530 lines
20 KiB
JavaScript
530 lines
20 KiB
JavaScript
exports.newIndicatorBotCommons = function newIndicatorBotCommons(bot, logger, UTILITIES) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const MODULE_NAME = "Commons";
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const GMT_SECONDS = ':00.000 GMT+0000';
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const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
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let thisObject = {
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jsonifyDataFile: jsonifyDataFile,
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calculationsProcedure: calculationsProcedure,
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buildStandardChannels: buildStandardChannels,
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buildSubChannels: buildSubChannels,
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buildStandardSubChannels: buildStandardSubChannels,
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buildRecords: buildRecords
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};
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return thisObject;
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function jsonifyDataFile(dataFile, recordDefinition) {
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/*
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This function has as an input the raw data on files and creates with it an array of JSON objects
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with not calculated properties for later being consumed by Formulas
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*/
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let jsonifiedArray = []
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for (let i = 0; i < dataFile.length; i++) {
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let record = {}
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for (let j = 0; j < recordDefinition.properties.length; j++) {
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let property = recordDefinition.properties[j]
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if (property.code.isCalculated !== true) {
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record[property.code.codeName] = dataFile[i][j]
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}
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}
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jsonifiedArray.push(record);
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}
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return jsonifiedArray
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}
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function calculationsProcedure(jsonArray, recordDefinition, calculationsProcedure, variableName, timePeriod) {
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/*
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This function has as an input an array of JSON objects, and it adds calculated properties to
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complete the set of properties that will be available for Formulas.
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*/
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let system = { // These are the available system variables to be used in User Code and Formulas
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timePeriod: timePeriod,
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ONE_DAY_IN_MILISECONDS: ONE_DAY_IN_MILISECONDS
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}
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let variable = {} // This is the structure where the user will define its own variables that will be shared amond different code blocks and formulas.
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let resultingArray = []
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/* This is Initialization Code */
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if (calculationsProcedure.initialization !== undefined) {
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if (calculationsProcedure.initialization.code !== undefined) {
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eval(calculationsProcedure.initialization.code.code)
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}
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}
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/* This is Initialization Code */
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if (calculationsProcedure.loop !== undefined) {
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if (calculationsProcedure.loop.code !== undefined) {
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for (let i = 0; i < jsonArray.length; i++) {
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let indicator = {}
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indicator[variableName] = jsonArray[i]
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/* This is Loop Code */
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eval(calculationsProcedure.loop.code.code)
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/* For each calculated property we apply its formula*/
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for (let j = 0; j < recordDefinition.properties.length; j++) {
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let property = recordDefinition.properties[j]
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if (property.code.isCalculated === true) {
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if (property.formula !== undefined) {
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if (property.formula.code !== undefined) {
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let newValue = eval(property.formula.code)
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let currentRecord = indicator[variableName]
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currentRecord[property.code.codeName] = newValue
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}
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}
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}
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}
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/* Adding the new element to the resulting array */
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resultingArray.push(indicator.bollingerBand);
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}
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}
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}
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return resultingArray
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}
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function addCalculatedProperties(dependencyArray, variableName, timePeriod) {
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let dependecyArray = []
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/* This is Initialization Code */
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let lastMovingAverage = 0;
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const SIDE_TOLERANCE = 0.5 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const SMALL_SLOPE = 1.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const MEDIUM_SLOPE = 2.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const HIGH_SLOPE = 4.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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/* This is Initialization Code */
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for (let i = 0; i < dataFile.length; i++) {
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let indicator = {}
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indicator[variableName] = dataFile[i]
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/* This is Add Properties Code */
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if (lastMovingAverage > indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Down'; }
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if (lastMovingAverage < indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Up'; }
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if (lastMovingAverage === indicator.bollingerBand.movingAverage) { indicator.bollingerBand.direction = 'Side'; }
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let delta = Math.abs(indicator.bollingerBand.movingAverage - lastMovingAverage);
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indicator.bollingerBand.slope = 'Extreme';
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if (delta < indicator.bollingerBand.movingAverage * HIGH_SLOPE / 100) { indicator.bollingerBand.slope = 'Steep'; }
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if (delta < indicator.bollingerBand.movingAverage * MEDIUM_SLOPE / 100) { indicator.bollingerBand.slope = 'Medium'; }
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if (delta < indicator.bollingerBand.movingAverage * SMALL_SLOPE / 100) { indicator.bollingerBand.slope = 'Gentle'; }
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if (delta < indicator.bollingerBand.movingAverage * SIDE_TOLERANCE / 100) { indicator.bollingerBand.slope = 'Side'; }
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lastMovingAverage = indicator.bollingerBand.movingAverage;
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/* This is Add Properties Code */
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dependecyArray.push(indicator.bollingerBand);
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}
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return dependecyArray
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}
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function buildRecords(dataDependency, recordDefinition) {
