Load realtime prices in paper trade mode from nasdaq page

backtest.js

@@ -31,10 +31,10 @@ Log.info("Running Backtest");
 config = {
   tickers: tickers,
   // from: "2015-01-01",
-  from: '2008-01-01',
-  // to: '2016-01-01',
-  // to: '2016-10-10',
-  to: moment().format('YYYY-MM-DD'),
+  // from: '2008-01-01',
+  from: '2017-01-01',
+  to: '2017-10-10',
+  // to: moment().format('YYYY-MM-DD'),
   capital: 10000 * 2,
   monthlyAdd: 0,
   mailLog: false,

config/app.js

@@ -18,7 +18,6 @@ module.exports = function(app, config) {
 	app.use(cookieParser());
 	app.use(session({
 		secret: 'This was really big kind of stuff',
-		saveUninitialized: true,
 		resave: false,
 		store: new FileStore({
 			logFn: _.noop,

modules/Connector/YahooMock.js

@@ -26,9 +26,6 @@ var Mock = function (config, app) {
 
   Log = app.Log || LogMockup;
 
-  // realtime data mockup URL
-  var realtimeUrl = 'http://download.finance.yahoo.com/d/quotes.csv?f=sl1&s=';
-
   Log.info("Starting mockup API with config:", config);
 
   var getNextOrderId = function () {

modules/Connector/_yahoo.js

@@ -1,51 +1,28 @@
-var request = require("request");
 var _ = require("lodash");
-var csv = require("fast-csv");
+var NasdaqFinance = require("nasdaq-finance").default;
 
 var Yahoo = function() {
     var self = this;
 
-    // realtime data mockup URL
-    var realtimeUrl = 'http://download.finance.yahoo.com/d/quotes.csv?f=sl1&s=';
 
-    /**
-     * Trasnform data from array to object
-     * @param data Array of pairs [ticker, price]
-     * @return Object {ticker: price, ...}
-     */
-    var transformPriceData = function (data) {
-        var out = {};
-        data.forEach(function(item) {
-            out[item[0]] = item[1];
-        });
-
-        return out;
-    };
+    const client = new NasdaqFinance({
+      tickerConcurrency: 3
+    })
 
     /**
      * Get prices for given tickers (if they are streamed)
      * @param tickers List of tickers to load
      * @param done Function(err, {ticker: price, ...}
      */
     self.getPrices = function (tickers, done) {
-        if(_.isArray(tickers))
-            tickers = tickers.join(',');
-
-        console.log("Load market prices for these tickers", tickers);
-        request(realtimeUrl+tickers, function (error, response, body) {
-            if(error || response.statusCode !== 200)
-                return done(error || {statusCode: response.statusCode});
-
-            var buffer = [];
-            csv.fromString(body)
-                .on("data", function(data) {
-                    buffer.push(data);
-                })
-                .once("error", done)
-                .on("end", function() {
-                    done(null, transformPriceData(buffer));
-                });
-        });
+        if(_.isString(tickers))
+            tickers = tickers.split(',')
+
+        console.log("Load market prices for these tickers", tickers.join(','));
+
+        return client.getPrice(tickers, true)
+          .then(prices => done(null, prices))
+          .catch(err => done(err, null))
     };
 
     return this;

modules/Loader/AlphaVantage.js

@@ -33,11 +33,12 @@ function AlphaVantage(API_KEY) {
           return { ticker: ticker, price: prices[dates[0]]['4. close'] }
         })
         .catch(function(err) {
+          return null;
+
           console.error(
             `Error when downloading realtime prices for ${ticker}`,
             err, response.body
           )
-          return Promise.resolve(null)
         })
 
     }, { concurrency: 1 })

package.json

@@ -59,7 +59,7 @@
     "strip-ansi": "^3.0.1",
     "syncprompt": "^1.0.1",
     "throttle-function": "^0.1.0",
-    "yahoo-finance": "0.3.0"
+    "yahoo-finance": "0.3.5"
   },
   "devDependencies": {
     "eslint": "^3.4.0",

singleRun.js

@@ -29,7 +29,7 @@ var Robot;
 require(config.dirWeb+'Routes')(app);
 
 if(!PROCESS_LOAD_DELAY || PROCESS_LOAD_DELAY < 1000) {
-  Log.error("Delay can't be smaller than 30'000ms - value: "+PROCESS_LOAD_DELAY)
+  Log.error("Delay can't be smaller than 1'000ms - value: "+PROCESS_LOAD_DELAY)
   process.exit(1)
 }