Current Episode

LowFrequencyTrading/Snapshots.js

@@ -253,7 +253,7 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
 
         let closeHeaders = ['Trade Number', 'Open Datetime', 'Close Datetime', 'Strategy Name', 'Trigger On Situation', 'Take Position Situation', 'Result In Base Asset', 'Result In Quoted Asset', 'ROI in Base Asset', 'ROI in Quoted Asset', 'Exit Type']
         closeValues = [
-            tradingEngine.episode.episodeCounters.positions.value,                                             // Position Number
+            tradingEngine.current.episode.episodeCounters.positions.value,                                             // Position Number
             (new Date(openDatetime)).toISOString(),                                                            // Open Datetime
             (new Date(closeDatetime)).toISOString(),                                                           // Open Datetime
             tradingEngine.current.strategy.strategyName.value,                                                 // Strategy Name

LowFrequencyTrading/TradingEngine.js

@@ -142,8 +142,8 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
     }
 
     function updateEpisodeCountersAndStatistics() {
-        tradingEngine.episode.episodeCounters.periods.value++
-        tradingEngine.episode.episodeStatistics.days.value = tradingEngine.episode.episodeCounters.periods.value * sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
+        tradingEngine.current.episode.episodeCounters.periods.value++
+        tradingEngine.current.episode.episodeStatistics.days.value = tradingEngine.current.episode.episodeCounters.periods.value * sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
     }
 
     function updateDistanceToEventsCounters() {

LowFrequencyTrading/TradingExecution.js

@@ -188,7 +188,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
                 tradingEngineStage.stageQuotedAsset.sizePlaced.value = global.PRECISE(tradingEngineStage.stageQuotedAsset.sizePlaced.value, 10)
 
                 /* Updating Episode Counters */
-                tradingEngine.episode.episodeCounters.orders.value++
+                tradingEngine.current.episode.episodeCounters.orders.value++
 
                 /* Initialize this */
                 tradingEngine.current.distanceToEvent.createOrder.value = 1
@@ -198,7 +198,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
                 tradingEngineOrder.identifier.value = global.UNIQUE_ID()
                 tradingEngineOrder.begin.value = tradingEngine.current.candle.begin.value
                 tradingEngineOrder.end.value = tradingEngine.current.candle.end.value
-                tradingEngineOrder.serialNumber.value = tradingEngine.episode.episodeCounters.orders.value
+                tradingEngineOrder.serialNumber.value = tradingEngine.current.episode.episodeCounters.orders.value
                 tradingEngineOrder.orderName.value = tradingSystemOrder.name
                 tradingEngineOrder.algorithmName.value = executionAlgorithm.name
                 tradingEngineOrder.situationName.value = situationName

LowFrequencyTrading/TradingPosition.js

@@ -42,7 +42,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
 
         /* Recording the opening at the Trading Engine Data Structure */
         tradingEngine.current.position.status.value = 'Open'
-        tradingEngine.current.position.serialNumber.value = tradingEngine.episode.episodeCounters.positions.value
+        tradingEngine.current.position.serialNumber.value = tradingEngine.current.episode.episodeCounters.positions.value
         tradingEngine.current.position.identifier.value = global.UNIQUE_ID()
         tradingEngine.current.position.begin.value = tradingEngine.current.candle.begin.value
         tradingEngine.current.position.beginRate.value = tradingEngine.current.candle.close.value
@@ -56,7 +56,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
         tradingEngine.current.position.takeProfit.takeProfitPhase.value = 0
 
         /* Updating Episode Counters */
-        tradingEngine.episode.episodeCounters.positions.value++
+        tradingEngine.current.episode.episodeCounters.positions.value++
 
         /* Inicializing this counter */
         tradingEngine.current.distanceToEvent.takePosition.value = 1
@@ -268,9 +268,9 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
 
         /* Hit Fail Calculation */
         if (tradingEngine.current.position.positionStatistics.ROI.value > 0) {
-            tradingEngine.current.position.positionStatistics.hitFail.value = 'HIT'
+            tradingEngine.current.position.positionStatistics.hitFail.value = 'Hit'
         } else {
-            tradingEngine.current.position.positionStatistics.hitFail.value = 'FAIL'
+            tradingEngine.current.position.positionStatistics.hitFail.value = 'Fail'
         }
 
         /* Days Calculation */
@@ -308,14 +308,14 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
 
