Finished with Olivia Multi Period Market moved to Alpha
This commit is contained in:
Luis Fernando Molina committed
1 parent
3b7bcf735e
commit
db97ce597b
2 files changed
+186
-163
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+186
-163
@@ -177,7 +177,7 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
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let thisReport;
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if (err.result === global.CUSTOM_OK_RESPONSE.result) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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try {
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thisReport = JSON.parse(text);
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@@ -220,7 +220,7 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
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let thisReport;
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if (err.result === global.CUSTOM_OK_RESPONSE.result) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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try {
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thisReport = JSON.parse(text);
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@@ -249,46 +249,55 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
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function onInitilized(err) {
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switch (err.result) {
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case global.DEFAULT_OK_RESPONSE.result: {
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logger.write("[INFO] initialize -> getStatusReport -> Execution finished well. :-)");
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try {
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statusReport = statusReportModule.file;
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switch (err.result) {
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case global.DEFAULT_OK_RESPONSE.result: {
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logger.write("[INFO] start -> getContextVariables -> getThisProcessReport -> onInitilized -> Execution finished well. :-)");
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lastCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
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statusReport = statusReportModule.file;
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/*
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Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
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For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
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*/
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lastCandleFile = new Date(statusReport.lastFile);
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lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
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/*
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Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
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For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
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*/
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findPreviousContent();
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return;
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}
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case global.CUSTOM_FAIL_RESPONSE.result: { // We need to see if we can handle this.
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logger.write("[ERROR] initialize -> getStatusReport -> err.message = " + err.message);
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lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
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if (err.message === "Status Report was never created.") {
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lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
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lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
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buildCandles();
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} else {
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callBackFunction(err); // we cant handle this here.
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}
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return;
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}
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default:
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{
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logger.write("[ERROR] initialize -> getStatusReport -> Operation Failed.");
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callBackFunction(err);
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findPreviousContent();
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return;
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}
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case global.CUSTOM_FAIL_RESPONSE.result: { // We need to see if we can handle this.
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logger.write("[ERROR] start -> getContextVariables -> getThisProcessReport -> onInitilized -> err.message = " + err.message);
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if (err.message === "Status Report was never created.") {
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statusReport = statusReportModule.file;
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lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
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lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
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buildCandles();
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} else {
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callBackFunction(err); // we cant handle this here.
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}
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return;
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}
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default:
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{
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logger.write("[ERROR] start -> getContextVariables -> getThisProcessReport -> onInitilized -> Operation Failed.");
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callBackFunction(err);
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return;
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}
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}
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}
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catch (err) {
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logger.write("[ERROR] start -> getContextVariables -> getThisProcessReport -> onInitilized -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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@@ -329,7 +338,7 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
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let filePath = global.FILE_PATH_ROOT + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
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if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getCandles -> fileName = " + fileName); }
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if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getCandles -> filePath = " + filePath); }
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@@ -343,7 +352,7 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
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let candlesFile;
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if (err.result === global.CUSTOM_OK_RESPONSE.result) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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try {
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candlesFile = JSON.parse(text);
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@@ -369,7 +378,7 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
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let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
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let filePath = global.FILE_PATH_ROOT + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
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if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> fileName = " + fileName); }
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if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> filePath = " + filePath); }
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@@ -383,7 +392,7 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
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let volumesFile;
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if (err.result === global.CUSTOM_OK_RESPONSE.result) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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try {
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volumesFile = JSON.parse(text);
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@@ -576,180 +585,193 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
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function onFileReceived(err, text) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> text = " + text); }
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try {
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let candlesFile;
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> text = " + text); }
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if (err.result === global.CUSTOM_OK_RESPONSE.result) {
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try {
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candlesFile = JSON.parse(text);
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let candlesFile;
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} catch (err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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try {
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candlesFile = JSON.parse(text);
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} catch (err) {
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logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
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logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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}
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} else {
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logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
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logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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callBackFunction(err);
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}
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} else {
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logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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}
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const inputCandlesPerdiod = 60 * 1000; // 1 min
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const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
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const inputCandlesPerdiod = 60 * 1000; // 1 min
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const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
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let totalOutputCandles = inputFilePeriod / outputPeriod; // this should be 2 in this case.
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let beginingOutputTime = lastCandleFile.valueOf();
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let totalOutputCandles = inputFilePeriod / outputPeriod; // this should be 2 in this case.
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let beginingOutputTime = lastCandleFile.valueOf();
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for (let i = 0; i < totalOutputCandles; i++) {
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for (let i = 0; i < totalOutputCandles; i++) {
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let outputCandle = {
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open: 0,
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close: 0,
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min: 0,
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max: 0,
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begin: 0,
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end: 0
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};
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let saveCandle = false;
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outputCandle.begin = beginingOutputTime + i * outputPeriod;
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outputCandle.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
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for (let j = 0; j < candlesFile.length; j++) {
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let candle = {
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open: candlesFile[j][2],
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close: candlesFile[j][3],
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min: candlesFile[j][0],
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max: candlesFile[j][1],
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begin: candlesFile[j][4],
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end: candlesFile[j][5]
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let outputCandle = {
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open: 0,
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close: 0,
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min: 0,
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max: 0,
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begin: 0,
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end: 0
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};
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/* Here we discard all the candles out of range. */
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let saveCandle = false;
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if (candle.begin >= outputCandle.begin && candle.end <= outputCandle.end) {
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outputCandle.begin = beginingOutputTime + i * outputPeriod;
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outputCandle.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
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if (saveCandle === false) { // this will set the value only once.
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for (let j = 0; j < candlesFile.length; j++) {
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outputCandle.open = candle.open;
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outputCandle.min = candle.min;
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outputCandle.max = candle.max;
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let candle = {
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open: candlesFile[j][2],
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close: candlesFile[j][3],
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min: candlesFile[j][0],
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max: candlesFile[j][1],
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begin: candlesFile[j][4],
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end: candlesFile[j][5]
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};
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/* Here we discard all the candles out of range. */
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if (candle.begin >= outputCandle.begin && candle.end <= outputCandle.end) {
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if (saveCandle === false) { // this will set the value only once.
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outputCandle.open = candle.open;
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outputCandle.min = candle.min;
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outputCandle.max = candle.max;
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}
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saveCandle = true;
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outputCandle.close = candle.close; // only the last one will be saved
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if (candle.min < outputCandle.min) {
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outputCandle.min = candle.min;
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}
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if (candle.max > outputCandle.max) {
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outputCandle.max = candle.max;
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}
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}
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}
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saveCandle = true;
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if (saveCandle === true) { // then we have a valid candle, otherwise it means there were no candles to fill this one in its time range.
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outputCandle.close = candle.close; // only the last one will be saved
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if (candle.min < outputCandle.min) {
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outputCandle.min = candle.min;
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}
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if (candle.max > outputCandle.max) {
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outputCandle.max = candle.max;
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}
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outputCandles[n].push(outputCandle);
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}
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}
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if (saveCandle === true) { // then we have a valid candle, otherwise it means there were no candles to fill this one in its time range.
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nextVolumeFile();
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outputCandles[n].push(outputCandle);
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}
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||||
} catch (err) {
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||||
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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||||
}
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||||
|
||||
nextVolumeFile();
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}
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||||
}
|
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function nextVolumeFile() {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> Entering function."); }
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try {
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let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> Entering function."); }
|
||||
|
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> fileName = " + fileName); }
|
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> filePath = " + filePath); }
|
||||
let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
|
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let fileName = market.assetA + '_' + market.assetB + ".json"
|
||||
let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
|
||||
|
||||
bruceFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> fileName = " + fileName); }
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> filePath = " + filePath); }
|
||||
|
||||
function onFileReceived(err, text) {
|
||||
bruceFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> text = " + text); }
|
||||
function onFileReceived(err, text) {
|
||||
|
||||
let volumesFile;
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function."); }
|
||||
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> text = " + text); }
|
||||
|
||||
if (err.result === global.CUSTOM_OK_RESPONSE.result) {
|
||||
try {
|
||||
volumesFile = JSON.parse(text);
|
||||
let volumesFile;
|
||||
|
||||
} catch (err) {
|
||||
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
||||
try {
|
||||
volumesFile = JSON.parse(text);
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.message);
|
||||
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
||||
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
||||
}
|
||||
} else {
|
||||
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.message);
|
||||
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
||||
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
||||
callBackFunction(err);
|
||||
}
|
||||
} else {
|
||||
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
}
|
||||
|
||||
const inputVolumesPerdiod = 60 * 1000; // 1 min
|
||||
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
|
||||
const inputVolumesPerdiod = 60 * 1000; // 1 min
|
||||
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
|
||||
|
||||
let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
|
||||
let beginingOutputTime = lastCandleFile.valueOf();
|
||||
let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
|
||||
let beginingOutputTime = lastCandleFile.valueOf();
|
||||
|
||||
for (let i = 0; i < totalOutputVolumes; i++) {
|
||||
for (let i = 0; i < totalOutputVolumes; i++) {
|
||||
|
||||
let outputVolume = {
|
||||
buy: 0,
|
||||
sell: 0,
|
||||
begin: 0,
|
||||
end: 0
|
||||
};
|
||||
|
||||
let saveVolume = false;
|
||||
|
||||
outputVolume.begin = beginingOutputTime + i * outputPeriod;
|
||||
outputVolume.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
|
||||
|
||||
for (let j = 0; j < volumesFile.length; j++) {
|
||||
|
||||
let volume = {
|
||||
buy: volumesFile[j][0],
|
||||
sell: volumesFile[j][1],
|
||||
begin: volumesFile[j][2],
|
||||
end: volumesFile[j][3]
|
||||
let outputVolume = {
|
||||
buy: 0,
|
||||
sell: 0,
|
||||
begin: 0,
|
||||
end: 0
|
||||
};
|
||||
|
||||
/* Here we discard all the Volumes out of range. */
|
||||
let saveVolume = false;
|
||||
|
||||
if (volume.begin >= outputVolume.begin && volume.end <= outputVolume.end) {
|
||||
outputVolume.begin = beginingOutputTime + i * outputPeriod;
|
||||
outputVolume.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
|
||||
|
||||
saveVolume = true;
|
||||
for (let j = 0; j < volumesFile.length; j++) {
|
||||
|
||||
outputVolume.buy = outputVolume.buy + volume.buy;
|
||||
outputVolume.sell = outputVolume.sell + volume.sell;
|
||||
let volume = {
|
||||
buy: volumesFile[j][0],
|
||||
sell: volumesFile[j][1],
|
||||
begin: volumesFile[j][2],
|
||||
end: volumesFile[j][3]
|
||||
};
|
||||
|
||||
/* Here we discard all the Volumes out of range. */
|
||||
|
||||
if (volume.begin >= outputVolume.begin && volume.end <= outputVolume.end) {
|
||||
|
||||
saveVolume = true;
|
||||
|
||||
outputVolume.buy = outputVolume.buy + volume.buy;
|
||||
outputVolume.sell = outputVolume.sell + volume.sell;
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
if (saveVolume === true) {
|
||||
|
||||
outputVolumes[n].push(outputVolume);
|
||||
}
|
||||
}
|
||||
|
||||
if (saveVolume === true) {
|
||||
|
||||
outputVolumes[n].push(outputVolume);
|
||||
}
|
||||
writeFiles(outputCandles[n], outputVolumes[n], folderName, controlLoop);
|
||||
}
|
||||
|
||||
writeFiles(outputCandles[n], outputVolumes[n], folderName, controlLoop);
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -815,8 +837,8 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
||||
|
||||
let filePath = global.FILE_PATH_ROOT + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeCandles -> fileName = " + fileName); }
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeCandles -> filePath = " + filePath); }
|
||||
|
||||
@@ -879,7 +901,7 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
|
||||
fileContent = "[" + fileContent + "]";
|
||||
|
||||
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
||||
let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
||||
let filePath = global.FILE_PATH_ROOT + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeVolumes -> fileName = " + fileName); }
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeVolumes -> filePath = " + filePath); }
|
||||
@@ -933,6 +955,7 @@ Read the candles and volumes from Bruce and produce a single Index File for Mark
|
||||
try {
|
||||
|
||||
statusReport.lastExecution = global.processDatetime;
|
||||
statusReport.lastFile = lastFileDate;
|
||||
statusReportModule.save(callBack);
|
||||
|
||||
}
|
||||
|
||||
Reference in new issue
Block a user