790 lines
42 KiB
JavaScript
790 lines
42 KiB
JavaScript
exports.newMultiPeriodDaily = function newMultiPeriodDaily(bot, logger, UTILITIES, FILE_STORAGE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const MODULE_NAME = "Multi Period Daily";
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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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thisObject = {
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initialize: initialize,
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finalize: finalize,
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start: start
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};
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let utilities = UTILITIES.newCloudUtilities(logger);
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let statusDependencies;
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let dataDependencies;
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let datasets = [];
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let dataFiles = new Map;
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let botInstance;
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let fileStorage = FILE_STORAGE.newFileStorage(logger);
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let bootstrappingTheProcess = false
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let processConfig;
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return thisObject;
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function initialize(pProcessConfig, pStatusDependencies, pDataDependencies, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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logger.initialize();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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statusDependencies = pStatusDependencies;
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dataDependencies = pDataDependencies;
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processConfig = pProcessConfig;
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for (let i = 0; i < dataDependencies.nodeArray.length; i++) {
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let key;
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let dataset;
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let dependency = dataDependencies.nodeArray[i];
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key = dependency.dataMine + "-" +
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dependency.bot + "-" +
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dependency.product + "-" +
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dependency.dataSet + "-" +
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dependency.dataSetVersion
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dataset = dataDependencies.dataSets.get(key);
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datasets.push(dataset);
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}
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let USER_BOT_MODULE = require("./IndicatorBot")
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botInstance = USER_BOT_MODULE.newIndicatorBot(bot, logger, UTILITIES, FILE_STORAGE);
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botInstance.initialize(callBackFunction);
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> err = "+ err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function finalize() {
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datasets = undefined
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dataFiles = undefined
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statusDependencies = undefined
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dataDependencies = undefined
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botInstance = undefined
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fileStorage = undefined
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processConfig = undefined
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thisObject = undefined
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}
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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let market = bot.market;
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/* Context Variables */
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let contextVariables = {
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lastFile: undefined, // Datetime of the last file files sucessfully produced by this process.
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dateBeginOfMarket: undefined, // Datetime of the first trade file in the whole market history.
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dateEndOfMarket: undefined // Datetime of the last file available to be used as an input of this process.
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};
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let previousDay; // Holds the date of the previous day relative to the processing date.
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let interExecutionMemoryArray;
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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 thisReport;
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let reportKey;
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let statusReport;
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if (processConfig.framework.startDate.fixedDate !== undefined) {
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/* The starting date is fixed, we will start from there. */
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> We have got a user defined startDate. -> startDate = " + processConfig.framework.startDate.fixedDate); }
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contextVariables.dateBeginOfMarket = new Date(processConfig.framework.startDate.fixedDate);
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} else {
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/*
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We look first for the bot who knows the begining of the market in order to get when the market starts.
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*/
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statusReport = statusDependencies.reportsByMainUtility.get("Market Starting Point")
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Market Starting Point -> Status Report does not exist or Market Starting Point not defined. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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thisReport = statusReport.file;
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if (thisReport.beginingOfMarket === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "Dependency does not exist."
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}
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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}
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contextVariables.dateBeginOfMarket = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
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}
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if (processConfig.framework.endDate.fixedDate !== undefined) {
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/* The ending date is fixed, we will end there. */
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> We have got a user defined endDate. -> endDate = " + processConfig.framework.endDate.fixedDate); }
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contextVariables.dateEndOfMarket = new Date(processConfig.framework.endDate.fixedDate);
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} else {
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/*
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Here we get the status report from the bot who knows which is the end of the market.
