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#135 -> BT same period button

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This commit is contained in:
David Brazda
2024-02-27 12:03:57 +07:00
parent 691514b102
commit 20aaa2ac23
6 changed files with 50 additions and 23 deletions
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8
v2realbot/controller/services.py
View File

@ -1859,13 +1859,13 @@ def get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetim
"""Returns Bar object
"""
try:
result = []
client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=False)
#datetime_object_from = datetime(2023, 2, 27, 18, 51, 38, tzinfo=datetime.timezone.utc)
#datetime_object_to = datetime(2023, 2, 27, 21, 51, 39, tzinfo=datetime.timezone.utc)
bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=datetime_object_from, end=datetime_object_to, feed=ACCOUNT1_LIVE_FEED)
#print("before df")
bars = client.get_stock_bars(bar_request)
result = []
##pridavame pro jistotu minutu z obou stran kvuli frontendu
business_hours = {
# monday = 0, tuesday = 1, ... same pattern as date.weekday()
@ -1896,6 +1896,12 @@ def get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetim
#bars.data[symbol]
return 0, result
except Exception as e:
# Workaround of error when no data foun d AttributeError and has the specific message
if isinstance(e, AttributeError) and str(e) == "'NoneType' object has no attribute 'items'":
print("Caught the specific AttributeError: 'NoneType' object has no attribute 'items' means NO DATA FOUND")
#print(str(e) + format_exc())
return 0, result
else:
print(str(e) + format_exc())
if OFFLINE_MODE:
print("OFFLINE MODE ENABLED")

9
v2realbot/static/index.html
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@ -561,6 +561,7 @@
<button id="button_refresh" class="refresh btn btn-outline-success btn-sm">Refresh</button>
<button title="Compare selected days" id="button_compare_arch" class="refresh btn btn-outline-success btn-sm">Compare</button>
<button title="Run selected day" id="button_runagain_arch" class="refresh btn btn-outline-success btn-sm">Run Again(r)</button>
<button title="Runs LIVE/PAPER in BT mode with same dates" id="button_runbt_arch" class="refresh btn btn-outline-success btn-sm">Backtest same period</button>
<button title="Select all days on the page" id="button_selpage" class="btn btn-outline-success btn-sm">Select all</button>
<button title="Export selected days to XML" id="button_export_xml" class="btn btn-outline-success btn-sm">Export xml</button>
<button title="Export selected days to CSV" id="button_export_csv" class="btn btn-outline-success btn-sm">Export csv</button>
@ -1150,7 +1151,7 @@
<!-- <script src="/static/js/utils.js?v=1.01"></script> -->
<!-- new util structure and exports and colors -->
<script src="/static/js/utils/utils.js?v=1.05"></script>
<script src="/static/js/utils/utils.js?v=1.06"></script>
<script src="/static/js/utils/exports.js?v=1.04"></script>
<script src="/static/js/utils/colors.js?v=1.04"></script>
@ -1160,10 +1161,10 @@
<!-- <script src="/static/js/archivetables.js?v=1.05"></script> -->
<!-- archiveTables split into separate files -->
<script src="/static/js/tables/archivetable/init.js?v=1.11"></script>
<script src="/static/js/tables/archivetable/functions.js?v=1.09"></script>
<script src="/static/js/tables/archivetable/init.js?v=1.12"></script>
<script src="/static/js/tables/archivetable/functions.js?v=1.10"></script>
<script src="/static/js/tables/archivetable/modals.js?v=1.07"></script>
<script src="/static/js/tables/archivetable/handlers.js?v=1.07"></script>
<script src="/static/js/tables/archivetable/handlers.js?v=1.08"></script>
<!-- Runmanager functionality -->
<script src="/static/js/tables/runmanager/init.js?v=1.1"></script>

35
v2realbot/static/js/tables/archivetable/functions.js
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@ -78,10 +78,11 @@ function get_detail_and_chart(row) {
})
}
//rerun stratin
function run_day_again() {
//rerun stratin (use to rerun strategy and also to rerun live/paper as bt on same period)
function run_day_again(turnintobt=false) {
row = archiveRecords.row('.selected').data();
$('#button_runagain_arch').attr('disabled',true);
var button_name = turnintobt ? '#button_runbt_arch' : '#button_runagain_arch'
$(button_name).attr('disabled',true)
var record1 = new Object()
//console.log(JSON.stringify(rows))
@ -142,7 +143,7 @@ function run_day_again() {
//console.log("Result from second request:", result2);
//console.log("calling compare")
rerun_strategy(result1, result2)
rerun_strategy(result1, result2, turnintobt)
// Perform your action with the results from both requests
// Example:
@ -154,13 +155,22 @@ function run_day_again() {
});
function rerun_strategy(archRunner, stratData) {
function rerun_strategy(archRunner, stratData, turnintobt) {
record1 = archRunner
//console.log(record1)
var note_prefix = "RERUN "
if ((turnintobt) && ((record1.mode == 'live') || (record1.mode == 'paper'))) {
record1.mode = 'backtest'
record1.bt_from = record1.started
record1.bt_to = record1.stopped
note_prefix = "BT SAME PERIOD "
}
record1.note = note_prefix + record1.note
//nebudeme muset odstanovat pri kazdem pridani noveho atributu v budoucnu
//smazeneme nepotrebne a pridame potrebne
//do budoucna predelat na vytvoreni noveho objektu
//nebudeme muset odstanovat pri kazdem pridani noveho atributu v budoucnu
delete record1["end_positions"];
delete record1["end_positions_avgp"];
delete record1["profit"];
@ -172,8 +182,6 @@ function run_day_again() {
delete record1["settings"];
delete record1["stratvars"];
record1.note = "RERUN " + record1.note
if (record1.bt_from == "") {delete record1["bt_from"];}
if (record1.bt_to == "") {delete record1["bt_to"];}
@ -212,7 +220,7 @@ function run_day_again() {
contentType: "application/json",
data: jsonString,
success:function(data){
$('#button_runagain_arch').attr('disabled',false);
$(button_name).attr('disabled',false);
setTimeout(function () {
runnerRecords.ajax.reload();
stratinRecords.ajax.reload();
@ -222,7 +230,7 @@ function run_day_again() {
var err = eval("(" + xhr.responseText + ")");
window.alert(JSON.stringify(xhr));
//console.log(JSON.stringify(xhr));
$('#button_runagain_arch').attr('disabled',false);
$(button_name).attr('disabled',false);
}
})
}
@ -541,6 +549,7 @@ function generateStorageKey(batchId) {
function disable_arch_buttons() {
//disable buttons (enable on row selection)
$('#button_runagain_arch').attr('disabled','disabled');
$('#button_runbt_arch').attr('disabled','disabled');
$('#button_show_arch').attr('disabled','disabled');
$('#button_delete_arch').attr('disabled','disabled');
$('#button_delete_batch').attr('disabled','disabled');
@ -563,4 +572,10 @@ function enable_arch_buttons() {
$('#button_report').attr('disabled',false);
$('#button_export_xml').attr('disabled',false);
$('#button_export_csv').attr('disabled',false);
//Backtest same period button is displayed only when row with mode paper/live is selected
row = archiveRecords.row('.selected').data();
if ((row.mode == 'paper') || (row.mode == 'live')) {
$('#button_runbt_arch').attr('disabled',false);
}
}

5
v2realbot/static/js/tables/archivetable/handlers.js
View File

@ -462,6 +462,11 @@ $(document).ready(function () {
//run again button
$('#button_runagain_arch').click(run_day_again)
//run in bt mode
$('#button_runbt_arch').click(function() {
run_day_again(true);
});
//workaround pro spatne oznacovani selectu i pro group-headery
// $('#archiveTable tbody').on('click', 'tr.group-header', function(event) {
// var $row = $(this);

2
v2realbot/static/js/tables/archivetable/init.js
View File

@ -82,7 +82,7 @@ function initialize_archiveRecords() {
})
if (isToday(date)) {
console.log("volame isToday s", date)
//console.log("volame isToday s", date)
//return local time only
return '<div title="'+tit+'">'+ 'dnes ' + format_date(data,true,true)+'</div>'
}

4
v2realbot/static/js/utils/utils.js
View File

@ -994,8 +994,8 @@ JSON.safeStringify = (obj, indent = 2) => {
function isToday(someDate) {
// Convert input date to Eastern Time
var dateInEastern = new Date(someDate.toLocaleString('en-US', { timeZone: 'America/New_York' }));
console.log("vstupuje ",someDate)
console.log("americky ",dateInEastern)
//console.log("vstupuje ",someDate)
//console.log("americky ",dateInEastern)
// Get today's date in Eastern Time
var todayInEastern = new Date(new Date().toLocaleString('en-US', { timeZone: 'America/New_York' }));