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Luis Fernando Molina committed 2018-06-22 12:20:49 +02:00
1 parent 063ac110a0
commit e7d46e4026
1 file changed
+19 -10
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Multi-Period-Daily/User.Bot.js
+19 -10
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@@ -210,13 +210,19 @@
/*
The stairs objects can span more than one day. In order not to cut these objects into two when this happens, this process will alsways read
2 files. The previous one already processed, and the current one. That means that it will allways re-process the previous one, until the
last moment in which the previous one turns into the current one. By doing so, we avoid breaking the objects when day changes.
3 files.
So you will se we go 2 days back. One if because of the above explanation. The second is because we enter the loop by advancing one day.
1. The first file is a stairs file corresponding to processDay -2. From there we will know where the last staris ended.
2. The second is a candle or volume file corresponding to processDay -1.
3. The third is a candle of volume file at processDay.
We will recalculate 2 and 3 considering the objects already in 1, so as to make the transition between 2 and 3 smooth.
*/
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS * 2);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> advanceTime -> thisReport.lastFile !== undefined"); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> advanceTime -> lastCandleFile = " + lastCandleFile); }
buildStairs();
return;
@@ -231,6 +237,9 @@
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> advanceTime -> thisReport.lastFile === undefined"); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> advanceTime -> lastCandleFile = " + lastCandleFile); }
buildStairs();
return;
}
@@ -252,7 +261,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> Entering function."); }
let n;
previousDay = contextVariables.lastCandleFile;
processDate = contextVariables.lastCandleFile;
advanceTime();
@@ -263,12 +272,12 @@
logger.flush();
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> advanceTime -> Entering function."); }
processDate = new Date(processDate.valueOf() + ONE_DAY_IN_MILISECONDS);
previousDay = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS);
previousDay = new Date(previousDay.valueOf() + ONE_DAY_IN_MILISECONDS);
processDate = new Date(previousDay.valueOf() + ONE_DAY_IN_MILISECONDS);
const logText = "New current day @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> advanceTime -> " + logText); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> advanceTime -> processDate = " + processDate); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildStairs -> advanceTime -> previousDay = " + previousDay); }
/* Validation that we are not going past the head of the market. */