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refactor direktiv - skoro hotovo

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This commit is contained in:
David Brazda
2023-07-13 22:40:41 +02:00
parent 2a9b2a1c7c
commit 2c7d279303
9 changed files with 353 additions and 437 deletions
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46
testy/getdirective.py Normal file
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@ -0,0 +1,46 @@
#ROZPRACOVANE pri vytvareni OR/AND dynamickych buysignalu
# indicator.ema
# length = 3
# buy_if_below = 15
# OR.buy_if_below = 15 #totozne s predchozim, staci kdyz jedna podminka plati
# AND.buy_if_below = 15 #musi platiti vsechny podminky u vsech indikatoru
#TOTO dodelat
#nejspis v INITU nahrat vsechny buysignal directivy do jednoho dictu
#a ten pouzivat v celem lifecyclu
#tato funkce by je mohla vytvorit
# vysledek: {'AND': [('ema', 'ema20')], 'OR': []}
#tato funkce vytvori dictionary typu podminek (OR/AND) a indikatoru s direktivami buy_if
# do OR jsou dane i bez prefixu
# {'AND': [('nazev indikatoru', 'nazev direktivy', 'hodnotadirektivy')], 'OR': []}
def get_indicators_with_buy_directive():
starts_with = "buy_if"
reslist = dict(AND=[], OR=[])
for indname, indsettings in vars["indicators"].items():
for option,value in indsettings.items():
if option.startswith(starts_with):
reslist["OR"].append((indname, option, value))
if option == "AND":
#vsechny buy direktivy, ktere jsou pod AND
for key, val in value.items():
if key.startswith(starts_with):
reslist["AND"].append((indname, key, val))
if option == "OR" :
#vsechny buy direktivy, ktere jsou pod OR
for key, val in value.items():
if key.startswith(starts_with):
reslist["OR"].append((indname, key, val))
return reslist
vars = {'maxpozic': 2000, 'def_mode_from': 2000, 'chunk': 100, 'profit': 0.014, 'def_profit': 0.01, 'max_profit': 0.03, 'vykladka': 1, 'curve': [0.03, 0.01, 0.01, 0.0, 0.02, 0.02, 0.01, 0.01, 0.01, 0.03, 0.01, 0.01, 0.01, 0.04, 0.01, 0.01, 0.01, 0.05, 0.01, 0.01, 0.01, 0.01, 0.06, 0.01, 0.01, 0.01, 0.01], 'curve_def': [0.02, 0.03, 0.02, 0, 0, 0.02, 0, 0, 0, 0.02], 'ticks2reset': 0.06, 'consolidation_bar_count': 5, 'first_buy_market': True, 'first_buy_market_def_mode': False, 'market_buy_multiplier': 1, 'rsi_dont_buy_above': 70, 'bigwave_slope_above': 0.12, 'minimum_slope': -0.1, 'open_rush': 30, 'close_rush': 30, 'lastbuy_offset': 5, 'last_buy_offset_reset_after_sell': False, 'buy_only_on_confirmed': False, 'indicators': {'ema': {'type': 'EMA', 'source': 'close', 'length': 5, 'on_confirmed_only': False, 'AND': {'buy_if_crossed_down': 'ema20'}}, 'ema20': {'type': 'EMA', 'source': 'close', 'length': 20, 'on_confirmed_only': False}, 'RSI14': {'type': 'RSI', 'RSI_length': 14, 'source': 'vwap', 'MA_length': 5}, 'slope': {'type': 'slope', 'on_confirmed_only': False, 'MA_length': 5, 'slope_lookback': 10, 'lookback_offset': 3, 'minimum_slope': -0.1, 'maximum_slope': 0.2}, 'slopeLP': {'type': 'slopeLP', 'on_confirmed_only': False, 'leftpoint': 'baropen', 'slope_lookback': 8, 'lookback_offset': 4, 'minimum_slope': -0.09, 'maximum_slope': 0.2}, 'slope10': {'type': 'slope', 'on_confirmed_only': False, 'MA_length': 5, 'slope_lookback': 60, 'lookback_offset': 20, 'minimum_slope': -0.1, 'maximum_slope': 0.45}, 'slope20': {'type': 'slope', 'on_confirmed_only': False, 'MA_length': 5, 'slope_lookback': 120, 'lookback_offset': 25, 'minimum_slope': -0.1, 'dont_buy_above': 0.3, 'maximum_slope': 0.45}}, 'sell_protection': {'enabled': False, 'slopeMA_rising': 2, 'rsi_not_falling': 3}, 'sell_in_progress': False, 'mode': None, 'last_tick_price': 48.41, 'last_50_deltas': [0.027251, 2.050578, 0.205957, 2.226359, 0.00071, 4.034629, 0.0, 0.387769, 2.779256, 1.735168, 1.208257, 0.729469, 1.215035, 2.510941, 4.126465, 0.0, 0.89464, 0.863604, 0.363522, 0.808834, 3.007671, 1.450134, 5.292132, 2.532213, 0.0, 2.185073, 3.185483, 1.664617, 1.972669, 1.552979, 0.45697, 1.370411, 1.125679, 0.0, 0.390609, 0.770417, 0.050253, 1.652531, 0.729488, 0.788619, 0.873404, 1.013351, 0.045697, 2.992692, 4.046475, 0.165393, 0.0, 5.635894, 0.0, 3.558663], 'last_tick_volume': 200, 'next_new': 1, 'lastbuyindex': 103, 'last_update_time': 1689001643.057809, 'reverse_position_waiting_amount': 0, 'pendingbuys': {}, 'limitka': None, 'limitka_price': None, 'jevylozeno': 0, 'blockbuy': 0, 'ticks2reset_backup': 0.06}
