378 lines
14 KiB
JavaScript
378 lines
14 KiB
JavaScript
exports.newIndicatorBotCommons = function newIndicatorBotCommons(bot, logger, UTILITIES) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const MODULE_NAME = "Commons";
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const GMT_SECONDS = ':00.000 GMT+0000';
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const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
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let thisObject = {
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buildBandsArray: buildBandsArray,
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buildChannels: buildChannels,
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buildStandardChannels: buildStandardChannels,
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buildSubChannels: buildSubChannels,
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buildStandardSubChannels: buildStandardSubChannels
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};
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return thisObject;
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function buildBandsArray(dataFile, bands, timePeriod, callBackFunction) {
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try {
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let lastMovingAverage = 0;
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const SIDE_TOLERANCE = 0.5 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const SMALL_SLOPE = 1.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const MEDIUM_SLOPE = 2.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const HIGH_SLOPE = 4.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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for (let i = 0; i < dataFile.length; i++) {
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let band = {
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begin: undefined,
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end: undefined,
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movingAverage: 10000000000000,
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standardDeviation: 0,
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deviation: undefined
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};
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band.begin = dataFile[i][0];
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band.end = dataFile[i][1];
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band.movingAverage = dataFile[i][2];
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band.standardDeviation = dataFile[i][3];
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band.deviation = dataFile[i][4];
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if (lastMovingAverage > band.movingAverage) { band.direction = 'Down'; }
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if (lastMovingAverage < band.movingAverage) { band.direction = 'Up'; }
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if (lastMovingAverage === band.movingAverage) { band.direction = 'Side'; }
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let delta = Math.abs(band.movingAverage - lastMovingAverage);
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band.slope = 'Extreme';
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if (delta < band.movingAverage * HIGH_SLOPE / 100) { band.slope = 'Steep'; }
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if (delta < band.movingAverage * MEDIUM_SLOPE / 100) { band.slope = 'Medium'; }
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if (delta < band.movingAverage * SMALL_SLOPE / 100) { band.slope = 'Gentle'; }
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if (delta < band.movingAverage * SIDE_TOLERANCE / 100) { band.slope = 'Side'; }
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bands.push(band);
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lastMovingAverage = band.movingAverage;
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}
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}
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catch (err) {
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildChannels(bands, channels, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildChannels -> Entering function."); }
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try {
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let channel;
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for (let i = 0; i < bands.length; i++) {
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let currentBand = bands[i];
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let nextBand;
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if (i < bands.length - 1) {
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nextBand = bands[i + 1];
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if (
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currentBand.direction === nextBand.direction) {
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if (channel === undefined) {
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channel = {
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begin: undefined,
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end: undefined,
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direction: undefined,
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period: 0,
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firstMovingAverage: 0,
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lastMovingAverage: 0,
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firstDeviation: 0,
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lastDeviation: 0
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};
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channel.direction = currentBand.direction;
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channel.period = 2;
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channel.begin = currentBand.begin;
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channel.end = nextBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = nextBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = nextBand.deviation;
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} else {
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channel.period++;
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channel.end = nextBand.end;
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channel.lastMovingAverage = nextBand.movingAverage;
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channel.lastDeviation = nextBand.deviation;
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}
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} else {
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if (channel !== undefined) {
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channels.push(channel);
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channel = undefined;
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} else {
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/* The channel has only one period */
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channel = {};
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channel.direction = currentBand.direction;
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channel.period = 1;
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channel.begin = currentBand.begin;
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channel.end = currentBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = currentBand.deviation;
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channels.push(channel);
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channel = undefined;
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}
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}
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} else {
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if (channel !== undefined) {
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channel.period++;
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channel.end = currentBand.end;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.lastDeviation = currentBand.deviation;
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channels.push(channel);
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channel = undefined;
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} else {
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/* The channel has only one period */
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channel = {};
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channel.direction = currentBand.direction;
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channel.period = 1;
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channel.begin = currentBand.begin;
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channel.end = currentBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = currentBand.deviation;
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channels.push(channel);
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channel = undefined;
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}
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildChannels -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildStandardChannels(bands, standardChannels, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildStandardChannels -> Entering function."); }
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try {
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let period = 1
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for (let i = 1; i < bands.length; i++) {
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let channel;
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let currentBand = bands[i];
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let previousBand = bands[i - 1];
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if (currentBand.direction === previousBand.direction) {
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period++
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} else {
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period = 1
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}
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channel = {
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begin: currentBand.begin,
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end: currentBand.end,
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direction: currentBand.direction,
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period: period
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};
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standardChannels.push(channel)
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildStandardChannels -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildSubChannels(bands, subChannels, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildSubChannels -> Entering function."); }
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try {
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let channel;
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for (let i = 0; i < bands.length; i++) {
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let currentBand = bands[i];
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let nextBand;
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if (i < bands.length - 1) {
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nextBand = bands[i + 1];
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if (
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currentBand.direction === nextBand.direction &&
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currentBand.slope === nextBand.slope) {
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if (channel === undefined) {
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channel = {
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begin: undefined,
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end: undefined,
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direction: undefined,
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slope: undefined,
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period: 0,
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firstMovingAverage: 0,
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lastMovingAverage: 0,
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firstDeviation: 0,
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lastDeviation: 0
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};
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channel.direction = currentBand.direction;
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channel.slope = currentBand.slope;
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channel.period = 2;
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channel.begin = currentBand.begin;
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channel.end = nextBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = nextBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = nextBand.deviation;
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} else {
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channel.period++;
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channel.end = nextBand.end;
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channel.lastMovingAverage = nextBand.movingAverage;
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channel.lastDeviation = nextBand.deviation;
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}
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} else {
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if (channel !== undefined) {
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subChannels.push(channel);
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channel = undefined;
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} else {
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/* The channel has only one period */
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channel = {};
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channel.direction = currentBand.direction;
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channel.slope = currentBand.slope;
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channel.period = 1;
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channel.begin = currentBand.begin;
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channel.end = currentBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = currentBand.deviation;
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subChannels.push(channel);
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channel = undefined;
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}
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}
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} else {
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if (channel !== undefined) {
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channel.period++;
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channel.end = currentBand.end;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.lastDeviation = currentBand.deviation;
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subChannels.push(channel);
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channel = undefined;
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} else {
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/* The channel has only one period */
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channel = {};
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channel.direction = currentBand.direction;
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channel.slope = currentBand.slope;
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channel.period = 1;
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channel.begin = currentBand.begin;
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channel.end = currentBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = currentBand.deviation;
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subChannels.push(channel);
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channel = undefined;
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}
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildSubChannels -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildStandardSubChannels(bands, standardSubChannels, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildStandardSubChannels -> Entering function."); }
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try {
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let period = 1
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for (let i = 1; i < bands.length; i++) {
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let channel;
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let currentBand = bands[i];
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let previousBand = bands[i - 1];
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if (currentBand.direction === previousBand.direction && currentBand.slope === previousBand.slope) {
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period++
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} else {
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period = 1
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}
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channel = {
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begin: currentBand.begin,
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end: currentBand.end,
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direction: currentBand.direction,
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slope: currentBand.slope,
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period: period
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};
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standardSubChannels.push(channel)
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildStandardSubChannels -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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};
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