From bf4edec2e087bd5020934e1591bc40b0eb893f7c Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Sat, 8 Feb 2020 20:37:32 +0100 Subject: [PATCH] Downloading Data Improved --- CanvasApp/Spaces/DesignerSpace.js | 5 +- Inter-Process-Files/AppSchema.json | 6 +- .../Single-Period-Daily/User.Bot.js | 195 +++++------------- .../Historic-Trades/User.Bot.js | 50 +++-- .../Multi-Period-Daily/User.Bot.js | 17 ++ .../Multi-Period-Daily/User.Bot.js | 18 ++ .../Multi-Period-Market/User.Bot.js | 18 ++ .../Multi-Period-Daily/User.Bot.js | 17 ++ Share - Pre-Release Testing Workspace.json | 2 +- TaskServer/MultiPeriodDaily.js | 13 ++ .../Icons/style-01/150-next-phase-event.png | Bin 0 -> 2356 bytes .../Icons/style-01/angle-to-parent-000.png | Bin 10083 -> 21720 bytes .../Icons/style-01/angle-to-parent-045.png | Bin 3441 -> 5696 bytes .../Icons/style-01/angle-to-parent-090.png | Bin 4484 -> 7896 bytes .../Icons/style-01/angle-to-parent-180.png | Bin 5766 -> 12249 bytes 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140 +++++++++---- docs/pages/suite/suite-trading-sessions.md | 8 +- 79 files changed, 394 insertions(+), 259 deletions(-) create mode 100644 WebServer/Images/Icons/style-01/150-next-phase-event.png create mode 100644 WebServer/Images/Icons/style-01/session-based-data.png create mode 100644 WebServer/Images/Icons/style-01/session-independent-data.png create mode 100644 WebServer/Images/Icons/style-01/session-reference.png create mode 100644 docs/images/icons/150-angle-to-parent-000.png create mode 100644 docs/images/icons/150-angle-to-parent-045.png create mode 100644 docs/images/icons/150-angle-to-parent-090.png create mode 100644 docs/images/icons/150-angle-to-parent-180.png create mode 100644 docs/images/icons/150-angle-to-parent-360.png create mode 100644 docs/images/icons/150-data-mining.png create mode 100644 docs/images/icons/150-distance-to-parent-000.png create mode 100644 docs/images/icons/150-distance-to-parent-025.png create mode 100644 docs/images/icons/150-distance-to-parent-050.png create mode 100644 docs/images/icons/150-distance-to-parent-100.png create mode 100644 docs/images/icons/150-distance-to-parent-150.png create mode 100644 docs/images/icons/150-distance-to-parent-200.png create mode 100644 docs/images/icons/150-production-environment.png create mode 100644 docs/images/icons/150-session-based-data.png create mode 100644 docs/images/icons/150-session-independent-data.png create mode 100644 docs/images/icons/150-session-reference.png create mode 100644 docs/images/icons/150-testing-environment.png create mode 100644 docs/images/icons/angle-to-parent-000.png create mode 100644 docs/images/icons/angle-to-parent-045.png create mode 100644 docs/images/icons/angle-to-parent-090.png create mode 100644 docs/images/icons/angle-to-parent-180.png create mode 100644 docs/images/icons/angle-to-parent-360.png create mode 100644 docs/images/icons/data-mining.png create mode 100644 docs/images/icons/distance-to-parent-000.png create mode 100644 docs/images/icons/distance-to-parent-025.png create mode 100644 docs/images/icons/distance-to-parent-050.png create mode 100644 docs/images/icons/distance-to-parent-100.png create mode 100644 docs/images/icons/distance-to-parent-150.png create mode 100644 docs/images/icons/distance-to-parent-200.png create mode 100644 docs/images/icons/production-environment.png create mode 100644 docs/images/icons/session-based-data.png create mode 100644 docs/images/icons/session-independent-data.png create mode 100644 docs/images/icons/session-reference.png create mode 100644 docs/images/icons/testing-environment.png diff --git a/CanvasApp/Spaces/DesignerSpace.js b/CanvasApp/Spaces/DesignerSpace.js index bbf20057f..add5dd2f2 100644 --- a/CanvasApp/Spaces/DesignerSpace.js +++ b/CanvasApp/Spaces/DesignerSpace.js @@ -238,7 +238,10 @@ function newDesignerSpace () { 'next-phase-event', 'testing-environment', 'production-environment', - 'task-manager' + 'task-manager', + 'session-based-data', + 'session-independent-data', + 'session-reference' ] for (let i = 0; i < iconsNames.length; i++) { diff --git a/Inter-Process-Files/AppSchema.json b/Inter-Process-Files/AppSchema.json index 787e8936f..4a4e1a016 100644 --- a/Inter-Process-Files/AppSchema.json +++ b/Inter-Process-Files/AppSchema.json @@ -5398,7 +5398,7 @@ ], "addLeftIcons": true, "level": 3, - "icon": "dataset-definition", + "icon": "session-independent-data", "chainAttachesTo": { "compatibleTypes": "->Data Storage->" }, @@ -5433,7 +5433,7 @@ ], "addLeftIcons": true, "level": 3, - "icon": "output-dataset", + "icon": "session-based-data", "chainAttachesTo": { "compatibleTypes": "->Data Storage->" }, @@ -5472,7 +5472,7 @@ ], "addLeftIcons": true, "level": 3, - "icon": "data-dependency", + "icon": "session-reference", "alternativeIcons": "Use Reference Parent", "referenceAttachesTo": { "compatibleTypes": "->Backtesting Session->Paper Trading Session->Fordward Testing Session->Live Trading Session->" diff --git a/Legacy-Code/AAMasters/bots/AABruce-Indicator-Bot/Single-Period-Daily/User.Bot.js b/Legacy-Code/AAMasters/bots/AABruce-Indicator-Bot/Single-Period-Daily/User.Bot.js index d42c7a3b7..a2f7345f1 100644 --- a/Legacy-Code/AAMasters/bots/AABruce-Indicator-Bot/Single-Period-Daily/User.Bot.js +++ b/Legacy-Code/AAMasters/bots/AABruce-Indicator-Bot/Single-Period-Daily/User.Bot.js @@ -56,11 +56,12 @@ let market = bot.market; - let lastTradeFileAvailable; // Datetime of the last file certified by the Hole Fixing process as without permanent holes. + let lastTradeFileProcessed; // Datetime of the last file certified by the Hole Fixing process as without permanent holes. let firstTradeFile; // Datetime of the first trade file in the whole market history. let lastTradeFileSaved; // Datetime of the last verified file without holes. let lastCandleClose; // Value of the last candle