Merge branch 'develop' of https://github.com/Superalgos/Superalgos in…

…to develop
merolaika · Dec 28, 2021 · c9a9708 · c9a9708
2 parents 4b950dc + 6c1caef
commit c9a9708
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Showing 24 changed files with 76,217 additions and 60,009 deletions.
diff --git a/Platform/PlatformApp.js b/Platform/PlatformApp.js
@@ -140,6 +140,7 @@ exports.newPlatformApp = function newPlatformApp() {
             HTTP_INTERFACE = HTTP_INTERFACE.newHttpInterface()
             HTTP_INTERFACE.initialize(initialWorkspace)
             console.log('Http Interface .............................................. Listening at port ' + global.env.PLATFORM_HTTP_INTERFACE_PORT)
+            console.log('Initial Workspace............................................ ' + initialWorkspace.project + ' ' + initialWorkspace.name)
 
             console.log('')
             console.log("You are running Superalgos Platform " + SA.version)
@@ -162,4 +163,4 @@ exports.newPlatformApp = function newPlatformApp() {
             console.log('[ERROR] Platform App -> Error = ' + err.stack)
         }
     }
-}
+}
diff --git a/Projects/Algorithmic-Trading/Schemas/App-Schema/trading-system.json b/Projects/Algorithmic-Trading/Schemas/App-Schema/trading-system.json
@@ -38,7 +38,17 @@
             "label": "Add Incoming Signals",
             "relatedUiObject": "Incoming Signals",
             "relatedUiObjectProject": "Trading-Signals"
-        },           
+        },     
+        {
+            "action": "Add UI Object",
+            "actionProject": "Visual-Scripting",
+            "disableIfPropertyIsDefined": true,
+            "propertyToCheckFor": "portfolioManagedSystem",
+            "actionFunction": "payload.executeAction",
+            "label": "Add Portfolio Managed System",
+            "relatedUiObject": "Portfolio Managed System",
+            "relatedUiObjectProject": "Portfolio-Management"
+        },        
         {
             "action": "Delete UI Object",
             "actionProject": "Visual-Scripting",
@@ -79,6 +89,12 @@
             "type": "node",
             "childType": "Incoming Signals",
             "project": "Trading-Signals"
+        },
+        {
+            "name": "portfolioManagedSystem",
+            "type": "node",
+            "childType": "Portfolio Managed System",
+            "project": "Portfolio-Management"
         }
     ]
 }
diff --git a/...Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js b/...Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSimulation.js
@@ -21,6 +21,7 @@ exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processInde
     let tradingEpisodeModuleObject
     let incomingTradingSignalsModuleObject
     let outgoingTradingSignalsModuleObject
+    let portfolioManagerClientModuleObject
     let tradingEngineModuleObject
 
     return thisObject
@@ -45,6 +46,9 @@ exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processInde
         outgoingTradingSignalsModuleObject = TS.projects.tradingSignals.modules.outgoingTradingSignals.newTradingSignalsModulesOutgoingTradingSignals(processIndex)
         outgoingTradingSignalsModuleObject.initialize()
 
+        portfolioManagerClientModuleObject = TS.projects.portfolioManagement.modules.portfolioManagerClient.newPortfolioManagementModulesPortfolioManagerClient(processIndex)
+        portfolioManagerClientModuleObject.initialize()
+
         /* This object is already initialized */
         tradingEngineModuleObject = TS.projects.foundations.globals.processModuleObjects.MODULE_OBJECTS_BY_PROCESS_INDEX_MAP.get(processIndex).ENGINE_MODULE_OBJECT
     }
@@ -55,6 +59,7 @@ exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processInde
         tradingEpisodeModuleObject.finalize()
         incomingTradingSignalsModuleObject.finalize()
         outgoingTradingSignalsModuleObject.finalize()
+        portfolioManagerClientModuleObject.finalize()
 
         tradingSystem = undefined
         tradingEngine = undefined
@@ -65,6 +70,7 @@ exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processInde
         tradingEpisodeModuleObject = undefined
         incomingTradingSignalsModuleObject = undefined
         outgoingTradingSignalsModuleObject = undefined
+        portfolioManagerClientModuleObject = undefined
     }
 
