From 5d634d70b0bd80084864eb6216fd19c9246758bc Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Tue, 9 Feb 2021 08:37:49 +0100 Subject: [PATCH 1/3] Refactoring Bug Fixed --- Projects/Superalgos/Plugins/Learning-Mines/Masters.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Projects/Superalgos/Plugins/Learning-Mines/Masters.json b/Projects/Superalgos/Plugins/Learning-Mines/Masters.json index 3af6c981b..5923f8cd5 100644 --- a/Projects/Superalgos/Plugins/Learning-Mines/Masters.json +++ b/Projects/Superalgos/Plugins/Learning-Mines/Masters.json @@ -1 +1 @@ -{"type":"Learning Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","learningBots":[{"type":"Learning Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Learning","config":"{\n \"codeName\": \"Learning\",\n \"sessionRunWaitTime\": 5000,\n \"retryWaitTime\": 10000,\n 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\ No newline at end of file diff --git a/Projects/Superalgos/TS/Bot-Modules/Learning-Bot/LearningSession.js b/Projects/Superalgos/TS/Bot-Modules/Learning-Bot/LearningSession.js index 6dcdb9cb4..0c2650954 100644 --- a/Projects/Superalgos/TS/Bot-Modules/Learning-Bot/LearningSession.js +++ b/Projects/Superalgos/TS/Bot-Modules/Learning-Bot/LearningSession.js @@ -246,7 +246,7 @@ } } else { /* Check that we received valid dates */ - if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Back Learning Session') { if (isNaN(new Date(TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.learningParameters.timeRange.config.initialDatetime)).valueOf()) { let errorMessage = "Invalid Initial Datetime Property Value" TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_INSTANCE_LOGGER_MODULE_OBJECT.write(MODULE_NAME, @@ -312,7 +312,7 @@ */ /* Initial Datetime */ - if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Backtesting Session') { + if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.type === 'Back Learning Session') { if (TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.learningParameters.timeRange.config.initialDatetime === undefined) { TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.learningParameters.timeRange.config.initialDatetime = initialDefault } else { From f3643219172e435bb2a7ad34dfc5a1581a2a2654 Mon Sep 17 00:00:00 2001 From: Luis Fernando Molina Date: Tue, 9 Feb 2021 10:41:54 +0100 Subject: [PATCH 3/3] Values showing up at the Learning Engine --- .../Spaces/Charting-Space/PlottersManager.js | 112 ++++++++++++++---- .../Charting-Space/Plotting/RecordValues.js | 24 +++- .../Superalgos/UI/Spaces/Panel-Space/Layer.js | 1 + 3 files changed, 106 insertions(+), 31 deletions(-) diff --git a/Projects/Superalgos/UI/Spaces/Charting-Space/PlottersManager.js b/Projects/Superalgos/UI/Spaces/Charting-Space/PlottersManager.js index 0a485f199..b043aa0c5 100644 --- a/Projects/Superalgos/UI/Spaces/Charting-Space/PlottersManager.js +++ b/Projects/Superalgos/UI/Spaces/Charting-Space/PlottersManager.js @@ -2,7 +2,7 @@ function newPlottersManager() { const MODULE_NAME = 'Plotters Manager' const ERROR_LOG = true const logger = newWebDebugLog() - + let timeFrame = INITIAL_TIME_PERIOD let datetime = NEW_SESSION_INITIAL_DATE @@ -15,7 +15,7 @@ function newPlottersManager() { setDatetime: setDatetime, setTimeFrame: setTimeFrame, setCoordinateSystem: setCoordinateSystem, - physics: physics, + physics: physics, draw: draw, getContainer: getContainer, initialize: initialize, @@ -138,8 +138,8 @@ function newPlottersManager() { let exchange = layer.exchange let plotterModule = layer.plotterModule let session - let tradingSystem - let tradingEngine + let tradingOrLearningSystem + let tradingOrLearningEngine /* A layer can be referencing a Data Product in 3 different branches of the Network hiriatchy. @@ -158,10 +158,16 @@ function newPlottersManager() { } /* From the session we might be able to reach the Trading System or the Trading Engine */ if (session.tradingSystemReference !== undefined) { - tradingSystem = session.tradingSystemReference.referenceParent + tradingOrLearningSystem = session.tradingSystemReference.referenceParent } if (session.tradingEngineReference !== undefined) { - tradingEngine = session.tradingEngineReference.referenceParent + tradingOrLearningEngine = session.tradingEngineReference.referenceParent + } + if (session.learningSystemReference !== undefined) { + tradingOrLearningSystem = session.learningSystemReference.referenceParent + } + if (session.learningEngineReference !== undefined) { + tradingOrLearningEngine = session.learningEngineReference.referenceParent } } @@ -244,10 +250,16 @@ function newPlottersManager() { connector.nodesHighlights = newNodesHighlights() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesHighlights.initialize(tradingSystem) + connector.nodesHighlights.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesHighlights.initialize(tradingEngine) + connector.nodesHighlights.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesHighlights.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesHighlights.initialize(tradingOrLearningEngine) break } connector.nodesHighlights.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesHighlights.onRecordChange) @@ -256,10 +268,16 @@ function newPlottersManager() { connector.nodesValues = newNodesValues() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesValues.initialize(tradingSystem) + connector.nodesValues.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesValues.initialize(tradingEngine) + connector.nodesValues.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesValues.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesValues.initialize(tradingOrLearningEngine) break } connector.nodesValues.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesValues.onRecordChange) @@ -268,10 +286,16 @@ function newPlottersManager() { connector.nodesErrors = newNodesErrors() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesErrors.initialize(tradingSystem) + connector.nodesErrors.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesErrors.initialize(tradingEngine) + connector.nodesErrors.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesErrors.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesErrors.initialize(tradingOrLearningEngine) break } connector.nodesErrors.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesErrors.onRecordChange) @@ -280,10 +304,16 @@ function newPlottersManager() { connector.nodesWarnings = newNodesWarnings() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesWarnings.initialize(tradingSystem) + connector.nodesWarnings.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesWarnings.initialize(tradingEngine) + connector.nodesWarnings.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesWarnings.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesWarnings.initialize(tradingOrLearningEngine) break } connector.nodesWarnings.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesWarnings.onRecordChange) @@ -292,10 +322,16 @@ function newPlottersManager() { connector.nodesInfos = newNodesInfos() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesInfos.initialize(tradingSystem) + connector.nodesInfos.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesInfos.initialize(tradingEngine) + connector.nodesInfos.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesInfos.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesInfos.initialize(tradingOrLearningEngine) break } connector.nodesInfos.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesInfos.onRecordChange) @@ -304,10 +340,16 @@ function newPlottersManager() { connector.nodesRunning = newNodesRunning() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesRunning.initialize(tradingSystem) + connector.nodesRunning.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesRunning.initialize(tradingEngine) + connector.nodesRunning.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesRunning.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesRunning.initialize(tradingOrLearningEngine) break } connector.nodesRunning.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesRunning.onRecordChange) @@ -316,10 +358,16 @@ function newPlottersManager() { connector.nodesStatus = newNodesStatus() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesStatus.initialize(tradingSystem) + connector.nodesStatus.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesStatus.initialize(tradingEngine) + connector.nodesStatus.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesStatus.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesStatus.initialize(tradingOrLearningEngine) break } connector.nodesStatus.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesStatus.onRecordChange) @@ -328,10 +376,16 @@ function newPlottersManager() { connector.nodesProgress = newNodesProgress() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesProgress.initialize(tradingSystem) + connector.nodesProgress.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesProgress.initialize(tradingEngine) + connector.nodesProgress.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesProgress.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesProgress.initialize(tradingOrLearningEngine) break } connector.nodesProgress.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesProgress.onRecordChange) @@ -340,10 +394,16 @@ function newPlottersManager() { connector.nodesAnnounements = newNodesAnnouncements() switch (plotterModule.config.connectTo) { case 'Trading System': - connector.nodesAnnounements.initialize(tradingSystem) + connector.nodesAnnounements.initialize(tradingOrLearningSystem) break case 'Trading Engine': - connector.nodesAnnounements.initialize(tradingEngine) + connector.nodesAnnounements.initialize(tradingOrLearningEngine) + break + case 'Learning System': + connector.nodesAnnounements.initialize(tradingOrLearningSystem) + break + case 'Learning Engine': + connector.nodesAnnounements.initialize(tradingOrLearningEngine) break } connector.nodesAnnounements.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.nodesAnnounements.onRecordChange) @@ -354,7 +414,7 @@ function newPlottersManager() { */ if (plotterModule.recordValues !== undefined) { connector.recordValues = newRecordValues() - connector.recordValues.initialize(tradingSystem, tradingEngine, productDefinition) + connector.recordValues.initialize(tradingOrLearningSystem, tradingOrLearningEngine, productDefinition) connector.recordValues.onRecordChangeEventsSubscriptionId = connector.plotter.container.eventHandler.listenToEvent('Current Record Changed', connector.recordValues.onRecordChange) } } @@ -493,7 +553,7 @@ function newPlottersManager() { function physics() { if (thisObject.connectors === undefined) { return } // We need to wait - for (let i = 0; i < thisObject.connectors.length; i++) { + for (let i = 0; i < thisObject.connectors.length; i++) { let connector = thisObject.connectors[thisObject.connectors.length - i - 1] if (connector.plotter.physics !== undefined) { connector.plotter.physics() diff --git a/Projects/Superalgos/UI/Spaces/Charting-Space/Plotting/RecordValues.js b/Projects/Superalgos/UI/Spaces/Charting-Space/Plotting/RecordValues.js index 7d330c90e..d3c26b3e9 100644 --- a/Projects/Superalgos/UI/Spaces/Charting-Space/Plotting/RecordValues.js +++ b/Projects/Superalgos/UI/Spaces/Charting-Space/Plotting/RecordValues.js @@ -1,7 +1,7 @@ function newRecordValues() { const MODULE_NAME = 'Record Values' const logger = newWebDebugLog() - + let thisObject = { onRecordChange: onRecordChange, @@ -11,6 +11,8 @@ function newRecordValues() { let tradingSystem let tradingEngine + let learningSystem + let learningEngine let productDefinition let propertyTargetNodeMap = new Map() return thisObject @@ -18,13 +20,25 @@ function newRecordValues() { function finalize() { tradingSystem = undefined tradingEngine = undefined + learningSystem = undefined + learningEngine = undefined productDefinition = undefined propertyTargetNodeMap = undefined } - function initialize(pTradingSystem, pTradingEngine, pProductDefinition) { - tradingSystem = UI.projects.superalgos.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingSystem.id) - tradingEngine = UI.projects.superalgos.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingEngine.id) + function initialize(pTradingOrLearningSystem, pTradingOrLearningEngine, pProductDefinition) { + if (pTradingOrLearningSystem.type === 'Trading System') { + tradingSystem = UI.projects.superalgos.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningSystem.id) + } + if (pTradingOrLearningSystem.type === 'Learning System') { + learningSystem = UI.projects.superalgos.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningSystem.id) + } + if (pTradingOrLearningEngine.type === 'Trading Engine') { + tradingEngine = UI.projects.superalgos.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningEngine.id) + } + if (pTradingOrLearningEngine.type === 'Learning Engine') { + learningEngine = UI.projects.superalgos.spaces.designSpace.workspace.getHierarchyHeadsById(pTradingOrLearningEngine.id) + } productDefinition = pProductDefinition /* @@ -67,7 +81,7 @@ function newRecordValues() { let propertyRoot try { propertyRoot = eval(property.config.nodePath) - } catch(err) { + } catch (err) { console.log('Definition Error at Product ' + productDefinition.name) console.log('productDefinition.config = ' + JSON.stringify(productDefinition.config)) console.log('Definition Error at Property ' + property.name) diff --git a/Projects/Superalgos/UI/Spaces/Panel-Space/Layer.js b/Projects/Superalgos/UI/Spaces/Panel-Space/Layer.js index c028d39ca..f65b00e89 100644 --- a/Projects/Superalgos/UI/Spaces/Panel-Space/Layer.js +++ b/Projects/Superalgos/UI/Spaces/Panel-Space/Layer.js @@ -171,6 +171,7 @@ function newLayer() { 'Backtesting Session->Paper Trading Session->Forward Testing Session->Live Trading Session->' + 'Back Learning Session->Live Learning Session->' + 'Trading System Reference->Trading Engine Reference->Trading System->Trading Engine->' + + 'Learning System Reference->Learning Engine Reference->Learning System->Learning Engine->' + 'Market->Market Base Asset->Asset->' + 'Market Quoted Asset->Asset->' + 'Exchange Markets->Crypto Exchange->' +