759 lines
33 KiB
JavaScript
759 lines
33 KiB
JavaScript
var LRCIndicator = function (settings) {
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this.input = 'price'
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this.depth = settings
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this.result = false
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this.age = 0
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this.history = []
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this.x = []
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/*
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* Do not use array(depth) as it might not be implemented
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*/
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for (var i = 0; i < this.depth; i++) {
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this.history.push(0.0)
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this.x.push(i)
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}
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// log.debug("Created LRC indicator with h: ", this.depth);
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}
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LRCIndicator.prototype.update = function (price) {
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// We need sufficient history to get the right result.
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if (this.result === false && this.age < this.depth) {
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this.history[this.age] = price
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this.age++
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this.result = false
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// log.debug("Waiting for sufficient age: ", this.age, " out of ", this.depth);
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return
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}
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this.age++
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// shift history
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for (var i = 0; i < (this.depth - 1); i++) {
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this.history[i] = this.history[i + 1]
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}
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this.history[this.depth - 1] = price
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this.calculate(price)
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// log.debug("Checking LRC: ", this.result.toFixed(8), "\tH: ", this.age);
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return
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}
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/*
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* Least squares linear regression fitting.
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*/
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function linreg (values_x, values_y) {
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var sum_x = 0
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var sum_y = 0
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var sum_xy = 0
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var sum_xx = 0
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var count = 0
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/*
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* We'll use those variables for faster read/write access.
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*/
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var x = 0
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var y = 0
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var values_length = values_x.length
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if (values_length != values_y.length) {
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throw new Error('The parameters values_x and values_y need to have same size!')
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}
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/*
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* Nothing to do.
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*/
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if (values_length === 0) {
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return [[], []]
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}
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/*
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* Calculate the sum for each of the parts necessary.
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*/
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for (var v = 0; v < values_length; v++) {
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x = values_x[v]
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y = values_y[v]
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sum_x += x
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sum_y += y
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sum_xx += x * x
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sum_xy += x * y
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count++
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}
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/*
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* Calculate m and b for the formula: y = x * m + b
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*
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*/
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var m = (count * sum_xy - sum_x * sum_y) / (count * sum_xx - sum_x * sum_x)
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var b = (sum_y / count) - (m * sum_x) / count
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return [m, b]
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}
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/*
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* Handle calculations
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*/
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LRCIndicator.prototype.calculate = function (price) {
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// get the reg
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var reg = linreg(this.x, this.history)
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// y = a * x + b
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this.result = ((this.depth - 1) * reg[0]) + reg[1]
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}
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exports.newUserBot = function newUserBot (bot, logger, COMMONS, UTILITIES, fileStorage) {
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const FULL_LOG = false
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const LOG_FILE_CONTENT = false
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const USE_PARTIAL_LAST_CANDLE = true // When running live the last candle generated is a partial candle.
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const ONE_MIN_IN_MILISECONDS = 60 * 1000
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const MODULE_NAME = 'User Bot'
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const EXCHANGE_NAME = 'Poloniex'
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thisObject = {
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initialize: initialize,
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start: start
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}
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let utilities = UTILITIES.newCloudUtilities(bot, logger)
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let statusDependencies
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return thisObject
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function initialize (pStatusDependencies, pMonth, pYear, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] initialize -> Entering function.') }
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statusDependencies = pStatusDependencies
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callBackFunction(global.DEFAULT_OK_RESPONSE)
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] initialize -> err = ' + err.message)
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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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This process will do the following:
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For every period on the market:
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a. Get olivia files for the current execution time
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i. If the file exist, validate we can get 63 candles
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1) 63 candles exist, proceed
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2) 63 candles doesn't exist, call for previous execution day until have 63
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ii. File doesn't exist, wait until get the files
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b. Once we have the 63 candles, calculate LRC
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c. Save LRC points
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*/
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function start (callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> Entering function.') }
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let market = global.MARKET
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let reportFilePath = EXCHANGE_NAME + '/Processes/' + bot.process
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let executionTime
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let lastCandles
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let dateForLastOliviaFile
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let dailyFileCache = new Map()
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let lrcPointsFileCache = new Map()
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getContextVariables()
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function getContextVariables () {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getContextVariables -> Entering function.') }
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let reportKey = 'AAMasters' + '-' + 'AAOlivia' + '-' + 'Multi-Period-Daily' + '-' + 'dataSet.V1'
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getContextVariables -> reportKey = ' + reportKey) }
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if (statusDependencies.statusReports.get(reportKey).status === 'Status Report is corrupt.') {
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logger.write(MODULE_NAME, '[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.')
