Adding baseline processes
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Matias Benitez committed
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b802dd0202
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eb34634905
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@@ -104,7 +104,7 @@ LRCIndicator.prototype.calculate = function (price) {
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}
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exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
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const FULL_LOG = true;
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const FULL_LOG = false;
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const LOG_FILE_CONTENT = false;
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const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
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@@ -194,8 +194,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
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let executionTime;
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let lastCandles;
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let dailyFileCache = {};
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let lrcPointsFileCache = {};
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let dailyFileCache = new Map();
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let lrcPointsFileCache = new Map();
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getContextVariables();
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@@ -254,7 +254,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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lastCandles.push(0);
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}
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lastCandles[10] = new Date(Date.UTC(2018, 5)).valueOf();
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lastCandles[10] = new Date(Date.UTC(2015, 1, 20)).valueOf();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting at: " + new Date(lastCandles[10]).toISOString()); }
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@@ -304,11 +304,12 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let candleBeginIndex = 4;
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let lastDayIndex = 10 + '/' + executionTime.getUTCFullYear() + "/" + utilities.pad(executionTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(executionTime.getUTCDate(), 2);
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if (dailyFileCache[lastDayIndex] === undefined) {
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if (!dailyFileCache.has(lastDayIndex)) {
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return false;
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}
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let lastCandlePeriodOnCache = dailyFileCache[lastDayIndex][dailyFileCache[lastDayIndex].length - 1][candleBeginIndex];
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let currentFile = dailyFileCache.get(lastDayIndex);
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let lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
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return (executionTime.valueOf() >= lastCandlePeriodOnCache.valueOf());
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}
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@@ -398,7 +399,11 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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backwardsCount++;
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} else {
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logger.write(MODULE_NAME, "[WARN] start -> getLRCPoints -> Not enough history to calculate LRC. Moving to Next Period.");
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// Move to the next period without writing report
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// If the control candle is not ready, advance the execution.
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if (n === 10) {
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lastCandles[10] += ONE_MIN_IN_MILISECONDS;
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}
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setTimeout(function () { controlLoop(); }, 0);
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}
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}
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@@ -417,10 +422,10 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let datePath = dateTime.getUTCFullYear() + "/" + utilities.pad(dateTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(dateTime.getUTCDate(), 2);
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let cachePosition = n + '/' + datePath;
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if (dailyFileCache[cachePosition] !== undefined) {
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if (dailyFileCache.has(cachePosition)) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> getDailyFile -> Getting the file from local cache."); }
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let cache = dailyFileCache[cachePosition];
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let cache = dailyFileCache.get(cachePosition);
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onDailyFileReceived(global.DEFAULT_OK_RESPONSE, cache);
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} else {
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@@ -436,11 +441,16 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let candleFile = JSON.parse(text);
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dailyFileCache[cachePosition] = candleFile;
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dailyFileCache.set(cachePosition, candleFile);
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onDailyFileReceived(global.DEFAULT_OK_RESPONSE, candleFile);
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} else {
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logger.write(MODULE_NAME, "[ERROR] start -> getLRCPoints -> getDailyFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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logger.write(MODULE_NAME, "[WARN] start -> getLRCPoints -> getDailyFile -> onFileReceived -> Failed to get the file. Dependency not ready.");
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// If the control candle is not ready, advance the execution.
