818 lines
40 KiB
JavaScript
818 lines
40 KiB
JavaScript
var LRCIndicator = function (settings) {
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this.input = 'price';
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this.depth = settings;
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this.result = false;
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this.age = 0;
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this.history = [];
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this.x = [];
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/*
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* Do not use array(depth) as it might not be implemented
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*/
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for (var i = 0; i < this.depth; i++) {
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this.history.push(0.0);
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this.x.push(i);
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}
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// log.debug("Created LRC indicator with h: ", this.depth);
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}
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LRCIndicator.prototype.update = function (price) {
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// We need sufficient history to get the right result.
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if (this.result === false && this.age < this.depth) {
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this.history[this.age] = price;
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this.age++;
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this.result = false;
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// log.debug("Waiting for sufficient age: ", this.age, " out of ", this.depth);
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return;
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}
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this.age++;
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// shift history
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for (var i = 0; i < (this.depth - 1); i++) {
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this.history[i] = this.history[i + 1];
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}
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this.history[this.depth - 1] = price;
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this.calculate(price);
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// log.debug("Checking LRC: ", this.result.toFixed(8), "\tH: ", this.age);
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return;
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}
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/*
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* Least squares linear regression fitting.
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*/
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function linreg(values_x, values_y) {
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var sum_x = 0;
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var sum_y = 0;
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var sum_xy = 0;
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var sum_xx = 0;
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var count = 0;
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/*
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* We'll use those variables for faster read/write access.
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*/
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var x = 0;
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var y = 0;
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var values_length = values_x.length;
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if (values_length != values_y.length) {
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throw new Error('The parameters values_x and values_y need to have same size!');
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}
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/*
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* Nothing to do.
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*/
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if (values_length === 0) {
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return [[], []];
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}
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/*
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* Calculate the sum for each of the parts necessary.
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*/
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for (var v = 0; v < values_length; v++) {
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x = values_x[v];
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y = values_y[v];
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sum_x += x;
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sum_y += y;
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sum_xx += x * x;
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sum_xy += x * y;
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count++;
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}
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/*
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* Calculate m and b for the formula: y = x * m + b
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*
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*/
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var m = (count * sum_xy - sum_x * sum_y) / (count * sum_xx - sum_x * sum_x);
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var b = (sum_y / count) - (m * sum_x) / count;
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return [m, b];
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}
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/*
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* Handle calculations
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*/
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LRCIndicator.prototype.calculate = function (price) {
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// get the reg
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var reg = linreg(this.x, this.history);
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// y = a * x + b
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this.result = ((this.depth - 1) * reg[0]) + reg[1];
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}
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exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
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const ONE_MIN_IN_MILISECONDS = 60 * 1000;
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const MODULE_NAME = "User Bot";
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const EXCHANGE_NAME = "Poloniex";
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thisObject = {
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initialize: initialize,
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start: start
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};
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let gaussStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let oliviaStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let utilities = UTILITIES.newCloudUtilities(bot, logger);
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let statusDependencies;
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return thisObject;
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function initialize(pStatusDependencies, pMonth, pYear, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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statusDependencies = pStatusDependencies;
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gaussStorage.initialize(bot.devTeam, onGaussInizialized);
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function onGaussInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> onGaussInizialized -> Initialization Succeed."); }
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oliviaStorage.initialize("AAMasters", onOliviaInizialized);
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} else {
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logger.write(MODULE_NAME, "[ERROR] initialize -> onGaussInizialized -> err = " + err.message);
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callBackFunction(err);
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}
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}
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function onOliviaInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> onOliviaInizialized -> Initialization Succeed."); }
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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} else {
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logger.write(MODULE_NAME, "[ERROR] initialize -> onOliviaInizialized -> err = " + err.message);
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callBackFunction(err);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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/*
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This process will do the following:
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For every period on the market:
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a. Get olivia files for the current execution time
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i. If the file exist, validate we can get 63 candles
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1) 63 candles exist, proceed
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2) 63 candles doesn't exist, call for previous execution day until have 63
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ii. File doesn't exist, wait until get the files
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b. Once we have the 63 candles, calculate LRC
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c. Save LRC points
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*/
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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let market = global.MARKET;
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let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
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let executionTime;
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let lastCandles;
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let dateForLastOliviaFile;
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let dailyFileCache = new Map();
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let lrcPointsFileCache = new Map();
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getContextVariables();
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function getContextVariables() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); }
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let reportKey = "AAMasters" + "-" + "AAOlivia" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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if (statusDependencies.statusReports.get(reportKey).status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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let thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport === undefined || thisReport.lastExecution === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "Dependency not ready."