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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return
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}
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let thisReport = statusDependencies.statusReports.get(reportKey).file
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if (thisReport === undefined || thisReport.lastExecution === undefined) {
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logger.write(MODULE_NAME, '[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = ' + reportKey)
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: 'Dependency not ready.'
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}
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logger.write(MODULE_NAME, '[WARN] start -> getContextVariables -> customOK = ' + customOK.message)
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callBackFunction(customOK)
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return
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} else {
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dateForLastOliviaFile = new Date(thisReport.lastExecution)
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}
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reportKey = 'AAVikings' + '-' + 'AAGauss' + '-' + 'Multi-Period-Daily' + '-' + 'dataSet.V1'
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getContextVariables -> reportKey = ' + reportKey) }
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if (statusDependencies.statusReports.get(reportKey).status === 'Status Report is corrupt.') {
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logger.write(MODULE_NAME, '[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.')
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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return
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file
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if (thisReport.lastCandles !== undefined) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getContextVariables -> thisReport.lastCandles: ' + JSON.stringify(thisReport.lastCandles)) };
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lastCandles = thisReport.lastCandles
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buildLRCPoints()
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} else {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getContextVariables -> First time running the bot.') }
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lastCandles = []
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for (n = 0; n < global.dailyFilePeriods.length; n++) {
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lastCandles.push(0)
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}
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lastCandles[10] = new Date(Date.UTC(2015, 6, 1)).valueOf()
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getContextVariables -> Starting at: ' + new Date(lastCandles[10]).toISOString()) }
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buildLRCPoints()
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> getContextVariables -> err = ' + err.message)
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if (err.message === "Cannot read property 'file' of undefined") {
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logger.write(MODULE_NAME, '[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ')
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logger.write(MODULE_NAME, '[HINT] start -> getContextVariables -> Dependencies loaded -> keys = ' + JSON.stringify(statusDependencies.keys))
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}
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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function buildLRCPoints () {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> Entering function.') }
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let writeReport = false
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advanceTime()
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function advanceTime () {
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try {
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logger.newInternalLoop(bot.codeName, bot.process)
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executionTime = new Date(lastCandles[10] + ONE_MIN_IN_MILISECONDS)
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ ' + executionTime.toISOString()) }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> advanceTime -> Last Candles: ' + JSON.stringify(lastCandles)) };
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if (isOnHeadOfMarket(executionTime, 10)) {
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callBackFunction(global.DEFAULT_OK_RESPONSE)
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} else {
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periodsLoop()
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> advanceTime -> err = ' + err.message)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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}
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function isOnHeadOfMarket (timeToValidate, period) {
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let candleBeginIndex = 4
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let lastCandlePeriodOnCache
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let lastDayIndex = period + '/' + timeToValidate.getUTCFullYear() + '/' + utilities.pad(timeToValidate.getUTCMonth() + 1, 2) + '/' + utilities.pad(timeToValidate.getUTCDate(), 2)
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if (dailyFileCache.has(lastDayIndex)) {
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let currentFile = dailyFileCache.get(lastDayIndex)
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if (currentFile === undefined || currentFile[currentFile.length - 1] === undefined) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] isOnHeadOfMarket -> Period ' + global.dailyFilePeriods[period][1] + ' on cache. Checking olivia last execution: ' + new Date(dateForLastOliviaFile).toISOString()) }
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let isOnHead = (timeToValidate.valueOf() > dateForLastOliviaFile.valueOf())
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if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] isOnHeadOfMarket -> Head of the market found on Olivia ' + global.dailyFilePeriods[period][1] + ' @ ' + new Date(dateForLastOliviaFile).toISOString() + '. Execution: ' + new Date(timeToValidate).toISOString()) }
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return isOnHead
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}
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lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex]
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let isOnHead = (timeToValidate.valueOf() > lastCandlePeriodOnCache.valueOf())
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if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] isOnHeadOfMarket -> Head of the market found on cache ' + global.dailyFilePeriods[period][1] + ' @ ' + new Date(lastCandlePeriodOnCache).toISOString() + '. Execution: ' + new Date(timeToValidate).toISOString()) }
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return isOnHead
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} else {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] isOnHeadOfMarket -> Period ' + global.dailyFilePeriods[period][1] + ' not found on cache. Checking olivia last execution: ' + new Date(dateForLastOliviaFile).toISOString()) }
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let isOnHead = (timeToValidate.valueOf() > dateForLastOliviaFile.valueOf())
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if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] isOnHeadOfMarket -> Head of the market found on Olivia ' + global.dailyFilePeriods[period][1] + ' @ ' + new Date(dateForLastOliviaFile).toISOString() + '. Execution: ' + new Date(timeToValidate).toISOString()) }
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return isOnHead
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}
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}
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function periodsLoop () {
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let n = 0 // loop Variable representing each possible period as defined at the periods array.
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loopBody()
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function loopBody () {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> periodsLoop -> loopBody -> Entering function. Loop: ' + n) }
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const outputPeriod = global.dailyFilePeriods[n][0]
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const folderName = global.dailyFilePeriods[n][1]
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const nextExecution = lastCandles[n] + outputPeriod
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isTimeToRun()
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function isTimeToRun () {
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if (executionTime.valueOf() >= nextExecution) {
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getLRCPoints()
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} else {
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setTimeout(function () { controlLoop() }, 0)
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}
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}
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function getLRCPoints () {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> Entering function.') }
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const maxLRCDepth = 63
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const maxBackwardsCount = 3
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let backwardsCount = 0
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let candleArray = []
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let queryDate = new Date(executionTime)
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let candleFile = getDailyFile(queryDate, onDailyFileReceived)
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function onDailyFileReceived (err, candleFile) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> onDailyFileReceived.') }
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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for (let i = 0; i < candleFile.length; i++) {
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let candle = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined
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}
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candle.min = candleFile[i][0]
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candle.max = candleFile[i][1]
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candle.open = candleFile[i][2]
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candle.close = candleFile[i][3]
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candle.begin = candleFile[i][4]
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candle.end = candleFile[i][5]
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, '[INFO] Candle Date: ' + new Date(candle.begin).toISOString() + '. Process Date: ' + executionTime.toISOString()) }
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let lastCandle = executionTime.valueOf() - (outputPeriod * maxLRCDepth)
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if (candleArray.length < maxLRCDepth && candle.begin > lastCandle && candle.begin <= executionTime.valueOf()) {
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candleArray.push(candle)
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}
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}
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> Candle Array Length: ' + candleArray.length) }
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if (candleArray.length >= maxLRCDepth) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> All candles available proceed with LRC calculations.') }
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let lrcPoint = performLRCCalculations(candleArray)
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savePoint(lrcPoint)
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} else if (backwardsCount <= maxBackwardsCount) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> Getting file for day before.') }
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queryDate.setDate(queryDate.getDate() - 1)
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getDailyFile(queryDate, onDailyFileReceived)
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backwardsCount++
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} else {
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logger.write(MODULE_NAME, '[WARN] start -> getLRCPoints -> Not enough history to calculate LRC.')
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// If the control candle is not ready, advance the execution.
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if (n === 10) {
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lastCandles[10] += ONE_MIN_IN_MILISECONDS
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}
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setTimeout(function () { controlLoop() }, 0)
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}
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}
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}
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function getDailyFile (dateTime, onDailyFileReceived) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> getDailyFile -> Entering function.') }
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/**
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* Let's first check if we can use our own process cache in order to reduce network requests.
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* Otherwise, continue with the one from the servers.
