793 lines
36 KiB
JavaScript
793 lines
36 KiB
JavaScript
var LRCIndicator = function (settings) {
|
|
this.input = 'price';
|
|
this.depth = settings;
|
|
this.result = false;
|
|
this.age = 0;
|
|
this.history = [];
|
|
this.x = [];
|
|
/*
|
|
* Do not use array(depth) as it might not be implemented
|
|
*/
|
|
for (var i = 0; i < this.depth; i++) {
|
|
this.history.push(0.0);
|
|
this.x.push(i);
|
|
}
|
|
|
|
// log.debug("Created LRC indicator with h: ", this.depth);
|
|
}
|
|
|
|
LRCIndicator.prototype.update = function (price) {
|
|
// We need sufficient history to get the right result.
|
|
if (this.result === false && this.age < this.depth) {
|
|
|
|
this.history[this.age] = price;
|
|
this.age++;
|
|
this.result = false;
|
|
// log.debug("Waiting for sufficient age: ", this.age, " out of ", this.depth);
|
|
return;
|
|
}
|
|
|
|
this.age++;
|
|
// shift history
|
|
for (var i = 0; i < (this.depth - 1); i++) {
|
|
this.history[i] = this.history[i + 1];
|
|
}
|
|
this.history[this.depth - 1] = price;
|
|
|
|
this.calculate(price);
|
|
|
|
// log.debug("Checking LRC: ", this.result.toFixed(8), "\tH: ", this.age);
|
|
return;
|
|
}
|
|
|
|
/*
|
|
* Least squares linear regression fitting.
|
|
*/
|
|
function linreg(values_x, values_y) {
|
|
var sum_x = 0;
|
|
var sum_y = 0;
|
|
var sum_xy = 0;
|
|
var sum_xx = 0;
|
|
var count = 0;
|
|
|
|
/*
|
|
* We'll use those variables for faster read/write access.
|
|
*/
|
|
var x = 0;
|
|
var y = 0;
|
|
var values_length = values_x.length;
|
|
|
|
if (values_length != values_y.length) {
|
|
throw new Error('The parameters values_x and values_y need to have same size!');
|
|
}
|
|
|
|
/*
|
|
* Nothing to do.
|
|
*/
|
|
if (values_length === 0) {
|
|
return [[], []];
|
|
}
|
|
|
|
/*
|
|
* Calculate the sum for each of the parts necessary.
|
|
*/
|
|
for (var v = 0; v < values_length; v++) {
|
|
x = values_x[v];
|
|
y = values_y[v];
|
|
sum_x += x;
|
|
sum_y += y;
|
|
sum_xx += x * x;
|
|
sum_xy += x * y;
|
|
count++;
|
|
}
|
|
|
|
/*
|
|
* Calculate m and b for the formula: y = x * m + b
|
|
*
|
|
*/
|
|
var m = (count * sum_xy - sum_x * sum_y) / (count * sum_xx - sum_x * sum_x);
|
|
var b = (sum_y / count) - (m * sum_x) / count;
|
|
|
|
return [m, b];
|
|
}
|
|
|
|
|
|
/*
|
|
* Handle calculations
|
|
*/
|
|
LRCIndicator.prototype.calculate = function (price) {
|
|
// get the reg
|
|
var reg = linreg(this.x, this.history);
|
|
|
|
// y = a * x + b
|
|
this.result = ((this.depth - 1) * reg[0]) + reg[1];
|
|
}
|
|
|
|
exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE, BLOB_STORAGE) {
|
|
<<<<<<< HEAD
|
|
const FULL_LOG = true;
|
|
=======
|
|
const FULL_LOG = false;
|
|
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
|
|
const LOG_FILE_CONTENT = false;
|
|
const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
|
|
|
|
let bot = BOT;
|
|
|
|
const ONE_MIN_IN_MILISECONDS = 60 * 1000;
|
|
|
|
const MODULE_NAME = "User Bot";
|
|
|
|
const EXCHANGE_NAME = "Poloniex";
