Superalgos/Projects/Foundations/TS/Bot-Modules/Learning-Bot/Low-Frequency-Learning/LearningEpisode.js

exports.newFoundationsBotModulesLearningEpisode = function (processIndex) {
    /*
    This module packages all functions related to Episodes.
    */
    const MODULE_NAME = 'Learning Episode'
    let thisObject = {
        mantain: mantain,
        reset: reset,
        openEpisode: openEpisode,
        updateExitType: updateExitType,
        closeEpisode: closeEpisode,
        cycleBasedStatistics: cycleBasedStatistics,
        initialize: initialize,
        finalize: finalize
    }

    let learningEngine
    let learningSystem
    let sessionParameters

    return thisObject

    function initialize() {
        learningSystem = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.learningSystem
        learningEngine = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).SIMULATION_STATE.learningEngine
        sessionParameters = TS.projects.foundations.globals.processConstants.CONSTANTS_BY_PROCESS_INDEX_MAP.get(processIndex).SESSION_NODE.learningParameters
    }

    function finalize() {
        learningEngine = undefined
        learningSystem = undefined
        sessionParameters = undefined
    }

    function mantain() {
        updateCounters()
        updateStatistics()
        updateEnds()
        updatedistanceToLearningEventsCounters()
    }

    function reset() {
        resetLearningEngineDataStructure()
    }

    function openEpisode() {
        /* 
        This function is called each time the simulation starts. That does not mean the Episode 
        must be opened there, since it might happen that it is looping at the end of the market
        or the task / session was restarted. We will only execute if the episode was never opened before.
        */
        if (learningEngine.learningCurrent.learningEpisode.begin.value !== learningEngine.learningCurrent.learningEpisode.begin.config.initialValue) { return }

        /* Starting begin and end */
        learningEngine.learningCurrent.learningEpisode.begin.value = learningEngine.learningCurrent.learningEpisode.candle.begin.value
        learningEngine.learningCurrent.learningEpisode.end.value = learningEngine.learningCurrent.learningEpisode.candle.end.value

        /* Recording the opening at the Learning Engine Data Structure */
        learningEngine.learningCurrent.learningEpisode.status.value = 'Open'
        learningEngine.learningCurrent.learningEpisode.serialNumber.value = 1
        learningEngine.learningCurrent.learningEpisode.identifier.value = SA.projects.foundations.utilities.miscellaneousFunctions.genereteUniqueId()
        learningEngine.learningCurrent.learningEpisode.beginRate.value = learningEngine.learningCurrent.learningEpisode.candle.close.value
    }

    function updateExitType(exitType) {
        learningEngine.learningCurrent.learningEpisode.exitType.value = exitType
    }

    function closeEpisode() {
        learningEngine.learningCurrent.learningEpisode.status.value = 'Closed'
        learningEngine.learningCurrent.learningEpisode.end.value = learningEngine.learningCurrent.learningEpisode.candle.end.value
        learningEngine.learningCurrent.learningEpisode.endRate.value = learningEngine.learningCurrent.learningEpisode.candle.close.value
    }

    function resetEpisode() {
        TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).LEARNING_ENGINE_MODULE_OBJECT.initializeNode(learningEngine.learningCurrent.learningEpisode)
    }

    function updateEnds() {
        if (learningEngine.learningCurrent.learningEpisode.status.value === 'Open') {
            learningEngine.learningCurrent.learningEpisode.end.value = learningEngine.learningCurrent.learningEpisode.end.value + sessionParameters.timeFrame.config.value
            learningEngine.learningCurrent.learningEpisode.endRate.value = learningEngine.learningCurrent.learningEpisode.candle.close.value
        }
    }

    function resetLearningEngineDataStructure() {
        if (learningEngine.learningCurrent.learningEpisode.status.value === 'Closed') {
            resetEpisode()
        }
    }

    function updateCounters() {
        if (learningEngine.learningCurrent.learningEpisode.status.value === 'Open') {
            learningEngine.learningCurrent.learningEpisode.learningEpisodeCounters.periods.value++
        }
    }

    function updateStatistics() {

        /* Days Calculation */
        learningEngine.learningCurrent.learningEpisode.learningEpisodeStatistics.days.value =
            learningEngine.learningCurrent.learningEpisode.learningEpisodeCounters.periods.value *
            sessionParameters.timeFrame.config.value /
            SA.projects.foundations.globals.timeConstants.ONE_DAY_IN_MILISECONDS
    }

    function cycleBasedStatistics() {

        calculateAssetsStatistics()
        calculateEpisodeStatistics()

        function calculateAssetsStatistics() {

            /* Updating Hit or Fail */
            if (learningEngine.learningCurrent.learningEpisode.episodeBaseAsset.profitLoss.value > 0) {
                learningEngine.learningCurrent.learningEpisode.episodeBaseAsset.hitFail.value = 'Hit'
            } else {
                learningEngine.learningCurrent.learningEpisode.episodeBaseAsset.hitFail.value = 'Fail'
            }
            if (learningEngine.learningCurrent.learningEpisode.episodeQuotedAsset.profitLoss.value > 0) {
                learningEngine.learningCurrent.learningEpisode.episodeQuotedAsset.hitFail.value = 'Hit'
            } else {
                learningEngine.learningCurrent.learningEpisode.episodeQuotedAsset.hitFail.value = 'Fail'
            }
        }

        function calculateEpisodeStatistics() {
            /* Updating Hit or Fail */
            if (learningEngine.learningCurrent.learningEpisode.learningEpisodeStatistics.profitLoss.value > 0) {
                learningEngine.learningCurrent.learningEpisode.learningEpisodeStatistics.hitFail.value = 'Hit'
            } else {
                learningEngine.learningCurrent.learningEpisode.learningEpisodeStatistics.hitFail.value = 'Fail'
            }
        }
    }

    function updatedistanceToLearningEventsCounters() {
        /* Keeping Distance Counters Up-to-date while avoinding counting before the first event happens. */
        /*
        if (
            learningEngine.learningCurrent.learningEpisode.distanceToLearningEvent.triggerOn.value > 0
        ) {
            learningEngine.learningCurrent.learningEpisode.distanceToLearningEvent.triggerOn.value++
        }
        */
    }
}