balik zmen uff

v2realbot/loader/aggregator.py

@@ -369,6 +369,11 @@ class TradeAggregator2Queue(TradeAggregator):
         self.queue = queue
         self.symbol = symbol
 
+    #accepts loaded queue and sents it to given output
+    async def ingest_cached(self, cached_queue):
+        for element in cached_queue:
+            self.queue.put(element)
+
     async def ingest_trade(self, data):
             #print("ingest ve threadu:",current_thread().name)
             res = await super().ingest_trade(data, self.symbol)
@@ -400,6 +405,11 @@ class TradeAggregator2List(TradeAggregator):
         # if os.path.exists(self.debugfile):
         #     os.remove(self.debugfile)
 
+    #accepts loaded queue and sents it to given output
+    async def ingest_cached(self, cached_queue):
+        for element in cached_queue:
+            self.btdata.append((element['t'],element['p']))
+
     async def ingest_trade(self, data):
             #print("ted vstoupil do tradeagg2list ingestu")
             res1 = await super().ingest_trade(data, self.symbol)

v2realbot/loader/cacher.py

@@ -0,0 +1,63 @@
+from v2realbot.loader.aggregator import TradeAggregator, TradeAggregator2List, TradeAggregator2Queue
+from alpaca.trading.requests import GetCalendarRequest
+from alpaca.trading.client import TradingClient
+from alpaca.data.live import StockDataStream
+from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE
+from alpaca.data.enums import DataFeed
+from alpaca.data.historical import StockHistoricalDataClient
+from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
+from threading import Thread, current_thread
+from v2realbot.utils.utils import parse_alpaca_timestamp, ltp, zoneNY, print
+from v2realbot.utils.tlog import tlog
+from datetime import datetime, timedelta, date
+from threading import Thread
+import asyncio
+from msgpack.ext import Timestamp
+from msgpack import packb
+from pandas import to_datetime
+import pickle
+import os
+from rich import print
+import queue
+from alpaca.trading.models import Calendar
+from v2realbot.enums.enums import RecordType, StartBarAlign
+from datetime import datetime, timedelta
+from v2realbot.utils.utils import parse_alpaca_timestamp, ltp, Queue,is_open_hours,zoneNY
+from queue import Queue
+from rich import print
+from v2realbot.enums.enums import Mode
+import threading
+
+class Cacher:  
+    def __init__(self,
+                 
+                 rectype: RecordType = RecordType.BAR,
+                 timeframe: int = 5,
+                 minsize: int = 100,
+                 update_ltp: bool = False,
+                 align: StartBarAlign = StartBarAlign.ROUND,
+                 mintick: int = 0,
+                 exthours: bool = False):
+#vstupuje seznam aggregatoru - obvykle 1 pro queue, 1 pro backtest engine
+def get_cached_agg_data(agg_list, open, close):
+    file_path = DATA_DIR + "/cache/"+populate_file_name(agg_list[0], open, close)
+
+    if os.path.exists(file_path):
+        ##denní file existuje
+        #loadujeme ze souboru
+        #pokud je start_time < trade < end_time 
+            #odesíláme do queue
+            #jinak pass
+        with open (file_path, 'rb') as fp:
+            agg_data = pickle.load(fp)
+            print("Loading AGGREGATED DATA from CACHE", file_path)      
+
+    return agg_data
+
+def store_cache_agg_data(aggregator, open, close):
+    pass
+    #ulozi data do fajlu
+
+def populate_file_name(aggregator, open, close):
+    aggregated_file = aggregator.symbol + '-' + str(aggregator.rectype) + "-" + aggregator.timeframe + "-" + aggregator.minsize + "-" + aggregator.align + aggregator.mintick + str(aggregator.exthours) + '-' + str(int(open.timestamp())) + '-' + str(int(close.timestamp())) + '.cache'
+    return aggregated_file

v2realbot/loader/trade_offline_streamer.py

@@ -1,4 +1,5 @@
 from v2realbot.loader.aggregator import TradeAggregator, TradeAggregator2List, TradeAggregator2Queue
+#from v2realbot.loader.cacher import get_cached_agg_data
 from alpaca.trading.requests import GetCalendarRequest
 from alpaca.trading.client import TradingClient
 from alpaca.data.live import StockDataStream
@@ -132,6 +133,21 @@ class Trade_Offline_Streamer(Thread):
                 print("time_to je pred zacatkem marketu. Vynechavame tento den.")
                 continue
 
+            
+            #check if we have aggregated data in cache
+            
+            #agg dat found, load it from file
+            #and call cacher
+            #trade daily file
+
+            #vstupuje pole agregatoru, open, close daneho dne
+            #cached_aggregated_data = get_cached_agg_data(self.to_run[symbpole[0]], day.open, day.close)
+
+            # if cached_aggregated_data is not None:
+            #     #poslu agregovana data do ingest cache aggregatorů pro přeposlání do jednotlivých kanálů
+
+    
+            #trade daily file
             daily_file = str(symbpole[0]) + '-' + str(int(day.open.timestamp())) + '-' + str(int(day.close.timestamp())) + '.cache'
             print(daily_file)
             file_path = DATA_DIR + "/"+daily_file