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let records = []
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/* Initialization Code */
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let period = 1
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/* Initialization Code */
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for (let i = 0; i < dataDependency.bollinerBands.length; i++) {
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/* Calculations Code*/
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if (i === 0) {continue}
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let currentBand = dataDependency.bollinerBands[i];
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let previousBand = dataDependency.bollinerBands[i - 1];
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if (currentBand.direction === previousBand.direction) {
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period++
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} else {
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period = 1
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}
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/* Calculations Code*/
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let record = {
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begin: currentBand.begin, /* Property Formula Code */
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end: currentBand.end, /* Property Formula Code */
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direction: currentBand.direction, /* Property Formula Code */
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period: period /* Property Formula Code */
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};
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records.push(record)
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}
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return records
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}
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function buildBandsArray(dataFile, bands, timePeriod, callBackFunction) {
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try {
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let lastMovingAverage = 0;
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const SIDE_TOLERANCE = 0.5 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const SMALL_SLOPE = 1.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const MEDIUM_SLOPE = 2.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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const HIGH_SLOPE = 4.0 * timePeriod / ONE_DAY_IN_MILISECONDS;
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for (let i = 0; i < dataFile.length; i++) {
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let band = {
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begin: undefined,
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end: undefined,
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movingAverage: 10000000000000,
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standardDeviation: 0,
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deviation: undefined
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};
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band.begin = dataFile[i][0];
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band.end = dataFile[i][1];
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band.movingAverage = dataFile[i][2];
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band.standardDeviation = dataFile[i][3];
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band.deviation = dataFile[i][4];
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if (lastMovingAverage > band.movingAverage) { band.direction = 'Down'; }
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if (lastMovingAverage < band.movingAverage) { band.direction = 'Up'; }
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if (lastMovingAverage === band.movingAverage) { band.direction = 'Side'; }
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let delta = Math.abs(band.movingAverage - lastMovingAverage);
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band.slope = 'Extreme';
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if (delta < band.movingAverage * HIGH_SLOPE / 100) { band.slope = 'Steep'; }
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if (delta < band.movingAverage * MEDIUM_SLOPE / 100) { band.slope = 'Medium'; }
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if (delta < band.movingAverage * SMALL_SLOPE / 100) { band.slope = 'Gentle'; }
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if (delta < band.movingAverage * SIDE_TOLERANCE / 100) { band.slope = 'Side'; }
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bands.push(band);
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lastMovingAverage = band.movingAverage;
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}
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}
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catch (err) {
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildChannels(bands, channels, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildChannels -> Entering function."); }
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try {
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let channel;
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for (let i = 0; i < bands.length; i++) {
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let currentBand = bands[i];
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let nextBand;
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if (i < bands.length - 1) {
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nextBand = bands[i + 1];
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if (
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currentBand.direction === nextBand.direction) {
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if (channel === undefined) {
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channel = {
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begin: undefined,
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end: undefined,
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direction: undefined,
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period: 0,
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firstMovingAverage: 0,
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lastMovingAverage: 0,
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firstDeviation: 0,
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lastDeviation: 0
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};
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channel.direction = currentBand.direction;
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channel.period = 2;
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channel.begin = currentBand.begin;
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channel.end = nextBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = nextBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = nextBand.deviation;
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} else {
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channel.period++;
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channel.end = nextBand.end;
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channel.lastMovingAverage = nextBand.movingAverage;
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channel.lastDeviation = nextBand.deviation;
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}
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} else {
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if (channel !== undefined) {
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channels.push(channel);
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channel = undefined;
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} else {
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/* The channel has only one period */
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channel = {};
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channel.direction = currentBand.direction;
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channel.period = 1;
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channel.begin = currentBand.begin;
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channel.end = currentBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = currentBand.deviation;
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channels.push(channel);
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channel = undefined;
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}
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}
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} else {
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if (channel !== undefined) {
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channel.period++;
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channel.end = currentBand.end;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.lastDeviation = currentBand.deviation;
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channels.push(channel);
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channel = undefined;
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} else {
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/* The channel has only one period */
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channel = {};
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channel.direction = currentBand.direction;
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channel.period = 1;
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channel.begin = currentBand.begin;
