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Merge branch 'master' of https://github.com/AAMasters/AAGauss-Indicator-Bot

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This commit is contained in:
Matias Benitez committed 2018-06-07 16:16:31 -03:00
2 parents df3139e4ce efa5470188
commit bf7f7367dc
3 files changed
+157
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Multi-Period-Daily/User.bot.js
+23
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@@ -105,6 +105,9 @@ LRCIndicator.prototype.calculate = function (price) {
exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE, BLOB_STORAGE) {
const FULL_LOG = true;
=======
const FULL_LOG = false;
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
const LOG_FILE_CONTENT = false;
const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
@@ -289,7 +292,11 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> Entering function."); }
<<<<<<< HEAD
executionTime = new Date(lastCandles[2] + (ONE_MIN_IN_MILISECONDS*30));
=======
executionTime = new Date(lastCandles[10] + ONE_MIN_IN_MILISECONDS);
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
@@ -324,7 +331,11 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
isTimeToRun();
function isTimeToRun() {
<<<<<<< HEAD
let nextExecution = lastCandles[2] + outputPeriod;
=======
let nextExecution = lastCandles[n] + outputPeriod;
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
if (executionTime.valueOf() >= nextExecution) {
getLRCPoints();
} else {
@@ -597,7 +608,11 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
}
// We keep a record of the last candle used for the time period
<<<<<<< HEAD
lastCandles[2] = lrcPoint[0];
=======
lastCandles[n] = lrcPoint[0];
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
controlLoop();
}
@@ -626,7 +641,11 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
}
// We keep a record of the last candle used for the time period
<<<<<<< HEAD
lastCandles[2] = lrcPoint[0];
=======
lastCandles[n] = lrcPoint[0];
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
controlLoop();
}
@@ -650,7 +669,11 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
loopBody();
} else {
<<<<<<< HEAD
let lastOneMinuteCandle = lastCandles[2];
=======
let lastOneMinuteCandle = lastCandles[10];
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
writeDataRange(lastOneMinuteCandle, onWritten);
function onWritten(err) {
Multi-Period-Market/User.bot.js
+122
View File
@@ -1,3 +1,4 @@
<<<<<<< HEAD
var LRCIndicator = function (settings) {
this.input = 'price';
this.depth = settings;
@@ -104,6 +105,9 @@ LRCIndicator.prototype.calculate = function (price) {
}
exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE, BLOB_STORAGE) {
=======
exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE, BLOB_STORAGE) {
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
@@ -519,9 +523,16 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
try {
<<<<<<< HEAD
if (FULL_LOG === true) { logger.write("[INFO] start -> savePoint -> Entering function."); }
let filePath = bot.filePathRoot + "/Output/LRC-Points/Multi-Period-Market/" + folderName;
=======
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> Entering function."); }
let fileContent;
let datePath = executionTime.getUTCFullYear() + "/" + utilities.pad(executionTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(executionTime.getUTCDate(), 2);
let filePath = bot.filePathRoot + "/Output/LRC-Points/Multi-Period-Daily/" + folderName + "/" + datePath;
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
let fileName = market.assetA + '_' + market.assetB + ".json"
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> periodsLoop -> loopBody -> getCurrentContent -> fileName = " + fileName); }
@@ -712,3 +723,114 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
}
};
/*
* Linear regression curve. SRC: Gekko
*/
//var log = require('../../core/log');
var LRCIndicator = function (settings) {
this.input = 'price';
this.depth = settings;
this.result = false;
this.age = 0;
this.history = [];
this.x = [];
/*
* Do not use array(depth) as it might not be implemented
*/
for (var i = 0; i < this.depth; i++) {
this.history.push(0.0);
this.x.push(i);
}
// log.debug("Created LRC indicator with h: ", this.depth);
}
LRCIndicator.prototype.update = function (price) {
// We need sufficient history to get the right result.
if (this.result === false && this.age < this.depth) {
this.history[this.age] = price;
this.age++;
this.result = false;
// log.debug("Waiting for sufficient age: ", this.age, " out of ", this.depth);
return;
}
this.age++;
// shift history
for (var i = 0; i < (this.depth - 1); i++) {
this.history[i] = this.history[i + 1];
}
this.history[this.depth - 1] = price;
this.calculate(price);
// log.debug("Checking LRC: ", this.result.toFixed(8), "\tH: ", this.age);
return;
}
/*
* Least squares linear regression fitting.
*/
function linreg(values_x, values_y) {
var sum_x = 0;
var sum_y = 0;
var sum_xy = 0;
var sum_xx = 0;
var count = 0;
/*
* We'll use those variables for faster read/write access.
*/
var x = 0;
var y = 0;
var values_length = values_x.length;
if (values_length != values_y.length) {
throw new Error('The parameters values_x and values_y need to have same size!');
}
/*
* Nothing to do.
*/
if (values_length === 0) {
return [[], []];
}
/*
* Calculate the sum for each of the parts necessary.
*/
for (var v = 0; v < values_length; v++) {
x = values_x[v];
y = values_y[v];
sum_x += x;
sum_y += y;
sum_xx += x * x;
sum_xy += x * y;
count++;
}
/*
* Calculate m and b for the formula: y = x * m + b
*
*/
var m = (count * sum_xy - sum_x * sum_y) / (count * sum_xx - sum_x * sum_x);
var b = (sum_y / count) - (m * sum_x) / count;
return [m, b];
}
/*
* Handle calculations
*/
LRCIndicator.prototype.calculate = function (price) {
// get the reg
var reg = linreg(this.x, this.history);
// y = a * x + b
this.result = ((this.depth - 1) * reg[0]) + reg[1];
}
this.bot.config.json
+12
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@@ -11,8 +11,13 @@
"dataSetVersion": "dataSet.V1",
"processes": [
{
<<<<<<< HEAD
"name": "Multi-Period-Market",
"description": "Produces files with the LRC Points for the entire market.",
=======
"name": "Multi-Period-Daily",
"description": "Produces files with the LRC Points on a daily format.",
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
"startMode": {
"allMonths": {
"run": "false",
@@ -39,6 +44,7 @@
"statusDependencies": [
{
"devTeam": "AAVikings",
<<<<<<< HEAD
"bot": "AAGauss",
"botVersion": {
"major": 1,
@@ -88,6 +94,8 @@
"statusDependencies": [
{
"devTeam": "AAVikings",
=======
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
"bot": "AAGauss",
"botVersion": {
"major": 1,
@@ -126,7 +134,11 @@
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
<<<<<<< HEAD
"validPeriods": [ "30-min" ],
=======
"validPeriods": [ "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
"filePath": "AAVikings/AAGauss.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/LRC-Points/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {