From b98c24411963b8bccd94632a530a8fd8bffa26cf Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Sat, 12 Sep 2020 14:24:53 +0200 Subject: [PATCH] Trading Engines as Include --- .env | 1 + AppSchema.json | 9 +- .../Icons/style-01/bot-data-dependencies.png | Bin 0 -> 16524 bytes .../Images/Icons/style-01/bot-layers.png | Bin 0 -> 20111 bytes .../Images/Icons/style-01/bot-products.png | Bin 0 -> 23771 bytes .../Images/Icons/style-01/bullet-error.png | Bin 0 -> 5247 bytes .../Images/Icons/style-01/bullet-info.png | Bin 0 -> 13749 bytes .../Images/Icons/style-01/bullet-warning.png | Bin 0 -> 14565 bytes .../Icons/style-01/data-dependency-folder.png | Bin 0 -> 9590 bytes .../style-01/data-mine-data-dependencies.png | Bin 0 -> 18881 bytes .../Icons/style-01/data-mine-products.png | Bin 0 -> 29875 bytes .../Icons/style-01/data-product-folder.png | Bin 0 -> 18564 bytes .../Icons/style-01/output-dataset-folder.png | Bin 0 -> 8062 bytes .../style-01/product-definition-folder.png | Bin 18950 -> 18176 bytes .../style-01/trading-engine-reference.png | Bin 24335 -> 23429 bytes .../style-01/trading-system-reference.png | Bin 20723 -> 22392 bytes .../Images/Icons/style-01/tutorial-topic.png | Bin 17835 -> 16993 bytes BackendServers/taskManagerServer.js | 51 +++--- BackendServers/webServer.js | 17 +- .../FunctionLibraries/UiObjectsFromNodes.js | 45 ++++- CanvasApp/FloatingSpace/UiObject.js | 164 +++++++++--------- CanvasApp/Plotting/Plotter.js | 8 +- Data-Mines/Masters-Trading.json | 2 +- .../LowFrequencyTrading/TradingProcess.js | 107 ++++++------ .../LowFrequencyTrading/TradingSimulation.js | 2 +- TaskServer/Session.js | 24 ++- TaskServer/TradingBot.js | 1 + Trading-Engines/Sparta-BBTB-BTC-USDT.json | 1 + Trading-Engines/Sparta-WHB-BTC-USDT.json | 1 + 29 files changed, 249 insertions(+), 184 deletions(-) create mode 100644 BackendServers/WebServer/Images/Icons/style-01/bot-data-dependencies.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/bot-layers.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/bot-products.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/bullet-error.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/bullet-info.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/bullet-warning.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/data-dependency-folder.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/data-mine-data-dependencies.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/data-mine-products.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/data-product-folder.png create mode 100644 BackendServers/WebServer/Images/Icons/style-01/output-dataset-folder.png create mode 100644 Trading-Engines/Sparta-BBTB-BTC-USDT.json create mode 100644 Trading-Engines/Sparta-WHB-BTC-USDT.json diff --git a/.env b/.env index f2e3b609c..c7b0c6d4d 100644 --- a/.env +++ b/.env @@ -16,6 +16,7 @@ PLOTTERS_PATH=./Legacy-Code DATA_MINES_PATH=./Data-Mines TRADING_SYSTEMS_PATH=./Trading-Systems SUPER_SCRIPTS_PATH=./Super-Scripts +TRADING_ENGINES_PATH=./Trading-Engines WRITE_LOGS_TO_FILES=true BOTS_PATH=./Legacy-Code diff --git a/AppSchema.json b/AppSchema.json index 68d269aab..428eeaa64 100644 --- a/AppSchema.json +++ b/AppSchema.json @@ -13959,8 +13959,7 @@ "childType": "Bot Data Dependencies", "autoAdd": false } - ], - "icon": "stellar" + ] }, { "type": "Bot Data Dependencies", @@ -14006,8 +14005,7 @@ "childType": "Data Dependency Folder", "autoAdd": false } - ], - "icon": "stop" + ] }, { "type": "Data Dependency Folder", @@ -14053,7 +14051,6 @@ "childType": "Data Dependency Folder", "autoAdd": false } - ], - "icon": "status" + ] } ] \ No newline at end of file diff --git a/BackendServers/WebServer/Images/Icons/style-01/bot-data-dependencies.png 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//console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Task Terminated. -> Task Name = ' + task.name) //console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Task Terminated. -> Task Id = ' + task.id) - tasks.delete(task.id) + tasksMap.delete(task.id) }) - + /* + We listen to the newly created Task Server events, waiting until it is up and ready to receive all the Task specific + instruction, to know what kind of task to execute. + */ eventsServerClient.listenToEvent('Task Manager - ' + message.event.taskId, 'Nodejs Process