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Luis Fernando Molina committed 2020-10-21 18:31:14 +02:00
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Projects/Superalgos/Function-Libraries/SessionFunctions.js
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@@ -84,7 +84,7 @@ function newSessionFunctions() {
'Strategies->Positions->Orders->Hits->Fails->' +
'Profit Loss->Hit Ratio->Hit Fail->Days->ROI->Annualized Rate Of Return->User Defined Statistic->' +
'Candle->Cycle->' +
'Begin->End->Open->Close->Min->Max->Index->' +
'Begin->End->Last Begin->Last End->Open->Close->Min->Max->Index->' +
'Distance To Event->' +
'Head Of The Market->Process Date->' +
'Trigger On->Trigger Off->Take Position->Close Position->Next Phase->Move To Phase->Create Order->Cancel Order->Close Order->' +
Projects/Superalgos/Icons/last-begin.png
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Projects/Superalgos/Plugins/Trading-Engines/Low-Frequency.json
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{"type":"Trading Engine","name":"Low-Frequency","project":"Superalgos","current":{"type":"Current","name":"New Current","project":"Superalgos","episode":{"type":"Episode","name":"New Episode","project":"Superalgos","serialNumber":{"type":"Serial Number","name":"New Serial Number","config":"{\n\"initialValue\": 0\n}","project":"Superalgos","id":"5eb83933-432a-4029-8a3e-e4d8d760dd27","savedPayload":{"position":{"x":25079.57302866531,"y":38997.25347206287},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"identifier":{"type":"Identifier","name":"New Identifier","config":"{\n\"initialValue\": 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0\n}","project":"Superalgos","id":"b2bfb20d-64d5-4c98-b0cd-a466654c1e6a","savedPayload":{"position":{"x":25560.757074840472,"y":38690.70542626965},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"status":{"type":"Status","name":"New Status","config":"{\n\"initialValue\": \"Not Open\"\n}","project":"Superalgos","id":"2615490b-e968-4607-a6e5-009c3ae78957","savedPayload":{"position":{"x":25678.305341060608,"y":38685.57315812922},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"exitType":{"type":"Exit Type","name":"New Exit Type","config":"{\n\"initialValue\": \"No Exit\"\n}","project":"Superalgos","id":"6bcc264b-a189-4aca-8397-d3520bdf4078","savedPayload":{"position":{"x":25794.958993997225,"y":38700.930902891014},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"headOfTheMarket":{"type":"Head Of The Market","name":"New Head Of The Market","config":"{\n\"initialValue\": false\n}","project":"Superalgos","id":"f7e00135-13b1-4265-95da-dd3a2c763b6f","savedPayload":{"position":{"x":25907.173571435444,"y":38736.312023251856},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"processDate":{"type":"Process Date","name":"New Process Date","config":"{\n\"initialValue\": 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Projects/Superalgos/Plugins/Trading-Mines/Masters.json
+1 -1
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@@ -1 +1 @@
{"type":"Trading Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\",\n\"repo\": \"Exchange-Raw-Data-Sensor-Bot\"\n}","project":"Superalgos","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 }","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","project":"Superalgos","id":"a1ba5aea-27cf-4789-858f-bcae5e844d68","savedPayload":{"position":{"x":24759.631900172484,"y":18129.670483934216},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"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 Counters","project":"Superalgos","id":"0545bf38-80e0-4888-88bc-a8710355fa57","savedPayload":{"position":{"x":24616.91382467489,"y":18187.752283102793},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"15f5b150-f1cf-403c-8cb9-2c7c4e1db8e8"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","project":"Superalgos","id":"5af42032-7ce1-4afe-95d7-e33ba00794eb","savedPayload":{"position":{"x":24467.32574891778,"y":18213.619014780168},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","project":"Superalgos","id":"d18cec41-5512-44d3-8005-5b9a7fd80461","savedPayload":{"position":{"x":24312.199531118506,"y":18282.702923036555},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"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","project":"Superalgos","id":"3df1601e-ef97-4103-b90e-364c1b6527f6","savedPayload":{"position":{"x":24176.08514639884,"y":18215.729402248384},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"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","project":"Superalgos","id":"7745d3f8-0a55-4d1a-9778-1360c5a5fad6","savedPayload":{"position":{"x":24038.4963756947,"y":18157.795869882535},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"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 Balances","project":"Superalgos","id":"f5549653-3d66-4f6b-8aff-44f728772ed9","savedPayload":{"position":{"x":23907.619142082276,"y":18087.027884380746},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Balances","project":"Superalgos","id":"5d016965-9c3b-48bf-8969-157430be4d54","savedPayload":{"position":{"x":23795.542044304937,"y":17990.498514211948},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"fLine truncated
{"type":"Trading Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\",\n\"repo\": \"Exchange-Raw-Data-Sensor-Bot\"\n}","project":"Superalgos","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 }","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","project":"Superalgos","id":"a1ba5aea-27cf-4789-858f-bcae5e844d68","savedPayload":{"position":{"x":24759.631900172484,"y":18129.670483934216},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"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 Counters","project":"Superalgos","id":"0545bf38-80e0-4888-88bc-a8710355fa57","savedPayload":{"position":{"x":24616.91382467489,"y":18187.752283102793},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"15f5b150-f1cf-403c-8cb9-2c7c4e1db8e8"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","project":"Superalgos","id":"5af42032-7ce1-4afe-95d7-e33ba00794eb","savedPayload":{"position":{"x":24467.32574891778,"y":18213.619014780168},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","project":"Superalgos","id":"d18cec41-5512-44d3-8005-5b9a7fd80461","savedPayload":{"position":{"x":24312.199531118506,"y":18282.702923036555},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"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","project":"Superalgos","id":"3df1601e-ef97-4103-b90e-364c1b6527f6","savedPayload":{"position":{"x":24176.08514639884,"y":18215.729402248384},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"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","project":"Superalgos","id":"7745d3f8-0a55-4d1a-9778-1360c5a5fad6","savedPayload":{"position":{"x":24038.4963756947,"y":18157.795869882535},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"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 Balances","project":"Superalgos","id":"f5549653-3d66-4f6b-8aff-44f728772ed9","savedPayload":{"position":{"x":23907.619142082276,"y":18087.027884380746},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Balances","project":"Superalgos","id":"5d016965-9c3b-48bf-8969-157430be4d54","savedPayload":{"position":{"x":23795.542044304937,"y":17990.498514211948},"targetPosition":{"x":24366.58984855878,"y":17432.75965266405},"fLine truncated
Projects/Superalgos/Schemas/AppSchema.json
+116 -28
View File
@@ -43,7 +43,7 @@
"label": "Add Tutorial",
"relatedUiObject": "Tutorial",
"actionFunction": "payload.executeAction"
}
}
],
"isProjectHead": true,
"isTitleAllwaysVisible": false,
@@ -2218,8 +2218,7 @@
"chainAttachesTo": {
"compatibleTypes": "->Sensor Bot Instance->"
},
"properties": [
],
"properties": [],
"propertyNameAtParent": "processes"
},
{
@@ -2248,8 +2247,7 @@
"chainAttachesTo": {
"compatibleTypes": "->Indicator Bot Instance->"
},
"properties": [
],
"properties": [],
"propertyNameAtParent": "processes"
},
{
@@ -6146,6 +6144,86 @@
},
"propertyNameAtParent": "end"
},
{
"type": "Last Begin",
"menuItems": [
{
"action": "Configure",
"label": "Configure",
"iconPathOn": "configuration",
"iconPathOff": "configuration",
"actionFunction": "uiObject.configEditor.activate"
},
{
"action": "Copy Node Path",
"label": "Copy Node Path",
"iconPathOn": "copy-path",
"iconPathOff": "copy-path",
"actionFunction": "payload.executeAction"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
"confirmationLabel": "Confirm to Delete",
"label": "Delete",
"iconPathOn": "delete",
"iconPathOff": "delete",
"actionFunction": "payload.executeAction"
}
],
"editors": {
"config": true
},
"initialValues": {
"config": "{\n\"initialValue\": 0\n}"
},
"addLeftIcons": true,
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Cycle->"
