bugfixy + update time now

v2realbot/ENTRY_backtest_strategyVykladaci.py

@@ -114,12 +114,15 @@ def next(data, state: StrategyState):
             #zaroven docasne menime ticks2reset na defenzivni 0.06
             state.vars.ticks2reset = 0.06
             state.ilog(e="DEF: Menime tick2reset na 0.06", ticks2reset=state.vars.ticks2reset, ticks2reset_backup=state.vars.ticks2reset_backup)
+            defense = True
         else:
+            defense = False
             #vracime zpet, pokud bylo zmeneno
             if state.vars.ticks2reset != state.vars.ticks2reset_backup:
                 state.vars.ticks2reset = state.vars.ticks2reset_backup
                 state.ilog(e="DEF: Menime tick2reset zpet na"+str(state.vars.ticks2reset), ticks2reset=state.vars.ticks2reset, ticks2reset_backup=state.vars.ticks2reset_backup)
 
+
         if kolikmuzu < vykladka: vykladka = kolikmuzu
 
         if len(curve) < vykladka:
@@ -131,9 +134,13 @@ def next(data, state: StrategyState):
         state.ilog(e="BUY Vykladame", msg=f"first price {price=} {vykladka=}", curve=curve, ema=state.indicators.ema[-1], trend=state.vars.Trend, price=price, vykladka=vykladka)
         ##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
         
-        ##VAR - na zaklade conf. muzeme jako prvni posilat MARKET
+        ##VAR - na zaklade conf. muzeme jako prvni posilat MARKET order
         if safe_get(state.vars, "first_buy_market") == True:
-            state.buy(size=qty)
+            #pri defenzivnim rezimu pouzivame vzdy LIMIT order
+            if defense:
+                state.buy_l(price=price, size=qty)
+            else:
+                state.buy(size=qty)
         else:
             state.buy_l(price=price, size=qty)
         print("prvni limitka na aktuální cenu. Další podle křivky", price, qty)

v2realbot/config.py

@@ -8,7 +8,7 @@ QUIET_MODE = False
 #0 - optimistic, every knot high will fill the order
 #N - N consecutive trades required
 #not impl.yet
-#minimum is 1
+#minimum is 1, na alpace live to vetsinou vychazi 7-8 u BAC, je to hodne podobne tomu, nez je cena překonaná pul centu. tzn. 7-8 a nebo FillCondition.SLOW
 BT_FILL_CONS_TRADES_REQUIRED = 3
 #during bt trade execution logs X-surrounding trades of the one that triggers the fill
 BT_FILL_LOG_SURROUNDING_TRADES = 10

v2realbot/strategy/StrategyOrderLimitVykladaci.py

@@ -59,7 +59,7 @@ class StrategyOrderLimitVykladaci(Strategy):
                         self.state.vars.limitka = puvodni
                     else:
                         self.state.vars.limitka_price = cena
-                        self.state.ilog(e="Příchozí BUY notif - menime limitku", msg=o.status, status=o.status, orderid=str(o.id), limitka=str(self.state.vars.limitka), limtka_price=self.state.vars.limitka_price, puvodni_limitka=str(puvodni))
+                        self.state.ilog(e="Příchozí BUY notif - menime limitku", msg=o.status, status=o.status, orderid=str(o.id), limitka=str(self.state.vars.limitka), limtka_price=self.state.vars.limitka_price, size=int(self.state.positions), puvodni_limitka=str(puvodni))
                 except APIError as e:
                     self.state.ilog(e="API ERROR pri zmene limitky", msg=str(e), orderid=str(o.id), limitka=str(self.state.vars.limitka), limitka_price=self.state.vars.limitka_price, puvodni_limitka=str(puvodni))
 
@@ -80,19 +80,23 @@ class StrategyOrderLimitVykladaci(Strategy):
             #podle prumerne ceny, kolik stalo toto mnozstvi
             avg_costs = float(self.state.avgp) * float(data.qty)
             if avg_costs == 0:
-                self.state.ilog(e="Nemame naklady na PROFIT, AVGP je nula. Zaznamenano jako 0", msg="naklady=utrzena cena. TBD opravit.")
+                self.state.ilog(e="ERR: Nemame naklady na PROFIT, AVGP je nula. Zaznamenano jako 0", msg="naklady=utrzena cena. TBD opravit.")
                 avg_costs = sold_amount
                 
             trade_profit = (sold_amount - avg_costs)
             self.state.profit += trade_profit
-            self.state.ilog(e=f"SELL not - PROFIT:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)}", msg=str(data.event), sold_amount=sold_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
+            self.state.ilog(e=f"SELL notif - PROFIT:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)}", msg=str(data.event), sold_amount=sold_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
 
-        if data.event == TradeEvent.PARTIAL_FILL:
-            self.state.ilog(e="SELL notifikace - Partial fill", msg="pouze update pozic", orderid=str(data.order.id))
-            #ic("partial fill jen udpatujeme pozice")
-            #TODO tento update mozna vyhodit a pockat vzdy na plny fill - otestovat az bude cas
-            self.state.avgp, self.state.positions = self.interface.pos()
-        elif data.event == TradeEvent.FILL or data.event == TradeEvent.CANCELED:
+            #update pozic, v trade update je i pocet zbylych pozic
+            old_avgp = self.state.avgp
+            old_pos = self.state.positions
+            self.state.positions = int(data.position_qty)
+            if int(data.position_qty) == 0:
+                self.state.avgp = 0
+            self.state.ilog(e="SELL notifikace "+str(data.order.status), msg="update pozic", old_avgp=old_avgp, old_pos=old_pos, avgp=self.state.avgp, pos=self.state.positions, orderid=str(data.order.id))
+            #self.state.avgp, self.state.positions = self.interface.pos()
+
+        if data.event == TradeEvent.FILL or data.event == TradeEvent.CANCELED:
             print("Příchozí SELL notifikace - complete FILL nebo CANCEL", data.event)
             #muzeme znovu nakupovat, mazeme limitku, blockbuy a pendingbuys
             #self.state.blockbuy = 0

v2realbot/strategy/base.py

@@ -318,6 +318,7 @@ class Strategy:
             now = self.bt.time
 
         print("NOTIFICATION ARRIVED AT:", now)
+        self.update_live_timenow()
 
         #pokud jde o FILL zapisujeme do self.trades a notifikujeme
         if data.event == TradeEvent.FILL:
@@ -336,9 +337,14 @@ class Strategy:
     async def orderUpdateSell(self,data):   
         print(data)
 
+    #pouze pro live a paper
+    def update_live_timenow(self):
+            if self.mode == Mode.LIVE or self.mode == Mode.PAPER:
+                self.state.time = datetime.now().timestamp()
+
     ##method to override by child class. Allows to call specific code right before running next iteration.
     def before_iteration(self):
-        pass
+        self.update_live_timenow()
 
     ##kroky po iteraci
     def after_iteration(self, item):