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Adding fixes to daily process.

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This commit is contained in:
Matias Benitez committed 2018-08-24 08:38:45 -03:00
1 parent 778fce4031
commit e23892fa1d
1 file changed
+39 -13
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Multi-Period-Daily/User.bot.js
+39 -13
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@@ -103,7 +103,7 @@ LRCIndicator.prototype.calculate = function (price) {
this.result = ((this.depth - 1) * reg[0]) + reg[1];
}
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE) {
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 +289,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
logger.newInternalLoop(bot.codeName, bot.process);
executionTime = new Date(lastCandles[10] + ONE_MIN_IN_MILISECONDS);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> advanceTime -> Last Candles: " + JSON.stringify(lastCandles)) };
if (isOnHeadOfMarket(executionTime, 10)) {
callBackFunction(global.DEFAULT_OK_RESPONSE);
@@ -310,17 +311,25 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
if (dailyFileCache.has(lastDayIndex)) {
let currentFile = dailyFileCache.get(lastDayIndex);
if (currentFile === undefined || currentFile[currentFile.length - 1] === undefined)
return false;
if (currentFile === undefined || currentFile[currentFile.length - 1] === undefined){
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Period " + global.dailyFilePeriods[period][1]+" on cache. Checking olivia last execution: " + new Date(dateForLastOliviaFile).toISOString()); }
let isOnHead = (timeToValidate.valueOf() > dateForLastOliviaFile.valueOf());
if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found on Olivia " + global.dailyFilePeriods[period][1] +" @ " + new Date(dateForLastOliviaFile).toISOString()+ ". Execution: " + new Date(timeToValidate).toISOString()); }
return isOnHead;
}
lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
let isOnHead = (timeToValidate.valueOf() > lastCandlePeriodOnCache.valueOf());
if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found @ " + new Date(lastCandlePeriodOnCache).toISOString() + ". Execution: " + new Date(timeToValidate).toISOString()); }
if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found on cache " + global.dailyFilePeriods[period][1] +" @ " + new Date(lastCandlePeriodOnCache).toISOString() + ". Execution: " + new Date(timeToValidate).toISOString()); }
return isOnHead;
} else {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Period " + global.dailyFilePeriods[period][1] +" not found on cache. Checking olivia last execution: " + new Date(dateForLastOliviaFile).toISOString()); }
let isOnHead = (timeToValidate.valueOf() > dateForLastOliviaFile.valueOf());
if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found @ " + new Date(dateForLastOliviaFile).toISOString()+ ". Execution: " + new Date(timeToValidate).toISOString()); }
if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found on Olivia " + global.dailyFilePeriods[period][1] +" @ " + new Date(dateForLastOliviaFile).toISOString()+ ". Execution: " + new Date(timeToValidate).toISOString()); }
return isOnHead;
}
@@ -343,7 +352,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
isTimeToRun();
function isTimeToRun() {
if (executionTime.valueOf() >= nextExecution && !isOnHeadOfMarket(executionTime, n)) {
if (executionTime.valueOf() >= nextExecution) {
getLRCPoints();
} else {
setTimeout(function() { controlLoop(); }, 0);
@@ -410,7 +419,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
getDailyFile(queryDate, onDailyFileReceived);
backwardsCount++;
} else {
logger.write(MODULE_NAME, "[WARN] start -> getLRCPoints -> Not enough history to calculate LRC. Moving to Next Period.");
logger.write(MODULE_NAME, "[WARN] start -> getLRCPoints -> Not enough history to calculate LRC.");
// If the control candle is not ready, advance the execution.
if (n === 10) {
@@ -565,7 +574,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
lastCandles[n] = lrcPoint[0];
let timeToValidate = new Date(executionTime.valueOf() + outputPeriod);
if (isOnHeadOfMarket(timeToValidate, n)) {
if (isOnHeadOfMarket(timeToValidate, n) || isLastDayExecution()) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> getCurrentContent -> file = " + fileName + filePath); }
gaussStorage.getTextFile(filePath, fileName, onFileRetrieved);
@@ -660,7 +669,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
if (lastCandleOnFile[0] < lrcPoint[0]) {
existingLRCPoints.push(lrcPoint);
} else {
logger.write(MODULE_NAME, "[WARN] start -> savePoint -> appendLRCPoints -> The LCR Point calculated existed on the file storage, not saving: " + JSON.stringify(lrcPoint));
logger.write(MODULE_NAME, "[WARN] start -> savePoint -> appendLRCPoints -> The LCR Point calculated existed on the file storage period " + folderName +", not saving: " + JSON.stringify(lrcPoint));
}
}
return existingLRCPoints;
@@ -670,7 +679,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
writeReport = true;
cleanUpCache(lrcPointsFileCache, executionTime);
cleanUpCache(dailyFileCache, executionTime);
controlLoop();
setTimeout(function () { controlLoop(); }, 0);
}
function cleanUpCache(fileCache, dateTime) {
@@ -686,6 +695,21 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
}
}
function isLastDayExecution() {
let date = new Date(executionTime.valueOf());
date.setUTCHours(23);
let lastMinute = 60 - (outputPeriod / 60 / 1000);
date.setUTCMinutes(lastMinute);
date.setUTCSeconds(0);
date.setUTCMilliseconds(0);
if (executionTime >= date.valueOf())
return true;
else
return false;
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> savePoint -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
@@ -696,7 +720,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
function controlLoop() {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Entering function."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Entering function. Checking Period: " + global.dailyFilePeriods[n][1]); }
n++;
@@ -705,8 +729,9 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
loopBody();
} else {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Last period reached."); }
if (writeReport) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> About to write the report."); }
writeReport = false;
let lastOneMinuteCandle = lastCandles[10];
writeDataRange(lastOneMinuteCandle, onWritten);
@@ -724,6 +749,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
writeStatusReport(advanceTime);
}
} else {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Advancing time."); }
advanceTime();
}
}