SobhV7

const _ = require('lodash');
const util = require('util');
var tulind = require('tulind');
const log = require('../core/log.js');
const config = require ('../core/util.js').getConfig();
const candleBatcher = require('../core/candleBatcher');
const TULIPASYNC = require('../strategies/indicators/TulipAsync.js');
const TALIBASYNC = require('../strategies/indicators/TalibAsync.js');
const TEMA = require('../strategies/indicators/TEMA.js');
var stratMain = {};


stratMain.init = function () {
    this.name = 'SobhV7.js';

    this.exposedMain = false;
    this.trendMain = {
        direction: 'none',
        duration: 0,
        persisted: false,
        adviced: false
    };


    this.cb1 = new candleBatcher(1);
    this.cb1.on('candle', this.onCandle1M);

    this.cb5 = new candleBatcher(5);
    this.cb5.on('candle', this.onCandle5M);

    this.cb15 = new candleBatcher(15);
    this.cb15.on('candle', this.onCandle15M);

    this.cb240 = new candleBatcher(240);
    this.cb240.on('candle', this.onCandle240M);

    this.requiredHistory = this.tradingAdvisor.historySize;
    this.count1M = 0;

    const MACDSettings = this.settings.MACD;
    const RSISettings = this.settings.RSI;
    const MFISettings = this.settings.MFI;


    this.macd1M = new TULIPASYNC({ indicator: 'macd', length: 5000, candleinput: 'close', options:[ MACDSettings.optInFastPeriod, MACDSettings.optInSlowPeriod, MACDSettings.optInSignalPeriod ] });
    this.mfi1M = new TALIBASYNC({ indicator: 'mfi', length: 5000, options: { optInTimePeriod: 14 } });
    this.rsi1M = new TULIPASYNC({ indicator: 'rsi', length: 5000, candleinput: 'close', options:[ RSISettings.optInTimePeriod ] });
    this.rsi1TM = new TALIBASYNC({ indicator: 'rsi', length: 5000, options: { optInTimePeriod: 14 } });



    this.macd5M = new TULIPASYNC({ indicator: 'macd', length: 5000, candleinput: 'close', options:[ MACDSettings.optInFastPeriod, MACDSettings.optInSlowPeriod, MACDSettings.optInSignalPeriod ] });
    //this.mfi5M = new TULIPASYNC({ indicator: 'mfi', length: 5000, candleinput: 'close', options:[ MFISettings.optInTimePeriod ] });
    this.mfi5M = new TALIBASYNC({ indicator: 'mfi', length: 5000, options: { optInTimePeriod: 14 } });
    this.rsi5M = new TULIPASYNC({ indicator: 'rsi', length: 5000, candleinput: 'close', options:[ RSISettings.optInTimePeriod ] });
    this.rsi5TM = new TALIBASYNC({ indicator: 'rsi', length: 5000, options: { optInTimePeriod: 14 } });

    this.macd15M = new TULIPASYNC({ indicator: 'macd', length: 5000, candleinput: 'close', options:[ MACDSettings.optInFastPeriod, MACDSettings.optInSlowPeriod, MACDSettings.optInSignalPeriod ] });
    //this.mfi15M = new TULIPASYNC({ indicator: 'mfi', length: 5000, candleinput: 'close', options:[ MFISettings.optInTimePeriod ] });
    this.mfi15M = new TALIBASYNC({ indicator: 'mfi', length: 5000, options: { optInTimePeriod: 14 } });
    this.rsi15M = new TULIPASYNC({ indicator: 'rsi', length: 5000, candleinput: 'close', options:[ RSISettings.optInTimePeriod ] });

    this.macd240M = new TULIPASYNC({ indicator: 'macd', length: 5000, candleinput: 'close', options:[ MACDSettings.optInFastPeriod, MACDSettings.optInSlowPeriod, MACDSettings.optInSignalPeriod ] });
    //this.mfi240M = new TULIPASYNC({ indicator: 'mfi', length: 5000, candleinput: 'close', options:[ MFISettings.optInTimePeriod ] });
    this.mfi240M = new TALIBASYNC({ indicator: 'mfi', length: 5000, options: { optInTimePeriod: 14 } });
    this.rsi240M = new TULIPASYNC({ indicator: 'rsi', length: 5000, candleinput: 'close', options:[ RSISettings.optInTimePeriod ] });
}