a = get_indicators_with_buy_directive()
print(a)

58
testy/pricepivot.py
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@ -1,4 +1,4 @@
from v2realbot.utils.utils import isfalling, isrising
test1_threshold = 28.905
bacma = []
@ -10,54 +10,32 @@ bacma.append([28.91,28.90,28.89,28.88,28.87])
bacma.append([28.91,28.90,28.89,28.88,28.87,28.86])
#is_pivot function to check if there is A shaped pivot in the list, each leg consists of N points
def is_pivot(list, leg):
"""check if there is A shaped pivot in the list, each leg consists of N points"""
try:
if len(list) < leg*2+1:
return False
else:
if list[-leg-1] < list[-leg] and list[-leg] > list[-leg+1] and list[-leg-1] > list[-leg-2] and list[-leg] > list[-leg+2]:
return True
else:
return False
except IndexError:
pole = [1,2,3,2,1,2,3,4,5,6,2,1]
#is_pivot function to check if there is A(V) shaped pivot in the list, each leg consists of N points
#middle point is the shared one [1,2,3,2,1] - one leg is [1,2,3] second leg is [3,2,1]
def is_pivot(stock_prices_list, leg_number, type: str = "A"):
if len(stock_prices_list) < (2 * leg_number)-1:
print("Not enough values in the list")
return False
left_leg = stock_prices_list[-2*leg_number+1:-leg_number+1]
print(left_leg)
right_leg = stock_prices_list[-leg_number:]
print(right_leg)
def crossed_up(threshold, list):
"""check if threshold has crossed up last thresholdue in list"""
try:
if threshold < list[-1] and threshold >= list[-2]:
if type == "A":
if isrising(left_leg) and isfalling(right_leg):
return True
else:
return False
except IndexError:
return False
def crossed_down(threshold, list):
"""check if threshold has crossed down last thresholdue in list"""
try:
if threshold > list[-1] and threshold <= list[-2]:
elif type == "V":
if isfalling(left_leg) and isrising(right_leg):
return True
else:
return False
except IndexError:
return False
def crossed(threshold, list):
"""check if threshold has crossed last thresholdue in list"""
if crossed_down(threshold, list) or crossed_up(threshold, list):
return True
else:
print("Unknown type")
return False
for i in bacma:
print(i)
print(f"threshold crossed down {i}", threshold_crossed_down(test1_threshold, i))
print(f"threshold crossed up {i}", threshold_crossed_up(test1_threshold, i))
print(is_pivot(pole, 3))

10
testy/testcrosseddown.py Normal file
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@ -0,0 +1,10 @@
from v2realbot.utils.utils import crossed_down
pole = [48.495432098765434, 48.48296296296296, 48.480617283950615, 48.47475308641976, 48.467543209876546]
thr = 48.4778923123465
res = crossed_down(threshold=thr, list=pole)
print(res)

616
v2realbot/ENTRY_Vykladaci_RSI_MYSELL_type_NEW.py
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@ -5,7 +5,7 @@ from v2realbot.strategy.StrategyOrderLimitVykladaciNormalizedMYSELL import Strat
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide, OrderType
from v2realbot.indicators.indicators import ema
from v2realbot.indicators.oscillators import rsi
from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, print, safe_get, get_tick, round2five, is_open_rush, is_close_rush, eval_cond_dict, Average, crossed_down, crossed_up
from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, print, safe_get, get_tick, round2five, is_open_rush, is_close_rush, eval_cond_dict, Average, crossed_down, crossed_up, is_pivot
from datetime import datetime
#from icecream import install, ic
#from rich import print
@ -217,7 +217,7 @@ def next(data, state: StrategyState):
last_price = price2dec(state.interface.get_last_price(state.symbol))
