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Bug Fixed

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Luis Fernando Molina committed 2021-01-16 12:25:16 +01:00
1 parent 278a6d71e5
commit bbd8578027
2 files changed
+21 -27
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Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingProcess.js
+2 -1
View File
@@ -87,7 +87,8 @@
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.
*/
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.processDate.value = TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.processDate.value =
TS.projects.superalgos.utilities.dateTimeFunctions.removeTime(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters.timeRange.config.initialDatetime).valueOf()
}
/*
Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js
+19 -26
View File
@@ -45,6 +45,23 @@ exports.newSuperalgosBotModulesTradingSimulation = function (processIndex) {
let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
let candles = chart[propertyName].candles
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
/*
We need to purge from the candles array all the candles from the previous day
that comes when processing daily files.
*/
let dailyCandles = []
for (let i = 0; i < candles.length; i++) {
let candle = candles[i]
if (candle.begin >= TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine.current.episode.processDate.value) {
dailyCandles.push(candle)
}
}
candles = dailyCandles
} else {
candles = chart[propertyName].candles
}
/* Variables needed for heartbeat functionality */
let heartBeatDate
let previousHeartBeatDate
@@ -57,16 +74,12 @@ exports.newSuperalgosBotModulesTradingSimulation = function (processIndex) {
TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_RESUMING === false) {
/* Estimate Initial Candle based on the timeRange configured for the session. */
let firstIndex
let firstEnd
sccanForInitialCandle()
let firstEnd = candles[0].end
let targetEnd = sessionParameters.timeRange.config.initialDatetime
let diff = targetEnd - firstEnd
let amount = diff / sessionParameters.timeFrame.config.value
initialCandle = Math.trunc(amount) + firstIndex
initialCandle = Math.trunc(amount)
if (initialCandle < 0) { initialCandle = 0 }
if (initialCandle > candles.length - 1) {
/*
@@ -79,26 +92,6 @@ exports.newSuperalgosBotModulesTradingSimulation = function (processIndex) {
return
}
function sccanForInitialCandle() {
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
/*
When processing daily files, the initialCandle can not be the first candle of the arrray,
since we receive the candles from both the initialDatetime and the previousDay. We also don't know
now if the previousDay is complete, so the only effective solution is to scan all the candles until
we find the first one that is begining at the initialDay.
*/
for (let i = 0; i < candles.length; i++) {
let candle = candles[i]
if (candle.begin >= sessionParameters.timeRange.config.initialDatetime) {
firstEnd = candle.end
firstIndex = i
}
}
} else {
firstEnd = candles[0].end
firstIndex = 0
}
}
} else {
/*
In this case we already have at the last candle index the next candle to be