776 lines
41 KiB
JavaScript
776 lines
41 KiB
JavaScript
exports.newMultiPeriodDaily = function newMultiPeriodDaily(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, USER_BOT_MODULE, COMMONS_MODULE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const MODULE_NAME = "Multi Period Daily";
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const commons = COMMONS.newCommons(bot, logger, UTILITIES);
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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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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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let dataDependencies;
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let storages = [];
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let dataFiles = [];
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let usertBot;
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let currentBotStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let processConfig;
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return thisObject;
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function initialize(pProcessConfig, pStatusDependencies, pDataDependencies, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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logger.initialize();
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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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dataDependencies = pDataDependencies;
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processConfig = pProcessConfig;
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for (let i = 0; i < dataDependencies.config.length; i++) {
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let key;
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let storage;
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let dependency = dataDependencies.config[i];
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key = dependency.devTeam + "-" +
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dependency.bot + "-" +
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dependency.product + "-" +
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dependency.dataSet + "-" +
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dependency.dataSetVersion
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storage = dataDependencies.dataSets.get(key);
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storages.push(storage);
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}
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currentBotStorage.initialize(bot.devTeam, onStorageInizialized);
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function onStorageInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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usertBot = USER_BOT_MODULE.newUserBot(bot, logger, COMMONS_MODULE, UTILITIES, BLOB_STORAGE);
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usertBot.initialize(dataDependencies, callBackFunction);
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} else {
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logger.write(MODULE_NAME, "[ERROR] initialize -> onStorageInizialized -> err = " + err.message);
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callBackFunction(err);
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}
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}
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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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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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/* Context Variables */
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let contextVariables = {
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lastFile: undefined, // Datetime of the last file files sucessfully produced by this process.
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dateBeginOfMarket: undefined, // Datetime of the first trade file in the whole market history.
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dateEndOfMarket: undefined // Datetime of the last file available to be used as an input of this process.
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};
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let previousDay; // Holds the date of the previous day relative to the processing date.
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let interExecutionMemoryArray;
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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 thisReport;
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let reportKey;
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let statusReport;
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if (processConfig.framework.startDate.fixedDate !== undefined) {
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/* The starting date is fixed, we will start from there. */
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contextVariables.dateBeginOfMarket = new Date(processConfig.framework.startDate.fixedDate);
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} else {
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/*
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We look first for the bot who knows the begining of the marke in order to get when the market starts.
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*/
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let botWhoKnowsTheBeginingOfTheMarket = statusDependencies.config[processConfig.framework.startDate.takeItFromStatusDependency];
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reportKey = botWhoKnowsTheBeginingOfTheMarket.devTeam + "-" + botWhoKnowsTheBeginingOfTheMarket.bot + "-" + botWhoKnowsTheBeginingOfTheMarket.process + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
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callBackFunction(global.DEFAULT_RETRY_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.lastFile === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "Dependency does not exist."
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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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}
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contextVariables.dateBeginOfMarket = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + thisReport.lastFile.hours + ":" + thisReport.lastFile.minutes + GMT_SECONDS);
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}
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if (processConfig.framework.endDate.fixedDate !== undefined) {
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/* The ending date is fixed, we will end there. */
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contextVariables.dateEndOfMarket = new Date(processConfig.framework.endDate.fixedDate);
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} else {
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/*
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Here we get the status report from the bot who knows which is the end of the market.
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*/
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let botWhoKnowsTheEndOfTheMarket = statusDependencies.config[processConfig.framework.endDate.takeItFromStatusDependency];
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reportKey = botWhoKnowsTheEndOfTheMarket.devTeam + "-" + botWhoKnowsTheEndOfTheMarket.bot + "-" + botWhoKnowsTheEndOfTheMarket.process + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
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callBackFunction(global.DEFAULT_RETRY_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.lastFile === 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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}
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contextVariables.dateEndOfMarket = new Date(thisReport.lastFile.valueOf());
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}
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/* Finally we get our own Status Report. */
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reportKey = bot.devTeam + "-" + bot.codeName + "-" + "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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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.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.lastFile !== undefined) {
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if (bot.hasTheBotJustStarted === true && processConfig.framework.startDate.resumeExecution === "false") {
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startFromBegining();
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return;
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}
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contextVariables.lastFile = new Date(thisReport.lastFile);
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interExecutionMemoryArray = thisReport.interExecutionMemoryArray;
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processTimePeriods();
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return;
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} else {
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/*
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In the case when there is no status report, we assume like the last processed file is the one on the date of Begining of Market.
