESSION.parameters.timeFrame.config.label === undefined) {
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === undefined) {
let errorMessage = "Session Parameters Node with no Time Frame Label configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters.timeFrame, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters.timeFrame, errorMessage)
return false
}
bot.SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
if (bot.SESSION.parameters.timeFrame.config.value === undefined) {
bot.TRADING_SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.TRADING_SESSION.parameters.timeFrame.config.label)
if (bot.TRADING_SESSION.parameters.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)
bot.sessionError(bot.SESSION.parameters.timeFrame, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters.timeFrame, errorMessage)
return false
}
/* Session Base Asset */
if (bot.SESSION.parameters.sessionBaseAsset === undefined) {
if (bot.TRADING_SESSION.parameters.sessionBaseAsset === undefined) {
let errorMessage = "Session Parameters Node with no Session Base Asset."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
return false
}
if (bot.SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
if (bot.TRADING_SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters.sessionBaseAsset, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters.sessionBaseAsset, errorMessage)
return false
}
/* Session Quoted Asset */
if (bot.SESSION.parameters.sessionQuotedAsset === undefined) {
if (bot.TRADING_SESSION.parameters.sessionQuotedAsset === undefined) {
let errorMessage = "Session Parameters Node with no Session Quoted Asset."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters, errorMessage)
return false
}
if (bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
if (bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters.sessionQuotedAsset, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION.parameters.sessionQuotedAsset, errorMessage)
return false
}
/* Slippage */
if (bot.SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
bot.SESSION.parameters.slippage = {
if (bot.TRADING_SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
bot.TRADING_SESSION.parameters.slippage = {
name: 'Missing Slippage',
type: 'Slippage',
config: {
@@ -332,19 +332,19 @@
}
}
}
if (bot.SESSION.parameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
bot.SESSION.parameters.slippage.config.marketOrderRate = 0
if (bot.TRADING_SESSION.parameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
bot.TRADING_SESSION.parameters.slippage.config.marketOrderRate = 0
}
if (bot.SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
bot.SESSION.parameters.slippage.config.stopLoss = 0
if (bot.TRADING_SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
bot.TRADING_SESSION.parameters.slippage.config.stopLoss = 0
}
if (bot.SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
bot.SESSION.parameters.slippage.config.takeProfit = 0
if (bot.TRADING_SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
bot.TRADING_SESSION.parameters.slippage.config.takeProfit = 0
}
/* Fee Structure */
if (bot.SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
bot.SESSION.parameters.feeStructure = {
if (bot.TRADING_SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
bot.TRADING_SESSION.parameters.feeStructure = {
name: 'Missing Fee Structure',
type: 'Fee Structure',
config: {
@@ -353,11 +353,11 @@
}
}
}
if (bot.SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
bot.SESSION.parameters.feeStructure.config.maker = 0
if (bot.TRADING_SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
bot.TRADING_SESSION.parameters.feeStructure.config.maker = 0
}
if (bot.SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
bot.SESSION.parameters.feeStructure.config.taker = 0
if (bot.TRADING_SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
bot.TRADING_SESSION.parameters.feeStructure.config.taker = 0
}
return true
@@ -371,7 +371,7 @@
if (bot.KEY === undefined || bot.SECRET === undefined) {
let errorMessage = "Key 'codeName' or 'secret' not provided. Plese check that and try again."
