diff --git a/v2realbot/ENTRY_ClassicSL_v01.py b/v2realbot/ENTRY_ClassicSL_v01.py index 6e7cb54..21ca187 100644 --- a/v2realbot/ENTRY_ClassicSL_v01.py +++ b/v2realbot/ENTRY_ClassicSL_v01.py @@ -498,10 +498,18 @@ def next(data, state: StrategyState): lookbacktime = state.bars.time[-slope_lookback] else: #kdyz neni dostatek hodnot, pouzivame jako levy bod open hodnotu close[0] - #lookbackprice = state.bars.close[0] - + lookbackprice = state.bars.vwap[0] + + #pokud neni dostatek, bereme vzdy petinu ze stávajících barů + # cnt = len(state.bars.close) + # if cnt>5: + # sliced_to = int(cnt/5) + # lookbackprice= Average(state.bars.vwap[:sliced_to]) + + # else: + # lookbackprice = state.bars.vwap[0] #update -- lookback je pole z toho co mame - lookbackprice = Average(state.bars.vwap) + #lookbackprice = Average(state.bars.vwap) lookbacktime = state.bars.time[0] state.ilog(e=f"IND {name} slope - not enough data bereme left bod open", slope_lookback=slope_lookback) diff --git a/v2realbot/__pycache__/config.cpython-310.pyc b/v2realbot/__pycache__/config.cpython-310.pyc index 4bef151..05413bb 100644 Binary files a/v2realbot/__pycache__/config.cpython-310.pyc and b/v2realbot/__pycache__/config.cpython-310.pyc differ diff --git a/v2realbot/loader/__pycache__/trade_offline_streamer.cpython-310.pyc b/v2realbot/loader/__pycache__/trade_offline_streamer.cpython-310.pyc index 7660575..d443c48 100644 Binary files a/v2realbot/loader/__pycache__/trade_offline_streamer.cpython-310.pyc and b/v2realbot/loader/__pycache__/trade_offline_streamer.cpython-310.pyc differ diff --git a/v2realbot/loader/trade_offline_streamer.py b/v2realbot/loader/trade_offline_streamer.py index 2155828..2bf6d80 100644 --- a/v2realbot/loader/trade_offline_streamer.py +++ b/v2realbot/loader/trade_offline_streamer.py @@ -106,6 +106,8 @@ class Trade_Offline_Streamer(Thread): print(day.close) #make it offset aware day.open = day.open.replace(tzinfo=zoneNY) + #add 20 minutes of premarket + day.open = day.open - timedelta(minutes=20) day.close = day.close.replace(tzinfo=zoneNY) ##pokud datum do je mensi day.open, tak tento den neresime @@ -155,7 +157,9 @@ class Trade_Offline_Streamer(Thread): #protze mi chodi data jen v main sessione, pak jediné, kdy nečekáme na Q, je když time_from je větší než day.open # (např. požadovaná start až od 10:00) - if self.time_from > day.open: + + #docasne disablujeme wait for queue, aby nam mohl jit i premarket + if self.time_from > day.open or 1==1: wait_for_q = False else: wait_for_q = True @@ -177,7 +181,9 @@ class Trade_Offline_Streamer(Thread): #pokud je start_time < trade < end_time #datetime.fromtimestamp(parse_alpaca_timestamp(t['t'])) ##ic(t['t']) - if self.time_from < to_datetime(t['t']) < self.time_to: + + #poustime i 20 minut premarketu pro presnejsi populaci slopu v prvnich minutech + if self.time_from - timedelta(minutes=20) < to_datetime(t['t']) < self.time_to: #poustime dal, jinak ne if wait_for_q: #cekame na Q nebo na O (nekterym dnum chybelo Q) diff --git a/v2realbot/main.py b/v2realbot/main.py index 669a4aa..9c51c97 100644 --- a/v2realbot/main.py +++ b/v2realbot/main.py @@ -93,7 +93,7 @@ async def get(username: Annotated[str, Depends(get_current_username)]): @app.websocket("/runners/{runner_id}/ws") async def websocket_endpoint( - *, + *, websocket: WebSocket, runner_id: str, api_key: Annotated[str, Depends(get_api_key)], diff --git a/v2realbot/static/js/utils.js b/v2realbot/static/js/utils.js index c06302b..32dab65 100644 --- a/v2realbot/static/js/utils.js +++ b/v2realbot/static/js/utils.js @@ -36,7 +36,8 @@ indConfig = [ {name: "ema", titlevisible: false, embed: true, display: true, pri {name: "slope30MA", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false}, {name: "slopeLP", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false}, {name: "slopeMA", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false}, - {name: "slopeLPMA", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false}, + {name: "slope720", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false}, + {name: "slope720MA", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false}, {name: "slow_slope", titlevisible: true, embed: true, display: false, priceScaleId: "left", lastValueVisible: false}, {name: "slow_slopeMA", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false}, {name: "emaSlow", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},