         /* Hit Fail Calculation */
         if (tradingEngine.current.position.positionBaseAsset.ROI.value > 0) {
-            tradingEngine.current.position.positionBaseAsset.hitFail.value = 'HIT'
+            tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Hit'
         } else {
-            tradingEngine.current.position.positionBaseAsset.hitFail.value = 'FAIL'
+            tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Fail'
         }
         if (tradingEngine.current.position.positionQuotedAsset.ROI.value > 0) {
-            tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'HIT'
+            tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Hit'
         } else {
-            tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'FAIL'
+            tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Fail'
         }
     }
 

LowFrequencyTrading/TradingRecords.js

@@ -71,7 +71,12 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
                 /*
                 The product root can be a node or a node property of type array.
                 */
-                let productRoot = eval(product.config.nodePath)
+                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') {
                     /* 
@@ -122,7 +127,7 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
                     try {
                         propertyRootNode = eval(recordProperty.config.nodePath)
                     } catch (err) {
-                        badDefinitionUnhandledException(err, 'Error Evaluation Record Property nodePath.', product, recordProperty)
+                        badDefinitionUnhandledException(err, 'Error Evaluation Record Property nodePath -> nodePath = ' + recordProperty.config.nodePath, product, recordProperty)
                     }
                 }
                 /* 
@@ -330,11 +335,19 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
     }
 
     function badDefinitionUnhandledException(err, message, product, recordProperty) {
-        logger.write(MODULE_NAME, "[ERROR] appendRecords -> scanRecordDefinition -> Error at Record Property Definition -> " + message);
-        logger.write(MODULE_NAME, "[ERROR] appendRecords -> scanRecordDefinition -> Error at Record Property Definition -> product.name = " + product.name);
-        logger.write(MODULE_NAME, "[ERROR] appendRecords -> scanRecordDefinition -> Error at Record Property Definition -> recordProperty.name = " + recordProperty.name);
-        logger.write(MODULE_NAME, "[ERROR] appendRecords -> scanRecordDefinition -> Error at Record Property Definition -> recordProperty.config.codeName = " + recordProperty.config.codeName);
-        logger.write(MODULE_NAME, "[ERROR] appendRecords -> scanRecordDefinition -> Error at Record Property Definition -> err.stack = " + err.stack);
+        logger.write(MODULE_NAME, "[ERROR] appendRecords -> " + message);
+        logger.write(MODULE_NAME, "[ERROR] appendRecords -> product.name = " + product.name);
+        logger.write(MODULE_NAME, "[ERROR] appendRecords -> product.config = " + JSON.stringify(product.config));
+
+        if (recordProperty) {
+            logger.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.name = " + recordProperty.name);
+            logger.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.config.codeName = " + recordProperty.config.codeName);
+            logger.write(MODULE_NAME, "[ERROR] appendRecords -> recordProperty.config = " + JSON.stringify(recordProperty.config));
+        }
+
+        if (err) {
+            logger.write(MODULE_NAME, "[ERROR] appendRecords -> err.stack = " + err.stack);
+        }
         throw 'Can not continue with a Definition Error like this.'
     }
 }

LowFrequencyTrading/TradingStages.js

@@ -203,7 +203,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
                                     tradingStrategyModule.openStrategy(j, situation.name, strategy.name)
 
                                     /* Updating Episode Counters */
-                                    tradingEngine.episode.episodeCounters.strategies.value++
+                                    tradingEngine.current.episode.episodeCounters.strategies.value++
 
                                     /* Initialize this */
                                     tradingEngine.current.distanceToEvent.triggerOn.value = 1
@@ -1027,112 +1027,112 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
 
                 /* Updating Hits & Fails */
                 if (tradingEngine.current.position.positionBaseAsset.profitLoss.value > 0) {
-                    tradingEngine.episode.episodeBaseAsset.hits.value++
+                    tradingEngine.current.episode.episodeBaseAsset.hits.value++
                 } else {
-                    tradingEngine.episode.episodeBaseAsset.fails.value++
+                    tradingEngine.current.episode.episodeBaseAsset.fails.value++
                 }
                 if (tradingEngine.current.position.positionQuotedAsset.profitLoss.value > 0) {
-                    tradingEngine.episode.episodeQuotedAsset.hits.value++
+                    tradingEngine.current.episode.episodeQuotedAsset.hits.value++
                 } else {
-                    tradingEngine.episode.episodeQuotedAsset.fails.value++
+                    tradingEngine.current.episode.episodeQuotedAsset.fails.value++
                 }
 
                 /* Updating Profit Loss */
-                tradingEngine.episode.episodeBaseAsset.profitLoss.value =
+                tradingEngine.current.episode.episodeBaseAsset.profitLoss.value =
                     tradingEngine.current.balance.baseAsset.value -
                     sessionParameters.sessionBaseAsset.config.initialBalance
 