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*
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*/
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let datePath = dateTime.getUTCFullYear() + '/' + utilities.pad(dateTime.getUTCMonth() + 1, 2) + '/' + utilities.pad(dateTime.getUTCDate(), 2)
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let cachePosition = n + '/' + datePath
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if (dailyFileCache.has(cachePosition)) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> getDailyFile -> Getting the file from local cache.') }
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let cache = dailyFileCache.get(cachePosition)
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onDailyFileReceived(global.DEFAULT_OK_RESPONSE, cache)
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} else {
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let filePath = 'AAMasters/AAOlivia.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Candles/Multi-Period-Daily/' + folderName + '/' + datePath
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let fileName = market.assetA + '_' + market.assetB + '.json'
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fileStorage.getTextFile(bot.devTeam, filePath + '/' + fileName, onFileReceived)
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}
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function onFileReceived (err, text) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> getDailyFile -> onFileReceived > Entering Function.') }
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let candleFile = JSON.parse(text)
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dailyFileCache.set(cachePosition, candleFile)
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onDailyFileReceived(global.DEFAULT_OK_RESPONSE, candleFile)
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} else {
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logger.write(MODULE_NAME, '[WARN] start -> getLRCPoints -> getDailyFile -> onFileReceived -> Failed to get the file. Dependency not ready.')
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// If the control candle is not ready, advance the execution.
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if (n === 10) {
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lastCandles[10] += ONE_MIN_IN_MILISECONDS
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}
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setTimeout(function () { controlLoop() }, 0)
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] start -> getLRCPoints -> getDailyFile -> err = ' + err.message)
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callBackFunction(global.DEFAULT_RETRY_RESPONSE)
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}
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}
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function performLRCCalculations (candleArray) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> performLRCCalculations -> Entering function.') }
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/*
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* It's needed to order since it's possible that we need to get another file and it will put an older candle at the end of the array.
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*/
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candleArray.sort(function (a, b) {
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return a.begin - b.begin
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})
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if (USE_PARTIAL_LAST_CANDLE === false) candleArray = candleArray.slice(0, candleArray.length - 1)
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let lrcPoints = []
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lrcPoints.push(0) // firstCandleBeginTime 0
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lrcPoints.push(0) // firstCandleEndTime 1
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lrcPoints.push(0) // minimumPointValue 2
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lrcPoints.push(0) // middlePointValue 3
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lrcPoints.push(0) // maximumPointValue 4
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if (LOG_FILE_CONTENT === true) { lrcPoints.push(candleArray) } // Entire candle array 5
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calculateLRC(candleArray, lrcPoints)
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let lastCandle = candleArray[0]
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let firstCandle = candleArray[candleArray.length - 1]
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lrcPoints[0] = firstCandle.begin
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lrcPoints[1] = firstCandle.end
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if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> performLRCCalculations -> LRC Points calculation results: ' + JSON.stringify(lrcPoints))
|
|
}
|
|
|
|
return lrcPoints
|
|
}
|
|
|
|
function calculateLRC (candlesArray, lrcPoints) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> getLRCPoints -> calculateLRC -> Entering function.') }
|
|
|
|
let lrcMinIndicator = new LRCIndicator(15)
|
|
let lrcMidIndicator = new LRCIndicator(30)
|
|
let lrcMaxIndicator = new LRCIndicator(60)
|
|
|
|
for (let i = 0; i < candlesArray.length; i++) {
|
|
let tempCandle = candlesArray[i]
|
|
let averagePrice = (tempCandle.min + tempCandle.max + tempCandle.open + tempCandle.close) / 4
|
|
|
|
lrcMinIndicator.update(averagePrice)
|
|
lrcMidIndicator.update(averagePrice)
|
|
lrcMaxIndicator.update(averagePrice)
|
|
}
|
|
|
|
/*
|
|
* Only if there is enough history the result will be calculated
|
|
*/
|
|
if (lrcMinIndicator.result != false && lrcMidIndicator.result != false && lrcMaxIndicator.result != false) {
|
|
lrcPoints[2] = lrcMinIndicator.result
|
|
lrcPoints[3] = lrcMidIndicator.result
|
|
lrcPoints[4] = lrcMaxIndicator.result
|
|
|
|
return lrcPoints
|
|
} else {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> getLRCPoints -> calculateLRC -> There is not enough history to calculate the LRC.')
|
|
}
|
|
}
|
|
|
|
function savePoint (lrcPoint) {
|
|
try {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> savePoint -> Entering function.') }
|
|
|
|
/**
|
|
* Let's first check if we can use our own process cache in order to reduce network requests.
|
|
* Otherwise, continue with the one from the servers.