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> startLiveTrading -> " + errorMessage); }
bot.sessionError(bot.SESSION, errorMessage)
bot.TRADING_SESSIONError(bot.TRADING_SESSION, errorMessage)
return false
}
return true
@@ -387,20 +387,20 @@
/* Reduce the balance */
let balancePercentage = 1 // This is the default value
if (bot.SESSION.config.balancePercentage !== undefined) {
balancePercentage = bot.SESSION.config.balancePercentage
if (bot.TRADING_SESSION.config.balancePercentage !== undefined) {
balancePercentage = bot.TRADING_SESSION.config.balancePercentage
}
bot.SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
bot.TRADING_SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.TRADING_SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
bot.TRADING_SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.TRADING_SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
bot.TRADING_SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.TRADING_SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.TRADING_SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
pProcessConfig.normalWaitTime = bot.SESSION.parameters.timeFrame.config.value
pProcessConfig.normalWaitTime = bot.TRADING_SESSION.parameters.timeFrame.config.value
return true
}
@@ -437,7 +437,7 @@
percentage: percentage,
status: status
}
global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Heartbeat', event)
global.EVENT_SERVER_CLIENT.raiseEvent(bot.TRADING_SESSIONKey, 'Heartbeat', event)
if (global.STOP_TASK_GRACEFULLY === true) {
bot.STOP_SESSION = true
@@ -459,7 +459,7 @@
errorMessage: errorMessage
}
}
global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Error', event)
global.EVENT_SERVER_CLIENT.raiseEvent(bot.TRADING_SESSIONKey, 'Error', event)
if (global.STOP_TASK_GRACEFULLY === true) {
bot.STOP_SESSION = true
@@ -481,7 +481,7 @@
warningMessage: warningMessage
}
}
global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Warning', event)
global.EVENT_SERVER_CLIENT.raiseEvent(bot.TRADING_SESSIONKey, 'Warning', event)
if (global.STOP_TASK_GRACEFULLY === true) {
bot.STOP_SESSION = true
@@ -503,7 +503,7 @@
infoMessage: infoMessage
}
}
global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Info', event)
global.EVENT_SERVER_CLIENT.raiseEvent(bot.TRADING_SESSIONKey, 'Info', event)
if (global.STOP_TASK_GRACEFULLY === true) {
bot.STOP_SESSION = true
TrainingSession.js
+74 -74
View File
@@ -15,16 +15,16 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
function initialize(pProcessConfig, callBackFunction) {
try {
/* Initialize this info so that everything is logged propeerly */
bot.SESSION = {
bot.AI_SESSION = {
name: bot.processNode.session.name,
id: bot.processNode.session.id
}
/* Set the folderName for early logging */
if (bot.processNode.session.config.folderName === undefined) {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.SESSION.id
bot.AI_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.AI_SESSION.id
} else {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
bot.AI_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
}
/* Check if there is a session */
@@ -79,11 +79,11 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
/* We are going to run the Definition comming at the event. */
bot.TRADING_SYSTEM = JSON.parse(message.event.tradingSystem)
bot.TRADING_ENGINE = JSON.parse(message.event.tradingEngine)
bot.SESSION = JSON.parse(message.event.session)
bot.AI_SESSION = JSON.parse(message.event.session)
bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
bot.RESUME = false
bot.FIRST_EXECUTION = true
bot.SESSION.stop = stopSession // stop function
bot.AI_SESSION.stop = stopSession // stop function
setUpSessionFolderName()
@@ -93,7 +93,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
socialBotsModule.initialize()
let allGood
switch (bot.SESSION.type) {
switch (bot.AI_SESSION.type) {
case 'Backtesting Session': {
allGood = startBackTesting(message)
break
@@ -119,7 +119,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRun -> Stopping the Session now. ') }
}
socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is starting.")
socialBotsModule.sendMessage(bot.AI_SESSION.type + " '" + bot.AI_SESSION.name + "' is starting.")
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionRun -> err = " + err.stack);
}
@@ -131,7 +131,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
function onSessionResume(message) {
try {
if (bot.SESSION.stop === undefined) {
if (bot.AI_SESSION.stop === undefined) {
parentLogger.write(MODULE_NAME, "[WARN] onSessionResume -> Event received to resume the Session that have never be ran before. ")
return
}
@@ -145,7 +145,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
bot.RESUME = true
bot.STOP_SESSION = false
socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is resuming.")
socialBotsModule.sendMessage(bot.AI_SESSION.type + " '" + bot.AI_SESSION.name + "' is resuming.")
} catch (err) {
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> onSessionResume -> err = " + err.stack);
}
@@ -153,11 +153,11 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
function stopSession(commandOrigin) {
socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is stopping " + commandOrigin)
socialBotsModule.sendMessage(bot.AI_SESSION.type + " '" + bot.AI_SESSION.name + "' is stopping " + commandOrigin)
socialBotsModule.finalize()
bot.STOP_SESSION = true
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] stopSession -> Stopping the Session now. ') }
sessionInfo(bot.SESSION, commandOrigin)
sessionInfo(bot.AI_SESSION, commandOrigin)
}
function setUpSessionFolderName() {
@@ -167,12 +167,12 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
Set the folderName for logging, reports, context and data output
*/
let config
if (bot.SESSION.config !== undefined) {
config = bot.SESSION.config
if (bot.AI_SESSION.config !== undefined) {
config = bot.AI_SESSION.config
if (config.folderName === undefined) {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.SESSION.id
bot.AI_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.AI_SESSION.id
} else {
bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
bot.AI_SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName
}
}
}
@@ -183,16 +183,16 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
non critical is missing, we complete it with a default value.
