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gui model metadata view + backend json optimalization orjson

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This commit is contained in:
David Brazda
2023-12-10 15:02:25 +01:00
parent 523905ece6
commit 232f32467e
38 changed files with 224 additions and 142 deletions
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2
v2realbot/strategyblocks/activetrade/close/close_position.py
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@@ -9,7 +9,7 @@ from v2realbot.config import KW
from uuid import uuid4
from datetime import datetime
#import random
import json
import orjson
import numpy as np
#from icecream import install, ic
from rich import print as printanyway

2
v2realbot/strategyblocks/activetrade/close/eod_exit.py
View File

@@ -9,7 +9,7 @@ from v2realbot.config import KW
from uuid import uuid4
from datetime import datetime
#import random
import json
import orjson
import numpy as np
#from icecream import install, ic
from rich import print as printanyway

2
v2realbot/strategyblocks/activetrade/helpers.py
View File

@@ -8,7 +8,7 @@ from uuid import uuid4
from datetime import datetime
from v2realbot.strategyblocks.indicators.helpers import value_or_indicator
#import random
import json
import orjson
import numpy as np
#from icecream import install, ic
from rich import print as printanyway

6
v2realbot/strategyblocks/indicators/indicators_hub.py
View File

@@ -9,8 +9,8 @@ from v2realbot.strategyblocks.indicators.RSI import populate_dynamic_RSI_indicat
from v2realbot.strategyblocks.indicators.natr import populate_dynamic_natr_indicator
from v2realbot.strategyblocks.indicators.atr import populate_dynamic_atr_indicator
import numpy as np
from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print, safe_get, is_still, is_window_open, eval_cond_dict, crossed_down, crossed_up, crossed, is_pivot, json_serial, pct_diff, create_new_bars, slice_dict_lists
import json
from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print, safe_get, is_still, is_window_open, eval_cond_dict, crossed_down, crossed_up, crossed, is_pivot, json_serial, pct_diff, create_new_bars, slice_dict_lists, transform_data
import orjson
def populate_all_indicators(data, state: StrategyState):
@@ -55,7 +55,7 @@ def populate_all_indicators(data, state: StrategyState):
#TODO tento lof patri spis do nextu classic SL - je poplatny typu stratefie
#TODO na toto se podivam, nejak moc zajasonovani a zpatky -
#PERF PROBLEM
state.ilog(lvl=1,e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} SL:{state.vars.activeTrade.stoploss_value if state.vars.activeTrade is not None else None} GP:{state.vars.activeTrade.goal_price if state.vars.activeTrade is not None else None} profit:{round(float(state.profit),2)} profit_rel:{round(np.sum(state.rel_profit_cum),6) if len(state.rel_profit_cum)>0 else 0} Trades:{len(state.tradeList)} pend:{state.vars.pending}", rel_profit_cum=str(state.rel_profit_cum), activeTrade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)), prescribedTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)), pending=str(state.vars.pending))
state.ilog(lvl=1,e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} SL:{state.vars.activeTrade.stoploss_value if state.vars.activeTrade is not None else None} GP:{state.vars.activeTrade.goal_price if state.vars.activeTrade is not None else None} profit:{round(float(state.profit),2)} profit_rel:{round(np.sum(state.rel_profit_cum),6) if len(state.rel_profit_cum)>0 else 0} Trades:{len(state.tradeList)} pend:{state.vars.pending}", rel_profit_cum=str(state.rel_profit_cum), activeTrade=transform_data(state.vars.activeTrade, json_serial), prescribedTrades=transform_data(state.vars.prescribedTrades, json_serial), pending=str(state.vars.pending))
#kroky pro CONFIRMED BAR only
if conf_bar == 1:

2
v2realbot/strategyblocks/inits/init_directives.py
View File

@@ -9,7 +9,7 @@ from v2realbot.config import KW
from uuid import uuid4
from datetime import datetime
#import random
import json
import orjson
import numpy as np
#from icecream import install, ic
from rich import print as printanyway

2
v2realbot/strategyblocks/inits/init_indicators.py
View File

@@ -10,7 +10,7 @@ from v2realbot.config import KW, MODEL_DIR
from uuid import uuid4
from datetime import datetime
#import random
import json
import orjson
import numpy as np
#from icecream import install, ic
from rich import print as printanyway

2
v2realbot/strategyblocks/newtrade/conditions.py
View File

@@ -10,7 +10,7 @@ from uuid import uuid4
from datetime import datetime
from v2realbot.strategyblocks.indicators.helpers import value_or_indicator
#import random
import json
import orjson
import numpy as np
#from icecream import install, ic
from rich import print as printanyway

14
v2realbot/strategyblocks/newtrade/prescribedtrades.py
View File

@@ -1,9 +1,9 @@
from v2realbot.strategy.base import StrategyState
from v2realbot.common.PrescribedTradeModel import TradeDirection, TradeStatus
from v2realbot.utils.utils import zoneNY, json_serial
from v2realbot.utils.utils import zoneNY, json_serial,transform_data
from datetime import datetime
#import random
import json
import orjson
from v2realbot.strategyblocks.activetrade.helpers import insert_SL_history, get_default_sl_value, normalize_tick, get_profit_target_price
from v2realbot.strategyblocks.indicators.helpers import value_or_indicator
@@ -14,12 +14,12 @@ def execute_prescribed_trades(state: StrategyState, data):
if state.vars.activeTrade is not None or len(state.vars.prescribedTrades) == 0:
return
#evaluate long (price/market)
state.ilog(lvl=1,e="evaluating prescr trades", trades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)))
state.ilog(lvl=1,e="evaluating prescr trades", trades=transform_data(state.vars.prescribedTrades, json_serial))
for trade in state.vars.prescribedTrades:
if trade.status == TradeStatus.READY and trade.direction == TradeDirection.LONG and (trade.entry_price is None or trade.entry_price >= data['close']):
trade.status = TradeStatus.ACTIVATED
trade.last_update = datetime.fromtimestamp(state.time).astimezone(zoneNY)
state.ilog(lvl=1,e=f"evaluated LONG", trade=json.loads(json.dumps(trade, default=json_serial)), prescrTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)))
state.ilog(lvl=1,e=f"evaluated LONG", trade=transform_data(trade, json_serial), prescrTrades=transform_data(state.vars.prescribedTrades, json_serial))
state.vars.activeTrade = trade
state.vars.last_buy_index = data["index"]
state.vars.last_in_index = data["index"]
@@ -28,7 +28,7 @@ def execute_prescribed_trades(state: StrategyState, data):
if not state.vars.activeTrade:
for trade in state.vars.prescribedTrades:
if trade.status == TradeStatus.READY and trade.direction == TradeDirection.SHORT and (trade.entry_price is None or trade.entry_price <= data['close']):
state.ilog(lvl=1,e=f"evaluaed SHORT", trade=json.loads(json.dumps(trade, default=json_serial)), prescTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)))
state.ilog(lvl=1,e=f"evaluaed SHORT", trade=transform_data(trade, json_serial), prescrTrades=transform_data(state.vars.prescribedTrades, json_serial))
trade.status = TradeStatus.ACTIVATED
trade.last_update = datetime.fromtimestamp(state.time).astimezone(zoneNY)
state.vars.activeTrade = trade
@@ -39,7 +39,7 @@ def execute_prescribed_trades(state: StrategyState, data):
#odeslani ORDER + NASTAVENI STOPLOSS (zatim hardcoded)
if state.vars.activeTrade:
if state.vars.activeTrade.direction == TradeDirection.LONG:
state.ilog(lvl=1,e="odesilame LONG ORDER", trade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)))
state.ilog(lvl=1,e="odesilame LONG ORDER", trade=transform_data(state.vars.activeTrade, json_serial))
if state.vars.activeTrade.size is not None:
size = state.vars.activeTrade.size
else:
@@ -71,7 +71,7 @@ def execute_prescribed_trades(state: StrategyState, data):
insert_SL_history(state)
state.vars.pending = state.vars.activeTrade.id
elif state.vars.activeTrade.direction == TradeDirection.SHORT:
state.ilog(lvl=1,e="odesilame SHORT ORDER",trade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)))
state.ilog(lvl=1,e="odesilame SHORT ORDER", trade=transform_data(state.vars.activeTrade, json_serial))
if state.vars.activeTrade.size is not None:
size = state.vars.activeTrade.size
else: