fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

global.processDatetime

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2018-03-08 17:15:29 +01:00
1 parent 1d00aaf6d2
commit bbcc247255
7 files changed
+123 -50
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

.vs/AACloudPlatform/v15/.suo
BIN
View File
Binary file not shown.
Assistant.js
+2 -4
View File
@@ -26,7 +26,6 @@
let openPositions = []; // These are the open positions the bot knows it made by itself.
let botContext;
let processDatetime;
let exchangeAPI;
return thisObject;
@@ -40,7 +39,6 @@
/* Store local values. */
botContext = pBotContext;
processDatetime = pProcessDatetime;
exchangeAPI = pExchangeAPI;
getPositionsAtExchange(onDone);
@@ -439,7 +437,7 @@
rate: pRate,
amountA: pAmountA,
amountB: pAmountB,
date: (processDatetime.valueOf()),
date: (global.processDatetime.valueOf()),
status: "open",
trades: []
};
@@ -501,7 +499,7 @@
rate: pNewRate,
amountA: pPosition.amountB * pNewRate,
amountB: pPosition.amountB,
date: (processDatetime.valueOf()),
date: (global.processDatetime.valueOf()),
status: "open",
trades: []
};
Azure File Storage.js
+2
View File
@@ -45,6 +45,8 @@ exports.newAzureFileStorage = function newAzureFileStorage(BOT) {
dataOwner = pDataOwnerBotCodeName;
}
logger.fileName = MODULE_NAME + '.' + dataOwner;
readConnectionStringConfigFile(onConnectionStringReady);
function onConnectionStringReady(err, pConnObj) {
Context.js
+4 -7
View File
@@ -64,11 +64,9 @@
let cloudStorage = FILE_STORAGE.newAzureFileStorage(bot);
let processDatetime;
return thisObject;
function initialize(pProcessDatetime, callBackFunction) {
function initialize(callBackFunction) {
try {
@@ -90,8 +88,7 @@
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
thisObject.newHistoryRecord.date = pProcessDatetime;
processDatetime = pProcessDatetime;
thisObject.newHistoryRecord.date = global.processDatetime;
getStatusReport(onDone);
@@ -372,7 +369,7 @@
try {
let fileName = "Execution.Context.json"
let dateForPath = processDatetime.getUTCFullYear() + '/' + utilities.pad(processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(processDatetime.getUTCDate(), 2) + '/' + utilities.pad(processDatetime.getUTCHours(), 2) + '/' + utilities.pad(processDatetime.getUTCMinutes(), 2);
let dateForPath = global.processDatetime.getUTCFullYear() + '/' + utilities.pad(global.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(global.processDatetime.getUTCDate(), 2) + '/' + utilities.pad(global.processDatetime.getUTCHours(), 2) + '/' + utilities.pad(global.processDatetime.getUTCMinutes(), 2);
let filePath = bot.devTeam + "/" + bot.codeName + "/" + bot.version + "/" + bot.dataSetVersion + "/Output/" + bot.process + "/" + global.EXCHANGE_NAME + "/" + dateForPath;
utilities.createFolderIfNeeded(filePath, cloudStorage, onFolderCreated);
@@ -507,7 +504,7 @@
return;
}
thisObject.statusReport.lastExecution = processDatetime;
thisObject.statusReport.lastExecution = global.processDatetime;
let fileContent = JSON.stringify(thisObject.statusReport);
Datasource.js
+95 -25
View File
@@ -140,7 +140,9 @@
function getMarketFiles() {
try {
/* Now we will get the market files */
let filesOk = 0;
let filesNotOk = 0;
for (i = 0; i < marketFilesPeriods.length; i++) {
@@ -149,14 +151,27 @@
getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Market/@Period", periodName, undefined, onFileReceived, callBack);
function onFileReceived(file) {
function onFileReceived(err, file) {
thisObject.candlesFiles.set(periodName, file);
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
filesOk++;
thisObject.candlesFiles.set(periodName, file);
} else {
filesNotOk++;
}
if (thisObject.candlesFiles.size === marketFilesPeriods.length) {
if (filesOk + filesNotOk === marketFilesPeriods.length) {
getDailyFiles();
if (filesOk === marketFilesPeriods.length) {
getDailyFiles();
} else {
logger.write("[ERROR] getCandles -> getMarketFiles -> onFileReceived -> Some files are missing -> filesNotOk = " + filesNotOk);
logger.write("[ERROR] getCandles -> getMarketFiles -> onFileReceived -> Will abort the process and request a retry.");
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
}
}
}
