balik zmen uff
This commit is contained in:
David Brazda
@ -277,18 +277,20 @@ def is_runner_running(id: UUID):
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def save_history(id: UUID, st: object, runner: Runner, reason: str = None):
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#zkousime precist profit z objektu
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try:
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profit = st.state.profit
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trade_count = len(st.state.tradeList)
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except Exception as e:
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profit = str(e)
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# #zkousime precist profit z objektu
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# try:
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# profit = st.state.profit
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# trade_count = len(st.state.tradeList)
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# except Exception as e:
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# profit = str(e)
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for i in db.stratins:
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if str(i.id) == str(id):
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i.history += "START:"+str(runner.run_started)+"STOP:"+str(runner.run_stopped)+"ACC:"+runner.run_account.value+"M:"+runner.run_mode.value+"PROFIT:"+str(round(profit,2))+ "TradeCNT:"+str(trade_count) + "REASON:" + str(reason)
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#i.history += str(runner.__dict__)+"<BR>"
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db.save()
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#zapisujeme pouze reason - pouzito jen pri exceptione
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if reason is not None:
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for i in db.stratins:
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if str(i.id) == str(id):
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i.history += "\nREASON:" + str(reason)
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#i.history += str(runner.__dict__)+"<BR>"
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db.save()
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#Capsule to run the thread in. Needed in order to update db after strat ends for any reason#
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def capsule(target: object, db: object, inter_batch_params: dict = None):
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@ -302,7 +304,7 @@ def capsule(target: object, db: object, inter_batch_params: dict = None):
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target.start()
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print("Strategy instance stopped. Update runners")
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reason = "SHUTDOWN OK"
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reason = None
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except Exception as e:
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reason = "SHUTDOWN Exception:" + str(e) + format_exc()
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#raise RuntimeError('Exception v runneru POZOR') from e
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@ -324,7 +326,7 @@ def capsule(target: object, db: object, inter_batch_params: dict = None):
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i.run_instance = None
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i.run_pause_ev = None
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i.run_stop_ev = None
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#ukladame radek do historie (pozdeji refactor)
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#ukladame jen pro zapis exception reasonu
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save_history(id=i.strat_id, st=target, runner=i, reason=reason)
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#store in archive header and archive detail
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archive_runner(runner=i, strat=target, inter_batch_params=inter_batch_params)
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@ -453,8 +455,14 @@ def batch_run_manager(id: UUID, runReq: RunRequest, rundays: list[RunDay]):
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#promenna pro sdileni mezi runy jednotlivych batchů (např. daily profit)
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inter_batch_params = dict(batch_profit=0, batch_rel_profit=0)
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note_from_run_request = runReq.note
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first = None
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last = None
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for day in rundays:
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cnt += 1
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if cnt == 1:
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first = day.start
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elif cnt == cnt_max:
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last = day.end
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print("Datum od", day.start)
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print("Datum do", day.end)
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runReq.bt_from = day.start
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@ -468,6 +476,21 @@ def batch_run_manager(id: UUID, runReq: RunRequest, rundays: list[RunDay]):
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break
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print("Batch manager FINISHED")
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##TBD sem zapsat do hlavicky batchů! abych měl náhled - od,do,profit, metrics
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batch_abs_profit = 0
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batch_rel_profit = 0
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try:
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#print(inter_batch_params)
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batch_abs_profit = inter_batch_params["batch_profit"]
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batch_rel_profit = inter_batch_params["batch_rel_profit"]
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except Exception as e:
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print("inter batch params problem", inter_batch_params, str(e)+format_exc())
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for i in db.stratins:
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if str(i.id) == str(id):
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i.history += "\nBatch: "+str(batch_id)+" "+str(first)+" "+str(last)+" P:"+str(int(batch_abs_profit))+ "R:"+str(round(batch_rel_profit,4))
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#i.history += str(runner.__dict__)+"<BR>"
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db.save()
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#stratin run