close. let lastTradeFile; // Datetime pointing to the last Trade File sucessfuly processed and included in the last file. + let beginingOfMarket getContextVariables(); @@ -114,25 +115,39 @@ thisReport = statusDependencies.statusReports.get(reportKey).file; - if (thisReport.lastFile === undefined) { - logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey); - logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> If the status report does not exist we will point the lasCandleFile to the last day of the previous month."); + if (thisReport.lastFile === undefined) { // Means this is the first time ever this process runs. + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey); - lastTradeFileAvailable = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS); - findLastCandleCloseValue(); - return; - } + lastCandleClose = 0; + lastTradeFileProcessed = new Date(firstTradeFile.valueOf() - ONE_DAY_IN_MILISECONDS) + beginingOfMarket = new Date(firstTradeFile.valueOf()) - lastTradeFileAvailable = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + "00:00" + GMT_SECONDS); - lastCandleClose = thisReport.candleClose; - - if (thisReport.fileComplete === true) { buildCandlesAndVolumes(); + } else { - lastTradeFile = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + thisReport.lastTradeFile.hours + ":" + thisReport.lastTradeFile.minutes + GMT_SECONDS); - findPreviousContent(); - } - + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running not for the very first time. -> reportKey = " + reportKey); + + lastTradeFileProcessed = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + "00:00" + GMT_SECONDS); + lastCandleClose = thisReport.candleClose; + beginingOfMarket = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS); + + if (beginingOfMarket.valueOf() !== firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey); + + beginingOfMarket = new Date(firstTradeFile.valueOf()) + lastTradeFileProcessed = new Date(firstTradeFile.valueOf() - ONE_DAY_IN_MILISECONDS) + lastCandleClose = 0 + buildCandlesAndVolumes() + return + } + + if (thisReport.fileComplete === true) { + buildCandlesAndVolumes(); + } else { + lastTradeFile = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + thisReport.lastTradeFile.hours + ":" + thisReport.lastTradeFile.minutes + GMT_SECONDS); + findPreviousContent(); + } + } } catch (err) { logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.stack); if (err.message === "Cannot read property 'file' of undefined") { @@ -161,7 +176,7 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> getCandles -> Entering function."); } let fileName = '' + market.baseAsset + '_' + market.quotedAsset + '.json'; - let dateForPath = lastTradeFileAvailable.getUTCFullYear() + '/' + utilities.pad(lastTradeFileAvailable.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileAvailable.getUTCDate(), 2); + let dateForPath = lastTradeFileProcessed.getUTCFullYear() + '/' + utilities.pad(lastTradeFileProcessed.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileProcessed.getUTCDate(), 2); let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath; filePath += '/' + fileName @@ -212,7 +227,7 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> getVolumes -> Entering function."); } let fileName = '' + market.baseAsset + '_' + market.quotedAsset + '.json'; - let dateForPath = lastTradeFileAvailable.getUTCFullYear() + '/' + utilities.pad(lastTradeFileAvailable.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileAvailable.getUTCDate(), 2); + let dateForPath = lastTradeFileProcessed.getUTCFullYear() + '/' + utilities.pad(lastTradeFileProcessed.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileProcessed.getUTCDate(), 2); let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath; filePath += '/' + fileName @@ -241,7 +256,7 @@ volumesFile = JSON.parse(text); previousVolumes = volumesFile; - lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() - ONE_DAY_IN_MILISECONDS); // We know that after the next call a new day will be added. + lastTradeFileProcessed = new Date(lastTradeFileProcessed.valueOf() - ONE_DAY_IN_MILISECONDS); // We know that after the next call a new day will be added. buildCandlesAndVolumes(previousCandles, previousVolumes); } catch (err) { @@ -266,131 +281,6 @@ } } - function findLastCandleCloseValue() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> Entering function."); } - - /* - We will search and find for the last trade before the begining of the current candle and that will give us the last close value. - Before going backwards, we need to be sure we are not at the begining of the market. - */ - - if ((Number((new Date()).getUTCFullYear()) === firstTradeFile.getUTCFullYear() && parseInt(((new Date()).getUTCMonth() + 1)) === firstTradeFile.getUTCMonth() + 1)) { - - /* - We are at the begining of the market, so we will set everyting to build the first candle. - */ - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> Begining of the market detected."); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> Entering market = " + JSON.stringify(market)); } - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> lastCandleClose = " + lastCandleClose); } - - lastTradeFileAvailable = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); - lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() - ONE_DAY_IN_MILISECONDS); - - lastCandleClose = 0; - buildCandlesAndVolumes(); - - } else { - - /* - We are not at the begining of the market, so we need scan backwards the trade files until we find a non empty one and get the last trade. - */ - - let date = new Date(processDate.valueOf()); - - loopStart(); - - function loopStart() { - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopStart -> Entering function."); } - - date = new Date(date.valueOf() - 60 * 1000); - - let dateForPath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2) + '/' + utilities.pad(date.getUTCHours(), 2) + '/' + utilities.pad(date.getUTCMinutes(), 2); - let fileName = market.baseAsset + '_' + market.quotedAsset + ".json" - let filePathRoot = bot.dataMine + "/" + "AACharly" + "/" + bot.exchange; - let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + '/' + dateForPath; - filePath += '/' + fileName - - fileStorage.getTextFile(filePath, onFileReceived); - - logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopStart -> reading file at dateForPath = " + dateForPath); - - function onFileReceived(err, text) { - - let tradesFile; - - try { - - if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> Entering function."); } - - /* - There is a situation at the end of each month where the process might have been started at the new month before dependent processes have - created the expected file. For those cases we will retry instead of just aborting the process. - */ - if (err.result === global.CUSTOM_FAIL_RESPONSE.result && err.message === 'File does not exist.') { - logger.write(MODULE_NAME, "[WARN] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> err received = " + err.stack); - logger.write(MODULE_NAME, "[WARN] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> text received = " + text); - callBackFunction(global.DEFAULT_RETRY_RESPONSE); - return; - } - - if (err.result !== global.DEFAULT_OK_RESPONSE.result) { - logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> err received = " + err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> text received = " + text); - callBackFunction(err); - return; - } - - if (LOG_FILE_CONTENT === true) { - logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> text = " + text); - } - - tradesFile = JSON.parse(text); - - if (tradesFile.length > 0) { - - lastCandleClose = tradesFile[tradesFile.length - 1][2]; // Position 2 is the rate at which the trade was executed. - - logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> Trades found at " + filePath + " for market " + market.baseAsset + '_' + market.quotedAsset + "."); - logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> lastCandleClose = " + lastCandleClose); - - buildCandlesAndVolumes(); - - } else { - - logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> NO Trades found at " + filePath + " for market " + market.baseAsset + '_' + market.quotedAsset + "."); - - loopStart(); - } - - } catch (err) { - - logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> err = " + err.stack); - logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> filePath = " + filePath); - logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> text = " + text); - logger.write(MODULE_NAME, "[HINT] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> Empty or corrupt volume file found."); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - return; - } - } - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - } - } catch (err) { - logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> err = " + err.stack); - callBackFunction(global.DEFAULT_FAIL_RESPONSE); - } - } - function buildCandlesAndVolumes(previousCandles, previousVolumes) { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandlesAndVolumes -> Entering function."); } @@ -412,9 +302,9 @@ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandlesAndVolumes -> nextFile -> Entering function."); } - lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() + ONE_DAY_IN_MILISECONDS); + lastTradeFileProcessed = new Date(lastTradeFileProcessed.valueOf() + ONE_DAY_IN_MILISECONDS); - let date = new Date(lastTradeFileAvailable.valueOf() - 60 * 1000); + let date = new Date(lastTradeFileProcessed.valueOf() - 60 * 1000); if (date.valueOf() < firstTradeFile.valueOf()) { // At the special case where we are at the begining of the market, this might be true. date = new Date(firstTradeFile.valueOf() - 60 * 1000); @@ -481,9 +371,9 @@ /* Check if we are outside the current Day / File */ - if (date.getUTCDate() !== lastTradeFileAvailable.getUTCDate()) { + if (date.getUTCDate() !== lastTradeFileProcessed.getUTCDate()) { - writeFiles(lastTradeFileAvailable, candles, volumes, true, onFilesWritten); + writeFiles(lastTradeFileProcessed, candles, volumes, true, onFilesWritten); return; @@ -497,7 +387,7 @@ if (date.valueOf() > lastTradeFileSaved.valueOf()) { - writeFiles(lastTradeFileAvailable, candles, volumes, false, onFilesWritten); + writeFiles(lastTradeFileProcessed, candles, volumes, false, onFilesWritten); return; function onFilesWritten() { @@ -881,6 +771,13 @@ hours: lastTradeFile.getUTCHours(), minutes: lastTradeFile.getUTCMinutes() }, + beginingOfMarket: { + year: beginingOfMarket.getUTCFullYear(), + month: (beginingOfMarket.getUTCMonth() + 1), + days: beginingOfMarket.getUTCDate(), + hours: beginingOfMarket.getUTCHours(), + minutes: beginingOfMarket.getUTCMinutes() + }, candleClose: candleClose, fileComplete: isFileComplete }; diff --git a/Legacy-Code/AAMasters/bots/AACharly-Sensor-Bot/Historic-Trades/User.Bot.js b/Legacy-Code/AAMasters/bots/AACharly-Sensor-Bot/Historic-Trades/User.Bot.js index b89352ef4..49425f4d2 100644 --- a/Legacy-Code/AAMasters/bots/AACharly-Sensor-Bot/Historic-Trades/User.Bot.js +++ b/Legacy-Code/AAMasters/bots/AACharly-Sensor-Bot/Historic-Trades/User.Bot.js @@ -33,6 +33,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt let lastId let firstId let exchange + let uiStartDate = new Date(bot.uiStartDate) const limit = 1000 @@ -110,8 +111,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt async function begin() { getContextVariables() - defineSince() - + await getFirstId() await getTrades() if (global.STOP_TASK_GRACEFULLY === true) { @@ -144,6 +144,25 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt } else { // This means this is the first time this process run. beginingOfMarket = new Date() } + + defineSince() + function defineSince() { + if (thisReport.file.uiStartDate === undefined) { + thisReport.file.uiStartDate = uiStartDate + } else { + thisReport.file.uiStartDate = new Date(thisReport.file.uiStartDate) + } + + if (uiStartDate.valueOf() !