Merge remote-tracking branch 'StairPatterns/develop' into develop
This commit is contained in:
Luis Fernando Molina committed
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11 files changed
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# Auto detect text files and perform LF normalization
|
||||
* text=auto
|
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+11
@@ -0,0 +1,11 @@
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||||
|
||||
.vs/*
|
||||
obj/*
|
||||
|
||||
bin/*
|
||||
|
||||
*.config
|
||||
*.log
|
||||
*.cache
|
||||
node_modules/*
|
||||
|
||||
@@ -0,0 +1,24 @@
|
||||
Financial Beings License
|
||||
|
||||
Collective Copyright by the Advanced Algos Community
|
||||
|
||||
Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
of this software and associated documentation files (the "Software"), to deal
|
||||
in the Software including without limitation the rights to use, copy, modify,
|
||||
merge, publish, distribute and sublicense copies of the Software, and to permit
|
||||
persons to whom the Software is furnished to do so, subject to the following
|
||||
conditions:
|
||||
|
||||
1. Using, copying, modifying, publishing, distributing and sublicensing rights
|
||||
are restricted to the Advanced Algos Platform, meaning the rights granted can
|
||||
only be exercised through the Advanced Algos Service.
|
||||
|
||||
2. The above copyright notice and this permission notice shall be included in
|
||||
all copies or substantial portions of the Software.
|
||||
|
||||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
|
||||
INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A
|
||||
PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
|
||||
OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
|
||||
SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
|
||||
File diff suppressed because it is too large.
Load diff
@@ -0,0 +1,818 @@
|
||||
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, FILE_STORAGE) {
|
||||
|
||||
const FULL_LOG = true;
|
||||
const LOG_FILE_CONTENT = false;
|
||||
|
||||
const GMT_SECONDS = ':00.000 GMT+0000';
|
||||
const GMT_MILI_SECONDS = '.000 GMT+0000';
|
||||
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
|
||||
|
||||
const MODULE_NAME = "User Bot";
|
||||
|
||||
const TRADES_FOLDER_NAME = "Trades";
|
||||
|
||||
const CANDLES_FOLDER_NAME = "Candles";
|
||||
const CANDLE_STAIRS_FOLDER_NAME = "Candle-Stairs";
|
||||
|
||||
const VOLUMES_FOLDER_NAME = "Volumes";
|
||||
const VOLUME_STAIRS_FOLDER_NAME = "Volume-Stairs";
|
||||
|
||||
thisObject = {
|
||||
initialize: initialize,
|
||||
start: start
|
||||
};
|
||||
|
||||
let statusDependencies;
|
||||
let utilities = UTILITIES.newCloudUtilities(bot, logger);
|
||||
let fileStorage = FILE_STORAGE.newFileStorage(logger);
|
||||
|
||||
return thisObject;
|
||||
|
||||
function initialize(pStatusDependencies, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.initialize();
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
|
||||
|
||||
statusDependencies = pStatusDependencies;
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
/*
|
||||
|
||||
This process is going to do the following:
|
||||
|
||||
Read the candles and volumes from Candles Volumes and produce for each market two files with candles stairs and volumes stairs respectively.
|
||||
|
||||
*/
|
||||
|
||||
function start(callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
|
||||
|
||||
let market = bot.market;
|
||||
|
||||
buildStairs();
|
||||
|
||||
function buildStairs() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let n;
|
||||
|
||||
periodsLoop();
|
||||
|
||||
function periodsLoop() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> periodsLoop -> Entering function."); }
|
||||
|
||||
/*
|
||||
|
||||
We will iterate through all posible periods.
|
||||
|
||||
*/
|
||||
|
||||
n = 0 // loop Variable representing each possible period as defined at the periods array.
|
||||
|
||||
loopBody();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> periodsLoop -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function loopBody() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> Entering function."); }
|
||||
|
||||
const outputPeriod = global.marketFilesPeriods[n][0];
|
||||
const timeFrame = global.marketFilesPeriods[n][1];
|
||||
|
||||
nextCandleFile();
|
||||
|
||||
function nextCandleFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextCandleFile -> Entering function."); }
|
||||
|
||||
let fileName = "Data.json";
|
||||
|
||||
let filePathRoot = bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset + "/" + bot.dataMine + "/" + "Candles-Volumes";
|
||||
let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrame;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.getTextFile(filePath, onFileReceived);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> text = " + text); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
let marketFile = JSON.parse(text);
|
||||
|
||||
let candles = [];
|
||||
let stairsArray = [];
|
||||
|
||||
buildCandles();
|
||||
|
||||
function buildCandles() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> buildCandles -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let candle = {
|
||||
open: undefined,
|
||||
close: undefined,
|
||||
min: 10000000000000,
|
||||
max: 0,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined
|
||||
};
|
||||
|
||||
candle.min = marketFile[i][0];
|
||||
candle.max = marketFile[i][1];
|
||||
|
||||
candle.open = marketFile[i][2];
|
||||
candle.close = marketFile[i][3];
|
||||
|
||||
candle.begin = marketFile[i][4];
|
||||
candle.end = marketFile[i][5];
|
||||
|
||||
if (candle.open > candle.close) { candle.direction = 'Down'; }
|
||||
if (candle.open < candle.close) { candle.direction = 'Up'; }
|
||||
if (candle.open === candle.close) { candle.direction = 'Side'; }
|
||||
|
||||
candles.push(candle);
|
||||
|
||||
}
|
||||
|
||||
findCandleStairs();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> buildCandles -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function findCandleStairs() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> findCandleStairs -> Entering function."); }
|
||||
|
||||
/* Finding stairs */
|
||||
|
||||
let stairs;
|
||||
|
||||
for (let i = 0; i < candles.length - 1; i++) {
|
||||
|
||||
let currentCandle = candles[i];
|
||||
let nextCandle = candles[i + 1];
|
||||
|
||||
if (currentCandle.direction === nextCandle.direction && currentCandle.direction !== 'Side') {
|
||||
|
||||
if (stairs === undefined) {
|
||||
|
||||
stairs = {
|
||||
open: undefined,
|
||||
close: undefined,
|
||||
min: 10000000000000,
|
||||
max: 0,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined,
|
||||
candleCount: 0,
|
||||
firstMin: 0,
|
||||
firstMax: 0,
|
||||
lastMin: 0,
|
||||
lastMax: 0
|
||||
};
|
||||
|
||||
stairs.direction = currentCandle.direction;
|
||||
stairs.candleCount = 2;
|
||||
|
||||
stairs.begin = currentCandle.begin;
|
||||
stairs.end = nextCandle.end;
|
||||
|
||||
stairs.open = currentCandle.open;
|
||||
stairs.close = nextCandle.close;
|
||||
|
||||
if (currentCandle.min < nextCandle.min) { stairs.min = currentCandle.min; } else { stairs.min = nextCandle.min; }
|
||||
if (currentCandle.max > nextCandle.max) { stairs.max = currentCandle.max; } else { stairs.max = nextCandle.max; }
|
||||
|
||||
if (stairs.direction === 'Up') {
|
||||
|
||||
stairs.firstMin = currentCandle.open;
|
||||
stairs.firstMax = currentCandle.close;
|
||||
|
||||
stairs.lastMin = nextCandle.open;
|
||||
stairs.lastMax = nextCandle.close;
|
||||
|
||||
} else {
|
||||
|
||||
stairs.firstMin = currentCandle.close;
|
||||
stairs.firstMax = currentCandle.open;
|
||||
|
||||
stairs.lastMin = nextCandle.close;
|
||||
stairs.lastMax = nextCandle.open;
|
||||
|
||||
}
|
||||
|
||||
|
||||
} else {
|
||||
|
||||
stairs.candleCount++;
|
||||
stairs.end = nextCandle.end;
|
||||
stairs.close = nextCandle.close;
|
||||
|
||||
if (stairs.min < nextCandle.min) { stairs.min = currentCandle.min; }
|
||||
if (stairs.max > nextCandle.max) { stairs.max = currentCandle.max; }
|
||||
|
||||
if (stairs.direction === 'Up') {
|
||||
|
||||
stairs.lastMin = nextCandle.open;
|
||||
stairs.lastMax = nextCandle.close;
|
||||
|
||||
} else {
|
||||
|
||||
stairs.lastMin = nextCandle.close;
|
||||
stairs.lastMax = nextCandle.open;
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
if (stairs !== undefined) {
|
||||
stairsArray.push(stairs);
|
||||
stairs = undefined;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
writeCandleStairsFile();
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> findCandleStairs -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeCandleStairsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> writeCandleStairsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (i = 0; i < stairsArray.length; i++) {
|
||||
|
||||
let stairs = stairsArray[i];
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
stairs.open + "," +
|
||||
stairs.close + "," +
|
||||
stairs.min + "," +
|
||||
stairs.max + "," +
|
||||
stairs.begin + "," +
|
||||
stairs.end + "," +
|
||||
'"' + stairs.direction + '"' + "," +
|
||||
stairs.candleCount + "," +
|
||||
stairs.firstMin + "," +
|
||||
stairs.firstMax + "," +
|
||||
stairs.lastMin + "," +
|
||||
stairs.lastMax + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = 'Data.json';
|
||||
let filePath = bot.filePathRoot + "/Output/" + CANDLE_STAIRS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrame;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> writeCandleStairsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> writeCandleStairsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> writeCandleStairsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> writeCandleStairsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> writeCandleStairsFile -> onFileCreated -> market = " + market.baseAsset + "_" + market.quotedAsset);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
nextVolumeFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> writeCandleStairsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> writeCandleStairsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextCandleFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function nextVolumeFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextVolumeFile -> Entering function."); }
|
||||
|
||||
let fileName = "Data.json"
|
||||
|
||||
let filePathRoot = bot.exchange + "/" + bot.market.baseAsset + "-" + bot.market.quotedAsset + "/" + bot.dataMine + "/" + "Candles-Volumes";
|
||||
let filePath = filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrame;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.getTextFile(filePath, onFileReceived);
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> text = " + text); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.stack);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
let marketFile = JSON.parse(text);
|
||||
|
||||
let volumes = [];
|
||||
let stairsArray = [];
|
||||
|
||||
buildVolumes();
|
||||
|
||||
function buildVolumes() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> buildVolumes -> Entering function."); }
|
||||
|
||||
for (let i = 0; i < marketFile.length; i++) {
|
||||
|
||||
let volume = {
|
||||
amountBuy: 0,
|
||||
amountSell: 0,
|
||||
begin: undefined,
|
||||
end: undefined
|
||||
};
|
||||
|
||||
volume.amountBuy = marketFile[i][0];
|
||||
volume.amountSell = marketFile[i][1];
|
||||
|
||||
volume.begin = marketFile[i][2];
|
||||
volume.end = marketFile[i][3];
|
||||
|
||||
volumes.push(volume);
|
||||
|
||||
}
|
||||
|
||||
findVolumesStairs();
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> buildVolumes -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function findVolumesStairs() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> findVolumesStairs -> Entering function."); }
|
||||
|
||||
/* Finding stairs */
|
||||
|
||||
let buyUpStairs;
|
||||
let buyDownStairs;
|
||||
|
||||
let sellUpStairs;
|
||||
let sellDownStairs;
|
||||
|
||||
for (let i = 0; i < volumes.length - 1; i++) {
|
||||
|
||||
let currentVolume = volumes[i];
|
||||
let nextVolume = volumes[i + 1];
|
||||
|
||||
|
||||
/* buy volume going up */
|
||||
|
||||
if (currentVolume.amountBuy < nextVolume.amountBuy) {
|
||||
|
||||
if (buyUpStairs === undefined) {
|
||||
|
||||
buyUpStairs = {
|
||||
type: undefined,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined,
|
||||
barsCount: 0,
|
||||
firstAmount: 0,
|
||||
lastAmount: 0
|
||||
};
|
||||
|
||||
buyUpStairs.type = 'buy';
|
||||
buyUpStairs.direction = 'Up';
|
||||
buyUpStairs.barsCount = 2;
|
||||
|
||||
buyUpStairs.begin = currentVolume.begin;
|
||||
buyUpStairs.end = nextVolume.end;
|
||||
|
||||
buyUpStairs.firstAmount = currentVolume.amountBuy;
|
||||
buyUpStairs.lastAmount = nextVolume.amountBuy;
|
||||
|
||||
} else {
|
||||
|
||||
buyUpStairs.barsCount++;
|
||||
buyUpStairs.end = nextVolume.end;
|
||||
buyUpStairs.lastAmount = nextVolume.amountBuy;
|
||||
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
if (buyUpStairs !== undefined) {
|
||||
|
||||
if (buyUpStairs.barsCount > 2) {
|
||||
|
||||
stairsArray.push(buyUpStairs);
|
||||
}
|
||||
|
||||
buyUpStairs = undefined;
|
||||
}
|
||||
}
|
||||
|
||||
/* buy volume going down */
|
||||
|
||||
if (currentVolume.amountBuy > nextVolume.amountBuy) {
|
||||
|
||||
if (buyDownStairs === undefined) {
|
||||
|
||||
buyDownStairs = {
|
||||
type: undefined,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined,
|
||||
barsCount: 0,
|
||||
firstAmount: 0,
|
||||
lastAmount: 0
|
||||
};
|
||||
|
||||
buyDownStairs.type = 'buy';
|
||||
buyDownStairs.direction = 'Down';
|
||||
buyDownStairs.barsCount = 2;
|
||||
|
||||
buyDownStairs.begin = currentVolume.begin;
|
||||
buyDownStairs.end = nextVolume.end;
|
||||
|
||||
buyDownStairs.firstAmount = currentVolume.amountBuy;
|
||||
buyDownStairs.lastAmount = nextVolume.amountBuy;
|
||||
|
||||
} else {
|
||||
|
||||
buyDownStairs.barsCount++;
|
||||
buyDownStairs.end = nextVolume.end;
|
||||
buyDownStairs.lastAmount = nextVolume.amountBuy;
|
||||
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
if (buyDownStairs !== undefined) {
|
||||
|
||||
if (buyDownStairs.barsCount > 2) {
|
||||
|
||||
stairsArray.push(buyDownStairs);
|
||||
}
|
||||
|
||||
buyDownStairs = undefined;
|
||||
}
|
||||
}
|
||||
|
||||
/* sell volume going up */
|
||||
|
||||
if (currentVolume.amountSell < nextVolume.amountSell) {
|
||||
|
||||
if (sellUpStairs === undefined) {
|
||||
|
||||
sellUpStairs = {
|
||||
type: undefined,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined,
|
||||
barsCount: 0,
|
||||
firstAmount: 0,
|
||||
lastAmount: 0
|
||||
};
|
||||
|
||||
sellUpStairs.type = 'sell';
|
||||
sellUpStairs.direction = 'Up';
|
||||
sellUpStairs.barsCount = 2;
|
||||
|
||||
sellUpStairs.begin = currentVolume.begin;
|
||||
sellUpStairs.end = nextVolume.end;
|
||||
|
||||
sellUpStairs.firstAmount = currentVolume.amountSell;
|
||||
sellUpStairs.lastAmount = nextVolume.amountSell;
|
||||
|
||||
} else {
|
||||
|
||||
sellUpStairs.barsCount++;
|
||||
sellUpStairs.end = nextVolume.end;
|
||||
sellUpStairs.lastAmount = nextVolume.amountSell;
|
||||
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
if (sellUpStairs !== undefined) {
|
||||
|
||||
if (sellUpStairs.barsCount > 2) {
|
||||
|
||||
stairsArray.push(sellUpStairs);
|
||||
}
|
||||
|
||||
sellUpStairs = undefined;
|
||||
}
|
||||
}
|
||||
|
||||
/* sell volume going down */
|
||||
|
||||
if (currentVolume.amountSell > nextVolume.amountSell) {
|
||||
|
||||
if (sellDownStairs === undefined) {
|
||||
|
||||
sellDownStairs = {
|
||||
type: undefined,
|
||||
begin: undefined,
|
||||
end: undefined,
|
||||
direction: undefined,
|
||||
barsCount: 0,
|
||||
firstAmount: 0,
|
||||
lastAmount: 0
|
||||
};
|
||||
|
||||
sellDownStairs.type = 'sell';
|
||||
sellDownStairs.direction = 'Down';
|
||||
sellDownStairs.barsCount = 2;
|
||||
|
||||
sellDownStairs.begin = currentVolume.begin;
|
||||
sellDownStairs.end = nextVolume.end;
|
||||
|
||||
sellDownStairs.firstAmount = currentVolume.amountSell;
|
||||
sellDownStairs.lastAmount = nextVolume.amountSell;
|
||||
|
||||
} else {
|
||||
|
||||
sellDownStairs.barsCount++;
|
||||
sellDownStairs.end = nextVolume.end;
|
||||
sellDownStairs.lastAmount = nextVolume.amountSell;
|
||||
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
