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Heartbeats Improved

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Luis Fernando Molina committed 2020-08-24 21:32:48 +02:00
1 parent dd14181e3e
commit f5e43e8ad1
2 files changed
+53 -18
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LowFrequencyTrading/Snapshots.js
+7 -2
View File
@@ -236,8 +236,13 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
snapshots.headers.push(key)
}
let value = eval(instruction)
values.push(value)
try {
let value = eval(instruction)
values.push(value)
} catch (err) {
tradingSystem.errors.push([nodeWithCode.id, 'Instruction ' + instruction + ' evalueates with error ' + err.message])
values.push(0)
}
}
}
}
LowFrequencyTrading/TradingSimulation.js
+46 -16
View File
@@ -235,27 +235,57 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
}
function heartBeat() {
/* We will produce a simulation level heartbeat in order to inform the user this is running. */
heartBeatDate = new Date(Math.trunc(tradingEngine.current.episode.candle.begin.value / global.ONE_DAY_IN_MILISECONDS) * global.ONE_DAY_IN_MILISECONDS)
if (heartBeatDate.valueOf() !== previousHeartBeatDate) {
let processingDate = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
let hartbeatText = ''
if (sessionParameters.heartbeats !== undefined) {
if (sessionParameters.heartbeats.config.date === true || sessionParameters.heartbeats.config.candleIndex === true) {
/* We will produce a simulation level heartbeat in order to inform the user this is running. */
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Simulation ' + bot.sessionKey + ' Loop # ' + tradingEngine.current.episode.candle.index.value + ' @ ' + processingDate) }
heartBeatDate = new Date(Math.trunc(tradingEngine.current.episode.candle.begin.value / global.ONE_DAY_IN_MILISECONDS) * global.ONE_DAY_IN_MILISECONDS)
/* Telling the world we are alive and doing well */
let fromDate = new Date(sessionParameters.timeRange.config.initialDatetime)
let lastDate = new Date(sessionParameters.timeRange.config.finalDatetime)
let fromDate = new Date(sessionParameters.timeRange.config.initialDatetime)
let lastDate = new Date(sessionParameters.timeRange.config.finalDatetime)
let currentDateString = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
let currentDate = new Date(heartBeatDate)
let percentage = global.getPercentage(fromDate, currentDate, lastDate)
bot.processHeartBeat(currentDateString, percentage)
let currentDateString = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
let currentDate = new Date(heartBeatDate)
let percentage = global.getPercentage(fromDate, currentDate, lastDate)
if (global.areEqualDates(currentDate, new Date()) === false) {
logger.newInternalLoop(bot.codeName, bot.process, currentDate, percentage)
/*
Theere are a few tasks that we need to do only when the date changes,
otherwise it would be suboptimal.
*/
if (heartBeatDate.valueOf() !== previousHeartBeatDate) {
let processingDate = heartBeatDate.getUTCFullYear() + '-' + utilities.pad(heartBeatDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(heartBeatDate.getUTCDate(), 2)
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> loop -> Simulation ' + bot.sessionKey + ' Loop # ' + tradingEngine.current.episode.candle.index.value + ' @ ' + processingDate) }
/* Logging to console and disk */
if (global.areEqualDates(currentDate, new Date()) === false) {
logger.newInternalLoop(bot.codeName, bot.process, currentDate, percentage)
}
/* Date only hearbeat */
if (sessionParameters.heartbeats.config.date === true && sessionParameters.heartbeats.config.candleIndex === false) {
hartbeatText = hartbeatText + currentDateString
bot.processHeartBeat(hartbeatText, percentage)
return
}
}
previousHeartBeatDate = heartBeatDate.valueOf()
/*
When the Candle Index nees to be shown, then we can not send the hearbet
only when the dates changes, we have to send it for every candle.
It might also contain the date information.
*/
if (sessionParameters.heartbeats.config.candleIndex === true ) {
if (sessionParameters.heartbeats.config.date === true ) {
hartbeatText = hartbeatText + currentDateString
}
hartbeatText = hartbeatText + ' Candle # ' + tradingEngine.current.episode.candle.index.value
bot.processHeartBeat(hartbeatText, percentage)
}
}
}
previousHeartBeatDate = heartBeatDate.valueOf()
}
function positionChartAtCurrentCandle() {
@@ -377,7 +407,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, tradin
let candlesPerDay = global.ONE_DAY_IN_MILISECONDS / sessionParameters.timeFrame.config.value
if (
bot.processingDailyFiles &&
tradingEngine.current.episode.candle.index.value + 1 + 1 === candlesPerDay
tradingEngine.current.episode.candle.index.value + 1 + 1 === candlesPerDay
) {
/*
Here we found that the next candle of the dataset is the last candle of the day.