== thisReport.file.uiStartDate.valueOf()) { + since = uiStartDate.valueOf() + initialProcessTimestamp = since + beginingOfMarket = new Date(uiStartDate.valueOf()) + } else { + since = lastFileSaved.valueOf() + initialProcessTimestamp = lastFileSaved.valueOf() + } + } + } catch (err) { logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.stack); if (err.message === "Cannot read property 'file' of undefined") { @@ -154,20 +173,6 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt } } - function defineSince() { - - let uiStartDate = new Date(bot.uiStartDate) - - if (uiStartDate.valueOf() < beginingOfMarket.valueOf()) { - since = (new Date(bot.uiStartDate)).valueOf() - initialProcessTimestamp = since - beginingOfMarket = new Date(uiStartDate.valueOf()) - } else { - since = lastFileSaved.valueOf() - initialProcessTimestamp = lastFileSaved.valueOf() - } - } - async function getFirstId() { try { /* We need the first id only when we are going to fetch trades based on id and it is the first time the process runs*/ @@ -367,6 +372,16 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt } function createMissingEmptyFiles(begin, end) { + /* + If this range is too wide, we will consider this means that the begin is before the begining of this market at this exchange. + In that case we will change the begin and the beginingOfMarket + */ + + if ((end - begin) / 60 / 24 > 7) { + begin = end + beginingOfMarket = new Date(end * ONE_MINUTE) + } + for (let j = begin + 1; j < end; j++) { let fileName = bot.market.baseAsset + '_' + bot.market.quotedAsset + '.json' filesToCreate++ @@ -436,7 +451,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt days: beginingOfMarket.getUTCDate(), hours: beginingOfMarket.getUTCHours(), minutes: beginingOfMarket.getUTCMinutes() - } + }, + uiStartDate: uiStartDate.toUTCString() }; if (fetchType === "by Id") { diff --git a/Legacy-Code/AAMasters/bots/AAChris-Indicator-Bot/Multi-Period-Daily/User.Bot.js b/Legacy-Code/AAMasters/bots/AAChris-Indicator-Bot/Multi-Period-Daily/User.Bot.js index ddaf95527..b773a7052 100644 --- a/Legacy-Code/AAMasters/bots/AAChris-Indicator-Bot/Multi-Period-Daily/User.Bot.js +++ b/Legacy-Code/AAMasters/bots/AAChris-Indicator-Bot/Multi-Period-Daily/User.Bot.js @@ -23,6 +23,7 @@ let utilities = UTILITIES.newCloudUtilities(bot, logger); let statusDependencies; + let beginingOfMarket return thisObject; @@ -178,6 +179,19 @@ if (thisReport.lastFile !== undefined) { + beginingOfMarket = new Date(thisReport.beginingOfMarket); + + if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey); + + beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + contextVariables.lastBandFile = new Date(contextVariables.lastBandFile.valueOf() + ONE_DAY_IN_MILISECONDS); + + buildBands(); + return; + } + contextVariables.lastBandFile = new Date(thisReport.lastFile); /* @@ -205,6 +219,8 @@ contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); contextVariables.lastBandFile = new Date(contextVariables.lastBandFile.valueOf() + ONE_DAY_IN_MILISECONDS); + beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile === undefined"); } if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> contextVariables.lastBandFile = " + contextVariables.lastBandFile); } @@ -852,6 +868,7 @@ thisReport.file.lastExecution = bot.processDatetime; thisReport.file.lastFile = lastFileDate; + thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString() thisReport.save(callBack); } diff --git a/Legacy-Code/AAMasters/bots/AAOlivia-Indicator-Bot/Multi-Period-Daily/User.Bot.js b/Legacy-Code/AAMasters/bots/AAOlivia-Indicator-Bot/Multi-Period-Daily/User.Bot.js index c7fea7ed0..9a1356a72 100644 --- a/Legacy-Code/AAMasters/bots/AAOlivia-Indicator-Bot/Multi-Period-Daily/User.Bot.js +++ b/Legacy-Code/AAMasters/bots/AAOlivia-Indicator-Bot/Multi-Period-Daily/User.Bot.js @@ -25,6 +25,7 @@ let utilities = UTILITIES.newCloudUtilities(bot, logger); let statusDependencies; + let beginingOfMarket return thisObject; @@ -176,6 +177,20 @@ Read the candles and volumes from Bruce and produce a file for each day and for thisReport = statusDependencies.statusReports.get(reportKey).file; if (thisReport.lastFile !== undefined) { + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running not for the very first time. -> reportKey = " + reportKey); + + beginingOfMarket = new Date(thisReport.beginingOfMarket); + + if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey); + + beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well. + + buildCandles(); + return; + } contextVariables.lastCandleFile = new Date(thisReport.lastFile); @@ -190,7 +205,9 @@ Read the candles and volumes from Bruce and produce a file for each day and for return; } else { + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey); + beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well. @@ -756,6 +773,7 @@ Read the candles and volumes from Bruce and produce a file for each day and for thisReport.file.lastExecution = bot.processDatetime; thisReport.file.lastFile = lastFileDate; + thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString() thisReport.save(callBack); } diff --git a/Legacy-Code/AAMasters/bots/AAOlivia-Indicator-Bot/Multi-Period-Market/User.Bot.js b/Legacy-Code/AAMasters/bots/AAOlivia-Indicator-Bot/Multi-Period-Market/User.Bot.js index fbeccde07..cfddb306c 100644 --- a/Legacy-Code/AAMasters/bots/AAOlivia-Indicator-Bot/Multi-Period-Market/User.Bot.js +++ b/Legacy-Code/AAMasters/bots/AAOlivia-Indicator-Bot/Multi-Period-Market/User.Bot.js @@ -25,6 +25,7 @@ let utilities = UTILITIES.newCloudUtilities(bot, logger); let statusDependencies; + let beginingOfMarket return thisObject; @@ -185,6 +186,20 @@ thisReport = statusDependencies.statusReports.get(reportKey).file; if (thisReport.lastFile !