if (sellDownStairs !== undefined) {
|
||||
|
||||
if (sellDownStairs.barsCount > 2) {
|
||||
|
||||
stairsArray.push(sellDownStairs);
|
||||
}
|
||||
|
||||
sellDownStairs = undefined;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
writeVolumeStairsFile();
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> findVolumesStairs -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeVolumeStairsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> writeVolumeStairsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (i = 0; i < stairsArray.length; i++) {
|
||||
|
||||
let stairs = stairsArray[i];
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
'"' + stairs.type + '"' + "," +
|
||||
stairs.begin + "," +
|
||||
stairs.end + "," +
|
||||
'"' + stairs.direction + '"' + "," +
|
||||
stairs.barsCount + "," +
|
||||
stairs.firstAmount + "," +
|
||||
stairs.lastAmount + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = 'Data.json';
|
||||
let filePath = bot.filePathRoot + "/Output/" + VOLUME_STAIRS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timeFrame;
|
||||
filePath += '/' + fileName
|
||||
|
||||
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> writeVolumeStairsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> writeVolumeStairsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> writeVolumeStairsFile -> onFileCreated -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> writeVolumeStairsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> writeVolumeStairsFile -> onFileCreated -> market = " + market.baseAsset + "_" + market.quotedAsset);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
controlLoop();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> writeVolumeStairsFile -> onFileCreated -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> onFileReceived -> writeVolumeStairsFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> nextVolumeFile -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> loopBody -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function controlLoop() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> controlLoop -> Entering function."); }
|
||||
|
||||
n++;
|
||||
|
||||
if (n < global.marketFilesPeriods.length) {
|
||||
|
||||
loopBody();
|
||||
|
||||
} else {
|
||||
|
||||
writeStatusReport(callBackFunction);
|
||||
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> controlLoop -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildStairs -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function writeStatusReport(callBack) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
|
||||
|
||||
try {
|
||||
|
||||
let reportKey = "Masters" + "-" + "Stairs-Patterns" + "-" + "Multi-Period-Market" + "-" + "dataSet.V1";
|
||||
let thisReport = statusDependencies.statusReports.get(reportKey);
|
||||
|
||||
thisReport.file.lastExecution = bot.processDatetime;
|
||||
thisReport.save(callBack);
|
||||
|
||||
if (global.areEqualDates(bot.processDatetime, new Date()) === false) {
|
||||
logger.newInternalLoop(bot.codeName, bot.process, bot.processDatetime);
|
||||
}
|
||||
|
||||
/* Telling the world we are alive and doing well */
|
||||
let currentDateString = bot.processDatetime.getUTCFullYear() + '-' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
|
||||
let currentDate = new Date(bot.processDatetime)
|
||||
let lastDate = new Date()
|
||||
bot.processHeartBeat(currentDateString, global.getPercentage(currentDate, currentDate, lastDate))
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
};
|
||||
@@ -0,0 +1,91 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup>
|
||||
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
|
||||
<SchemaVersion>2.0</SchemaVersion>
|
||||
<ProjectGuid>{aa2901bc-8f81-40f0-a402-5ca79a3f22ad}</ProjectGuid>
|
||||
<ProjectHome />
|
||||
<ProjectView>ShowAllFiles</ProjectView>
|
||||
<StartupFile>
|
||||
</StartupFile>
|
||||
<WorkingDirectory>c:\users\luis\source\repos\AAOlivia\Multi-Period-Market</WorkingDirectory>
|
||||
<OutputPath>.</OutputPath>
|
||||
<ProjectTypeGuids>{3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}</ProjectTypeGuids>