-                tradingEngine.episode.episodeQuotedAsset.profitLoss.value =
+                tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value =
                     tradingEngine.current.balance.quotedAsset.value -
                     sessionParameters.sessionQuotedAsset.config.initialBalance
 
-                tradingEngine.episode.episodeBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.episode.episodeBaseAsset.profitLoss.value, 10)
-                tradingEngine.episode.episodeQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.episode.episodeQuotedAsset.profitLoss.value, 10)
+                tradingEngine.current.episode.episodeBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.profitLoss.value, 10)
+                tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value, 10)
 
                 /* Updating ROI */
-                tradingEngine.episode.episodeBaseAsset.ROI.value =
-                    (sessionParameters.sessionBaseAsset.config.initialBalance + tradingEngine.episode.episodeBaseAsset.profitLoss.value) /
+                tradingEngine.current.episode.episodeBaseAsset.ROI.value =
+                    (sessionParameters.sessionBaseAsset.config.initialBalance + tradingEngine.current.episode.episodeBaseAsset.profitLoss.value) /
                     sessionParameters.sessionBaseAsset.config.initialBalance - 1
 
-                tradingEngine.episode.episodeQuotedAsset.ROI.value =
-                    (sessionParameters.sessionQuotedAsset.config.initialBalance + tradingEngine.episode.episodeQuotedAsset.profitLoss.value) /
+                tradingEngine.current.episode.episodeQuotedAsset.ROI.value =
+                    (sessionParameters.sessionQuotedAsset.config.initialBalance + tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value) /
                     sessionParameters.sessionQuotedAsset.config.initialBalance - 1
 
-                tradingEngine.episode.episodeBaseAsset.ROI.value = global.PRECISE(tradingEngine.episode.episodeBaseAsset.ROI.value, 10)
-                tradingEngine.episode.episodeQuotedAsset.ROI.value = global.PRECISE(tradingEngine.episode.episodeQuotedAsset.ROI.value, 10)
+                tradingEngine.current.episode.episodeBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.ROI.value, 10)
+                tradingEngine.current.episode.episodeQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.ROI.value, 10)
 
                 /* Updating Hit Ratio */
-                tradingEngine.episode.episodeBaseAsset.hitRatio.value =
-                    tradingEngine.episode.episodeBaseAsset.hits.value /
-                    tradingEngine.episode.episodeCounters.positions.value
+                tradingEngine.current.episode.episodeBaseAsset.hitRatio.value =
+                    tradingEngine.current.episode.episodeBaseAsset.hits.value /
+                    tradingEngine.current.episode.episodeCounters.positions.value
 
-                tradingEngine.episode.episodeQuotedAsset.hitRatio.value =
-                    tradingEngine.episode.episodeQuotedAsset.hits.value /
-                    tradingEngine.episode.episodeCounters.positions.value
+                tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value =
+                    tradingEngine.current.episode.episodeQuotedAsset.hits.value /
+                    tradingEngine.current.episode.episodeCounters.positions.value
 
-                tradingEngine.episode.episodeBaseAsset.hitRatio.value = global.PRECISE(tradingEngine.episode.episodeBaseAsset.hitRatio.value, 10)
-                tradingEngine.episode.episodeQuotedAsset.hitRatio.value = global.PRECISE(tradingEngine.episode.episodeQuotedAsset.hitRatio.value, 10)
+                tradingEngine.current.episode.episodeBaseAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.hitRatio.value, 10)
+                tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value, 10)
 
                 /* Updating Anualized Rate Of Return */
-                tradingEngine.episode.episodeBaseAsset.anualizedRateOfReturn.value =
-                    tradingEngine.episode.episodeBaseAsset.ROI.value /
-                    tradingEngine.episode.episodeStatistics.days.value * 365
+                tradingEngine.current.episode.episodeBaseAsset.anualizedRateOfReturn.value =
+                    tradingEngine.current.episode.episodeBaseAsset.ROI.value /
+                    tradingEngine.current.episode.episodeStatistics.days.value * 365
 
-                tradingEngine.episode.episodeQuotedAsset.anualizedRateOfReturn.value =
-                    tradingEngine.episode.episodeQuotedAsset.ROI.value /
-                    tradingEngine.episode.episodeStatistics.days.value * 365
+                tradingEngine.current.episode.episodeQuotedAsset.anualizedRateOfReturn.value =
+                    tradingEngine.current.episode.episodeQuotedAsset.ROI.value /
+                    tradingEngine.current.episode.episodeStatistics.days.value * 365
 