*/
if (bot.SESSION.parameters === undefined) {
if (bot.AI_SESSION.parameters === undefined) {
let errorMessage = "Session Node with no Parameters."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION, errorMessage)
bot.sessionError(bot.AI_SESSION, errorMessage)
return false
}
/* Time Range */
if (bot.SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
bot.SESSION.parameters.timeRange = {
if (bot.AI_SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
bot.AI_SESSION.parameters.timeRange = {
name: 'Missing Time Range',
type: 'Time Range',
config: {
@@ -202,18 +202,18 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
}
} else {
/* Check that we received valid dates */
if (bot.SESSION.type === 'Backtesting Session') {
if (isNaN(new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
if (bot.AI_SESSION.type === 'Backtesting Session') {
if (isNaN(new Date(bot.AI_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
return false
}
}
if (isNaN(new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
if (isNaN(new Date(bot.AI_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) {
let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
return false
}
}
@@ -222,7 +222,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
let today = (new Date()).valueOf()
let aYearAgo = today - global.ONE_YEAR_IN_MILISECONDS
let aYearFromNow = today + global.ONE_YEAR_IN_MILISECONDS
switch (bot.SESSION.type) {
switch (bot.AI_SESSION.type) {
case 'Backtesting Session': {
useDefaultDatetimes(aYearAgo, today)
break
@@ -248,81 +248,81 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
*/
/* Initial Datetime */
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) {
bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault
if (bot.AI_SESSION.type === 'Backtesting Session') {
if (bot.AI_SESSION.parameters.timeRange.config.initialDatetime === undefined) {
bot.AI_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
} else {
bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
bot.AI_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.AI_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
}
} else {
/* Non backtest session can start from the past only if explicitly configured that way */
if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) {
bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault
if (bot.AI_SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.AI_SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) {
bot.AI_SESSION.parameters.timeRange.config.initialDatetime = initialDefault
} else {
bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
bot.AI_SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.AI_SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
}
}
/* Final Datetime */
if (bot.SESSION.parameters.timeRange.config.finalDatetime === undefined) {
bot.SESSION.parameters.timeRange.config.finalDatetime = finalDefault
if (bot.AI_SESSION.parameters.timeRange.config.finalDatetime === undefined) {
bot.AI_SESSION.parameters.timeRange.config.finalDatetime = finalDefault
} else {
bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
bot.AI_SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.AI_SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
}
}
/* Time Frame */
if (bot.SESSION.parameters.timeFrame === undefined) {
if (bot.AI_SESSION.parameters.timeFrame === undefined) {
let errorMessage = "Session Parameters Node with no Time Frame."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
return false
}
if (bot.SESSION.parameters.timeFrame.config.label === undefined) {
if (bot.AI_SESSION.parameters.timeFrame.config.label === undefined) {
let errorMessage = "Session Parameters Node with no Time Frame Label configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters.timeFrame, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters.timeFrame, errorMessage)
return false
}
bot.SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
if (bot.SESSION.parameters.timeFrame.config.value === undefined) {
bot.AI_SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.AI_SESSION.parameters.timeFrame.config.label)
if (bot.AI_SESSION.parameters.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)
bot.sessionError(bot.SESSION.parameters.timeFrame, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters.timeFrame, errorMessage)
return false
}
/* Session Base Asset */
if (bot.SESSION.parameters.sessionBaseAsset === undefined) {
if (bot.AI_SESSION.parameters.sessionBaseAsset === undefined) {
let errorMessage = "Session Parameters Node with no Session Base Asset."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
return false
}
if (bot.SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
if (bot.AI_SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters.sessionBaseAsset, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters.sessionBaseAsset, errorMessage)
return false
}
/* Session Quoted Asset */
if (bot.SESSION.parameters.sessionQuotedAsset === undefined) {
if (bot.AI_SESSION.parameters.sessionQuotedAsset === undefined) {
let errorMessage = "Session Parameters Node with no Session Quoted Asset."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters, errorMessage)
return false
}
if (bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
if (bot.AI_SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration."
