Learning Mine Simplified

2021-02-08 19:44:07 +01:00
1 parent d70422593d
commit d1a703d72b
@@ -1 +1 @@
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Event","project":"Superalgos","id":"0b8ef0c4-c7a9-48cf-9f9b-e48d32f5ed27","savedPayload":{"position":{"x":10487.241500409818,"y":18116.153851992807},"targetPosition":{"x":10922.997186924276,"y":18003.828513487584},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"0d746a41-6726-41fd-9312-862b6835b8ba"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Distance To Learning Event","project":"Superalgos","id":"a8951035-4bf1-4d0d-8666-879b2c481b6d","savedPayload":{"position":{"x":10473.246962685937,"y":17988.837322822303},"targetPosition":{"x":109Line truncated
@@ -257,15 +257,6 @@ exports.newSuperalgosBotModulesLearningSimulation = function (processIndex) {
                            '[IMPORTANT] runSimulation -> Final Datetime Reached. Stopping the Session now. ')
                        return
                    }
-
-                    if (checkMinimunAndMaximunBalance() === false) {
-                        closeEpisode('Min or Max Balance Reached')
-                        breakLoop = true
-                        TS.projects.superalgos.functionLibraries.sessionFunctions.stopSession(processIndex, 'Min or Max Balance Reached')
-                        TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
-                            '[IMPORTANT] runSimulation -> Min or Max Balance Reached. Stopping the Session now. ')
-                        return
-                    }
                }

                function checkIfWeNeedToStopAfterBothCycles() {
@@ -548,125 +539,6 @@ exports.newSuperalgosBotModulesLearningSimulation = function (processIndex) {
                return true
            }

-            function checkMinimunAndMaximunBalance() {
-                /* Checks for Minimun and Maximun Balance. We do the check while not inside any strategy only. */
-                if (
-                    learningEngine.learningCurrent.strategy.index.value === learningEngine.learningCurrent.strategy.index.config.initialValue
-                ) {
-                    /*
-                    We will perform this check only when we are not inside a position,
-                    because there the balances have shifted from their resting position.
-                    */
-
-                    let stopRunningDate = (new Date(learningEngine.learningCurrent.learningEpisode.candle.begin.value)).toUTCString()
-
-                    if (sessionParameters.sessionBaseAsset.config.minimumBalance !== undefined) {
-                        if (learningEngine.learningCurrent.learningEpisode.episodeBaseAsset.balance.value <= sessionParameters.sessionBaseAsset.config.minimumBalance) {
-                            const errorMessage = 'Min Balance reached @ ' + stopRunningDate
-
-                            let docs = {
-                                project: 'Superalgos',
-                                category: 'Topic',
-                                type: 'TS LF Learning Bot Error - Minimum Balance Reached',
-                                placeholder: {}
-                            }
-
-                            let contextInfo = {
-                                timestamp: stopRunningDate,
-                                episodeBaseAssetBalance: learningEngine.learningCurrent.learningEpisode.episodeBaseAsset.balance.value,
-                                sessionBaseAssetMinimumBalance: sessionParameters.sessionBaseAsset.config.minimumBalance
-                            }
-
-                            TS.projects.superalgos.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo)
-
-                            learningSystem.addError([learningSystem.id, errorMessage, docs])
-                            TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
-                                '[WARN] runSimulation -> checkMinimunAndMaximunBalance -> ' + errorMessage)
-                            return false
-                        }
-                    }
-
-                    if (sessionParameters.sessionBaseAsset.config.maximumBalance !== undefined) {
-                        if (learningEngine.learningCurrent.learningEpisode.episodeBaseAsset.balance.value >= sessionParameters.sessionBaseAsset.config.maximumBalance) {
-                            const errorMessage = 'Max Balance reached @ ' + stopRunningDate
-
-                            let docs = {
-                                project: 'Superalgos',
-                                category: 'Topic',
-                                type: 'TS LF Learning Bot Error - Maximum Balance Reached',
-                                placeholder: {}
-                            }
-
-                            let contextInfo = {
-                                timestamp: stopRunningDate,
-                                episodeBaseAssetBalance: learningEngine.learningCurrent.learningEpisode.episodeBaseAsset.balance.value,
-                                sessionBaseAssetMaximumBalance: sessionParameters.sessionBaseAsset.config.maximumBalance
-                            }
-
-                            TS.projects.superalgos.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo)
-
-                            learningSystem.addError([learningSystem.id, errorMessage, docs])
-                            TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
-                                '[WARN] runSimulation -> checkMinimunAndMaximunBalance -> ' + errorMessage)
-                            return false
-                        }
-                    }
-
-                    if (sessionParameters.sessionQuotedAsset.config.minimumBalance !== undefined) {
-                        if (learningEngine.learningCurrent.learningEpisode.episodeQuotedAsset.balance.value <= sessionParameters.sessionQuotedAsset.config.minimumBalance) {
-                            const errorMessage = 'Min Balance reached @ ' + stopRunningDate
-
-                            let docs = {
-                                project: 'Superalgos',
-                                category: 'Topic',
-                                type: 'TS LF Learning Bot Error - Minimum Balance Reached',
-                                placeholder: {}
-                            }
-
-                            let contextInfo = {
-                                timestamp: stopRunningDate,
-                                episodeQuotedAssetBalance: learningEngine.learningCurrent.learningEpisode.episodeQuotedAsset.balance.value,
-                                sessionQuotedAssetMinimumBalance: sessionParameters.sessionQuotedAsset.config.minimumBalance
-                            }
-
-                            TS.projects.superalgos.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo)
-
-                            learningSystem.addError([learningSystem.id, errorMessage, docs])
-                            TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
-                                '[WARN] runSimulation -> checkMinimunAndMaximunBalance -> ' + errorMessage)
-                            return false
-                        }
-                    }
-
-                    if (sessionParameters.sessionQuotedAsset.config.maximumBalance !== undefined) {
-                        if (learningEngine.learningCurrent.learningEpisode.episodeQuotedAsset.balance.value >= sessionParameters.sessionQuotedAsset.config.maximumBalance) {
-                            const errorMessage = 'Max Balance reached @ ' + stopRunningDate
-
-                            let docs = {
-                                project: 'Superalgos',
-                                category: 'Topic',
-                                type: 'TS LF Learning Bot Error - Maximum Balance Reached',
-                                placeholder: {}
-                            }
-
-                            let contextInfo = {
-                                timestamp: stopRunningDate,
-                                episodeQuotedAssetBalance: learningEngine.learningCurrent.learningEpisode.episodeQuotedAsset.balance.value,
-                                sessionQuotedAssetMaximumBalance: sessionParameters.sessionQuotedAsset.config.maximumBalance
-                            }
-
-                            TS.projects.superalgos.utilities.docsFunctions.buildPlaceholder(docs, undefined, undefined, undefined, undefined, undefined, contextInfo)
-
-                            learningSystem.addError([learningSystem.id, errorMessage, docs])
-                            TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
-                                '[WARN] runSimulation -> checkMinimunAndMaximunBalance -> ' + errorMessage)
-                            return false
-                        }
-                    }
-
-                }
-                return true
-            }
        } catch (err) {
            TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
            TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,