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*/
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statusReport = statusDependencies.reportsByMainUtility.get("Market Ending Point")
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Market Ending Point -> Status Report does not exist or Market Ending Point not defined. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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thisReport = statusReport.file;
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if (thisReport.lastFile === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> 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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}
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contextVariables.dateEndOfMarket = new Date(thisReport.lastFile.valueOf());
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}
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/* Finally we get our own Status Report. */
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statusReport = statusDependencies.reportsByMainUtility.get("Self Reference")
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Self Reference -> Status Report does not exist or Self Reference not defined. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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thisReport = statusReport.file;
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if (thisReport.lastFile !== undefined) {
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if (bot.hasTheBotJustStarted === true && processConfig.framework.startDate.resumeExecution === false) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining because bot has just started and resume execution was true."); }
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startFromBegining();
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return;
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}
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contextVariables.lastFile = new Date(thisReport.lastFile);
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interExecutionMemoryArray = thisReport.interExecutionMemoryArray;
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processTimeFrames();
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return;
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} else {
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/*
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In the case when there is no status report, we assume like the last processed file is the one on the date of Begining of Market.
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*/
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Starting from the begining of the market because own status report not found or lastFile was undefined."); }
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startFromBegining();
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return;
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}
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function startFromBegining() {
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contextVariables.lastFile = new Date(contextVariables.dateBeginOfMarket.getUTCFullYear() + "-" + (contextVariables.dateBeginOfMarket.getUTCMonth() + 1) + "-" + contextVariables.dateBeginOfMarket.getUTCDate() + " " + "00:00" + GMT_SECONDS);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> startFromBegining -> contextVariables.lastFile = " + contextVariables.lastFile); }
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/*
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The first time the process is running is the right time to create the data structure that is going to be shared across different executions.
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This data structure has one object per each timeFrame.
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*/
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interExecutionMemoryArray = [];
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/*
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Also, we will remember that we are bootstrapping the process, this will allow us, to advanceTime if necesary.
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It can happen that a process depends on data from another process that does not produce a file during the first day, or even more days,
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in that situation we want the process not to just wait for that data that will never arrive, but to advance time until it finds valid data.
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*/
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bootstrappingTheProcess = true
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for (let i = 0; i < global.dailyFilePeriods.length; i++) {
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let emptyObject = {};
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interExecutionMemoryArray.push(emptyObject);
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}
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processTimeFrames();
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = "+ err.stack);
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if (err.message === "Cannot read property 'file' of undefined") {
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
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}
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function processTimeFrames() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> Entering function."); }
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try {
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let n;
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let botNeverRan = true;
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bot.multiPeriodDailyProcessDatetime = new Date(contextVariables.lastFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well when we advance time at the begining of the loop.
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advanceTime();
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function advanceTime() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> Entering function."); }
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bot.multiPeriodDailyProcessDatetime = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() + ONE_DAY_IN_MILISECONDS);
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previousDay = new Date(bot.multiPeriodDailyProcessDatetime.valueOf() - ONE_DAY_IN_MILISECONDS);
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if (global.WRITE_LOGS_TO_FILES === 'true') {
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logger.newInternalLoop(bot.codeName, bot.process);
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}
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> bot.multiPeriodDailyProcessDatetime = " + bot.multiPeriodDailyProcessDatetime); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> previousDay = " + previousDay); }
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/* Validation that we are not going past the head of the market. */
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if (bot.multiPeriodDailyProcessDatetime.valueOf() > contextVariables.dateEndOfMarket.valueOf()) {
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const logText = "Head of the market found @ " + previousDay.getUTCFullYear() + "/" + (previousDay.getUTCMonth() + 1) + "/" + previousDay.getUTCDate() + ".";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> advanceTime -> " + logText); }
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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return;
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}
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periodsLoop();
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> advanceTime -> 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 periodsLoop() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoop -> Entering function."); }
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/* Telling the world we are alive and doing well */
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let processingDate = bot.multiPeriodDailyProcessDatetime.getUTCFullYear() + '-' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCMonth() + 1, 2) + '-' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCDate(), 2);
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bot.processHeartBeat(processingDate)
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/*
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We will iterate through all posible periods.
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*/
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n = 0 // loop Variable representing each possible period as defined at the periods array.