-                tradingEngine.episode.episodeBaseAsset.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.episode.episodeBaseAsset.anualizedRateOfReturn.value, 10)
-                tradingEngine.episode.episodeQuotedAsset.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.episode.episodeQuotedAsset.anualizedRateOfReturn.value, 10)
+                tradingEngine.current.episode.episodeBaseAsset.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.anualizedRateOfReturn.value, 10)
+                tradingEngine.current.episode.episodeQuotedAsset.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.anualizedRateOfReturn.value, 10)
 
                 /* Updating Hit or Fail */
-                if (tradingEngine.episode.episodeBaseAsset.profitLoss.value > 0) {
-                    tradingEngine.episode.episodeBaseAsset.hitFail.value = 'Hit'
+                if (tradingEngine.current.episode.episodeBaseAsset.profitLoss.value > 0) {
+                    tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Hit'
                 } else {
-                    tradingEngine.episode.episodeBaseAsset.hitFail.value = 'Fail'
+                    tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Fail'
                 }
-                if (tradingEngine.episode.episodeQuotedAsset.profitLoss.value > 0) {
-                    tradingEngine.episode.episodeQuotedAsset.hitFail.value = 'Hit'
+                if (tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value > 0) {
+                    tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Hit'
                 } else {
-                    tradingEngine.episode.episodeQuotedAsset.hitFail.value = 'Fail'
+                    tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Fail'
                 }
             }
 
             function updatingEpisodeStatistics() {
 
                 /* Updating Profit Loss */
-                tradingEngine.episode.episodeStatistics.profitLoss.value =
-                    tradingEngine.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.candle.close.value +
-                    tradingEngine.episode.episodeQuotedAsset.profitLoss.value
+                tradingEngine.current.episode.episodeStatistics.profitLoss.value =
+                    tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.candle.close.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
 
-                tradingEngine.episode.episodeStatistics.profitLoss.value = global.PRECISE(tradingEngine.episode.episodeStatistics.profitLoss.value, 10)
+                tradingEngine.current.episode.episodeStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.profitLoss.value, 10)
 
                 /* Updating ROI */
-                tradingEngine.episode.episodeStatistics.ROI.value =
+                tradingEngine.current.episode.episodeStatistics.ROI.value =
                     (
                         sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.candle.close.value +
-                        tradingEngine.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.candle.close.value +
+                        tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.candle.close.value +
                         sessionParameters.sessionQuotedAsset.config.initialBalance +
-                        tradingEngine.episode.episodeQuotedAsset.profitLoss.value
+                        tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
                     ) / (
                         sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.candle.close.value +
                         sessionParameters.sessionQuotedAsset.config.initialBalance
                     ) - 1
 
-                tradingEngine.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.episode.episodeStatistics.ROI.value, 10)
+                tradingEngine.current.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
 
                 /* Updating Anualized Rate Of Return */
-                tradingEngine.episode.episodeStatistics.anualizedRateOfReturn.value =
-                    tradingEngine.episode.episodeStatistics.ROI.value /
-                    tradingEngine.episode.episodeStatistics.days.value * 365
+                tradingEngine.current.episode.episodeStatistics.anualizedRateOfReturn.value =
+                    tradingEngine.current.episode.episodeStatistics.ROI.value /
+                    tradingEngine.current.episode.episodeStatistics.days.value * 365
 
-                tradingEngine.episode.episodeStatistics.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.episode.episodeStatistics.anualizedRateOfReturn.value, 10)
+                tradingEngine.current.episode.episodeStatistics.anualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.anualizedRateOfReturn.value, 10)
 
                 /* Updating Hit or Fail */
-                if (tradingEngine.episode.episodeStatistics.profitLoss.value > 0) {
-                    tradingEngine.episode.episodeStatistics.hitFail.value = 'Hit'
+                if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
+                    tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Hit'
                 } else {
-                    tradingEngine.episode.episodeStatistics.hitFail.value = 'Fail'
+                    tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Fail'
                 }
             }
         }

LowFrequencyTrading/TradingStrategy.js

@@ -28,7 +28,7 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng
 
     function openStrategy(index, situationName, strategyName) {
         tradingEngine.current.strategy.status.value = 'Open'
-        tradingEngine.current.strategy.serialNumber.value = tradingEngine.episode.episodeCounters.strategies.value
+        tradingEngine.current.strategy.serialNumber.value = tradingEngine.current.episode.episodeCounters.strategies.value
         tradingEngine.current.strategy.identifier.value = global.UNIQUE_ID()
         tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value
         tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value