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read Status Report done

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Luis Fernando Molina committed 2018-02-10 12:38:51 +01:00
1 parent 27f181d943
commit f4d70ec474
2 files changed
+12 -205
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.vs/AAOlivia/v15/.suo
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Index-Files/Interval.js
+12 -205
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@@ -135,9 +135,8 @@ Read the candles and volumes from Bruce and produce a single Index File for each
let lastCandleFile; // Datetime of the last file certified by the Hole Fixing process as without permanent holes.
let firstTradeFile; // Datetime of the first trade file in the whole market history.
let lastFileWithoutHoles; // Datetime of the last verified file without holes.
let lastCandleClose; // Value of the last candle close.
let lastTradeFile; // Datetime pointing to the last Trade File sucessfuly processed and included in the last file.
marketsLoop();
@@ -284,8 +283,7 @@ Read the candles and volumes from Bruce and produce a single Index File for each
/*
We need to know where is the begining of the market, since that will help us know how to estimate the value of the last close.
If we are at the begining of the market, the last close should be zero.
We need to know where is the begining of the market, since that will help us know where the Index Files should start.
*/
@@ -303,18 +301,7 @@ Read the candles and volumes from Bruce and produce a single Index File for each
firstTradeFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + statusReport.lastFile.hours + ":" + statusReport.lastFile.minutes + GMT_SECONDS);
if ((year === firstTradeFile.getUTCFullYear() && parseInt(month) < firstTradeFile.getUTCMonth() + 1) || year < firstTradeFile.getUTCFullYear()) {
const logText = "[INFO] 'getStatusReport' - the requested month / year are before the begining of this market " + market.assetA + '_' + market.assetB + " . Skipping it. ";
logger.write(logText);
closeAndOpenMarket();
} else {
getHoleFixing();
}
getIndexFiles();
} catch (err) {
@@ -326,76 +313,11 @@ Read the candles and volumes from Bruce and produce a single Index File for each
}
}
function getHoleFixing() {
/*
The limit in the future as of which candles to include is determined by the Hole Fixing process. We wont include
trades not certified to be without hole.
*/
reportFilePath = EXCHANGE_NAME + "/Processes/" + "Hole-Fixing" + "/" + year + "/" + month;
charlyAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
function onStatusReportReceived(text) {
let statusReport;
try {
statusReport = JSON.parse(text);
}
catch (err) {
text = undefined; // If the content of the file is corrupt, this equals as if the file did not exist.
}
if (text === undefined) {
const logText = "[INFO] 'getStatusReport' - The current year / month was not yet hole-fixed for market " + market.assetA + '_' + market.assetB + " . Skipping it. ";
logger.write(logText);
closeAndOpenMarket();
} else {
if (statusReport.monthChecked === true) {
lastFileWithoutHoles = new Date(); // We need this with a valid value.
getOneMinDailyCandlesVolumes();
} else {
/*
If the hole report is incomplete, we are only interested if we are at the head of the market.
Otherwise, we are not going to calculate the candles of a month which was not fully checked for holes.
*/
if (atHeadOfMarket === true) {
lastFileWithoutHoles = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + statusReport.lastFile.hours + ":" + statusReport.lastFile.minutes + GMT_SECONDS);
getOneMinDailyCandlesVolumes();
} else {
const logText = "[INFO] 'getStatusReport' - The current year / month was not completely hole-fixed for market " + market.assetA + '_' + market.assetB + " . Skipping it. ";
logger.write(logText);
closeAndOpenMarket();
}
}
}
}
}
function getOneMinDailyCandlesVolumes() {
function getIndexFiles() {
/* If the process run and was interrupted, there should be a status report that allows us to resume execution. */
reportFilePath = EXCHANGE_NAME + "/Processes/" + "One-Min-Daily-Candles-Volumes" + "/" + year + "/" + month;
reportFilePath = EXCHANGE_NAME + "/Processes/" + "Index-Files";
bruceAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
@@ -407,41 +329,23 @@ Read the candles and volumes from Bruce and produce a single Index File for each
statusReport = JSON.parse(text);
if (statusReport.monthCompleted === true) {
lastCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
const logText = "[INFO] 'getStatusReport' - The current year / month is already complete for market " + market.assetA + '_' + market.assetB + " . Skipping it. ";
logger.write(logText);
closeAndOpenMarket();
} else {
lastCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
lastCandleClose = statusReport.candleClose;
if (statusReport.fileComplete === true) {
buildCandles();
} else {
lastTradeFile = new Date(statusReport.lastTradeFile.year + "-" + statusReport.lastTradeFile.month + "-" + statusReport.lastTradeFile.days + " " + statusReport.lastTradeFile.hours + ":" + statusReport.lastTradeFile.minutes + GMT_SECONDS);
findPreviousContent();
}
}
findPreviousContent();
} catch (err) {
/*
It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
to the last day of the previous month.
to the begining of the market.
*/
lastCandleFile = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS);
findLastCandleCloseValue();
lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
lastCandleClose = 0;
buildCandles();
}
}
@@ -538,103 +442,6 @@ Read the candles and volumes from Bruce and produce a single Index File for each
}
function findLastCandleCloseValue() {
try {
/*
We will search and find for the last trade before the begining of the current candle and that will give us the last close value.
Before going backwards, we need to be sure we are not at the begining of the market.
*/
if ((year === firstTradeFile.getUTCFullYear() && parseInt(month) === firstTradeFile.getUTCMonth() + 1)) {
/*
We are at the begining of the market, so we will set everyting to build the first candle.
*/
const logText = "[INFO] 'findLastCandleCloseValue' - Begining of the market detected for market " + market.assetA + '_' + market.assetB + " . lastCandleClose = " + lastCandleClose;
logger.write(logText);
console.log(logText);
lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
lastCandleClose = 0;
buildCandles();
} else {
/*
We are not at the begining of the market, so we need scan backwards the trade files until we find a non empty one and get the last trade.
*/
let date = new Date(processDate.valueOf());
loopStart();
function loopStart() {
date = new Date(date.valueOf() - 60 * 1000);
let dateForPath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2) + '/' + utilities.pad(date.getUTCHours(), 2) + '/' + utilities.pad(date.getUTCMinutes(), 2);
let fileName = market.assetA + '_' + market.assetB + ".json"
let filePath = EXCHANGE_NAME + "/Output/" + TRADES_FOLDER_NAME + '/' + dateForPath;
charlyAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
function onFileReceived(text) {
let tradesFile;
try {
tradesFile = JSON.parse(text);
if (tradesFile.length > 0) {
lastCandleClose = tradesFile[tradesFile.length - 1][2]; // Position 2 is the rate at which the trade was executed.
const logText = "[INFO] 'findLastCandleCloseValue' - Trades found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " . lastCandleClose = " + lastCandleClose;
logger.write(logText);
console.log(logText);
buildCandles();
} else {
const logText = "[INFO] 'findLastCandleCloseValue' - No trades found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " .";
logger.write(logText);
console.log(logText);
loopStart();
}
} catch (err) {
const logText = "[ERR] 'findLastCandleCloseValue' - Empty or corrupt trade file found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
logger.write(logText);
closeAndOpenMarket();
}
}
}
}
}
catch (err) {
const logText = "[ERROR] 'findLastCandleCloseValue' - ERROR : " + err.message;
logger.write(logText);
closeMarket();
}
}
function buildCandles(previousCandles, previousVolumes) {