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periodsLoopBody();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> 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 periodsLoopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> Entering function."); }
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const timeFrame = global.dailyFilePeriods[n][0];
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const timeFrameLabel = global.dailyFilePeriods[n][1];
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if (processConfig.framework.validPeriods !== undefined) {
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let validPeriod = false;
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for (let i = 0; i < processConfig.framework.validPeriods.length; i++) {
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let period = processConfig.framework.validPeriods[i];
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if (period === timeFrameLabel) { validPeriod = true }
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}
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if (validPeriod === false) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> Discarding period for not being listed as a valid period. -> timeFrameLabel = " + timeFrameLabel); }
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periodsControlLoop();
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return;
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}
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}
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let dependencyIndex = 0;
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dataFiles = new Map();
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dependencyLoopBody();
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function dependencyLoopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> Entering function."); }
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let dependency = dataDependencies.nodeArray[dependencyIndex];
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let dataset = datasets[dependencyIndex];
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let previousFile;
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let currentFile;
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if (bot.multiPeriodDailyProcessDatetime.valueOf() > contextVariables.dateBeginOfMarket.valueOf()) {
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getPreviousFile();
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} else {
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previousFile = [];
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getCurrentFile()
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}
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function getPreviousFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> Entering function."); }
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let dateForPath = previousDay.getUTCFullYear() + '/' + utilities.pad(previousDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(previousDay.getUTCDate(), 2);
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let filePath
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if (dependency.dataSet === "Multi-Period-Daily") {
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filePath = dependency.product + '/' + dependency.dataSet + "/" + timeFrameLabel + "/" + dateForPath;
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} else {
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filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
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}
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let fileName = market.baseAsset + '_' + market.quotedAsset + ".json";
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dataset.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> text = " + text); }
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if ((err.message === "File does not exist." && botNeverRan === true) || err.code === 'The specified key does not exist.') {
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/*
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Sometimes one of the dependencies of an indicator for some reasons are not calculated from the begining of the market.
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When that happens we can not find those files. What we do in this situation is to move the time fordward until we can find
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all the dependencies and the first run of the bot is successful.
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After that, we will not accept more missing files on any of the dependencies, and if any is missing we will abort the processing.
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*/
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logger.write(MODULE_NAME, "[WARN] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> Skipping day because file " + filePath + "/" + fileName + " was not found.");
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advanceTime();
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return;
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}
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if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
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callBackFunction(err);
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return;
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}
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previousFile = JSON.parse(text);
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getCurrentFile();
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> onFileReceived -> err = "+ err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getPreviousFile -> 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 getCurrentFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Entering function."); }
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let dateForPath = bot.multiPeriodDailyProcessDatetime.getUTCFullYear() + '/' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.multiPeriodDailyProcessDatetime.getUTCDate(), 2);
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let filePath
|
|
if (dependency.dataSet === "Multi-Period-Daily") {
|
|
filePath = dependency.product + '/' + dependency.dataSet + "/" + timeFrameLabel + "/" + dateForPath;
|
|
} else {
|
|
filePath = dependency.product + '/' + dependency.dataSet + "/" + dateForPath;
|
|
}
|
|
let fileName = market.baseAsset + '_' + market.quotedAsset + ".json";
|
|
|
|
dataset.getTextFile(filePath, fileName, onFileReceived);
|
|
|
|
function onFileReceived(err, text) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> Entering function."); }
|
|
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> text = " + text); }
|
|
|
|
if ((err.result === "Fail Because" && err.message === "File does not exist.") || err.code === 'The specified key does not exist.') {
|
|
|
|
if (bootstrappingTheProcess === true) {
|
|
/*
|
|
In the special situation where we are running this process for the first time (no status report found),
|
|
we will consider the possibility that a depanant process does not produce a file during the first day of the market,
|
|
or even more than one day. That is why we are going to advance time here.