|
||||
<VisualStudioVersion Condition="'$(VisualStudioVersion)' == ''">14.0</VisualStudioVersion>
|
||||
<VSToolsPath Condition="'$(VSToolsPath)' == ''">$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)</VSToolsPath>
|
||||
<Name>Project</Name>
|
||||
</PropertyGroup>
|
||||
<PropertyGroup Condition="'$(Configuration)' == 'Debug'" />
|
||||
<PropertyGroup Condition="'$(Configuration)' == 'Release'" />
|
||||
<ItemGroup>
|
||||
<Content Include="package-lock.json" />
|
||||
<Content Include="package.json" />
|
||||
<Content Include="README.md" />
|
||||
<Content Include="logs\Dummy File.txt" />
|
||||
<Content Include="obj\Debug\AABruce.njsproj.FileListAbsolute.txt" />
|
||||
<Content Include="obj\Debug\AACarol.njsproj.FileListAbsolute.txt" />
|
||||
<Content Include="obj\Debug\AACharly.njsproj.FileListAbsolute.txt" />
|
||||
<Content Include="this.bot.config.json" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Folder Include="Multi-Period-Daily\" />
|
||||
<Folder Include="Multi-Period-Market\" />
|
||||
<Folder Include="bin" />
|
||||
<Folder Include="logs" />
|
||||
<Folder Include="logs\AA Masters" />
|
||||
<Folder Include="logs\AA Masters\Indicator" />
|
||||
<Folder Include="logs\AA Masters\Indicator\Bruce" />
|
||||
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0" />
|
||||
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0\Multi-Period-Daily-Candles-Volumes" />
|
||||
<Folder Include="logs\AA Masters\Indicator\Bruce\1.0.0\One-Min-Daily-Candles-Volumes" />
|
||||
<Folder Include="obj" />
|
||||
<Folder Include="obj\Debug" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Compile Include="Commons.js" />
|
||||
<Compile Include="Multi-Period-Daily\User.Bot.js" />
|
||||
<Compile Include="Multi-Period-Market\User.Bot.js" />
|
||||
</ItemGroup>
|
||||
<Import Project="$(MSBuildToolsPath)\Microsoft.Common.targets" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
|
||||
<!--Do not delete the following Import Project. While this appears to do nothing it is a marker for setting TypeScript properties before our import that depends on them.-->
|
||||
<Import Project="$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\TypeScript\Microsoft.TypeScript.targets" Condition="False" />
|
||||
<Import Project="$(VSToolsPath)\Node.js Tools\Microsoft.NodejsTools.targets" />
|
||||
<ProjectExtensions>
|
||||
<VisualStudio>
|
||||
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}">
|
||||
<WebProjectProperties>
|
||||
<UseIIS>False</UseIIS>
|
||||
<AutoAssignPort>True</AutoAssignPort>
|
||||
<DevelopmentServerPort>0</DevelopmentServerPort>
|
||||
<DevelopmentServerVPath>/</DevelopmentServerVPath>
|
||||
<IISUrl>http://localhost:48022/</IISUrl>
|
||||
<NTLMAuthentication>False</NTLMAuthentication>
|
||||
<UseCustomServer>True</UseCustomServer>
|
||||
<CustomServerUrl>http://localhost:1337</CustomServerUrl>
|
||||
<SaveServerSettingsInUserFile>False</SaveServerSettingsInUserFile>
|
||||
</WebProjectProperties>
|
||||
</FlavorProperties>
|
||||
<FlavorProperties GUID="{349c5851-65df-11da-9384-00065b846f21}" User="">
|
||||
<WebProjectProperties>
|
||||
<StartPageUrl>
|
||||
</StartPageUrl>
|
||||
<StartAction>CurrentPage</StartAction>
|
||||
<AspNetDebugging>True</AspNetDebugging>
|
||||
<SilverlightDebugging>False</SilverlightDebugging>
|
||||
<NativeDebugging>False</NativeDebugging>
|
||||
<SQLDebugging>False</SQLDebugging>
|
||||
<ExternalProgram>
|
||||
</ExternalProgram>
|
||||
<StartExternalURL>
|
||||
</StartExternalURL>
|
||||
<StartCmdLineArguments>
|
||||
</StartCmdLineArguments>
|
||||
<StartWorkingDirectory>
|
||||
</StartWorkingDirectory>
|
||||
<EnableENC>False</EnableENC>
|
||||
<AlwaysStartWebServerOnDebug>False</AlwaysStartWebServerOnDebug>
|
||||
</WebProjectProperties>
|
||||
</FlavorProperties>
|
||||
</VisualStudio>
|
||||
</ProjectExtensions>
|
||||
</Project>
|
||||
@@ -0,0 +1,7 @@
|
||||
# I'm Stairs Patterns, an AA i-Bot!
|
||||
|
||||
# Disclaimer
|
||||
|
||||
THE AA MASTERS BOTS AND THEIR ASSOCIATED PRODUCTS AND SERVICES ARE PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY, SUITABILITY FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT.