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@ -643,13 +666,14 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
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#naplneni batch sum profitu
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if inter_batch_params is not None:
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res["profit"]["batch_sum_profit"] = inter_batch_params["batch_profit"]
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res["profit"]["batch_sum_profit"] = int(inter_batch_params["batch_profit"])
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res["profit"]["batch_sum_rel_profit"] = inter_batch_params["batch_rel_profit"]
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#rel_profit rozepsane zisky
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res["profit"]["rel_profits"] = strat.state.rel_profit_cum
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#rel_profit zprumerovane
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res["profit"]["rel_profit_cum"] = float(np.mean(strat.state.rel_profit_cum)) if len(strat.state.rel_profit_cum) > 0 else 0
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res["profit"]["daily_rel_profit_avg"] = float(np.mean(strat.state.rel_profit_cum)) if len(strat.state.rel_profit_cum) > 0 else 0
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#rel_profit rozepsane zisky
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res["profit"]["daily_rel_profit_list"] = strat.state.rel_profit_cum
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#metrikz z prescribedTrades, pokud existuji
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try:
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@ -1117,10 +1141,10 @@ def get_testlists():
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# endregion
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#WIP - instant indicators
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def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator):
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def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator, save: bool = True):
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try:
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if indicator.name is None:
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return (-2, "name is required")
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return (-2, ["name is required"])
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#print("na zacatku", indicator.toml)
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@ -1163,16 +1187,6 @@ def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator):
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if res < 0:
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return (-2, "no archived runner {id}")
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#TODO - conditional udelat podminku
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# if value == "conditional":
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# conditions = state.vars.indicators[indname]["cp"]["conditions"]
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# for condname,condsettings in conditions.items():
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# state.vars.indicators[indname]["cp"]["conditions"][condname]["cond_dict"] = get_conditions_from_configuration(action=KW.change_val+"_if", section=condsettings)
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# printanyway(f'creating workdict for {condname} value {state.vars.indicators[indname]["cp"]["conditions"][condname]["cond_dict"]}')
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#TODO - podporit i jine nez custom?
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detail = RunArchiveDetail(**val)
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#print("toto jsme si dotahnuli", detail.bars)
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@ -1192,7 +1206,7 @@ def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator):
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##dame nastaveni indikatoru do tvaru, ktery stratvars ocekava (pro dynmaicke inicializace)
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stratvars = AttributeDict(indicators=AttributeDict(**{jmeno:toml_parsed}))
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print("stratvars", stratvars)
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#print("stratvars", stratvars)
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state = StrategyState(name="XX", symbol = "X", stratvars = AttributeDict(**stratvars), interface=interface)
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@ -1203,6 +1217,10 @@ def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator):
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state.bars = new_bars
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state.indicators = new_inds
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#pridavame dailyBars z extData
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if hasattr(detail, "ext_data") and "dailyBars" in detail.ext_data:
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state.dailyBars = detail.ext_data["dailyBars"]
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#print("daiyl bars added to state.dailyBars", state.dailyBars)
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print("delka",len(detail.bars["close"]))
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#intitialize indicator mapping - in order to use eval in expression
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@ -1230,7 +1248,8 @@ def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator):
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for key in detail.indicators[0]:
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state.indicators[key].append(detail.indicators[0][key][i])
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new_inds[indicator.name].append(0)
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#inicializujeme 0 v novém indikatoru
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state.indicators[indicator.name].append(0)
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try:
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populate_dynamic_indicators(new_data, state)
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@ -1241,9 +1260,8 @@ def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator):
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print(str(e) + format_exc())
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print("Done - static", f"delka {len(state.indicators[indicator.name])}", state.indicators[indicator.name])
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#print("Done", f"delka {len(new_inds[indicator.name])}", new_inds[indicator.name])
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#print("Done", state.indicators[indicator.name])
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new_inds[indicator.name] = state.indicators[indicator.name]
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#ukládáme do ArchRunneru
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