@@ -169,21 +184,38 @@
function getDailyFiles() {
try {
let filesOk = 0;
let filesNotOk = 0;
for (i = 0; i < dailyFilePeriods.length; i++) {
let periodTime = dailyFilePeriods[i][0];
let periodName = dailyFilePeriods[i][1];
getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived, callBack);
getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, global.processDatetime, onFileReceived, callBack);
function onFileReceived(file) {
function onFileReceived(err, file) {
thisObject.candlesFiles.set(periodName, file);
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
filesOk++;
thisObject.candlesFiles.set(periodName, file);
} else {
filesNotOk++;
}
if (thisObject.candlesFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
if (filesOk + filesNotOk === dailyFilePeriods.length) {
getCandlesWeAreIn();
if (filesOk === dailyFilePeriods.length) {
getCandlesWeAreIn();
} else {
logger.write("[ERROR] getCandles -> getDailyFiles -> onFileReceived -> Some files are missing -> filesNotOk = " + filesNotOk);
logger.write("[ERROR] getCandles -> getDailyFiles -> onFileReceived -> Will abort the process and request a retry.");
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
}
}
}
@@ -233,7 +265,7 @@
let timePeriod = candle.end - candle.begin + 1; // In miliseconds. (remember each candle spans a period minus one milisecond)
if (candle.begin >= processDatetime.valueOf() - timePeriod * 10 && candle.end <= processDatetime.valueOf()) {
if (candle.begin >= global.processDatetime.valueOf() - timePeriod * 10 && candle.end <= global.processDatetime.valueOf()) {
candlesArray.push(candle);
@@ -277,7 +309,9 @@
function getMarketFiles() {
try {
/* Now we will get the market files */
let filesOk = 0;
let filesNotOk = 0;
for (i = 0; i < marketFilesPeriods.length; i++) {
@@ -286,14 +320,27 @@
getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period", periodName, undefined, onFileReceived, callBack);
function onFileReceived(file) {
function onFileReceived(err, file) {
thisObject.stairsFiles.set(periodName, file);
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
filesOk++;
thisObject.stairsFiles.set(periodName, file);
} else {
filesNotOk++;
}
if (thisObject.stairsFiles.size === marketFilesPeriods.length) {
if (filesOk + filesNotOk === marketFilesPeriods.length) {
getDailyFiles();
if (filesOk === marketFilesPeriods.length) {
getDailyFiles();
} else {
logger.write("[ERROR] getPatterns -> getMarketFiles -> onFileReceived -> Some files are missing -> filesNotOk = " + filesNotOk);
logger.write("[ERROR] getPatterns -> getMarketFiles -> onFileReceived -> Will abort the process and request a retry.");
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
}
}
}
@@ -306,21 +353,38 @@
function getDailyFiles() {
try {
let filesOk = 0;
let filesNotOk = 0;
for (i = 0; i < dailyFilePeriods.length; i++) {
let periodTime = dailyFilePeriods[i][0];
let periodName = dailyFilePeriods[i][1];
getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived, callBack);
getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, global.processDatetime, onFileReceived, callBack);
function onFileReceived(file) {
function onFileReceived(err, file) {
thisObject.stairsFiles.set(periodName, file);
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
filesOk++;
thisObject.stairsFiles.set(periodName, file);
} else {
filesNotOk++;
}
if (thisObject.stairsFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
if (filesOk + filesNotOk === dailyFilePeriods.length) {
getStairsWeAreIn();
if (filesOk === dailyFilePeriods.length) {
getStairsWeAreIn();
} else {
logger.write("[ERROR] getPatterns -> getDailyFiles -> onFileReceived -> Some files are missing -> filesNotOk = " + filesNotOk);
logger.write("[ERROR] getPatterns -> getDailyFiles -> onFileReceived -> Will abort the process and request a retry.");
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
}
}
}
@@ -374,7 +438,7 @@
stairs.lastMin = pStairsFile[i][10];
stairs.lastMax = pStairsFile[i][11];
if (processDatetime.valueOf() >= stairs.begin && processDatetime.valueOf() <= stairs.end) {
if (global.processDatetime.valueOf() >= stairs.begin && global.processDatetime.valueOf() <= stairs.end) {
