Beta6 update: Time Frame Files
This commit is contained in:
Luis Fernando Molina committed
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commit
e90ccebe8f
31 files changed
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+171
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@@ -1,52 +1,38 @@
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exports.newMultiPeriodMarket = function newMultiPeriodMarket(bot, logger, UTILITIES, FILE_STORAGE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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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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finalize: finalize,
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start: start
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};
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let utilities = UTILITIES.newCloudUtilities(logger);
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let utilities = UTILITIES.newCloudUtilities(logger)
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let fileStorage = FILE_STORAGE.newFileStorage(logger)
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let statusDependencies;
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let dataDependenciesModule;
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let dataFiles = new Map();
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let dataFiles = new Map()
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let indicatorOutputModule;
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let processConfig;
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return thisObject;
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function initialize(pProcessConfig, pStatusDependencies, pDataDependencies, callBackFunction) {
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logger.fileName = MODULE_NAME;
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logger.initialize()
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try {
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statusDependencies = pStatusDependencies;
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dataDependenciesModule = pDataDependencies;
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processConfig = pProcessConfig;
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logger.fileName = MODULE_NAME;
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logger.initialize();
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let INDICATOR_OUTPUT_MODULE = require("./IndicatorOutput")
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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statusDependencies = pStatusDependencies;
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dataDependenciesModule = pDataDependencies;
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processConfig = pProcessConfig;
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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.initialize(callBackFunction);
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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indicatorOutputModule = INDICATOR_OUTPUT_MODULE.newIndicatorOutput(bot, logger, UTILITIES, FILE_STORAGE)
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indicatorOutputModule.initialize(callBackFunction)
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}
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function finalize() {
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fileStorage = undefined
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dataFiles = undefined
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statusDependencies = undefined
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dataDependenciesModule = undefined
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@@ -56,272 +42,179 @@
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}
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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let market = bot.market;
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/* Context Variables */
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let contextVariables = {
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dateBeginOfMarket: undefined, // Datetime of the first trade file in the whole market history.
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dateEndOfMarket: undefined // Datetime of the last file available to be used as an input of this process.
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};
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processTimeFrames();
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processTimeFrames()
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function processTimeFrames() {
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let n;
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timeFramesLoop()
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> Entering function."); }
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try {
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let n;
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periodsLoop();
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function periodsLoop() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoop -> Entering function."); }
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/*
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We will iterate through all posible periods.
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*/
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n = 0 // loop Variable representing each possible period as defined at the periods array.
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periodsLoopBody();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function periodsLoopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> Entering function."); }
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const timeFrame = global.marketFilesPeriods[n][0];
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const timeFrameLabel = global.marketFilesPeriods[n][1];
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let dependencyIndex = 0;
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dataFiles = new Map;
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dependencyLoopBody();
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function dependencyLoopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
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let dependency = dataDependenciesModule.nodeArray[dependencyIndex];
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let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex];
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getFile();
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function getFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> Entering function."); }
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let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
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let fileName = "Data.json";
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let filePath
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if (dependency.referenceParent.config.codeName === "Multi-Period-Market") {
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filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel;
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} else {
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filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + dateForPath;
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}
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datasetModule.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> text = " + text); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
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callBackFunction(err);
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return;
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}
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let dataFile = JSON.parse(text);
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dataFiles.set(dependency.id, dataFile);
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dependencyControlLoop();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getFile -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> dependencyLoopBody -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function dependencyControlLoop() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> dependencyControlLoop -> Entering function."); }
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dependencyIndex++;
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if (dependencyIndex < dataDependenciesModule.nodeArray.length) {
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dependencyLoopBody();
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} else {
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generateOutput();
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> dependencyControlLoop -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function generateOutput() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> generateOutput -> Entering function."); }
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const timeFrame = global.marketFilesPeriods[n][0];
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const timeFrameLabel = global.marketFilesPeriods[n][1];
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indicatorOutputModule.start(
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dataFiles,
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timeFrame,
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timeFrameLabel,
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undefined,
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undefined,
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onOutputGenerated);
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function onOutputGenerated(err) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> generateOutput -> onOutputGenerated -> Entering function."); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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callBackFunction(err);
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return;
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}
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periodsControlLoop();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> generateOutput -> onOutputGenerated -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> generateOutput -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function periodsControlLoop() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsControlLoop -> Entering function."); }
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n++;
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if (n < global.marketFilesPeriods.length) {
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periodsLoopBody();
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} else {
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writeStatusReport(callBackFunction);
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsControlLoop -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function timeFramesLoop() {
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/* We will iterate through all posible timeFrames.*/
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n = 0 // loop Variable representing each possible period as defined at the timeFrames array.