|
|
|
|
const logger = DEBUG_MODULE.newDebugLog();
|
|
logger.fileName = MODULE_NAME;
|
|
logger.bot = bot;
|
|
|
|
thisObject = {
|
|
initialize: initialize,
|
|
start: start
|
|
};
|
|
|
|
let gaussStorage = BLOB_STORAGE.newBlobStorage(bot);
|
|
let oliviaStorage = BLOB_STORAGE.newBlobStorage(bot);
|
|
|
|
let utilities = UTILITIES.newCloudUtilities(bot);
|
|
|
|
let statusDependencies;
|
|
|
|
return thisObject;
|
|
|
|
function initialize(pStatusDependencies, pMonth, pYear, callBackFunction) {
|
|
|
|
try {
|
|
|
|
logger.fileName = MODULE_NAME;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
|
|
|
|
statusDependencies = pStatusDependencies;
|
|
|
|
gaussStorage.initialize(bot.devTeam, onGaussInizialized);
|
|
|
|
function onGaussInizialized(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] initialize -> onGaussInizialized -> Initialization Succeed."); }
|
|
oliviaStorage.initialize("AAMasters", onOliviaInizialized);
|
|
|
|
} else {
|
|
logger.write("[ERROR] initialize -> onGaussInizialized -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
|
|
function onOliviaInizialized(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] initialize -> onOliviaInizialized -> Initialization Succeed."); }
|
|
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
|
|
|
} else {
|
|
logger.write("[ERROR] initialize -> onOliviaInizialized -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] initialize -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
/*
|
|
This process will do the following:
|
|
For every period on the market:
|
|
a. Get olivia files for the current execution time
|
|
i. If the file exist, validate we can get 63 candles
|
|
1) 63 candles exist, proceed
|
|
2) 63 candles doesn't exist, call for previous execution day until have 63
|
|
ii. File doesn't exist, wait until get the files
|
|
b. Once we have the 63 candles, calculate LRC
|
|
c. Save LRC points
|
|
*/
|
|
|
|
function start(callBackFunction) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> Entering function."); }
|
|
|
|
let market = global.MARKET;
|
|
let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
|
|
let executionTime;
|
|
let maxCandleTime;
|
|
let lastCandles;
|
|
|
|
getContextVariables();
|
|
|
|
function getContextVariables() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> Entering function."); }
|
|
|
|
let reportKey = "AAMasters" + "-" + "AAOlivia" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
|
|
|
|
if (statusDependencies.statusReports.get(reportKey).status === "Status Report is corrupt.") {
|
|
logger.write("[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
return;
|
|
}
|
|
|
|
let thisReport = statusDependencies.statusReports.get(reportKey).file;
|
|
|
|
if (thisReport.lastFile === undefined) {
|
|
logger.write("[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
|
|
|
|
let customOK = {
|
|
result: global.CUSTOM_OK_RESPONSE.result,
|
|
message: "Dependency not ready."