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*/
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startFromBegining();
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return;
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}
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function startFromBegining() {
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contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + GMT_SECONDS);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> startFromBegining -> thisReport.lastFile === undefined"); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> startFromBegining -> contextVariables.lastFile = " + contextVariables.lastFile); }
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/*
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The first time the process is running is the right time to create the data structure that is going to be shared across different executions.
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This data structure has one object per each timePeriod.
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*/
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interExecutionMemoryArray = [];
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for (let i = 0; i < global.dailyFilePeriods.length; i++) {
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let emptyObject = {};
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interExecutionMemoryArray.push(emptyObject);
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}
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processTimePeriods();
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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 processTimePeriods() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> Entering function."); }
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try {
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let n;
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let botNeverRan = true;
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bot.processDatetime = new Date(contextVariables.lastFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well when we advance time at the begining of the loop.
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console.log(new Date().toISOString() + " " + pad(bot.codeName, 20) + " " + pad(bot.process, 30) + " " + " bot.processDatetime = " + bot.processDatetime.toISOString());
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advanceTime();
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function advanceTime() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> Entering function."); }
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bot.processDatetime = new Date(bot.processDatetime.valueOf() + ONE_DAY_IN_MILISECONDS);
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previousDay = new Date(bot.processDatetime.valueOf() - ONE_DAY_IN_MILISECONDS);
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if(global.FULL_LOG === 'true'){
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logger.newInternalLoop(bot.codeName, bot.process);
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}
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> bot.processDatetime = " + bot.processDatetime); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> previousDay = " + previousDay); }
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/* Validation that we are not going past the head of the market. */
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if (bot.processDatetime.valueOf() > contextVariables.dateEndOfMarket.valueOf()) {
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const logText = "Head of the market found @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> advanceTime -> " + logText); }
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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return;
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}
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periodsLoop();
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> 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 periodsLoop() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoop -> Entering function."); }
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/*
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We will iterate through all posible periods.
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*/
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n = 0 // loop Variable representing each possible period as defined at the periods array.
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periodsLoopBody();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoop -> 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 periodsLoopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> Entering function."); }
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const timePeriod = global.dailyFilePeriods[n][0];
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const outputPeriodLabel = global.dailyFilePeriods[n][1];
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if (processConfig.framework.validPeriods !== undefined) {
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let validPeriod = false;
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for (let i = 0; i < processConfig.framework.validPeriods.length; i++) {
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let period = processConfig.framework.validPeriods[i];
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if (period === outputPeriodLabel) { validPeriod = true }
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}
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if (validPeriod === false) {
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periodsControlLoop();
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return;
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}
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}
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let dependencyIndex = 0;
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dataFiles = [];
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dependencyLoopBody();
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function dependencyLoopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
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let dependency = dataDependencies.config[dependencyIndex];
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let storage = storages[dependencyIndex];
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let previousFile;
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let currentFile;
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if (bot.processDatetime.valueOf() > contextVariables.dateBeginOfMarket.valueOf()) {
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getPreviousFile();
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} else {
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previousFile = [];
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getCurrentFile()
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}
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function getPreviousFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> Entering function."); }
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let dateForPath = previousDay.getUTCFullYear() + '/' + utilities.pad(previousDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(previousDay.getUTCDate(), 2);
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let filePath = dependency.product + '/' + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
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let fileName = market.assetA + '_' + market.assetB + ".json";
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storage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> text = " + text); }
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if (err.message === "File does not exist." && botNeverRan === true) {
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/*
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Sometimes one of the dependencies of an indicator for some reasons are not calculated from the begining of the market.
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When that happens we can not find those files. What we do in this situation is to move the time fordward until we can find
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all the dependencies and the first run of the bot is successful.
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After that, we will not accept more missing files on any of the dependencies, and if any is missing we will abort the processing.