#profit = float(state.vars.profit)
price = last_price
state.ilog(e="BUY Vykladame", msg=f"first price {price=} {vykladka=}", curve=curve, ema=state.indicators.ema[-1], trend=state.vars.Trend, price=price, vykladka=vykladka)
state.ilog(e="BUY Vykladame", msg=f"first price {price=} {vykladka=}", curve=curve, price=price, vykladka=vykladka)
##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
##VAR - na zaklade conf. muzeme jako prvni posilat MARKET order
@ -352,154 +352,6 @@ def next(data, state: StrategyState):
modded_section = section
return safe_get(modded_section, name, safe_get(section, name, default))
def populate_ema_indicator():
#BAR EMA INDICATOR -
#plnime MAcko - nyni posilame jen N poslednich hodnot
#zaroven osetrujeme pripady, kdy je malo dat a ukladame nulu
try:
ma = int(state.vars.MA)
#poslednich ma hodnot
source = state.bars.close[-ma:] #state.bars.vwap
ema_value = ema(source, ma)
##pokus MACKO zakrouhlit na tri desetina a petku
state.indicators.ema[-1]=round2five(ema_value[-1])
##state.indicators.ema[-1]=trunc(ema_value[-1],3)
#state.ilog(e=f"EMA {state.indicators.ema[-1]}", ema_last=state.indicators.ema[-6:])
except Exception as e:
state.ilog(e="EMA nechavame 0", message=str(e)+format_exc())
#state.indicators.ema[-1]=(0)
#evaluate buy signal
#consolidation
# [stratvars.indicators.slope]
# lookback
# lookback_offset
def populate_slow_slope_indicator():
options = safe_get(state.vars.indicators, 'slow_slope', None)
if options is None:
state.ilog(e="No options for slow slope in stratvars")
return
#SLOW SLOPE INDICATOR
#úhel stoupání a klesání vyjádřený mezi -1 až 1
#pravý bod přímky je aktuální cena, levý je průměr X(lookback offset) starších hodnot od slope_lookback.
#obsahuje statický indikátor (angle) pro vizualizaci
try:
slow_slope = 99
slope_lookback = safe_get(options, 'slope_lookback', 100)
minimum_slope = safe_get(options, 'minimum_slope', 25)
maximum_slope = safe_get(options, "maximum_slope",0.9)
lookback_offset = safe_get(options, 'lookback_offset', 25)
if len(state.bars.close) > (slope_lookback + lookback_offset):
array_od = slope_lookback + lookback_offset
array_do = slope_lookback
lookbackprice_array = state.bars.vwap[-array_od:-array_do]
#obycejný prumer hodnot
lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
lookbacktime = state.bars.time[-slope_lookback]
else:
#kdyz neni dostatek hodnot, pouzivame jako levy bod open hodnotu close[0]
lookbackprice = state.bars.close[0]
lookbacktime = state.bars.time[0]
state.ilog(e="Slow Slope - not enough data bereme left bod open", slope_lookback=slope_lookback, slope=state.indicators.slope, slopeMA=state.indicators.slopeMA)
#výpočet úhlu - a jeho normalizace
slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
slope = round(slope, 4)
state.indicators.slow_slope[-1]=slope
#angle je ze slope
state.statinds.angle_slow = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=lookbacktime, lookbackprice=lookbackprice, minimum_slope=minimum_slope, maximum_slope=maximum_slope)
#slope MA vyrovna vykyvy ve slope, dále pracujeme se slopeMA
slope_MA_length = safe_get(options, 'MA_length', 5)
source = state.indicators.slow_slope[-slope_MA_length:]
slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
slopeMA = slopeMAseries[-1]
state.indicators.slow_slopeMA[-1]=slopeMA
state.ilog(e=f"SLOW {slope=} {slopeMA=}", msg=f"{lookbackprice=}", lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-10:], last_slopesMA=state.indicators.slopeMA[-10:])
#dale pracujeme s timto MAckovanym slope
#slope = slopeMA
except Exception as e:
print("Exception in NEXT Slow Slope Indicator section", str(e))
state.ilog(e="EXCEPTION", msg="Exception in Slow Slope Indicator section" + str(e) + format_exc())
def populate_slope_indicator():
#populuje indikator typu SLOPE
#SLOPE INDICATOR
#úhel stoupání a klesání vyjádřený mezi -1 až 1
#pravý bod přímky je aktuální cena, levý je průměr X(lookback offset) starších hodnot od slope_lookback.