|
|
}
|
|
logger.write("[WARN] start -> getContextVariables -> customOK = " + customOK.message);
|
|
callBackFunction(customOK);
|
|
return;
|
|
}
|
|
|
|
maxCandleTime = new Date(thisReport.lastFile);
|
|
|
|
reportKey = "AAVikings" + "-" + "AAGauss" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
|
|
|
|
if (statusDependencies.statusReports.get(reportKey).status === "Status Report is corrupt.") {
|
|
logger.write("[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
return;
|
|
}
|
|
|
|
thisReport = statusDependencies.statusReports.get(reportKey).file;
|
|
if (thisReport.lastCandles !== undefined) {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> thisReport.lastCandles: " + JSON.stringify(thisReport.lastCandles)) };
|
|
|
|
lastCandles = thisReport.lastCandles;
|
|
buildLRCPoints();
|
|
|
|
} else {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> First time running the bot."); }
|
|
|
|
lastCandles = [];
|
|
|
|
for (n = 0; n < global.dailyFilePeriods.length; n++) {
|
|
lastCandles.push(0);
|
|
}
|
|
|
|
lastCandles[10] = new Date(Date.UTC(2018, 3)).valueOf();
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> Starting at: " + new Date(lastCandles[10]).toISOString()); }
|
|
|
|
buildLRCPoints();
|
|
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> getContextVariables -> err = " + err.message);
|
|
if (err.message === "Cannot read property 'file' of undefined") {
|
|
logger.write("[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
|
|
logger.write("[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
|
|
}
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function buildLRCPoints() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> Entering function."); }
|
|
|
|
advanceTime();
|
|
|
|
function advanceTime() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> Entering function."); }
|
|
|
|
<<<<<<< HEAD
|
|
executionTime = new Date(lastCandles[2] + (ONE_MIN_IN_MILISECONDS*30));
|
|
=======
|
|
executionTime = new Date(lastCandles[10] + ONE_MIN_IN_MILISECONDS);
|
|
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
|
|
|
|
/* Validation that we are not going past the head of the market. */
|
|
|
|
if (executionTime.valueOf() > maxCandleTime.valueOf()) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> Head of the market found @ " + maxCandleTime.toISOString()); }
|
|
|
|
callBackFunction(global.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
|
|
return;
|
|
}
|
|
|
|
periodsLoop();
|
|
|
|
}
|
|
}
|
|
|
|
function periodsLoop() {
|
|
|
|
let n = 0 // loop Variable representing each possible period as defined at the periods array.
|
|
|
|
loopBody();
|
|
|
|
function loopBody() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> periodsLoop -> loopBody -> Entering function. Time: " + executionTime.toISOString() + ". Loop: "+n); }
|
|
|
|
const outputPeriod = global.dailyFilePeriods[n][0];
|
|
const folderName = global.dailyFilePeriods[n][1];
|
|
|
|
isTimeToRun();
|
|
|
|
function isTimeToRun() {
|
|
<<<<<<< HEAD
|
|
let nextExecution = lastCandles[2] + outputPeriod;
|
|
=======
|
|
let nextExecution = lastCandles[n] + outputPeriod;
|
|
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
|
|
if (executionTime.valueOf() >= nextExecution) {
|
|
getLRCPoints();
|
|
} else {
|
|
if (FULL_LOG === true) logger.write("[INFO] start -> periodsLoop -> loopBody -> It's not time to run this period. Next Execution: " + new Date(nextExecution).toISOString());
|
|
|
|
controlLoop();
|
|
}
|
|
}
|
|
|
|
function getLRCPoints() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> Entering function."); }
|
|
|
|
const maxLRCDepth = 63;
|
|
const maxBackwardsCount = 60;
|
|
|
|
let backwardsCount = 0;
|
|
let candleArray = [];
|
|
|
|
let queryDate = new Date(executionTime);
|
|
let candleFile = getDailyFile(queryDate, onDailyFileReceived); //TODO Implement remote file cache
|
|
|
|
function onDailyFileReceived(err, candleFile) {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> onDailyFileReceived."); }
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
for (let i = 0; i < candleFile.length; i++) {
|
|
let candle = {
|
|
open: undefined,
|
|
close: undefined,
|
|
min: 10000000000000,
|
|
max: 0,
|
|
begin: undefined,
|
|
end: undefined
|
|
};
|
|
|
|
candle.min = candleFile[i][0];
|
|
candle.max = candleFile[i][1];
|
|
|
|
candle.open = candleFile[i][2];
|
|
candle.close = candleFile[i][3];
|
|
|
|
candle.begin = candleFile[i][4];
|
|
candle.end = candleFile[i][5];
|
|
|
|
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] Candle Date: " + new Date(candle.begin).toISOString() + ". Process Date: " + executionTime.toISOString()); }
|
|
|
|
