906 lines
48 KiB
JavaScript
906 lines
48 KiB
JavaScript
exports.newRoot = function newRoot() {
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/* Callbacks default responses. */
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global.DEFAULT_OK_RESPONSE = {
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result: "Ok",
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message: "Operation Succeeded"
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};
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global.DEFAULT_FAIL_RESPONSE = {
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result: "Fail",
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message: "Operation Failed"
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};
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global.DEFAULT_RETRY_RESPONSE = {
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result: "Retry",
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message: "Retry Later"
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};
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global.CUSTOM_OK_RESPONSE = {
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result: "Ok, but check Message",
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message: "Custom Message"
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};
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global.CUSTOM_FAIL_RESPONSE = {
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result: "Fail Because",
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message: "Custom Message"
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};
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/* This is the Execution Datetime */
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global.EXECUTION_DATETIME = new Date();
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/* Time Periods Definitions. */
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global.marketFilesPeriods =
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'[' +
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'[' + 24 * 60 * 60 * 1000 + ',' + '"24-hs"' + ']' + ',' +
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'[' + 12 * 60 * 60 * 1000 + ',' + '"12-hs"' + ']' + ',' +
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'[' + 8 * 60 * 60 * 1000 + ',' + '"08-hs"' + ']' + ',' +
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'[' + 6 * 60 * 60 * 1000 + ',' + '"06-hs"' + ']' + ',' +
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'[' + 4 * 60 * 60 * 1000 + ',' + '"04-hs"' + ']' + ',' +
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'[' + 3 * 60 * 60 * 1000 + ',' + '"03-hs"' + ']' + ',' +
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'[' + 2 * 60 * 60 * 1000 + ',' + '"02-hs"' + ']' + ',' +
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'[' + 1 * 60 * 60 * 1000 + ',' + '"01-hs"' + ']' + ']';
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global.marketFilesPeriods = JSON.parse(global.marketFilesPeriods);
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global.dailyFilePeriods =
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'[' +
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'[' + 45 * 60 * 1000 + ',' + '"45-min"' + ']' + ',' +
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'[' + 40 * 60 * 1000 + ',' + '"40-min"' + ']' + ',' +
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'[' + 30 * 60 * 1000 + ',' + '"30-min"' + ']' + ',' +
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'[' + 20 * 60 * 1000 + ',' + '"20-min"' + ']' + ',' +
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'[' + 15 * 60 * 1000 + ',' + '"15-min"' + ']' + ',' +
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'[' + 10 * 60 * 1000 + ',' + '"10-min"' + ']' + ',' +
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'[' + 05 * 60 * 1000 + ',' + '"05-min"' + ']' + ',' +
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'[' + 04 * 60 * 1000 + ',' + '"04-min"' + ']' + ',' +
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'[' + 03 * 60 * 1000 + ',' + '"03-min"' + ']' + ',' +
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'[' + 02 * 60 * 1000 + ',' + '"02-min"' + ']' + ',' +
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'[' + 01 * 60 * 1000 + ',' + '"01-min"' + ']' + ']';
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global.dailyFilePeriods = JSON.parse(global.dailyFilePeriods);
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const ROOT_DIR = './';
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const MODULE_NAME = "Root";
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let thisObject = {
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initialize: initialize,
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start: start
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}
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const FULL_LOG = true;
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let logDisplace = "CloneExecutor" + " ";
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let UI_COMMANDS;
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return thisObject;
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function initialize(pUI_COMMANDS, callBackFunction) {
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try {
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console.log(logDisplace + "Root : [INFO] initialize -> Entering function. ");
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/* Global control of logging. */
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global.LOG_CONTROL = {
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"Assistant": {
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logInfo: true,
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logWarnings: false,
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logErrors: true,
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logContent: false,
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intensiveLogging: false
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},
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"Exchange API": {
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logInfo: true,
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logWarnings: false,
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logErrors: true,
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logContent: false,
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intensiveLogging: false
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},
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"Status Report": {
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logInfo: true,
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logWarnings: false,
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logErrors: true,
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logContent: false,
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intensiveLogging: false
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},
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"Data Set": {
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logInfo: true,
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logWarnings: false,
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logErrors: true,
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logContent: false,
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intensiveLogging: false
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},
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"Context": {
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logInfo: true,
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logWarnings: false,
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logErrors: true,
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logContent: false,
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intensiveLogging: false
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}
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};
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UI_COMMANDS = pUI_COMMANDS;
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callBackFunction();
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}
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catch (err) {
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console.log(logDisplace + "Root : [ERROR] initialize -> err.message = " + err.message);
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return;
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}
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}
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function start(callback) {
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/* Now we will run according to what we see at the config file. */
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/* Small Function to fix numbers into strings in a cool way. */
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function pad(str, max) {
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str = str.toString();
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return str.length < max ? pad("0" + str, max) : str;
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}
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/* Process Loops Declarations. */
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const TRADING_BOT_MAIN_LOOP_MODULE = require('./TradingBotProcessMainLoop');
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const INDICATOR_BOT_MAIN_LOOP_MODULE = require('./IndicatorBotProcessMainLoop');
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const EXTRACTION_BOT_MAIN_LOOP_MODULE = require('./SensorBotProcessMainLoop');
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const TRADING_ENGINE_MAIN_LOOP_MODULE = require('./TradingEngineProcessMainLoop');
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/* Loop through all the processes configured to be run by this Node.js Instance. */
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let cloneToExecute = global.EXECUTION_CONFIG.cloneToExecute;
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/* Now we will read the config of the bot from the path we obtained at the CloneExecutor config. */
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let botConfig;
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getBotConfig();
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function getBotConfig() {
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try {
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console.log(logDisplace + "Root : [INFO] start -> getBotConfig -> Entering function. ");
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const FILE_STORAGE = require('./Integrations/FileStorage.js');
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let fileStorage = FILE_STORAGE.newFileStorage();
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let filePath = global.DEV_TEAM + '/bots/' + global.CURRENT_BOT_REPO + '/this.bot.config.json';
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fileStorage.getTextFile(global.DEV_TEAM, filePath, onFileReceived);
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function onFileReceived(err, text) {
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err));
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return;
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}
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try {
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botConfig = JSON.parse(text);
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botConfig.repo = cloneToExecute.repo;
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findProcess();
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} catch (err) {
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console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + JSON.stringify(err));
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return;
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}
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}
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}
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catch (err) {
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console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> err.message = " + err.message);
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return;
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}
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}
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function findProcess() {
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try {
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if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Entering function. "); }
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botConfig.process = cloneToExecute.process;
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botConfig.debug = {};
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/* Loop Counter */
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botConfig.loopCounter = 0;
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/* File Path Root */
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botConfig.filePathRoot = botConfig.devTeam + "/" + botConfig.codeName + "." + botConfig.version.major + "." + botConfig.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion;
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if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> filePathRoot = " + botConfig.filePathRoot); }
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/* Now we loop throug all the configured processes at each bots configuration until we find the one we are supposed to run at this Node.js process. */
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let processFound = false;
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for (let i = 0; i < botConfig.processes.length; i++) {
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if (botConfig.processes[i].name === cloneToExecute.process) {
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processFound = true;
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if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> cloneToExecute.process = " + cloneToExecute.process); }
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let processConfig = botConfig.processes[i];
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processConfig.startMode = global.EXECUTION_CONFIG.startMode // Override file storage configuration
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if(global.EXECUTION_CONFIG.timePeriod){
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processConfig.timePeriod = global.EXECUTION_CONFIG.timePeriod
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}
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if (processConfig.framework !== undefined) {
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if (processConfig.framework.name === "Multi-Period-Daily" || processConfig.framework.name === "Multi-Period-Market") {
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processConfig.framework.startDate.resumeExecution = false;
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if (processConfig.startMode.noTime !== undefined) {
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if (processConfig.startMode.noTime.run === "true") {
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if (processConfig.startMode.noTime.beginDatetime !== undefined) {
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processConfig.framework.startDate.fixedDate = processConfig.startMode.noTime.beginDatetime;
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processConfig.framework.startDate.resumeExecution = false;
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}
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}
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}
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if (processConfig.startMode.live !== undefined) {
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if (processConfig.startMode.live.run === "true") {
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if (processConfig.startMode.live.beginDatetime !== undefined) {
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processConfig.framework.startDate.fixedDate = processConfig.startMode.live.beginDatetime;
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processConfig.framework.startDate.resumeExecution = processConfig.startMode.live.resumeExecution;
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}
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}
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}
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if (processConfig.startMode.backtest !== undefined) {
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if (processConfig.startMode.backtest.run === "true") {
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if (processConfig.startMode.backtest.beginDatetime !== undefined) {
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processConfig.framework.startDate.fixedDate = processConfig.startMode.backtest.beginDatetime;
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processConfig.framework.startDate.resumeExecution = processConfig.startMode.backtest.resumeExecution;
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}
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}
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}
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}
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}
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try {
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/* We test each type of start Mode to get what to run and how. */
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if (processConfig.startMode.allMonths !== undefined) {
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if (processConfig.startMode.allMonths.run === "true") {
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if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> allMonths start mode detected. "); }
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for (let year = processConfig.startMode.allMonths.maxYear; year >= processConfig.startMode.allMonths.minYear; year--) {
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for (let month = 12; month > 0; month--) {
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let padMonth = pad(month, 2)
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let newInstanceBotConfig = JSON.parse(JSON.stringify(botConfig));
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newInstanceBotConfig.debug = {
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month: pad(month, 2),
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year: pad(year, 4)
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};
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let timeDelay = Math.random() * 10 * 1000; // We introduce a short delay so as to not overload the machine.
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setTimeout(startProcess, timeDelay);
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function startProcess() {
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if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); }
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switch (botConfig.type) {
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case 'Sensor': {
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runSensorBot(newInstanceBotConfig, processConfig, padMonth, year);
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break;
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}
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case 'Indicator': {
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runIndicatorBot(newInstanceBotConfig, processConfig, padMonth, year);
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break;
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}
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default: {
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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}
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}
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}
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if (processConfig.startMode.oneMonth !== undefined) {
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if (processConfig.startMode.oneMonth.run === "true") {
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if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> oneMonth start mode detected. "); }
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startProcess();
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function startProcess() {
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if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> startProcess -> Ready to start process."); }
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let month = pad(processConfig.startMode.oneMonth.month, 2);
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let year = processConfig.startMode.oneMonth.year;
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botConfig.debug = {
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month: pad(month, 2),
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year: pad(year, 4)
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};
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switch (botConfig.type) {
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case 'Sensor': {
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runSensorBot(botConfig, processConfig, month, year);
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break;
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}
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case 'Indicator': {
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runIndicatorBot(botConfig, processConfig, month, year);
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break;
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}
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default: {
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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}
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if (processConfig.startMode.noTime !== undefined) {
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if (processConfig.startMode.noTime.run === "true") {
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let month = pad((new Date()).getUTCMonth() + 1, 2);
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let year = (new Date()).getUTCFullYear();
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if (processConfig.startMode.noTime.resumeExecution === true) {
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botConfig.hasTheBotJustStarted = false;
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} else {
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botConfig.hasTheBotJustStarted = true;
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}
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switch (botConfig.type) {
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case 'Sensor': {
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runSensorBot(botConfig, processConfig, month, year);
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break;
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}
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case 'Indicator': {
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runIndicatorBot(botConfig, processConfig, month, year);
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break;
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}
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case 'Trading-Engine': {
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runTradingEngine(botConfig, processConfig);
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break;
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}
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default: {
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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if (processConfig.startMode.fixedInterval !== undefined) {
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if (processConfig.startMode.fixedInterval.run === "true") {
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botConfig.runAtFixedInterval = true;
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botConfig.fixedInterval = processConfig.startMode.fixedInterval.interval;
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let month = pad((new Date()).getUTCMonth() + 1, 2);
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let year = (new Date()).getUTCFullYear();
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switch (botConfig.type) {
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case 'Sensor': {
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runSensorBot(botConfig, processConfig, month, year);
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break;
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}
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default: {
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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if (processConfig.startMode.live !== undefined) {
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if (processConfig.startMode.live.run === "true") {
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botConfig.startMode = "Live";
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console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode);
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let month = pad((new Date()).getUTCMonth() + 1, 2);
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let year = (new Date()).getUTCFullYear();
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if (processConfig.startMode.live.resumeExecution === true) {
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botConfig.hasTheBotJustStarted = false;
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} else {
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botConfig.hasTheBotJustStarted = true;
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}
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switch (botConfig.type) {
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case 'Trading': {
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runTradingBot(botConfig, processConfig);
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break;
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}
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case 'Trading-Engine': {
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runTradingEngine(botConfig, processConfig);
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break;
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}
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default: {
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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if (processConfig.startMode.backtest !== undefined) {
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if (processConfig.startMode.backtest.run === "true") {
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botConfig.startMode = "Backtest";
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console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode);
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botConfig.backtest = processConfig.startMode.backtest
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/* Backtest Mode does not support Resume Execution, so this is the only way. */
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botConfig.hasTheBotJustStarted = true;
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switch (botConfig.type) {
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case 'Trading': {
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runTradingBot(botConfig, processConfig);
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break;
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}
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case 'Trading-Engine': {
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runTradingEngine(botConfig, processConfig);
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break;
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}
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default: {
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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if (processConfig.startMode.competition !== undefined) {
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if (processConfig.startMode.competition.run === "true") {
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botConfig.startMode = "Competition";
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console.log(logDisplace + "Root : [INFO] start -> findProcess -> Process found at the bot configuration file. -> Start Mode = " + botConfig.startMode);
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botConfig.competition = processConfig.startMode.competition;
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if (processConfig.startMode.competition.resumeExecution === false) {
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botConfig.hasTheBotJustStarted = true;
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} else {
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botConfig.hasTheBotJustStarted = false;
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}
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switch (botConfig.type) {
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case 'Trading': {
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runTradingBot(botConfig, processConfig);
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break;
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}
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default: {
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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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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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Unexpected exception. -> err.message = " + err.message);
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}
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}
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}
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if (processFound === false) {
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> Process listed at the configuration file of CloneExecutor not found at the configuration file of the bot.");
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console.log(logDisplace + "Root : [ERROR] start -> findProcess -> cloneToExecute.process = " + cloneToExecute.process);
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}
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function runSensorBot(pBotConfig, pProcessConfig, pMonth, pYear) {
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try {
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const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
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let logger;
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logger = DEBUG_MODULE.newDebugLog();
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logger.bot = pBotConfig;
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pMonth = " + pMonth); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> pYear = " + pYear); }
|
|
|
|
let extractionBotMainLoop = EXTRACTION_BOT_MAIN_LOOP_MODULE.newSensorBotProcessMainLoop(pBotConfig, logger);
|
|
extractionBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
|
|
|
|
function onInitializeReady(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
extractionBotMainLoop.run(pMonth, pYear, whenRunFinishes);
|
|
|
|
function whenRunFinishes(err) {
|
|
|
|
pBotConfig.loopCounter = 0;
|
|
|
|
let botId;
|
|
if (pYear !== undefined) {
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth;
|
|
} else {
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
|
|
}
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
|
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
|
|
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
|
|
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
|
|
|
logger.persist();
|
|
|
|
} else {
|
|
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bye.");
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> whenStartFinishes -> Bot execution was aborted.");
|
|
logger.persist();
|
|
}
|
|
callback(err, pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process)
|
|
}
|
|
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = "+ err.stack);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> Bot will not be started. ");
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> onInitializeReady -> err = "+ err.stack);
|
|
|
|
logger.persist();
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runSensorBot -> err = "+ err.stack);
|
|
}
|
|
}
|
|
|
|
function runIndicatorBot(pBotConfig, pProcessConfig, pMonth, pYear) {
|
|
|
|
try {
|
|
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
|
|
let logger;
|
|
|
|
logger = DEBUG_MODULE.newDebugLog();
|
|
logger.bot = pBotConfig;
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pMonth = " + pMonth); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> pYear = " + pYear); }
|
|
|
|
let indicatorBotMainLoop = INDICATOR_BOT_MAIN_LOOP_MODULE.newIndicatorBotProcessMainLoop(pBotConfig, logger);
|
|
indicatorBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
|
|
|
|
function onInitializeReady(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
indicatorBotMainLoop.run(pMonth, pYear, whenRunFinishes);
|
|
|
|
function whenRunFinishes(err) {
|
|
|
|
pBotConfig.loopCounter = 0;
|
|
|
|
let botId;
|
|
if (pYear !== undefined) {
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth;
|
|
} else {
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
|
|
}
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
|
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
|
|
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
|
|
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
|
|
|
logger.persist();
|
|
|
|
} else {
|
|
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bye.");
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
|
|
logger.persist();
|
|
}
|
|
callback(err, pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process)
|
|
}
|
|
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = "+ err.stack);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> Failed to initialize the bot. ");
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = "+ err.stack);
|
|
logger.persist();
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runIndicatorBot -> err = "+ err.stack);
|
|
|
|
}
|
|
}
|
|
|
|
function runTradingBot(pBotConfig, pProcessConfig) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { console.log(logDisplace + "[INFO] start -> findProcess -> runTradingBot -> Entering function."); }
|
|
|
|
if (pBotConfig.genes !== undefined) {
|
|
|
|
/* Here, based on the gene we will create one instance for each combination of genes */
|
|
|
|
let valueMatrix = [];
|
|
|
|
for (let i = 0; i < pBotConfig.genes.length; i++) {
|
|
|
|
let gene = pBotConfig.genes[i];
|
|
|
|
let possibleValues = [];
|
|
|
|
for (let j = gene.lowerLimit; j <= gene.upperLimit; j++) {
|
|
|
|
possibleValues.push(j);
|
|
|
|
}
|
|
|
|
valueMatrix.push(possibleValues);
|
|
|
|
}
|
|
|
|
/*
|
|
Now we have all the possible genes values in a multi-dimensional matrix.
|
|
We will go thorugh each of the elements of each dimension and get each combination possible with the other dimmensions.
|
|
*/
|
|
|
|
let combinations = [];
|
|
let combination = [];
|
|
let dimensionIndex = 0;
|
|
|
|
calculateCombinations(dimensionIndex, combination);
|
|
|
|
function calculateCombinations(pDimensionIndex, pCombination) {
|
|
|
|
let dimension = valueMatrix[pDimensionIndex];
|
|
|
|
for (let j = 0; j < dimension.length; j++) {
|
|
|
|
let copy = JSON.parse(JSON.stringify(pCombination));
|
|
|
|
let value = dimension[j];
|
|
copy.push(value);
|
|
|
|
if (pDimensionIndex < valueMatrix.length - 1) {
|
|
|
|
calculateCombinations(pDimensionIndex + 1, copy);
|
|
|
|
} else {
|
|
|
|
combinations.push(copy);
|
|
|
|
}
|
|
}
|
|
}
|
|
|
|
/* At this point we have an array with all the possible combinations, we just need to create an instance for each one and set the genes according to that. */
|
|
|
|
for (let i = 0; i < combinations.length; i++) {
|
|
|
|
let botConfig = JSON.parse(JSON.stringify(pBotConfig));
|
|
let combination = combinations[i];
|
|
let genes = {};
|
|
let clonKey = "";
|
|
|
|
for (let j = 0; j < botConfig.genes.length; j++) {
|
|
|
|
genes[botConfig.genes[j].name] = combination[j];
|
|
clonKey = clonKey + "." + combination[j];
|
|
|
|
}
|
|
|
|
let clonName = botConfig.codeName + "-" + "Clon" + clonKey;
|
|
clonName += ".1.0";
|
|
clonName += "-" + process.env.CLONE_ID;
|
|
|
|
botConfig.filePathRoot = botConfig.devTeam + "/" + clonName + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion;
|
|
|
|
botConfig.instance = clonName;
|
|
botConfig.instanceIndex = i;
|
|
|
|
setTimeout(execute, i * Math.random() * 10 * 1000);
|
|
|
|
function execute() {
|
|
|
|
createBotInstance(genes, combinations.length, botConfig);
|
|
|
|
}
|
|
}
|
|
} else {
|
|
|
|
/* If the bot does not have any genes at all */
|
|
|
|
let genes = {};
|
|
let clonName = botConfig.codeName;
|
|
clonName += "-" + process.env.CLONE_ID;
|
|
clonName += ".1.0";
|
|
|
|
botConfig.filePathRoot = botConfig.devTeam + "/" + clonName + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion;
|
|
|
|
pBotConfig.instance = clonName;
|
|
pBotConfig.instanceIndex = 0;
|
|
|
|
createBotInstance(genes, 1, pBotConfig);
|
|
|
|
}
|
|
|
|
|
|
function createBotInstance(pGenes, pTotalInstances, pBotConfig) {
|
|
|
|
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
|
|
let logger;
|
|
|
|
logger = DEBUG_MODULE.newDebugLog();
|
|
logger.bot = pBotConfig;
|
|
pBotConfig.timePeriodFileStorage = global.EXECUTION_CONFIG.timePeriodFileStorage
|
|
pBotConfig.dataSet = global.EXECUTION_CONFIG.dataSet
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingBot -> createBotInstance -> Entering function."); }
|
|
|
|
let tradingBotMainLoop = TRADING_BOT_MAIN_LOOP_MODULE.newTradingBotProcessMainLoop(pBotConfig, logger);
|
|
tradingBotMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
|
|
|
|
function onInitializeReady(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
tradingBotMainLoop.run(pGenes, whenRunFinishes);
|
|
|
|
function whenRunFinishes(err) {
|
|
|
|
pBotConfig.loopCounter = 0;
|
|
|
|
let botId;
|
|
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.instance + "." + pBotConfig.process;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
|
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
|
|
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
|
|
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
|
logger.persist();
|
|
|
|
} else {
|
|
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bye.");
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
|
|
logger.persist();
|
|
}
|
|
callback(err, pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process)
|
|
}
|
|
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> err = "+ err.stack);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> Bot will not be started. ");
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingBot -> createBotInstance -> onInitializeReady -> err = "+ err.stack);
|
|
|
|
logger.persist();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingBot -> err = "+ err.stack);
|
|
}
|
|
}
|
|
|
|
function runTradingEngine(pBotConfig, pProcessConfig) {
|
|
|
|
try {
|
|
const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
|
|
let logger;
|
|
|
|
logger = DEBUG_MODULE.newDebugLog();
|
|
logger.bot = pBotConfig;
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> Entering function."); }
|
|
|
|
let tradingEngineMainLoop = TRADING_ENGINE_MAIN_LOOP_MODULE.newTradingEngineProcessMainLoop(pBotConfig, logger);
|
|
tradingEngineMainLoop.initialize(UI_COMMANDS, pProcessConfig, onInitializeReady);
|
|
|
|
function onInitializeReady(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
tradingEngineMainLoop.run(whenRunFinishes);
|
|
|
|
function whenRunFinishes(err) {
|
|
|
|
pBotConfig.loopCounter = 0;
|
|
|
|
let botId;
|
|
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
|
logger.write(MODULE_NAME, "[INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
|
|
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> botId = " + botId);
|
|
console.log(logDisplace + "Root : [INFO] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully.");
|
|
|
|
logger.persist();
|
|
|
|
} else {
|
|
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> err = "+ err.stack);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bye.");
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> whenStartFinishes -> Bot execution finished with errors. Please check the logs.");
|
|
logger.persist();
|
|
}
|
|
callback(err, pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process)
|
|
}
|
|
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = "+ err.stack);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> Failed to initialize the bot. ");
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> onInitializeReady -> err = "+ err.stack);
|
|
logger.persist();
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> runTradingEngine -> err = "+ err.stack);
|
|
|
|
}
|
|
}
|
|
|
|
}
|
|
catch (err) {
|
|
console.log(logDisplace + "Root : [ERROR] start -> findProcess -> err.message = " + err.message);
|
|
return;
|
|
}
|
|
}
|
|
|
|
}
|
|
}
|
|
|
|
|
|
|
|
|