870 lines
47 KiB
JavaScript
870 lines
47 KiB
JavaScript
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) {
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const FULL_LOG = true;
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const INTENSIVE_LOG = false;
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const LOG_FILE_CONTENT = false;
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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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const MODULE_NAME = "User Bot";
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const TRADES_FOLDER_NAME = "Trades";
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const CANDLES_FOLDER_NAME = "Candles";
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const BOLLINGER_BANDS_FOLDER_NAME = "Bollinger-Bands";
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const PERCENTAGE_BANDWIDTH_FOLDER_NAME = "Percentage-Bandwidth";
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thisObject = {
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initialize: initialize,
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start: start
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};
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let utilities = UTILITIES.newCloudUtilities(bot, logger);
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let statusDependencies;
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return thisObject;
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function initialize(pStatusDependencies, pMonth, pYear, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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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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callBackFunction(global.DEFAULT_OK_RESPONSE);
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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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/*
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This process is going to do the following:
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Read the candles from Olivia and produce daily files with bollinger bands.
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*/
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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let market = global.MARKET;
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/* Context Variables */
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let contextVariables = {
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lastBandFile: undefined, // Datetime of the last file files sucessfully produced by this process.
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firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
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maxBandFile: 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 processDate; // Holds the processing date.
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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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/* We look first for Charly in order to get when the market starts. */
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reportKey = "AAMasters" + "-" + "AACharly" + "-" + "Historic-Trades" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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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 -> Status Report does not exist. 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 = statusDependencies.statusReports.get(reportKey).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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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.firstTradeFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + thisReport.lastFile.hours + ":" + thisReport.lastFile.minutes + GMT_SECONDS);
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/* Second, we get the report from Olivia, to know when the marted ends. */
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reportKey = "AAMasters" + "-" + "AAOlivia" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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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 -> Status Report does not exist. 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 = statusDependencies.statusReports.get(reportKey).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.maxBandFile = new Date(thisReport.lastFile.valueOf());
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/* Finally we get our own Status Report. */
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reportKey = "AAMasters" + "-" + "AAChris" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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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 -> Status Report does not exist. 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 = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastFile !== undefined) {
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contextVariables.lastBandFile = new Date(thisReport.lastFile);
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/*
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The bands objects needs to be calculated over more than one day in some situations. In order to simplify the calculations we will
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always load the last 2 days of candles, and run the calculations on that array.
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1. So first we will load the candles file of processDay -1.
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2. Secondly we will load the candles file of processDay.
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After reading these two files we will add all candles to a unique array.
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*/
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile !== undefined"); }
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buildBands();
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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 take the date of the file with the first trades as the begining of the market. Then we will
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go one day further in time, so that the previous day does fine a file at the begining of the market.
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*/
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contextVariables.lastBandFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
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contextVariables.lastBandFile = new Date(contextVariables.lastBandFile.valueOf() + ONE_DAY_IN_MILISECONDS);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> thisReport.lastFile === undefined"); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> contextVariables.lastBandFile = " + contextVariables.lastBandFile); }
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buildBands();
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return;
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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 buildBands() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> Entering function."); }
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let n;
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processDate = new Date(contextVariables.lastBandFile.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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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> processDate = " + processDate); }
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advanceTime();
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function advanceTime() {
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try {
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logger.newInternalLoop(bot.codeName, bot.process);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> advanceTime -> Entering function."); }
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processDate = new Date(processDate.valueOf() + ONE_DAY_IN_MILISECONDS);
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previousDay = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> advanceTime -> processDate = " + processDate); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> advanceTime -> previousDay = " + previousDay); }
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/* Validation that we are not going past the head of the market. */
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if (processDate.valueOf() > contextVariables.maxBandFile.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 -> buildBands -> 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 -> buildBands -> 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 -> buildBands -> periodsLoop -> Entering function."); }
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/*
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We will iterate through all posible timePeriods.