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}
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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} else {
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dateForLastOliviaFile = new Date(thisReport.lastExecution);
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}
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reportKey = "AAVikings" + "-" + "AAGauss" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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if (statusDependencies.statusReports.get(reportKey).status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastCandles !== undefined) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastCandles: " + JSON.stringify(thisReport.lastCandles)) };
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lastCandles = thisReport.lastCandles;
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buildLRCPoints();
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} else {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> First time running the bot."); }
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lastCandles = [];
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for (n = 0; n < global.dailyFilePeriods.length; n++) {
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lastCandles.push(0);
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}
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lastCandles[10] = new Date(Date.UTC(2015, 1, 20)).valueOf();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting at: " + new Date(lastCandles[10]).toISOString()); }
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buildLRCPoints();
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.message);
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if (err.message === "Cannot read property 'file' of undefined") {
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
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}
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildLRCPoints() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> Entering function."); }
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let writeReport = false;
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advanceTime();
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function advanceTime() {
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try {
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logger.newInternalLoop(bot.codeName, bot.process);
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executionTime = new Date(lastCandles[10] + ONE_MIN_IN_MILISECONDS);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
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if (isOnHeadOfMarket(executionTime, 10)) {
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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} else {
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periodsLoop();
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> advanceTime -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function isOnHeadOfMarket(timeToValidate, period) {
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let candleBeginIndex = 4;
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let lastCandlePeriodOnCache;
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let lastDayIndex = period + '/' + timeToValidate.getUTCFullYear() + "/" + utilities.pad(timeToValidate.getUTCMonth() + 1, 2) + "/" + utilities.pad(timeToValidate.getUTCDate(), 2);
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if (dailyFileCache.has(lastDayIndex)) {
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let currentFile = dailyFileCache.get(lastDayIndex);
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if (currentFile === undefined || currentFile[currentFile.length - 1] === undefined)
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return false;
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lastCandlePeriodOnCache = currentFile[currentFile.length - 1][candleBeginIndex];
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let isOnHead = (timeToValidate.valueOf() > lastCandlePeriodOnCache.valueOf());
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if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found @ " + new Date(lastCandlePeriodOnCache).toISOString() + ". Execution: " + new Date(timeToValidate).toISOString()); }
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return isOnHead;
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} else {
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let isOnHead = (timeToValidate.valueOf() > dateForLastOliviaFile.valueOf());
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if (isOnHead && FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] isOnHeadOfMarket -> Head of the market found @ " + new Date(dateForLastOliviaFile).toISOString()+ ". Execution: " + new Date(timeToValidate).toISOString()); }
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return isOnHead;
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}
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}
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function periodsLoop() {
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let n = 0 // loop Variable representing each possible period as defined at the periods array.
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loopBody();
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function loopBody() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> periodsLoop -> loopBody -> Entering function. Loop: " + n); }
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const outputPeriod = global.dailyFilePeriods[n][0];
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const folderName = global.dailyFilePeriods[n][1];
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const nextExecution = lastCandles[n] + outputPeriod;
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isTimeToRun();
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function isTimeToRun() {
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if (executionTime.valueOf() >= nextExecution && !isOnHeadOfMarket(executionTime, n)) {
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getLRCPoints();
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} else {
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setTimeout(function() { controlLoop(); }, 0);
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}
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}
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function getLRCPoints() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> Entering function."); }
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const maxLRCDepth = 63;
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const maxBackwardsCount = 3;
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let backwardsCount = 0;
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let candleArray = [];
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let queryDate = new Date(executionTime);
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let candleFile = getDailyFile(queryDate, onDailyFileReceived);
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function onDailyFileReceived(err, candleFile) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> onDailyFileReceived."); }
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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for (let i = 0; i < candleFile.length; i++) {
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let candle = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined
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};
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candle.min = candleFile[i][0];
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candle.max = candleFile[i][1];
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candle.open = candleFile[i][2];
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candle.close = candleFile[i][3];
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candle.begin = candleFile[i][4];
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candle.end = candleFile[i][5];
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] Candle Date: " + new Date(candle.begin).toISOString() + ". Process Date: " + executionTime.toISOString()); }
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let lastCandle = executionTime.valueOf() - (outputPeriod * maxLRCDepth);
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if (candleArray.length < maxLRCDepth && candle.begin > lastCandle && candle.begin <= executionTime.valueOf()) {
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candleArray.push(candle);
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}
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}
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> Candle Array Length: " + candleArray.length); }
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if (candleArray.length >= maxLRCDepth) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> All candles available proceed with LRC calculations."); }
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let lrcPoint = performLRCCalculations(candleArray);
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savePoint(lrcPoint);
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} else if (backwardsCount <= maxBackwardsCount) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> Getting file for day before."); }
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queryDate.setDate(queryDate.getDate() - 1);
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getDailyFile(queryDate, onDailyFileReceived);
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backwardsCount++;
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} else {
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logger.write(MODULE_NAME, "[WARN] start -> getLRCPoints -> Not enough history to calculate LRC. Moving to Next Period.");
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// If the control candle is not ready, advance the execution.
