bring the recent commits to master down into unstable (#1048)

* update products.json file to newest trading pairs at binance (#1028)

* Binance changed API 24 hours to 1 hour (#1027)

* Update README

* Update README again

* add generation data to gitignore (#1012)

* binance changed their API strategy from 24 hour windows to 1 hour.

* rename periodLength to period_length (#1035)

commands/sim.js

@@ -79,7 +79,7 @@ module.exports = function container (get, set, clear) {
         var engine = get('lib.engine')(s)
         if (!so.min_periods) so.min_periods = 1
         var cursor, reversing, reverse_point
-        var query_start = so.start ? tb(so.start).resize(so.periodLength).subtract(so.min_periods + 2).toMilliseconds() : null
+        var query_start = so.start ? tb(so.start).resize(so.period_length).subtract(so.min_periods + 2).toMilliseconds() : null
 
         function exitSim () {
           console.log()

commands/trade.js

@@ -112,7 +112,7 @@ module.exports = function container (get, set, clear) {
           ].join('') + '\n')
           process.stdout.write([
             z(15, (so.mode === 'paper' ? '      ' : (so.mode === 'live' && (so.manual === false || typeof so.manual === 'undefined')) ? '       ' + 'AUTO'.black.bgRed + '    ' : '       ' + 'MANUAL'.black.bgGreen + '  '), ' '),
-            z(13, so.periodLength, ' '),
+            z(13, so.period_length, ' '),
             z(29, (so.order_type === 'maker' ? so.order_type.toUpperCase().green : so.order_type.toUpperCase().red), ' '),
             z(31, (so.mode === 'paper' ? 'avg. '.grey + so.avg_slippage_pct + '%' : 'max '.grey + so.max_slippage_pct + '%'), ' '),
             z(20, (so.order_type === 'maker' ? so.order_type + ' ' + s.exchange.makerFee : so.order_type + ' ' + s.exchange.takerFee), ' ')
@@ -338,7 +338,7 @@ module.exports = function container (get, set, clear) {
         }
 
         var db_cursor, trade_cursor
-        var query_start = tb().resize(so.periodLength).subtract(so.min_periods * 2).toMilliseconds()
+        var query_start = tb().resize(so.period_length).subtract(so.min_periods * 2).toMilliseconds()
         var days = Math.ceil((new Date().getTime() - query_start) / 86400000)
         var session = null
         var sessions = get('db.sessions')

commands/train.js

@@ -131,13 +131,13 @@ module.exports = function container (get, set, clear) {
 
         if (!so.min_periods) so.min_periods = 1
         var cursor, reversing, reverse_point
-        var query_start = so.start_training ? tb(so.start_training).resize(so.periodLength).subtract(so.min_periods + 2).toMilliseconds() : null
+        var query_start = so.start_training ? tb(so.start_training).resize(so.period_length).subtract(so.min_periods + 2).toMilliseconds() : null
 
         function writeTempModel (strategy) {
           var tempModelString = JSON.stringify(
             {
               "selector": so.selector.normalized,
-              "period": so.periodLength,
+              "period": so.period_length,
               "start_training": moment(so.start_training),
               "end_training": moment(so.end_training),
               "options": fa_getTrainOptions(so),
@@ -159,7 +159,7 @@ module.exports = function container (get, set, clear) {
           var finalModelString = JSON.stringify(
             {
               "selector": so.selector.normalized,
-              "period": so.periodLength,
+              "period": so.period_length,
               "start_training": moment(so.start_training).utc(),
               "end_training": moment(end_training).utc(),
               "result_training": trainingResult,
@@ -172,7 +172,7 @@ module.exports = function container (get, set, clear) {
           var testVsBuyHold = typeof(testResult) !== "undefined" ? testResult.vsBuyHold : 'noTest'
 
           var finalModelFile = 'models/forex.model_' + so.selector.normalized
-            + '_period=' + so.periodLength
+            + '_period=' + so.period_length
             + '_from=' + moment(so.start_training).utc().format('YYYYMMDD_HHmmssZZ')
             + '_to=' + moment(end_training).utc().format('YYYYMMDD_HHmmssZZ')
             + '_trainingVsBuyHold=' + trainingResult.vsBuyHold
@@ -234,7 +234,7 @@ module.exports = function container (get, set, clear) {
             '--modelfile', path.resolve(__dirname, '..', tempModelFile),
             '--start', so.start_training,
             '--end', so.end_training,
-            '--period', so.periodLength,
+            '--period', so.period_length,
             '--filename', path.resolve(__dirname, '..', tempModelFile) + '-simTrainingResult.html'
           ]
           var trainingSimulation = spawn(path.resolve(__dirname, '..', zenbot_cmd), trainingArgs, { stdio: 'inherit' })
@@ -260,7 +260,7 @@ module.exports = function container (get, set, clear) {
                 '--disable_options',
                 '--modelfile', path.resolve(__dirname, '..', tempModelFile),
                 '--start', so.end_training,
-                '--period', so.periodLength,
+                '--period', so.period_length,
                 '--filename', path.resolve(__dirname, '..', tempModelFile) + '-simTestResult.html',
               ]
               var testSimulation = spawn(path.resolve(__dirname, '..', zenbot_cmd), testArgs, { stdio: 'inherit' })

extensions/exchanges/binance/exchange.js

@@ -64,11 +64,11 @@ module.exports = function container (get, set, clear) {
       }
       if (args.startTime && !args.endTime) {
         // add 12 hours
-        args.endTime = args.startTime + 43200000
+        args.endTime = args.startTime + 3600000
       }
       else if (args.endTime && !args.startTime) {
         // subtract 12 hours
-        args.startTime = args.endTime - 43200000
+        args.startTime = args.endTime - 3600000
       }
 
       var client = publicClient()