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timeFramesLoopBody()
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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function timeFramesLoopBody() {
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const timeFrame = global.marketFilesPeriods[n][0]
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const timeFrameLabel = global.marketFilesPeriods[n][1]
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/* Check Time Frames Filter */
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if (bot.marketTimeFrames !== undefined) {
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if (bot.marketTimeFrames.includes(timeFrameLabel) === false) {
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/* We are not going to process this Time Frame */
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timeFramesControlLoop()
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return
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}
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}
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let dependencyIndex = 0;
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dataFiles = new Map;
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dependencyLoopBody()
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function dependencyLoopBody() {
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let dependency = dataDependenciesModule.nodeArray[dependencyIndex]
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let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex]
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getFile()
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function getFile() {
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let fileName = "Data.json";
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let filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel;
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datasetModule.getTextFile(filePath, fileName, onFileReceived)
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function onFileReceived(err, text) {
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> timeFramesLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack)
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callBackFunction(err)
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return;
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}
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let dataFile = JSON.parse(text)
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dataFiles.set(dependency.id, dataFile)
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dependencyControlLoop()
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}
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}
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}
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function dependencyControlLoop() {
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dependencyIndex++;
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if (dependencyIndex < dataDependenciesModule.nodeArray.length) {
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dependencyLoopBody()
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} else {
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generateOutput()
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}
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function generateOutput() {
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indicatorOutputModule.start(
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dataFiles,
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timeFrame,
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timeFrameLabel,
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undefined,
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undefined,
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onOutputGenerated)
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function onOutputGenerated(err) {
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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callBackFunction(err)
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return;
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}
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timeFramesControlLoop()
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}
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}
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}
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}
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function timeFramesControlLoop() {
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n++;
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if (n < global.marketFilesPeriods.length) {
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timeFramesLoopBody()
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} else {
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writeTimeFramesFiles(onTimeFrameFilesWritten)
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function onTimeFrameFilesWritten() {
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writeStatusReport(callBackFunction)
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}
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}
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}
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}
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function writeTimeFramesFiles(callBack) {
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let outputDatasetIndex = -1;
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controlLoop()
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function productLoopBody() {
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let productCodeName = bot.processNode.referenceParent.processOutput.outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName;
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writeTimeFramesFile(productCodeName, controlLoop)
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}
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function controlLoop() {
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outputDatasetIndex++
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if (outputDatasetIndex < bot.processNode.referenceParent.processOutput.outputDatasets.length) {
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productLoopBody()
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} else {
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callBack()
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}
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}
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}
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function writeTimeFramesFile(productCodeName, callBack) {
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let timeFramesArray = []
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for (let n = 0; n < global.marketFilesPeriods.length; n++) {
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let timeFrameLabel = global.marketFilesPeriods[n][1]
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/* Check Time Frames Filter */
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if (bot.marketTimeFrames !== undefined) {
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if (bot.marketTimeFrames.includes(timeFrameLabel) === true) {
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timeFramesArray.push(timeFrameLabel)
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}
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} else {
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timeFramesArray.push(timeFrameLabel)
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}
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}
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let fileContent = JSON.stringify(timeFramesArray)
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let fileName = '/Time.Frames.json';
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let filePath = bot.filePathRoot + "/Output/" + productCodeName + "/" + bot.process + fileName;
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fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated)
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function onFileCreated(err) {
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeTimeFramesFile -> onFileCreated -> err = " + err.stack)
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callBack(err)
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return
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}
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callBack()
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}
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}
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function writeStatusReport(callBack) {
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let reportKey = bot.dataMine + "-" + bot.codeName + "-" + "Multi-Period-Market"
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let thisReport = statusDependencies.statusReports.get(reportKey)
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
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try {
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let reportKey = bot.dataMine + "-" + bot.codeName + "-" + "Multi-Period-Market"
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let thisReport = statusDependencies.statusReports.get(reportKey);
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thisReport.file.lastExecution = bot.processDatetime;
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thisReport.save(callBack);
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if (global.areEqualDates(bot.processDatetime, new Date()) === false) {
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logger.newInternalLoop(bot.codeName, bot.process, bot.processDatetime);
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}
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/* Telling the world we are alive and doing well */
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let currentDateString = bot.processDatetime.getUTCFullYear() + '-' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
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let currentDate = new Date(bot.processDatetime)
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let lastDate = new Date()
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bot.processHeartBeat(currentDateString, global.getPercentage(currentDate, currentDate, lastDate))
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thisReport.file.lastExecution = bot.processDatetime;
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if (bot.marketTimeFrames !== undefined) {
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thisReport.file.timeFrames = bot.marketTimeFrames
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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thisReport.save(callBack)
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if (global.areEqualDates(bot.processDatetime, new Date()) === false) {
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logger.newInternalLoop(bot.codeName, bot.process, bot.processDatetime)
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}
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/* Telling the world we are alive and doing well */
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let currentDateString = bot.processDatetime.getUTCFullYear() + '-' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.processDatetime.getUTCDate(), 2)
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let currentDate = new Date(bot.processDatetime)
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let lastDate = new Date()
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bot.processHeartBeat(currentDateString, global.getPercentage(currentDate, currentDate, lastDate))
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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};
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}
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Reference in new issue
Block a user