#obsahuje statický indikátor (angle) pro vizualizaci
try:
slope = 99
slope_lookback = int(state.vars.slope_lookback)
minimum_slope = float(state.vars.minimum_slope)
lookback_offset = int(state.vars.lookback_offset)
if len(state.bars.close) > (slope_lookback + lookback_offset):
array_od = slope_lookback + lookback_offset
array_do = slope_lookback
lookbackprice_array = state.bars.vwap[-array_od:-array_do]
#obycejný prumer hodnot
lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
#výpočet úhlu - a jeho normalizace
slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
slope = round(slope, 4)
state.indicators.slope[-1]=slope
#angle je ze slope
state.statinds.angle = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=state.bars.time[-slope_lookback], lookbackprice=lookbackprice, minimum_slope=minimum_slope, maximum_slope=safe_get(state.vars, "bigwave_slope_above",0.20))
#slope MA vyrovna vykyvy ve slope, dále pracujeme se slopeMA
slope_MA_length = 5
source = state.indicators.slope[-slope_MA_length:]
slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
slopeMA = slopeMAseries[-1]
state.indicators.slopeMA[-1]=slopeMA
state.ilog(e=f"{slope=} {slopeMA=}", msg=f"{lookbackprice=}", lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-10:], last_slopesMA=state.indicators.slopeMA[-10:])
#dale pracujeme s timto MAckovanym slope
slope = slopeMA
else:
#pokud plnime historii musime ji plnit od zacatku, vsehcny idenitifkatory maji spolecny time
#kvuli spravnemu zobrazovani na gui
#state.indicators.slopeMA[-1]=0
#state.indicators.slopeMA.append(0)
state.ilog(e="Slope - not enough data", slope_lookback=slope_lookback, slope=state.indicators.slope, slopeMA=state.indicators.slopeMA)
except Exception as e:
print("Exception in NEXT Slope Indicator section", str(e))
state.ilog(e="EXCEPTION", msg="Exception in Slope Indicator section" + str(e) + format_exc())
#TODO predelat na dynamicky type=RSI, source = ["close", "vwap","hlcc4"]
def populate_rsi_indicator():
#RSI14 INDICATOR
try:
rsi_length = int(safe_get(state.vars, "rsi_length",14))
source = state.bars.vwap #[-rsi_length:] #state.bars.vwap
#cekame na dostatek dat
if len(source) > rsi_length:
rsi_res = rsi(source, rsi_length)
rsi_value = trunc(rsi_res[-1],3)
state.indicators.RSI14[-1]=rsi_value
else:
state.ilog(e=f"RSI {rsi_length=} necháváme 0", message="not enough source data")
#state.ilog(e=f"RSI {rsi_length=} {rsi_value=} {rsi_dont_buy=} {rsi_buy_signal=}", rsi_indicator=state.indicators.RSI14[-5:])
except Exception as e:
state.ilog(e=f"RSI {rsi_length=} necháváme 0", message=str(e)+format_exc())
#state.indicators.RSI14[-1]=0
def populate_cbar_rsi_indicator():
#CBAR RSI indicator
options = safe_get(state.vars.indicators, 'crsi', None)
@ -520,108 +372,24 @@ def next(data, state: StrategyState):
state.ilog(e=f"CRSI {crsi_length=} necháváme 0", message=str(e)+format_exc())
#state.indicators.RSI14[-1]=0
# def populate_secondary_rsi_indicator():
# #SBAR RSI indicator
# try:
# srsi_length = int(safe_get(state.vars, "srsi_length",14))
# source = state.secondary_indicators.sec_price #[-rsi_length:] #state.bars.vwap
# srsi_res = rsi(source, srsi_length)
# srsi_value = trunc(srsi_res[-1],3)
# state.secondary_indicators.SRSI[-1]=srsi_value
# #state.ilog(e=f"RSI {rsi_length=} {rsi_value=} {rsi_dont_buy=} {rsi_buy_signal=}", rsi_indicator=state.indicators.RSI14[-5:])
# except Exception as e:
# state.ilog(e=f"SRSI {srsi_length=} necháváme 0", message=str(e)+format_exc())
# #state.indicators.RSI14[-1]=0
#TODO predelat na dynamicky - tzn. vstup je nazev slopu a i z nej se dotahne minimum slope
#gets all indicators of type slow and check which they have dont_buy_below_minimum
# [stratvars.indicators.slope]
# type = "slope"
# dont_buy_below = -0.10
#get all indicators of type slow and check whether they have dont_buy_below_minimum
# if so, it evaluates if it is below current value
def slope_too_low():
retboolList = []
desc = ""
for indname, indsettings in state.vars.indicators.items():
for option,value in indsettings.items():
if (option == "type" and value == "slope") or (option == "type" and value == "slopeLP"):
#pokud zde mame dont_buy_below
minimum_val = safe_get(indsettings, "dont_buy_below", None)
if minimum_val is not None:
