fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

jsonifyDataFile implemented

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2019-11-12 11:04:30 +01:00
1 parent 18323d526d
commit fcbb893123
3 files changed
+86 -9
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

IndicatorBotCommons.js
+59 -8
View File
@@ -8,8 +8,8 @@
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
let thisObject = {
buildBandsArray: buildBandsArray,
buildChannels: buildChannels,
jsonifyDataFile: jsonifyDataFile,
calculationsProcedure: calculationsProcedure,
buildStandardChannels: buildStandardChannels,
buildSubChannels: buildSubChannels,
buildStandardSubChannels: buildStandardSubChannels,
@@ -18,24 +18,75 @@
return thisObject;
function buildDependecyArray(dataFile, recordDefinition) {
function jsonifyDataFile(dataFile, recordDefinition) {
let dependecyArray = []
/*
This function has as an input the raw data on files and creates with it an array of JSON objects
with not calculated properties for later being consumed by Formulas
*/
let jsonifiedArray = []
for (let i = 0; i < dataFile.length; i++) {
let record = {}
for (let j = 0; j < recordDefinition.length; j++) {
let property = recordDefinition[j]
record[property.name] = dataFile[i][j]
for (let j = 0; j < recordDefinition.properties.length; j++) {
let property = recordDefinition.properties[j]
record[property.code.codeName] = dataFile[i][j]
}
dependecyArray.push(record);
jsonifiedArray.push(record);
}
return jsonifiedArray
}
function calculationsProcedure(dependencyArray, variableName, timePeriod) {
/*
This function has as an input an array of JSON objects, and it adds calculated properties to
complete the set of properties that will be available for Formulas.
*/
let dependecyArray = []
/* This is Initialization Code */
let lastMovingAverage = 0;
const SIDE_TOLERANCE = 0.5 * timePeriod / ONE_DAY_IN_MILISECONDS;
const SMALL_SLOPE = 1.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
const MEDIUM_SLOPE = 2.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
const HIGH_SLOPE = 4.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
/* This is Initialization Code */
for (let i = 0; i < dataFile.length; i++) {
let indicator = {}
indicator[variableName] = dataFile[i]
/* This is Add Properties Code */
if (lastMovingAverage > indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Down'; }
if (lastMovingAverage < indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Up'; }
if (lastMovingAverage === indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Side'; }
let delta = Math.abs(indicator.bollingerBand.movingAverage - lastMovingAverage);
indicator.bollingerBand.slope = 'Extreme';
if (delta < indicator.bollingerBand.movingAverage * HIGH_SLOPE / 100) { indicator.bollingerBand.slope = 'Steep'; }
if (delta < indicator.bollingerBand.movingAverage * MEDIUM_SLOPE / 100) { indicator.bollingerBand.slope = 'Medium'; }
if (delta < indicator.bollingerBand.movingAverage * SMALL_SLOPE / 100) { indicator.bollingerBand.slope = 'Gentle'; }
if (delta < indicator.bollingerBand.movingAverage * SIDE_TOLERANCE / 100) { indicator.bollingerBand.slope = 'Side'; }
lastMovingAverage = indicator.bollingerBand.movingAverage;
/* This is Add Properties Code */
dependecyArray.push(indicator.bollingerBand);
}
return dependecyArray
}
function addCalculatedProperties(dependencyArray, variableName, timePeriod) {
let dependecyArray = []
IndicatorBotMarket.js
+25
View File
@@ -48,6 +48,31 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let market = global.MARKET;
let dataDependencies = bot.processNode.referenceParent.processDependencies.dataDependencies
for (let i = 0; i < dataDependencies.length; i++) {
let dataset = dataDependencies[i].referenceParent
/*
For each dataset in our data dependencies, we should have da dataFile containing the records needed as an imput for this process.
What we need to do first is transform those records into JSON objects that can be used by user-defined formulas.
