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Async Await implementation at Trading Process

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Luis Fernando Molina committed 2020-08-18 14:31:52 +02:00
1 parent ea047363af
commit fdbffef52e
17 files changed
+902 -905
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TaskServer/LowFrequencyTrading/TradingOutput.js
+43 -106
View File
@@ -3,7 +3,6 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
This module will load if necesary all the data outputs so that they can be appended with new
records if needed. After running the simulation, it will save all the data outputs.
*/
const FULL_LOG = true
const MODULE_NAME = 'Trading Bot'
let thisObject = {
@@ -24,21 +23,13 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
commons = undefined
}
function initialize(callBackFunction) {
try {
logger.fileName = MODULE_NAME
logger.initialize()
function initialize() {
callBackFunction(global.DEFAULT_OK_RESPONSE)
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] initialize -> err = ' + err.stack)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
function start(chart, timeFrame, timeFrameLabel, currentDay, callBackFunction) {
async function start(chart, timeFrame, timeFrameLabel, currentDay) {
try {
bot.processingDailyFiles
if (timeFrame > global.dailyFilePeriods[0][0]) {
bot.processingDailyFiles = false
} else {
@@ -51,10 +42,6 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
let outputDatasets = bot.processNode.referenceParent.processOutput.outputDatasets
let market = bot.market
let totalFilesToBeRead = 0
let totalFilesRead = 0
let totalFilesToBeWritten = 0
let totalFilesWritten = 0
let outputDatasetsMap = new Map()
if (bot.FIRST_EXECUTION === true && bot.RESUME === false) {
@@ -63,21 +50,27 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
*/
bot.simulationState.tradingEngine = bot.TRADING_ENGINE
bot.simulationState.tradingSystem = bot.TRADING_SYSTEM
initializeOutputs()
await initializeOutputs()
} else {
readFiles()
await readFiles()
}
await tradingSimulation.runSimulation(
chart,
outputDatasetsMap,
writeFiles
)
return
function initializeOutputs() {
async function initializeOutputs() {
if (bot.processingDailyFiles) {
initializeDailyFiles()
await initializeDailyFiles()
} else {
initializeMarketFiles()
await initializeMarketFiles()
}
}
function initializeDailyFiles() {
async function initializeDailyFiles() {
for (let i = 0; i < outputDatasets.length; i++) {
let outputDatasetNode = outputDatasets[i]
let dataset = outputDatasetNode.referenceParent
@@ -86,10 +79,9 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
outputDatasetsMap.set(dataset.parentNode.config.codeName, [])
}
}
runSimulation()
}
function initializeMarketFiles() {
async function initializeMarketFiles() {
for (let i = 0; i < outputDatasets.length; i++) {
let outputDatasetNode = outputDatasets[i]
let dataset = outputDatasetNode.referenceParent
@@ -98,23 +90,22 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
outputDatasetsMap.set(dataset.parentNode.config.codeName, [])
}
}
runSimulation()
}
function readFiles() {
async function readFiles() {
/*
This bot have an output of files that it generates. At every call to the bot, it needs to read the previously generated
files in order to later append more information after the execution is over. Here in this function we are going to
read those output files and get them ready for appending content during the simulation.
*/
if (bot.processingDailyFiles) {
readDailyFiles()
await readDailyFiles()
} else {
readMarketFiles()
await readMarketFiles()
}
}
function readMarketFiles() {
async function readMarketFiles() {
for (let i = 0; i < outputDatasets.length; i++) {
let outputDatasetNode = outputDatasets[i]
let dataset = outputDatasetNode.referenceParent
@@ -124,12 +115,12 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
let fileName = 'Data.json'
let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
await readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
}
}
}
function readDailyFiles() {
async function readDailyFiles() {
for (let i = 0; i < outputDatasets.length; i++) {
let outputDatasetNode = outputDatasets[i]
let dataset = outputDatasetNode.referenceParent
@@ -140,70 +131,38 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
let fileName = 'Data.json'
let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
await readOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
}
}
}
function readOutputFile(fileName, filePath, productName) {
totalFilesToBeRead++
async function readOutputFile(fileName, filePath, productName) {
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileRead, true)
function onFileRead(err, text) {
try {
let response = await fileStorage.asyncGetTextFile(filePath, true)
if (err.message === 'File does not exist.') {
outputDatasetsMap.set(productName, [])
anotherFileRead()
return
}
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readOutputFile -> onFileRead -> err = ' + err.stack)
logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readOutputFile -> onFileRead -> filePath = ' + filePath)
logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readOutputFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
callBackFunction(err)
return
}
outputDatasetsMap.set(productName, JSON.parse(text))
anotherFileRead()
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readOutputFile -> onFileRead -> err = ' + err.stack)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
if (response.err.message === 'File does not exist.') {
outputDatasetsMap.set(productName, [])
return
}
}
function anotherFileRead() {
totalFilesRead++
if (totalFilesRead === totalFilesToBeRead) {
runSimulation()
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
throw(response.err)
}
outputDatasetsMap.set(productName, JSON.parse(text))
}
function runSimulation() {
tradingSimulation.runSimulation(
chart,
outputDatasetsMap,
writeFiles,
callBackFunction)
}
function writeFiles() {
async function writeFiles() {
/*
The output of files which were appended with information during the simulation execution, now needs to be saved.
*/
if (bot.processingDailyFiles) {
writeDailyFiles()
await writeDailyFiles()
} else {
writeMarketFiles()
await writeMarketFiles()
}
}
function writeMarketFiles() {
async function writeMarketFiles() {
for (let i = 0; i < outputDatasets.length; i++) {
let outputDatasetNode = outputDatasets[i]
let dataset = outputDatasetNode.referenceParent
@@ -213,12 +172,12 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
let fileName = 'Data.json'
let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel
writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
await writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
}
}
}
function writeDailyFiles() {
async function writeDailyFiles() {
for (let i = 0; i < outputDatasets.length; i++) {
let outputDatasetNode = outputDatasets[i]
let dataset = outputDatasetNode.referenceParent
@@ -229,47 +188,25 @@ exports.newTradingOutput = function newTradingOutput(bot, logger, UTILITIES, FIL
let fileName = 'Data.json'
let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + dataset.parentNode.config.codeName + '/' + dataset.config.codeName + '/' + timeFrameLabel + "/" + dateForPath
writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
await writeOutputFile(fileName, filePath, dataset.parentNode.config.codeName)
}
}
}
function writeOutputFile(fileName, filePath, productName) {
totalFilesToBeWritten++
async function writeOutputFile(fileName, filePath, productName) {
filePath += '/' + fileName
let fileContent = JSON.stringify(outputDatasetsMap.get(productName))
fileStorage.createTextFile(filePath, fileContent, onFileCreated)
let response = await fileStorage.asyncCreateTextFile(filePath, fileContent)
function onFileCreated(err) {
try {
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readOutputFile -> onFileRead -> err = ' + err.stack)
logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readOutputFile -> onFileRead -> filePath = ' + filePath)
logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readOutputFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset)
callBackFunction(err)
return
}
anotherFileWritten()
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readOutputFile -> onFileRead -> err = ' + err.stack)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
}
function anotherFileWritten() {
totalFilesWritten++
if (totalFilesWritten === totalFilesToBeWritten) {
callBackFunction(global.DEFAULT_OK_RESPONSE)
if (response.err.result !== global.DEFAULT_OK_RESPONSE.result) {
throw(response.err)
}
}
} catch (err) {
logger.write(MODULE_NAME, '[ERROR] start -> err = ' + err.stack)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
throw(global.DEFAULT_FAIL_RESPONSE)
}
}
}