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Time Frames Filter

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This commit is contained in:
Luis Fernando Molina committed 2020-11-29 09:33:34 +01:00
1 parent 6c89747746
commit ef2d65b5e0
3 files changed
+35 -26
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TaskServer/MultiPeriodDaily.js
+17 -9
View File
@@ -279,11 +279,13 @@
const timeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1]
/* Check Time Frames Filter */
if (bot.dailyTimeFrames !== undefined) {
if (bot.dailyTimeFrames.includes(timeFrameLabel) === false) {
/* We are not going to process this Time Frame */
timeFramesControlLoop()
return
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.dailyTimeFrames !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.dailyTimeFrames.includes(timeFrameLabel) === false) {
/* We are not going to process this Time Frame */
timeFramesControlLoop()
return
}
}
}
@@ -520,8 +522,12 @@
let timeFrameLabel = TS.projects.superalgos.globals.timeFrames.dailyFilePeriods()[n][1]
/* Check Time Frames Filter */
if (bot.dailyTimeFrames !== undefined) {
if (bot.dailyTimeFrames.includes(timeFrameLabel) === true) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.dailyTimeFrames !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.dailyTimeFrames.includes(timeFrameLabel) === true) {
timeFramesArray.push(timeFrameLabel)
}
} else {
timeFramesArray.push(timeFrameLabel)
}
} else {
@@ -553,8 +559,10 @@
thisReport.file.lastFile = lastFileDate;
thisReport.file.interExecutionMemoryArray = interExecutionMemoryArray;
thisReport.file.beginingOfMarket = beginingOfMarket.toUTCString()
if (bot.dailyTimeFrames !== undefined) {
thisReport.file.timeFrames = bot.dailyTimeFrames
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.dailyTimeFrames !== undefined) {
thisReport.file.timeFrames = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.dailyTimeFrames
}
}
thisReport.save(callBack)
TaskServer/MultiPeriodMarket.js
+18 -10
View File
@@ -60,11 +60,13 @@
const timeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1]
/* Check Time Frames Filter */
if (bot.marketTimeFrames !== undefined) {
if (bot.marketTimeFrames.includes(timeFrameLabel) === false) {
/* We are not going to process this Time Frame */
timeFramesControlLoop()
return
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames.includes(timeFrameLabel) === false) {
/* We are not going to process this Time Frame */
timeFramesControlLoop()
return
}
}
}
@@ -141,7 +143,7 @@
}
function writeTimeFramesFiles(callBack) {
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
let outputDatasetIndex = -1;
controlLoop()
@@ -167,8 +169,12 @@
let timeFrameLabel = TS.projects.superalgos.globals.timeFrames.marketFilesPeriods()[n][1]
/* Check Time Frames Filter */
if (bot.marketTimeFrames !== undefined) {
if (bot.marketTimeFrames.includes(timeFrameLabel) === true) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames.includes(timeFrameLabel) === true) {
timeFramesArray.push(timeFrameLabel)
}
} else {
timeFramesArray.push(timeFrameLabel)
}
} else {
@@ -197,8 +203,10 @@
let thisReport = statusDependencies.statusReports.get(reportKey)
thisReport.file.lastExecution = bot.processDatetime;
if (bot.marketTimeFrames !== undefined) {
thisReport.file.timeFrames = bot.marketTimeFrames
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames !== undefined) {
thisReport.file.timeFrames = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames
}
}
thisReport.save(callBack)
TaskServer/ProcessInstance.js
-7
View File
@@ -63,13 +63,6 @@
"-" +
TS.projects.superalgos.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.quotedAsset.referenceParent.config.codeName
/* Time Frame Filter */
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
botConfig.dailyTimeFrames = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.dailyTimeFrames
botConfig.marketTimeFrames = TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames
}
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.keyReference !== undefined) {
if (TS.projects.superalgos.globals.taskConstants.TASK_NODE.keyReference.referenceParent !== undefined) {
let key = TS.projects.superalgos.globals.taskConstants.TASK_NODE.keyReference.referenceParent