let lastCandle = executionTime.valueOf() - (outputPeriod * maxLRCDepth);
|
|
|
|
if (candleArray.length < maxLRCDepth && candle.begin > lastCandle && candle.begin <= executionTime.valueOf()) {
|
|
candleArray.push(candle);
|
|
}
|
|
}
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> Candle Array Length: " + candleArray.length); }
|
|
|
|
if (candleArray.length >= maxLRCDepth) {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> All candles available proceed with LRC calculations."); }
|
|
|
|
let lrcPoint = performLRCCalculations(candleArray);
|
|
savePoint(lrcPoint);
|
|
|
|
} else if (backwardsCount <= maxBackwardsCount) {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> Getting file for day before."); }
|
|
|
|
queryDate.setDate(queryDate.getDate() - 1);
|
|
getDailyFile(queryDate, onDailyFileReceived);
|
|
backwardsCount++;
|
|
} else {
|
|
logger.write("[ERROR] start -> getLRCPoints -> Not enough history to calculate LRC.");
|
|
callBack(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
function getDailyFile(dateTime, onDailyFileReceived) {
|
|
try {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> getDailyFile -> Entering function."); }
|
|
|
|
let datePath = dateTime.getUTCFullYear() + "/" + utilities.pad(dateTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(dateTime.getUTCDate(), 2);
|
|
let filePath = "AAMasters/AAOlivia.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Candles/Multi-Period-Daily/" + folderName + "/" + datePath;
|
|
let fileName = market.assetA + '_' + market.assetB + ".json"
|
|
|
|
oliviaStorage.getTextFile(filePath, fileName, onFileReceived);
|
|
|
|
function onFileReceived(err, text) {
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> getDailyFile -> onFileReceived > Entering Function."); }
|
|
|
|
let candleFile = JSON.parse(text);
|
|
onDailyFileReceived(global.DEFAULT_OK_RESPONSE, candleFile);
|
|
} else {
|
|
logger.write("[ERROR] start -> getLRCPoints -> getDailyFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
return;
|
|
}
|
|
}
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> getLRCPoints -> getDailyFile -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function performLRCCalculations(candleArray) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> performLRCCalculations -> Entering function."); }
|
|
|
|
/*
|
|
* 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.
|
|
*/
|
|
candleArray.sort(function (a, b) {
|
|
return a.begin - b.begin;
|
|
});
|
|
|
|
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 (FULL_LOG === true) {
|
|
logger.write("[INFO] start -> getLRCPoints -> performLRCCalculations -> LRC Points calculation results: " + JSON.stringify(lrcPoints)); }
|
|
|
|
return lrcPoints;
|
|
}
|
|
|
|
function calculateLRC(candlesArray, lrcPoints) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[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; // TODO Check which price should be take to get the LRC
|
|
|
|
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("[ERROR] start -> getLRCPoints -> calculateLRC -> There is not enough history to calculate the LRC.");
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function savePoint(lrcPoint) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> savePoint -> Entering function."); }
|
|
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"
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> periodsLoop -> loopBody -> getCurrentContent -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> periodsLoop -> loopBody -> getCurrentContent -> filePath = " + filePath); }
|
|
|
|
gaussStorage.getTextFile(filePath, fileName, onFileRetrieved);
|
|
|
|
function onFileRetrieved(err, text) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
if (err.message === "File does not exist.") {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Daily file does not exist, creating folders."); }
|
|
|
|
createFolders(filePath);
|
|
return;
|
|
} else {
|
|
logger.write("[ERROR] start -> onFileRetrieved -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
}
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Daily file exist, appending content."); }
|
|
|
|
let fileContent = JSON.parse(text);
|
|
appendToFile(fileContent);
|
|
}
|
|
|
|
function createFolders(filePath) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> Entering function."); }
|
|
|
|
utilities.createFolderIfNeeded(filePath, gaussStorage, onFolderACreated);
|
|
|
|
function onFolderACreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> onFolderACreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> createFolders -> onFolderACreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
