Trading Process RE-implemented

FileStorage.js

@@ -17,6 +17,8 @@ exports.newFileStorage = function newFileStorage(logger, host, port) {
     }
 
     let thisObject = {
+        asyncGetTextFile: asyncGetTextFile,
+        asyncCreateTextFile: asyncCreateTextFile, 
         getTextFile: getTextFile,
         createTextFile: createTextFile,
         deleteTextFile: deleteTextFile
@@ -24,6 +26,41 @@ exports.newFileStorage = function newFileStorage(logger, host, port) {
 
     return thisObject
 
+    async function asyncGetTextFile(filePath, noRetry, canUsePrevious) {
+        /* This function allows its caller to work with async / await instead of callbacks */
+        let promise = new Promise((resolve, reject) => {
+
+            getTextFile(filePath, onFileRead, noRetry, canUsePrevious) 
+            function onFileRead(err, text) {
+ 
+                let response = {
+                    err: err,
+                    text: text
+                }
+                resolve(response)
+            }
+          })
+
+        return promise
+    }
+
+    async function asyncCreateTextFile(filePath, fileContent, keepPrevious, noTemp) {
+        /* This function allows its caller to work with async / await instead of callbacks */
+        let promise = new Promise((resolve, reject) => {
+
+            createTextFile(filePath, fileContent, onFileWriten, keepPrevious, noTemp) 
+            function onFileWriten(err) {
+ 
+                let response = {
+                    err: err
+                }
+                resolve(response)
+            }
+          })
+
+        return promise
+    }
+
     function getTextFile(filePath, callBackFunction, noRetry, canUsePrevious) {
 
         let currentRetryGetTextFile = 0
@@ -216,12 +253,12 @@ exports.newFileStorage = function newFileStorage(logger, host, port) {
                 */
                 const fs = require('fs')
                 if (noTemp === true) {
-                    fs.writeFile(fileLocation, fileContent, onFileWritenn)
+                    fs.writeFile(fileLocation, fileContent, onFileWriten)
                 } else {
-                    fs.writeFile(fileLocation + '.tmp', fileContent, onFileWritenn)
+                    fs.writeFile(fileLocation + '.tmp', fileContent, onFileWriten)
                 }
 
-                function onFileWritenn(err) {
+                function onFileWriten(err) {
                     let retryTimeToUse = FAST_RETRY_TIME_IN_MILISECONDS
                     if (currentRetryWriteTextFile > MAX_RETRY - 2) {
                         retryTimeToUse = SLOW_RETRY_TIME_IN_MILISECONDS

LowFrequencyTrading/TradingEpisode.js

@@ -113,46 +113,10 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
             global.ONE_DAY_IN_MILISECONDS
     }
 
-    function calculateStatistics() { 
-        calculateEpisodeStatistics()
-        calculateAssetsStatistics()
+    function calculateStatistics() {
 
-        function calculateEpisodeStatistics() {
-            /* Updating Profit Loss */
-            tradingEngine.current.episode.episodeStatistics.profitLoss.value =
-                tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
-                tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
-    
-            tradingEngine.current.episode.episodeStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.profitLoss.value, 10)
-    
-            /* Updating ROI */
-            tradingEngine.current.episode.episodeStatistics.ROI.value =
-                (
-                    sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.episode.candle.close.value +
-                    tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
-                    sessionParameters.sessionQuotedAsset.config.initialBalance +
-                    tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
-                ) / (
-                    sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.episode.candle.close.value +
-                    sessionParameters.sessionQuotedAsset.config.initialBalance
-                ) - 1
-    
-            tradingEngine.current.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
-    
-            /* Updating Annualized Rate Of Return */
-            tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =
-                tradingEngine.current.episode.episodeStatistics.ROI.value /
-                tradingEngine.current.episode.episodeStatistics.days.value * 365
-    
-            tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value, 10)
-    
-            /* Updating Hit or Fail */
-            if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
-                tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Hit'
-            } else {
-                tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Fail'
-            }
-        }
+        calculateAssetsStatistics()
+        calculateEpisodeStatistics()
     
         function calculateAssetsStatistics() {
     
@@ -180,14 +144,18 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
             tradingEngine.current.episode.episodeBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.profitLoss.value, 10)
             tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value, 10)
     