#minimum_val = float(safe_get(indsettings, "minimum_slope", 1))
#pokud exisuje MA, měříme na MA, jinak na standardu
try:
curr_val = state.indicators[indname+"MA"][-1]
except KeyError:
curr_val = state.indicators[indname][-1]
ret = (curr_val < minimum_val)
if ret:
desc += f"ID:{indname}/{curr_val} below {minimum_val=} /"
else:
desc += f"ID:{indname}{curr_val} OK above {minimum_val=} /"
retboolList.append(ret)
else:
desc += f"ID:{indname} - no min set /"
retboolList.append(False)
#pokud obsahuje aspon jedno true
slopelow = any(retboolList)
#DEBUG - poté zapsat jen když je True
if slopelow:
state.ilog(e=f"SLOPELOW {slopelow}", msg=desc)
return slopelow
#gets all indicators of type slow and check which they have dont_buy_above
# [stratvars.indicators.slope]
# type = "slope"
# dont_buy_above = 0.20
#get all indicators of type slow and check whether they have dont_buy_above
# if so, it evaluates if it is above current value
def slope_too_high():
retboolList = []
desc = ""
for indname, indsettings in state.vars.indicators.items():
for option,value in indsettings.items():
if (option == "type" and value == "slope") or (option == "type" and value == "slopeLP"):
#pokud zde mame dont_buy_above
maximum_val = safe_get(indsettings, "dont_buy_above", None)
if maximum_val is not None:
#pokud exisuje MA, měříme na MA, jinak na standardu
try:
curr_val = state.indicators[indname+"MA"][-1]
except KeyError:
curr_val = state.indicators[indname][-1]
ret = (curr_val > maximum_val)
if ret:
desc += f"ID:{indname}/{curr_val} above {maximum_val=} /"
else:
desc += f"ID:{indname}{curr_val} OK below {maximum_val=} /"
retboolList.append(ret)
else:
desc += f"ID:{indname} - no max set /"
retboolList.append(False)
#pokud obsahuje aspon jedno true
slopehigh = any(retboolList)
#DEBUG - poté zapsat jen když je True
if slopehigh:
state.ilog(e=f"SLOPEHIGH {slopehigh}", msg=desc)
return slopehigh
#resetujeme, kdyz 1) je aktivni buy protection 2) kdyz to ujede
#TODO mozna tick2reset spoustet jednou za X opakovani
def pendingbuys_optimalization():
if len(state.vars.pendingbuys)>0:
if buy_protection_enabled():
#state.ilog(e="PENDINGBUYS reset", message=inspect.currentframe().f_code.co_name)
#misto volani buy_protection vytvarime direktivu cancel_pendingbuys
#pouze jako OR
#cancel_pendingbuys_above
#cancel_pendingbuys_below
pb_dict= get_work_dict_with_directive(starts_with="cancel_pendingbuys_if")
state.ilog(e=f"CANCEL PB work_dict", message=pb_dict)
#u techto ma smysl pouze OR
cond = create_conditions_from_directives(pb_dict, "OR")
result, conditions_met = eval_cond_dict(cond)
state.ilog(e=f"CANCEL PB =OR= {result}", **conditions_met)
if result:
res = asyncio.run(state.cancel_pending_buys())
state.ilog(e="CANCEL pendingbuyes", pb=state.vars.pendingbuys, res=res)
else:
@ -645,18 +413,6 @@ def next(data, state: StrategyState):
state.vars.jevylozeno = 0
state.ilog(e="PB prazdne nastavujeme: neni vylozeno", jevylozeno=state.vars.jevylozeno)
##kdy nesmí být žádné nákupní objednávky - zruší se
def buy_protection_enabled():
dont_buy_when = dict(AND=dict(), OR=dict())
##add conditions here
dont_buy_when['rsi_too_high'] = state.indicators.RSI14[-1] > safe_get(state.vars, "rsi_dont_buy_above",50)
dont_buy_when['slope_too_low'] = slope_too_low()
result, cond_met = eval_cond_dict(dont_buy_when)
if result:
state.ilog(e=f"BUY_PROTECTION {cond_met}", message=cond_met)
return result
def sell_protection_enabled():
options = safe_get(state.vars, 'sell_protection', None)
if options is None:
@ -669,147 +425,222 @@ def next(data, state: StrategyState):
disable_sell_proteciton_when['disabled_in_config'] = safe_get(options, 'enabled', False) is False
#too good to be true (maximum profit)
#disable_sell_proteciton_when['tgtbt_reached'] = safe_get(options, 'tgtbt', False) is False
disable_sell_proteciton_when['disable_if_positions_above'] = int(safe_get(options, 'disable_if_positions_above', 0)) < state.positions
#testing preconditions
result, conditions_met = eval_cond_dict(disable_sell_proteciton_when)
if result:
state.ilog(e=f"SELL_PROTECTION DISABLED by precondition {conditions_met}")
state.ilog(e=f"SELL_PROTECTION DISABLED by {conditions_met}", **conditions_met)
return False
dont_sell_when = dict(AND=dict(), OR=dict())