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*/
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logger.write(MODULE_NAME, "[WARN] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Skipping day because file " + filePath + "/" + fileName + " was not found.");
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advanceTime();
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return;
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}
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if (err.result === "Fail Because" && err.message === "File does not exist.") {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.message);
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = " + err.message);
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> fileName = " + fileName);
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callBackFunction(err);
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return;
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}
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previousFile = JSON.parse(text);
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getCurrentFile();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> 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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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> 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 getCurrentFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Entering function."); }
|
|
|
|
let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
|
|
let filePath = dependency.product + '/' + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
|
|
let fileName = market.assetA + '_' + market.assetB + ".json";
|
|
|
|
storage.getTextFile(filePath, fileName, onFileReceived, true);
|
|
|
|
function onFileReceived(err, text) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Entering function."); }
|
|
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> text = " + text); }
|
|
|
|
if (err.result === "Fail Because" && err.message === "File does not exist.") {
|
|
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.message);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
return;
|
|
}
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.message);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
currentFile = JSON.parse(text);
|
|
|
|
let dataFile = previousFile.concat(currentFile);
|
|
|
|
dataFiles.push(dataFile);
|
|
dependencyControlLoop();
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoop -> dependencyLoopBody -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function dependencyControlLoop() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> dependencyControlLoop -> Entering function."); }
|
|
|
|
dependencyIndex++;
|
|
|
|
if (dependencyIndex < dataDependencies.config.length) {
|
|
|
|
dependencyLoopBody();
|
|
|
|
} else {
|
|
|
|
callTheBot();
|
|
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> dependencyControlLoop -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function callTheBot() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> Entering function."); }
|
|
|
|
const timePeriod = global.dailyFilePeriods[n][0];
|
|
const outputPeriodLabel = global.dailyFilePeriods[n][1];
|
|
|
|
usertBot.start(
|
|
dataFiles,
|
|
timePeriod,
|
|
outputPeriodLabel,
|
|
bot.processDatetime,
|
|
contextVariables.dateBeginOfMarket,
|
|
contextVariables.dateEndOfMarket,
|
|
interExecutionMemoryArray[n],
|
|
onBotFinished);
|
|
|
|
function onBotFinished(err) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> onBotFinished -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
botNeverRan = false;
|
|
periodsControlLoop();
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> onBotFinished -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> callTheBot -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsLoopBody -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function periodsControlLoop() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> periodsControlLoop -> Entering function."); }
|
|
|
|
n++;
|
|
|
|
if (n < global.dailyFilePeriods.length) {
|
|
|
|
periodsLoopBody();
|
|
|
|
} else {
|
|
|
|
n = 0;
|
|
|
|
writeDataRanges(onWritten);
|
|
|
|
function onWritten(err) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimePeriods -> controlLoop -> onWritten -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> controlLoop -> onWritten -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
writeStatusReport(bot.processDatetime, advanceTime);
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> controlLoop -> onWritten -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> periodsControlLoop -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimePeriods -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeDataRanges(callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
|
|
|
|
let productIndex = 0;
|
|
productLoopBody();
|
|
|
|
function productLoopBody() {
|
|
|
|
let folderName = bot.products[productIndex].codeName;
|
|
|
|
writeDataRange(contextVariables.dateBeginOfMarket, bot.processDatetime, folderName, controlLoop);
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
productIndex++;
|
|
|
|
if (productIndex < bot.products.length) {
|
|
productLoopBody();
|
|
} else {
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRanges -> err = " + err.message);
|
|
callBack(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
|
|
}
|
|
|
|
function writeDataRange(pBegin, pEnd, pProductFolder, callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> Entering function."); }
|
|
|
|
let dataRange = {
|
|
begin: pBegin.valueOf(),
|
|
end: pEnd.valueOf()
|
|
};
|
|
|
|
let fileContent = JSON.stringify(dataRange);
|
|
|
|
let fileName = 'Data.Range.' + market.assetA + '_' + market.assetB + '.json';
|
|
let filePath = bot.filePathRoot + "/Output/" + pProductFolder + "/" + bot.process;
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> filePath = " + filePath); }
|
|
|
|
currentBotStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFileCreated -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> err = " + err.message);
|
|
callBack(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeStatusReport(lastFileDate, callBack) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); }
|
|
|
|
try {
|
|
|
|
let reportKey = bot.devTeam + "-" + bot.codeName + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
|
let thisReport = statusDependencies.statusReports.get(reportKey);
|
|
|
|
thisReport.file.lastExecution = bot.currentDaytime;
|
|
thisReport.file.lastFile = lastFileDate;
|
|
thisReport.file.interExecutionMemoryArray = interExecutionMemoryArray;
|
|
thisReport.save(callBack);
|
|
|
|
bot.hasTheBotJustStarted = false;
|
|
}
|
|
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);
|
|
}
|
|
}
|
|
};
|