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Fixing Market Files

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This commit is contained in:
Matias Benitez committed 2018-06-07 15:55:18 -03:00
1 parent a67d383c88
commit df3139e4ce
3 files changed
+675 -594
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Multi-Period-Daily/User.bot.js
+7 -7
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@@ -104,7 +104,7 @@ LRCIndicator.prototype.calculate = function (price) {
}
exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE, BLOB_STORAGE) {
const FULL_LOG = false;
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
@@ -289,7 +289,7 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> Entering function."); }
executionTime = new Date(lastCandles[10] + ONE_MIN_IN_MILISECONDS);
executionTime = new Date(lastCandles[2] + (ONE_MIN_IN_MILISECONDS*30));
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
@@ -324,7 +324,7 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
isTimeToRun();
function isTimeToRun() {
let nextExecution = lastCandles[n] + outputPeriod;
let nextExecution = lastCandles[2] + outputPeriod;
if (executionTime.valueOf() >= nextExecution) {
getLRCPoints();
} else {
@@ -345,7 +345,7 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
let candleArray = [];
let queryDate = new Date(executionTime);
let candleFile = getDailyFile(queryDate, onDailyFileReceived);
let candleFile = getDailyFile(queryDate, onDailyFileReceived); //TODO Implement remote file cache
function onDailyFileReceived(err, candleFile) {
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> onDailyFileReceived."); }
@@ -597,7 +597,7 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
}
// We keep a record of the last candle used for the time period
lastCandles[n] = lrcPoint[0];
lastCandles[2] = lrcPoint[0];
controlLoop();
}
@@ -626,7 +626,7 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
}
// We keep a record of the last candle used for the time period
lastCandles[n] = lrcPoint[0];
lastCandles[2] = lrcPoint[0];
controlLoop();
}
@@ -650,7 +650,7 @@ exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE,
loopBody();
} else {
let lastOneMinuteCandle = lastCandles[10];
let lastOneMinuteCandle = lastCandles[2];
writeDataRange(lastOneMinuteCandle, onWritten);
function onWritten(err) {
Multi-Period-Market/User.bot.js
+611 -586
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this.bot.config.json
+57 -1
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@@ -10,6 +10,55 @@
"devTeam": "AAVikings",
"dataSetVersion": "dataSet.V1",
"processes": [
{
"name": "Multi-Period-Market",
"description": "Produces files with the LRC Points for the entire market.",
"startMode": {
"allMonths": {
"run": "false",
"minYear": "",
"maxYear": ""
},
"oneMonth": {
"run": "false",
"year": "",
"month": ""
},
"noTime": {
"run": "true"
},
"fixedInterval": {
"run": "false",
"interval": 0
}
},
"normalWaitTime": 50,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"statusDependencies": [
{
"devTeam": "AAVikings",
"bot": "AAGauss",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Market",
"dataSetVersion": "dataSet.V1"
},
{
"devTeam": "AAMasters",
"bot": "AAOlivia",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Market",
"dataSetVersion": "dataSet.V1"
}
]
},
{
"name": "Multi-Period-Daily",
"description": "Produces files with the LRC Points on a daily format.",
@@ -67,10 +116,17 @@
"description": "Two sets of files per period that contains LRC points.",
"storageAccount": "aagauss",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "AAVikings/AAGauss.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/LRC-Points/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"validPeriods": [ "30-min" ],
"filePath": "AAVikings/AAGauss.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/LRC-Points/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {