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Building Procedure","name":"New Data Building Procedure","project":"Superalgos","loop":{"type":"Procedure Loop","name":"New Procedure Loop","project":"Superalgos","procedureJavascriptCode":{"type":"Procedure Javascript Code","name":"EDIT TOP LINES HERE TO CHANGE PERIODS","code":"// The Average VS Average Oscillator\n\n/* The Average VS Average Oscillator can be used to recognize changes between a fast average ('fastPeriod') and a slow average ('slowPeriod'). It measures 'Price Action', 'Volume', and a so called 'Open Interest'.\n'Bull Price Action' and 'Bear Price Action' is defined by the amount between the candle close and max and min.\n'Bull Volume' and 'Bear Volume' is divided using the price action.\n'Open Interest' is based upon the statement where:\nBull Candle and Volume Increase = Bull Interest\nBull Candle and Volume Decrease = Bear Interest\nBear Candle and Volume Increase = Bear Interest\nBear Candle and Volume Decrease = Bull Interest */\n\n// - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -\n\n/* Loop code */\n\n// User defined lengths of the used periods\n\nlet fastPeriod = 5 // Change this number to the period of your choice (must be less than 'slowPeriod')\nlet slowPeriod = 21 // Change this number to the period of your choice (must be greater than 'fastPeriod')\nlet periodMultiplier = 3 // The 'slowPeriod' is muliplied by the 'periodMultiplier to create the \"long term\" trend\nlet fastBoost = 1.00 // '1.00' equals 'no extra boost' to your 'fastPeriod' where as '1.23' would boost the value by 23%\nlet gravity = 0 // '0' equals 'no gravity' (pullback towards midline ('slowPeriod'))\n\n// - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -\n// Declaring variables used\n\nlet candle = {\n open: record.current.open,\n close: record.current.close,\n min: record.current.min,\n max: record.current.max,\n begin: record.current.begin,\n end: record.current.end\n} \nlet volCandle = record.current\nlet volume = getElement('volumes', volCandle)\nlet totalVolume = volume.buy + volume.sell\nlet totalRange = candle.max - candle.min\nlet multipliedFast = fastPeriod * periodMultiplier\nlet multipliedSlow = slowPeriod * periodMultiplier\n\nif ( candle.close > candle.open ) { \n variable.bullPriceRange = ( candle.close - candle.min ),\n variable.bearPriceRange = ( candle.max - candle.close )\n}\nelse { \n variable.bullPriceRange = ( candle.close - candle.min ),\n variable.bearPriceRange = ( candle.max - candle.close )\n}\n\n// - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -\n// Declaring 'Volume Difference'\n\nvariable.previousCurrentVolume.push(totalVolume)\nif (variable.previousCurrentVolume.length > 2) {\n variable.previousCurrentVolume.splice(0, 1)\n}\n\nif (variable.previousCurrentVolume[1] === 'undefined') {\n variable.positiveVolumeDifference = 0.01\n}\nelse {\n if (variable.previousCurrentVolume[variable.previousCurrentVolume.max] > variable.previousCurrentVolume[0]) {\n variable.positiveTotalVolumeDifference = (variable.previousCurrentVolume[1] - variable.previousCurrentVolume[0]) \n }\n else {\n variable.positiveTotalVolumeDifference = (variable.previousCurrentVolume[0] - variable.previousCurrentVolume[1])\n }\n}\n\nvariable.bullVolumeDifference = variable.positiveTotalVolumeDifference * (variable.bullPriceRange / totalRange)\nvariable.bearVolumeDifference = 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\ No newline at end of file diff --git a/Projects/Superalgos/Schemas/AppSchema.json b/Projects/Superalgos/Schemas/AppSchema.json index 6377e2f09..5e1d7712f 100644 --- a/Projects/Superalgos/Schemas/AppSchema.json +++ b/Projects/Superalgos/Schemas/AppSchema.json @@ -742,6 +742,12 @@ "attachingRules": { "compatibleTypes": "->Plotter