Trading System Records Episode
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Luis Fernando Molina committed
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@@ -1,320 +0,0 @@
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exports.newTradingEpisode = function (processIndex, tradingEngineModule) {
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/*
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This module packages all functions related to Episodes.
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*/
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const MODULE_NAME = 'Trading Episode'
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let thisObject = {
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mantain: mantain,
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reset: reset,
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openEpisode: openEpisode,
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updateExitType: updateExitType,
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closeEpisode: closeEpisode,
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cycleBasedStatistics: cycleBasedStatistics,
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initialize: initialize,
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finalize: finalize
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}
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let tradingEngine
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let tradingSystem
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let sessionParameters
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return thisObject
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function initialize() {
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tradingSystem = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingSystem
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tradingEngine = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine
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sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
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}
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function finalize() {
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tradingEngine = undefined
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tradingSystem = undefined
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sessionParameters = undefined
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}
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function mantain() {
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updateCounters()
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updateStatistics()
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updateEnds()
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updateDistanceToEventsCounters()
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}
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function reset() {
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resetTradingEngineDataStructure()
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}
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function openEpisode() {
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/*
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This function is called each time the simulation starts. That does not mean the Episode
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must be opened there, since it might happen that it is looping at the end of the market
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or the task / session was restarted. We will only execute if the episode was never opened before.
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*/
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if (tradingEngine.current.episode.begin.value !== tradingEngine.current.episode.begin.config.initialValue) { return }
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/* Starting begin and end */
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tradingEngine.current.episode.begin.value = tradingEngine.current.episode.candle.begin.value
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tradingEngine.current.episode.end.value = tradingEngine.current.episode.candle.end.value
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/* Getting the begin Balance from the session configuration */
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value = sessionParameters.sessionBaseAsset.config.initialBalance
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value = sessionParameters.sessionQuotedAsset.config.initialBalance
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/* The current balance is also the begin balance, that is how this starts. */
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tradingEngine.current.episode.episodeBaseAsset.balance.value = sessionParameters.sessionBaseAsset.config.initialBalance
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tradingEngine.current.episode.episodeQuotedAsset.balance.value = sessionParameters.sessionQuotedAsset.config.initialBalance
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/* Recording the opening at the Trading Engine Data Structure */
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tradingEngine.current.episode.status.value = 'Open'
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tradingEngine.current.episode.serialNumber.value = 1
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tradingEngine.current.episode.identifier.value = TS.projects.superalgos.utilities.miscellaneousFunctions.genereteUniqueId()
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tradingEngine.current.episode.beginRate.value = tradingEngine.current.episode.candle.close.value
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}
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function updateExitType(exitType) {
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tradingEngine.current.episode.exitType.value = exitType
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}
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function closeEpisode() {
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tradingEngine.current.episode.status.value = 'Closed'
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tradingEngine.current.episode.end.value = tradingEngine.current.episode.candle.end.value
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tradingEngine.current.episode.endRate.value = tradingEngine.current.episode.candle.close.value
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tradingEngine.current.episode.episodeBaseAsset.endBalance.value = tradingEngine.current.episode.episodeBaseAsset.balance.value
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tradingEngine.current.episode.episodeQuotedAsset.endBalance.value = tradingEngine.current.episode.episodeQuotedAsset.balance.value
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}
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function resetEpisode() {
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tradingEngineModule.initializeNode(tradingEngine.current.episode)
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}
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function updateEnds() {
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if (tradingEngine.current.episode.status.value === 'Open') {
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tradingEngine.current.episode.end.value = tradingEngine.current.episode.end.value + sessionParameters.timeFrame.config.value
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tradingEngine.current.episode.endRate.value = tradingEngine.current.episode.candle.close.value
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tradingEngine.current.episode.episodeBaseAsset.endBalance.value = tradingEngine.current.episode.episodeBaseAsset.balance.value
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tradingEngine.current.episode.episodeQuotedAsset.endBalance.value = tradingEngine.current.episode.episodeQuotedAsset.balance.value
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}
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}
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function resetTradingEngineDataStructure() {
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if (tradingEngine.current.episode.status.value === 'Closed') {
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resetEpisode()
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}
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}
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function updateCounters() {
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if (tradingEngine.current.episode.status.value === 'Open') {
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tradingEngine.current.episode.episodeCounters.periods.value++
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}
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}
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function updateStatistics() {
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/* Daus Calculation */
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tradingEngine.current.episode.episodeStatistics.days.value =
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tradingEngine.current.episode.episodeCounters.periods.value *
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sessionParameters.timeFrame.config.value /
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TS.projects.superalgos.globals.timeConstants.ONE_DAY_IN_MILISECONDS
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}
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function cycleBasedStatistics() {
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calculateAssetsStatistics()
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calculateEpisodeStatistics()
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function calculateAssetsStatistics() {
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/* Updating Profit Loss */
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value =
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tradingEngine.current.episode.episodeBaseAsset.balance.value -
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sessionParameters.sessionBaseAsset.config.initialBalance
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value =
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tradingEngine.current.episode.episodeQuotedAsset.balance.value -
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sessionParameters.sessionQuotedAsset.config.initialBalance
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeBaseAsset.profitLoss.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value, 10)
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/*
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Updating ROI
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https://www.investopedia.com/articles/basics/10/guide-to-calculating-roi.asp
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*/
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tradingEngine.current.episode.episodeBaseAsset.ROI.value =
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value /
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * 100
