processIndex everywhere
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@@ -1,4 +1,4 @@
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exports.newDataDependencies = function newDataDependencies(BOT, logger, DATA_SET) {
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exports.newDataDependencies = function (processIndex, BOT, logger, DATA_SET) {
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const MODULE_NAME = "Data Dependencies";
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@@ -75,7 +75,7 @@
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let newNodeArray = []
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for (let i = 0; i < thisObject.nodeArray.length; i++) {
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let dataSetModule = DATA_SET.newDataSet(BOT, logger);
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let dataSetModule = DATA_SET.newDataSet(processIndex, BOT, logger);
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dataSetModule.initialize(thisObject.nodeArray[i], onInitilized);
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function onInitilized(err, wasInitialized) {
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@@ -1,4 +1,4 @@
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exports.newDataSet = function newDataSet(BOT, logger) {
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exports.newDataSet = function (processIndex, BOT, logger) {
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const MODULE_NAME = "Dataset";
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@@ -1,4 +1,4 @@
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exports.newDebugLog = function newDebugLog() {
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exports.newDebugLog = function (processIndex) {
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const MODULE_NAME = "DebugLog";
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@@ -106,7 +106,7 @@
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if (logger !== undefined) {
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logger.finalize()
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}
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logger = DEBUG_MODULE.newDebugLog();
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logger = DEBUG_MODULE.newDebugLog(processIndex);
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TS.projects.superalgos.globals.taskVariables.LOGGER_MAP.set(MODULE_NAME + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].id, logger)
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logger.bot = bot;
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logger.initialize();
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@@ -146,7 +146,7 @@
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function initializeProcessExecutionEvents() {
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try {
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processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(bot, logger)
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processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex, bot, logger)
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processExecutionEvents.initialize(processConfig, onInizialized);
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function onInizialized(err) {
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@@ -247,7 +247,7 @@
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function initializeStatusDependencies() {
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try {
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statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(bot, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
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statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, bot, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
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statusDependencies.initialize(onInizialized);
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function onInizialized(err) {
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@@ -295,7 +295,7 @@
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function initializeDataDependencies() {
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try {
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dataDependencies = DATA_DEPENDENCIES.newDataDependencies(bot, logger, DATA_SET);
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dataDependencies = DATA_DEPENDENCIES.newDataDependencies(processIndex, bot, logger, DATA_SET);
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dataDependencies.initialize(onInizialized);
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function onInizialized(err) {
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@@ -310,12 +310,12 @@
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switch (processConfig.framework.name) {
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case 'Multi-Period-Market': {
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processFramework = MULTI_PERIOD_MARKET.newMultiPeriodMarket(bot, logger, UTILITIES, FILE_STORAGE);
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processFramework = MULTI_PERIOD_MARKET.newMultiPeriodMarket(processIndex, bot, logger, UTILITIES, FILE_STORAGE);
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intitializeProcessFramework();
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break;
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}
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case 'Multi-Period-Daily': {
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processFramework = MULTI_PERIOD_DAILY.newMultiPeriodDaily(bot, logger, UTILITIES, FILE_STORAGE);
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processFramework = MULTI_PERIOD_DAILY.newMultiPeriodDaily(processIndex, bot, logger, UTILITIES, FILE_STORAGE);
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intitializeProcessFramework();
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break;
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}
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@@ -367,7 +367,7 @@
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function initializeUserBot() {
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try {
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usertBot = USER_BOT_MODULE.newUserBot(bot, logger, COMMONS_MODULE, UTILITIES, FILE_STORAGE);
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usertBot = USER_BOT_MODULE.newUserBot(processIndex, bot, logger, COMMONS_MODULE, UTILITIES, FILE_STORAGE);
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usertBot.initialize(statusDependencies, onInizialized);
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function onInizialized(err) {
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@@ -1,4 +1,4 @@
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exports.newIndicatorOutput = function newIndicatorOutput(bot, logger, UTILITIES, FILE_STORAGE) {
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exports.newIndicatorOutput = function (processIndex, bot, logger, UTILITIES, FILE_STORAGE) {
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const MODULE_NAME = "Indicator Bot";
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let thisObject = {
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@@ -1,4 +1,4 @@
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exports.newTradingOutput = function newTradingOutput(bot, logger, tradingEngineModule, UTILITIES, FILE_STORAGE) {
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exports.newTradingOutput = function (processIndex, bot, logger, tradingEngineModule, UTILITIES, FILE_STORAGE) {
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/*
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This module will load if necesary all the data outputs so that they can be appended with new
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records if needed. After running the simulation, it will save all the data outputs.