|
|
*/
|
|
advanceTime()
|
|
return
|
|
}
|
|
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> err = " + err.code);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> filePath = " + filePath);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> onFileReceived -> fileName = " + fileName);
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
return;
|
|
}
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Not OK -> onFileReceived -> err = " + err.code);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
currentFile = JSON.parse(text);
|
|
|
|
let dataFile = previousFile.concat(currentFile);
|
|
|
|
dataFiles.set(dependency.id, dataFile);
|
|
dependencyControlLoop();
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> Catch Error -> onFileReceived -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> dependencyLoopBody -> getCurrentFile -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoop -> dependencyLoopBody -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function dependencyControlLoop() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> dependencyControlLoop -> Entering function."); }
|
|
|
|
dependencyIndex++;
|
|
|
|
if (dependencyIndex < dataDependencies.nodeArray.length) {
|
|
|
|
dependencyLoopBody();
|
|
|
|
} else {
|
|
|
|
callTheBot();
|
|
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> dependencyControlLoop -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function callTheBot() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> Entering function."); }
|
|
|
|
const timeFrame = global.dailyFilePeriods[n][0];
|
|
const timeFrameLabel = global.dailyFilePeriods[n][1];
|
|
|
|
botInstance.start(
|
|
dataFiles,
|
|
timeFrame,
|
|
timeFrameLabel,
|
|
bot.multiPeriodDailyProcessDatetime,
|
|
interExecutionMemoryArray[n],
|
|
onBotFinished);
|
|
|
|
function onBotFinished(err) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> onBotFinished -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
botNeverRan = false;
|
|
periodsControlLoop();
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> onBotFinished -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> callTheBot -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsLoopBody -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function periodsControlLoop() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> periodsControlLoop -> Entering function."); }
|
|
|
|
n++;
|
|
|
|
if (n < global.dailyFilePeriods.length) {
|
|
|
|
periodsLoopBody();
|
|
|
|
} else {
|
|
|
|
n = 0;
|
|
|
|
writeDataRanges(onWritten);
|
|
|
|
function onWritten(err) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> processTimeFrames -> controlLoop -> onWritten -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> controlLoop -> onWritten -> err = "+ err.stack);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
writeStatusReport(bot.multiPeriodDailyProcessDatetime, advanceTime);
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> controlLoop -> onWritten -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> periodsControlLoop -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> processTimeFrames -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeDataRanges(callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
|
|
|
|
let outputDatasetIndex = -1;
|
|
controlLoop();
|
|
|
|
function productLoopBody() {
|
|
let productCodeName = bot.processNode.referenceParent.processOutput.outputDatasets[outputDatasetIndex].referenceParent.parentNode.code.codeName;
|
|
writeDataRange(contextVariables.dateBeginOfMarket, bot.multiPeriodDailyProcessDatetime, productCodeName, controlLoop);
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
outputDatasetIndex++;
|
|
|
|
if (outputDatasetIndex < bot.processNode.referenceParent.processOutput.outputDatasets.length) {
|
|
productLoopBody();
|
|
} else {
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRanges -> err = "+ err.stack);
|
|
callBack(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
|
|
}
|
|
|
|
function writeDataRange(pBegin, pEnd, productCodeName, callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> Entering function."); }
|
|
|
|
let dataRange = {
|
|
begin: pBegin.valueOf(),
|
|
end: pEnd.valueOf()
|
|
};
|
|
|
|
let fileContent = JSON.stringify(dataRange);
|
|
|
|
let fileName = '/Data.Range.' + market.baseAsset + '_' + market.quotedAsset + '.json';
|
|
let filePath = bot.filePathRoot + "/Output/" + productCodeName + "/" + bot.process + fileName;
|
|
|
|
fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFileCreated -> err = "+ err.stack);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> err = "+ err.stack);
|
|
callBack(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeStatusReport(lastFileDate, callBack) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); }
|
|
|
|
try {
|
|
|
|
let reportKey = bot.dataMine + "-" + bot.codeName + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
|
let thisReport = statusDependencies.statusReports.get(reportKey);
|
|
|
|
thisReport.file.lastExecution = bot.currentDaytime;
|
|
thisReport.file.lastFile = lastFileDate;
|
|
thisReport.file.interExecutionMemoryArray = interExecutionMemoryArray;
|
|
thisReport.save(callBack);
|
|
|
|
bot.hasTheBotJustStarted = false;
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> err = "+ err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function pad(str, max) {
|
|
str = str.toString();
|
|
return str.length < max ? pad(" " + str, max) : str;
|
|
}
|
|
};
|