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tradingEngine.current.episode.episodeQuotedAsset.ROI.value =
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value /
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value * 100
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tradingEngine.current.episode.episodeBaseAsset.ROI.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeBaseAsset.ROI.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.ROI.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeQuotedAsset.ROI.value, 10)
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/* Updating Hit Ratio */
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if (tradingEngine.current.episode.episodeCounters.positions.value > 0) {
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tradingEngine.current.episode.episodeBaseAsset.hitRatio.value =
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tradingEngine.current.episode.episodeBaseAsset.hits.value /
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tradingEngine.current.episode.episodeCounters.positions.value
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tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value =
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tradingEngine.current.episode.episodeQuotedAsset.hits.value /
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tradingEngine.current.episode.episodeCounters.positions.value
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tradingEngine.current.episode.episodeBaseAsset.hitRatio.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeBaseAsset.hitRatio.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value, 10)
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}
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/*
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Updating Annualized Rate Of Return
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https://www.investopedia.com/terms/a/annualized-rate.asp
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*/
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tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =
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Math.pow(
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(
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value
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) / tradingEngine.current.episode.episodeBaseAsset.beginBalance.value
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,
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(365 / tradingEngine.current.episode.episodeStatistics.days.value)
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) - 1
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tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =
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Math.pow(
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(
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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) / tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value
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,
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(365 / tradingEngine.current.episode.episodeStatistics.days.value)
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) - 1
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tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value, 10)
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tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value, 10)
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/* Updating Hit or Fail */
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if (tradingEngine.current.episode.episodeBaseAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Fail'
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}
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if (tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Fail'
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}
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}
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function calculateEpisodeStatistics() {
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/* Updating Profit Loss */
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tradingEngine.current.episode.episodeStatistics.profitLoss.value =
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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tradingEngine.current.episode.episodeStatistics.profitLoss.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeStatistics.profitLoss.value, 10)
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/*
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Updating ROI
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https://www.investopedia.com/articles/basics/10/guide-to-calculating-roi.asp
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*/
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tradingEngine.current.episode.episodeStatistics.ROI.value =
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(
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.endRate.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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) / (
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value
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) * 100
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tradingEngine.current.episode.episodeStatistics.ROI.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
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/*
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Updating Annualized Rate Of Return
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https://www.investopedia.com/terms/a/annualized-rate.asp
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*/
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tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =
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Math.pow(
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(
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +
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tradingEngine.current.episode.episodeBaseAsset.profitLoss.value +
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tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
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) /
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(
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tradingEngine.current.episode.episodeBaseAsset.beginBalance.value * tradingEngine.current.episode.beginRate.value +
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tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value
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)
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,
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(365 / tradingEngine.current.episode.episodeStatistics.days.value)
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) - 1
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tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value = TS.projects.superalgos.utilities.miscellaneousFunctions.truncateToThisPrecision(tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value, 10)
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/* Updating Hit or Fail */
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if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
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tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Hit'
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} else {
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tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Fail'
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}
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}
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}
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function updateDistanceToEventsCounters() {
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/* Keeping Distance Counters Up-to-date while avoinding counting before the first event happens. */
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if (
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tradingEngine.current.episode.distanceToEvent.triggerOn.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.triggerOn.value++
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}
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if (
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tradingEngine.current.episode.distanceToEvent.triggerOff.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.triggerOff.value++
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}
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if (
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tradingEngine.current.episode.distanceToEvent.takePosition.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.takePosition.value++
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}
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if (
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tradingEngine.current.episode.distanceToEvent.closePosition.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.closePosition.value++
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}
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if (
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tradingEngine.current.episode.distanceToEvent.nextPhase.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.nextPhase.value++
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}
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if (
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tradingEngine.current.episode.distanceToEvent.moveToPhase.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.moveToPhase.value++
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}
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if (
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tradingEngine.current.episode.distanceToEvent.createOrder.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.createOrder.value++
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}
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if (
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tradingEngine.current.episode.distanceToEvent.cancelOrder.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.cancelOrder.value++
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}
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if (
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tradingEngine.current.episode.distanceToEvent.closeOrder.value > 0
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) {
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tradingEngine.current.episode.distanceToEvent.closeOrder.value++
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}
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}
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}
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@@ -1,419 +0,0 @@
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exports.newTradingRecords = function (processIndex) {
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/*
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This module facilitates the appending of records to the output of the process.
