prvni verze dynamicky ind

v2realbot/strategyblocks/indicators/RSI.py

@@ -3,6 +3,8 @@ from v2realbot.strategy.base import StrategyState
 from v2realbot.indicators.indicators import ema, natr, roc
 from v2realbot.indicators.oscillators import rsi
 from traceback import format_exc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+
 #RSI INDICATOR
 # type = RSI, source = [close, vwap, hlcc4], rsi_length = [14], MA_length = int (optional), on_confirmed_only = [true, false]
 # pokud existuje MA, vytvarime i stejnojnojmenny MAcko
@@ -19,16 +21,14 @@ def populate_dynamic_RSI_indicator(data, state: StrategyState, name):
     
     #poustet kazdy tick nebo jenom na confirmed baru (on_confirmed_only = true)
     on_confirmed_only = safe_get(options, 'on_confirmed_only', False)
-    req_source = safe_get(options, 'source', 'vwap')
-    if req_source not in ["close", "vwap","hlcc4"]:
-        state.ilog(lvl=1,e=f"Unknown source error {req_source} for {name}")
-        return
-    rsi_length = int(safe_get(options, "RSI_length",14))
+    req_source = safe_get(options, 'source', 'vwap')    
+    rsi_length = int(safe_get(options, "length",14))
     rsi_MA_length = safe_get(options, "MA_length", None)
 
     if on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1):
         try:
-            source = state.bars[req_source]
+            #source = state.bars[req_source]
+            source = get_source_series(state, req_source)
             #cekame na dostatek dat
             if len(source) > rsi_length:
                 rsi_res = rsi(source, rsi_length)

v2realbot/strategyblocks/indicators/custom/_upscaled_rsi_wip.py

@@ -25,6 +25,8 @@ def upscaledrsi(state, params):
 
     #pokud potrebuju jen close nebo open muzu pouzit toto
     # vezme to N-th element z pole
+
+    #TODO resample any series
     def resample_close_prices(bars, new_resolution):
         # Check that the new resolution is a multiple of the old resolution.
         if new_resolution % bars['resolution'][-1] != 0:

v2realbot/strategyblocks/indicators/custom/basestats.py

@@ -7,6 +7,7 @@ from traceback import format_exc
 from v2realbot.ml.ml import ModelML
 import numpy as np
 from collections import defaultdict
+from scipy.stats import linregress
 
 #vstupem je bud indicator nebo bar parametr
 #na tomto vstupu dokaze provest zakladni statisticke funkce pro subpole X hodnot zpatky
@@ -61,6 +62,26 @@ def basestats(state, params):
         #val = 2 * (angle_deg / 180) - 1
     elif func =="stdev":
         val = np.std(source_array)
+    #linregres slope
+    elif func == "slope":
+        if len(source_array) < 4:
+            return -2, "less than 4 elmnts"
+        try:
+            np.seterr(all="raise")
+            val, _, _, _, _ = linregress(np.arange(len(source_array)), source_array)
+            val = round(val, 4)
+        except FloatingPointError:
+            return -2, "FloatingPointError"
+    #zatim takto, dokud nebudou podporovany indikatory s vice vystupnimi
+    elif func == "intercept":
+        if len(source_array) < 4:
+            return -2, "less than 4 elmnts"
+        try:
+            np.seterr(all="raise")
+            _, val, _, _, _ = linregress(np.arange(len(source_array)), source_array)
+            val = round(val, 4)
+        except FloatingPointError:
+            return -2, "FloatingPointError"
     else:
         return -2, "wrong function"
 

v2realbot/strategyblocks/indicators/custom/expression.py

@@ -2,17 +2,17 @@ from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print,
 from v2realbot.strategy.base import StrategyState
 import numpy as np
 
-#allows executing a statement - pozor neni sanitized a zatim se spousti i v globalni scopu
+#allows executing a expression - pozor neni sanitized a zatim se spousti i v globalni scopu
 #v pripade jineho nez soukromeho uziti zabezpecit
 
 #do budoucna prozkoumat NUMEXPR - ten omezuje jen na operatory a univerzalni funkce
 #eval nyni umi i user-defined function, string operation and control statements
 
 #teroeticky se dá pouzit i SYMPY - kde se daji vytvorit jednotlive symboly s urcitou funkcni
-def statement(state: StrategyState, params):
-    funcName = "statement"
+def expression(state: StrategyState, params):
+    funcName = "expression"
     #indicator name
-    operation = safe_get(params, "statement", None)
+    operation = safe_get(params, "expression", None)
 
     if operation is None :
         return -2, "required param missing"
@@ -20,7 +20,7 @@ def statement(state: StrategyState, params):
     state.ilog(lvl=1,e=f"BEFORE {funcName} {operation=}", **params)
     
     #pro zacatek eval
-    val = eval(operation, None, state.ind_mapping)
+    val = eval(operation, {'state': state}, state.ind_mapping)
 
 
     if not np.isfinite(val):

v2realbot/strategyblocks/indicators/custom/ma.py

@@ -10,7 +10,7 @@ from collections import defaultdict
 from v2realbot.strategyblocks.indicators.helpers import value_or_indicator
 
 
-#IMPLEMENTS different types of moving averages
+#IMPLEMENTS different types of moving averages in package v2realbot.indicators.moving_averages
 def ma(state, params):
     funcName = "ma"
     type = safe_get(params, "type", "ema")