exports.newAlgorithmicTradingBotModulesTradingEngine = function (processIndex) { /* We call the Trading Engine to the data structure that is needed in order to execute the trading protocol with the specific rules defined at the Trading System. */ let thisObject = { mantain: mantain, reset: reset, getNodeById: getNodeById, cloneValues: cloneValues, setCurrentCandle: setCurrentCandle, setCurrentCycle: setCurrentCycle, initializeNode: initializeNode, initialize: initialize, finalize: finalize } let tradingEngine let sessionParameters let nodesMap = new Map() return thisObject function initialize() { tradingEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.tradingEngine sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.tradingParameters initializeNodeMap(tradingEngine) if (TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).IS_SESSION_FIRST_LOOP === true) { /* Here we will go through all the nodes in the Trading Engine hierarchy and apply the initial value to the value property when needed */ initializeNode(tradingEngine) } } function finalize() { tradingEngine = undefined sessionParameters = undefined nodesMap = undefined } function mantain() { } function reset() { } function getNodeById(NodeId) { return nodesMap.get(NodeId) } function setCurrentCandle(candle) { tradingEngine.tradingCurrent.tradingEpisode.candle.begin.value = candle.begin tradingEngine.tradingCurrent.tradingEpisode.candle.end.value = candle.end tradingEngine.tradingCurrent.tradingEpisode.candle.open.value = candle.open tradingEngine.tradingCurrent.tradingEpisode.candle.close.value = candle.close tradingEngine.tradingCurrent.tradingEpisode.candle.min.value = candle.min tradingEngine.tradingCurrent.tradingEpisode.candle.max.value = candle.max } function setCurrentCycle(cycle) { tradingEngine.tradingCurrent.tradingEpisode.cycle.value = cycle tradingEngine.tradingCurrent.tradingEpisode.cycle.lastBegin.value = tradingEngine.tradingCurrent.tradingEpisode.cycle.begin.value tradingEngine.tradingCurrent.tradingEpisode.cycle.lastEnd.value = tradingEngine.tradingCurrent.tradingEpisode.cycle.end.value switch (cycle) { case 'First': { tradingEngine.tradingCurrent.tradingEpisode.cycle.begin.value = tradingEngine.tradingCurrent.tradingEpisode.candle.begin.value + sessionParameters.timeFrame.config.value tradingEngine.tradingCurrent.tradingEpisode.cycle.end.value = tradingEngine.tradingCurrent.tradingEpisode.candle.begin.value + sessionParameters.timeFrame.config.value + sessionParameters.timeFrame.config.value / 2 - 1 break } case 'Second': { tradingEngine.tradingCurrent.tradingEpisode.cycle.begin.value = tradingEngine.tradingCurrent.tradingEpisode.candle.begin.value + sessionParameters.timeFrame.config.value + sessionParameters.timeFrame.config.value / 2 tradingEngine.tradingCurrent.tradingEpisode.cycle.end.value = tradingEngine.tradingCurrent.tradingEpisode.candle.begin.value + sessionParameters.timeFrame.config.value + sessionParameters.timeFrame.config.value * 4 / 4 - 1 break } } /* We can not have the last begin or last end to be zero, because that would prevent objects starting with lastBegin in zero to being saved on file. For that reason we will do this: */ if (tradingEngine.tradingCurrent.tradingEpisode.cycle.lastBegin.value === 0) { tradingEngine.tradingCurrent.tradingEpisode.cycle.lastBegin.value = tradingEngine.tradingCurrent.tradingEpisode.cycle.begin.value } if (tradingEngine.tradingCurrent.tradingEpisode.cycle.lastEnd.value === 0) { tradingEngine.tradingCurrent.tradingEpisode.cycle.lastEnd.value = tradingEngine.tradingCurrent.tradingEpisode.cycle.end.value } } function cloneValues(originNode, destinationNode) { if (originNode === undefined) { return } if (destinationNode === undefined) { return } /* Here copy the node value */ destinationNode.value = originNode.value /* Now we go down through all the children of the origin node, assuming the destination node has the same children structure*/ let schemaDocument = TS.projects.foundations.globals.taskConstants.APP_SCHEMA_MAP.get(originNode.project + '-' + originNode.type) if (schemaDocument === undefined) { return } if (schemaDocument.childrenNodesProperties !== undefined) { let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoid counting each property of those as individual children. for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { let property = schemaDocument.childrenNodesProperties[i] switch (property.type) { case 'node': { if (property.name !== previousPropertyName) { if (originNode[property.name] !== undefined && destinationNode[property.name] !== undefined) { cloneValues(originNode[property.name], destinationNode[property.name]) } previousPropertyName = property.name } break } case 'array': { if (originNode[property.name] !== undefined && destinationNode[property.name] !== undefined) { let originNodePropertyArray = originNode[property.name] let destinationNodePropertyArray = destinationNode[property.name] for (let m = 0; m < originNodePropertyArray.length; m++) { cloneValues(originNodePropertyArray[m], destinationNodePropertyArray[m]) } } break } } } } } function initializeNodeMap(node) { if (node === undefined) { return } /* Add to Node Map */ nodesMap.set(node.id, node) /* Now we go down through all this node children */ let schemaDocument = TS.projects.foundations.globals.taskConstants.APP_SCHEMA_MAP.get(node.project + '-' + node.type) if (schemaDocument === undefined) { return } if (schemaDocument.childrenNodesProperties !== undefined) { let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoid counting each property of those as individual children. for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { let property = schemaDocument.childrenNodesProperties[i] switch (property.type) { case 'node': { if (property.name !== previousPropertyName) { if (node[property.name] !== undefined) { initializeNodeMap(node[property.name]) } previousPropertyName = property.name } break } case 'array': { if (node[property.name] !== undefined) { let nodePropertyArray = node[property.name] for (let m = 0; m < nodePropertyArray.length; m++) { initializeNodeMap(nodePropertyArray[m]) } } break } } } } } function initializeNode(node) { if (node === undefined) { return } /* Here we initialize the node value */ if (node.config !== undefined) { if (node.config.initialValue !== undefined) { node.value = node.config.initialValue } } /* Now we go down through all this node children */ let schemaDocument = TS.projects.foundations.globals.taskConstants.APP_SCHEMA_MAP.get(node.project + '-' + node.type) if (schemaDocument === undefined) { return } if (schemaDocument.childrenNodesProperties !== undefined) { let previousPropertyName // Since there are cases where there are many properties with the same name,because they can hold nodes of different types but only one at the time, we have to avoid counting each property of those as individual children. for (let i = 0; i < schemaDocument.childrenNodesProperties.length; i++) { let property = schemaDocument.childrenNodesProperties[i] switch (property.type) { case 'node': { if (property.name !== previousPropertyName) { if (node[property.name] !== undefined) { initializeNode(node[property.name]) } previousPropertyName = property.name } break } case 'array': { if (node[property.name] !== undefined) { let nodePropertyArray = node[property.name] for (let m = 0; m < nodePropertyArray.length; m++) { initializeNode(nodePropertyArray[m]) } } break } } } } } }