*/
if (dataset.parentNode.record === undefined) {
logger.write(MODULE_NAME, "[ERROR] start -> Product Definition without a Record Definition. Product Definition = " + JSON.stringify(dataset.parentNode));
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return
}
dataset.inputData = commons.jsonifyDataFile(dataFiles[i], dataset.parentNode.record)
}
let dataFile;
let bands = [];
server.js
+2 -1
View File
@@ -73,7 +73,8 @@ if (global.TASK_NODE !== undefined) {
}
else { // I use this section to debug in standalone mode.
let argument
argument = '{"type":"Task","name":"Generates Bollinger Channels & Sub-Channels","bot":{"type":"Indicator Bot Instance","name":"Paula","code":{"team":"AAMasters","bot":"AAPaula","repo":"AAChris-Indicator-Bot"},"processes":[{"type":"Process Instance","subType":"Indicator Process Instance","name":"Market","code":{"process":"Multi-Period-Market"},"id":"6ddd81e2-d6db-4814-9c6c-96538a74824c","referenceParent":{"type":"Process Definition","name":"Multi-Period-Market","code":{"codeName":"Multi-Period-Market","description":"Produces for each market two files with bollinger channels respectively.","startMode":{"allMonths":{"run":"false","minYear":"","maxYear":""},"oneMonth":{"run":"false","year":"","month":""},"noTime":{"run":"true"},"fixedInterval":{"run":"false","interval":0}},"deadWaitTime":0,"normalWaitTime":0,"retryWaitTime":10000,"sleepWaitTime":3600000,"comaWaitTime":86400000,"framework":{"name":"Multi-Period-Market","startDate":{},"endDate":{}}},"id":"28be432d-80ca-46b3-859a-55541e24b2b4","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Bollinger Channels","id":"d804e799-7c12-42f5-8de2-52a3a7d5daa4","referenceParent":{"type":"Dataset Definition","name":"Market","code":{"codeName":"Multi-Period-Market","type":"Market Files","validPeriods":["24-hs","12-hs","08-hs","06-hs","04-hs","03-hs","02-hs","01-hs"],"filePath":"AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Channels/Multi-Period-Market/@Period","fileName":"@AssetA_@AssetB.json"},"parentNode":{"type":"Product Definition","name":"Bollinger Channels","code":{"codeName":"Bollinger-Channels","displayName":"Bollinger-Channels","description":"Two sets of files per period that contains Bollinger-Bands-Channels-Patterns.","shareWith":"Public"},"datasets":[],"parentNode":{"type":"Indicator Bot","name":"Paula","code":{"codeName":"AAPaula"},"processes":[],"products":[],"parentNode":{"type":"Team","name":"Masters","code":{"codeName":"AAMasters"},"sensorBots":[],"indicatorBots":[],"tradingBots":[],"plotters":[],"id":"35be7b1c-a0f7-4b5f-9ee1-8fb51595e959"},"id":"bd0f325d-6f98-468b-8b7b-99a42a175d80"},"id":"1f111f72-624f-4166-9f99-ab8d785d5267"},"id":"610cd062-ab88-4892-b711-0fb430305c61"}},{"type":"Output Dataset","name":"Bollinger Standard Channels","id":"e524685d-8da0-41f6-839d-9a4100e6e3fe","referenceParent":{"type":"Dataset Definition","name":"Market","code":{"codeName":"Multi-Period-Market","type":"Market Files","validPeriods":["24-hs","12-hs","08-hs","06-hs","04-hs","03-hs","02-hs","01-hs"],"filePath":"AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Standard-Channels/Multi-Period-Market/@Period","fileName":"@AssetA_@AssetB.json"},"parentNode":{"type":"Product Definition","name":"Bollinger Standard Channels","code":{"codeName":"Bollinger-Standard-Channels","displayName":"Bollinger-Standard-Channels","description":"","shareWith":"Public"},"datasets":[],"parentNode":{"type":"Indicator