##add conditions here
work_dict_dont_sell_if = get_work_dict_with_directive(starts_with="dont_sell_if")
state.ilog(e=f"SELL PROTECTION work_dict", message=work_dict_dont_sell_if)
#IDENTIFIKOVAce rustoveho MOMENTA - pokud je momentum, tak prodávat později
#pokud je slope too high, pak prodavame jakmile slopeMA zacne klesat, napr. 4MA (TODO 3)
#TODO zkusit pro pevny profit, jednoduse pozdrzet prodej - dokud tick_price roste nebo se drzi tak neprodavat, pokud klesne prodat
#mozna mit dva mody - pri vetsi volatilite pouzivat momentum, pri mensi nebo kdyz potrebuju pryc, tak prodat hned
#toto docasne pryc dont_sell_when['slope_too_high'] = slope_too_high() and not isfalling(state.indicators.slopeMA,4)
dont_sell_when['AND']['slopeMA_rising'] = isrising(state.indicators.slopeMA,safe_get(options, 'slopeMA_rising', 2))
dont_sell_when['AND']['rsi_not_falling'] = not isfalling(state.indicators.RSI14,safe_get(options, 'rsi_not_falling',3))
#dont_sell_when['rsi_dont_buy'] = state.indicators.RSI14[-1] > safe_get(state.vars, "rsi_dont_buy_above",50)
result, conditions_met = eval_cond_dict(dont_sell_when)
or_cond = create_conditions_from_directives(work_dict_dont_sell_if, "OR")
result, conditions_met = eval_cond_dict(or_cond)
state.ilog(e=f"SELL PROTECTION =OR= {result}", **conditions_met)
if result:
state.ilog(e=f"SELL_PROTECTION {conditions_met} enabled")
return True
#OR neprosly testujeme AND
and_cond = create_conditions_from_directives(work_dict_dont_sell_if, "AND")
result, conditions_met = eval_cond_dict(and_cond)
state.ilog(e=f"SELL PROTECTION =AND= {result}", **conditions_met)
return result
#preconditions and conditions of BUY SIGNAL
def buy_conditions_met():
#preconditions
# #IDENTIFIKOVAce rustoveho MOMENTA - pokud je momentum, tak prodávat později
# #pokud je slope too high, pak prodavame jakmile slopeMA zacne klesat, napr. 4MA (TODO 3)
# #TODO zkusit pro pevny profit, jednoduse pozdrzet prodej - dokud tick_price roste nebo se drzi tak neprodavat, pokud klesne prodat
# #mozna mit dva mody - pri vetsi volatilite pouzivat momentum, pri mensi nebo kdyz potrebuju pryc, tak prodat hned
#puvodni nastaveni
# slopeMA_rising = 2
#     rsi_not_falling = 3
# #testing preconditions
# result, conditions_met = eval_cond_dict(disable_sell_proteciton_when)
# if result:
# state.ilog(e=f"SELL_PROTECTION DISABLED by precondition {conditions_met}")
# return False
# dont_sell_when = dict(AND=dict(), OR=dict())
# ##add conditions here
# #IDENTIFIKOVAce rustoveho MOMENTA - pokud je momentum, tak prodávat později
# #pokud je slope too high, pak prodavame jakmile slopeMA zacne klesat, napr. 4MA (TODO 3)
# #TODO zkusit pro pevny profit, jednoduse pozdrzet prodej - dokud tick_price roste nebo se drzi tak neprodavat, pokud klesne prodat
# #mozna mit dva mody - pri vetsi volatilite pouzivat momentum, pri mensi nebo kdyz potrebuju pryc, tak prodat hned
# #TOTO do budoucna zdynamictit
# #toto docasne pryc dont_sell_when['slope_too_high'] = slope_too_high() and not isfalling(state.indicators.slopeMA,4)
# dont_sell_when['AND']['slopeMA_rising'] = isrising(state.indicators.slopeMA,safe_get(options, 'slopeMA_rising', 2))
# dont_sell_when['AND']['rsi_not_falling'] = not isfalling(state.indicators.RSI14,safe_get(options, 'rsi_not_falling',3))
# #dont_sell_when['rsi_dont_buy'] = state.indicators.RSI14[-1] > safe_get(state.vars, "rsi_dont_buy_above",50)
# result, conditions_met = eval_cond_dict(dont_sell_when)
# if result:
# state.ilog(e=f"SELL_PROTECTION {conditions_met} enabled")
# return result
#preconditions and conditions of BUY SIGNAL
def conditions_met():
#preconditions - TODO zdynamictit
dont_buy_when = dict(AND=dict(), OR=dict())
#OBECNE DONT BUYS
if safe_get(state.vars, "buy_only_on_confirmed",True):
dont_buy_when['bar_not_confirmed'] = (data['confirmed'] == 0)
#od posledniho vylozeni musi ubehnout N baru
dont_buy_when['last_buy_offset_too_soon'] = data['index'] < (int(state.vars.lastbuyindex) + int(safe_get(state.vars, "lastbuy_offset",3)))
dont_buy_when['blockbuy_active'] = (state.vars.blockbuy == 1)
dont_buy_when['jevylozeno_active'] = (state.vars.jevylozeno == 1)
dont_buy_when['rsi_too_high'] = state.indicators.RSI14[-1] > safe_get(state.vars, "rsi_dont_buy_above",50)