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*/
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const MODULE_NAME = 'Trading Records'
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let thisObject = {
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appendRecords: appendRecords,
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initialize: initialize,
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finalize: finalize
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}
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let tradingEngine
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let tradingSystem
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let sessionParameters
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let outputDatasetsMap
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return thisObject
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function initialize(pOutputDatasetsMap) {
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tradingEngine = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine
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tradingSystem = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingSystem
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sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
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outputDatasetsMap = pOutputDatasetsMap // These are the files turned into arrays, stored in a Map by Product codeName.
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}
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function finalize() {
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tradingEngine = undefined
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tradingSystem = undefined
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sessionParameters = undefined
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outputDatasetsMap = undefined
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}
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function appendRecords() {
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/*
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Here we add records to the output files. At the product config property nodePath
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we have a pointer to the node that have the information we need to extract.
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Later, based on the product record definition we will extract each individual value.
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*/
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let outputDatasets = TS.projects.superalgos.utilities.nodeFunctions.nodeBranchToArray(TS.projects.superalgos.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
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for (let i = 0; i < outputDatasets.length; i++) {
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let outputDatasetNode = outputDatasets[i]
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let dataset = outputDatasetNode.referenceParent
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let product = dataset.parentNode
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let outputDatasetArray = outputDatasetsMap.get(product.config.codeName)
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if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === true && dataset.config.type === 'Daily Files') {
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persistRecords()
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}
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if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES === false && dataset.config.type === 'Market Files') {
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persistRecords()
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}
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function persistRecords() {
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/*
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There are a few products configured to be saved only at an specific cycle.
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*/
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if (product.config.saveAtCycle !== undefined) {
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if (tradingEngine.current.episode.cycle.value !== product.config.saveAtCycle) {
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return
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}
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}
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/* Clean the file from information of previous executions */
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//pruneOutputFile(product, outputDatasetArray, tradingEngine.current.episode.candle.end.value)
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/* Clean Open Records */
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if (product.config.saveAsObjects === true) {
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for (let j = 0; j < product.record.properties.length; j++) {
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let recordProperty = product.record.properties[j]
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if (recordProperty.config.codeName === product.config.propertyNameThatDefinesObject) {
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/* Remove Open Records */
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spliceOpenRecords(j, product, outputDatasetArray)
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break
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}
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}
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}
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/*
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The product root can be a node or a node property of type array.
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*/
|
||||
let productRoot
|
||||
try {
|
||||
productRoot = eval(product.config.nodePath)
|
||||
} catch (err) {
|
||||
badDefinitionUnhandledException(err, 'Cannot get productRoot -> nodePath = ' + product.config.nodePath, product, undefined)
|
||||
}
|
||||
|
||||
if (product.config.nodePathType === 'array') {
|
||||
/*
|
||||
This means that the configured nodePath is not pointing to a node, but to a node property that is an array.
|
||||
For that reason we will assume that each element of the array is a record to be outputed
|
||||
*/
|
||||
for (let index = 0; index < productRoot.length; index++) {
|
||||
/*
|
||||
The Product Root Node is the root of the node hiriarchy from where we are going to extract the record values.
|
||||
*/
|
||||
let productRootNode = productRoot[index]
|
||||
let record = scanRecordDefinition(product, productRootNode, index)
|
||||
if (record !== undefined) {
|
||||
/*
|
||||
We will add the index value to the record itself, so that the plotter can know to which
|
||||
brach of the trading engine data structure it belongs.
|
||||
*/
|
||||
record.push(index)
|
||||
persistIndividualRecord(record, product, outputDatasetArray)
|
||||
}
|
||||
}
|
||||
} else {
|
||||
/*
|
||||
This means that the configured nodePath points to a single node, which is the one whose children constitutes
|
||||
the record to be saved at the output file.
|
||||
*/
|
||||
/*
|
||||
The Product Root Node is the root of the node hiriarchy from where we are going to extract the record values.
|
||||
*/
|
||||
let productRootNode = productRoot
|
||||
let record = scanRecordDefinition(product, productRootNode)
|
||||
if (record !== undefined) {
|
||||
persistIndividualRecord(record, product, outputDatasetArray)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function scanRecordDefinition(product, productRootNode, index) {
|
||||
|
||||
let record = []
|
||||
for (let j = 0; j < product.record.properties.length; j++) {
|
||||
let recordProperty = product.record.properties[j]
|
||||
/*
|
||||
The Property Root Node is the Root of the Hiriarchy branch we must find in order
|
||||
to get the node where we are going to extract the value. Initially
|
||||
we point it to the Product Root Node, because that is the default in case
|
||||
a property does not have at its configuration a different nodePath configured
|
||||
pointing to an specific Root for the property.
|
||||
*/
|
||||
let propertyRootNode = productRootNode
|
||||
/*
|
||||
If we find at the configuration a nodePath, then we take this path to find
|
||||
the Root Node specifically for this property only.
|
||||
*/
|
||||
if (recordProperty.config.nodePath !== undefined) {
|
||||
if (recordProperty.config.nodePath === "tradingEngine.exchangeOrders.marketBuyOrders.marketOrders[index].orderBaseAsset") {
|
||||
let a = tradingEngine
|
||||
}
|
||||
try {
|
||||
propertyRootNode = eval(recordProperty.config.nodePath)
|
||||
} catch (err) {
|
||||
badDefinitionUnhandledException(err, 'Error Evaluating Record Property nodePath -> nodePath = ' + recordProperty.config.nodePath, product, recordProperty)
|
||||
}
|
||||
}
|
||||
/*
|
||||
The Target Node is the node from where we are going to exctract the value.
|
||||
We will use the codeName of the Record Property to match it with
|
||||
any of the properties of the Root Node to get the Target Node.
|
||||
*/
|
||||
let targetNode
|
||||
try {
|
||||
targetNode = propertyRootNode[recordProperty.config.codeName]
|
||||
} catch (err) {
|
||||
badDefinitionUnhandledException(err, 'Error setting Target Node.', product, recordProperty)
|
||||
}
|
||||
/*
|
||||
If the codeName of the Record Property can not match the name of the property at
|
||||
the target node, the user can explicitly specify the property name at the configuration,
|
||||
and in those cases we need to use that. This happens when there are many Record Properties
|
||||
pointing to the same property at the Target Node.
|
||||
*/
|
||||
if (recordProperty.config.childProperty !== undefined) {
|
||||
targetNode = propertyRootNode[recordProperty.config.childProperty]
|
||||
}
|
||||
/*
|
||||
It can happen that intead of having a Node in targetNode what we have is an
|
||||
array of nodes. We need to pick one of the elements of the array and for that
|
||||
we use the Index value we find at the configuration of the Record Property.
|
||||
*/
|
||||
if (recordProperty.config.index !== undefined) {
|
||||
try {
|
||||
targetNode = targetNode[recordProperty.config.index]
|
||||
} catch (err) {
|
||||
badDefinitionUnhandledException(err, 'Error setting Target Node.', product, recordProperty)
|
||||
}
|
||||
}
|
||||
/*
|
||||
By Default the value is extracted from the value property of the Target Node.
|
||||
But it might happen the the Target Node does not exist for example when there is an Array
|
||||
of Nodes defined in the Record Properties but not all of them exist at the Root Node.
|
||||
We filter out those cases by not extracting the value from the value property.
|
||||
*/
|
||||
let value = 0 // This is a default value, since we do not want null in files because it breakes JSON format.
|
||||
if (targetNode !== undefined) {
|
||||
if (targetNode.type !== undefined) {
|
||||
/*
|
||||
In this case the Target Node is really a node (since it has a type), so we extract the value
|
||||
from its value property.
|
||||
*/
|
||||
value = targetNode.value
|
||||
|
||||
if (recordProperty.config.decimals !== undefined) {
|
||||
try {
|
||||
value = Number(value.toFixed(recordProperty.config.decimals))
|
||||
} catch (err) {
|
||||
badDefinitionUnhandledException(err, 'Error applying configured decimals.', product, recordProperty)
|
||||
}
|
||||
}
|
||||
} else {
|
||||
/*
|
||||
In this case the Target Node is not really node, but the value itself. Se we return this as the
|
||||
value of the Record Property.
|
||||
*/
|
||||
value = targetNode
|
||||
}
|
||||
}
|
||||
|
||||
/* We are not going to add records where the begin or end are missing */
|
||||
if (
|
||||
recordProperty.config.codeName === 'begin' && value === 0 ||
|
||||
recordProperty.config.codeName === 'end' && value === 0
|
||||
) { return }
|
||||
|
||||
if (recordProperty.config.isString !== true && Array.isArray(value) !== true) {
|
||||
value = safeNumericValue(value)
|
||||
}
|
||||
if (recordProperty.config.isString === true && Array.isArray(value) !== true) {
|
||||
value = safeStringValue(value)
|
||||
}
|
||||
record.push(value)
|
||||
}
|
||||
return record
|
||||
}
|
||||
|
||||
function persistIndividualRecord(record, product, outputDatasetArray) {
|
||||
|
||||
if (product.config.saveAsObjects === true) {
|
||||
/* For saving objects we need to take care of a different set of rules. */
|
||||
for (let j = 0; j < product.record.properties.length; j++) {
|
||||
let recordProperty = product.record.properties[j]
|
||||
if (recordProperty.config.codeName === product.config.propertyNameThatDefinesObject) {
|
||||
let propertyValue = record[j]
|
||||
|
||||
if (TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).TRADING_PROCESSING_DAILY_FILES) {
|
||||
if (product.config.doNotCutObjectInDays !== true) {
|
||||
/*
|
||||
By default we will cut objects in days.
|
||||
*/
|
||||
if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) {
|
||||
outputDatasetArray.push(record)
|
||||
}
|
||||
} else {
|
||||
/*
|
||||
When dealing with Daily Files, we need to avoid to write an open object at the last 'candle' of the day,
|
||||
since the object will be duplicated on the next day. How do we know we are positioned at the last candle
|
||||
of the day? Easy: the end of the candle must be 1 millisecod before the next day. That happens at any
|
||||
time frame.
|
||||
*/
|
||||
let currentDay = new Date(tradingEngine.current.episode.candle.end.value)
|
||||
let nextDay = new Date(tradingEngine.current.episode.candle.end.value + 1)
|
||||
if (currentDay.getUTCDate() !== nextDay.getUTCDate()) {
|
||||
/*
|
||||
We will save the object only if it is closed, becasuse we are at the last candle of the day.
|
||||
*/
|
||||
if (propertyValue === product.config.propertyValueThatClosesObject) {
|
||||
outputDatasetArray.push(record)
|
||||
}
|
||||
} else {
|
||||
/*
|
||||
When we are not at the end of the day, we will save the object normally, like in market files.
|
||||
*/
|
||||
if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) {
|
||||
outputDatasetArray.push(record)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
else {
|
||||
/*
|
||||
For Market Files we will add a record everytime that proeprty value does not match this
|
||||
*/
|
||||
if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) {
|
||||
outputDatasetArray.push(record)
|
||||
}
|
||||
}
|
||||
break
|
||||
}
|
||||
}
|
||||
} else {
|
||||
/*
|
||||
When we are not dealing with objects, we add every record to the existing file except
|
||||
for the ones that are filtered out at the Product Definition.
|
||||
*/
|
||||
if (product.config.codeName === "Trading-System-Errors") {
|
||||
let a = 1
|
||||
}
|
||||
if (product.config.propertyNameThatDefinesStatus !== undefined && product.config.propertyValueThatPreventsSavingObject !== undefined) {
|
||||
for (let j = 0; j < product.record.properties.length; j++) {
|
||||
let recordProperty = product.record.properties[j]
|
||||
if (recordProperty.config.codeName === product.config.propertyNameThatDefinesStatus) {
|
||||
let propertyValue = record[j]
|
||||
|
||||
if (product.config.propertyValueThatPreventsSavingObject === "->Empty Array->" && propertyValue.length === 0) {
|
||||
break
|
||||
}
|
||||
if (propertyValue !== product.config.propertyValueThatPreventsSavingObject) {
|
||||
outputDatasetArray.push(record)
|
||||
}
|
||||
break
|
||||
}
|
||||
}
|
||||
} else {
|
||||
outputDatasetArray.push(record)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function safeNumericValue(value) {
|
||||
/*
|
||||
The purpose of this function is to check that value variable does not have a value that
|
||||
will later break the JSON format of files where this is going to be stored at.
|
||||
*/
|
||||
if (value === Infinity) {
|
||||
value = Number.MAX_SAFE_INTEGER
|
||||
}
|
||||
if (value === undefined) {
|
||||
value = 0
|
||||
}
|
||||
if (value === null) {
|
||||
value = 0
|
||||
}
|
||||
if (isNaN(value)) {
|
||||
value = 0
|
||||
}
|
||||
return value
|
||||
}
|
||||
|
||||
function safeStringValue(value) {
|
||||
/*
|
||||
The purpose of this function is to check that value variable does not have a value that
|
||||
will later break the JSON format of files where this is going to be stored at.
|
||||
*/
|
||||
if (value === undefined) {
|
||||
value = ''
|
||||
}
|
||||
if (value === null) {
|
||||
value = ''
|
||||
}
|
||||
return value
|
||||
}
|
||||
|
||||
function pruneOutputFile(product, outputFile, currentEnd) {
|
||||
if (outputFile.isPrunned === true) { return }
|
||||
/*
|
||||
When a session is resumed, we will be potentially reading output files belonging to a previous session execution.
|
||||
For that reason we need to prune all the records that are beyond the current candle. We do not delete everything
|
||||
because we might be resuming a stopped session, which is fine.
|
||||
*/
|
||||
for (let i = 0; i < outputFile.length; i++) {
|
||||
let record = outputFile[i]
|
||||
|
||||
for (let j = 0; j < product.record.properties.length; j++) {
|
||||
let recordProperty = product.record.properties[j]
|
||||
if (recordProperty.config.codeName === 'end') {
|
||||
let end = record[j]
|
||||
if (end >= currentEnd) {
|
||||
outputFile.splice(i, 1)
|
||||
/*
|
||||
This will execute the next prune call in the next iteration of the NodeJs event loop
|
||||
allowing for other callbacks to be executed. It also prevents the error
|
||||
'Maximum call stack size exceeded', since the call is not placed at the call stack.
|
||||
*/
|
||||
setImmediate(pruneOutputFile, product, outputFile, currentEnd)
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
outputFile.isPrunned = true
|
||||
}
|
||||
|
||||
function spliceOpenRecords(j, product, outputDatasetArray) {
|
||||
/*
|
||||
Before adding records to the output file, we need to remove all open records,
|
||||
because we will be adding the same records later with potentially
|
||||
new or updated information.
|
||||
*/
|
||||
|
||||
for (let i = 0; i < outputDatasetArray.length; i++) {
|
||||
let dataRecord = outputDatasetArray[i]
|
||||
if (dataRecord !== undefined) {
|
||||
let dataRecordValue = dataRecord[j]
|
||||
if (dataRecordValue !== product.config.propertyValueThatClosesObject) {
|
||||
outputDatasetArray.splice(i, 1)
|
||||
spliceOpenRecords(j, product, outputDatasetArray)
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function badDefinitionUnhandledException(err, message, product, recordProperty) {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[ERROR] appendRecords -> " + message);
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[ERROR] appendRecords -> product.name = " + product.name);
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[ERROR] appendRecords -> product.config = " + JSON.stringify(product.config));
|
||||
|
||||
if (recordProperty) {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.name = " + recordProperty.name);
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.config.codeName = " + recordProperty.config.codeName);
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.config = " + JSON.stringify(recordProperty.config));
|
||||
}
|
||||
|
||||
if (err) {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, "[ERROR] appendRecords -> err.stack = " + err.stack);
|
||||
}
|
||||
throw 'Can not continue with a Definition Error like this.'
|
||||
}
|
||||
}
|
||||
@@ -35,8 +35,7 @@ exports.newTradingStages = function (processIndex, tradingEngineModule) {
|
||||
const SNAPSHOTS_MODULE = require('./Snapshots.js')
|
||||
let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(processIndex)
|
||||
|
||||
const TRADING_EPISODE_MODULE = require('./TradingEpisode.js')
|
||||
let tradingEpisodeModule = TRADING_EPISODE_MODULE.newTradingEpisode(processIndex)
|
||||
let tradingEpisodeModuleObject = TS.projects.superalgos.botModules.tradingEpisode.newSuperalgosBotModulesTradingEpisode(processIndex)
|
||||
|
||||
let tradingEngine
|
||||
let tradingSystem
|
||||
@@ -54,7 +53,7 @@ exports.newTradingStages = function (processIndex, tradingEngineModule) {
|
||||
announcementsModule.initialize()
|
||||
snapshotsModule.initialize()
|
||||
tradingExecutionModule.initialize()
|
||||
tradingEpisodeModule.initialize()
|
||||
tradingEpisodeModuleObject.initialize()
|
||||
}
|
||||
|
||||
function finalize() {
|
||||
@@ -77,8 +76,8 @@ exports.newTradingStages = function (processIndex, tradingEngineModule) {
|
||||
tradingExecutionModule.finalize()
|
||||
tradingExecutionModule = undefined
|
||||
|
||||
tradingEpisodeModule.finalize()
|
||||
tradingEpisodeModule = undefined
|
||||
tradingEpisodeModuleObject.finalize()
|
||||
tradingEpisodeModuleObject = undefined
|
||||
}
|
||||
|
||||
function updateChart(pChart) {
|
||||
@@ -103,7 +102,7 @@ exports.newTradingStages = function (processIndex, tradingEngineModule) {
|
||||
}
|
||||
|
||||
function cycleBasedStatistics() {
|
||||
tradingEpisodeModule.cycleBasedStatistics()
|
||||
tradingEpisodeModuleObject.cycleBasedStatistics()
|
||||
tradingPositionModule.cycleBasedStatistics()
|
||||
}
|
||||
|
||||
|
||||
@@ -1,313 +0,0 @@
|
||||
exports.newTradingSystem = function (processIndex, tradingEngineModule) {
|
||||
/*
|
||||
The Trading System is the user defined set of rules compliant with the Trading Protocol that
|
||||
defines the trading logic to be applied during each cycle of the Simulation.
|
||||
*/
|
||||
const MODULE_NAME = 'Trading System'
|
||||
let thisObject = {
|
||||
mantain: mantain,
|
||||
reset: reset,
|
||||
run: run,
|
||||
updateChart: updateChart,
|
||||
initialize: initialize,
|
||||
finalize: finalize
|
||||
}
|
||||
|
||||
let chart
|
||||
let tradingSystem
|
||||
let tradingEngine
|
||||
let sessionParameters
|
||||
let dynamicIndicators
|
||||
|
||||
const TRADING_STAGES_MODULE = require('./TradingStages.js')
|
||||
let tradingStagesModule = TRADING_STAGES_MODULE.newTradingStages(processIndex, tradingEngineModule)
|
||||
|
||||
|
||||
return thisObject
|
||||
|
||||
function initialize() {
|
||||
tradingSystem = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingSystem
|
||||
tradingEngine = TS.projects.superalgos.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine
|
||||
sessionParameters = TS.projects.superalgos.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters
|
||||
|
||||
tradingSystem.conditions = new Map()
|
||||
tradingSystem.formulas = new Map()
|
||||
|
||||
tradingStagesModule.initialize()
|
||||
|
||||
/* Adding Functions used elsewhere to Trading System Definition */
|
||||
tradingSystem.checkConditions = function (situation, passed) {
|
||||
/* Given a Situation, we check if all children conditions are true or not */
|
||||
for (let m = 0; m < situation.conditions.length; m++) {
|
||||
|
||||
let condition = situation.conditions[m]
|
||||
let value = false
|
||||
if (tradingSystem.conditions.get(condition.id) !== undefined) {
|
||||
value = tradingSystem.conditions.get(condition.id)
|
||||
}
|
||||
if (value === true) {
|
||||
tradingSystem.highlights.push(condition.id)
|
||||
}
|
||||
else {
|
||||
passed = false
|
||||
}
|
||||
tradingSystem.values.push([condition.id, value])
|
||||
}
|
||||
return passed
|
||||
}
|
||||
|
||||
tradingSystem.evalConditions = function (startingNode, descendentOfNodeType) {
|
||||
evalNode(startingNode, 'Conditions', descendentOfNodeType)
|
||||
}
|
||||
|
||||
tradingSystem.evalFormulas = function (startingNode, descendentOfNodeType) {
|
||||
evalNode(startingNode, 'Formulas', descendentOfNodeType)
|
||||
}
|
||||
|
||||
function isItInside(elementWithTimestamp, elementWithBeginEnd) {
|
||||
/*
|
||||
The function is to allow in Conditions and Formulas to easily know when an element with timestamp (like the ones of single files) are inside the time range
|
||||
of an element with a time range, like a candle.
|
||||
*/
|
||||
if (elementWithTimestamp.timestamp >= elementWithBeginEnd.begin && elementWithTimestamp.timestamp <= elementWithBeginEnd.end) {
|
||||
return true
|
||||
} else {
|
||||
return false
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function finalize() {
|
||||
tradingStagesModule.finalize()
|
||||
tradingStagesModule = undefined
|
||||
|
||||
chart = undefined
|
||||
|
||||
tradingSystem.conditions = undefined
|
||||
tradingSystem.formulas = undefined
|
||||
|
||||
tradingSystem.highlights = undefined
|
||||
tradingSystem.errors = undefined
|
||||
tradingSystem.warnings = undefined
|
||||
tradingSystem.infos = undefined
|
||||
tradingSystem.values = undefined
|
||||
tradingSystem.status = undefined
|
||||
tradingSystem.progress = undefined
|
||||
tradingSystem.running = undefined
|
||||
|
||||
tradingSystem = undefined
|
||||
tradingEngine = undefined
|
||||
sessionParameters = undefined
|
||||
}
|
||||
|
||||
function mantain() {
|
||||
tradingStagesModule.mantain()
|
||||
}
|
||||
|
||||
function reset() {
|
||||
tradingStagesModule.reset()
|
||||
|
||||
tradingSystem.highlights = []
|
||||
tradingSystem.errors = []
|
||||
tradingSystem.warnings = []
|
||||
tradingSystem.infos = []
|
||||
tradingSystem.values = []
|
||||
tradingSystem.status = []
|
||||
tradingSystem.progress = []
|
||||
tradingSystem.running = []
|
||||
tradingSystem.announcements = []
|
||||
}
|
||||
|
||||
function updateChart(pChart) {
|
||||
chart = pChart // We need chat to be a local object accessible from conditions and formulas.
|
||||
tradingStagesModule.updateChart(pChart)
|
||||
}
|
||||
|
||||
function buildDynamicIndicators() {
|
||||
if (tradingSystem.dynamicIndicators !== undefined) {
|
||||
dynamicIndicators = {}
|
||||
/* Eval Dynamic Indicators */
|
||||
tradingSystem.evalFormulas(tradingSystem.dynamicIndicators, 'Indicator Function')
|
||||
|
||||
for (let i = 0; i < tradingSystem.dynamicIndicators.indicatorFunctions.length; i++) {
|
||||
let indicatorFunction = tradingSystem.dynamicIndicators.indicatorFunctions[i]
|
||||
if (indicatorFunction.formula === undefined) { return }
|
||||
if (indicatorFunction.config.codeName === undefined) { return }
|
||||
dynamicIndicators[indicatorFunction.config.codeName] = tradingSystem.formulas.get(indicatorFunction.formula.id)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
async function run() {
|
||||
try {
|
||||
/* Dynamic Indicators */
|
||||
buildDynamicIndicators()
|
||||
|
||||
/* Run the Trigger Stage */
|
||||
tradingStagesModule.runTriggerStage()
|
||||
|
||||
/* Run the Open Stage */
|
||||
await tradingStagesModule.runOpenStage()
|
||||
|
||||
/* Run the Manage Stage */
|
||||
tradingStagesModule.runManageStage()
|
||||
|
||||
/* Run the Close Stage */
|
||||
await tradingStagesModule.runCloseStage()
|
||||
|
||||
tradingStagesModule.cycleBasedStatistics()
|
||||
|
||||
} catch (err) {
|
||||
/*
|
||||
If an error ocurred during execution, it was alreeady logged and
|
||||
included at the errors array. That means we need to do nothing here,
|
||||
just prevent the execution to be halted for not handling exceptions.