-            /* Updating ROI */
+            /* 
+            Updating ROI 
+            
+            https://www.investopedia.com/articles/basics/10/guide-to-calculating-roi.asp
+            */
             tradingEngine.current.episode.episodeBaseAsset.ROI.value =
-                (sessionParameters.sessionBaseAsset.config.initialBalance + tradingEngine.current.episode.episodeBaseAsset.profitLoss.value) /
-                sessionParameters.sessionBaseAsset.config.initialBalance - 1
+                tradingEngine.current.episode.episodeBaseAsset.profitLoss.value /
+                tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * 100 
     
             tradingEngine.current.episode.episodeQuotedAsset.ROI.value =
-                (sessionParameters.sessionQuotedAsset.config.initialBalance + tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value) /
-                sessionParameters.sessionQuotedAsset.config.initialBalance - 1
+                tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value /
+                tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value * 100 
     
             tradingEngine.current.episode.episodeBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.ROI.value, 10)
             tradingEngine.current.episode.episodeQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.ROI.value, 10)
@@ -204,14 +172,30 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
             tradingEngine.current.episode.episodeBaseAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.hitRatio.value, 10)
             tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value, 10)
     
-            /* Updating Annualized Rate Of Return */
+            /* 
+            Updating Annualized Rate Of Return 
+            
+            https://www.investopedia.com/terms/a/annualized-rate.asp
+            */
             tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =
-                tradingEngine.current.episode.episodeBaseAsset.ROI.value /
-                tradingEngine.current.episode.episodeStatistics.days.value * 365
+            Math.pow(
+                (
+                    tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +
+                    tradingEngine.current.episode.episodeBaseAsset.profitLoss.value 
+                ) / tradingEngine.current.episode.episodeBaseAsset.beginBalance.value
+                , 
+                (365 / tradingEngine.current.episode.episodeStatistics.days.value) 
+                ) - 1
     
             tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =
-                tradingEngine.current.episode.episodeQuotedAsset.ROI.value /
-                tradingEngine.current.episode.episodeStatistics.days.value * 365
+            Math.pow(
+                (
+                    tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value 
+                ) / tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value
+                , 
+                (365 / tradingEngine.current.episode.episodeStatistics.days.value) 
+                ) - 1
     
             tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value, 10)
             tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value, 10)
@@ -228,6 +212,61 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
                 tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Fail'
             }
         }
+
+        function calculateEpisodeStatistics() {
+            /* Updating Profit Loss */
+            tradingEngine.current.episode.episodeStatistics.profitLoss.value =
+                tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
+                tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
+    
+            tradingEngine.current.episode.episodeStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.profitLoss.value, 10)
+    
+            /* 
+            Updating ROI 
+            
+            https://www.investopedia.com/articles/basics/10/guide-to-calculating-roi.asp
+            */
+            tradingEngine.current.episode.episodeStatistics.ROI.value =
+                (
+                    tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.endRate.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
+                ) / (
+                    tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value
+                ) * 100
+    
+            tradingEngine.current.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
+    
+            /* 
+            Updating Annualized Rate Of Return
+            
+            https://www.investopedia.com/terms/a/annualized-rate.asp
+            */
+            tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =
+            Math.pow(
+                (
+                    tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +
+                    tradingEngine.current.episode.episodeBaseAsset.profitLoss.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
+                ) / 
+                (
+                    tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value 
+                ) 
+                , 
+                (365 / tradingEngine.current.episode.episodeStatistics.days.value) 
+                ) - 1
+    
+            tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value, 10)
+    
+            /* Updating Hit or Fail */
+            if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
+                tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Fail'
+            }
+        }
     }
 
 

LowFrequencyTrading/TradingPosition.js

@@ -257,20 +257,56 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
     }
 
     function calculateStatistics() { 
-        calculatePositionStatistics()
+
         calculateAssetsStatistics()
+        calculatePositionStatistics()
+    
+        function calculateAssetsStatistics() {
+            /* Profit Loss Calculation */
+            tradingEngine.current.position.positionBaseAsset.profitLoss.value =
+                tradingEngine.current.episode.episodeBaseAsset.balance.value -
+                tradingEngine.current.position.positionBaseAsset.beginBalance
+    
+            tradingEngine.current.position.positionQuotedAsset.profitLoss.value =
+                tradingEngine.current.episode.episodeQuotedAsset.balance.value -
+                tradingEngine.current.position.positionQuotedAsset.beginBalance
+    
+            tradingEngine.current.position.positionBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.profitLoss.value, 10)
+            tradingEngine.current.position.positionQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.profitLoss.value, 10)
+    
+            /* ROI Calculation */
+            tradingEngine.current.position.positionBaseAsset.ROI.value =
+                tradingEngine.current.position.positionBaseAsset.profitLoss.value * 100 /
+                tradingEngine.current.position.positionBaseAsset.sizeFilled.value
+    
+            tradingEngine.current.position.positionQuotedAsset.ROI.value =
+                tradingEngine.current.position.positionQuotedAsset.profitLoss.value * 100 /
+                tradingEngine.current.position.positionQuotedAsset.sizeFilled.value
+    
+            tradingEngine.current.position.positionBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.ROI.value, 10)
+            tradingEngine.current.position.positionQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.ROI.value, 10)
+    
+            /* Hit Fail Calculation */
+            if (tradingEngine.current.position.positionBaseAsset.ROI.value > 0) {
+                tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Fail'
+            }
+            if (tradingEngine.current.position.positionQuotedAsset.ROI.value > 0) {
+                tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Fail'
+            }
+        }
 