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channel.end = currentBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = currentBand.deviation;
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channels.push(channel);
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channel = undefined;
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}
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildChannels -> 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 buildStandardChannels(bands, standardChannels, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildStandardChannels -> Entering function."); }
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try {
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let period = 1
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for (let i = 1; i < bands.length; i++) {
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let channel;
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let currentBand = bands[i];
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let previousBand = bands[i - 1];
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if (currentBand.direction === previousBand.direction) {
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period++
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} else {
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period = 1
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}
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channel = {
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begin: currentBand.begin,
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end: currentBand.end,
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direction: currentBand.direction,
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period: period
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};
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standardChannels.push(channel)
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildStandardChannels -> 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 buildSubChannels(bands, subChannels, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildSubChannels -> Entering function."); }
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try {
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let channel;
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for (let i = 0; i < bands.length; i++) {
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let currentBand = bands[i];
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let nextBand;
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if (i < bands.length - 1) {
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nextBand = bands[i + 1];
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if (
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currentBand.direction === nextBand.direction &&
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currentBand.slope === nextBand.slope) {
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if (channel === undefined) {
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channel = {
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begin: undefined,
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end: undefined,
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direction: undefined,
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slope: undefined,
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period: 0,
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firstMovingAverage: 0,
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lastMovingAverage: 0,
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firstDeviation: 0,
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lastDeviation: 0
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};
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channel.direction = currentBand.direction;
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channel.slope = currentBand.slope;
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channel.period = 2;
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channel.begin = currentBand.begin;
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channel.end = nextBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = nextBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = nextBand.deviation;
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} else {
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channel.period++;
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channel.end = nextBand.end;
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channel.lastMovingAverage = nextBand.movingAverage;
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channel.lastDeviation = nextBand.deviation;
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}
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} else {
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if (channel !== undefined) {
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subChannels.push(channel);
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channel = undefined;
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} else {
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/* The channel has only one period */
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channel = {};
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channel.direction = currentBand.direction;
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channel.slope = currentBand.slope;
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channel.period = 1;
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channel.begin = currentBand.begin;
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channel.end = currentBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = currentBand.deviation;
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subChannels.push(channel);
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channel = undefined;
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}
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}
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} else {
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if (channel !== undefined) {
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channel.period++;
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channel.end = currentBand.end;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.lastDeviation = currentBand.deviation;
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subChannels.push(channel);
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channel = undefined;
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} else {
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/* The channel has only one period */
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channel = {};
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channel.direction = currentBand.direction;
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channel.slope = currentBand.slope;
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channel.period = 1;
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channel.begin = currentBand.begin;
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channel.end = currentBand.end;
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channel.firstMovingAverage = currentBand.movingAverage;
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channel.lastMovingAverage = currentBand.movingAverage;
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channel.firstDeviation = currentBand.deviation;
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channel.lastDeviation = currentBand.deviation;
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subChannels.push(channel);
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channel = undefined;
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}
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildSubChannels -> 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 buildStandardSubChannels(bands, standardSubChannels, callBackFunction) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] buildStandardSubChannels -> Entering function."); }
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try {
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let period = 1
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for (let i = 1; i < bands.length; i++) {
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let channel;
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let currentBand = bands[i];
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let previousBand = bands[i - 1];
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if (currentBand.direction === previousBand.direction && currentBand.slope === previousBand.slope) {
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period++
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} else {
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period = 1
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}
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channel = {
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begin: currentBand.begin,
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end: currentBand.end,
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direction: currentBand.direction,
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slope: currentBand.slope,
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period: period
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};
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standardSubChannels.push(channel)
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] buildStandardSubChannels -> 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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