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Superalgos Beta 7, first commit.

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Luis Fernando Molina committed 2020-11-05 10:38:10 +01:00
1 parent c877072b7c
commit eb427eb146
63 files changed
+4339 -458
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TaskServer/LowFrequencyTrading/TradingProcess.js
+26 -26
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@@ -103,7 +103,7 @@
This variable tell us which day we are standing at, specially while working
with Daily Files. From this Date is that we are going to load the Daily Files.
*/
bot.simulationState.tradingEngine.current.episode.processDate.value = global.REMOVE_TIME(bot.SESSION.parameters.timeRange.config.initialDatetime).valueOf()
bot.simulationState.tradingEngine.current.episode.processDate.value = global.REMOVE_TIME(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime).valueOf()
}
/*
@@ -119,7 +119,7 @@
await processSingleFiles()
if (await processMarketFiles() === false) {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -141,17 +141,17 @@
With all the indicators data files loaded, we will build the chart object
data structure that will be used in user-defied conditions and formulas.
*/
bot.sessionHeartBeat(undefined, undefined, 'Waking up')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waking up')
buildCharts(chart)
if (checkThereAreCandles(chart) === true) {
bot.sessionHeartBeat(undefined, undefined, 'Running')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Running')
await generateOutput(chart)
bot.sessionHeartBeat(undefined, undefined, 'Saving')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Saving')
await writeProcessFiles()
bot.sessionHeartBeat(undefined, undefined, 'Sleeping')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Sleeping')
} else {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date. No candles found at.')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -159,7 +159,7 @@
} else {
/* We are processing Daily Files */
do {
global.EMIT_SESSION_STATUS(bot.SESSION_STATUS, bot.sessionKey)
global.EMIT_SESSION_STATUS(bot.TRADING_SESSION_STATUS, bot.TRADING_SESSIONKey)
/*
We update the Trading Process Date with the date calculated at the simulation.
We will use this date to load indicator and output files. After that we will
@@ -171,9 +171,9 @@
if (checkStopTaskGracefully() === false) { break }
if (checkStopProcessing() === false) { break }
bot.sessionHeartBeat(undefined, undefined, 'Waking up')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waking up')
if (await processDailyFiles() === false) {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be run')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -186,13 +186,13 @@
The process of generating the output includes the trading simulation.
*/
if (checkThereAreCandles(chart) === true) {
bot.sessionHeartBeat(undefined, undefined, 'Running')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Running')
await generateOutput(chart)
bot.sessionHeartBeat(undefined, undefined, 'Saving')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Saving')
await writeProcessFiles()
bot.sessionHeartBeat(undefined, undefined, 'Sleeping')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Sleeping')
} else {
bot.sessionHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date')
bot.TRADING_SESSIONHeartBeat(undefined, undefined, 'Waiting for Data Mining to be up to date')
callBackFunction(global.DEFAULT_RETRY_RESPONSE)
return
}
@@ -219,7 +219,7 @@
callBackFunction(global.DEFAULT_OK_RESPONSE)
function checkThereAreCandles(chart) {
let sessionParameters = bot.SESSION.parameters
let sessionParameters = bot.TRADING_SESSION.parameters
let propertyName = 'at' + sessionParameters.timeFrame.config.label.replace('-', '')
let candles = chart[propertyName].candles
@@ -236,7 +236,7 @@
let statusReport;
/* We are going to use the start date as beging of market date. */
contextVariables.dateBeginOfMarket = global.REMOVE_TIME(bot.SESSION.parameters.timeRange.config.initialDatetime)
contextVariables.dateBeginOfMarket = global.REMOVE_TIME(bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime)
/*
Here we get the status report from the bot who knows which is the end of the market.
*/
@@ -371,7 +371,7 @@
dataFiles = new Map();
if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.marketFilesPeriods[n][0];
currentTimeFrameLabel = global.marketFilesPeriods[n][1];
}
@@ -384,7 +384,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -431,8 +431,8 @@
let dataRecord = dataFile[i]
let begin = dataRecord[beginIndex]
let end = dataRecord[endIndex]
if (end + timeFrame < bot.SESSION.parameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.SESSION.parameters.timeRange.config.finalDatetime) { continue }
if (end + timeFrame < bot.TRADING_SESSION.parameters.timeRange.config.initialDatetime - 1) { continue } // /1 because we need the previous closed element
if (begin > bot.TRADING_SESSION.parameters.timeRange.config.finalDatetime) { continue }
result.push(dataRecord)
}
return result
@@ -468,7 +468,7 @@
}
}
if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
if (bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
currentTimeFrame = global.dailyFilePeriods[n][0];
currentTimeFrameLabel = global.dailyFilePeriods[n][1];
}
@@ -488,7 +488,7 @@
}
if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
if (!(bot.TRADING_SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
continue
}
}
@@ -653,7 +653,7 @@
let fileContent = JSON.stringify(dataRange);
let fileName = '/Data.Range.json';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName;
let filePath = bot.filePathRoot + "/Output/" + bot.TRADING_SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName;
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
@@ -692,7 +692,7 @@
let fileContent = JSON.stringify(timeFramesArray)
let fileName = '/Time.Frames.json';
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + processType + fileName;
let filePath = bot.filePathRoot + "/Output/" + bot.TRADING_SESSION.folderName + "/" + productCodeName + "/" + processType + fileName;
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent + '\n')
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
@@ -728,12 +728,12 @@
function checkIfSessionMustStop() {
if (bot.SESSION.type === 'Backtesting Session') {
if (bot.TRADING_SESSION.type === 'Backtesting Session') {
/*
Backtests needs only one execution of this process to complete.
*/
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] checkIfSessionMustStop -> Backtesting Session Finished. Stopping the Session now. ') }
bot.SESSION.stop('Backtesting Session Finished.')
bot.TRADING_SESSION.stop('Backtesting Session Finished.')
}
}
}