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Learning Parameters Implemented

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Luis Fernando Molina committed 2020-11-05 15:39:44 +01:00
1 parent d5d8150674
commit d19720a3b6
4 files changed
+97 -16
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Projects/Superalgos/Function-Libraries/LearningSessionFunctions.js
+1 -1
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@@ -115,7 +115,7 @@ function newLearningSessionFunctions() {
lightingPath = '' +
'Learning Session->' +
'Parameters->' +
'Learning Parameters->' +
'Session Base Asset->Session Quoted Asset->Time Range->Time Frame->Slippage->Fee Structure->Snapshots->Heartbeats->User Defined Parameters->' +
'Exchange Account Asset->Asset->' +
'Social Bots->Telegram Bot->'
Projects/Superalgos/Function-Libraries/TradingSessionFunctions.js
+1 -1
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@@ -115,7 +115,7 @@ function newTradingSessionFunctions() {
lightingPath = '' +
'Backtesting Session->Paper Trading Session->Forward Testing Session->Live Trading Session->' +
'Parameters->' +
'Trading Parameters->' +
'Session Base Asset->Session Quoted Asset->Time Range->Time Frame->Slippage->Fee Structure->Snapshots->Heartbeats->User Defined Parameters->' +
'Exchange Account Asset->Asset->' +
'Social Bots->Telegram Bot->'
Projects/Superalgos/Plugins/Workspaces/Getting-Started.json
+1 -1
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@@ -1 +1 @@
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Instance","name":"Exchange Raw Data Historic-OHLCVs","project":"Superalgos","id":"d244c564-4e86-43c7-9796-dc3b6294ec8b","savedPayload":{"position":{"x":23993.925629940142,"y":29195.742554406977},"targetPosition":{"x":24261.227587196652,"y":29331.93970432884},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Process Definition","name":"Historic-OHLCVs","id":"5eb11d6a-022e-4f60-97c4-d6cf90b249dc"}}}],"id":"343313ae-5705-484d-8bf8-aed25ba61cfa","savedPayload":{"position":{"x":24261.227587196652,"y":29331.93970432884},"targetPosition":{"x":24528.529544453162,"y":29468.136854250704},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"id":"a8f38508-1cac-4ab1-815f-d338fc813377","savedPayload":{"position":{"x":24528.529544453162,"y":29468.136854250704},"targetPosition":{"x":24795.831501709672,"y":29604.334004172568},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},{"type":"Task","name":"Candles Volumes","project":"Superalgos","bot":{"type":"Indicator Bot Instance","name":"Candles Volumes","config":"{}","project":"Superalgos","processes":[{"type":"Indicator Process 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Multi-Period-Daily","project":"Superalgos","id":"7c8b312c-09bf-4c59-853f-1592391a9c57","savedPayload":{"position":{"x":24672.794812330034,"y":28740.255814175336},"targetPosition":{"x":24610.421305084707,"y":29033.700094395477},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Process Definition","name":"Multi-Period-Daily","id":"980ceb1d-7be6-454f-90d9-01ba1fd4a65d"}}}],"id":"8d58e84b-d7ef-464f-8079-0ec0887e3da3","savedPayload":{"position":{"x":24610.421305084707,"y":29033.700094395477},"targetPosition":{"x":24703.12640339719,"y":29319.017049284023},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"id":"bf29e3bd-9386-408b-9091-042da0c53e81","savedPayload":{"position":{"x":24703.12640339719,"y":29319.017049284023},"targetPosition":{"x":24795.831501709672,"y":29604.334004172568},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},{"type":"Task","name":"Resistances and Supports","project":"Superalgos","bot":{"type":"Indicator Bot Instance","name":"Resistances and Supports","config":"{}","project":"Superalgos","processes":[{"type":"Indicator Process Instance","name":"Resistances and Supports Multi-Period-Market","project":"Superalgos","id":"a707814e-b81b-4102-9b5b-4e2fe969324f","savedPayload":{"position":{"x":25052.525014680516,"y":28770.141229233177},"targetPosition":{"x":25068.2258015534,"y":29069.730089659548},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Process Definition","name":"Multi-Period-Market","id":"5d9b2729-43fb-4eLine truncated