Bot","name":"Paula","code":{"codeName":"AAPaula"},"processes":[],"products":[],"parentNode":{"type":"Team","name":"Masters","code":{"codeName":"AAMasters"},"sensorBots":[],"indicatorBots":[],"tradingBots":[],"plotters":[],"id":"35be7b1c-a0f7-4b5f-9ee1-8fb51595e959"},"id":"bd0f325d-6f98-468b-8b7b-99a42a175d80"},"id":"94bc3958-cc85-43a1-a178-103e84f42910"},"id":"22c1f2c6-3838-4657-add8-2e01d7056917"}},{"type":"Output Dataset","name":"Bollinger Sub-Channels","id":"eb0e7947-95e4-4f4a-87ea-1fb430b8b503","referenceParent":{"type":"Dataset Definition","name":"Market","code":{"codeName":"Multi-Period-Market","type":"Market Files","validPeriods":["24-hs","12-hs","08-hs","06-hs","04-hs","03-hs","02-hs","01-hs"],"filePath":"AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Sub-Channels/Multi-Period-Market/@Period","fileName":"@AssetA_@AssetB.json"},"parentNode":{"type":"Product Definition","name":"Bollinger Sub-Channels","code":{"codeName":"Bollinger-Sub-Channels","displayName":"Bollinger-Sub-Channels","description":"Bollinger Sub Channels with slope.","shareWith":"Public"},"datasets":[],"parentNode":{"type":"Indicator Bot","name":"Paula","code":{"codeName":"AAPaula"},"processes":[],"products":[],"parentNode":{"type":"Team","name":"Masters","code":{"codeName":"AAMasters"},"sensorBots":[],"indicatorBots":[],"tradingBots":[],"plotters":[],"id":"35be7b1c-a0f7-4b5f-9ee1-8fb51595e959"},"id":"bd0f325d-6f98-468b-8b7b-99a42a175d80"},"id":"080c87fc-4546-4482-ab11-180a33f6d9ab"},"id":"869f615e-0cc0-44fd-8648-4a951c23a410"}},{"type":"Output Dataset","name":"Bollinger Standard Sub-Channels","id":"dc96b9ac-f8d5-4bf8-a135-45cd5d6369f1","referenceParent":{"type":"Dataset Definition","name":"Market","code":{"codeName":"Multi-Period-Market","type":"Market Files","validPeriods":["24-hs","12-hs","08-hs","06-hs","04-hs","03-hs","02-hs","01-hs"],"filePath":"AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Standard-Sub-Channels/Multi-Period-Market/@PeriLine truncated
argument = ' {"type":"Task","name":"Generates Bollinger Channels & Sub-Channels","bot":{"type":"Indicator Bot Instance","name":"Paula","code":{"team":"AAMasters","bot":"AAPaula","repo":"AAPaula-Indicator-Bot"},"processes":[{"type":"Process Instance","subType":"Indicator Process Instance","name":"Market","code":{"process":"Multi-Period-Market"},"id":"6ddd81e2-d6db-4814-9c6c-96538a74824c","referenceParent":{"type":"Process Definition","name":"Multi-Period-Market","code":{"codeName":"Multi-Period-Market","description":"Produces for each market two files with bollinger channels respectively.","startMode":{"allMonths":{"run":"false","minYear":"","maxYear":""},"oneMonth":{"run":"false","year":"","month":""},"noTime":{"run":"true"},"fixedInterval":{"run":"false","interval":0}},"deadWaitTime":0,"normalWaitTime":0,"retryWaitTime":10000,"sleepWaitTime":3600000,"comaWaitTime":86400000,"framework":{"name":"Multi-Period-Market","startDate":{},"endDate":{}}},"id":"28be432d-80ca-46b3-859a-55541e24b2b4","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Bollinger Channels","id":"d804e799-7c12-42f5-8de2-52a3a7d5daa4","referenceParent":{"type":"Dataset Definition","name":"Market","code":{"codeName":"Multi-Period-Market","type":"Market Files","validPeriods":["24-hs","12-hs","08-hs","06-hs","04-hs","03-hs","02-hs","01-hs"],"filePath":"AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Channels/Multi-Period-Market/@Period","fileName":"@AssetA_@AssetB.json"},"parentNode":{"type":"Product Definition","name":"Bollinger Channels","code":{"codeName":"Bollinger-Channels","displayName":"Bollinger-Channels","description":"Two sets of files per period that contains Bollinger-Bands-Channels-Patterns.","shareWith":"Public"},"datasets":[],"record":{"type":"Record Definition","name":"New Record Definition","properties":[{"type":"Record Property","name":"Begin","code":{"codeName":"begin","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"caf8122c-3a07-4263-a56f-ffb05df281d6"},"id":"06edb099-ff64-4528-b8c6-599154bc2ddf"},{"type":"Record Property","name":"End","code":{"codeName":"end","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"c8ec0868-8413-468c-88d5-3e43169395e0"},"id":"94656d1f-508a-4e94-a8d2-013690aac596"},{"type":"Record Property","name":"Direction","code":{"codeName":"direction","isNumeric":false},"formula":{"type":"Formula","code":"// Write your formula here","id":"e913afe9-b610-4777-bc9e-6349d436a90a"},"id":"edc0f697-f5e2-446f-bae8-8db7adf91d23"},{"type":"Record Property","name":"Period","code":{"codeName":"period","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"83fce657-a0bb-41ee-80d1-9e2ab980c472"},"id":"eb733f85-6cf5-485e-9bd3-2bf78733c492"},{"type":"Record Property","name":"First Moving Average","code":{"codeName":"firstMovingAverage","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"52490460-35e3-469a-824f-5b139571d4a0"},"id":"a67a15ee-6f7f-48bd-9d55-82c57efc993b"},{"type":"Record Property","name":"Last Moving Average","code":{"codeName":"lastMovingAverage","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"41edc1ef-293a-4ceb-bf67-8042e8fdc4eb"},"id":"0f05bffe-d668-4d25-ab67-d55a4a7c8f5d"},{"type":"Record Property","name":"First Deviation","code":{"codeName":"firstDeviation","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"5af02103-9bc9-4e6c-9684-5a612adfa495"},"id":"eae84509-b689-4a76-9277-eed72af491dd"},{"type":"Record Property","name":"Last Deviation","code":{"codeName":"lastDeviation","isNumeric":true},"formula":{"type":"Formula","code":"// Write your formula here","id":"bc82d292-e71a-4367-9b07-a0e3982ad60d"},"id":"d5c32d1f-9e3c-48e8-8025-a17d57c0812e"}],"id":"6c3e68b0-b781-4c53-9ff7-67c3f747ac8a"},"parentNode":{"type":"Indicator Bot","name":"Paula","code":{"codeName":"AAPaula"},"processes":[],"products":[],"parentNode":{"type":"Team","name":"Masters","code":{"codeName":"AAMasters"},"sensorBots":[],"indicatorBots":[],"tradingBots":[],"plotters":[],"id":"35be7b1c-a0f7-4b5f-9ee1-8fb51595e959"},"id":"bd0f325d-6f98-468b-8b7b-99a42a175d80"},"id":"1f111f72-624f-4166-9f99-ab8d785d5267"},"id":"610cd062-ab88-4892-b711-0fb430305c61"}},{"type":"Output Dataset","name":"Bollinger Standard Channels","id":"e524685d-8da0-41f6-839d-9a4100e6e3fe","referenceParent":{"type":"Dataset Definition","name":"Market","code":{"codeName":"Multi-Period-Market","type":"Market Files","validPeriods":["24-hs","12-hs","08-hs","06-hs","04-hs","03-hs","02-hs","01-hs"],"filePath":"AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Standard-Channels/Multi-Period-Market/@Period","fileName":"@AssetA_@AssetB.json"},"parentNode":{"type":"Product Definition","name":"Bollinger Standard Channels","code":{"codeName":"Bollinger-SLine truncated
try {
global.TASK_NODE = JSON.parse(argument)