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Ai Bot Node implemented

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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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ReinforcementLearning/TrainingProcess.js
+26 -26
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@@ -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.')
}
}
}