dont_buy_when['slope_too_low'] = slope_too_low()
dont_buy_when['slope_too_high'] = slope_too_high()
dont_buy_when['open_rush'] = is_open_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), safe_get(state.vars, "open_rush",0))
dont_buy_when['close_rush'] = is_close_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), safe_get(state.vars, "close_rush",0))
dont_buy_when['rsi_is_zero'] = (state.indicators.RSI14[-1] == 0)
dont_buy_when['reverse_position_waiting_amount_not_0'] = (state.vars.reverse_position_waiting_amount != 0)
#testing preconditions
result, cond_met = eval_cond_dict(dont_buy_when)
if result:
state.ilog(e=f"BUY precondition not met {cond_met}", message=cond_met)
state.ilog(e=f"BUY PRECOND GENERAL not met {cond_met}", message=cond_met)
return False
#conditions - bud samostatne nebo v groupe - ty musi platit dohromady
buy_cond = dict(AND=dict(), OR=dict())
##add buy conditions here
#cond groups ["AND"]
#cond groups ["OR"]
#no cond group - takes first
#TEST BUY SIGNALu z cbartick_price - 3klesave za sebou
#buy_cond['tick_price_falling_trend'] = isfalling(state.cbar_indicators.tick_price,state.vars.Trend)
#SPECIFICKE DONT BUYS - direktivy zacinajici dont_buy
#dont_buy_below = value nebo nazev indikatoru
#dont_buy_above = value nebo hazev indikatoru
#slopeMA jde dolu, rsi jde nahoru
#buy mame kazdy potvrzeny, tzn. rsi falling muze byt jen 2
#do INITU
work_dict_dont_buy = get_work_dict_with_directive(starts_with="dont_buy_if")
#buy_cond['AND']['slopeMA_falling'] = isfalling(state.indicators.slopeMA,3)
#buy_cond['AND']['rsi_is_rising'] = isrising(state.indicators.RSI14,2)
#buy_cond["AND"]["rsi_buy_signal_below"] = state.indicators.RSI14[-1] < safe_get(state.vars, "rsi_buy_signal_below",40)
state.ilog(e=f"BUY PRECOND DONTBUY work_dict", message=work_dict_dont_buy)
#u techto ma smysl pouze OR
precond = create_conditions_from_directives(work_dict_dont_buy, "OR")
result, conditions_met = eval_cond_dict(precond)
state.ilog(e=f"BUY PRECOND DONTBUY =OR= {result}", **conditions_met)
if result:
return False
#puvodni buy conditiony RSI pod + EMA klesajici
#buy_cond["AND"]["rsi_buy_signal_below"] = state.indicators.RSI14[-1] < safe_get(state.vars, "rsi_buy_signal_below",40)
#buy_cond["AND"]["ema_trend_is_falling"] = isfalling(state.indicators.ema,state.vars.Trend)
#tyto timto nahrazeny - dat do konfigurace
#dont_buy_when['rsi_too_high'] = state.indicators.RSI14[-1] > safe_get(state.vars, "rsi_dont_buy_above",50)
#dont_buy_when['slope_too_low'] = slope_too_low()
#dont_buy_when['slope_too_high'] = slope_too_high()
#dont_buy_when['rsi_is_zero'] = (state.indicators.RSI14[-1] == 0)
#dont_buy_when['reverse_position_waiting_amount_not_0'] = (state.vars.reverse_position_waiting_amount != 0)
#cela tato sekce prepracovana do dynamickych podminek
#buy_cond["AND"]["rsi_buy_signal_below"] = state.indicators.RSI14[-1] < safe_get(state.vars, "rsi_buy_signal_below",40)
#buy_cond["AND"]["rsi_is_falling"] = isfalling(state.indicators.RSI14,state.vars.Trend)
#buy_cond["AND"]['crsi_below_crsi_buy_limit'] = state.cbar_indicators.CRSI[-1] < safe_get(state.vars, "crsi_buy_signal_below",25)
#buy_cond["AND"]['slopeMA_is_below_limit'] = state.indicators.slopeMA[-1] < safe_get(state.vars, "slopeMA_buy_signal_below",1)
#TBD nize prepracovat do funkce a pouzit obecne
# do pole podminek pridame podminky z indikatoru, ktere maji nastavenou direktivu buy_if_cross_down(up)
#buy_cond["AND"].update(get_conditions_from_indicators_with_directive("buy_if_cross_down"))
#u indikatoru muzoun byt tyto directivy pro generovani buysignalu
# buy_if_crossed_down - kdyz prekrocil dolu
# buy_if_crossed_up - kdyz prekrocil nahoru
# buy_if_is_falling - kdyz je klesajici po N
# buy_if_is_rising - kdyz je rostouci po N
# buy_if_is_below - kdyz je pod prahem
# buy_if_is_above - kdyz je nad prahem
# buy_if_crossed_down - kdyz prekrocil dolu, VALUE: hodnota nebo nazev indikatoru
# buy_if_crossed_up - kdyz prekrocil nahoru, VALUE: hodnota nebo nazev indikatoru
# buy_if_falling - kdyz je klesajici po N, VALUE: hodnota
# buy_if_rising - kdyz je rostouci po N, VALUE: hodnota
# buy_if_below - kdyz je pod prahem, VALUE: hodnota nebo nazev indikatoru
# buy_if_above - kdyz je nad prahem, VALUE: hodnota nebo nazev indikatoru
# buy_if_pivot_a - kdyz je pivot A. VALUE: delka nohou
# buy_if_pivot_v - kdyz je pivot V. VALUE: delka nohou
#sekce pro dynamicke vytvareni podminek - pokud indikatory maji nastavenou buysignal direktivu