== undefined) { + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running not for the very first time. -> reportKey = " + reportKey); + + beginingOfMarket = new Date(thisReport.beginingOfMarket); + + if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey); + + beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well. + + buildCandles(); + return; + } contextVariables.lastCandleFile = new Date(thisReport.lastFile); @@ -199,7 +214,9 @@ return; } else { + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey); + beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well. @@ -874,6 +891,7 @@ thisReport.file.lastExecution = bot.processDatetime; thisReport.file.lastFile = lastFileDate; + thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString() thisReport.save(callBack); } diff --git a/Legacy-Code/AAMasters/bots/AATom-Indicator-Bot/Multi-Period-Daily/User.Bot.js b/Legacy-Code/AAMasters/bots/AATom-Indicator-Bot/Multi-Period-Daily/User.Bot.js index dd35fa56c..35f8ecf7b 100644 --- a/Legacy-Code/AAMasters/bots/AATom-Indicator-Bot/Multi-Period-Daily/User.Bot.js +++ b/Legacy-Code/AAMasters/bots/AATom-Indicator-Bot/Multi-Period-Daily/User.Bot.js @@ -26,6 +26,7 @@ let utilities = UTILITIES.newCloudUtilities(bot, logger); let statusDependencies; + let beginingOfMarket return thisObject; @@ -185,6 +186,19 @@ if (thisReport.lastFile !== undefined) { + beginingOfMarket = new Date(thisReport.beginingOfMarket); + + if (beginingOfMarket.valueOf() !== contextVariables.firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey); + + beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS) + + buildStairs(); + return; + } + contextVariables.lastCandleFile = new Date(thisReport.lastFile); /* @@ -213,6 +227,8 @@ contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS) + beginingOfMarket = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS); + if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile === undefined"); } if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> contextVariables.lastCandleFile = " + contextVariables.lastCandleFile); } @@ -1606,6 +1622,7 @@ thisReport.file.lastExecution = bot.processDatetime; thisReport.file.lastFile = lastFileDate; + thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString() thisReport.save(callBack); } diff --git a/Share - Pre-Release Testing Workspace.json b/Share - Pre-Release Testing Workspace.json index d19cd2177..89272032f 100644 --- a/Share - Pre-Release Testing Workspace.json +++ b/Share - Pre-Release Testing Workspace.json @@ -1 +1 @@ -{"type":"Workspace","name":"My 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This goes at the Code of the Procedure Loop Object */\n\nlet candle = record.current // Our main dependencies are candles \nvariable.last200.push(candle.close) // Add the current close value to the last 200 array.\n\nif (variable.last200.length > 200) {\n variable.last200.splice(0, 1) // Remove the first element of the array to keep it at a maximun of 200 elements.\n}\n\nvariable.sma11 = calculateSMA(11)\nvariable.sma22 = calculateSMA(22)\nvariable.sma33 = calculateSMA(33)\nvariable.sma55 = calculateSMA(55)\nvariable.sma111 = calculateSMA(111)\n\nfunction calculateSMA(periods) { // Having a function avoids us to repeat code.\n /* We check we have enough values to make the calculation */\n if (variable.last200.length < periods) { return 0 } // If we dont, we define the value is zero.\n\n let sum = 0 // Initialize sum variable. \n for (let i = variable.last200.length - periods; i < variable.last200.length; i++) { // Iterate through the last periods\n sum = sum + variable.last200[i]\n /*\n if (index > 18 && index < 22) { // You can debug what is going on by console logging whatever you need. \n console.log(\"index=\" + index + \" i=\" + i + \" variable.last200.length=\" + variable.last200.length + \" periods=\" + periods + \" sum=\" + sum + \" sum/periods=\" + (sum / periods) + \" currentValue=\" + (variable.last200[i]))\n }\n */\n }\n let sma = sum / periods\n return sma\n}","id":"317788d5-11f5-48a6-ab0c-252cdcef7728","savedPayload":{"position":{"x":31516.173806249204,"y":19783.581300949067},"targetPosition":{"x":30354.750280111,"y":19783.581300949067},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":1,"distanceToParent":3},"uiObject":{}}},"id":"cce46065-5c04-428f-823f-4cb5e67b212a","savedPayload":{"position":{"x":30354.750280111,"y":19783.581300949067},"targetPosition":{"x":29577.6062518267,"y":18920.47541731175},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":1,"distanceToParent":3},"uiObject":{}}},"initialization":{"type":"Procedure Initialization","name":"New Procedure Initialization","javascriptCode":{"type":"Javascript Code","code":"/* Initialization Code. 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Building Procedure","name":"New Data Building Procedure","loop":{"type":"Procedure Loop","name":"New Procedure Loop","javascriptCode":{"type":"Javascript Code","code":"/* Loop Code */\n\nlet candle = record.current \n\nvariable.ema7 = calculateEMA(7, candle.close, variable.previousEMA7)\nvariable.previousEMA7 = variable.ema7\n\nvariable.ema14 = calculateEMA(14, candle.close, variable.previousEMA14)\nvariable.previousEMA14 = variable.ema14\n\nvariable.ema21 = calculateEMA(21, candle.close, variable.previousEMA21)\nvariable.previousEMA21 = variable.ema21\n\nvariable.ema28 = calculateEMA(28, candle.close, variable.previousEMA28)\nvariable.previousEMA28 = variable.ema28\n\nvariable.ema35 = calculateEMA(35, candle.close, variable.previousEMA35)\nvariable.previousEMA35 = variable.ema35\n\nvariable.ema70 = calculateEMA(70, candle.close, variable.previousEMA70)\nvariable.previousEMA70 = variable.ema70\n\nvariable.ema140 = calculateEMA(140, candle.close, variable.previousEMA140)\nvariable.previousEMA140 = variable.ema140\n\nvariable.ema210 = calculateEMA(210, candle.close, variable.previousEMA210)\nvariable.previousEMA210 = variable.ema210\n\nvariable.ema280 = calculateEMA(280, candle.close, variable.previousEMA280)\nvariable.previousEMA280 = variable.ema280\n\nvariable.ema350 = calculateEMA(350, candle.close, variable.previousEMA350)\nvariable.previousEMA350 = variable.ema350\n\nvariable.ema700 = calculateEMA(700, candle.close, variable.previousEMA700)\nvariable.previousEMA700 = variable.ema700\n\nvariable.ema1400 = calculateEMA(1400, candle.close, variable.previousEMA1400)\nvariable.previousEMA1400 = variable.ema1400\n\n\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * 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processConfig; + let beginingOfMarket return thisObject; @@ -223,6 +224,16 @@ if (thisReport.lastFile !== undefined) { + beginingOfMarket = new Date(thisReport.beginingOfMarket); + + if (beginingOfMarket.valueOf() !== contextVariables.dateBeginOfMarket.valueOf()) { // Reset Mechanism for Begining of the Market + logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Reset Mechanism for Begining of the Market Activated. -> reportKey = " + reportKey); + + beginingOfMarket = new Date(contextVariables.dateBeginOfMarket.valueOf()); + startFromBegining(); + return; + } + if (bot.hasTheBotJustStarted === true && processConfig.framework.startDate.resumeExecution === false) { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true."); } @@ -242,6 +253,7 @@ In the case when there is no status report, we assume like the last processed file is the one on the date of Begining of Market. */ if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining of the market because own status report not found or lastFile was undefined."); } + beginingOfMarket = new Date(contextVariables.dateBeginOfMarket.valueOf()); startFromBegining(); return; } @@ -765,6 +777,7 @@ thisReport.file.lastExecution = bot.currentDaytime; thisReport.file.lastFile = lastFileDate; thisReport.file.interExecutionMemoryArray = interExecutionMemoryArray; + thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString() thisReport.save(callBack); bot.hasTheBotJustStarted = false; diff --git a/WebServer/Images/Icons/style-01/150-next-phase-event.png b/WebServer/Images/Icons/style-01/150-next-phase-event.png new file mode 100644 index 0000000000000000000000000000000000000000..fe469f85f76bb6015bfb412db2f23215d76af75f GIT binary patch literal 2356 zcmV-43Cs40P)(_`g8%^e{{R4h=l}px2mk>USO5SzmjD14Z`WEM 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Click to learn more about {{ title | downcase }}{{plural}} + +{% endif %} - +{% if include.content != "no" %} + + A backtesting session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it. - + {% endif %} +{% if include.more == "yes" and include.content != "more" %} +
Click to learn more about {{ title | downcase }}{{plural}} + +{% endif %} + {% if include.adding != "" %} {{include.adding}} Adding {{preposition}} {{title}} - + To add a backtesting session, select *Add Backtesting Session* on the trading process instance node menu. When a session is added, it is created with the full set of parameters. @@ -94,6 +105,10 @@ After a few seconds, a literal indication of the progress of the calculations ap To stop a backtesting session, select *Stop* on the menu. - + +{% endif %} + +{% if include.more == "yes" %} +
{% endif %} \ No newline at end of file diff --git a/docs/_includes/network/forward-testing-session.md b/docs/_includes/network/forward-testing-session.md index f56d6c28e..bcdb1f9ca 100644 --- a/docs/_includes/network/forward-testing-session.md +++ b/docs/_includes/network/forward-testing-session.md @@ -3,8 +3,9 @@ {% assign title = "Forward Testing Session" %} {% assign definition = site.data.network.forward_testing_session %} {% assign preposition = "a" %} +{% assign plural = "s" %} - + {% if include.heading != "" %} {{include.heading}} {{title}} @@ -12,19 +13,19 @@ {% if include.icon != "no" %} -{% if include.table == "y" %} +{% if include.table == "yes" and include.icon != "no" %}
{% endif %} -{% if include.table == "y" %} +{% if include.table == "yes" and include.icon != "no" %} {% endif %} {% endif %} -{% if include.definition != "regular" %} +{% if include.definition == "bold" %} {{ definition }} @@ -34,25 +35,35 @@ {% endif %} -{% if include.table == "y" and include.icon != "no" %} +{% if include.table == "yes" and include.icon != "no" %}
{% endif %} -{% if include.content != "n" %} +{% if include.more == "yes" and include.content == "more" %} +
Click to learn more about {{ title | downcase }}{{plural}} + +{% endif %} - +{% if include.content != "no" %} + + A forward testing session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it. - + {% endif %} +{% if include.more == "yes" and include.content != "more" %} +
Click to learn more about {{ title | downcase }}{{plural}} + +{% endif %} + {% if include.adding != "" %} {{include.adding}} Adding {{preposition}} {{title}} - + To add a forward testing session, select *Add Forward Testing Session* on the trading process instance node menu. When a session is added, it is created with the full set of parameters. @@ -103,6 +114,10 @@ Before you start a forward testing session, the corresponding task needs to be r To stop a backtesting session, select *Stop* on the menu. - + +{% endif %} + +{% if include.more == "yes" %} +
{% endif %} \ No newline at end of file diff --git a/docs/_includes/network/live-trading-session.md b/docs/_includes/network/live-trading-session.md index 7e2a558de..cb4a39ab9 100644 --- a/docs/_includes/network/live-trading-session.md +++ b/docs/_includes/network/live-trading-session.md @@ -3,8 +3,9 @@ {% assign title = "Live Trading Session" %} {% assign definition = site.data.network.live_trading_session %} {% assign preposition = "a" %} +{% assign plural = "s" %} - + {% if include.heading != "" %} {{include.heading}} {{title}} @@ -12,19 +13,19 @@ {% if include.icon != "no" %} -{% if include.table == "y" %} +{% if include.table == "yes" and include.icon != "no" %}
{% endif %} -{% if include.table == "y" %} +{% if include.table == "yes" and include.icon != "no" %} {% endif %} {% endif %} -{% if include.definition != "regular" %} +{% if include.definition == "bold" %} {{ definition }} @@ -34,25 +35,35 @@ {% endif %} -{% if include.table == "y" and include.icon != "no" %} +{% if include.table == "yes" and include.icon != "no" %}
{% endif %} -{% if include.content != "n" %} +{% if include.more == "yes" and include.content == "more" %} +
Click to learn more about {{ title | downcase }}{{plural}} + +{% endif %} - +{% if include.content != "no" %} + + A live trading session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it. - + {% endif %} +{% if include.more == "yes" and include.content != "more" %} +
Click to learn more about {{ title | downcase }}{{plural}} + +{% endif %} + {% if include.adding != "" %} {{include.adding}} Adding {{preposition}} {{title}} - + To add a live trading session, select *Add Live Trading Session* on the trading process instance node menu. When a session is added, it is created with the full set of parameters. @@ -92,6 +103,10 @@ Before you start a live trading session, the corresponding task needs to be runn To stop a backtesting session, select *Stop* on the menu. - + +{% endif %} + +{% if include.more == "yes" %} +
{% endif %} \ No newline at end of file diff --git a/docs/_includes/network/paper-trading-session.md b/docs/_includes/network/paper-trading-session.md index 14dafd603..cc183441c 100644 --- a/docs/_includes/network/paper-trading-session.md +++ b/docs/_includes/network/paper-trading-session.md @@ -3,8 +3,9 @@ {% assign title = "Paper Trading Session" %} {% assign definition = site.data.network.paper_trading_session %} {% assign preposition = "a" %} +{% assign plural = "s" %} - + {% if include.heading != "" %} {{include.heading}} {{title}} @@ -12,19 +13,19 @@ {% if include.icon != "no" %} -{% if include.table == "y" %} +{% if include.table == "yes" and include.icon != "no" %}
{% endif %} -{% if include.table == "y" %} +{% if include.table == "yes" and include.icon != "no" %} {% endif %} {% endif %} -{% if include.definition != "regular" %} +{% if include.definition == "bold" %} {{ definition }} @@ -34,25 +35,35 @@ {% endif %} -{% if include.table == "y" and include.icon != "no" %} +{% if include.table == "yes" and include.icon != "no" %}
{% endif %} -{% if include.content != "n" %} +{% if include.more == "yes" and include.content == "more" %} +
Click to learn more about {{ title | downcase }}{{plural}} + +{% endif %} - +{% if include.content != "no" %} + + A paper trading session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it. - + {% endif %} +{% if include.more == "yes" and include.content != "more" %} +
Click to learn more about {{ title | downcase }}{{plural}} + +{% endif %} + {% if include.adding != "" %} {{include.adding}} Adding {{preposition}} {{title}} - + To add a paper trading session, select *Add Paper Trading Session* on the trading process instance node menu. When a session is added, it is created with the full set of parameters. @@ -92,6 +103,10 @@ Before you start a paper trading session, the corresponding task needs to be run To stop a backtesting session, select *Stop* on the menu. - + +{% endif %} + +{% if include.more == "yes" %} +
{% endif %} \ No newline at end of file diff --git a/docs/_includes/trading_system/time-frame.md b/docs/_includes/trading_system/time-frame.md index 78d267d3c..2d7a7311c 100644 --- a/docs/_includes/trading_system/time-frame.md +++ b/docs/_includes/trading_system/time-frame.md @@ -75,7 +75,7 @@ To add a parameter that may be missing, select *Add Missing Params* on the param {% if include.configuring != "" %} -{{include.adding}} Configuring the {{title}} +{{include.configuring}} Configuring the {{title}} diff --git a/docs/css/customstyles.css b/docs/css/customstyles.css index 0f132c3ff..4debed624 100644 --- a/docs/css/customstyles.css +++ b/docs/css/customstyles.css @@ -684,10 +684,10 @@ a.fa.fa-envelope-o.mailto { h2 {font-weight:700; font-size:170%; margin-top: 60px; padding-bottom: 5px;} h3 {font-weight:500; font-size:150%; margin-top: 30px;} -h4 {font-weight:400; font-size:140%; margin-top: 30px;} -h5 {font-weight:400; font-size:130%; margin-top: 30px; font-style:italic;} -h6 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b/docs/pages/suite/suite-defining-a-trading-strategy.md index 8f6122637..8d9d1f664 100644 --- a/docs/pages/suite/suite-defining-a-trading-strategy.md +++ b/docs/pages/suite/suite-defining-a-trading-strategy.md @@ -5,7 +5,7 @@ sidebar: suite_sidebar permalink: suite-defining-a-trading-strategy.html --- -{% include /trading_system/strategy.md heading="" icon="150-" adding="##" configuring="" starting="" content="yes" definition="bold" table="yes" more="yes"%} +{% include /trading_system/strategy.md heading="" icon="150-" adding="####" configuring="" starting="" content="yes" definition="bold" table="yes" more="yes"%} {% include /trading_system/trigger-stage.md heading="##" icon="150-" adding="" configuring="" starting="" content="yes" definition="bold" table="yes" more="no"%} diff --git a/docs/pages/suite/suite-network-hierarchy.md b/docs/pages/suite/suite-network-hierarchy.md index 1c9d25afc..a67795652 100644 --- a/docs/pages/suite/suite-network-hierarchy.md +++ b/docs/pages/suite/suite-network-hierarchy.md @@ -8,40 +8,58 @@ toc: false {% include note.html content="Hover your mouse over a node for a tooltip definition, and click to get all the details." %} - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