utilities.createFolderIfNeeded(reportFilePath, gaussStorage, onFolderCreated);
|
|
}
|
|
|
|
function onFolderCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> onFolderCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> createFolders -> onFolderCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
createFile();
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> createFolders -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function createFile() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> savePoint -> createFile -> Entering function."); }
|
|
|
|
let existingContent = [];
|
|
existingContent.push(lrcPoint);
|
|
|
|
gaussStorage.createTextFile(filePath, fileName, JSON.stringify(existingContent), onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> savePoint -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> savePoint -> onFileCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write("[INFO] start -> savePoint -> onFileCreated -> Content written = " + JSON.stringify(existingContent));
|
|
}
|
|
|
|
// We keep a record of the last candle used for the time period
|
|
<<<<<<< HEAD
|
|
lastCandles[2] = lrcPoint[0];
|
|
=======
|
|
lastCandles[n] = lrcPoint[0];
|
|
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
|
|
|
|
controlLoop();
|
|
}
|
|
}
|
|
|
|
function appendToFile(fileContent) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> savePoint -> appendToFile -> Entering function."); }
|
|
|
|
fileContent.push(lrcPoint);
|
|
|
|
gaussStorage.createTextFile(filePath, fileName, JSON.stringify(fileContent), onExistingFileUpdated);
|
|
|
|
function onExistingFileUpdated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> savePoint -> onExistingFileUpdated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> savePoint -> onExistingFileUpdated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write("[INFO] start -> savePoint -> onExistingFileUpdated -> Content written = " + JSON.stringify(fileContent));
|
|
}
|
|
|
|
// We keep a record of the last candle used for the time period
|
|
<<<<<<< HEAD
|
|
lastCandles[2] = lrcPoint[0];
|
|
=======
|
|
lastCandles[n] = lrcPoint[0];
|
|
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
|
|
|
|
controlLoop();
|
|
}
|
|
}
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> savePoint -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> Entering function."); }
|
|
|
|
n++;
|
|
|
|
if (n < global.dailyFilePeriods.length) {
|
|
|
|
loopBody();
|
|
|
|
} else {
|
|
<<<<<<< HEAD
|
|
let lastOneMinuteCandle = lastCandles[2];
|
|
=======
|
|
let lastOneMinuteCandle = lastCandles[10];
|
|
>>>>>>> efa5470188c576eca370cc465a9a63946bdb4e8d
|
|
writeDataRange(lastOneMinuteCandle, onWritten);
|
|
|
|
function onWritten(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> periodsLoop -> controlLoop -> onWritten -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] writeDataRanges -> writeDataRanges -> onWritten -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
writeStatusReport();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function writeDataRange(lastOneMinuteCandle, callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeDataRange -> Entering function."); }
|
|
|
|
let dataRange = {
|
|
begin: 1522540800000,//TODO: 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("[INFO] start -> writeDataRange -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeDataRange -> filePath = " + filePath); }
|
|
|
|
utilities.createFolderIfNeeded(filePath, gaussStorage, onFolderCreated);
|
|
|
|
function onFolderCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeDataRange -> onFolderCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[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("[INFO] start -> writeDataRange -> onFolderCreated -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> writeDataRange -> onFolderCreated -> onFileCreated -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write("[INFO] start -> writeDataRange -> onFolderCreated -> onFileCreated -> Content written = " + fileContentDataRange);
|
|
}
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> writeDataRange -> err = " + err.message);
|
|
callBack(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeStatusReport() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[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(onSaved);
|
|
|
|
function onSaved(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeStatusReport -> onSaved -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> writeStatusReport -> onSaved -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> writeStatusReport -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
};
|