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@@ -38,7 +38,7 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, tradingEngineM
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/* Preparing everything for the Simulation */
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const TRADING_SIMULATION = require('./TradingSimulation.js')
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let tradingSimulation = TRADING_SIMULATION.newTradingSimulation(bot, logger, tradingEngineModule, UTILITIES)
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let tradingSimulation = TRADING_SIMULATION.newTradingSimulation(processIndex, bot, logger, tradingEngineModule, UTILITIES)
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let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBrachToArray(bot.processNode.referenceParent.processOutput, 'Output Dataset')
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let outputDatasetsMap = new Map()
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@@ -1,4 +1,4 @@
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exports.newTradingProcess = function newTradingProcess(bot, logger, UTILITIES) {
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exports.newTradingProcess = function (processIndex, bot, logger, UTILITIES) {
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/*
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This Module will load all the process data dependencies from files and send them downstream.
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After execution, will save the time range and status report of the process.
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@@ -27,7 +27,7 @@
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let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger)
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let TRADING_OUTPUT_MODULE = require("./TradingOutput")
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let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(bot, logger, tradingEngineModule, UTILITIES, FILE_STORAGE)
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let tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(processIndex, bot, logger, tradingEngineModule, UTILITIES, FILE_STORAGE)
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let processConfig;
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@@ -1,4 +1,4 @@
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exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradingEngineModule, UTILITIES) {
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exports.newTradingSimulation = function (processIndex, bot, logger, tradingEngineModule, UTILITIES) {
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/*
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This Module represents the trading simulacion. Escentially a loop through a set of candles and
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the execution at each loop cycle of the Trading System Protocol.
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@@ -1,4 +1,4 @@
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exports.newMultiPeriodDaily = function newMultiPeriodDaily(bot, logger, UTILITIES, FILE_STORAGE) {
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exports.newMultiPeriodDaily = function (processIndex, bot, logger, UTILITIES, FILE_STORAGE) {
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const MODULE_NAME = "Multi Period Daily";
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const GMT_SECONDS = ':00.000 GMT+0000';
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@@ -33,7 +33,7 @@
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let INDICATOR_OUTPUT_MODULE = require("./IndicatorOutput")
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indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(bot, logger, UTILITIES, FILE_STORAGE)
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indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(processIndex, bot, logger, UTILITIES, FILE_STORAGE)
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indicatorOutputModule.initialize(callBackFunction)
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}
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@@ -1,4 +1,4 @@
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exports.newMultiPeriodMarket = function newMultiPeriodMarket(bot, logger, UTILITIES, FILE_STORAGE) {
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exports.newMultiPeriodMarket = function (processIndex, bot, logger, UTILITIES, FILE_STORAGE) {
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const MODULE_NAME = "Multi Period Market";
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thisObject = {
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initialize: initialize,
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@@ -27,7 +27,7 @@
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let INDICATOR_OUTPUT_MODULE = require("./IndicatorOutput")
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indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(bot, logger, UTILITIES, FILE_STORAGE)
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indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(processIndex, bot, logger, UTILITIES, FILE_STORAGE)
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indicatorOutputModule.initialize(callBackFunction)
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}
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@@ -1,4 +1,4 @@
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exports.newProcessExecutionEvents = function newProcessExecutionEvents(BOT, logger) {
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exports.newProcessExecutionEvents = function (processIndex, BOT, logger) {
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/*
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Here we manage the process execution events. This allow us to emit events
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when the process starts and finishes. Also to wait for a dependent event
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@@ -28,7 +28,7 @@
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We will use a logger for what happens before and after the bot main loop. We will add the process
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id to its key so that it is unique and it can later be finalized.
