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minor upravy

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This commit is contained in:
David Brazda
2023-08-29 15:24:33 +02:00
parent 4c861c59a1
commit 012d194de9
6 changed files with 22 additions and 7 deletions
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12
v2realbot/ENTRY_ClassicSL_v01.py
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@ -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)

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v2realbot/__pycache__/config.cpython-310.pyc
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v2realbot/loader/__pycache__/trade_offline_streamer.cpython-310.pyc
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10
v2realbot/loader/trade_offline_streamer.py
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@ -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)

3
v2realbot/static/js/utils.js
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@ -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},