|
||||
|
||||
IN NO EVENT WILL ADVANCED ALGOS BE LIABLE TO ANY PARTY FOR ANY DIRECT, INDIRECT, SPECIAL OR OTHER CONSEQUENTIAL DAMAGES FOR ANY USE OF THE AACLOUD, THE AA ARENA COMPETITION, THE AA MASTERS BOTS, OR ANY OTHER ASSOCIATED SERVICE OR WEB SITE, INCLUDING, WITHOUT LIMITATION, ANY LOST PROFITS, BUSINESS INTERRUPTION, LOSS OF FUNDS, PROGRAMS OR OTHER DATA OR OTHERWISE, EVEN IF WE ARE EXPRESSLY ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
|
||||
@@ -0,0 +1,25 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio 15
|
||||
VisualStudioVersion = 15.0.27130.2027
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "Project", "Project.njsproj", "{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{AA2901BC-8F81-40F0-A402-5CA79A3F22AD}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {B4BDAEAF-E863-458A-87C1-CC6D8C490784}
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,13 @@
|
||||
{
|
||||
"name": "Stairs-Patternsa",
|
||||
"version": "1.0.0",
|
||||
"description": "",
|
||||
"main": "index.js",
|
||||
"scripts": {
|
||||
"test": "echo \"Error: no test specified\" && exit 1"
|
||||
},
|
||||
"author": "Luis-Fernando-Molina",
|
||||
"license": "ISC",
|
||||
"dependencies": {
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,232 @@
|
||||
{
|
||||
"displayName": "Stairs Patterns",
|
||||
"codeName": "Stairs-Patterns",
|
||||
"type": "Indicator Bot",
|
||||
"version": {
|
||||
"major": 1,
|
||||
"minor": 0,
|
||||
"patch": 0
|
||||
},
|
||||
"dataMine": "Masters",
|
||||
"profilePicture": "Stairs Patterns.png",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"processes": [
|
||||
{
|
||||
"name": "Multi-Period-Market",
|
||||
"description": "Produces for each market two files with candles stairs and volumes stairs respectively.",
|
||||
"startMode": {
|
||||
"allMonths": {
|
||||
"run": "false",
|
||||
"minYear": "",
|
||||
"maxYear": ""
|
||||
},
|
||||
"oneMonth": {
|
||||
"run": "false",
|
||||
"year": "",
|
||||
"month": ""
|
||||
},
|
||||
"noTime": {
|
||||
"run": "true"
|
||||
},
|
||||
"fixedInterval": {
|
||||
"run": "false",
|
||||
"interval": 0
|
||||
}
|
||||
},
|
||||
"deadWaitTime": 0,
|
||||
"normalWaitTime": 0,
|
||||
"retryWaitTime": 10000,
|
||||
"sleepWaitTime": 3600000,
|
||||
"comaWaitTime": 86400000,
|
||||
"updatesDatasets": [
|
||||
{
|
||||
"product": "Candle-Stairs",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
},
|
||||
{
|
||||
"product": "Volume-Stairs",
|
||||
"dataSet": "Multi-Period-Market"
|
||||
}
|
||||
],
|
||||
"statusDependencies": [
|
||||
{
|
||||
"dataMine": "Masters",
|
||||
"bot": "Stairs-Patterns",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Multi-Period-Market",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
},
|
||||
{
|
||||
"dataMine": "Masters",
|
||||
"bot": "Candles-Volumes",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Multi-Period-Market",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"waitUntilNextUpdate": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Multi-Period-Daily",
|
||||
"description": "Produces for each market two files with candles stairs and volumes stairs respectively at each day of the market history.",
|
||||
"startMode": {
|
||||
"allMonths": {
|
||||
"run": "false",
|
||||
"minYear": "",
|
||||
"maxYear": ""
|
||||
},
|
||||
"oneMonth": {
|
||||
"run": "false",
|
||||
"year": "",
|
||||
"month": ""
|
||||
},
|
||||
"noTime": {
|
||||
"run": "true"
|
||||
},
|
||||
"fixedInterval": {
|
||||
"run": "false",
|
||||
"interval": 0
|
||||
}
|
||||
},
|
||||
"deadWaitTime": 0,
|
||||
"normalWaitTime": 0,
|
||||
"retryWaitTime": 10000,
|
||||
"sleepWaitTime": 3600000,
|
||||
"comaWaitTime": 86400000,
|
||||
"updatesDatasets": [
|
||||
{
|
||||
"product": "Candle-Stairs",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