Ready for Task', undefined, undefined, undefined, sendStartingEvent) - + /* + Here we do send the rest of the task information we have, which is what defines what the Task Server is actually + going to do. From there on, here at the Task Manager, we have nothing to do until either the Task Server crashes or exit, + or the end users requests to stop it. Note that the due to the size of the instructions can not be sent via + intra-process communications. + */ function sendStartingEvent() { //console.log('[INFO] BackendServers -> Task Manager Server -> runTask -> Emitting Event -> key = ' + 'Task Server - ' + task.id) eventsServerClient.raiseEvent('Task Server - ' + task.id, 'Run Task', message.event) @@ -112,9 +122,7 @@ } function stopTask(message) { - //console.log('[INFO] BackendServers -> Task Manager Server -> stopTask -> Entering function.') - if (message.event === undefined) { console.log('[WARN] BackendServers -> Task Manager Server -> stopTask -> Message Received Without Event -> message = ' + JSON.stringify(message).substring(0, 1000)) return @@ -124,12 +132,15 @@ console.log('[WARN] BackendServers -> Task Manager Server -> stopTask -> Message Received Without taskId -> message = ' + JSON.stringify(message).substring(0, 1000)) return } - //console.log('[INFO] BackendServers -> Task Manager Server -> stopTask -> Task Name = ' + message.event.taskName) //console.log('[INFO] BackendServers -> Task Manager Server -> stopTask -> Task Id = ' + message.event.taskId) - let task = tasks.get(message.event.taskId) + let task = tasksMap.get(message.event.taskId) + /* + The instruction to stop the Task Server process is sent via intra-process messaging. We will remove this task from + our map once we received the onClose event of our forked process. + */ if (task) { task.childProcess.send('Stop this Task'); //console.log('[INFO] BackendServers -> Task Manager Server -> stopTask -> Child Process instructed to finish.') diff --git a/BackendServers/webServer.js b/BackendServers/webServer.js index ea2d893ff..54fd7bce3 100644 --- a/BackendServers/webServer.js +++ b/BackendServers/webServer.js @@ -458,10 +458,11 @@ exports.newWebServer = function newWebServer(EVENTS_SERVER) { { const fs = require('fs') let folder - let includedNames = { + let includedNames = { includedDataMines: [], includedTradingSystems: [], - includedSuperScripts: [] + includedSuperScripts: [], + includedTradingEngines: [] } folder = process.env.DATA_MINES_PATH + '/' @@ -473,7 +474,11 @@ exports.newWebServer = function newWebServer(EVENTS_SERVER) { folder = process.env.SUPER_SCRIPTS_PATH + '/' fs.readdir(folder, (err, files) => { includedNames.includedSuperScripts = files - respondWithContent(JSON.stringify(includedNames), response) + folder = process.env.TRADING_ENGINES_PATH + '/' + fs.readdir(folder, (err, files) => { + includedNames.includedTradingEngines = files + respondWithContent(JSON.stringify(includedNames), response) + }) }) }) }) @@ -617,6 +622,12 @@ exports.newWebServer = function newWebServer(EVENTS_SERVER) { } break + case 'TradingEngines': + { + respondWithFile(process.env.TRADING_ENGINES_PATH + '/' + requestParameters[2], response) + } + break + case 'Storage': { respondWithFile(process.env.STORAGE_PATH + '/' + request.url.substring(9), response) diff --git a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/UiObjectsFromNodes.js b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/UiObjectsFromNodes.js index b30ab2802..029fca001 100644 --- a/CanvasApp/DesignSpace/Workspace/FunctionLibraries/UiObjectsFromNodes.js +++ b/CanvasApp/DesignSpace/Workspace/FunctionLibraries/UiObjectsFromNodes.js @@ -27,18 +27,18 @@ function newUiObjectsFromNodes() { sessionsToRun = [] getIncludedNames() - + function getIncludedNames() { callServer(undefined, 'IncludedNames', onResponse) - + function onResponse(err, data) { if (err.result !== GLOBAL.DEFAULT_OK_RESPONSE.result) { console.log('Failed to Fetch Inclided Names from the Backend') return } - - let includedNames = JSON.parse(data) + + let includedNames = JSON.parse(data) addIncludedNodes(includedNames) } } @@ -48,6 +48,7 @@ function newUiObjectsFromNodes() { let includedDataMines = includedNames.includedDataMines let includedTradingSystems = includedNames.includedTradingSystems let includedSuperScripts = includedNames.includedSuperScripts + let includedTradingEngines = includedNames.includedTradingEngines let totalIncluded = 0 @@ -74,7 +75,7 @@ function newUiObjectsFromNodes() { receivedNode.isIncluded = true node.rootNodes.unshift(receivedNode) totalIncluded++ - if (totalIncluded === includedDataMines.length + includedTradingSystems.length + includedSuperScripts.length) { + if (totalIncluded === includedDataMines.length + includedTradingSystems.length + includedSuperScripts.length + includedTradingEngines.length) { addUserDefinedNodes() } } @@ -85,7 +86,7 @@ function newUiObjectsFromNodes() { blobService.getFileFromHost('TradingSystems' + '/' + name, onFileReceived, true) function onFileReceived(err, text, response) { if (err && err.result !== GLOBAL.DEFAULT_OK_RESPONSE.result) { - console.log('Cannot load included Data Mine ' + name + '. The workspace can not be loaded.') + console.log('Cannot load included Trading System ' + name + '. The workspace can not be loaded.') return } let receivedNode = JSON.parse(text) @@ -103,7 +104,7 @@ function newUiObjectsFromNodes() { receivedNode.isIncluded = true node.rootNodes.unshift(receivedNode) totalIncluded++ - if (totalIncluded === includedDataMines.length + includedTradingSystems.length + includedSuperScripts.length) { + if (totalIncluded === includedDataMines.length + includedTradingSystems.length + includedSuperScripts.length + includedTradingEngines.length) { addUserDefinedNodes() } } @@ -114,7 +115,7 @@ function newUiObjectsFromNodes() { blobService.getFileFromHost('SuperScripts' + '/' + name, onFileReceived, true) function onFileReceived(err, text, response) { if (err && err.result !== GLOBAL.DEFAULT_OK_RESPONSE.result) { - console.log('Cannot load included Data Mine ' + name + '. The workspace can not be loaded.') + console.log('Cannot load included Super Script ' + name + '. The workspace can not be loaded.') return } let receivedNode = JSON.parse(text) @@ -132,7 +133,33 @@ function newUiObjectsFromNodes() { receivedNode.isIncluded = true node.rootNodes.unshift(receivedNode) totalIncluded++ - if (totalIncluded === includedDataMines.length + includedTradingSystems.length + includedSuperScripts.length) { + if (totalIncluded === includedDataMines.length + includedTradingSystems.length + includedSuperScripts.length + includedTradingEngines.length) { + addUserDefinedNodes() + } + } + } + + for (let i = 0; i < includedTradingEngines.length; i++) { + let name = includedTradingEngines[i] + blobService.getFileFromHost('TradingEngines' + '/' + name, onFileReceived, true) + function onFileReceived(err, text, response) { + if (err && err.result !== GLOBAL.DEFAULT_OK_RESPONSE.result) { + console.log('Cannot load included Trading Engine ' + name + '. The workspace can not be loaded.') + return + } + let receivedNode = JSON.parse(text) + for (let i = 0; i < node.rootNodes.length; i++) { + let rootNode = node.rootNodes[i] + if (rootNode.type === 'Trading Engine') { + if (rootNode.name === name) { + rootNodes.splice(i, 1) + } + } + } + receivedNode.isIncluded = true + node.rootNodes.unshift(receivedNode) + totalIncluded++ + if (totalIncluded === includedDataMines.length + includedTradingSystems.length + includedSuperScripts.length + includedTradingEngines.length) { addUserDefinedNodes() } } diff --git a/CanvasApp/FloatingSpace/UiObject.js b/CanvasApp/FloatingSpace/UiObject.js index d0e86f13c..5595b7891 100644 --- a/CanvasApp/FloatingSpace/UiObject.js +++ b/CanvasApp/FloatingSpace/UiObject.js @@ -973,48 +973,96 @@ function newUiObject() { setupErrorEventListener(callBackFunction) setupWarningEventListener() setupInfoEventListener() - } - function setupRunningEventListener(callBackFunction) { - /* We will wait to hear the Running event in order to confirm the execution was really started */ - let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id - eventsServerClient.listenToEvent(key, 'Running', undefined, 'UiObject', onResponse, onRunning) - - onRunningCallBackFunction = callBackFunction - - function onResponse(message) { - eventSubscriptionIdOnRunning = message.eventSubscriptionId + function setupRunningEventListener(callBackFunction) { + /* We will wait to hear the Running event in order to confirm the execution was really started */ + let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id + eventsServerClient.listenToEvent(key, 'Running', undefined, 'UiObject', onResponse, onRunning) + + onRunningCallBackFunction = callBackFunction + + function onResponse(message) { + eventSubscriptionIdOnRunning = message.eventSubscriptionId + } + + function onRunning() { + if (thisObject.payload === undefined) { return } + + let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id + eventsServerClient.stopListening(key, eventSubscriptionIdOnRunning, 'UiObject') + + thisObject.isRunning = true + + if (callBackFunction !