         function calculatePositionStatistics() {
             /* Profit Loss Calculation */
             tradingEngine.current.position.positionStatistics.profitLoss.value =
                 (
-                    tradingEngine.current.episode.episodeBaseAsset.balance.value * tradingEngine.current.position.endRate.value +
-                    tradingEngine.current.episode.episodeQuotedAsset.balance.value
-                ) -
-                (
-                    tradingEngine.current.position.positionBaseAsset.beginBalance * tradingEngine.current.position.beginRate.value +
-                    tradingEngine.current.position.positionQuotedAsset.beginBalance
-                )
+                    tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.position.endRate.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
+                ) 
+                
             tradingEngine.current.position.positionStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionStatistics.profitLoss.value, 10)
     
             /* ROI Calculation */
@@ -299,44 +335,6 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
     
             tradingEngine.current.position.positionStatistics.days.value = global.PRECISE(tradingEngine.current.position.positionStatistics.days.value, 10)
         }
-    
-        function calculateAssetsStatistics() {
-            /* Profit Loss Calculation */
-            tradingEngine.current.position.positionBaseAsset.profitLoss.value =
-                tradingEngine.current.episode.episodeBaseAsset.balance.value -
-                tradingEngine.current.position.positionBaseAsset.beginBalance
-    
-            tradingEngine.current.position.positionQuotedAsset.profitLoss.value =
-                tradingEngine.current.episode.episodeQuotedAsset.balance.value -
-                tradingEngine.current.position.positionQuotedAsset.beginBalance
-    
-            tradingEngine.current.position.positionBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.profitLoss.value, 10)
-            tradingEngine.current.position.positionQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.profitLoss.value, 10)
-    
-            /* ROI Calculation */
-            tradingEngine.current.position.positionBaseAsset.ROI.value =
-                tradingEngine.current.position.positionBaseAsset.profitLoss.value * 100 /
-                tradingEngine.current.position.positionBaseAsset.entryTargetSize.value
-    
-            tradingEngine.current.position.positionQuotedAsset.ROI.value =
-                tradingEngine.current.position.positionQuotedAsset.profitLoss.value * 100 /
-                tradingEngine.current.position.positionQuotedAsset.entryTargetSize.value
-    
-            tradingEngine.current.position.positionBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.ROI.value, 10)
-            tradingEngine.current.position.positionQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.ROI.value, 10)
-    
-            /* Hit Fail Calculation */
-            if (tradingEngine.current.position.positionBaseAsset.ROI.value > 0) {
-                tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Hit'
-            } else {
-                tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Fail'
-            }
-            if (tradingEngine.current.position.positionQuotedAsset.ROI.value > 0) {
-                tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Hit'
-            } else {
-                tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Fail'
-            }
-        }
     }
 
     function badDefinitionUnhandledException(err, message, node) {

StatusReport.js

@@ -20,6 +20,7 @@
         finalize: finalize,
         load: load,
         save: save,
+        asyncSave: asyncSave, 
         status: undefined
     };
 
@@ -343,4 +344,23 @@
         }
     }
 
-};
+    async function asyncSave() {
+
+        let fileName = "Status.Report.json";
+        let filePath = bot.filePathRoot + "/Reports/" + sessionPath + statusDependencyNode.process;
+
+        filePath += '/' + fileName
+        let fileContent = JSON.stringify(thisObject.file);
+
+        fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated, true);
+        let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n', true)
+
+        if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
+            throw(response.err)
+        }
+
+        /* All good, lets emit the event that means data has been updated. */
+        let processOutput = PROCESS_OUTPUT.newProcessOutput(bot, logger)
+        processOutput.raiseEvents(thisObject.file.lastFile, thisObject.file.timeFrames, callBackFunction);
+    }
+}