},
|
||||
{
|
||||
"product": "Volume-Stairs",
|
||||
"dataSet": "Multi-Period-Daily"
|
||||
}
|
||||
],
|
||||
"statusDependencies": [
|
||||
{
|
||||
"dataMine": "Masters",
|
||||
"bot": "Exchange-Raw-Data",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Historic-Trades",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
},
|
||||
{
|
||||
"dataMine": "Masters",
|
||||
"bot": "Candles-Volumes",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Multi-Period-Daily",
|
||||
"dataSetVersion": "dataSet.V1",
|
||||
"waitUntilNextUpdate": true
|
||||
},
|
||||
{
|
||||
"dataMine": "Masters",
|
||||
"bot": "Stairs-Patterns",
|
||||
"botVersion": {
|
||||
"major": 1,
|
||||
"minor": 0
|
||||
},
|
||||
"process": "Multi-Period-Daily",
|
||||
"dataSetVersion": "dataSet.V1"
|
||||
}
|
||||
]
|
||||
}
|
||||
],
|
||||
"products": [
|
||||
{
|
||||
"codeName": "Candle-Stairs",
|
||||
"displayName": "Candle-Stairs Patters",
|
||||
"description": "Two sets of files per period that contains candle-stairs patterns.",
|
||||
"storageAccount": "Stairs-Patterns",
|
||||
"shareWith": "Public",
|
||||
"dataSets": [
|
||||
{
|
||||
"codeName": "Multi-Period-Market",
|
||||
"type": "Market Files",
|
||||
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
|
||||
"filePath": "Masters/Stairs-Patterns.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period",
|
||||
"fileName": "@AssetA_@AssetB.json"
|
||||
},
|
||||
{
|
||||
"codeName": "Multi-Period-Daily",
|
||||
"type": "Daily Files",
|
||||
"validPeriods": [ "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
|
||||
"filePath": "Masters/Stairs-Patterns.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day",
|
||||
"fileName": "@AssetA_@AssetB.json",
|
||||
"dataRange": {
|
||||
"filePath": "Masters/Stairs-Patterns.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily",
|
||||
"fileName": "Data.Range.@AssetA_@AssetB.json"
|
||||
}
|
||||
}
|
||||
],
|
||||
"exchangeList": [
|
||||
{
|
||||
"name": "Poloniex"
|
||||
},
|
||||
{
|
||||
"name": "Coss"
|
||||
}
|
||||
],
|
||||
"plotter": {
|
||||
"dataMine": "Masters",
|
||||
"codeName": "PlottersStairsPatterns",
|
||||
"moduleName": "CandleStairs"
|
||||
}
|
||||
},
|
||||
{
|
||||
"codeName": "Volume-Stairs",
|
||||
"displayName": "Volume-Stairs Patters",
|
||||
"description": "Two sets of files per period that contains volume-stairs patterns.",
|
||||
"storageAccount": "Stairs-Patterns",
|
||||
"shareWith": "Public",
|
||||
"dataSets": [
|
||||
{
|
||||
"codeName": "Multi-Period-Market",
|
||||
"type": "Market Files",
|
||||
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
|
||||
"filePath": "Masters/Stairs-Patterns.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volume-Stairs/Multi-Period-Market/@Period",
|
||||
"fileName": "@AssetA_@AssetB.json"
|
||||
},
|
||||
{
|
||||
"codeName": "Multi-Period-Daily",
|
||||
"type": "Daily Files",
|
||||
"validPeriods": [ "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
|
||||
"filePath": "Masters/Stairs-Patterns.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volume-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day",
|
||||
"fileName": "@AssetA_@AssetB.json",
|
||||
"dataRange": {
|
||||
"filePath": "Masters/Stairs-Patterns.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volume-Stairs/Multi-Period-Daily",
|
||||
"fileName": "Data.Range.@AssetA_@AssetB.json"
|
||||
}
|
||||
}
|
||||
],
|
||||
"exchangeList": [
|
||||
{
|
||||
"name": "Poloniex"
|
||||
},
|
||||
{
|
||||
"name": "Coss"
|
||||
}
|
||||
],
|
||||
"plotter": {
|
||||
"dataMine": "Masters",
|
||||
"codeName": "PlottersStairsPatterns",
|
||||
"moduleName": "VolumeStairs"
|
||||
}
|
||||
}
|
||||
]
|
||||
}
|
||||
|
||||
|
||||
|
||||
Reference in new issue
Block a user