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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/TradingSimulation.js
+6 -6
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@@ -4,7 +4,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
the execution at each loop cycle of the Trading System Protocol.
*/
const FULL_LOG = true
const MODULE_NAME = 'Trading Simulation -> ' + bot.SESSION.name
const MODULE_NAME = 'Trading Simulation -> ' + bot.TRADING_SESSION.name
let thisObject = {
finalize: finalize,
@@ -28,7 +28,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
let tradingSystem = bot.simulationState.tradingSystem
let tradingEngine = bot.simulationState.tradingEngine
let sessionParameters = bot.SESSION.parameters
let sessionParameters = bot.TRADING_SESSION.parameters
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> initialDatetime = ' + sessionParameters.timeRange.config.initialDatetime) }
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime) }
@@ -71,7 +71,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
This will happen when the sessionParameters.timeRange.config.initialDatetime is beyond the last candle available,
meaning that the dataSet needs to be updated with more up-to-date data.
*/
bot.SESSION.stop('Data is not up-to-date enough. Please start the Masters Data Mining Operation.')
bot.TRADING_SESSION.stop('Data is not up-to-date enough. Please start the Masters Data Mining Operation.')
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] runSimulation -> Data is not up-to-date enough. Stopping the Session now. ') }
return
}
@@ -210,7 +210,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
if (checkFinalDatetime() === false) {
closeEpisode('Final Datetime Reached')
breakLoop = true
bot.SESSION.stop('Final Datetime Reached')
bot.TRADING_SESSION.stop('Final Datetime Reached')
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] runSimulation -> Final Datetime Reached. Stopping the Session now. ') }
return
}
@@ -218,7 +218,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
if (checkMinimunAndMaximunBalance() === false) {
closeEpisode('Min or Max Balance Reached')
breakLoop = true
bot.SESSION.stop('Min or Max Balance Reached')
bot.TRADING_SESSION.stop('Min or Max Balance Reached')
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[IMPORTANT] runSimulation -> Min or Max Balance Reached. Stopping the Session now. ') }
return
}
@@ -276,7 +276,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
let processingDate = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Simulation ' + bot.sessionKey + ' Loop # ' + tradingEngine.current.episode.candle.index.value + ' @ ' + processingDate) }
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Simulation ' + bot.TRADING_SESSIONKey + ' Loop # ' + tradingEngine.current.episode.candle.index.value + ' @ ' + processingDate) }
/* Logging to console and disk */
if (global.areEqualDates(currentDate, new Date()) === false) {