{"type":"Workspace","name":"Getting Started","rootNodes":[{"type":"Network","name":"My Network","project":"Superalgos","networkNodes":[{"type":"Network Node","name":"My Computer","config":"{ \n\"host\": \"localhost\", \n\"webPort\": \"34248\", \n\"webSocketsPort\": \"18041\"\n}","project":"Superalgos","dataMining":{"type":"Data Mining","name":"New Data Mining","project":"Superalgos","exchangeDataTasks":[{"type":"Exchange Data Tasks","name":"Binance","project":"Superalgos","marketDataTasks":[{"type":"Market Data Tasks","name":"Binance BTC/USDT","project":"Superalgos","dataMineTasks":[{"type":"Data Mine Tasks","name":"Masters","project":"Superalgos","taskManagers":[{"type":"Task Manager","name":"Masters","project":"Superalgos","tasks":[{"type":"Task","name":"Exchange Raw Data","project":"Superalgos","bot":{"type":"Sensor Bot Instance","name":"Exchange Raw Data","config":"{ \n\"startDate\": \"2020-01-01\"\n}","project":"Superalgos","processes":[{"type":"Sensor Process Instance","name":"Exchange Raw Data Historic-OHLCVs","project":"Superalgos","id":"d244c564-4e86-43c7-9796-dc3b6294ec8b","savedPayload":{"position":{"x":23993.925629940142,"y":29195.742554406977},"targetPosition":{"x":24261.227587196652,"y":29331.93970432884},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Process Definition","name":"Historic-OHLCVs","id":"5eb11d6a-022e-4f60-97c4-d6cf90b249dc"}}}],"id":"343313ae-5705-484d-8bf8-aed25ba61cfa","savedPayload":{"position":{"x":24261.227587196652,"y":29331.93970432884},"targetPosition":{"x":24528.529544453162,"y":29468.136854250704},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"id":"a8f38508-1cac-4ab1-815f-d338fc813377","savedPayload":{"position":{"x":24528.529544453162,"y":29468.136854250704},"targetPosition":{"x":24795.831501709672,"y":29604.334004172568},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},{"type":"Task","name":"Candles Volumes","project":"Superalgos","bot":{"type":"Indicator Bot Instance","name":"Candles Volumes","config":"{}","project":"Superalgos","processes":[{"type":"Indicator Process Instance","name":"Candles Volumes Multi-Period-Market","project":"Superalgos","id":"f0ef12ed-f0fd-4b88-8e15-27cf24265a5f","savedPayload":{"position":{"x":24387.47785744149,"y":28832.96091248782},"targetPosition":{"x":24610.421305084707,"y":29033.700094395477},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Process Definition","name":"Multi-Period-Market","id":"9f683143-a33f-42c1-9fa8-c601f01ee4e1"}}},{"type":"Indicator Process Instance","name":"Candles Volumes Multi-Period-Daily","project":"Superalgos","id":"7c8b312c-09bf-4c59-853f-1592391a9c57","savedPayload":{"position":{"x":24672.794812330034,"y":28740.255814175336},"targetPosition":{"x":24610.421305084707,"y":29033.700094395477},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Process Definition","name":"Multi-Period-Daily","id":"980ceb1d-7be6-454f-90d9-01ba1fd4a65d"}}}],"id":"8d58e84b-d7ef-464f-8079-0ec0887e3da3","savedPayload":{"position":{"x":24610.421305084707,"y":29033.700094395477},"targetPosition":{"x":24703.12640339719,"y":29319.017049284023},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},"id":"bf29e3bd-9386-408b-9091-042da0c53e81","savedPayload":{"position":{"x":24703.12640339719,"y":29319.017049284023},"targetPosition":{"x":24795.831501709672,"y":29604.334004172568},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false}}},{"type":"Task","name":"Resistances and Supports","project":"Superalgos","bot":{"type":"Indicator Bot Instance","name":"Resistances and Supports","config":"{}","project":"Superalgos","processes":[{"type":"Indicator Process Instance","name":"Resistances and Supports Multi-Period-Market","project":"Superalgos","id":"a707814e-b81b-4102-9b5b-4e2fe969324f","savedPayload":{"position":{"x":25052.525014680516,"y":28770.141229233177},"targetPosition":{"x":25068.2258015534,"y":29069.730089659548},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Process Definition","name":"Multi-Period-Market","id":"5d9b2729-43fb-4eLine truncated