|
||||
*/
|
||||
if (typeof err === 'string' || err instanceof String) {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[ERROR] runExecution -> err = ' + err)
|
||||
}
|
||||
if (err.stack !== undefined) {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[ERROR] runExecution -> err = ' + err.stack)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function evalNode(node, evaluating, descendentOfNodeType, isDescendent) {
|
||||
if (node === undefined) { return }
|
||||
|
||||
/* Verify if this node is decendent of the specified node type */
|
||||
if (isDescendent !== true) {
|
||||
if (node.type === descendentOfNodeType) {
|
||||
isDescendent = true
|
||||
}
|
||||
}
|
||||
|
||||
/* Here we check if there is a codition to be evaluated */
|
||||
if (node.type === 'Condition' && evaluating === 'Conditions') {
|
||||
/* We will eval this condition */
|
||||
if (isDescendent === true) {
|
||||
evalCondition(node)
|
||||
}
|
||||
}
|
||||
|
||||
/* Here we check if there is a formula to be evaluated */
|
||||
if ((node.type === 'Formula' || node.type === 'Announcement Formula') && evaluating === 'Formulas') {
|
||||
if (node.code !== undefined) {
|
||||
/* We will eval this formula */
|
||||
if (isDescendent === true) {
|
||||
evalFormula(node)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/* Now we go down through all this node children */
|
||||
let nodeDefinition = TS.projects.superalgos.globals.taskConstants.APP_SCHEMA_MAP.get(node.project + '-' + node.type)
|
||||
if (nodeDefinition === undefined) { return }
|
||||
|
||||
if (nodeDefinition.properties !== undefined) {
|
||||
let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoind counting each property of those as individual children.
|
||||
for (let i = 0; i < nodeDefinition.properties.length; i++) {
|
||||
let property = nodeDefinition.properties[i]
|
||||
|
||||
switch (property.type) {
|
||||
case 'node': {
|
||||
if (property.name !== previousPropertyName) {
|
||||
if (node[property.name] !== undefined) {
|
||||
evalNode(node[property.name], evaluating, descendentOfNodeType, isDescendent)
|
||||
}
|
||||
previousPropertyName = property.name
|
||||
}
|
||||
break
|
||||
}
|
||||
case 'array': {
|
||||
if (node[property.name] !== undefined) {
|
||||
let nodePropertyArray = node[property.name]
|
||||
for (let m = 0; m < nodePropertyArray.length; m++) {
|
||||
evalNode(nodePropertyArray[m], evaluating, descendentOfNodeType, isDescendent)
|
||||
}
|
||||
}
|
||||
break
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function evalCondition(node) {
|
||||
let value
|
||||
let error
|
||||
/*
|
||||
The code can be at the condition node if it was done with the Conditions Editor, or it can also be
|
||||
at a Javascript Code node. If there is a Javascript object we will give it preference and take the code
|
||||
from there. Otherwise we will take the code from the Condition node.
|
||||
*/
|
||||
let code = node.code
|
||||
if (node.javascriptCode !== undefined) {
|
||||
if (node.javascriptCode.code !== undefined) {
|
||||
code = node.javascriptCode.code
|
||||
}
|
||||
}
|
||||
|
||||
try {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[INFO] evalCondition -> ' + node.name + ' -> code = ' + code)
|
||||
value = eval(code)
|
||||
} catch (err) {
|
||||
/*
|
||||
One possible error is that the conditions references a .previous that is undefined. This
|
||||
will not be considered an error.
|
||||
*/
|
||||
value = false
|
||||
error = err.message
|
||||
}
|
||||
|
||||
tradingSystem.conditions.set(node.id, value)
|
||||
|
||||
if (value === true) {
|
||||
tradingSystem.highlights.push(node.id)
|
||||
}
|
||||
if (error !== undefined) {
|
||||
tradingSystem.errors.push([node.id, error])
|
||||
}
|
||||
if (value !== undefined) {
|
||||
tradingSystem.values.push([node.id, value])
|
||||
}
|
||||
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[INFO] evalCondition -> value = ' + value)
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[INFO] evalCondition -> error = ' + error)
|
||||
}
|
||||
|
||||
function evalFormula(node) {
|
||||
let value
|
||||
let error
|
||||
|
||||
try {
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[INFO] evalFormula -> ' + node.name + ' -> code = ' + node.code)
|
||||
value = eval(node.code)
|
||||
} catch (err) {
|
||||
/*
|
||||
One possible error is that the formula references a .previous that is undefined. This
|
||||
will not be considered an error.
|
||||
*/
|
||||
value = 0
|
||||
error = err.message
|
||||
}
|
||||
|
||||
if (error !== undefined) {
|
||||
tradingSystem.errors.push([node.id, error])
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[INFO] evalFormula -> error = ' + error)
|
||||
return
|
||||
}
|
||||
if (value !== undefined) {
|
||||
if (node.type === 'Formula' && isNaN(value)) {
|
||||
tradingSystem.errors.push([node.id, 'Formula needs to return a number.'])
|
||||
return
|
||||
}
|
||||
|
||||
tradingSystem.values.push([node.id, value])
|
||||
tradingSystem.formulas.set(node.id, value)
|
||||
}
|
||||
|
||||
TS.projects.superalgos.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE.write(MODULE_NAME, '[INFO] evalFormula -> value = ' + value)
|
||||
}
|
||||
}
|
||||
|
||||
Reference in new issue
Block a user