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if (n === 10) {
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lastCandles[10] += ONE_MIN_IN_MILISECONDS;
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}
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setTimeout(function () { controlLoop(); }, 0);
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}
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}
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} catch (err) {
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@@ -534,11 +544,11 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let cachePosition = n + '/' + datePath;
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if (lrcPointsFileCache[cachePosition] === undefined) {
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lrcPointsFileCache[cachePosition] = [];
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if (!lrcPointsFileCache.has(cachePosition)) {
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lrcPointsFileCache.set(cachePosition, []);
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}
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lrcPointsFileCache[cachePosition].push(lrcPoint);
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lrcPointsFileCache.get(cachePosition).push(lrcPoint);
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lastCandles[n] = lrcPoint[0];
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@@ -581,7 +591,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> createFile -> Entering function."); }
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let fileContent = JSON.stringify(lrcPointsFileCache[cachePosition]);
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let fileContent = JSON.stringify(lrcPointsFileCache.get(cachePosition));
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gaussStorage.createTextFile(filePath, fileName, fileContent, onFileCreated);
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@@ -629,10 +639,10 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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function appendLRCPoints(existingLRCPoints) {
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if (existingLRCPoints === undefined)
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return lrcPointsFileCache[cachePosition];
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return lrcPointsFileCache.get(cachePosition);
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for (i = 0; i < lrcPointsFileCache[cachePosition].length; i++) {
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let lrcPoint = lrcPointsFileCache[cachePosition][i];
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for (i = 0; i < lrcPointsFileCache.get(cachePosition).length; i++) {
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let lrcPoint = lrcPointsFileCache.get(cachePosition)[i];
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let lastCandleOnFile = existingLRCPoints[existingLRCPoints.length - 1];
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if (lastCandleOnFile[0] < lrcPoint[0]) {
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@@ -657,8 +667,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let cachePosition = n + '/' + datePath;
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// Remove and go back one day
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if (fileCache[cachePosition] !== undefined) {
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fileCache[cachePosition] = undefined;
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if (fileCache.has(cachePosition)) {
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fileCache.delete(cachePosition);
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date.setDate(date.getDate() - 1);
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cleanUpCache(fileCache, date);
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}
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@@ -675,11 +685,11 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let candleBeginIndex = 4;
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let lastDayIndex = n + '/' + executionTime.getUTCFullYear() + "/" + utilities.pad(executionTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(executionTime.getUTCDate(), 2);
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if (dailyFileCache[lastDayIndex] === undefined) {
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if (!dailyFileCache.has(lastDayIndex)) {
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return false;
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}
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let lastCandlePeriodOnCache = dailyFileCache[lastDayIndex][dailyFileCache[lastDayIndex].length - 1][candleBeginIndex];
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let currentFile = dailyFileCache.get(lastDayIndex);
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let lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
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if (FULL_LOG === true) {
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logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> savePoint -> Execution: " + new Date(timeToValidate).toISOString() + ". lastCandlePeriodOnCache: " + new Date(lastCandlePeriodOnCache).toISOString() + ". lastDayIndex: " + lastDayIndex);
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@@ -739,7 +749,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> Entering function."); }
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let dataRange = {
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begin: 1522540800000,//TODO: 1424373300000,
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begin: 1424373300000,
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end: lastOneMinuteCandle.valueOf()
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};
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@@ -193,8 +193,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
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let executionTime;
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let lastCandles;
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let marketFileCache = {};
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let lrcPointsFileCache = {};
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let marketFileCache = new Map();
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let lrcPointsFileCache = new Map();
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getContextVariables();
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@@ -253,7 +253,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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lastCandles.push(0);
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}
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lastCandles[7] = new Date(Date.UTC(2018, 5)).valueOf();
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lastCandles[7] = new Date(Date.UTC(2015, 1, 20)).valueOf();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting at: " + new Date(lastCandles[7]).toISOString()); }
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@@ -275,7 +275,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> Entering function."); }
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let writeReport = false;
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let writeReport = false;
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advanceTime();
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@@ -301,11 +301,12 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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function isExecutionOnHeadOfMarket() {
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let candleBeginIndex = 4;
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if (marketFileCache[7] === undefined) {
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if (!marketFileCache.has(7)) {
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return false;
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}
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let lastCandlePeriodOnCache = marketFileCache[7][marketFileCache[7].length - 1][candleBeginIndex];
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let currentFile = marketFileCache.get(7);
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let lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
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return (executionTime.valueOf() >= lastCandlePeriodOnCache.valueOf());
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}
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@@ -388,7 +389,11 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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} else {
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logger.write(MODULE_NAME, "[WARN] start -> getLRCPoints -> Not enough history to calculate LRC. Moving to Next Period.");
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// Move to the next period without writing report
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// If the control candle is not ready, advance the execution.
