768 lines
39 KiB
JavaScript
768 lines
39 KiB
JavaScript
exports.newTradingProcess = function newTradingProcess(bot, logger, UTILITIES, TRADING_OUTPUT_MODULE, USER_BOT_COMMONS) {
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/*
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This Module will load all the process data dependencies from files and send them downstream.
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After execution, will save the time range and status report of the process.
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*/
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const MODULE_NAME = "Trading Process";
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const GMT_SECONDS = ':00.000 GMT+0000';
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thisObject = {
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initialize: initialize,
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finalize: finalize,
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start: start
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};
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let utilities = UTILITIES.newCloudUtilities(logger);
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let statusDependencies;
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let dataDependenciesModule;
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let dataFiles = new Map();
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let multiPeriodDataFiles = new Map();
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let tradingOutputModule;
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const FILE_STORAGE = require('../FileStorage.js');
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let fileStorage = FILE_STORAGE.newFileStorage(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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statusDependencies = pStatusDependencies;
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dataDependenciesModule = pDataDependencies;
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processConfig = pProcessConfig;
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let TRADING_OUTPUT_MODULE = require("./TradingOutput")
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tradingOutputModule = TRADING_OUTPUT_MODULE.newTradingOutput(bot, logger, UTILITIES, FILE_STORAGE);
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tradingOutputModule.initialize(callBackFunction);
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function finalize() {
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dataFiles = undefined
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multiPeriodDataFiles = undefined
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statusDependencies = undefined
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dataDependenciesModule = undefined
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tradingOutputModule.finalize()
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tradingOutputModule = undefined
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fileStorage = undefined
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processConfig = undefined
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thisObject = undefined
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}
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function start(callBackFunction) {
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try {
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let currentTimeFrame
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let currentTimeFrameLabel
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let market = bot.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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getContextVariables();
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function getContextVariables() {
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try {
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let thisReport;
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let reportKey;
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let statusReport;
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/* We are going to use the start date as beging of market date. */
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contextVariables.dateBeginOfMarket = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)
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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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statusReport = statusDependencies.reportsByMainUtility.get("Market Ending Point")
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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 = statusReport.file;
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if (thisReport.lastFile === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> thisReport = " + JSON.stringify(thisReport));
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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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/* Validation that the data is not up-to-date. */
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if (bot.tradingProcessDate.valueOf() - global.ONE_DAY_IN_MILISECONDS > contextVariables.dateEndOfMarket.valueOf() && bot.SESSION.type !== "Backtesting Session") {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> " + "Head of the market is @ " + contextVariables.dateEndOfMarket); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> You need to UPDATE your datasets in order to run a " + bot.SESSION.type) }
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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/* Finally we get our own Status Report. */
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statusReport = statusDependencies.reportsByMainUtility.get("Self Reference")
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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 = statusReport.file;
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bot.simulationState = thisReport.simulationState;
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if (bot.simulationState === undefined) { bot.simulationState = {} } // This should happen only when there is no status report
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if (thisReport.lastFile !== undefined) {
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if (bot.RESUME !== true) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true."); }
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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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processSingleFiles();
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return;
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} else {
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/*
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We are here becuse either:
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1. There is no status report
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2. There is no Last File (this happens on Market Files)
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*/
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining of the market because own status report not found or lastFile was undefined."); }
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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 -> contextVariables.lastFile = " + contextVariables.lastFile); }
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processSingleFiles();
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.stack);
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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 processSingleFiles() {
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let dependencyIndex = 0;
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dataFiles = new Map();
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dependencyLoopBody();
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function dependencyLoopBody() {
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let dependency = dataDependenciesModule.nodeArray[dependencyIndex];
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let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex];
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getFile();
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function getFile() {
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if (datasetModule.node.config.codeName !== "Single-File") {
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dependencyControlLoop();
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return
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}
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if (dataDependenciesModule.isItADepenency('atAnyTimeFrame', datasetModule.node.parentNode.config.singularVariableName) !== true) {
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dependencyControlLoop();
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return
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}
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let fileName = "Data.json";
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let filePath = datasetModule.node.parentNode.config.codeName + '/' + datasetModule.node.config.codeName;
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datasetModule.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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try {
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processSingleFiles -> dependencyLoopBody -> getFile -> onFileReceived -> text = " + text); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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if (err.message === 'File does not exist.') {
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logger.write(MODULE_NAME, "[ERROR] The file " + filePath + '/' + fileName + ' does not exist and it is required to continue. This process will retry to read it in a while. In the meantime make yourself sure that the process that generates it has ran properly.');
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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} else {
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logger.write(MODULE_NAME, "[ERROR] start -> processSingleFiles -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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}
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return;
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}
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let dataFile = JSON.parse(text);
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dataFiles.set(dependency.id, dataFile);
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dependencyControlLoop();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processSingleFiles -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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}
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function dependencyControlLoop() {
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dependencyIndex++
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if (dependencyIndex < dataDependenciesModule.nodeArray.length) {
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dependencyLoopBody()
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} else {
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let mapKey = "Single Files"
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multiPeriodDataFiles.set(mapKey, dataFiles)
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processMarketFiles()
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}
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}
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}
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/*
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We do market files first since if the simulation is run on daily files, there will be a loop to getch each daus files and we do not need
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that loop to reload market files.
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*/
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function processMarketFiles() {
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let n;
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timeFramesLoop();
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function timeFramesLoop() {
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/*
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We will iterate through all posible timeFrames.
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*/
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n = 0 // loop Variable representing each possible period as defined at the timeFrames array.
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timeFramesLoopBody();
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}
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function timeFramesLoopBody() {
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const timeFrame = global.marketFilesPeriods[n][0];
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const timeFrameLabel = global.marketFilesPeriods[n][1];
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let dependencyIndex = 0;
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dataFiles = new Map();
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if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
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currentTimeFrame = global.marketFilesPeriods[n][0];
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currentTimeFrameLabel = global.marketFilesPeriods[n][1];
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}
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dependencyLoopBody();
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function dependencyLoopBody() {
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let dependency = dataDependenciesModule.nodeArray[dependencyIndex];
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let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex];
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getFile();
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function getFile() {
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if (dependency.referenceParent.config.codeName !== "Multi-Period-Market") {
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dependencyControlLoop();
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return
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}
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if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
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if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
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dependencyControlLoop();
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return
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}
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}
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let fileName = "Data.json";
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let filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel;
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datasetModule.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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try {
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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if (err.message === 'File does not exist.') {
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logger.write(MODULE_NAME, "[ERROR] The file " + filePath + '/' + fileName + ' does not exist and it is required to continue. This process will retry to read it in a while. In the meantime make yourself sure that the process that generates it has ran properly.');
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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} else {
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logger.write(MODULE_NAME, "[ERROR] start -> processMarketFiles -> timeFramesLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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}
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return;
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}
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let dataFile = JSON.parse(text);
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let trimmedDataFile = trimDataFile(dataFile, datasetModule.node.parentNode.record)
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dataFiles.set(dependency.id, trimmedDataFile);
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dependencyControlLoop();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processMarketFiles -> timeFramesLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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}
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function dependencyControlLoop() {
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dependencyIndex++;
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if (dependencyIndex < dataDependenciesModule.nodeArray.length) {
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dependencyLoopBody();
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} else {
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let mapKey = global.marketFilesPeriods[n][1];
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multiPeriodDataFiles.set(mapKey, dataFiles)
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timeFramesControlLoop();
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}
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}
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}
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function timeFramesControlLoop() {
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n++;
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if (n < global.marketFilesPeriods.length) {
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timeFramesLoopBody();
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} else {
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processDailyFiles();
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}
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}
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}
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function processDailyFiles() {
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let n = 0;
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if (currentTimeFrame) {
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buildCharts()
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return
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}
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bot.tradingProcessDate = new Date(contextVariables.lastFile.valueOf() - global.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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advanceTime();
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function advanceTime() {
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bot.tradingProcessDate = new Date(bot.tradingProcessDate.valueOf() + global.ONE_DAY_IN_MILISECONDS);
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previousDay = new Date(bot.tradingProcessDate.valueOf() - global.ONE_DAY_IN_MILISECONDS);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> bot.tradingProcessDate = " + bot.tradingProcessDate); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> previousDay = " + previousDay); }
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/* Validation that we are not going past the user defined end date. */
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if (bot.tradingProcessDate.valueOf() >= bot.SESSION.parameters.timeRange.config.finalDatetime) {
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const logText = "User Defined End Datetime reached @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> advanceTime -> " + logText); }
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bot.SESSION.stop(logText)
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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return;
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}
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/* Validation that we are not going past the head of the market. */
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if (bot.tradingProcessDate.valueOf() > contextVariables.dateEndOfMarket.valueOf() + global.ONE_DAY_IN_MILISECONDS - 1) {
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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 -> processDailyFiles -> advanceTime -> " + logText); }
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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return;
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}
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checkStopTaskGracefully();
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}
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function checkStopTaskGracefully() {
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/* Validation that we dont need to stop. */
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if (global.STOP_TASK_GRACEFULLY === true) {
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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return;
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}
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checkStopProcessing();
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}
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function checkStopProcessing() {
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/* Validation that we dont need to stop. */
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if (bot.STOP_SESSION === true) {
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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return;
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}
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timeFramesLoop();
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}
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function timeFramesLoop() {
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/* Telling the world we are alive and doing well */
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let processingDate = bot.tradingProcessDate.getUTCFullYear() + '-' + utilities.pad(bot.tradingProcessDate.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.tradingProcessDate.getUTCDate(), 2);
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bot.processHeartBeat(processingDate)
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/*
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We will iterate through all posible timeFrames.
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*/
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n = 0 // loop Variable representing each possible period as defined at the timeFrames array.
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timeFramesLoopBody();
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}
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function timeFramesLoopBody() {
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const timeFrame = global.dailyFilePeriods[n][0];
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const timeFrameLabel = global.dailyFilePeriods[n][1];
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if (processConfig.framework.validtimeFrames !== undefined) {
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let validPeriod = false;
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for (let i = 0; i < processConfig.framework.validtimeFrames.length; i++) {
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let period = processConfig.framework.validtimeFrames[i];
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if (period === timeFrameLabel) { validPeriod = true }
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}
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if (validPeriod === false) {
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timeFramesControlLoop();
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return;
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}
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}
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if (bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel) {
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currentTimeFrame = global.dailyFilePeriods[n][0];
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currentTimeFrameLabel = global.dailyFilePeriods[n][1];
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}
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let dependencyIndex = 0;
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dataFiles = new Map();
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dependencyLoopBody();
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function dependencyLoopBody() {
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let dependency = dataDependenciesModule.nodeArray[dependencyIndex];
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let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex];
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let file
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getFile()
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function getFile() {
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if (dependency.referenceParent.config.codeName !== "Multi-Period-Daily") {
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dependencyControlLoop();
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return
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}
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if (dataDependenciesModule.isItADepenency(timeFrameLabel, datasetModule.node.parentNode.config.singularVariableName) !== true) {
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if (!(bot.SESSION.parameters.timeFrame.config.label === timeFrameLabel && datasetModule.node.parentNode.config.pluralVariableName === 'candles')) {
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dependencyControlLoop();
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return
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}
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}
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let dateForPath = bot.tradingProcessDate.getUTCFullYear() + '/' + utilities.pad(bot.tradingProcessDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.tradingProcessDate.getUTCDate(), 2);
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let filePath
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if (dependency.referenceParent.config.codeName === "Multi-Period-Daily") {
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filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel + "/" + dateForPath;
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} else {
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filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + dateForPath;
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}
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let fileName = "Data.json";
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|
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datasetModule.getTextFile(filePath, fileName, onFileReceived);
|
|
|
|
function onFileReceived(err, text) {
|
|
try {
|
|
if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
|
|
