Conditions File done
This commit is contained in:
Luis Fernando Molina committed
1 parent
473f9711fa
commit
c1ec5dfb59
1 file changed
+89
-19
@@ -13,6 +13,7 @@
|
||||
const BOLLINGER_SUB_CHANNELS_FOLDER_NAME = "Bollinger-Sub-Channels";
|
||||
const CANDLES_FOLDER_NAME = "Candles";
|
||||
const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
|
||||
const CONDITIONS_FOLDER_NAME = "Simulation-Conditions";
|
||||
|
||||
const commons = COMMONS.newCommons(bot, logger, UTILITIES);
|
||||
|
||||
@@ -131,6 +132,7 @@
|
||||
|
||||
let candles = [];
|
||||
let recordsArray = [];
|
||||
let conditionsArray = [];
|
||||
|
||||
nextPercentageBandwidth();
|
||||
|
||||
@@ -529,6 +531,7 @@
|
||||
bollingerChannelsArray,
|
||||
bollingerSubChannelsArray,
|
||||
recordsArray,
|
||||
conditionsArray,
|
||||
outputPeriod,
|
||||
writeRecordsFile)
|
||||
|
||||
@@ -554,16 +557,6 @@
|
||||
|
||||
let record = recordsArray[i];
|
||||
|
||||
let conditions = "[";
|
||||
let conditionsSeparator = "";
|
||||
|
||||
for (let j = 0; j < record.conditions.length; j++) {
|
||||
conditions = conditions + conditionsSeparator + record.conditions[j];
|
||||
if (conditionsSeparator === "") { conditionsSeparator = ","; }
|
||||
}
|
||||
|
||||
conditions = conditions + "]";
|
||||
|
||||
fileContent = fileContent + separator + '[' +
|
||||
record.begin + "," +
|
||||
record.end + "," +
|
||||
@@ -589,8 +582,7 @@
|
||||
record.strategyPhase + "," +
|
||||
record.buyOrder + "," +
|
||||
record.stopLossPhase + "," +
|
||||
record.buyOrderPhase + "," +
|
||||
conditions + "]";
|
||||
record.buyOrderPhase + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
@@ -625,7 +617,7 @@
|
||||
|
||||
}
|
||||
|
||||
controlLoop();
|
||||
writeConditionsFile();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
@@ -640,6 +632,79 @@
|
||||
}
|
||||
}
|
||||
|
||||
function writeConditionsFile() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> Entering function."); }
|
||||
|
||||
let separator = "";
|
||||
let fileRecordCounter = 0;
|
||||
|
||||
let fileContent = "";
|
||||
|
||||
for (let i = 0; i < conditionsArray.length; i++) {
|
||||
|
||||
let record = conditionsArray[i];
|
||||
|
||||
let conditions = "";
|
||||
let conditionsSeparator = "";
|
||||
|
||||
for (let j = 0; j < record.length; j++) {
|
||||
conditions = conditions + conditionsSeparator + record[j];
|
||||
if (conditionsSeparator === "") { conditionsSeparator = ","; }
|
||||
}
|
||||
|
||||
fileContent = fileContent + separator + '[' + conditions + "]";
|
||||
|
||||
if (separator === "") { separator = ","; }
|
||||
|
||||
fileRecordCounter++;
|
||||
|
||||
}
|
||||
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
|
||||
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
||||
let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + timePeriod;
|
||||
|
||||
jasonStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> err = " + err.message);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
|
||||
|
||||
callBackFunction(err);
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
controlLoop();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> onFileCreated -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> writeConditionsFile -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] start -> buildRecords -> loopBody -> err = " + err.message);
|
||||
@@ -704,6 +769,7 @@
|
||||
bollingerChannelsArray,
|
||||
bollingerSubChannelsArray,
|
||||
recordsArray,
|
||||
conditionsArray,
|
||||
outputPeriod,
|
||||
callback) {
|
||||
|
||||
@@ -792,10 +858,13 @@
|
||||
let subChannel = getElement(bollingerSubChannelsArray, candle.begin, candle.end);
|
||||
|
||||
let conditions = new Map;
|
||||
let conditionsArray = [];
|
||||
let conditionsArrayRecord = [];
|
||||
|
||||
/* We define and evaluate all conditions to be used later during the simulation loop. */
|
||||
|
||||
conditionsArrayRecord.push(candle.begin);
|
||||
conditionsArrayRecord.push(candle.end);
|
||||
|
||||
newCondition(
|
||||
"%B Moving Average going up",
|
||||
(percentageBandwidth2.movingAverage > percentageBandwidth1.movingAverage &&
|
||||
@@ -845,12 +914,12 @@
|
||||
conditions.set(condition.name, condition);
|
||||
|
||||
if (conditionsHeadersSent === false) {
|
||||
conditionsArray.push('"' + condition.name + '"');
|
||||
conditionsArrayRecord.push('"' + condition.name + '"');
|
||||
} else {
|
||||
if (condition.value) {
|
||||
conditionsArray.push(1);
|
||||
conditionsArrayRecord.push(1);
|
||||
} else {
|
||||
conditionsArray.push(0);
|
||||
conditionsArrayRecord.push(0);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1281,8 +1350,7 @@
|
||||
strategyPhase: strategyPhase,
|
||||
buyOrder: buyOrder,
|
||||
stopLossPhase: stopLossPhase,
|
||||
buyOrderPhase: buyOrderPhase,
|
||||
conditions: conditionsArray
|
||||
buyOrderPhase: buyOrderPhase
|
||||
}
|
||||
|
||||
recordsArray.push(record);
|
||||
@@ -1291,6 +1359,8 @@
|
||||
|
||||
type = '""';
|
||||
|
||||
conditionsArray.push(conditionsArrayRecord);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
Reference in new issue
Block a user