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if (n === 7) {
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lastCandles[7] += ONE_HOUR_IN_MILISECONDS;
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}
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setTimeout(function () { controlLoop(); }, 0);
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}
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}
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@@ -404,10 +409,10 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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*
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*/
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if (marketFileCache[n] !== undefined) {
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if (marketFileCache.has(n)) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> getMarketFile -> Getting the file from local cache."); }
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onMarketFileReceived(global.DEFAULT_OK_RESPONSE, marketFileCache[n]);
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onMarketFileReceived(global.DEFAULT_OK_RESPONSE, marketFileCache.get(7));
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} else {
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let filePath = "AAMasters/AAOlivia.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Candles/Multi-Period-Market/" + folderName;
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let fileName = market.assetA + '_' + market.assetB + ".json"
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@@ -420,11 +425,16 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> getMarketFile -> onFileReceived > Entering Function."); }
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let candleFile = JSON.parse(text);
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marketFileCache[n] = candleFile; // We keep a copy of the results for local use
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marketFileCache.set(n, candleFile); // We keep a copy of the results for local use
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onMarketFileReceived(global.DEFAULT_OK_RESPONSE, candleFile);
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} else {
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logger.write(MODULE_NAME, "[ERROR] start -> getLRCPoints -> getMarketFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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logger.write(MODULE_NAME, "[WARN] start -> getLRCPoints -> getMarketFile -> onFileReceived -> Failed to get the file. Dependency not ready.");
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// if the dependency is not ready advance the control candle one period.
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if (n === 7) {
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lastCandles[7] += ONE_HOUR_IN_MILISECONDS;
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}
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setTimeout(function () { controlLoop(); }, 0);
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}
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}
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} catch (err) {
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@@ -510,11 +520,11 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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let filePath = bot.filePathRoot + "/Output/LRC-Points/Multi-Period-Market/" + folderName;
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let fileName = market.assetA + '_' + market.assetB + ".json"
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if (lrcPointsFileCache[n] === undefined) {
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lrcPointsFileCache[n] = [];
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if (!lrcPointsFileCache.has(n)) {
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lrcPointsFileCache.set(n, []);
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}
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lrcPointsFileCache[n].push(lrcPoint);
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lrcPointsFileCache.get(n).push(lrcPoint);
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lastCandles[n] = lrcPoint[0];
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@@ -557,7 +567,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> createFile -> Entering function."); }
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let fileContent = JSON.stringify(lrcPointsFileCache[n]);
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let fileContent = JSON.stringify(lrcPointsFileCache.get(n));
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gaussStorage.createTextFile(filePath, fileName, fileContent, onFileCreated);
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@@ -607,10 +617,10 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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function appendLRCPoints(existingLRCPoints) {
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if (existingLRCPoints === undefined)
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return lrcPointsFileCache[n];
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return lrcPointsFileCache.get(n);
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for (i = 0; i < lrcPointsFileCache[n].length; i++) {
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let lrcPoint = lrcPointsFileCache[n][i];
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for (i = 0; i < lrcPointsFileCache.get(n).length; i++) {
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let lrcPoint = lrcPointsFileCache.get(n)[i];
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let lastCandleOnFile = existingLRCPoints[existingLRCPoints.length - 1];
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if (lastCandleOnFile[0] < lrcPoint[0]) {
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@@ -632,11 +642,11 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_S
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function isPeriodOnHeadOfMarket(timeToValidate) {
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let candleBeginIndex = 4
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if (marketFileCache[n] === undefined) {
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if (!marketFileCache.has(n)) {
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return false;
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}
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let lastCandlePeriodOnCache = marketFileCache[n][marketFileCache[n].length - 1][candleBeginIndex];
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let currentFile = marketFileCache.get(n);
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let lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
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if (FULL_LOG === true) {
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logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> savePoint -> Execution: " + new Date(timeToValidate).toISOString() + ". lastCandlePeriodOnCache: " + new Date(lastCandlePeriodOnCache).toISOString());
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