244 lines
13 KiB
JavaScript
244 lines
13 KiB
JavaScript
exports.newDataMiningBotModulesMultiTimeFrameMarket = function (processIndex) {
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const MODULE_NAME = "Multi Time Frame Market"
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/*
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This module deals with Market Files, that are data files for Time Frames of 1 hour and above.
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It also assumes that the data dependencias are in Market Files, one file for each Time Frame.
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*/
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let 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 fileStorage = TS.projects.foundations.taskModules.fileStorage.newFileStorage(processIndex)
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let statusDependenciesModule
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let dataDependenciesModule
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let dataFiles = new Map()
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let indicatorOutputModule
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return thisObject;
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function initialize(pStatusDependencies, pStatusDependenciesModule, callBackFunction) {
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statusDependenciesModule = pStatusDependencies
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dataDependenciesModule = pStatusDependenciesModule
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indicatorOutputModule = TS.projects.dataMining.botModules.indicatorOutput.newDataMiningBotModulesIndicatorOutput(processIndex)
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indicatorOutputModule.initialize(callBackFunction)
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}
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function finalize() {
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fileStorage = undefined
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dataFiles = undefined
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statusDependenciesModule = undefined
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dataDependenciesModule = undefined
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indicatorOutputModule = 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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processTimeFrames()
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function processTimeFrames() {
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let n;
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timeFramesLoop()
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function timeFramesLoop() {
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/* We will iterate through all posible timeFrames.*/
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n = 0 // loop Variable representing each possible period as defined at the timeFrames array.
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timeFramesLoopBody()
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}
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function timeFramesLoopBody() {
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const timeFrame = TS.projects.foundations.globals.timeFrames.marketTimeFramesArray()[n][0]
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const timeFrameLabel = TS.projects.foundations.globals.timeFrames.marketTimeFramesArray()[n][1]
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/* Check Time Frames Filter */
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if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
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if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames !== undefined) {
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if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames.includes(timeFrameLabel) === false) {
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/* We are not going to process this Time Frame */
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timeFramesControlLoop()
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return
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}
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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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let dependency = dataDependenciesModule.curatedDependencyNodeArray[dependencyIndex]
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let datasetModule = dataDependenciesModule.dataSetsModulesArray[dependencyIndex]
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getFile()
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function getFile() {
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let fileName = "Data.json";
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let filePath
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/*
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For datasets that are not dependent on a Time Frame we will build the file path without the timeFrameLabel
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*/
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if (dependency.referenceParent.config.codeName === "Single-File") {
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filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName
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} else {
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filePath = dependency.referenceParent.parentNode.config.codeName + '/' + dependency.referenceParent.config.codeName + "/" + timeFrameLabel
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}
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datasetModule.getTextFile(filePath, fileName, onFileReceived)
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function onFileReceived(err, text) {
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if (err.result !== TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
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TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[ERROR] start -> processTimeFrames -> timeFramesLoopBody -> dependencyLoopBody -> getFile -> onFileReceived -> err = " + JSON.stringify(err))
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callBackFunction(err)
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return;
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}
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let dataFile = JSON.parse(text)
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dataFiles.set(dependency.id, dataFile)
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dependencyControlLoop()
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}
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}
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}
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function dependencyControlLoop() {
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dependencyIndex++;
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if (dependencyIndex < dataDependenciesModule.curatedDependencyNodeArray.length) {
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dependencyLoopBody()
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} else {
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generateOutput()
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}
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function generateOutput() {
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indicatorOutputModule.start(
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dataFiles,
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timeFrame,
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timeFrameLabel,
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undefined,
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undefined,
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onOutputGenerated)
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function onOutputGenerated(err) {
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if (err.result !== TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
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callBackFunction(err)
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return;
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}
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timeFramesControlLoop()
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}
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}
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}
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}
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function timeFramesControlLoop() {
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n++;
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if (n < TS.projects.foundations.globals.timeFrames.marketTimeFramesArray().length) {
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timeFramesLoopBody()
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} else {
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writeTimeFramesFiles(onTimeFrameFilesWritten)
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function onTimeFrameFilesWritten() {
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writeStatusReport(callBackFunction)
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}
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}
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}
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}
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function writeTimeFramesFiles(callBack) {
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let outputDatasets =
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TS.projects.foundations.utilities.nodeFunctions.nodeBranchToArray(TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.processOutput, 'Output Dataset')
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let outputDatasetIndex = -1;
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controlLoop()
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function productLoopBody() {
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let productCodeName = outputDatasets[outputDatasetIndex].referenceParent.parentNode.config.codeName;
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writeTimeFramesFile(productCodeName, controlLoop)
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}
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function controlLoop() {
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outputDatasetIndex++
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if (outputDatasetIndex < outputDatasets.length) {
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productLoopBody()
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} else {
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callBack()
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}
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}
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}
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function writeTimeFramesFile(productCodeName, callBack) {
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let timeFramesArray = []
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for (let n = 0; n < TS.projects.foundations.globals.timeFrames.marketTimeFramesArray().length; n++) {
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let timeFrameLabel = TS.projects.foundations.globals.timeFrames.marketTimeFramesArray()[n][1]
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/* Check Time Frames Filter */
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if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
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if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames !== undefined) {
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if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames.includes(timeFrameLabel) === true) {
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timeFramesArray.push(timeFrameLabel)
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}
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} else {
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timeFramesArray.push(timeFrameLabel)
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}
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} else {
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timeFramesArray.push(timeFrameLabel)
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}
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}
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let fileContent = JSON.stringify(timeFramesArray)
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let fileName = '/Time.Frames.json';
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let filePath = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).FILE_PATH_ROOT + "/Output/" + productCodeName + "/" +
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TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.processes[processIndex].referenceParent.config.codeName + fileName;
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fileStorage.createTextFile(filePath, fileContent + '\n', onFileCreated)
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function onFileCreated(err) {
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if (err.result !== TS.projects.foundations.globals.standardResponses.DEFAULT_OK_RESPONSE.result) {
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TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[ERROR] start -> writeTimeFramesFile -> onFileCreated -> err = " + err.stack)
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callBack(err)
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return
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}
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callBack()
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}
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}
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function writeStatusReport(callBack) {
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let thisReport = statusDependenciesModule.reportsByMainUtility.get('Self Reference')
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thisReport.file.lastExecution = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME;
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if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter !== undefined) {
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if (TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames !== undefined) {
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thisReport.file.timeFrames = TS.projects.foundations.globals.taskConstants.TASK_NODE.bot.timeFramesFilter.config.marketTimeFrames
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}
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}
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thisReport.save(callBack)
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if (TS.projects.foundations.utilities.dateTimeFunctions.areTheseDatesEqual(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME, new Date()) === false) {
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TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.newInternalLoop(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME)
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}
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/* Telling the world we are alive and doing well */
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let currentDateString = TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCFullYear() + '-' + SA.projects.foundations.utilities.miscellaneousFunctions.pad(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCMonth() + 1, 2) + '-' + SA.projects.foundations.utilities.miscellaneousFunctions.pad(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME.getUTCDate(), 2)
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let currentDate = new Date(TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).PROCESS_DATETIME)
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TS.projects.foundations.functionLibraries.processFunctions.processHeartBeat(
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processIndex,
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currentDateString,
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TS.projects.foundations.utilities.dateTimeFunctions.getPercentage(currentDate, currentDate, currentDate)
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)
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}
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}
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catch (err) {
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TS.projects.foundations.globals.processVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).UNEXPECTED_ERROR = err
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TS.projects.foundations.globals.loggerVariables.VARIABLES_BY_PROCESS_INDEX_MAP.get(processIndex).BOT_MAIN_LOOP_LOGGER_MODULE_OBJECT.write(MODULE_NAME,
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"[ERROR] start -> err = " + err.stack)
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callBackFunction(TS.projects.foundations.globals.standardResponses.DEFAULT_FAIL_RESPONSE)
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}
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}
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}
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