exports.newTradingBot = function newTradingBot(bot, logger, UTILITIES, FILE_STORAGE) { const FULL_LOG = true const LOG_FILE_CONTENT = false const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000 const MODULE_NAME = 'Trading Bot' let thisObject = { initialize: initialize, finalize: finalize, start: start } let utilities = UTILITIES.newCloudUtilities(logger) let fileStorage = FILE_STORAGE.newFileStorage(logger) const COMMONS = require('./Commons.js') let commons = COMMONS.newCommons(bot, logger, UTILITIES, FILE_STORAGE) let exchangeAPI return thisObject function finalize() { thisObject = undefined utilities = undefined fileStorage = undefined commons = undefined } function initialize(pExchangeAPI, callBackFunction) { try { logger.fileName = MODULE_NAME logger.initialize() if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] initialize -> Entering function.') } exchangeAPI = pExchangeAPI callBackFunction(global.DEFAULT_OK_RESPONSE) } catch (err) { logger.write(MODULE_NAME, '[ERROR] initialize -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function start(multiPeriodDataFiles, timeFrame, timeFrameLabel, currentDay, variable, callBackFunction) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> Entering function.') } let chart = {} let mainDependency = {} /* The first phase here is about checking that we have everything we need at the definition level. */ let dataDependencies = bot.processNode.referenceParent.processDependencies.dataDependencies if (commons.validateDataDependencies(dataDependencies, callBackFunction) !== true) { return } let outputDatasets = bot.processNode.referenceParent.processOutput.outputDatasets if (commons.validateOutputDatasets(outputDatasets, callBackFunction) !== true) { return } /* The second phase is about transforming the inputs into a format that can be used to apply the user defined code. */ for (let j = 0; j < global.marketFilesPeriods.length; j++) { let timeFrameLabel = marketFilesPeriods[j][1] let dataFiles = multiPeriodDataFiles.get(timeFrameLabel) let products = {} if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> Inflating Data Files for timeFrame = ' + timeFrameLabel) } if (dataFiles !== undefined) { commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame) let propertyName = 'at' + timeFrameLabel.replace('-', '') chart[propertyName] = products } } for (let j = 0; j < global.dailyFilePeriods.length; j++) { let timeFrameLabel = global.dailyFilePeriods[j][1] let dataFiles = multiPeriodDataFiles.get(timeFrameLabel) let products = {} if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> Inflating Data Files for timeFrame = ' + timeFrameLabel) } if (dataFiles !== undefined) { commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame) let propertyName = 'at' + timeFrameLabel.replace('-', '') chart[propertyName] = products } } /* Single Files */ let dataFiles = multiPeriodDataFiles.get('Single Files') let products = {} if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> Inflating Data Files from Single Files.') } if (dataFiles !== undefined) { commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, timeFrame) let propertyName = 'atAnyTimeFrame' chart[propertyName] = products } /* Simulation */ const TRADING_SIMULATION = require('./TradingSimulation.js') let tradingSimulation = TRADING_SIMULATION.newTradingSimulation(bot, logger, UTILITIES) let market = bot.market const SIMULATED_RECORDS_FOLDER_NAME = 'Trading-Simulation' const CONDITIONS_FOLDER_NAME = 'Simulation-Conditions' const STRATEGIES_FOLDER_NAME = 'Simulation-Strategies' const TRADES_FOLDER_NAME = 'Simulation-Trades' const SNAPSHOTS_FOLDER_NAME = 'Snapshots' const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000 let recordsArray let conditionsArray let strategiesArray let positionsArray let snapshotHeaders let triggerOnSnapshot let takePositionSnapshot let tradingSystem = {} readFiles() function readFiles() { if (timeFrame > global.dailyFilePeriods[0][0]) { readMarketFiles(runSimulation) } else { readDailyFiles(runSimulation) } } function readMarketFiles(callBack) { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> Entering function.') } readRecordsFile() function readRecordsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readRecordsFile -> Entering function.') } let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + SIMULATED_RECORDS_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.getTextFile(filePath, onFileRead, true) function onFileRead(err, text) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readRecordsFile -> onFileRead -> Entering function.') } if (err.message === 'File does not exist.') { recordsArray = [] readConditionsFile() return } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> onFileRead -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> onFileRead -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } recordsArray = JSON.parse(text) readConditionsFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> onFileRead -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readRecordsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function readConditionsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readConditionsFile -> Entering function.') } let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + CONDITIONS_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.getTextFile(filePath, onFileRead, true) function onFileRead(err, text) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readConditionsFile -> onFileRead -> Entering function.') } if (err.message === 'File does not exist.') { conditionsArray = [] readStrategiesFile() return } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> onFileRead -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> onFileRead -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } conditionsArray = JSON.parse(text) conditionsArray = conditionsArray[1] // conditionsArray[0] = a snapshot of the trading system. readStrategiesFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> onFileRead -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readConditionsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function readStrategiesFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readStrategiesFile -> Entering function.') } let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + STRATEGIES_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.getTextFile(filePath, onFileRead, true) function