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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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loopBody();
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> 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 loopBody() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> Entering function."); }
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const timePeriod = global.dailyFilePeriods[n][1];
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let candles = []; // Here we will put all the candles of the 2 files read.
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let previousDayFile;
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let processDayFile;
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getPreviousDayFile();
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function getPreviousDayFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getPreviousDayFile -> 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 fileName = market.assetA + '_' + market.assetB + ".json"
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let filePathRoot = bot.dataMine + "/" + "AAOlivia" + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + "Multi-Period-Daily" + "/" + timePeriod + "/" + dateForPath;
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filePath += '/' + fileName
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fileStorage.getTextFile(bot.dataMine, filePath, onCurrentDayFileReceived);
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function onCurrentDayFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> text = " + text); }
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previousDayFile = JSON.parse(text);
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getProcessDayFile()
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> err = " + err.stack);
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> onCurrentDayFileReceived -> market = " + market.assetA + '_' + market.assetB);
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getPreviousDayFile -> 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 getProcessDayFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getProcessDayFile -> Entering function."); }
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let dateForPath = processDate.getUTCFullYear() + '/' + utilities.pad(processDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(processDate.getUTCDate(), 2);
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePathRoot = bot.dataMine + "/" + "AAOlivia" + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + "Multi-Period-Daily" + "/" + timePeriod + "/" + dateForPath;
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filePath += '/' + fileName
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fileStorage.getTextFile(bot.dataMine, filePath, onCurrentDayFileReceived);
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function onCurrentDayFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> text = " + text); }
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processDayFile = JSON.parse(text);
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buildBands();
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} catch (err) {
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if (processDate.valueOf() > contextVariables.maxBandFile.valueOf()) {
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processDayFile = []; // we are past the head of the market, then no worries if this file is non existent.
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buildBands();
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} else {
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> err = " + err.stack);
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> filePath = " + filePath);
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> onCurrentDayFileReceived -> market = " + market.assetA + '_' + market.assetB);
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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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 -> buildBands -> periodsLoop -> loopBody -> getProcessDayFile -> 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 buildBands() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> buildBands -> Entering function."); }
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addCandlesToSingleArray(previousDayFile);
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addCandlesToSingleArray(processDayFile);
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calculateBands();
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function addCandlesToSingleArray(candlesFile) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> buildBands -> addCandlesToSingleArray -> Entering function."); }
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for (let i = 0; i < candlesFile.length; i++) {
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let candle = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined,
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direction: undefined
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};
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candle.min = candlesFile[i][0];
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candle.max = candlesFile[i][1];
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candle.open = candlesFile[i][2];
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candle.close = candlesFile[i][3];
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candle.begin = candlesFile[i][4];
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candle.end = candlesFile[i][5];
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if (candle.open > candle.close) { candle.direction = 'down'; }
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if (candle.open < candle.close) { candle.direction = 'up'; }
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if (candle.open === candle.close) { candle.direction = 'side'; }
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candles.push(candle);
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> buildBands -> addCandlesToSingleArray -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> buildBands -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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function calculateBands() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> calculateBands -> Entering function."); }
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|
|
|
let bandsArray = [];
|
|
let pBArray = [];
|
|
let numberOfPeriodsBB = 20;
|
|
let numberOfStandardDeviations = 2;
|
|
let numberOfPeriodsPB = 10;
|
|
|
|
/* Building bands */
|
|
|
|
let band;
|
|
|
|
for (let i = numberOfPeriodsBB - 1; i < candles.length; i++) { // Go through all the candles to generate a band segment for each of them.
|
|
|
|
/* Calculating the bollinger bands. */
|
|
|
|
let movingAverage = 0;
|
|
for (let j = i - numberOfPeriodsBB + 1; j < i + 1; j++) { // go through the last n candles to calculate the moving average.
|
|
movingAverage = movingAverage + candles[j].close;
|
|
}
|
|
movingAverage = movingAverage / numberOfPeriodsBB;
|
|
|
|
let standardDeviation = 0;
|
|
for (let j = i - numberOfPeriodsBB + 1; j < i + 1; j++) { // go through the last n candles to calculate the standard deviation.