|
|
*
|
|
*/
|
|
let datePath = executionTime.getUTCFullYear() + '/' + utilities.pad(executionTime.getUTCMonth() + 1, 2) + '/' + utilities.pad(executionTime.getUTCDate(), 2)
|
|
let filePath = bot.filePathRoot + '/Output/LRC-Points/Multi-Period-Daily/' + folderName + '/' + datePath
|
|
let fileName = market.assetA + '_' + market.assetB + '.json'
|
|
|
|
let cachePosition = n + '/' + datePath
|
|
|
|
if (!lrcPointsFileCache.has(cachePosition)) {
|
|
lrcPointsFileCache.set(cachePosition, [])
|
|
}
|
|
|
|
lrcPointsFileCache.get(cachePosition).push(lrcPoint)
|
|
|
|
lastCandles[n] = lrcPoint[0]
|
|
|
|
let timeToValidate = new Date(executionTime.valueOf() + outputPeriod)
|
|
if (isOnHeadOfMarket(timeToValidate, n) || isLastDayExecution()) {
|
|
fileStorage.getTextFile(bot.devTeam, filePath + '/' + fileName, onFileRetrieved)
|
|
} else {
|
|
// Move to the next period without writing report
|
|
setTimeout(function () { controlLoop() }, 0)
|
|
}
|
|
|
|
function onFileRetrieved (err, text) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> savePoint -> onFileRetrieved -> Entering function.') }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
if (err.message === 'File does not exist.') {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> savePoint -> onFileRetrieved -> Daily file does not exist, creating folders.') }
|
|
|
|
createFile()
|
|
return
|
|
} else {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> savePoint -> onFileRetrieved -> err = ' + err.message)
|
|
callBackFunction(err)
|
|
return
|
|
}
|
|
}
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> savePoint -> onFileRetrieved -> Daily file exist, appending content.') }
|
|
|
|
let existingFileContent = JSON.parse(text)
|
|
let finalContent = appendLRCPoints(existingFileContent)
|
|
appendToFile(finalContent)
|
|
}
|
|
|
|
function createFile () {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> savePoint -> createFile -> Entering function.') }
|
|
|
|
let fileContent = JSON.stringify(lrcPointsFileCache.get(cachePosition))
|
|
fileStorage.createTextFile(bot.devTeam, filePath + '/' + fileName, fileContent, onFileCreated)
|
|
|
|
function onFileCreated (err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> savePoint -> onFileCreated -> Entering function.') }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> savePoint -> onFileCreated -> err = ' + err.message)
|
|
callBackFunction(err)
|
|
return
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, '[INFO] start -> savePoint -> onFileCreated -> Content written = ' + JSON.stringify(fileContent))
|
|
}
|
|
|
|
saveCleanAndMoveForward()
|
|
}
|
|
}
|
|
|
|
function appendToFile (fileContent) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> savePoint -> appendToFile -> Entering function.') }
|
|
|
|
fileStorage.createTextFile(bot.devTeam, filePath + '/' + fileName, JSON.stringify(fileContent), onExistingFileUpdated)
|
|
|
|
function onExistingFileUpdated (err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> savePoint -> onExistingFileUpdated -> Entering function.') }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> savePoint -> onExistingFileUpdated -> err = ' + err.message)
|
|
callBackFunction(err)
|
|
return
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, '[INFO] start -> savePoint -> onExistingFileUpdated -> Content written = ' + JSON.stringify(fileContent))
|
|
}
|
|
|
|
saveCleanAndMoveForward()
|
|
}
|
|
}
|
|
|
|
function appendLRCPoints (existingLRCPoints) {
|
|
if (existingLRCPoints === undefined) {
|
|
return lrcPointsFileCache.get(cachePosition)
|
|
}
|
|
|
|
for (i = 0; i < lrcPointsFileCache.get(cachePosition).length; i++) {
|
|
let lrcPoint = lrcPointsFileCache.get(cachePosition)[i]
|
|
let lastCandleOnFile = existingLRCPoints[existingLRCPoints.length - 1]
|
|
|
|
if (lastCandleOnFile[0] < lrcPoint[0]) {
|
|
existingLRCPoints.push(lrcPoint)
|
|
} else {
|
|
logger.write(MODULE_NAME, '[WARN] start -> savePoint -> appendLRCPoints -> The LCR Point calculated existed on the file storage period ' + folderName + ', not saving: ' + JSON.stringify(lrcPoint))
|
|
}
|
|
}
|
|
return existingLRCPoints
|
|
}
|
|
|
|
function saveCleanAndMoveForward () {
|
|
writeReport = true