onFileRead(err, text) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> Entering function.') } if (err.message === 'File does not exist.') { strategiesArray = [] readPositionsFile() return } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } strategiesArray = JSON.parse(text) readPositionsFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> onFileRead -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readStrategiesFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function readPositionsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readPositionsFile -> Entering function.') } let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + TRADES_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.getTextFile(filePath, onFileRead, true) function onFileRead(err, text) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readMarketFiles -> readPositionsFile -> onFileRead -> Entering function.') } if (err.message === 'File does not exist.') { positionsArray = [] callBack() return } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> onFileRead -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> onFileRead -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } positionsArray = JSON.parse(text) callBack() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> onFileRead -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readMarketFiles -> readPositionsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } function readDailyFiles(callBack) { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> Entering function.') } readRecordsFile() function readRecordsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readRecordsFile -> Entering function.') } let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + SIMULATED_RECORDS_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath filePath += '/' + fileName fileStorage.getTextFile(filePath, onFileRead, true) function onFileRead(err, text) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readRecordsFile -> onFileRead -> Entering function.') } if (err.message === 'File does not exist.') { recordsArray = [] readConditionsFile() return } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> onFileRead -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> onFileRead -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } recordsArray = JSON.parse(text) readConditionsFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> onFileRead -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readRecordsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function readConditionsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readConditionsFile -> Entering function.') } fileStorage.getTextFile(filePath, onFileRead, true) function onFileRead(err, text) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readConditionsFile -> onFileRead -> Entering function.') } if (err.message === 'File does not exist.') { conditionsArray = [] readStrategiesFile() return } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> onFileRead -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> onFileRead -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } conditionsArray = JSON.parse(text) conditionsArray = conditionsArray[1] // conditionsArray[0] = a snapshot of the trading system. readStrategiesFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> onFileRead -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readConditionsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function readStrategiesFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readStrategiesFile -> Entering function.') } let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + STRATEGIES_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath filePath += '/' + fileName fileStorage.getTextFile(filePath, onFileRead, true) function onFileRead(err, text) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> Entering function.') } if (err.message === 'File does not exist.') { strategiesArray = [] readPositionsFile() return } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } strategiesArray = JSON.parse(text) readPositionsFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> onFileRead -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readStrategiesFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function readPositionsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readPositionsFile -> Entering function.') } let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + TRADES_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath filePath += '/' + fileName fileStorage.getTextFile(filePath, onFileRead, true) function onFileRead(err, text) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> readDailyFiles -> readPositionsFile -> onFileRead -> Entering function.') } if (err.message === 'File does not exist.') { positionsArray = [] callBack() return } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> onFileRead -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> onFileRead -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> onFileRead -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } positionsArray = JSON.parse(text) callBack() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> onFileRead -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> readDailyFiles -> readPositionsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } function runSimulation() { tradingSimulation.runSimulation( chart, dataDependencies, timeFrame, timeFrameLabel, currentDay, variable, exchangeAPI, recordsArray, conditionsArray, strategiesArray, positionsArray, writeFiles, callBackFunction) } function writeFiles(pTradingSystem, pSnapshotHeaders, pTriggerOnSnapshot, pTakePositionSnapshot) { tradingSystem = pTradingSystem snapshotHeaders = pSnapshotHeaders triggerOnSnapshot = pTriggerOnSnapshot takePositionSnapshot = pTakePositionSnapshot if (timeFrame > global.dailyFilePeriods[0][0]) { writeMarketFiles() } else { writeDailyFiles() } } function writeMarketFiles() { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> Entering function.') } writeRecordsFile() function writeRecordsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeRecordsFile -> Entering function.') } let fileContent = JSON.stringify(recordsArray) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + SIMULATED_RECORDS_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } writeConditionsFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeRecordsFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeRecordsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function writeConditionsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeConditionsFile -> Entering function.') } let fileContent = JSON.stringify(conditionsArray) fileContent = '[' + JSON.stringify(tradingSystem) + ',' + fileContent + ']' let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + CONDITIONS_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } writeStrategiesFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeConditionsFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeConditionsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function writeStrategiesFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeStrategiesFile -> Entering function.') } let fileContent = JSON.stringify(strategiesArray) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + STRATEGIES_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } writePositionsFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeStrategiesFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function writePositionsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writePositionsFile -> Entering function.') } let fileContent = JSON.stringify(positionsArray) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + TRADES_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writePositionsFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writePositionsFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writePositionsFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writePositionsFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writePositionsFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } writeSnapshotFiles() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writePositionsFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writePositionsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function writeSnapshotFiles() { writeSnapshotFile(triggerOnSnapshot, 'Trigger-On', onFinish) function onFinish() { writeSnapshotFile(takePositionSnapshot, 'Take-Position', callBackFunction) } } function writeSnapshotFile(snapshotArray, pFileName, callBack) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeSnapshotFile -> Entering function.') } let fileRecordCounter = 0 let fileContent = '' let separator = '\r\n' parseRecord(snapshotHeaders) for (let i = 0; i < snapshotArray.length; i++) { let record = snapshotArray[i] parseRecord(record) fileRecordCounter++ } function parseRecord(record) { for (let j = 0; j < record.length; j++) { let property = record[j] fileContent = fileContent + '' + property if (j !== record.length - 1) { fileContent = fileContent + ',' } } fileContent = fileContent + separator } fileContent = '' + fileContent + '' let fileName = pFileName + '.csv' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + SNAPSHOTS_FOLDER_NAME + '/' + 'Multi-Period-Market' + '/' + timeFrameLabel filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeSnapshotFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeMarketFiles -> writeSnapshotFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeSnapshotFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeSnapshotFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeSnapshotFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } callBack(global.DEFAULT_OK_RESPONSE) } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeSnapshotFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeMarketFiles -> writeSnapshotFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } function writeDailyFiles() { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> Entering function.') } writeRecordsFile() function writeRecordsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeRecordsFile -> Entering function.') } let separator = '' let fileRecordCounter = 0 let fileContent = '' for (let i = 0; i < recordsArray.length; i++) { let record = recordsArray[i] /* Will only add to the file the records of the current day */ if (record.begin < currentDay.valueOf()) { continue } fileContent = fileContent + separator + '[' + record.begin + ',' + record.end + ',' + record.variable_current_balance_baseAsset + ',' + record.variable_current_balance_quotedAsset + ',' + record.variable_episode_stat_profitLoss + ',' + record.variable_last_position_profitLoss + ',' + record.variable_current_position_stopLoss_value + ',' + record.variable_episode_count_positions + ',' + record.variable_episode_count_hits + ',' + record.variable_episode_count_fails + ',' + record.variable_episode_stat_hitRatio + ',' + record.variable_episode_stat_ROI + ',' + record.variable_episode_count_periods + ',' + record.variable_episode_stat_days + ',' + record.variable_episode_stat_anualizedRateOfReturn + ',' + record.variable_current_position_rate + ',' + record.variable_last_position_ROI + ',' + record.variable_current_position_takeProfit_value + ',' + record.variable_current_position_stopLoss_phase + ',' + record.variable_current_position_stopLoss_phase + ',' + record.variable_current_position_size + ',' + record.variable_episode_parameters_initial_balance_baseAsset + ',' + record.variable_episode_parameters_minimum_balance_baseAsset + ',' + record.variable_episode_parameters_maximum_balance_baseAsset + ',' + record.variable_episode_parameters_initial_balance_quotedAsset + ',' + record.variable_episode_parameters_minimum_balance_quotedAsset + ',' + record.variable_episode_parameters_maximum_balance_quotedAsset + ',' + record.variable_episode_parameters_baseAsset + ',' + record.variable_episode_parameters_quotedAsset + ',' + record.variable_episode_parameters_marketBaseAsset + ',' + record.variable_episode_parameters_marketQuotedAsset + ',' + record.variable_current_position_count_periods + ',' + record.variable_current_position_stat_days + ']' if (separator === '') { separator = ',' } fileRecordCounter++ } fileContent = '[' + fileContent + ']' let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + SIMULATED_RECORDS_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } writeConditionsFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeRecordsFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeRecordsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function writeConditionsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeConditionsFile -> Entering function.') } let separator = '' let fileRecordCounter = 0 let fileContent = '' for (let i = 0; i < conditionsArray.length; i++) { let record = conditionsArray[i] /* Will only add to the file the records of the current day */ if (record.begin < currentDay.valueOf()) { continue } let conditions = '' let conditionsSeparator = '' /* Will only add to the file the records of the current day */ if (record.begin < currentDay.valueOf()) { continue } for (let j = 0; j < record.length - 3; j++) { conditions = conditions + conditionsSeparator + record[j] if (conditionsSeparator === '') { conditionsSeparator = ',' } } conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']' // The last item contains an Array of condition values. conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']' // The last item contains an Array of formulaErrors. conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']' // The last item contains an Array of formulaValues. fileContent = fileContent + separator + '[' + conditions + ']' if (separator === '') { separator = ',' } fileRecordCounter++ } fileContent = '[' + fileContent + ']' fileContent = '[' + JSON.stringify(tradingSystem) + ',' + fileContent + ']' let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + CONDITIONS_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } writeStrategiesFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeConditionsFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeConditionsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function writeStrategiesFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeStrategiesFile -> Entering function.') } let separator = '' let fileRecordCounter = 0 let fileContent = '' for (let i = 0; i < strategiesArray.length; i++) { let record = strategiesArray[i] /* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends at the current date. */ if (record.end < currentDay.valueOf()) { continue } fileContent = fileContent + separator + '[' + record.begin + ',' + record.end + ',' + record.status + ',' + record.number + ',' + record.beginRate + ',' + record.endRate + ',' + '"' + record.situationName + '"' + ',' + '"' + record.name + '"' + ']' if (separator === '') { separator = ',' } fileRecordCounter++ } fileContent = '[' + fileContent + ']' let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + STRATEGIES_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } writePositionsFile() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeStrategiesFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function writePositionsFile() { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writePositionsFile -> Entering function.') } let separator = '' let fileRecordCounter = 0 let fileContent = '' for (let i = 0; i < positionsArray.length; i++) { let record = positionsArray[i] /* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends at the current date. */ if (record.end < currentDay.valueOf()) { continue } if (record.stopRate === undefined) { record.stopRate = 0 } fileContent = fileContent + separator + '[' + record.begin + ',' + record.end + ',' + record.status + ',' + record.ROI + ',' + record.beginRate + ',' + record.endRate + ',' + record.exitType + ',' + '"' + record.situationName + '"' + ']' if (separator === '') { separator = ',' } fileRecordCounter++ } fileContent = '[' + fileContent + ']' let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2) let fileName = 'Data.json' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + TRADES_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writePositionsFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writePositionsFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writePositionsFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writePositionsFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writePositionsFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } writeSnapshotFiles() } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writePositionsFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writePositionsFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } function writeSnapshotFiles() { writeSnapshotFile(triggerOnSnapshot, 'Trigger-On', onFinish) function onFinish() { writeSnapshotFile(takePositionSnapshot, 'Take-Position', callBackFunction) } } function writeSnapshotFile(snapshotArray, pFileName, callBack) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeSnapshotFile -> Entering function.') } let fileRecordCounter = 0 let fileContent = '' let separator = '\r\n' parseRecord(snapshotHeaders) for (let i = 0; i < snapshotArray.length; i++) { let record = snapshotArray[i] parseRecord(record) fileRecordCounter++ } function parseRecord(record) { for (let j = 0; j < record.length; j++) { let property = record[j] fileContent = fileContent + '' + property if (j !== record.length - 1) { fileContent = fileContent + ',' } } fileContent = fileContent + separator } fileContent = '' + fileContent + '' let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2) let fileName = pFileName + '.csv' let filePath = bot.filePathRoot + '/Output/' + bot.SESSION.folderName + '/' + SNAPSHOTS_FOLDER_NAME + '/' + 'Multi-Period-Daily' + '/' + timeFrameLabel + '/' + dateForPath filePath += '/' + fileName fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated) function onFileCreated(err) { try { if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeSnapshotFile -> onFileCreated -> Entering function.') } if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDailyFiles -> writeSnapshotFile -> onFileCreated -> fileContent = ' + fileContent) } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeSnapshotFile -> onFileCreated -> err = ' + err.stack) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeSnapshotFile -> onFileCreated -> filePath = ' + filePath) logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeSnapshotFile -> onFileCreated -> market = ' + market.baseAsset + '_' + market.quotedAsset) callBackFunction(err) return } callBack(global.DEFAULT_OK_RESPONSE) } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeSnapshotFile -> onFileCreated -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> writeDailyFiles -> writeSnapshotFile -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } } } catch (err) { logger.write(MODULE_NAME, '[ERROR] start -> err = ' + err.stack) callBackFunction(global.DEFAULT_FAIL_RESPONSE) } } }