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if (n === 10) {
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lastCandles[10] += ONE_MIN_IN_MILISECONDS;
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}
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setTimeout(function () { controlLoop(); }, 0);
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}
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}
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}
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function getDailyFile(dateTime, onDailyFileReceived) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> getDailyFile -> Entering function."); }
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/**
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* Let's first check if we can use our own process cache in order to reduce network requests.
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* Otherwise, continue with the one from the servers.
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*
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*/
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let datePath = dateTime.getUTCFullYear() + "/" + utilities.pad(dateTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(dateTime.getUTCDate(), 2);
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let cachePosition = n + '/' + datePath;
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if (dailyFileCache.has(cachePosition)) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> getDailyFile -> Getting the file from local cache."); }
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let cache = dailyFileCache.get(cachePosition);
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onDailyFileReceived(global.DEFAULT_OK_RESPONSE, cache);
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} else {
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let filePath = "AAMasters/AAOlivia.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Candles/Multi-Period-Daily/" + folderName + "/" + datePath;
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let fileName = market.assetA + '_' + market.assetB + ".json"
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oliviaStorage.getTextFile(filePath, fileName, onFileReceived);
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}
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function onFileReceived(err, text) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> getDailyFile -> onFileReceived > Entering Function."); }
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let candleFile = JSON.parse(text);
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dailyFileCache.set(cachePosition, candleFile);
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onDailyFileReceived(global.DEFAULT_OK_RESPONSE, candleFile);
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} else {
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logger.write(MODULE_NAME, "[WARN] start -> getLRCPoints -> getDailyFile -> onFileReceived -> Failed to get the file. Dependency not ready.");
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// If the control candle is not ready, advance the execution.
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if (n === 10) {
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lastCandles[10] += ONE_MIN_IN_MILISECONDS;
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}
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setTimeout(function () { controlLoop(); }, 0);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> getLRCPoints -> getDailyFile -> err = " + err.message);
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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}
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}
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function performLRCCalculations(candleArray) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> performLRCCalculations -> Entering function."); }
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/*
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* It's needed to order since it's possible that we need to get another file and it will put an older candle at the end of the array.
