338 lines
13 KiB
JavaScript
338 lines
13 KiB
JavaScript
require('dotenv').config();
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const strategy = require('./Integrations/Strategy');
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const path = require('path');
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global.SHALL_BOT_STOP = false
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global.AT_BREAKPOINT = false // This is used only when running at the browser.
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global.FULL_LOG = process.env.FULL_LOG
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/* Default parameters can be changed by the execution configuration */
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global.EXCHANGE_NAME = process.env.EXCHANGE_NAME
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global.MARKET = { assetA: 'USDT', assetB: 'BTC' }
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global.CLONE_EXECUTOR = { codeName: 'AACloud', version: '1.1' }
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process.on('uncaughtException', function (err) {
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console.log('[INFO] Run -> uncaughtException -> err.message = ' + err.message)
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console.log('[INFO] Run -> uncaughtException -> err.stack = ' + err.stack)
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process.exit(1)
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})
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process.on('unhandledRejection', (reason, p) => {
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console.log('[INFO] Run -> unhandledRejection -> reason = ' + JSON.stringify(reason))
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console.log('[INFO] Run -> unhandledRejection -> p = ' + JSON.stringify(p))
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process.exit(1)
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})
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process.on('exit', function (code) {
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console.log('[INFO] Run -> process.on.exit -> About to exit -> code = ' + code)
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})
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const definitionPath = path.resolve(process.env.INTER_PROCESS_FILES_PATH + '/definition.json');
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const definition = require(definitionPath);
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let sequenceList = require('./sequence');
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let isRunSequence = false;
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let sequenceStep = 0;
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let processedSteps = new Map()
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if (process.env.RUN_SEQUENCE !== undefined) {
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isRunSequence = JSON.parse(process.env.RUN_SEQUENCE)
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}
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if (isRunSequence) {
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sequenceExecution(sequenceStep, false)
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} else {
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readExecutionConfiguration()
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}
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function sequenceExecution(currentStep, notFirstSequence) {
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let execution = sequenceList[currentStep];
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process.env.STOP_GRACEFULLY = true;
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execution.devTeam ? process.env.DEV_TEAM = execution.devTeam : undefined;
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execution.bot ? process.env.BOT = execution.bot : undefined;
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execution.mode ? process.env.START_MODE = execution.mode : undefined;
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execution.resumeExecution = notFirstSequence
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execution.type ? process.env.TYPE = execution.type : undefined;
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execution.process ? process.env.PROCESS = execution.process : undefined;
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execution.startYear ? process.env.MIN_YEAR = execution.startYear : undefined;
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execution.endYear ? process.env.MAX_YEAR = execution.endYear : undefined;
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execution.month ? process.env.MONTH = execution.month : undefined;
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execution.beginDatetime ? process.env.BEGIN_DATE_TIME = execution.beginDatetime : undefined;
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execution.endDatetime ? process.env.END_DATE_TIME = execution.endDatetime : undefined;
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execution.dataSet ? process.env.DATA_SET = execution.dataSet : undefined;
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execution.timePeriod ? process.env.TIME_PERIOD = execution.timePeriod : undefined;
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execution.baseAsset ? process.env.BASE_ASSET = execution.baseAsset : undefined;
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execution.balanceAssetA ? process.env.INITIAL_BALANCE_ASSET_A = execution.balanceAssetA : undefined;
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execution.balanceAssetB ? process.env.INITIAL_BALANCE_ASSET_B = execution.balanceAssetB : undefined;
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execution.type === 'Trading' ? process.env.CLONE_ID = 1 : undefined;
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execution.exchangeName ? global.EXCHANGE_NAME = execution.exchangeName : undefined;
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if (definition)
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{
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if (definition.personalData) {
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if (definition.personalData.exchangeAccounts) {
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if (definition.personalData.exchangeAccounts.length > 0) {
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let exchangeAccount = definition.personalData.exchangeAccounts[0]
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if (exchangeAccount.keys) {
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if (exchangeAccount.keys.length > 0) {
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let key = exchangeAccount.keys[0]
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process.env.KEY = key.name
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process.env.SECRET = key.code
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}
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}
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}
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}
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}
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}
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let stepKey = execution.devTeam + '.' + execution.bot + '.' + execution.process;
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if (processedSteps.has(stepKey)) {
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processedSteps.set(stepKey, processedSteps.get(stepKey) + 1);
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} else {
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processedSteps.set(stepKey, 0);
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}
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console.log("Sequence Execution Parameters: " + JSON.stringify(execution))
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readExecutionConfiguration(execution);
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sequenceStep++;
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}
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function onExecutionFinish(result, finishStepKey) {
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processedSteps.set(finishStepKey, processedSteps.get(finishStepKey) + 1)
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if (processedSteps.get(finishStepKey) > 1) {
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console.log('[INFO] onExecutionFinish -> Step already processed.')