Module->" }, + "editors": { + "config": true + }, + "initialValues": { + "config": "{\n\"codeName\": \"\", \n\"isLegacy\": false\n}" + }, "childrenNodesProperties": [ { "name": "plotterPanelJavascriptCode", @@ -756,6 +762,13 @@ } ], "menuItems": [ + { + "action": "Configure", + "actionFunction": "uiObject.configEditor.activate", + "label": "Configure", + "iconPathOn": "configuration", + "iconPathOff": "configuration" + }, { "action": "Add UI Object", "disableIfPropertyIsDefined": true, diff --git a/Projects/Superalgos/Schemas/Docs-Nodes/apis.json b/Projects/Superalgos/Schemas/Docs-Nodes/apis.json new file mode 100644 index 000000000..bee2648fc --- /dev/null +++ b/Projects/Superalgos/Schemas/Docs-Nodes/apis.json @@ -0,0 +1,12 @@ +{ + "type": "APIs", + "definition": { + "text": "Write the definition for this Node." + }, + "paragraphs": [ + { + "style": "Text", + "text": "Left click and select the pencil button to enter edit mode." + } + ] +} \ No newline at end of file diff --git a/Projects/Superalgos/Schemas/Docs-Nodes/crypto-exchange.json b/Projects/Superalgos/Schemas/Docs-Nodes/crypto-exchange.json index 0824a262c..587b5a363 100644 --- a/Projects/Superalgos/Schemas/Docs-Nodes/crypto-exchange.json +++ b/Projects/Superalgos/Schemas/Docs-Nodes/crypto-exchange.json @@ -10,8 +10,32 @@ }, { "style": "Title", - "text": "Crypto Exchange Configuration", - "updated": 1609771676751 + "text": "Tested Exchanges", + "updated": 1615200855230 + }, + { + "style": "Text", + "text": "In theory, Superalgos supports dozens of exchanges. However, each exchange must go through a testing process, as not all of them conform to the standard proposed by the CCXT library.", + "updated": 1615201479524 + }, + { + "style": "List", + "text": "Binance Test Status", + "updated": 1615203667257 + }, + { + "style": "List", + "text": "FTX Test Status", + "updated": 1615203669878 + }, + { + "style": "Title", + "text": "Crypto Exchange Configuration" + }, + { + "style": "Text", + "text": "Each exchange may require a very specific configuration. This is determined during the exchange testing process. Consult the page of each exchange as listed above. If you are interested in testing a new exchange, go to the How to Test New Exchanges page.", + "updated": 1615201685376 }, { "style": "Subtitle", diff --git a/Projects/Superalgos/Schemas/Docs-Nodes/github-api.json b/Projects/Superalgos/Schemas/Docs-Nodes/github-api.json new file mode 100644 index 000000000..ca0ae9cb7 --- /dev/null +++ b/Projects/Superalgos/Schemas/Docs-Nodes/github-api.json @@ -0,0 +1,12 @@ +{ + "type": "Github API", + "definition": { + "text": "Write the definition for this Node." + }, + "paragraphs": [ + { + "style": "Text", + "text": "Left click and select the pencil button to enter edit mode." + } + ] +} \ No newline at end of file diff --git a/Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-002-ftx-test-status.json b/Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-002-ftx-test-status.json new file mode 100644 index 000000000..281f8f699 --- /dev/null +++ b/Projects/Superalgos/Schemas/Docs-Topics/tested-exchanges-002-ftx-test-status.json @@ -0,0 +1,57 @@ +{ + "topic": "Tested Exchanges", + "pageNumber": "2", + "type": "FTX Test Status", + "definition": { + "text": "FTX is tested for data mining but not for live trading", + "updated": 1615204721150 + }, + "paragraphs": [ + { + "style": "Title", + "text": "Properties", + "updated": 1615143100216 + }, + { + "style": "List", + "text": "1-min OHLCVs Capability [*]: Yes", + "updated": 1615204617519 + }, + { + "style": "List", + "text": "Market History: Starting on September 2019", + "updated": 1615204614502 + }, + { + "style": "List", + "text": "Trading Capability [**]: Unknown", + "updated": 