     async function runSimulation(
@@ -123,7 +129,16 @@ exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processInde
                     processIndex
                 )
                 /* Signals */
-                await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopIncomingSignals(tradingSystem)
+                await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopIncomingSignals(
+                    incomingTradingSignalsModuleObject,
+                    tradingSystem
+                )
+                /* Portfolio Manager */
+                await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopCandleEntryPortfolioManager(
+                    portfolioManagerClientModuleObject,
+                    tradingSystem,
+                    candle
+                )
                 /* We emit a heart beat so that the UI can now where we are at the overall process. */
                 TS.projects.simulation.functionLibraries.simulationFunctions.heartBeat(
                     sessionParameters,
@@ -196,7 +211,22 @@ exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processInde
                 tradingRecordsModuleObject.appendRecords()
 
                 if (breakLoop === true) {
-                    await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopOutgoingSignals(outgoingTradingSignalsModuleObject, tradingSystem, candle)
+                    /*
+                    Outgoing Signals
+                    */
+                    await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopOutgoingSignals(
+                        outgoingTradingSignalsModuleObject,
+                        tradingSystem,
+                        candle
+                    )
+                    /*
+                    Checkout at Portfolio Manager
+                    */
+                    await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopCandleExitPortfolioManager(
+                        portfolioManagerClientModuleObject,
+                        tradingSystem,
+                        candle
+                    )
                     break
                 }
                 /*
@@ -208,7 +238,22 @@ exports.newAlgorithmicTradingBotModulesTradingSimulation = function (processInde
                 during the second cycle.
                 */
                 await runCycle('Second')
-                await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopOutgoingSignals(outgoingTradingSignalsModuleObject, tradingSystem, candle)
+                /*
+                Outgoing Signals
+                */
+                await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopOutgoingSignals(
+                    outgoingTradingSignalsModuleObject,
+                    tradingSystem,
+                    candle
+                )
+                /*
+                Checkout at Portfolio Manager
+                */
+                await TS.projects.simulation.functionLibraries.simulationFunctions.syncronizeLoopCandleExitPortfolioManager(
+                    portfolioManagerClientModuleObject,
+                    tradingSystem,
+                    candle
+                )
                 /*
                 Check if we need to stop.
                 */

diff --git a/...cts/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js b/...cts/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js
@@ -27,7 +27,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
     let announcementsModuleObject = TS.projects.socialBots.botModules.announcements.newSocialBotsBotModulesAnnouncements(processIndex)
     let outgoingTradingSignalsModuleObject = TS.projects.tradingSignals.modules.outgoingTradingSignals.newTradingSignalsModulesOutgoingTradingSignals(processIndex)
     let incomingTradingSignalsModuleObject = TS.projects.tradingSignals.modules.incomingTradingSignals.newTradingSignalsModulesIncomingTradingSignals(processIndex)
-    let portfolioManagerClient = TS.projects.portfolioManagement.modules.portfolioManagerClient.newPortfolioManagementModulesPortfolioManagerClient(processIndex)
+    let portfolioManagerClientModuleObject = TS.projects.portfolioManagement.modules.portfolioManagerClient.newPortfolioManagementModulesPortfolioManagerClient(processIndex)
     let snapshotsModuleObject = TS.projects.algorithmicTrading.botModules.snapshots.newAlgorithmicTradingBotModulesSnapshots(processIndex)
     let tradingEpisodeModuleObject = TS.projects.algorithmicTrading.botModules.tradingEpisode.newAlgorithmicTradingBotModulesTradingEpisode(processIndex)
 
@@ -50,7 +50,7 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
         tradingEpisodeModuleObject.initialize()
         outgoingTradingSignalsModuleObject.initialize()
         incomingTradingSignalsModuleObject.initialize()
-        portfolioManagerClient.initialize()
+        portfolioManagerClientModuleObject.initialize()
     }
 
     function finalize() {
@@ -82,8 +82,8 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
         incomingTradingSignalsModuleObject.finalize()
         incomingTradingSignalsModuleObject = undefined
 
-        portfolioManagerClient.finalize()
-        portfolioManagerClient = undefined
+        portfolioManagerClientModuleObject.finalize()
+        portfolioManagerClientModuleObject = undefined
     }
 
     function updateChart(pChart, pExchange, pMarket) {
@@ -156,9 +156,11 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
 
                                 tradingSystem.values.push([situation.id, passed])
 
-                                let response = await portfolioManagerClient.askPortfolioEventsManager(triggerStage.triggerOn, passed)
-                                passed = response.raiseEvent
-
+                                if (triggerStage.triggerOn.askPortfolioEventsManager !== undefined) {
+                                    let response = await portfolioManagerClientModuleObject.askPortfolioEventsManager(triggerStage.triggerOn, passed)
+                                    passed = response.raiseEvent
+                                }
+
                                 if (passed) {
 
                                     tradingSystem.highlights.push(situation.id)
@@ -213,8 +215,10 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
 
                             tradingSystem.values.push([situation.id, passed])
 
-                            let response = await portfolioManagerClient.askPortfolioEventsManager(triggerStage.triggerOff, passed)
-                            passed = response.raiseEvent
+                            if (triggerStage.triggerOff.askPortfolioEventsManager !== undefined) {
+                                let response = await portfolioManagerClientModuleObject.askPortfolioEventsManager(triggerStage.triggerOff, passed)
+                                passed = response.raiseEvent
+                            }
 
                             if (passed) {
                                 tradingSystem.highlights.push(situation.id)
@@ -258,8 +262,10 @@ exports.newAlgorithmicTradingBotModulesTradingStages = function (processIndex) {
 
                             tradingSystem.values.push([situation.id, passed])
 
-                            let response = await portfolioManagerClient.askPortfolioEventsManager(triggerStage.takePosition, passed)
-                            passed = response.raiseEvent
+                            if (triggerStage.takePosition.askPortfolioEventsManager !== undefined) {
+                                let response = await portfolioManagerClientModuleObject.askPortfolioEventsManager(triggerStage.takePosition, passed)
+                                passed = response.raiseEvent
+                            }
 
                             if (passed) {
                                 tradingSystem.highlights.push(situation.id)

diff --git a/...cts/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js b/...cts/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingSystem.js
@@ -26,10 +26,10 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) {
     let sessionParameters
     let dynamicIndicators
 
-    let tradingStagesModuleObject = TS.projects.algorithmicTrading.botModules.tradingStages.newAlgorithmicTradingBotModulesTradingStages(processIndex)
-    let portfolioManagerClient = TS.projects.portfolioManagement.modules.portfolioManagerClient.newPortfolioManagementModulesPortfolioManagerClient(processIndex)
-    let incomingTradingSignalsModuleObject = TS.projects.tradingSignals.modules.incomingTradingSignals.newTradingSignalsModulesIncomingTradingSignals(processIndex)
-    let outgoingTradingSignalsModuleObject = TS.projects.tradingSignals.modules.outgoingTradingSignals.newTradingSignalsModulesOutgoingTradingSignals(processIndex)
+    let tradingStagesModuleObject 
+    let incomingTradingSignalsModuleObject 
+    let outgoingTradingSignalsModuleObject 
+    let portfolioManagerClient 
 
     let taskParameters = {
         market: TS.projects.foundations.globals.taskConstants.TASK_NODE.parentNode.parentNode.parentNode.referenceParent.baseAsset.referenceParent.config.codeName +
@@ -46,9 +46,15 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) {
         tradingSystem.conditions = new Map()
         tradingSystem.formulas = new Map()
 
+        tradingStagesModuleObject = TS.projects.algorithmicTrading.botModules.tradingStages.newAlgorithmicTradingBotModulesTradingStages(processIndex)
+        incomingTradingSignalsModuleObject = TS.projects.tradingSignals.modules.incomingTradingSignals.newTradingSignalsModulesIncomingTradingSignals(processIndex)
+        outgoingTradingSignalsModuleObject = TS.projects.tradingSignals.modules.outgoingTradingSignals.newTradingSignalsModulesOutgoingTradingSignals(processIndex)
+        portfolioManagerClient = TS.projects.portfolioManagement.modules.portfolioManagerClient.newPortfolioManagementModulesPortfolioManagerClient(processIndex)
+
         tradingStagesModuleObject.initialize()
         incomingTradingSignalsModuleObject.initialize()
         outgoingTradingSignalsModuleObject.initialize()
+        portfolioManagerClient.initialize()
 
         /* Adding Functions used elsewhere to Trading System Definition */
         tradingSystem.checkConditions = function (situation, passed) {
@@ -463,8 +469,10 @@ exports.newAlgorithmicTradingBotModulesTradingSystem = function (processIndex) {
             Now that we have the value of the formula, we will check with the Porfolio Manager
             to see if we can use this value, or we need to use something else.
             */
-            let response = await portfolioManagerClient.askPortfolioFormulaManager(parentNode, value)
-            value = response.value
+            if (parentNode.askPortfolioFormulaManager !== undefined) {
+                let response = await portfolioManagerClient.askPortfolioFormulaManager(parentNode, value)
+                value = response.value
+            }
             /*
             Now we actually have the final value. We will check if we need to broadcast a signals
             with this value as context or not.

diff --git a/Projects/Foundations/Icons-SVG-Sources/exchanges/latoken.svg b/Projects/Foundations/Icons-SVG-Sources/exchanges/latoken.svg