thisObject.stairsMap.set(pPeriodName, stairs);
@@ -424,24 +488,30 @@
}
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> final pFilePath = " + pFilePath); }
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> final pFileName = " + pFileName); }
pFileStorage.getTextFile(pFilePath, pFileName, onFileReceived);
function onFileReceived(err, text) {
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> onFileReceived -> pFilePath = " + pFilePath); }
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> onFileReceived -> pFileName = " + pFileName); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write("[ERROR] initialize -> getFile -> onFileReceived -> err = " + err.message);
outerCallBack(err);
innerCallBack(err);
return;
}
try {
let data = JSON.parse(text);
innerCallBack(data);
innerCallBack(global.DEFAULT_OK_RESPONSE, data);
} catch (err) {
logger.write("[ERROR] initialize -> getFile -> onFileReceived -> Parsing JSON -> err = " + err.message);
outerCallBack(err);
innerCallBack(err);
return;
}
}
Run.js
+1 -1
View File
@@ -3,7 +3,7 @@ const FULL_LOG = true;
/* The following global variable tells the system if it is running on test mode or production. */
global.RUNNING_MODE = 'Testnet'; // or 'Production'
global.RUNNING_MODE = 'Production'; // 'Testnet' or 'Production'
/* First thing to do is to read the config and guess which bot we will be running. */
Trading Bot Main Loop.js
+19 -13
View File
@@ -3,7 +3,7 @@
let bot = BOT;
const ROOT_DIR = './';
const MODULE_NAME = "Trading Bot";
const MODULE_NAME = "Trading Bot Main Loop";
const FULL_LOG = true;
let USER_BOT_MODULE;
@@ -63,8 +63,8 @@
/* We define the datetime for the process that we are running now. This will be the official processing time for both the infraestructure and the bot. */
let processDatetime = new Date(); // This will be considered the process date and time, so as to have it consistenly all over the execution.
processDatetime = new Date(processDatetime.valueOf() - 30 * 24 * 60 * 60 * 1000); // we go 30 days back in time since candles are currently not up to date.
global.processDatetime = new Date(); // This will be considered the process date and time, so as to have it consistenly all over the execution.
global.processDatetime = new Date(global.processDatetime.valueOf() - 30 * 24 * 60 * 60 * 1000); // we go 30 days back in time since candles are currently not up to date.
/* We will prepare first the infraestructure needed for the bot to run. There are 3 modules we need to sucessfullly initialize first. */
@@ -83,7 +83,7 @@
if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> initializeContext -> Entering function."); }
context = CONTEXT.newContext(bot, DEBUG_MODULE, AZURE_FILE_STORAGE);
context.initialize(processDatetime, onInizialized);
context.initialize(onInizialized);
function onInizialized(err) {
@@ -91,7 +91,13 @@
initializeDatasource();
} else {
logger.write("[ERROR] run -> loop -> initializeContext -> err = " + err.message);
callBackFunction(err);
if (err.result === global.DEFAULT_RETRY_RESPONSE.result) {
nextWaitTime = 'Retry';
loopControl(nextWaitTime);
}
else {
callBackFunction(err);
}
}
}
}
@@ -104,11 +110,12 @@
datasource.initialize(onInizialized);
function onInizialized(err) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
initializeExchangeAPI();
} else {
logger.write("[ERROR] run -> loop -> initializeDatasource -> err = " + err.message);
logger.write("[ERROR] run -> loop -> initializeDatasource -> err = " + err.message);
if (err.result === global.DEFAULT_RETRY_RESPONSE.result) {
nextWaitTime = 'Retry';
loopControl(nextWaitTime);
}
else {
callBackFunction(err);
}
}
@@ -137,7 +144,7 @@
if (FULL_LOG === true) { logger.write("[INFO] run -> loop -> initializeAssistant -> Entering function."); }
assistant = ASSISTANT.newAssistant(bot, DEBUG_MODULE);
assistant.initialize(processDatetime, context, exchangeAPI, onInizialized);
assistant.initialize(context, exchangeAPI, onInizialized);
function onInizialized(err) {
@@ -159,8 +166,7 @@
let platform = {
context: context,
datasource: datasource,
assistant: assistant,
processDatetime: processDatetime
assistant: assistant
};
usertBot.initialize(platform, onInizialized);