// ***************************************************************************
// * 1 Min candles - candle batching
stratMain.onCandle = async function (candle) {
     this.count1M++;

     this.cb1.write([candle]);
     this.cb1.flush();

     this.cb5.write([candle]);
     this.cb5.flush();

     this.cb15.write([candle]);
     this.cb15.flush();

     this.cb240.write([candle]);
     this.cb240.flush();
}


// ***************************************************************************
// * 60 Min candles - strong market strat
stratMain.onCandle1M = async function (candle) {
        await this.update1M(candle);
        this.check1M(candle);
}


stratMain.onCandle5M = async function (candle) {
        await this.update5M(candle);
        this.check5M(candle);
}

stratMain.onCandle15M = async function (candle) {
        await this.update15M(candle);
        this.check15M(candle);
}

stratMain.onCandle240M = async function (candle) {
        await this.update240M(candle);
        this.check240M(candle);
}


// ***************************************************************************
//* 5-15-240 Min candles - check

stratMain.update1M = async function (candle) {
    this.macd1M.result = await this.macd1M.update(candle);
    this.macd1M.macd = this.macd1M.result[0];
    this.rsi1TM.result = (await this.rsi1TM.update(candle))[0];
    this.mfi1M.result = (await this.mfi1M.update(candle))[0];
    this.rsi1M.result = (await this.rsi1M.update(candle))[0];
}

stratMain.update5M = async function (candle) {
    this.macd5M.result = await this.macd5M.update(candle);
    this.macd5M.macd = this.macd5M.result[0];
    //this.macd5M.macd = this.macd5M.result[0];
    this.rsi5TM.result = (await this.rsi5TM.update(candle))[0];
    this.mfi5M.result = (await this.mfi5M.update(candle))[0];
    this.rsi5M.result = (await this.rsi5M.update(candle))[0];
}

stratMain.update15M = async function (candle) {
    this.macd15M.result = await this.macd15M.update(candle);
    this.macd15M.macd = this.macd15M.result[0];
    this.mfi15M.result = (await this.mfi15M.update(candle))[0];
    this.rsi15M.result = (await this.rsi15M.update(candle))[0];
}

stratMain.update240M = async function (candle) {
    this.macd240M.result = await this.macd240M.update(candle);
    this.macd240M.macd = this.macd240M.result[0];
    this.mfi240M.result = (await this.mfi240M.update(candle))[0];
    this.rsi240M.result = (await this.rsi240M.update(candle))[0];
}


// ***************************************************************************
//* 5-15-240 Min candles - check

stratMain.check1M = function(candle) {
    if (this.count1M <= this.requiredHistory) return;
    console.log ('  1M CANDLES:',candle.start.format(),candle.close,'macd 1 M ',this.macd1M.macd,"1 Min RSINew",this.rsi1M.result,"RSI1 T =",this.rsi1TM,"MFI",this.mfi1M);
}


stratMain.check5M = function(candle) {
    if (this.count1M <= this.requiredHistory) return;
    console.log ('  5M CANDLES:',candle.start.format(),candle.close,'macd',this.macd5M.macd,"RSINew",this.rsi5M.result,"RSI 5 T =",this.rsi5TM,"MFI",this.mfi5M);
}

stratMain.check15M = function(candle) {
    if (this.count1M <= this.requiredHistory) return;
    console.log (' 15M CANDLES:',candle.start.format(),candle.close,'macd',this.macd15M.macd,"RSINew",this.rsi15M.result,"MFI",this.mfi15M);
}

stratMain.check240M = function(candle) {
    if (this.count1M <= this.requiredHistory) {
        console.log('Warmup strategy with history data...');
        return;
    }

    console.log ('240M CANDLES:',candle.start.format(),candle.close,'macd',this.macd240M.macd,"RSINew",this.rsi240M.result,"MFI",this.mfi240M);
}


stratMain.log = function () {
}


stratMain.update = function (candle) {
    //no need for strat update, we work with onCandle custom batching
}


stratMain.check = function (candle) {
   //no need for strat check, we work with onCandle custom batching and strat execution
}


module.exports = stratMain;