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*/
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let logger = DEBUG_MODULE.newDebugLog()
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let logger = DEBUG_MODULE.newDebugLog(processIndex)
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TS.projects.superalgos.globals.taskVariables.LOGGER_MAP.set('Pre-Bot-Main-Loop' + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].id, logger)
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logger.bot = botConfig;
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@@ -63,7 +63,7 @@ exports.newLearningBot = function newLearningBot(processIndex, bot, parentLogger
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if (logger !== undefined) {
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logger.finalize()
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}
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logger = DEBUG_MODULE.newDebugLog();
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logger = DEBUG_MODULE.newDebugLog(processIndex);
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TS.projects.superalgos.globals.taskVariables.LOGGER_MAP.set(MODULE_NAME + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].id, logger)
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logger.bot = bot;
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logger.initialize();
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@@ -99,9 +99,9 @@ exports.newLearningBot = function newLearningBot(processIndex, bot, parentLogger
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if (bot.SESSION_STATUS === 'Running' && bot.STOP_SESSION === true) {
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bot.SESSION_STATUS = 'Stopped'
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}
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}
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TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus (bot.SESSION_STATUS, bot.sessionKey)
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TS.projects.superalgos.functionLibraries.sessionFunctions.emitSessionStatus(bot.SESSION_STATUS, bot.sessionKey)
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/* Checking if we should process this loop or not.*/
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if (bot.STOP_SESSION === true) {
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@@ -128,7 +128,7 @@ exports.newLearningBot = function newLearningBot(processIndex, bot, parentLogger
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function initializeProcessExecutionEvents() {
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try {
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processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(bot, logger)
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processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex, bot, logger)
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processExecutionEvents.initialize(processConfig, onInizialized);
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function onInizialized(err) {
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@@ -229,7 +229,7 @@ exports.newLearningBot = function newLearningBot(processIndex, bot, parentLogger
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function initializeStatusDependencies() {
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try {
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statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(bot, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
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statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, bot, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
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statusDependencies.initialize(onInizialized);
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function onInizialized(err) {
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@@ -277,7 +277,7 @@ exports.newLearningBot = function newLearningBot(processIndex, bot, parentLogger
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function initializeDataDependencies() {
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try {
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dataDependencies = DATA_DEPENDENCIES.newDataDependencies(bot, logger, DATA_SET);
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dataDependencies = DATA_DEPENDENCIES.newDataDependencies(processIndex, bot, logger, DATA_SET);
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dataDependencies.initialize(onInizialized);
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function onInizialized(err) {
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@@ -1,4 +1,4 @@
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exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES) {
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exports.newLearningProcess = function (processIndex, bot, logger, UTILITIES) {
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/*
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This Module will load all the process data dependencies from files and send them downstream.
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After execution, will save the time range and status report of the process.