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} else {
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if (sequenceStep < sequenceList.length) {
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sequenceExecution(sequenceStep, true)
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} else {
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if (sequenceStep < sequenceList.length) {
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sequenceExecution(sequenceStep, true);
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} else {
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setTimeout(function () {
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console.log("[INFO] onExecutionFinish -> New round for sequence execution started.");
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sequenceList = require('./sequence'); // We read again the sequence after every loop
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sequenceStep = 0;
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processedSteps = new Map();
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sequenceExecution(sequenceStep, true);
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}, process.env.EXECUTION_LOOP_DELAY);
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}
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}
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}
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}
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async function readExecutionConfiguration(execution) {
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try {
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console.log("[INFO] Run -> readExecutionConfiguration -> Entering function. ");
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let timePeriod
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let botProcess
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/* Try to get the begin and end dates from the Definition */
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let definition = await strategy.getStrategy()
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/* Dates are taken initially from .env, but can be overwritten if they are defined by the user */
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let initialDatetime = process.env.BEGIN_DATE_TIME
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let finalDatetime = process.env.END_DATE_TIME
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if (execution.type === 'Trading-Engine') {
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if (definition !== undefined) {
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if (definition.simulationParams !== undefined) {
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if (definition.simulationParams.beginDatetime !== undefined) {
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initialDatetime = new Date(definition.simulationParams.beginDatetime) /* The first override occurs here, with the simulation parameters */
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}
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/* Here we only look for one timePeriod, in the future we will be able to process the whole array, but not for now. */
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if (definition.simulationParams.timePeriodDailyArray !== undefined) {
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if (definition.simulationParams.timePeriodDailyArray.length > 0) {
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timePeriod = definition.simulationParams.timePeriodDailyArray[0]
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botProcess = "Multi-Period-Daily"
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}
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}
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if (definition.simulationParams.timePeriodMarketArray !== undefined) {
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if (definition.simulationParams.timePeriodMarketArray.length > 0) {
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timePeriod = definition.simulationParams.timePeriodMarketArray[0]
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botProcess = "Multi-Period-Market"
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}
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}
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}
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if (definition.tradingSystem !== undefined) {
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if (definition.tradingSystem.parameters !== undefined) {
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if (definition.tradingSystem.parameters.baseAsset !== undefined) {
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if (definition.tradingSystem.parameters.baseAsset.formula !== undefined) {
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if (definition.tradingSystem.parameters.baseAsset.formula.code !== undefined) {
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let code = JSON.parse(definition.tradingSystem.parameters.baseAsset.formula.code)
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if (code.initialDatetime !== undefined) {
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initialDatetime = code.initialDatetime /* The second override occurs here, with the date explicitelly defined by the user */
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}
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if (code.finalDatetime !== undefined) {
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finalDatetime = code.finalDatetime
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}
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}
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}
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}
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}
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}
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}
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}
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let startMode
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// General Financial Being Configuration
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global.DEV_TEAM = process.env.DEV_TEAM
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global.CURRENT_BOT_REPO = process.env.BOT + "-" + process.env.TYPE + "-Bot"
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if (process.env.TYPE === 'Trading' || process.env.TYPE === 'Trading-Engine') {
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let live = {
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run: 'false',
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resumeExecution: execution.resumeExecution,
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beginDatetime: initialDatetime,
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endDatetime: finalDatetime
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}
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let backtest = {
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run: 'false',
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resumeExecution: execution.resumeExecution,
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beginDatetime: initialDatetime,
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endDatetime: finalDatetime
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}
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let competition = {
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run: 'false',
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resumeExecution: execution.resumeExecution,
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beginDatetime: initialDatetime,
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endDatetime: finalDatetime
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}
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startMode = {
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live: live,
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backtest: backtest,
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competition: competition
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}
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} else if (process.env.TYPE === 'Indicator' || process.env.TYPE === 'Sensor') {
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let allMonths = {
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run: "false",
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minYear: process.env.MIN_YEAR,
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maxYear: process.env.MAX_YEAR
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}
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let oneMonth = {
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run: "false",
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year: process.env.MIN_YEAR,
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month: process.env.MONTH
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}
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let noTime = {
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run: "false",
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beginDatetime: process.env.BEGIN_DATE_TIME,
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resumeExecution: execution.resumeExecution
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}
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let fixedInterval = {
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run: "false",
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interval: process.env.INTERVAL
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}
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startMode = {
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allMonths: allMonths,
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oneMonth: oneMonth,
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noTime: noTime,
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fixedInterval: fixedInterval
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}
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} else {
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console.log("[ERROR] readExecutionConfiguration -> Bot Type is invalid.");
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throw new Error("readExecutionConfiguration -> Bot Type is invalid.")
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}
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startMode[process.env.START_MODE].run = "true"
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if (botProcess === undefined) { botProcess = process.env.PROCESS } // Only use the .env when nothing comes at Definition.json
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let cloneToExecute = {
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enabled: "true",
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devTeam: process.env.DEV_TEAM,
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bot: process.env.BOT,
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process: botProcess,
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repo: global.CURRENT_BOT_REPO
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}
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if (timePeriod === undefined) { timePeriod = process.env.TIME_PERIOD } // Only use the .env when nothing comes at Definition.json
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global.EXECUTION_CONFIG = {
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cloneToExecute: cloneToExecute,
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startMode: startMode,
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timePeriod: getTimePeriod(timePeriod),
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timePeriodFileStorage: timePeriod,
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dataSet: process.env.DATA_SET
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};
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global.CLONE_EXECUTOR = {
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codeName: 'AACloud',
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version: '1.1'
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}
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startRoot();
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}
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catch (err) {
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console.log("[ERROR] readExecutionConfiguration -> err = " + err);
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console.log("[ERROR] readExecutionConfiguration -> Please verify that the Start Mode for the type of Bot configured applies to that type.");
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console.log("[ERROR] readExecutionConfiguration -> err = " + err.stack);
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}
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}
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function getTimePeriod(timePeriod) {
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if (timePeriod !== undefined) {
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try {
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let timePeriodMap = new Map()
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timePeriodMap.set('24-hs', 86400000)
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timePeriodMap.set('12-hs', 43200000)
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timePeriodMap.set('08-hs', 28800000)
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timePeriodMap.set('06-hs', 21600000)
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timePeriodMap.set('04-hs', 14400000)
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timePeriodMap.set('03-hs', 10800000)
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timePeriodMap.set('02-hs', 7200000)
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timePeriodMap.set('01-hs', 3600000)
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timePeriodMap.set('45-min', 2700000)
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timePeriodMap.set('40-min', 2400000)
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timePeriodMap.set('30-min', 1800000)
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timePeriodMap.set('20-min', 1200000)
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timePeriodMap.set('15-min', 900000)
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timePeriodMap.set('10-min', 600000)
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timePeriodMap.set('05-min', 300000)
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timePeriodMap.set('04-min', 240000)
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timePeriodMap.set('03-min', 180000)
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timePeriodMap.set('02-min', 120000)
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timePeriodMap.set('01-min', 60000)
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return timePeriodMap.get(timePeriod)
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} catch (error) {
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console.log('[WARN] Run -> readExecutionConfiguration -> getTimePeriod -> Error: ', error)
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}
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} else {
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return undefined
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}
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}
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function startRoot() {
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console.log('[INFO] Run -> startRoot -> Entering function. ')
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const ROOT_DIR = './'
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const ROOT_MODULE = require(ROOT_DIR + 'Root')
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let root = ROOT_MODULE.newRoot()
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let UI_COMMANDS = {
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beginDatetime: undefined,
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endDatetime: undefined,
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timePeriod: undefined,
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startMode: undefined,
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eventHandler: undefined
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}
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root.initialize(UI_COMMANDS, onInitialized)
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function onInitialized() {
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console.log('[INFO] Run -> startRoot -> onInitialized -> Entering function. ')
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root.start(onExecutionFinish)
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}
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}
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