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
bot.sessionError(bot.SESSION.parameters.sessionQuotedAsset, errorMessage)
bot.sessionError(bot.AI_SESSION.parameters.sessionQuotedAsset, errorMessage)
return false
}
/* Slippage */
if (bot.SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
bot.SESSION.parameters.slippage = {
if (bot.AI_SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
bot.AI_SESSION.parameters.slippage = {
name: 'Missing Slippage',
type: 'Slippage',
config: {
@@ -332,19 +332,19 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
}
}
}
if (bot.SESSION.parameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
bot.SESSION.parameters.slippage.config.marketOrderRate = 0
if (bot.AI_SESSION.parameters.slippage.config.marketOrderRate === undefined) { // if the marketOrderRate is missing we create a default one.
bot.AI_SESSION.parameters.slippage.config.marketOrderRate = 0
}
if (bot.SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
bot.SESSION.parameters.slippage.config.stopLoss = 0
if (bot.AI_SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
bot.AI_SESSION.parameters.slippage.config.stopLoss = 0
}
if (bot.SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
bot.SESSION.parameters.slippage.config.takeProfit = 0
if (bot.AI_SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
bot.AI_SESSION.parameters.slippage.config.takeProfit = 0
}
/* Fee Structure */
if (bot.SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
bot.SESSION.parameters.feeStructure = {
if (bot.AI_SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
bot.AI_SESSION.parameters.feeStructure = {
name: 'Missing Fee Structure',
type: 'Fee Structure',
config: {
@@ -353,11 +353,11 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
}
}
}
if (bot.SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
bot.SESSION.parameters.feeStructure.config.maker = 0
if (bot.AI_SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
bot.AI_SESSION.parameters.feeStructure.config.maker = 0
}
if (bot.SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
bot.SESSION.parameters.feeStructure.config.taker = 0
if (bot.AI_SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
bot.AI_SESSION.parameters.feeStructure.config.taker = 0
}
return true
@@ -371,7 +371,7 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
if (bot.KEY === undefined || bot.SECRET === undefined) {
let errorMessage = "Key 'codeName' or 'secret' not provided. Plese check that and try again."
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> startLiveTrading -> " + errorMessage); }
bot.sessionError(bot.SESSION, errorMessage)
bot.sessionError(bot.AI_SESSION, errorMessage)
return false
}
return true
@@ -387,20 +387,20 @@ exports.newTrainingSession = function newTrainingSession(bot, parentLogger) {
/* Reduce the balance */
let balancePercentage = 1 // This is the default value
if (bot.SESSION.config.balancePercentage !== undefined) {
balancePercentage = bot.SESSION.config.balancePercentage
if (bot.AI_SESSION.config.balancePercentage !== undefined) {
balancePercentage = bot.AI_SESSION.config.balancePercentage
}
bot.SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
bot.AI_SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.AI_SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
bot.AI_SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.AI_SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
bot.AI_SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.AI_SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
bot.AI_SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.AI_SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
bot.AI_SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.AI_SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
bot.AI_SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.AI_SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
pProcessConfig.normalWaitTime = bot.SESSION.parameters.timeFrame.config.value
pProcessConfig.normalWaitTime = bot.AI_SESSION.parameters.timeFrame.config.value
return true
}
server.js
+2 -2
View File
@@ -30,8 +30,8 @@ global.ROOT_DIR = './';
global.ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
global.ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000
global.ONE_MIN_IN_MILISECONDS = 60 * 1000
global.LOGGER_MAP = new Map()
global.SESSION_MAP = new Map()
global.LOGGER_MAP = new Map() // We will put all the loggers in a map, so that we can eventually finalize them.
global.SESSION_MAP = new Map() // We will put all the sessions in a map, so that we can eventually finalize them.
global.UNIQUE_ID = function () {
return 'xxxxxxxx-xxxx-4xxx-yxxx-xxxxxxxxxxxx'.replace(/[xy]/g, function (c) {