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*/
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candleArray.sort(function (a, b) {
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return a.begin - b.begin;
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});
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if (USE_PARTIAL_LAST_CANDLE === false) candleArray = candleArray.slice(0, candleArray.length - 1);
|
|
|
|
let lrcPoints = [];
|
|
lrcPoints.push(0); //firstCandleBeginTime 0
|
|
lrcPoints.push(0); //firstCandleEndTime 1
|
|
lrcPoints.push(0); //minimumPointValue 2
|
|
lrcPoints.push(0); //middlePointValue 3
|
|
lrcPoints.push(0); //maximumPointValue 4
|
|
|
|
if (LOG_FILE_CONTENT === true)
|
|
lrcPoints.push(candleArray); //Entire candle array 5
|
|
|
|
calculateLRC(candleArray, lrcPoints);
|
|
|
|
let lastCandle = candleArray[0];
|
|
let firstCandle = candleArray[candleArray.length - 1];
|
|
lrcPoints[0] = firstCandle.begin;
|
|
lrcPoints[1] = firstCandle.end;
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> performLRCCalculations -> LRC Points calculation results: " + JSON.stringify(lrcPoints));
|
|
}
|
|
|
|
return lrcPoints;
|
|
}
|
|
|
|
function calculateLRC(candlesArray, lrcPoints) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getLRCPoints -> calculateLRC -> Entering function."); }
|
|
|
|
let lrcMinIndicator = new LRCIndicator(15);
|
|
let lrcMidIndicator = new LRCIndicator(30);
|
|
let lrcMaxIndicator = new LRCIndicator(60);
|
|
|
|
for (let i = 0; i < candlesArray.length; i++) {
|
|
let tempCandle = candlesArray[i];
|
|
let averagePrice = (tempCandle.min + tempCandle.max + tempCandle.open + tempCandle.close) / 4;
|
|
|
|
lrcMinIndicator.update(averagePrice);
|
|
lrcMidIndicator.update(averagePrice);
|
|
lrcMaxIndicator.update(averagePrice);
|
|
}
|
|
|
|
/*
|
|
* Only if there is enough history the result will be calculated
|
|
*/
|
|
if (lrcMinIndicator.result != false && lrcMidIndicator.result != false && lrcMaxIndicator.result != false) {
|
|
lrcPoints[2] = lrcMinIndicator.result;
|
|
lrcPoints[3] = lrcMidIndicator.result;
|
|
lrcPoints[4] = lrcMaxIndicator.result;
|
|
|
|
return lrcPoints;
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> getLRCPoints -> calculateLRC -> There is not enough history to calculate the LRC.");
|
|
}
|
|
}
|
|
|
|
function savePoint(lrcPoint) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> Entering function."); }
|
|
|
|
/**
|
|
* Let's first check if we can use our own process cache in order to reduce network requests.
|
|
* Otherwise, continue with the one from the servers.
|
|
*
|
|
*/
|
|
let datePath = executionTime.getUTCFullYear() + "/" + utilities.pad(executionTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(executionTime.getUTCDate(), 2);
|
|
let filePath = bot.filePathRoot + "/Output/LRC-Points/Multi-Period-Daily/" + folderName + "/" + datePath;
|
|
let fileName = market.assetA + '_' + market.assetB + ".json"
|
|
|
|
let cachePosition = n + '/' + datePath;
|
|
|
|
if (!lrcPointsFileCache.has(cachePosition)) {
|
|
lrcPointsFileCache.set(cachePosition, []);
|
|
}
|
|
|
|
lrcPointsFileCache.get(cachePosition).push(lrcPoint);
|
|
|
|
lastCandles[n] = lrcPoint[0];
|
|
|
|
let timeToValidate = new Date(executionTime.valueOf() + outputPeriod);
|
|
if (isOnHeadOfMarket(timeToValidate, n)) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> getCurrentContent -> file = " + fileName + filePath); }
|
|
|
|
gaussStorage.getTextFile(filePath, fileName, onFileRetrieved);
|
|
} else {
|
|
// Move to the next period without writing report
|
|
setTimeout(function() { controlLoop(); }, 0);
|
|
}
|
|
|
|
function onFileRetrieved(err, text) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> onFileRetrieved -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
if (err.message === "File does not exist.") {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> onFileRetrieved -> Daily file does not exist, creating folders."); }
|
|
|
|
createFile();
|
|
return;
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> savePoint -> onFileRetrieved -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
}
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> onFileRetrieved -> Daily file exist, appending content."); }
|
|
|
|
let existingFileContent = JSON.parse(text);
|
|
let finalContent = appendLRCPoints(existingFileContent);
|
|
appendToFile(finalContent);
|
|
}
|
|
|
|
function createFile() {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> createFile -> Entering function."); }
|
|
|
|
let fileContent = JSON.stringify(lrcPointsFileCache.get(cachePosition));
|
|
|
|