Network

Network Node

Task Manager

Task

Sensor Bot Instance

Sensor Process Instance

Market Reference

Key Instance

Indicator Bot Instance

Indicator Process Instance

Market Reference

Trading Bot Instance

Trading Process Instance

Market Reference

Key Instance

Backtesting Session

Paper Trading Session

Forward Testing Session

Live Trading Session

Parameters

Base Asset

Quoted Asset

Time Range

Time Frame

Slippage

Fee Structure

Data Storage

Session-based Data

Session Reference

Single Market Data

Data Product

Session-independent Data

Single Market Data

Data Product
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +

Network

Network Node

Data Storage

Session Based Data

Session Reference

Single Market Data

Data Product

Session Independent Data

Single Market Data

Data Product

Data Mining

Task Manager

Task

Sensor Bot Instance

Sensor Process Instance

Market Reference

Key Instance

Indicator Bot Instance

Indicator Process Instance

Testing Environment
Market Reference

Task Manager

Task

Trading Bot Instance

Trading Process Instance

Market Reference

Backtesting Session

Paper Trading Session

Parameters

Base Asset

Quoted Asset

Time Range

Time Frame

Slippage

Fee Structure

Production Environment

Task Manager

Task

Trading Bot Instance

Trading Process Instance

Market Reference

Key Instance

Forward Testing Session

Live Trading Session

Parameters

Base Asset

Quoted Asset

Time Range

Time Frame

Slippage

Fee Structure
@@ -81,6 +99,18 @@ In a more distant future, you will also be able to connect to and consume servic + +## Data Mining + + + +**{{site.data.network.data_mining}}** + +Users may have access to several data mines. For organizational purposes, it is recommended each data mine has its task manager. However, the system allows any form of organization. + + + + ## Task Manager @@ -269,6 +299,19 @@ To add a key instance, select *Add Key Instance* on the market reference node me + + +## Testing Environment + + + +**{{site.data.network.testing_environment}}** + +Depending on how you use the system, how many markets and exchanges you work with, the number of trading systems you use, or the way you choose to test your strategies, you may find yourself with a large number of testing sessions. It is recommended you organize all of your testing sessions below the testing environment node. + + + + ## Trading Bot Instance @@ -313,13 +356,25 @@ You do not start or stop a trading process instance directly. Instead, you start -{% include /network/backtesting-session.md heading="##" icon="150-" adding="###" configuring="###" starting="###" definition="" table="y" %} +{% include /network/backtesting-session.md heading="##" icon="150-" adding="####" configuring="####" starting="####" content="yes" definition="bold" table="yes" more="no"%} -{% include /network/paper-trading-session.md heading="##" icon="150-" adding="###" configuring="###" starting="###" definition="" table="y" %} +{% include /network/paper-trading-session.md heading="##" icon="150-" adding="####" configuring="####" starting="####" content="yes" definition="bold" table="yes" more="no"%} -{% include /network/forward-testing-session.md heading="##" icon="150-" adding="###" configuring="###" starting="###" definition="" table="y" %} -{% include /network/live-trading-session.md heading="##" icon="150-" adding="###" configuring="###" starting="###" definition="" table="y" %} + +## Production Environment + + + +**{{site.data.network.production_environment}}** + +If you work with multiple markets, multiple exchanges of multiple trading systems, it is recommended to organize your live trading sessions below the production environment node. + + + +{% include /network/forward-testing-session.md heading="##" icon="150-" adding="####" configuring="####" starting="####" content="yes" definition="bold" table="yes" more="no"%} + +{% include /network/live-trading-session.md heading="##" icon="150-" adding="####" configuring="####" starting="####" content="yes" definition="bold" table="yes" more="no"%} @@ -443,3 +498,12 @@ To add a session-independent data node, select *Add Session-independent Data* on {% include note.html content="Only one session-independent data node may exist on each data storage node." %} + + + + + + + + + diff --git a/docs/pages/suite/suite-trading-sessions.md b/docs/pages/suite/suite-trading-sessions.md index c17ac10f3..790c19ab9 100644 --- a/docs/pages/suite/suite-trading-sessions.md +++ b/docs/pages/suite/suite-trading-sessions.md @@ -7,10 +7,10 @@ permalink: suite-trading-sessions.html {{site.data.network.session}} -{% include /network/backtesting-session.md heading="##" icon="150-" adding="" configuring="" starting="" content="n" definition="regular" table="y" %} +{% include /network/backtesting-session.md heading="##" icon="150-" adding="####" configuring="####" starting="####" content="yes" definition="bold" table="yes" more="yes"%} -{% include /network/paper-trading-session.md heading="##" icon="150-" adding="" configuring="" starting="" content="n" definition="regular" table="y" %} +{% include /network/paper-trading-session.md heading="##" icon="150-" adding="####" configuring="####" starting="####" content="yes" definition="bold" table="yes" more="yes"%} -{% include /network/forward-testing-session.md heading="##" icon="150-" adding="" configuring="" starting="" content="n" definition="regular" table="y" %} +{% include /network/forward-testing-session.md heading="##" icon="150-" adding="####" configuring="####" starting="####" content="yes" definition="bold" table="yes" more="yes"%} -{% include /network/live-trading-session.md heading="##" icon="150-" adding="" configuring="" starting="" content="n" definition="regular" table="y" %} \ No newline at end of file +{% include /network/live-trading-session.md heading="##" icon="150-" adding="####" configuring="####" starting="####" content="yes" definition="bold" table="yes" more="yes"%} \ No newline at end of file

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network_node: "A network node represents a machine in the network on which processes run or data is stored." +data_mining: "Data mining is the activity of processing data. In the context of the network hierarchy, the node groups the task managers handling sensors and indicators." + +testing_environment: "The testing environment node organizes trading sessions involving testing of trading systems." + +production_environment: "The production environment node organizes trading sessions involving live trading." + task_manager: "A task manager is a device used to organize and control any number of tasks." task: "A task is a device used to control bot instances." diff --git a/docs/_data/network.yml b/docs/_data/network.yml index 31ee62915..5c63fc7c2 100644 --- a/docs/_data/network.yml +++ b/docs/_data/network.yml @@ -2,6 +2,12 @@ network: "The network hierarchy contains definitions regarding the physical loca network_node: "A network node represents a machine in the network on which processes run or data is stored." +data_mining: "Data mining is the activity of processing data. In the context of the network hierarchy, the node groups the task managers handling sensors and indicators." + +testing_environment: "The testing environment node organizes trading sessions involving testing of trading systems." + +production_environment: "The production environment node organizes trading sessions involving live trading." + task_manager: "A task manager is a device used to organize and control any number of tasks." task: "A task is a device used to control bot instances." diff --git a/docs/_includes/network/backtesting-session.md b/docs/_includes/network/backtesting-session.md index ff8969751..4b6b3abad 100644 --- a/docs/_includes/network/backtesting-session.md +++ b/docs/_includes/network/backtesting-session.md @@ -3,8 +3,9 @@ {% assign title = "Backtesting Session" %} {% assign definition = site.data.network.backtesting_session %} {% assign preposition = "a" %} +{% assign plural = "s" %} - + {% if include.heading != "" %} {{include.heading}} {{title}} @@ -12,19 +13,19 @@ {% if include.icon != "no" %} -{% if include.table == "y" %} +{% if include.table == "yes" and include.icon != "no" %}
{% endif %} -{% if include.table == "y" %} +{% if include.table == "yes" and include.icon != "no" %} {% endif %} {% endif %} -{% if include.definition != "regular" %} +{% if include.definition == "bold" %} {{ definition }} @@ -34,25 +35,35 @@ {% endif %} -{% if include.table == "y" and include.icon != "no" %} +{% if include.table == "yes" and include.icon != "no" %}
{% endif %} -{% if include.content != "n" %} +{% if include.more == "yes" and include.content == "more" %} +