Reading Channels and SubChannels files
This commit is contained in:
Luis Fernando Molina committed
1 parent
738f2bb493
commit
ba05498937
1 file changed
+184
-3
@@ -9,6 +9,8 @@
|
||||
|
||||
const PERCENTAGE_BANDWIDTH_FOLDER_NAME = "Percentage-Bandwidth";
|
||||
const BOLLINGER_BANDS_FOLDER_NAME = "Bollinger-Bands";
|
||||
const BOLLINGER_CHANNELS_FOLDER_NAME = "Bollinger-Channels";
|
||||
const BOLLINGER_SUB_CHANNELS_FOLDER_NAME = "Bollinger-Sub-Channels";
|
||||
const CANDLES_FOLDER_NAME = "Candles";
|
||||
const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
|
||||
|
||||
@@ -119,7 +121,9 @@
|
||||
|
||||
let percentgeBandwidthMap = new Map();
|
||||
let bollingerBandsMap = new Map();
|
||||
|
||||
let bollingerChannelsArray = [];
|
||||
let bollingerSubChannelsArray = [];
|
||||
|
||||
let candles = [];
|
||||
let recordsArray = [];
|
||||
|
||||
@@ -265,7 +269,7 @@
|
||||
|
||||
}
|
||||
|
||||
nextCandlesFile();
|
||||
nextBollingerChannels();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
@@ -274,6 +278,163 @@
|
||||
}
|
||||
}
|
||||
|
||||
function nextBollingerChannels() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> Entering function."); }
|
||||
|
||||
let fileName = market.assetA + '_' + market.assetB + ".json";
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + "AAChris" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + BOLLINGER_CHANNELS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
|
||||
|
||||
chrisStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> text = " + text); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
marketFile = JSON.parse(text);
|
||||
|
||||
buildBollingerChannelsArray();
|
||||
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerChannels -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildBollingerChannelsArray() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildBollingerChannelsArray -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let bollingerChannel = {
|
||||
begin: marketFile[i][0],
|
||||
end: marketFile[i][1],
|
||||
direction: marketFile[i][2],
|
||||
period: marketFile[i][3],
|
||||
firstMovingAverage: marketFile[i][4],
|
||||
lastMovingAverage: marketFile[i][5],
|
||||
firstDeviation: marketFile[i][6],
|
||||
lastDeviation: marketFile[i][7]
|
||||
};
|
||||
|
||||
bollingerChannelsArray.push(bollingerChannel);
|
||||
|
||||
}
|
||||
|
||||
nextBollingerSubChannels();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildBollingerChannelsArray -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function nextBollingerSubChannels() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> Entering function."); }
|
||||
|
||||
let fileName = market.assetA + '_' + market.assetB + ".json";
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + "AAChris" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + BOLLINGER_SUB_CHANNELS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
|
||||
|
||||
chrisStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> text = " + text); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
marketFile = JSON.parse(text);
|
||||
|
||||
buildBollingerChannelsArray();
|
||||
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> nextBollingerSubChannels -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function buildBollingerSubChannelsArray() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> buildBollingerSubChannelsArray -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let bollingerSubChannel = {
|
||||
begin: marketFile[i][0],
|
||||
end: marketFile[i][1],
|
||||
direction: marketFile[i][2],
|
||||
slope: marketFile[i][3],
|
||||
period: marketFile[i][4],
|
||||
firstMovingAverage: marketFile[i][5],
|
||||
lastMovingAverage: marketFile[i][6],
|
||||
firstDeviation: marketFile[i][7],
|
||||
lastDeviation: marketFile[i][8]
|
||||
};
|
||||
|
||||
bollingerSubChannelsArray.push(bollingerSubChannel);
|
||||
|
||||
}
|
||||
|
||||
nextCandlesFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> buildBollingerSubChannelsArray -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function nextCandlesFile() {
|
||||
|
||||
try {
|
||||
@@ -355,7 +516,15 @@
|
||||
|
||||
}
|
||||
|
||||
runSimulation(candles, bollingerBandsMap, percentgeBandwidthMap, recordsArray, outputPeriod, writeRecordsFile)
|
||||
runSimulation(
|
||||
candles,
|
||||
bollingerBandsMap,
|
||||
percentgeBandwidthMap,
|
||||
bollingerChannelsArray,
|
||||
bollingerSubChannelsArray,
|
||||
recordsArray,
|
||||
outputPeriod,
|
||||
writeRecordsFile)
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
@@ -966,6 +1135,18 @@
|
||||
}
|
||||
|
||||
callback();
|
||||
|
||||
function getElement(pArray, begin, end) {
|
||||
|
||||
for (let i = 0; i < pArray.length; i++) {
|
||||
|
||||
let element = pArray[i];
|
||||
|
||||
if (begin >= element.begin && end <= element.end) {
|
||||
return element
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> runSimulation -> err = " + err.message);
|
||||
|
||||
Reference in new issue
Block a user