|
|
standardDeviation = standardDeviation + Math.pow(candles[j].close - movingAverage, 2);
|
|
}
|
|
standardDeviation = standardDeviation / numberOfPeriodsBB;
|
|
standardDeviation = Math.sqrt(standardDeviation);
|
|
if (standardDeviation === 0) { standardDeviation = 0.000000001; } // This is to prevent a division by zero later.
|
|
|
|
band = {
|
|
begin: candles[i].begin,
|
|
end: candles[i].end,
|
|
movingAverage: movingAverage,
|
|
standardDeviation: standardDeviation,
|
|
deviation: standardDeviation * numberOfStandardDeviations
|
|
};
|
|
|
|
/* Will only add to the array the bands of the current day */
|
|
|
|
if (band.begin >= processDate.valueOf()) { bandsArray.push(band); }
|
|
|
|
/* Calculating %B */
|
|
|
|
let lowerBB;
|
|
let upperBB;
|
|
|
|
lowerBB = band.movingAverage - band.deviation;
|
|
upperBB = band.movingAverage + band.deviation;
|
|
|
|
let value = (candles[i].close - lowerBB) / (upperBB - lowerBB) * 100;
|
|
|
|
/* Moving Average Calculation */
|
|
|
|
let numberOfPreviousPeriods;
|
|
let currentPosition = pBArray.length;
|
|
|
|
if (currentPosition < numberOfPeriodsPB) { // Avoinding to get into negative array indexes
|
|
numberOfPreviousPeriods = currentPosition;
|
|
} else {
|
|
numberOfPreviousPeriods = numberOfPeriodsPB;
|
|
}
|
|
|
|
movingAverage = 0;
|
|
for (let j = currentPosition - numberOfPreviousPeriods; j < currentPosition; j++) { // go through the last numberOfPeriodsPBs to calculate the moving average.
|
|
movingAverage = movingAverage + pBArray[j].value;
|
|
}
|
|
movingAverage = movingAverage + value;
|
|
movingAverage = movingAverage / (numberOfPreviousPeriods + 1);
|
|
|
|
let bandwidth = (upperBB - lowerBB) / band.movingAverage;
|
|
|
|
let percentageBandwidth = {
|
|
begin: candles[i].begin,
|
|
end: candles[i].end,
|
|
value: value,
|
|
movingAverage: movingAverage,
|
|
bandwidth: bandwidth
|
|
};
|
|
|
|
/* Will only add to the array the pBs of the current day */
|
|
|
|
if (percentageBandwidth.begin >= processDate.valueOf()) { pBArray.push(percentageBandwidth); }
|
|
}
|
|
|
|
writeBandsFile(bandsArray, pBArray);
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> calculateBands -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
return;
|
|
}
|
|
}
|
|
|
|
function writeBandsFile(pBands, pPB) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> Entering function."); }
|
|
|
|
let separator = "";
|
|
let fileRecordCounter = 0;
|
|
|
|
let fileContent = "";
|
|
|
|
for (i = 0; i < pBands.length; i++) {
|
|
|
|
let band = pBands[i];
|
|
|
|
fileContent = fileContent + separator + '[' +
|
|
band.begin + "," +
|
|
band.end + "," +
|
|
band.movingAverage + "," +
|
|
band.standardDeviation + "," +
|
|
band.deviation + "]";
|
|
|
|
if (separator === "") { separator = ","; }
|
|
|
|
fileRecordCounter++;
|
|
|
|
}
|
|
|
|
fileContent = "[" + fileContent + "]";
|
|
|
|
let dateForPath = processDate.getUTCFullYear() + '/' + utilities.pad(processDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(processDate.getUTCDate(), 2);
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
|
|
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
|
let filePath = filePathRoot + "/Output/" + BOLLINGER_BANDS_FOLDER_NAME + "/" + bot.process + "/" + timePeriod + "/" + dateForPath;
|
|
filePath += '/' + fileName
|
|
|
|
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> Entering function."); }
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> err = " + err.stack);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
const logText = "[WARN] Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> " + logText); }
|
|
|
|
writePBFile(pPB);
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writeBandsFile -> onFileCreated -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writeBandsFile -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writePBFile(pPercentageBandwidths) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> Entering function."); }
|
|
|
|
let separator = "";
|
|
let fileRecordCounter = 0;
|
|
|
|
let fileContent = "";
|
|
|
|
for (i = 0; i < pPercentageBandwidths.length; i++) {
|
|
|
|
let pB = pPercentageBandwidths[i];
|
|
|
|
fileContent = fileContent + separator + '[' +
|
|
pB.begin + "," +
|
|
pB.end + "," +
|
|
pB.value + "," +
|
|
pB.movingAverage + "," +
|
|
pB.bandwidth + "]";
|
|
|
|
if (separator === "") { separator = ","; }
|
|
|
|
fileRecordCounter++;
|
|
|
|
}
|
|
|
|
fileContent = "[" + fileContent + "]";
|
|
|
|
let dateForPath = processDate.getUTCFullYear() + '/' + utilities.pad(processDate.getUTCMonth() + 1, 2) + '/' + utilities.pad(processDate.getUTCDate(), 2);
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
|
|
let filePathRoot = bot.dataMine + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
|
|
let filePath = filePathRoot + "/Output/" + PERCENTAGE_BANDWIDTH_FOLDER_NAME + "/" + bot.process + "/" + timePeriod + "/" + dateForPath;
|
|
filePath += '/' + fileName
|
|
|
|
fileStorage.createTextFile(bot.dataMine, filePath, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> Entering function."); }
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> err = " + err.stack);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
const logText = "[WARN] Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> " + logText); }
|
|
|
|
controlLoop();
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writePBFile -> onFileCreated -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> writeBandBandsFile -> writePBFile -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> loopBody -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> controlLoop -> Entering function."); }
|
|
|
|
n++;
|
|
|
|
if (n < global.dailyFilePeriods.length) {
|
|
|
|
loopBody();
|
|
|
|
} else {
|
|
|
|
n = 0;
|
|
|
|
writeDataRanges(onWritten);
|
|
|
|
function onWritten(err) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildBands -> controlLoop -> onWritten -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> controlLoop -> onWritten -> err = " + err.stack);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
writeStatusReport(processDate, advanceTime);
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> controlLoop -> onWritten -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> periodsLoop -> controlLoop -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildBands -> err.message = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeDataRanges(callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
|
|
|
|
writeDataRange(contextVariables.firstTradeFile, processDate, BOLLINGER_BANDS_FOLDER_NAME, onBandsBandsDataRangeWritten);
|
|
|
|
function onBandsBandsDataRangeWritten(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onBandsBandsDataRangeWritten -> err = " + err.stack);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
writeDataRange(contextVariables.firstTradeFile, processDate, PERCENTAGE_BANDWIDTH_FOLDER_NAME, onPercentageBandwidthDataRangeWritten);
|
|
|
|
function onPercentageBandwidthDataRangeWritten(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onBandsBandsDataRangeWritten -> onPercentageBandwidthDataRangeWritten -> err = " + err.stack);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
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, pProductFolder, 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.assetA + '_' + market.assetB + '.json';
|
|
let filePath = bot.filePathRoot + "/Output/" + pProductFolder + "/" + bot.process;
|
|
|
|
filePath += '/' + fileName
|
|
|
|
fileStorage.createTextFile(bot.dataMine, 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 = "AAMasters" + "-" + "AAChris" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
|
let thisReport = statusDependencies.statusReports.get(reportKey);
|
|
|
|
thisReport.file.lastExecution = bot.processDatetime;
|
|
thisReport.file.lastFile = lastFileDate;
|
|
thisReport.save(callBack);
|
|
|
|
}
|
|
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.message = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
};
|