minor upravy

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)
 

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)

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)],

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},