1615204866750 + }, + { + "style": "List", + "text": "Comments: Raw Data mining can be slow due to exchange restrictions on their API that limit the number of data it can be requested via Rest API", + "updated": 1615205045729 + }, + { + "style": "Text", + "text": "[*] The ability to fetch historic data for backtesting purposes has been verified." + }, + { + "style": "Text", + "text": "[**] The ability to run strategies in live-trading mode has been verified." + }, + { + "style": "Title", + "text": "Configuration" + }, + { + "style": "Json", + "text": "{\n \"codeName\": \"ftx\"\n}", + "updated": 1615204693035 + }, + { + "style": "Text", + "text": "" + } + ] +} \ No newline at end of file diff --git a/Projects/Superalgos/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/LearningRecords.js b/Projects/Superalgos/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/LearningRecords.js index 2f3df136e..76b04bd86 100644 --- a/Projects/Superalgos/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/LearningRecords.js +++ b/Projects/Superalgos/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/LearningRecords.js @@ -45,6 +45,10 @@ exports.newSuperalgosBotModulesLearningRecords = function (processIndex) { let product = dataset.parentNode let outputDatasetArray = outputDatasetsMap.get(product.config.codeName) + if (product.config.codeName === 'Predictions') { + let a = 1 + } + if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === true && dataset.config.type === 'Daily Files') { persistRecords() } diff --git a/Projects/Superalgos/TS/Task-Modules/FileStorage.js b/Projects/Superalgos/TS/Task-Modules/FileStorage.js index d47e8793f..ac58e6395 100644 --- a/Projects/Superalgos/TS/Task-Modules/FileStorage.js +++ b/Projects/Superalgos/TS/Task-Modules/FileStorage.js @@ -4,7 +4,6 @@ exports.newFileStorage = function newFileStorage(processIndex, host, port) { const MAX_RETRY = 10 const FAST_RETRY_TIME_IN_MILISECONDS = 500 const SLOW_RETRY_TIME_IN_MILISECONDS = 2000 - const path = require('path') let thisObject = { asyncGetTextFile: asyncGetTextFile, @@ -244,8 +243,7 @@ exports.newFileStorage = function newFileStorage(processIndex, host, port) { logger.write(MODULE_NAME, '[INFO] FileStorage -> createTextFile -> fileLocation: ' + fileLocation) /* If necesary a folder or folders are created before writing the file to disk. */ - let directoryPath = fileLocation.substring(0, fileLocation.lastIndexOf('/') + 1); - mkDirByPathSync(directoryPath) + TS.projects.superalgos.utilities.miscellaneousFunctions.mkDirByPathSync(fileLocation) /* Here we write the file with a temporary name so as to avoid dirty read from other processes. @@ -442,37 +440,6 @@ exports.newFileStorage = function newFileStorage(processIndex, host, port) { } } - /* Function to create folders of missing folders at any path. */ - function mkDirByPathSync(targetDir, { isRelativeToScript = false } = {}) { - const sep = '/'; - const initDir = path.isAbsolute(targetDir) ? sep : ''; - const baseDir = isRelativeToScript ? __dirname : '.'; - - return targetDir.split(sep).reduce((parentDir, childDir) => { - const curDir = path.resolve(baseDir, parentDir, childDir); - try { - const fs = require('fs') - fs.mkdirSync(curDir); - } catch (err) { - if (err.code === 'EEXIST') { // curDir already exists! - return curDir; - } - - // To avoid `EISDIR` error on Mac and `EACCES`-->`ENOENT` and `EPERM` on Windows. - if (err.code === 'ENOENT') { // Throw the original parentDir error on curDir `ENOENT` failure. - throw new Error(`EACCES: permission denied, mkdir '${parentDir}'`); - } - - const caughtErr = ['EACCES', 'EPERM', 'EISDIR'].indexOf(err.code) > -1; - if (!caughtErr || caughtErr && curDir === path.resolve(targetDir)) { - throw err; // Throw if it's just