logger.write(MODULE_NAME, "[ERROR] The file " + filePath + '/' + fileName + ' does not exist and it is required to continue. This process will retry to read it in a while. In the meantime make yourself sure that the process that generates it has ran properly.');
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
return;
|
|
}
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> timeFramesLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> Not Ok -> err = " + err.code);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
file = JSON.parse(text);
|
|
dataFiles.set(dependency.id, file);
|
|
dependencyControlLoop();
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> timeFramesLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function dependencyControlLoop() {
|
|
dependencyIndex++;
|
|
|
|
if (dependencyIndex < dataDependenciesModule.nodeArray.length) {
|
|
dependencyLoopBody();
|
|
} else {
|
|
let mapKey = global.dailyFilePeriods[n][1];
|
|
multiPeriodDataFiles.set(mapKey, dataFiles)
|
|
timeFramesControlLoop();
|
|
}
|
|
}
|
|
}
|
|
|
|
function timeFramesControlLoop() {
|
|
n++;
|
|
if (n < global.dailyFilePeriods.length) {
|
|
timeFramesLoopBody();
|
|
} else {
|
|
n = 0;
|
|
if (currentTimeFrame !== undefined) {
|
|
buildCharts(advanceTime);
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> timeFramesControlLoop -> Time Frame not Recognized. Can not continue.");
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function buildCharts(advanceTime) {
|
|
const COMMONS = require('../Commons.js')
|
|
let commons = COMMONS.newCommons(bot, logger, UTILITIES, FILE_STORAGE)
|
|
|
|
let chart = {}
|
|
let mainDependency = {}
|
|
|
|
/* The first phase here is about checking that we have everything we need at the definition level. */
|
|
let dataDependencies = bot.processNode.referenceParent.processDependencies.dataDependencies
|
|
if (commons.validateDataDependencies(dataDependencies, callBackFunction) !== true) { return }
|
|
|
|
let outputDatasets = bot.processNode.referenceParent.processOutput.outputDatasets
|
|
if (commons.validateOutputDatasets(outputDatasets, callBackFunction) !== true) { return }
|
|
|
|
/* The second phase is about transforming the inputs into a format that can be used to apply the user defined code. */
|
|
for (let j = 0; j < global.marketFilesPeriods.length; j++) {
|
|
let timeFrameLabel = marketFilesPeriods[j][1]
|
|
let dataFiles = multiPeriodDataFiles.get(timeFrameLabel)
|
|
let products = {}
|
|
|
|
if (dataFiles !== undefined) {
|
|
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
|
|
|
|
let propertyName = 'at' + timeFrameLabel.replace('-', '')
|
|
chart[propertyName] = products
|
|
}
|
|
}
|
|
|
|
for (let j = 0; j < global.dailyFilePeriods.length; j++) {
|
|
let timeFrameLabel = global.dailyFilePeriods[j][1]
|
|
let dataFiles = multiPeriodDataFiles.get(timeFrameLabel)
|
|
let products = {}
|
|
|
|
if (dataFiles !== undefined) {
|
|
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
|
|
|
|
let propertyName = 'at' + timeFrameLabel.replace('-', '')
|
|
chart[propertyName] = products
|
|
}
|
|
}
|
|
|
|
/* Single Files */
|
|
let dataFiles = multiPeriodDataFiles.get('Single Files')
|
|
let products = {}
|
|
|
|
if (dataFiles !== undefined) {
|
|
commons.inflateDatafiles(dataFiles, dataDependencies, products, mainDependency, currentTimeFrame)
|
|
|
|
let propertyName = 'atAnyTimeFrame'
|
|
chart[propertyName] = products
|
|
}
|
|
|
|
tradingOutputModule.start(
|
|
chart,
|
|
currentTimeFrame,
|
|
currentTimeFrameLabel,
|
|
bot.tradingProcessDate,
|
|
onOutputGenerated);
|
|
|
|
function onOutputGenerated(err) {
|
|
try {
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
bot.FIRST_EXECUTION = false // From here on, all other loops executions wont be the first execution.
|
|
|
|
if (currentTimeFrame > global.dailyFilePeriods[0][0]) {
|
|
writeMarketStatusReport(onMarketStatusReport)
|
|
} else {
|
|
writeDataRanges(currentTimeFrameLabel, onWritten);
|
|
}
|
|
|
|
function onWritten(err) {
|
|
try {
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> buildCharts -> onOutputGenerated -> onWritten -> err = " + err.stack);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
writeDailyStatusReport(bot.tradingProcessDate, onDailyStatusReport);
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> buildCharts -> onOutputGenerated -> onWritten -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function onDailyStatusReport() {
|
|
advanceTime();
|
|
}
|
|
|
|
function onMarketStatusReport() {
|
|
/* This is where we check if we need reached the user defined end datetime. */
|
|
const now = new Date()
|
|
if (now.valueOf() >= bot.SESSION.parameters.timeRange.config.finalDatetime) {
|
|
const logText = "User Defined End Datetime reached @ " + now.getUTCFullYear() + "/" + (now.getUTCMonth() + 1) + "/" + now.getUTCDate() + ".";
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processDailyFiles -> buildCharts -> onOutputGenerated -> onMarketStatusReport -> " + logText); }
|
|
|
|
bot.SESSION.stop('because it just finished.')
