funkcni vterinovky bez vychytavek

v2realbot/config.py

@@ -2,6 +2,7 @@ from alpaca.data.enums import DataFeed
 from v2realbot.enums.enums import Mode, Account
 from appdirs import user_data_dir
 
+COUNT_API_REQUESTS = True
 STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
 DATA_DIR = user_data_dir("v2realbot")
 #BT DELAYS

v2realbot/interfaces/backtest_interface.py

@@ -2,7 +2,9 @@ from alpaca.trading.enums import OrderSide, OrderType
 from threading import Lock
 from v2realbot.interfaces.general_interface import GeneralInterface
 from v2realbot.backtesting.backtester import Backtester
-from v2realbot.config import BT_DELAYS
+from v2realbot.config import BT_DELAYS, COUNT_API_REQUESTS
+from datetime import datetime
+from v2realbot.utils.utils import zoneNY
 
 """"
 backtester methods can be called
@@ -17,49 +19,71 @@ class BacktestInterface(GeneralInterface):
     def __init__(self, symbol, bt: Backtester) -> None:
         self.symbol = symbol
         self.bt = bt
+        self.count_api_requests = COUNT_API_REQUESTS
+        self.mincnt = list([dict(minute=0,count=0)])
         #TODO time v API nejspis muzeme dat pryc a BT bude si to brat primo ze self.time (nezapomenout na + BT_DELAYS)
         # self.time = self.bt.time
 
+    #pocita pocet api requestu za minutu
+    def count(self):
+        if self.count_api_requests: 
+            #get minute od the day
+            now = datetime.fromtimestamp(self.bt.time).astimezone(zoneNY)
+            dayminute = now.hour*60 + now.minute
+            if self.mincnt[-1]["minute"] == dayminute:
+                self.mincnt[-1]["count"] += 1
+            else:
+                self.mincnt.append(dict(minute=dayminute, count=1))
+
     """initial checks."""
     def start_checks(self):
         print("start_checks")
         
     """buy market"""
     def buy(self, size = 1, repeat: bool = False):
+        self.count()
         #add REST API latency
         return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.BUY,size=size,order_type = OrderType.MARKET) 
     
     """buy limit"""
     def buy_l(self, price: float, size: int = 1, repeat: bool = False, force: int = 0):
+        self.count()
         return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.BUY,size=size,price=price,order_type = OrderType.LIMIT) 
     
     """sell market"""
     def sell(self, size = 1, repeat: bool = False):
+        self.count()
         return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.SELL,size=size,order_type = OrderType.MARKET) 
 
     """sell limit"""
     async def sell_l(self, price: float, size = 1, repeat: bool = False):
+        self.count()
         return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.SELL,size=size,price=price,order_type = OrderType.LIMIT)        
 
     """replace order"""
     async def repl(self, orderid: str, price: float = None, size: int = None, repeat: bool = False):
+        self.count()
         return self.bt.replace_order(time=self.bt.time + BT_DELAYS.strat_to_sub,id=orderid,size=size,price=price)
     
     """cancel order"""
     #TBD exec predtim?
     def cancel(self, orderid: str):
+        self.count()
         return self.bt.cancel_order(time=self.bt.time + BT_DELAYS.strat_to_sub, id=orderid)
 
     """get positions ->(size,avgp)"""
     #TBD exec predtim?
     def pos(self):
+        self.count()
         return self.bt.get_open_position(symbol=self.symbol)
 
     """get open orders ->list(Order)"""      
     def get_open_orders(self, side: OrderSide, symbol: str):
+        self.count()
         return self.bt.get_open_orders(side=side, symbol=symbol)
     
     def get_last_price(self, symbol: str):
+        self.count()
         return self.bt.get_last_price(time=self.bt.time)
 
 

v2realbot/interfaces/live_interface.py

@@ -167,8 +167,8 @@ class LiveInterface(GeneralInterface):
                 return -1
             
     """get open orders ->list(Order)"""         
-    def get_open_orders(self, side: OrderSide, symbol: str): # -> list(Order):
+    def get_open_orders(self, symbol: str, side: OrderSide = OrderSide.SELL): # -> list(Order):
-        getRequest = GetOrdersRequest(status=QueryOrderStatus.OPEN, side=OrderSide.SELL, symbols=[symbol])
+        getRequest = GetOrdersRequest(status=QueryOrderStatus.OPEN, side=side, symbols=[symbol])
         try:
             # Market order submit
             orderlist = self.trading_client.get_orders(getRequest)

v2realbot/main.py

@@ -31,7 +31,7 @@ ic.configureOutput(includeContext=True)
 def threadName():
     return '%s |> ' % str(current_thread().name)
 ic.configureOutput(prefix=threadName)
-#ic.disable()
+ic.disable()
 """""   
 Main entry point of the bot. Starts strategies according to config file, each
 in separate thread.

v2realbot/static/index.html

@@ -60,7 +60,7 @@
                             <div class="modal-content">
                                 <div class="modal-header">
                                     <button type="button" class="close" data-dismiss="modal">×</button>
-                                    <h4 class="modal-title"><i class="fa fa-plus"></i> Stop Strategy</h4>
+                                    <h4 class="modal-title_stop"><i class="fa fa-plus"></i> Stop Strategy</h4>
                                 </div>
                                 <div class="modal-body">
                                     <div class="form-group">
@@ -176,7 +176,7 @@
                             <div class="modal-content">
                                 <div class="modal-header">
                                     <button type="button" class="close" data-dismiss="modal">×</button>
-                                    <h4 class="modal-title"><i class="fa fa-plus"></i> Delete Record</h4>
+                                    <h4 class="modal-title_del"><i class="fa fa-plus"></i> Delete Record</h4>
                                 </div>
                                 <div class="modal-body">
                                     <div class="form-group">
@@ -198,7 +198,7 @@
                             <div class="modal-content">
                                 <div class="modal-header">
                                     <button type="button" class="close" data-dismiss="modal">×</button>
-                                    <h4 class="modal-title"><i class="fa fa-plus"></i> Run strategy</h4>
+                                    <h4 class="modal-title_run"><i class="fa fa-plus"></i> Run strategy</h4>
                                 </div>
                                 <div class="modal-body">
                                     <div class="form-group">

v2realbot/static/js/mytables.js

@@ -228,7 +228,6 @@ $(document).ready(function () {
         row = stratinRecords.row('.selected').data();
         window.$('#delModal').modal('show');
         $('#delid').val(row.id);
-        $('.modal-title').html(" Delete Record");
         $('#action').val('delRecord');
         $('#save').val('Delete');
 

v2realbot/strategy/base.py

@@ -261,6 +261,8 @@ class Strategy:
         self.stop()
 
         if self.mode == Mode.BT:
+            print("REQUEST COUNT:", self.interface.mincnt)
+
             self.bt.backtest_end = datetime.now()
             print(40*"*",self.mode, "BACKTEST RESULTS",40*"*")
             #-> account, cash,trades,open_orders