|
|
cleanUpCache(lrcPointsFileCache, executionTime)
|
|
cleanUpCache(dailyFileCache, executionTime)
|
|
setTimeout(function () { controlLoop() }, 0)
|
|
}
|
|
|
|
function cleanUpCache (fileCache, dateTime) {
|
|
let date = new Date(dateTime)
|
|
let datePath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2)
|
|
let cachePosition = n + '/' + datePath
|
|
|
|
// Remove and go back one day
|
|
if (fileCache.has(cachePosition)) {
|
|
fileCache.delete(cachePosition)
|
|
date.setDate(date.getDate() - 1)
|
|
cleanUpCache(fileCache, date)
|
|
}
|
|
}
|
|
|
|
function isLastDayExecution () {
|
|
let date = new Date(executionTime.valueOf())
|
|
|
|
date.setUTCHours(23)
|
|
let lastMinute = 60 - (outputPeriod / 60 / 1000)
|
|
date.setUTCMinutes(lastMinute)
|
|
date.setUTCSeconds(0)
|
|
date.setUTCMilliseconds(0)
|
|
|
|
if (executionTime >= date.valueOf()) {
|
|
return true
|
|
}
|
|
else {
|
|
return false
|
|
}
|
|
}
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> savePoint -> err = ' + err.message)
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function controlLoop () {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Entering function. Checking Period: ' + global.dailyFilePeriods[n][1]) }
|
|
|
|
n++
|
|
|
|
if (n < global.dailyFilePeriods.length) {
|
|
loopBody()
|
|
} else {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Last period reached.') }
|
|
if (writeReport) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> About to write the report.') }
|
|
writeReport = false
|
|
let lastOneMinuteCandle = lastCandles[10]
|
|
writeDataRange(lastOneMinuteCandle, onWritten)
|
|
|
|
function onWritten (err) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> onWritten -> Entering function.') }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, '[ERROR] writeDataRanges -> writeDataRanges -> onWritten -> err = ' + err.message)
|
|
callBack(err)
|
|
return
|
|
}
|
|
|
|
writeStatusReport(advanceTime)
|
|
}
|
|
} else {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Advancing time.') }
|
|
advanceTime()
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function writeDataRange (lastOneMinuteCandle, callBack) {
|
|
try {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDataRange -> Entering function.') }
|
|
|
|
let dataRange = {
|
|
begin: 1424373300000,
|
|
end: lastOneMinuteCandle.valueOf()
|
|
}
|
|
|
|
let fileContentDataRange = JSON.stringify(dataRange)
|
|
|
|
let fileName = 'Data.Range.' + market.assetA + '_' + market.assetB + '.json'
|
|
let filePath = bot.filePathRoot + '/Output/LRC-Points/' + bot.process
|
|
|
|
fileStorage.createTextFile(bot.devTeam, filePath + '/' + fileName, fileContentDataRange + '\n', onFileCreated)
|
|
|
|
function onFileCreated (err) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeDataRange -> onFolderCreated -> onFileCreated -> Entering function.') }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> writeDataRange -> onFolderCreated -> onFileCreated -> err = ' + err.message)
|
|
callBack(err)
|
|
return
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, '[INFO] start -> writeDataRange -> onFolderCreated -> onFileCreated -> Content written = ' + fileContentDataRange)
|
|
}
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE)
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> writeDataRange -> err = ' + err.message)
|
|
callBack(global.DEFAULT_FAIL_RESPONSE)
|
|
}
|
|
}
|
|
|
|
function writeStatusReport (callBack) {
|
|
try {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] start -> writeStatusReport -> Entering function.') }
|
|
|
|
let key = bot.devTeam + '-' + bot.codeName + '-' + bot.process + '-' + 'dataSet.V1'
|
|
|
|
let statusReport = statusDependencies.statusReports.get(key)
|
|
|
|
statusReport.file.lastExecution = bot.processDatetime
|
|
statusReport.file.lastCandles = lastCandles
|
|
statusReport.save(callBack)
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> writeStatusReport -> err = ' + err.message)
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
|
|
}
|
|
}
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, '[ERROR] start -> err = ' + err.message)
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
|
|
}
|
|
}
|
|
}
|