== undefined) { + callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE) + onRunningCallBackFunctionWasCalled = true + } + } + + /* + While it is running, it can happen that it naturally stops or is stopped not from the UI but from other means. + In those cases, the stop function would never be called (from the UI). So what we will do is to call it from + here with and event, and passing our own callBackFunction. In case there is an external source stopping this, + this will produce an execution of the callback with our event, which will produce that the menu item is restored + to its default stage. + + If on the other side, it is executed from the UI, then we will be processing the Stopped event twice, which in + both cases will reset the menu item to its default state. + */ + + let event = { + type: 'Secondary Action Already Executed' + } + stop(callBackFunction, event) } - function onRunning() { - if (thisObject.payload === undefined) { return } - + function setupErrorEventListener(callBackFunction) { let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id - eventsServerClient.stopListening(key, eventSubscriptionIdOnRunning, 'UiObject') - - thisObject.isRunning = true - - if (callBackFunction !== undefined) { - callBackFunction(GLOBAL.DEFAULT_OK_RESPONSE) - onRunningCallBackFunctionWasCalled = true + eventsServerClient.listenToEvent(key, 'Error', undefined, key, onResponse, onError) + + function onResponse(message) { + eventSubscriptionIdOnError = message.eventSubscriptionId + } + + function onError(message) { + + let uiObject = getTargetUiObject(message) + uiObject.setErrorMessage(message.event.errorMessage, 10) + + let event = { + type: 'Secondary Action Already Executed' + } + completeStop(callBackFunction, event) } } - - /* - While it is running, it can happen that it naturally stops or is stopped not from the UI but from other means. - In those cases, the stop function would never be called (from the UI). So what we will do is to call it from - here with and event, and passing our own callBackFunction. In case there is an external source stopping this, - this will produce an execution of the callback with our event, which will produce that the menu item is restored - to its default stage. - If on the other side, it is executed from the UI, then we will be processing the Stopped event twice, which in - both cases will reset the menu item to its default state. - */ - - let event = { - type: 'Secondary Action Already Executed' + function setupWarningEventListener() { + let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id + eventsServerClient.listenToEvent(key, 'Warning', undefined, key, onResponse, onWarning) + + function onResponse(message) { + eventSubscriptionIdOnWarning = message.eventSubscriptionId + } + + function onWarning(message) { + let uiObject = getTargetUiObject(message) + uiObject.setWarningMessage(message.event.warningMessage, 10) + } + } + + function setupInfoEventListener() { + let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id + eventsServerClient.listenToEvent(key, 'Info', undefined, key, onResponse, onInfo) + + function onResponse(message) { + eventSubscriptionIdOnInfo = message.eventSubscriptionId + } + + function onInfo(message) { + let uiObject = getTargetUiObject(message) + uiObject.setInfoMessage(message.event.infoMessage, 10) + } } - stop(callBackFunction, event) } function getTargetUiObject(message) { @@ -1032,54 +1080,6 @@ function newUiObject() { return uiObject } - function setupErrorEventListener(callBackFunction) { - let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id - eventsServerClient.listenToEvent(key, 'Error', undefined, key, onResponse, onError) - - function onResponse(message) { - eventSubscriptionIdOnError = message.eventSubscriptionId - } - - function onError(message) { - - let uiObject = getTargetUiObject(message) - uiObject.setErrorMessage(message.event.errorMessage, 10) - - let event = { - type: 'Secondary Action Already Executed' - } - completeStop(callBackFunction, event) - } - } - - function setupWarningEventListener() { - let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id - eventsServerClient.listenToEvent(key, 'Warning', undefined, key, onResponse, onWarning) - - function onResponse(message) { - eventSubscriptionIdOnWarning = message.eventSubscriptionId - } - - function onWarning(message) { - let uiObject = getTargetUiObject(message) - uiObject.setWarningMessage(message.event.warningMessage, 10) - } - } - - function setupInfoEventListener() { - let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id - eventsServerClient.listenToEvent(key, 'Info', undefined, key, onResponse, onInfo) - - function onResponse(message) { - eventSubscriptionIdOnInfo = message.eventSubscriptionId - } - - function onInfo(message) { - let uiObject = getTargetUiObject(message) - uiObject.setInfoMessage(message.event.infoMessage, 10) - } - } - function stop(callBackFunction, event) { /* We will wait to the event that the execution was terminated in order to call back the menu item */ let key = thisObject.payload.node.name + '-' + thisObject.payload.node.type + '-' + thisObject.payload.node.id diff --git a/CanvasApp/Plotting/Plotter.js b/CanvasApp/Plotting/Plotter.js index f2fdccf6c..96cb8c927 100644 --- a/CanvasApp/Plotting/Plotter.js +++ b/CanvasApp/Plotting/Plotter.js @@ -822,8 +822,12 @@ function newPlotter() { imagePosition.x = dataPoint.x imagePosition.y = dataPoint.y let imageToDraw = canvas.designSpace.iconCollection.get(imageName) - if (imageToDraw.canDrawIcon === true) { - browserCanvasContext.drawImage(imageToDraw, imagePosition.x - imageSize / 2 + offsetX, imagePosition.y - imageSize / 2 - offsetY, imageSize, imageSize) + if (imageToDraw !== undefined) { + if (imageToDraw.canDrawIcon === true) { + browserCanvasContext.drawImage(imageToDraw, imagePosition.x - imageSize / 2 + offsetX, imagePosition.y - imageSize / 2 - offsetY, imageSize, imageSize) + } + } else { + console.log('Can not plot image named '+ imageName + ' of product ' + productDefinition.name + ' because it does not exist.') } } diff --git a/Data-Mines/Masters-Trading.json b/Data-Mines/Masters-Trading.json index fbb37cc81..6c57c96e2 100644 --- a/Data-Mines/Masters-Trading.json +++ b/Data-Mines/Masters-Trading.json @@ -1 +1 @@ -{"type":"Data Mine","name":"Masters-Trading","config":"{ \n\"codeName\": \"Masters-Trading\"\n}","sensorBots":[],"indicatorBots":[],"tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","processes":[{"type":"Process Definition","name":"Trading","config":"{\n \"codeName\": \"Trading\",\n \"sessionRunWaitTime\": 5000,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Low-Frequency-Trading-Process\"\n }\n }","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","id":"a1ba5aea-27cf-4789-858f-bcae5e844d68","savedPayload":{"position":{"x":18695.98620237498,"y":18096.904605501608},"targetPosition":{"x":18302.944150761276,"y":17399.99377423144},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"3ed03a02-381d-43fe-9faa-761728c53bd8"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode 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Dataset","name":"Multi-Period-Daily Episode Statistics","id":"d18cec41-5512-44d3-8005-5b9a7fd80461","savedPayload":{"position":{"x":18248.553833321002,"y":18249.937044603947},"targetPosition":{"x":18302.944150761276,"y":17399.99377423144},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Candle","id":"3df1601e-ef97-4103-b90e-364c1b6527f6","savedPayload":{"position":{"x":18112.439448601337,"y":18182.963523815775},"targetPosition":{"x":18302.944150761276,"y":17399.99377423144},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Candle","id":"7745d3f8-0a55-4d1a-9778-1360c5a5fad6","savedPayload":{"position":{"x":17974.850677897197,"y":18125.029991449926},"targetPosition":{"x":18302.944150761276,"y":17399.99377423144},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode 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Asset","id":"83cfb5a0-121f-43d2-9998-6ea75ef699dc","savedPayload":{"position":{"x":17504.851870047158,"y":17426.647378846366},"targetPosition":{"x":18302.944150761276,"y":17399.99377423144},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"c6f34adc-2863-4ce6-8379-9b3cc1b37b73"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Quoted Asset","id":"dff86057-75bf-42e2-8a9b-f833ef75f724","savedPayload":{"position":{"x":17518.951140709447,"y":17288.799383664486},"targetPosition":{"x":18302.944150761276,"y":17399.99377423144},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset 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\ No newline at end of file diff --git a/TaskServer/LowFrequencyTrading/TradingProcess.js b/TaskServer/LowFrequencyTrading/TradingProcess.js index 0a4c584ec..5960be476 100644 --- a/TaskServer/LowFrequencyTrading/TradingProcess.js +++ b/TaskServer/LowFrequencyTrading/TradingProcess.js @@ -124,7 +124,7 @@ This is the Data Structure used at the Simulation with all indicator data. We start creating it right here. */ - let chart = {} + let chart = {} /* Here we check if we need to get Daily Files or not. As an optimization, when we are running on a Time Frame of 1hs or above, we are not going to load @@ -146,8 +146,8 @@ } else { /* We are processing Daily Files */ do { - if (checkStopTaskGracefully() === false) {break} - if (checkStopProcessing() === false) {break} + if (checkStopTaskGracefully() === false) { break } + if (checkStopProcessing() === false) { break } /* We update the Trading Process Date with the date calculated at the simulation. @@ -170,15 +170,15 @@ /* If for any reason the session was stopped, we will break this loop and exit the process. */ - if (bot.STOP_SESSION === true) {break} + if (bot.STOP_SESSION === true) { break } /* When we get to the end of the market, we need to break this process loop in order to let time pass, new information be collected from the exchange, new data built into indicators, and eventually a new execution of this process. */ - if (checkStopHeadOfTheMarket() === false) {break} - } - while (true) + if (checkStopHeadOfTheMarket() === false) { break } + } + while (true) } checkIfSessionMustStop() @@ -289,7 +289,7 @@ for (let dependencyIndex = 0; dependencyIndex < dataDependenciesModule.nodeArray.length; dependencyIndex++) { let dependency = dataDependenciesModule.nodeArray[dependencyIndex]; let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex]; - + if (datasetModule.node.config.codeName !== "Single-File") { continue } @@ -302,10 +302,10 @@ let filePath = datasetModule.node.parentNode.config.codeName + '/' + datasetModule.node.config.codeName; /* We cut the async calls via callBacks at this point, so as to have a clearer code upstream */ - let response = await asyncGetDatasetFile(datasetModule, filePath, fileName) + let response = await asyncGetDatasetFile(datasetModule, filePath, fileName) if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) { - throw(response.err) + throw (response.err) } let dataFile = JSON.parse(response.text); @@ -351,12 +351,12 @@ let filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel; /* We cut the async calls via callBacks at this point, so as to have a clearer code upstream */ - let response = await asyncGetDatasetFile(datasetModule, filePath, fileName) + let response = await asyncGetDatasetFile(datasetModule, filePath, fileName) if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) { - throw(response.err) + throw (response.err) } - + let dataFile = JSON.parse(response.text); let trimmedDataFile = trimDataFile(dataFile, datasetModule.node.parentNode.record) dataFiles.set(dependency.id, trimmedDataFile); @@ -402,7 +402,7 @@ /* Telling the world we are alive and doing well and which date we are processing right now. */ let processingDateString = tradingProcessDate.getUTCFullYear() + '-' + utilities.pad(tradingProcessDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(tradingProcessDate.getUTCDate(), 2); bot.processHeartBeat(processingDateString) - + /* We will iterate through all posible timeFrames. */ @@ -456,10 +456,10 @@ let fileName = "Data.json"; /* We cut the async calls via callBacks at this point, so as to have a clearer code upstream */ - let response = await asyncGetDatasetFile(datasetModule, filePath, fileName) - + let response = await asyncGetDatasetFile(datasetModule, filePath, fileName) + if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) { - throw(response.err) + throw (response.err) } let dataFile = JSON.parse(response.text); @@ -471,7 +471,7 @@ } } - function checkStopHeadOfTheMarket() { + function checkStopHeadOfTheMarket() { /* We need to check if we have reached the head of the market in order to know when to break the Daily Files Process loop and give time for a new candles / @@ -556,13 +556,13 @@ currentTimeFrame, currentTimeFrameLabel, tradingProcessDate - ) + ) /* From here on, all other loops executions wont be the first execution and also we will consider that it is not resuming a previous execution as well. */ - bot.FIRST_EXECUTION = false + bot.FIRST_EXECUTION = false bot.RESUME = false } @@ -571,7 +571,7 @@ await writeTimeFramesFiles(currentTimeFrame, currentTimeFrameLabel) await writeDataRanges() - + if (currentTimeFrame > global.dailyFilePeriods[0][0]) { await writeMarketStatusReport(currentTimeFrameLabel) } else { @@ -580,30 +580,30 @@ async function writeDataRanges() { for ( - let outputDatasetIndex = 0; - outputDatasetIndex < outputDatasets.length; - outputDatasetIndex++ - ) { + let outputDatasetIndex = 0; + outputDatasetIndex < outputDatasets.length; + outputDatasetIndex++ + ) { let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName; await writeDataRange(productCodeName); } - + async function writeDataRange(productCodeName) { let dataRange = { begin: contextVariables.dateBeginOfMarket.valueOf(), end: tradingProcessDate.valueOf() + global.ONE_DAY_IN_MILISECONDS } - + let fileContent = JSON.stringify(dataRange); let fileName = '/Data.Range.json'; let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName; - + let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n') - + if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) { - throw(response.err) + throw (response.err) } - + /* Raise the event that the Data Range was Updated. */ @@ -611,59 +611,59 @@ let event = { dateRange: dataRange } - + global.EVENT_SERVER_CLIENT.raiseEvent(key, 'Data Range Updated', event) } } - + async function writeTimeFramesFiles(currentTimeFrame, currentTimeFrameLabel) { - + for ( - let outputDatasetIndex = 0; - outputDatasetIndex < outputDatasets.length; - outputDatasetIndex++ - ) { + let outputDatasetIndex = 0; + outputDatasetIndex < outputDatasets.length; + outputDatasetIndex++ + ) { let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName; - await writeTimeFramesFile( currentTimeFrameLabel, productCodeName, 'Multi-Period-Daily') - await writeTimeFramesFile( currentTimeFrameLabel, productCodeName, 'Multi-Period-Market') - + await writeTimeFramesFile(currentTimeFrameLabel, productCodeName, 'Multi-Period-Daily') + await writeTimeFramesFile(currentTimeFrameLabel, productCodeName, 'Multi-Period-Market') + async function writeTimeFramesFile(currentTimeFrameLabel, productCodeName, processType) { - + let timeFramesArray = [] timeFramesArray.push(currentTimeFrameLabel) - + let fileContent = JSON.stringify(timeFramesArray) let fileName = '/Time.Frames.json'; - + let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + processType + fileName; - + let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n') if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) { - throw(response.err) + throw (response.err) } } } } - async function writeDailyStatusReport( currentTimeFrameLabel) { + async function writeDailyStatusReport(currentTimeFrameLabel) { let reportKey = bot.dataMine + "-" + bot.codeName + "-" + bot.processNode.referenceParent.config.codeName let thisReport = statusDependencies.statusReports.get(reportKey) - + thisReport.file.lastExecution = bot.currentDaytime thisReport.file.lastFile = tradingProcessDate thisReport.file.simulationState = bot.simulationState thisReport.file.timeFrames = currentTimeFrameLabel await thisReport.asyncSave() } - + async function writeMarketStatusReport(currentTimeFrameLabel) { let reportKey = bot.dataMine + "-" + bot.codeName + "-" + bot.processNode.referenceParent.config.codeName let thisReport = statusDependencies.statusReports.get(reportKey); - + thisReport.file.lastExecution = bot.processDatetime thisReport.file.simulationState = bot.simulationState thisReport.file.timeFrames = currentTimeFrameLabel - + logger.newInternalLoop(bot.codeName, bot.process, tradingProcessDate) await thisReport.asyncSave() } @@ -675,6 +675,7 @@ /* 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.') } } @@ -714,14 +715,14 @@ datasetModule.getTextFile(filePath, fileName, onFileReceived); function onFileReceived(err, text) { - + let response = { err: err, text: text } resolve(response) } - }); + }); return promise } diff --git a/TaskServer/LowFrequencyTrading/TradingSimulation.js b/TaskServer/LowFrequencyTrading/TradingSimulation.js index 7b74f53a8..a1af9db6e 100644 --- a/TaskServer/LowFrequencyTrading/TradingSimulation.js +++ b/TaskServer/LowFrequencyTrading/TradingSimulation.js @@ -229,7 +229,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin function checkIfWeNeedToStopAfterBothCycles() { if (checkNextCandle() === false) { - updateEpisode('All Available Candles Processed') + updateEpisode('All Candles Processed') breakLoop = true return } diff --git a/TaskServer/Session.js b/TaskServer/Session.js index 3d823a2ca..64b4e0c30 100644 --- a/TaskServer/Session.js +++ b/TaskServer/Session.js @@ -54,7 +54,11 @@ function onSessionRan(message) { try { - if (bot.SESSION_STATUS === 'Idle' || bot.SESSION_STATUS === 'Running') { return } // This happens when the UI is reloaded, the session was running and tries to run it again. + /* 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') { + parentLogger.write(MODULE_NAME, "[WARN] onSessionRan -> Event receive to run the Session while it was already running. ") + return + } /* We are going to run the Definition comming at the event. */ bot.TRADING_SYSTEM = JSON.parse(message.event.tradingSystem) @@ -96,6 +100,7 @@ bot.STOP_SESSION = false } else { bot.STOP_SESSION = true + if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] onSessionRan -> Stopping the Session now. ') } } socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is starting.") @@ -109,10 +114,11 @@ } function stopSession(commandOrigin) { - + socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.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) } @@ -128,7 +134,7 @@ if (config.folderName === undefined) { bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.SESSION.id } else { - bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName + bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName } } } @@ -159,14 +165,14 @@ } 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 (isNaN(new Date(bot.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) return false } } - if(isNaN(new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) { + if (isNaN(new Date(bot.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) @@ -205,14 +211,14 @@ /* Initial Datetime */ if (bot.SESSION.type === 'Backtesting Session') { - if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined ) { + if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) { bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault } else { bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.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 ) { + if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined || bot.SESSION.parameters.timeRange.config.allowStartingFromThePast !== true) { bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault } else { bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf() @@ -393,6 +399,7 @@ if (global.STOP_TASK_GRACEFULLY === true) { bot.STOP_SESSION = true + if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionHeartBeat -> Stopping the Session now. ') } } } @@ -414,6 +421,7 @@ if (global.STOP_TASK_GRACEFULLY === true) { bot.STOP_SESSION = true + if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionError -> Stopping the Session now. ') } } } @@ -435,6 +443,7 @@ if (global.STOP_TASK_GRACEFULLY === true) { bot.STOP_SESSION = true + if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionWarning -> Stopping the Session now. ') } } } @@ -456,6 +465,7 @@ if (global.STOP_TASK_GRACEFULLY === true) { bot.STOP_SESSION = true + if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] sessionInfo -> Stopping the Session now. ') } } } diff --git a/TaskServer/TradingBot.js b/TaskServer/TradingBot.js index 4f1e65487..e8c03c194 100644 --- a/TaskServer/TradingBot.js +++ b/TaskServer/TradingBot.js @@ -44,6 +44,7 @@ /* Some initial values*/ let fixedTimeLoopIntervalHandle; bot.STOP_SESSION = true; + if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, '[IMPORTANT] run -> Stopping the Session now. 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