},
"propertyNameAtParent": "lastBegin"
},
{
"type": "Last End",
"menuItems": [
{
"action": "Configure",
"label": "Configure",
"iconPathOn": "configuration",
"iconPathOff": "configuration",
"actionFunction": "uiObject.configEditor.activate"
},
{
"action": "Copy Node Path",
"label": "Copy Node Path",
"iconPathOn": "copy-path",
"iconPathOff": "copy-path",
"actionFunction": "payload.executeAction"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
"confirmationLabel": "Confirm to Delete",
"label": "Delete",
"iconPathOn": "delete",
"iconPathOff": "delete",
"actionFunction": "payload.executeAction"
}
],
"editors": {
"config": true
},
"initialValues": {
"config": "{\n\"initialValue\": 0\n}"
},
"addLeftIcons": true,
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Cycle->"
},
"propertyNameAtParent": "lastEnd"
},
{
"type": "Open",
"menuItems": [
@@ -7110,6 +7188,18 @@
"type": "node",
"childType": "End",
"autoAdd": true
},
{
"name": "lastBegin",
"type": "node",
"childType": "Last Begin",
"autoAdd": true
},
{
"name": "lastEnd",
"type": "node",
"childType": "Last End",
"autoAdd": true
}
]
},
@@ -8672,7 +8762,7 @@
"type": "array",
"childType": "Plotter"
}
]
]
},
{
"type": "Sensor Bot",
@@ -11648,7 +11738,7 @@
"label": "Add Signals Providers",
"relatedUiObject": "Signals Providers",
"actionFunction": "payload.executeAction"
}
}
],
"isHierarchyHead": true,
"addLeftIcons": true,
@@ -11663,7 +11753,7 @@
"name": "signalsProviders",
"type": "array",
"childType": "Signals Providers"
}
}
]
},
{
@@ -13290,7 +13380,7 @@
"childType": "Task Manager",
"monitorChildrenRunning": true
}
]
]
},
{
"type": "Trading Mine Tasks",
@@ -13361,7 +13451,7 @@
"childType": "Task Manager",
"monitorChildrenRunning": true
}
]
]
},
{
"type": "Market Data Tasks",
@@ -13433,7 +13523,7 @@
"childType": "Data Mine Tasks",
"monitorChildrenRunning": true
}
]
]
},
{
"type": "Market Trading Tasks",
@@ -13505,7 +13595,7 @@
"childType": "Trading Mine Tasks",
"monitorChildrenRunning": true
}
]
]
},
{
"type": "Exchange Data Tasks",
@@ -13576,7 +13666,7 @@
"childType": "Market Data Tasks",
"monitorChildrenRunning": true
}
]
]
},
{
"type": "Exchange Trading Tasks",
@@ -13647,7 +13737,7 @@
"childType": "Market Trading Tasks",
"monitorChildrenRunning": true
}
]
]
},
{
"type": "Data Mining",
@@ -14201,7 +14291,7 @@
"type": "array",
"childType": "Session Reference"
}
]
]
},
{
"type": "Data Product",
@@ -14329,7 +14419,7 @@
"childType": "Bot Products",
"autoAdd": false
}
]
]
},
{
"type": "Bot Products",
@@ -14473,7 +14563,7 @@
"propertyNameAtParent": "pluginProjects",
"chainAttachesTo": {
"compatibleTypes": "->Plugins->"
},
},
"properties": [
{
"name": "pluginDataMines",
@@ -14541,7 +14631,7 @@
"propertyNameAtParent": "pluginDataMines",
"chainAttachesTo": {
"compatibleTypes": "->Plugin Project->"
},
},
"properties": [
{
"name": "pluginFiles",
@@ -14578,7 +14668,7 @@
"propertyNameAtParent": "pluginTradingMines",
"chainAttachesTo": {
"compatibleTypes": "->Plugin Project->"
},
},
"properties": [
{
"name": "pluginFiles",
@@ -14615,7 +14705,7 @@
"propertyNameAtParent": "pluginTradingSystems",
"chainAttachesTo": {
"compatibleTypes": "->Plugin Project->"
},
},
"properties": [
{
"name": "pluginFiles",
@@ -14652,7 +14742,7 @@
"propertyNameAtParent": "pluginTradingEngines",
"chainAttachesTo": {
"compatibleTypes": "->Plugin Project->"
},
},
"properties": [
{
"name": "pluginFiles",
@@ -14689,7 +14779,7 @@
"propertyNameAtParent": "pluginSuperScripts",
"chainAttachesTo": {
"compatibleTypes": "->Plugin Project->"
},
},
"properties": [
{
"name": "pluginFiles",
@@ -14726,7 +14816,7 @@
"propertyNameAtParent": "pluginTutorials",
"chainAttachesTo": {
"compatibleTypes": "->Plugin Project->"
},
},
"properties": [
{
"name": "pluginFiles",
@@ -14762,7 +14852,7 @@
"propertyNameAtParent": "pluginFiles",
"chainAttachesTo": {
"compatibleTypes": "->Plugin Tutorials->Plugin Super Scripts->Plugin Trading Engines->Plugin Trading Systems->Plugin Trading Mines->Plugin Data Mines->"
},
},
"properties": [
{
"name": "pluginFilePosition",
@@ -14791,8 +14881,7 @@
"addLeftIcons": true,
"level": 3,
"propertyNameAtParent": "pluginFilePosition",
"properties": [
]
"properties": []
},
{
"type": "Tutorial",
@@ -15002,8 +15091,7 @@
"addLeftIcons": true,
"level": 2,
"propertyNameAtParent": "tutorialSteps",
"properties": [
]
"properties": []
},
{
"type": "Data Mine Data Dependencies",