Merge branch 'develop' into stable

Conflicts:
	package.json

core/baseTradingMethod.js

@@ -68,6 +68,7 @@ var Base = function() {
 
   // properties
   this.age = 0;
+  this.processedTicks = 0;
   this.setup = false;
 
   // defaults
@@ -76,7 +77,14 @@ var Base = function() {
   this.indicators = {};
   this.talibIndicators = {};
   this.asyncTick = false;
-  this.closePrices = [];
+
+  this.candleProps = {
+    open: [],
+    high: [],
+    low: [],
+    close: [],
+    volume: []
+  };
 
   // make sure we have all methods
   _.each(['init', 'check'], function(fn) {
@@ -114,9 +122,20 @@ Base.prototype.tick = function(candle) {
   this.age++;
   this.candle = candle;
 
-  this.closePrices.push(candle.close);
-  if(this.age > 1000) {
-    this.closePrices.shift();
+  if(this.asyncTick) {
+    this.candleProps.open.push(candle.open);
+    this.candleProps.high.push(candle.high);
+    this.candleProps.low.push(candle.low);
+    this.candleProps.close.push(candle.close);
+    this.candleProps.volume.push(candle.volume);
+
+    if(this.age > 1000) {
+      this.candleProps.open.shift();
+      this.candleProps.high.shift();
+      this.candleProps.low.shift();
+      this.candleProps.close.shift();
+      this.candleProps.volume.shift();
+    }
   }
 
   // update all indicators
@@ -128,19 +147,20 @@ Base.prototype.tick = function(candle) {
       i.update(candle);
   });
 
+  // update the trading method
   if(!this.asyncTick || this.requiredHistory > this.age) {
     this.propogateTick();
   } else {
     var next = _.after(
       _.size(this.talibIndicators),
-      function() {
-        this.propogateTick();
-      }.bind(this)
+      this.propogateTick
     );
 
-    _.each(this.talibIndicators, function(i) {
-      i._fn(this.closePrices, next);
-    }, this);
+    _.each(
+      this.talibIndicators,
+      i => i._fn(next),
+      this
+    );
   }
 
   // update previous price
@@ -153,6 +173,11 @@ Base.prototype.propogateTick = function() {
     this.log();
     this.check();
   }
+  this.processedTicks++;
+
+  // are we totally finished
+  if(this.finishCb && this.age === this.processedTicks)
+    this.finishCb();
 }
 
 Base.prototype.addTalibIndicator = function(name, type, parameters) {
@@ -165,13 +190,14 @@ Base.prototype.addTalibIndicator = function(name, type, parameters) {
   if(this.setup)
     util.die('Can only add talib indicators in the init method!');
 
+  var basectx = this;
+
   // TODO: cleanup..
   this.talibIndicators[name] = {
     _params: parameters,
-    _fn: function(closePrices, done) {
-
+    _fn: function(done) {
       var args = _.clone(parameters);
-      args.unshift(closePrices);
+      args.unshift(basectx.candleProps);
 
       talib[type].apply(this, args)(function(err, result) {
         if(err)
@@ -213,4 +239,19 @@ Base.prototype.advice = function(newPosition) {
   });
 }
 
+// Because the trading method might be async we need
+// to be sure we only stop after all candles are
+// processed.
+Base.prototype.finish = function(done) {
+  if(!this.asyncTick)
+    return done();
+
+  if(this.age === this.processedTicks)
+    return done();
+
+  // we are not done, register cb
+  // and call after we are..
+  this.finishCb = done;
+}
+
 module.exports = Base;

core/budfox/budfox.js

@@ -1,4 +1,11 @@
-// @doc: [TODO]
+// Budfox is the realtime market for Gekko!
+//
+// Read more here:
+// @link https://github.com/askmike/gekko/blob/stable/docs/internals/budfox.md
+//
+// > [getting up] I don't know. I guess I realized that I'm just Bud Fox.
+// > As much as I wanted to be Gordon Gekko, I'll *always* be Bud Fox.
+// > [tosses back the handkerchief and walks away]
 
 var _ = require('lodash');
 var async = require('async');

core/gekko-child.js

@@ -0,0 +1,50 @@
+/*
+
+  Gekko is a Bitcoin trading bot for popular Bitcoin exchanges written 
+  in node, it features multiple trading methods using technical analysis.
+
+  If you are interested in how Gekko works, read more about Gekko's 
+  architecture here:
+
+  https://github.com/askmike/gekko/blob/stable/docs/internals/architecture.md
+
+  Disclaimer:
+
+  USE AT YOUR OWN RISK!
+
+  The author of this project is NOT responsible for any damage or loss caused 
+  by this software. There can be bugs and the bot may not perform as expected 
+  or specified. Please consider testing it first with paper trading and/or 
+  backtesting on historical data. Also look at the code to see what how 
+  it is working.
+
+*/
+
+var util = require(__dirname + '/util');
+
+var dirs = util.dirs();
+var ipc = require('relieve').IPCEE(process);
+
+var config;
+var mode;
+
+ipc.on('start', (mode, config) => {
+
+  // force correct gekko env
+  util.setGekkoEnv('child-process');
+
+  // force correct gekko mode
+  util.setGekkoMode(mode);
+
+  // force disable debug
+  config.debug = false;
+  util.setConfig(config);
+
+  var pipeline = require(dirs.core + 'pipeline');
+  pipeline({
+    config: config,
+    mode: mode
+  });
+});
+
+

core/gekko-controller.js

@@ -0,0 +1,19 @@
+// WIP:
+// usage
+// 
+// in gekko dir:
+//    node core/gekko-controller
+
+var ForkTask = require('relieve').tasks.ForkTask
+var fork = require('child_process').fork
+
+task = new ForkTask(fork('./core/gekko-child.js'));
+
+var mode = 'backtest';
+var config = require('../config');
+
+task.send('start', mode, config);
+
+task.on('log', function(data) {
+  console.log('CHILD LOG:', data);
+});

core/gekkoStream.js

@@ -4,7 +4,9 @@
 var Writable = require('stream').Writable;
 var _ = require('lodash');
 
-var mode = require('./util').gekkoMode();
+var util = require('./util');
+var env = util.gekkoEnv();
+var mode = util.gekkoMode();
 
 var Gekko = function(candleConsumers) {
   this.candleConsumers = candleConsumers;
@@ -25,9 +27,25 @@ Gekko.prototype._write = function(chunk, encoding, _done) {
 }
 
 Gekko.prototype.finalize = function() {
+  var tradingMethod = _.find(
+    this.candleConsumers,
+    c => c.meta.name === 'Trading Advisor'
+  );
+
+  if(!tradingMethod)
+    return this.shutdown();
+
+  tradingMethod.finish(this.shutdown.bind(this));
+}
+
+Gekko.prototype.shutdown = function() {
   _.each(this.candleConsumers, function(c) {
-    c.finalize();
+    if(c.finalize)
+      c.finalize();
   });
+
+  if(env === 'child-process')
+    process.exit(0);
 }
 
 module.exports = Gekko;

core/log.js

@@ -9,11 +9,34 @@
 var moment = require('moment');
 var fmt = require('util').format;
 var _ = require('lodash');
-var debug = require('./util').getConfig().debug;
+var util = require('./util');
+var debug = util.getConfig().debug;
+
+var sendIPC = function() {
+  var IPCEE = require('relieve').IPCEE
+  var ipc = IPCEE(process);
+
+  var send = function(method) {
+    return function() {
+      var args = _.toArray(arguments);
+      ipc.send('log', args.join(' '));
+    }
+  }
+
+  return {
+    error: send('error'),
+    warn: send('warn'),
+    info: send('info')
+  }
+}
 
 var Log = function() {
   _.bindAll(this);
-  this.output = console;
+  this.env = util.gekkoEnv();
+  if(this.env === 'standalone')
+    this.output = console;
+  else if(this.env === 'child-process')
+    this.output = sendIPC();
 };
 
 Log.prototype = {
@@ -43,6 +66,6 @@ if(debug)
     this._write('info', arguments, 'DEBUG');  
   }
 else
-  Log.prototype.debug = function() {};
+  Log.prototype.debug = _.noop;
 
 module.exports = new Log;

core/markets/backtest.js

@@ -9,7 +9,10 @@ var adapter = config.adapters[config.backtest.adapter];
 var Reader = require(dirs.gekko + adapter.path + '/reader');
 var daterange = config.backtest.daterange;
 
-if(daterange.to <= daterange.from)
+var to = moment.utc(daterange.to);
+var from = moment.utc(daterange.from);
+
+if(to <= from)
   util.die('This daterange does not make sense.')
 
 var Market = function() {
@@ -27,8 +30,8 @@ var Market = function() {
   this.reader = new Reader();
   this.batchSize = config.backtest.batchSize;
   this.iterator = {
-    from: daterange.from.clone(),
-    to: daterange.from.clone().add(this.batchSize, 'm').subtract(1, 's')
+    from: from.clone(),
+    to: from.clone().add(this.batchSize, 'm').subtract(1, 's')
   }
 }
 
@@ -45,19 +48,20 @@ Market.prototype._read = function() {
 }
 
 Market.prototype.get = function() {
-  if(this.iterator.to >= daterange.to) {
-    this.iterator.to = daterange.to;
+  if(this.iterator.to >= to) {
+    this.iterator.to = to;
     this.ended = true;
   }
 
   this.reader.get(
     this.iterator.from.unix(),
     this.iterator.to.unix(),
+    'full',
     this.processCandles
   )
 }
 
-Market.prototype.processCandles = function(candles) {
+Market.prototype.processCandles = function(err, candles) {
   this.pushing = true;
   var amount = _.size(candles);
 

core/markets/importer.js

@@ -8,6 +8,18 @@ var moment = require('moment');
 var adapter = config.adapters[config.importer.adapter];
 var daterange = config.importer.daterange;
 
+var from = moment.utc(daterange.from);
+
+if(daterange.to) {
+  var to = moment.utc(daterange.to);
+} else{
+  var to = moment().utc();
+  log.debug(
+    'No end date specified for importing, setting to',
+    to.format('YYYY-MM-DD HH:mm:ss')
+  );
+}
+
 var TradeBatcher = require(dirs.budfox + 'tradeBatcher');
 var CandleManager = require(dirs.budfox + 'candleManager');
 var exchangeChecker = require(dirs.core + 'exchangeChecker');
@@ -18,16 +30,7 @@ if(error)
 
 var fetcher = require(dirs.importers + config.watch.exchange);
 
-if(!daterange.to) {
-  var now = moment();
-  daterange.to = now;
-  log.debug(
-    'No end date specified for importing, setting to',
-    now.format('YYYY-MM-DD HH:mm:ss')
-  );
-}
-
-if(daterange.to <= daterange.from)
+if(to <= from)
   util.die('This daterange does not make sense.')
 
 var Market = function() {
@@ -36,7 +39,10 @@ var Market = function() {
 
   this.tradeBatcher = new TradeBatcher(this.exchangeSettings.tid);
   this.candleManager = new CandleManager;
-  this.fetcher = fetcher(daterange);
+  this.fetcher = fetcher({
+    to: to,
+    from: from
+  });
 
   this.done = false;