gaussStorage.createTextFile(filePath, fileName, fileContent, onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> savePoint -> onFileCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> savePoint -> onFileCreated -> Content written = " + JSON.stringify(fileContent));
|
|
}
|
|
|
|
saveCleanAndMoveForward();
|
|
}
|
|
}
|
|
|
|
function appendToFile(fileContent) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> appendToFile -> Entering function."); }
|
|
|
|
gaussStorage.createTextFile(filePath, fileName, JSON.stringify(fileContent), onExistingFileUpdated);
|
|
|
|
function onExistingFileUpdated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> savePoint -> onExistingFileUpdated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> savePoint -> onExistingFileUpdated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> savePoint -> onExistingFileUpdated -> Content written = " + JSON.stringify(fileContent));
|
|
}
|
|
|
|
saveCleanAndMoveForward();
|
|
}
|
|
}
|
|
|
|
function appendLRCPoints(existingLRCPoints) {
|
|
if (existingLRCPoints === undefined)
|
|
return lrcPointsFileCache.get(cachePosition);
|
|
|
|
for (i = 0; i < lrcPointsFileCache.get(cachePosition).length; i++) {
|
|
let lrcPoint = lrcPointsFileCache.get(cachePosition)[i];
|
|
let lastCandleOnFile = existingLRCPoints[existingLRCPoints.length - 1];
|
|
|
|
if (lastCandleOnFile[0] < lrcPoint[0]) {
|
|
existingLRCPoints.push(lrcPoint);
|
|
} else {
|
|
logger.write(MODULE_NAME, "[WARN] start -> savePoint -> appendLRCPoints -> The LCR Point calculated existed on the file storage, not saving: " + JSON.stringify(lrcPoint));
|
|
}
|
|
}
|
|
return existingLRCPoints;
|
|
}
|
|
|
|
function saveCleanAndMoveForward() {
|
|
writeReport = true;
|
|
cleanUpCache(lrcPointsFileCache, executionTime);
|
|
cleanUpCache(dailyFileCache, executionTime);
|
|
controlLoop();
|
|
}
|
|
|
|
function cleanUpCache(fileCache, dateTime) {
|
|
let date = new Date(dateTime);
|
|
let datePath = date.getUTCFullYear() + "/" + utilities.pad(date.getUTCMonth() + 1, 2) + "/" + utilities.pad(date.getUTCDate(), 2);
|
|
let cachePosition = n + '/' + datePath;
|
|
|
|
// Remove and go back one day
|
|
if (fileCache.has(cachePosition)) {
|
|
fileCache.delete(cachePosition);
|
|
date.setDate(date.getDate() - 1);
|
|
cleanUpCache(fileCache, date);
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> savePoint -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Entering function."); }
|
|
|
|
n++;
|
|
|
|
if (n < global.dailyFilePeriods.length) {
|
|
|
|
loopBody();
|
|
|
|
} else {
|
|
|
|
if (writeReport) {
|
|
writeReport = false;
|
|
let lastOneMinuteCandle = lastCandles[10];
|
|
writeDataRange(lastOneMinuteCandle, onWritten);
|
|
|
|
function onWritten(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> onWritten -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onWritten -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
writeStatusReport(advanceTime);
|
|
}
|
|
} else {
|
|
advanceTime();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function writeDataRange(lastOneMinuteCandle, callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> Entering function."); }
|
|
|
|
let dataRange = {
|
|
begin: 1424373300000,
|
|
end: lastOneMinuteCandle.valueOf()
|
|
};
|
|
|
|
let fileContentDataRange = JSON.stringify(dataRange);
|
|
|
|
let fileName = 'Data.Range.' + market.assetA + '_' + market.assetB + '.json';
|
|
let filePath = bot.filePathRoot + "/Output/LRC-Points/" + bot.process;
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> filePath = " + filePath); }
|
|
|
|
utilities.createFolderIfNeeded(filePath, gaussStorage, onFolderCreated);
|
|
|
|
function onFolderCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFolderCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFolderCreated -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
gaussStorage.createTextFile(filePath, fileName, fileContentDataRange + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFolderCreated -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFolderCreated -> onFileCreated -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFolderCreated -> onFileCreated -> Content written = " + fileContentDataRange);
|
|
}
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> err = " + err.message);
|
|
callBack(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeStatusReport(callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
|
|
|
|
let key = bot.devTeam + "-" + bot.codeName + "-" + bot.process + "-" + bot.dataSetVersion;
|
|
|
|
let statusReport = statusDependencies.statusReports.get(key);
|
|
|
|
statusReport.file.lastExecution = bot.processDatetime;
|
|
statusReport.file.lastCandles = lastCandles;
|
|
statusReport.save(callBack);
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
};
|