Projects/Superalgos/Schemas/AppSchema.json
+94 -13
View File
@@ -9130,7 +9130,7 @@
"menuItems": [
{
"action": "Add Missing Children",
"label": "Add Missing Params",
"label": "Add Missing Parameters",
"relatedUiObject": "Trading Parameters",
"actionFunction": "payload.executeAction"
},
@@ -9147,7 +9147,7 @@
"addLeftIcons": true,
"level": 2,
"chainAttachesTo": {
"compatibleTypes": "->Backtesting Session->Live Trading Session->Paper Trading Session->Forward Testing Session->Learning Session->"
"compatibleTypes": "->Backtesting Session->Live Trading Session->Paper Trading Session->Forward Testing Session->"
},
"properties": [
{
@@ -9207,6 +9207,53 @@
],
"propertyNameAtParent": "tradingParameters"
},
{
"type": "Learning Parameters",
"menuItems": [
{
"action": "Add Missing Children",
"label": "Add Missing Parameters",
"relatedUiObject": "Trading Parameters",
"actionFunction": "payload.executeAction"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
"confirmationLabel": "Confirm to Delete",
"label": "Delete",
"iconPathOn": "delete",
"iconPathOff": "delete",
"actionFunction": "payload.executeAction"
}
],
"addLeftIcons": true,
"level": 2,
"chainAttachesTo": {
"compatibleTypes": "->Learning Session->"
},
"properties": [
{
"name": "learningAlgorithm",
"type": "node",
"childType": "Learning Algorithm",
"autoAdd": true
},
{
"name": "heartbeats",
"type": "node",
"childType": "Heartbeats",
"autoAdd": true
},
{
"name": "userDefinedParameters",
"type": "node",
"childType": "User Defined Parameters",
"autoAdd": true
}
],
"propertyNameAtParent": "learningParameters",
"icon": "bitcoin"
},
{
"type": "Trading System Reference",
"menuItems": [
@@ -9292,7 +9339,7 @@
"compatibleTypes": "->Exchange Account Asset->"
},
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->"
},
"alternativeIcons": "Use Reference Grandparent",
"title": [
@@ -9333,7 +9380,7 @@
"compatibleTypes": "->Exchange Account Asset->"
},
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->"
},
"alternativeIcons": "Use Reference Grandparent",
"title": [
@@ -9426,7 +9473,7 @@
},
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->"
},
"propertyNameAtParent": "timeRange"
},
@@ -9459,7 +9506,7 @@
},
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->"
},
"propertyNameAtParent": "timeFrame"
},
@@ -9492,7 +9539,7 @@
},
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->"
},
"propertyNameAtParent": "slippage"
},
@@ -9525,7 +9572,7 @@
},
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->"
},
"propertyNameAtParent": "feeStructure"
},
@@ -9558,7 +9605,7 @@
},
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->"
},
"propertyNameAtParent": "snapshots"
},
@@ -9591,10 +9638,44 @@
},
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->Learning Parameters->"
},
"propertyNameAtParent": "heartbeats"
},
{
"type": "Learning Algorithm",
"menuItems": [
{
"action": "Configure",
"label": "Configure",
"iconPathOn": "configuration",
"iconPathOff": "configuration",
"actionFunction": "uiObject.configEditor.activate"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
"confirmationLabel": "Confirm to Delete",
"label": "Delete",
"iconPathOn": "delete",
"iconPathOff": "delete",
"actionFunction": "payload.executeAction"
}
],
"initialValues": {
"config": "{ \n\"codeName\": \"\"\n}"
},
"addLeftIcons": true,
"editors": {
"config": true
},
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Learning Parameters->"
},
"propertyNameAtParent": "learningAlgorithm",
"icon": "bitcoin"
},
{
"type": "User Defined Parameters",
"menuItems": [
@@ -9624,7 +9705,7 @@
},
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Parameters->"
"compatibleTypes": "->Trading Parameters->Learning Parameters->"
},
"propertyNameAtParent": "userDefinedParameters"
},
@@ -10066,9 +10147,9 @@
},
"properties": [
{
"name": "tradingParameters",
"name": "learningParameters",
"type": "node",
"childType": "Trading Parameters",
"childType": "Learning Parameters",
"autoAdd": true
},
{