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@@ -27,7 +27,7 @@ exports.newLearningProcess = function newLearningProcess(bot, logger, UTILITIES)
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let markovDecisionProcessModule = MARKOV_DECISION_PROCESS_MODULE.newMarkovDecisionProcess(bot, logger)
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let ALGORITHM_MODULE = require("./Algorithm")
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let algorithmModule = ALGORITHM_MODULE.newTradingOutput(bot, logger, markovDecisionProcessModule, UTILITIES, FILE_STORAGE)
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let algorithmModule = ALGORITHM_MODULE.newTradingOutput(processIndex, bot, logger, markovDecisionProcessModule, UTILITIES, FILE_STORAGE)
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let processConfig;
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@@ -113,7 +113,7 @@
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if (logger !== undefined) {
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logger.finalize()
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}
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logger = DEBUG_MODULE.newDebugLog();
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logger = DEBUG_MODULE.newDebugLog(processIndex);
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TS.projects.superalgos.globals.taskVariables.LOGGER_MAP.set(MODULE_NAME + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].id, logger)
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logger.bot = bot;
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logger.initialize();
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@@ -150,7 +150,7 @@
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function initializeProcessExecutionEvents() {
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try {
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processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(bot, logger)
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processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex, bot, logger)
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processExecutionEvents.initialize(processConfig, onInizialized);
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function onInizialized(err) {
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@@ -252,7 +252,7 @@
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function initializeStatusDependencies() {
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try {
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statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(bot, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
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statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, bot, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
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statusDependencies.initialize(onInizialized);
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function onInizialized(err) {
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@@ -300,7 +300,7 @@
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function initializeUserBot() {
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try {
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usertBot = USER_BOT_MODULE.newUserBot(bot, logger, COMMONS_MODULE, UTILITIES, FILE_STORAGE, STATUS_REPORT, exchangeAPI);
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usertBot = USER_BOT_MODULE.newUserBot(processIndex, bot, logger, COMMONS_MODULE, UTILITIES, FILE_STORAGE, STATUS_REPORT, exchangeAPI);
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usertBot.initialize(statusDependencies, onInizialized);
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function onInizialized(err) {
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@@ -1,4 +1,4 @@
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exports.newStatusDependencies = function newStatusDependencies(BOT, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT) {
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exports.newStatusDependencies = function (processIndex, BOT, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT) {
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const MODULE_NAME = "Status Dependencies";
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@@ -48,7 +48,7 @@
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for (let i = 0; i < dependenciesToProcess.length; i++) {
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let statusReportModule = STATUS_REPORT.newStatusReport(BOT, logger, UTILITIES, PROCESS_OUTPUT);
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let statusReportModule = STATUS_REPORT.newStatusReport(processIndex, BOT, logger, UTILITIES, PROCESS_OUTPUT);
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logger.write(MODULE_NAME, "[INFO] initialize -> onInitilized -> Initializing Status Report # " + (i + 1));
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let statusDependency = dependenciesToProcess[i]
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@@ -1,4 +1,4 @@
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exports.newStatusReport = function newStatusReport(BOT, logger, UTILITIES, PROCESS_OUTPUT) {
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exports.newStatusReport = function (processIndex, BOT, logger, UTILITIES, PROCESS_OUTPUT) {
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/*
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@@ -63,7 +63,7 @@
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if (logger !== undefined) {
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logger.finalize()
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}
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logger = DEBUG_MODULE.newDebugLog();
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logger = DEBUG_MODULE.newDebugLog(processIndex);
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TS.projects.superalgos.globals.taskVariables.LOGGER_MAP.set(MODULE_NAME + TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].id, logger)
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logger.bot = bot;
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logger.initialize();
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@@ -128,7 +128,7 @@
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function initializeProcessExecutionEvents() {
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try {
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processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(bot, logger)
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processExecutionEvents = PROCESS_EXECUTION_EVENTS.newProcessExecutionEvents(processIndex, bot, logger)
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processExecutionEvents.initialize(processConfig, onInizialized);
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function onInizialized(err) {
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@@ -229,7 +229,7 @@
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function initializeStatusDependencies() {
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try {
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statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(bot, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
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statusDependencies = STATUS_DEPENDENCIES.newStatusDependencies(processIndex, bot, logger, STATUS_REPORT, UTILITIES, PROCESS_OUTPUT);
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statusDependencies.initialize(onInizialized);
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function onInizialized(err) {
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@@ -277,7 +277,7 @@
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function initializeDataDependencies() {
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try {
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dataDependencies = DATA_DEPENDENCIES.newDataDependencies(bot, logger, DATA_SET);
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dataDependencies = DATA_DEPENDENCIES.newDataDependencies(processIndex, bot, logger, DATA_SET);
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dataDependencies.initialize(onInizialized);
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function onInizialized(err) {
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@@ -287,7 +287,7 @@
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logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeDataDependencies -> onInizialized -> Execution finished well.")
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switch (processConfig.framework.name) {
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case 'Low-Frequency-Trading-Process': {
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processFramework = TRADING_PROCESS_MODULE.newTradingProcess(bot, logger, UTILITIES);
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processFramework = TRADING_PROCESS_MODULE.newTradingProcess(processIndex, bot, logger, UTILITIES);
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intitializeProcessFramework();
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break;
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}
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