|
|
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
|
return;
|
|
}
|
|
if (bot.SESSION.type === 'Backtesting Session') {
|
|
bot.SESSION.stop('Backtesting Session over Market Files Finished.')
|
|
}
|
|
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processDailyFiles -> buildCharts -> onOutputGenerated -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
function writeDataRanges(currentTimeFrameLabel, callBack) {
|
|
let outputDatasetIndex = -1;
|
|
controlLoop();
|
|
|
|
function productLoopBody() {
|
|
let productCodeName = bot.processNode.referenceParent.processOutput.outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName;
|
|
writeDataRange(contextVariables.dateBeginOfMarket, bot.tradingProcessDate, productCodeName, currentTimeFrameLabel, controlLoop);
|
|
}
|
|
|
|
function controlLoop() {
|
|
outputDatasetIndex++;
|
|
if (outputDatasetIndex < bot.processNode.referenceParent.processOutput.outputDatasets.length) {
|
|
productLoopBody();
|
|
} else {
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
function writeDataRange(pBegin, pEnd, productCodeName, currentTimeFrameLabel, callBack) {
|
|
let dataRange = {
|
|
begin: pBegin.valueOf(),
|
|
end: pEnd.valueOf() + global.ONE_DAY_IN_MILISECONDS
|
|
};
|
|
|
|
let fileContent = JSON.stringify(dataRange);
|
|
let fileName = '/Data.Range.json';
|
|
let filePath = bot.filePathRoot + "/Output/" + bot.SESSION.folderName + "/" + productCodeName + "/" + 'Multi-Period-Daily' + fileName;
|
|
|
|
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFileCreated -> err = " + err.stack);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
let key = bot.dataMine + "-" + bot.codeName + "-" + productCodeName + "-" + bot.exchange + "-" + bot.market.baseAsset + '/' + bot.market.quotedAsset
|
|
let event = {
|
|
dateRange: dataRange
|
|
}
|
|
|
|
global.EVENT_SERVER_CLIENT.raiseEvent(key, 'Data Range Updated', event)
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeDailyStatusReport(lastFileDate, callBack) {
|
|
let reportKey = bot.dataMine + "-" + bot.codeName + "-" + bot.processNode.referenceParent.config.codeName
|
|
let thisReport = statusDependencies.statusReports.get(reportKey);
|
|
|
|
thisReport.file.lastExecution = bot.currentDaytime;
|
|
thisReport.file.lastFile = lastFileDate;
|
|
thisReport.file.simulationState = bot.simulationState;
|
|
thisReport.save(callBack);
|
|
}
|
|
|
|
function writeMarketStatusReport(callBack) {
|
|
let reportKey = bot.dataMine + "-" + bot.codeName + "-" + bot.processNode.referenceParent.config.codeName
|
|
let thisReport = statusDependencies.statusReports.get(reportKey);
|
|
|
|
thisReport.file.lastExecution = bot.processDatetime;
|
|
thisReport.file.simulationState = bot.simulationState;
|
|
|
|
logger.newInternalLoop(bot.codeName, bot.process, bot.tradingProcessDate);
|
|
thisReport.save(callBack);
|
|
}
|
|
|
|
function trimDataFile(dataFile, recordDefinition) {
|
|
/*
|
|
Here we will discard all the records in a file that are outside of the current time range.
|
|
*/
|
|
let beginIndex
|
|
let endIndex
|
|
let result = []
|
|
for (let i = 0; i < recordDefinition.properties.length; i++) {
|
|
let property = recordDefinition.properties[i]
|
|
if (property.config.codeName === 'begin') {
|
|
beginIndex = i
|
|
}
|
|
if (property.config.codeName === 'end') {
|
|
endIndex = i
|
|
}
|
|
}
|
|
for (let i = 0; i < dataFile.length; i++) {
|
|
let dataRecord = dataFile[i]
|
|
let begin = dataRecord[beginIndex]
|
|
let end = dataRecord[endIndex]
|
|
if (end < bot.SESSION.parameters.timeRange.config.initialDatetime) { continue }
|
|
if (begin > bot.SESSION.parameters.timeRange.config.finalDatetime) { continue }
|
|
result.push(dataRecord)
|
|
}
|
|
return result
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function pad(str, max) {
|
|
str = str.toString();
|
|
return str.length < max ? pad(" " + str, max) : str;
|
|
}
|
|
};
|