the last created dir. - } - } - - return curDir; - }, initDir); - } - function getFileViaHTTP(filePath, callback, callBackFunction) { try { diff --git a/Projects/Superalgos/TS/Utilities/MiscellaneousFunctions.js b/Projects/Superalgos/TS/Utilities/MiscellaneousFunctions.js index 568b37dd3..8ea8a766c 100644 --- a/Projects/Superalgos/TS/Utilities/MiscellaneousFunctions.js +++ b/Projects/Superalgos/TS/Utilities/MiscellaneousFunctions.js @@ -4,12 +4,13 @@ exports.newSuperalgosUtilitiesMiscellaneousFunctions = function () { genereteUniqueId: genereteUniqueId, truncateToThisPrecision: truncateToThisPrecision, pad: pad, - asyncGetDatasetFile: asyncGetDatasetFile + asyncGetDatasetFile: asyncGetDatasetFile, + mkDirByPathSync: mkDirByPathSync } return thisObject - function genereteUniqueId () { + function genereteUniqueId() { return 'xxxxxxxx-xxxx-4xxx-yxxx-xxxxxxxxxxxx'.replace(/[xy]/g, function (c) { var r = Math.random() * 16 | 0, v = c == 'x' ? r : (r & 0x3 | 0x8) return v.toString(16) @@ -45,4 +46,39 @@ exports.newSuperalgosUtilitiesMiscellaneousFunctions = function () { return promise } + + /* Function to create folders of missing folders at any path. */ + function mkDirByPathSync(targetDir, { isRelativeToScript = false } = {}) { + const path = require('path') + + targetDir = targetDir.substring(0, targetDir.lastIndexOf('/') + 1); + + const sep = '/'; + const initDir = path.isAbsolute(targetDir) ? sep : ''; + const baseDir = isRelativeToScript ? __dirname : '.'; + + return targetDir.split(sep).reduce((parentDir, childDir) => { + const curDir = path.resolve(baseDir, parentDir, childDir); + try { + const fs = require('fs') + fs.mkdirSync(curDir); + } catch (err) { + if (err.code === 'EEXIST') { // curDir already exists! + return curDir; + } + + // To avoid `EISDIR` error on Mac and `EACCES`-->`ENOENT` and `EPERM` on Windows. + if (err.code === 'ENOENT') { // Throw the original parentDir error on curDir `ENOENT` failure. + throw new Error(`EACCES: permission denied, mkdir '${parentDir}'`); + } + + const caughtErr = ['EACCES', 'EPERM', 'EISDIR'].indexOf(err.code) > -1; + if (!caughtErr || caughtErr && curDir === path.resolve(targetDir)) { + throw err; // Throw if it's just the last created dir. + } + } + + return curDir; + }, initDir); + } } \ No newline at end of file diff --git a/Projects/Superalgos/UI/Spaces/Panel-Space/PanelSpace.js b/Projects/Superalgos/UI/Spaces/Panel-Space/PanelSpace.js index d0a58ab2c..5ee668d51 100644 --- a/Projects/Superalgos/UI/Spaces/Panel-Space/PanelSpace.js +++ b/Projects/Superalgos/UI/Spaces/Panel-Space/PanelSpace.js @@ -49,7 +49,7 @@ function newSuperalgosPanelSpace() { } case 'Plotter Panel': { - let panelConfig = JSON.parse(pParameters.panelNode.config) + let panelConfig = pParameters.panelNode.config if (panelConfig.isLegacy !== true) { panel = newPlotterPanel() diff --git a/Projects/TensorFlow/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/TensorFlowLibrary.js b/Projects/TensorFlow/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/TensorFlowLibrary.js index 34fa774a5..e9cafddb3 100644 --- a/Projects/TensorFlow/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/TensorFlowLibrary.js +++ b/Projects/TensorFlow/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/TensorFlowLibrary.js @@ -319,7 +319,11 @@ exports.newTensorFlowBotModulesTensorFlowLibrary = function (processIndex) { } async function saveModel() { - await tensorFlowModel.save('file://' + getModelPath()) + let fileLocation = getModelPath() + /* If necesary a folder or folders are created before writing the file to disk. */ + TS.projects.superalgos.utilities.miscellaneousFunctions.mkDirByPathSync(fileLocation) + + await tensorFlowModel.save('file://' + fileLocation) } function getModelPath() {