#dotahneme si jejich value a vytvorime podminku (plati AND)
# direktivy se mohou nachazet v podsekci AND nebo OR - daneho indikatoru (nebo na volno, pak = OR)
# OR - staci kdyz plati jedna takova podminka a buysignal je aktivni
# AND - musi platit vsechny podminky ze vsech indikatoru, aby byl buysignal aktivni
indicators_with_is_above = get_indicators_with_directive("buy_if_is_above")
for indicator, value in indicators_with_is_above:
buy_cond["AND"]["buy_if_is_above_"+indicator] = get_source_or_MA(indicator)[-1] > value
#populate work dict - muze byt i jen jednou v INIT nebo 1x za cas
#dict oindexovane podminkou (OR/AND) obsahuje vsechny buy_if direktivy v tuplu (nazevind,direktiva,hodnota
# {'AND': [('nazev indikatoru', 'nazev direktivy', 'hodnotadirektivy')], 'OR': []}
work_dict_buy_if = get_work_dict_with_directive(starts_with="buy_if")
state.ilog(e=f"BUY SIGNAL work_dict", message=work_dict_buy_if)
indicators_with_is_below = get_indicators_with_directive("buy_if_is_below")
for indicator, value in indicators_with_is_below:
buy_cond["AND"]["buy_if_is_below_"+indicator] = get_source_or_MA(indicator)[-1] < value
buy_or_cond = create_conditions_from_directives(work_dict_buy_if, "OR")
result, conditions_met = eval_cond_dict(buy_or_cond)
state.ilog(e=f"BUY SIGNAL =OR= {result}", **conditions_met)
if result:
return True
indicators_with_is_falling = get_indicators_with_directive("buy_if_is_falling")
for indicator, value in indicators_with_is_falling:
buy_cond["AND"]["buy_if_is_falling_"+indicator] = isfalling(get_source_or_MA(indicator),value)
indicators_with_is_rising = get_indicators_with_directive("buy_if_is_rising")
for indicator, value in indicators_with_is_rising:
buy_cond["AND"]["buy_if_is_rising_"+indicator] = isrising(get_source_or_MA(indicator),value)
indicators_with_cross_down = get_indicators_with_directive("buy_if_crossed_down")
for indicator, value in indicators_with_cross_down:
buy_cond["AND"]["buy_if_crossed_down_"+indicator] = buy_if_crossed_down(indicator, value)
indicators_with_cross_up = get_indicators_with_directive("buy_if_crossed_up")
for indicator, value in indicators_with_cross_up:
buy_cond["AND"]["buy_if_crossed_up_"+indicator] = buy_if_crossed_up(indicator, value)
#slopME klesa a RSI začalo stoupat
# buy_cond["AND"]["rsi_is_rising2"] = isrising(state.indicators.RSI14,2)
# buy_cond['AND']['slopeMA_falling_Trend'] = isfalling(state.indicators.slopeMA,state.vars.Trend)
# buy_cond["AND"]["rsi_buy_signal_below"] = state.indicators.RSI14[-1] < safe_get(state.vars, "rsi_buy_signal_below",40)
#zkusit jako doplnkovy BUY SIGNAL 3 klesavy cbar RSI pripadne TICK PRICE
result, conditions_met = eval_cond_dict(buy_cond)
#if result:
state.ilog(e=f"BUY SIGNAL {result} {conditions_met}")
#OR neprosly testujeme AND
buy_and_cond = create_conditions_from_directives(work_dict_buy_if, "AND")
result, conditions_met = eval_cond_dict(buy_and_cond)
state.ilog(e=f"BUY SIGNAL =AND= {result}", **conditions_met)
return result
#vrati vsechny indikatory, ktere obsahuji danou directivu a vrati v listu tuple (nazev, hodnota)
def get_indicators_with_directive(directive):
reslist = []
#preklad direktivy podle typu, pokud je int anebo float - je to primo hodnota
#pokud je str, jde o indikator a dotahujeme posledni hodnotu z nej
def value_or_indicator(value):
if isinstance(value, (int, float)):
return value
elif isinstance(value, str):
try:
#pokud existuje MA bereme MA jinak standard
ret = get_source_or_MA(indicator=value)[-1]
state.ilog(e=f"Pro porovnani bereme posledni hodnotu {ret} z indikatoru {value}")
except Exception as e :
ret = 0
state.ilog(e=f"Neexistuje indikator s nazvem {value} vracime 0" + str(e) + format_exc())
return ret
#funkce vytvori podminky (bud pro AND/OR) z pracovniho dict
def create_conditions_from_directives(work_dict, cond_type):
cond = {}
cond[cond_type] = {}
for indname, directive, value in work_dict[cond_type]:
#direktivy zobecnime ve tvaru prefix_ACTION
# ACTIONS = is_above, is_below, is_falling, is_rising, crossed_up, crossed_down, is_pivot_a, is_pivot_v
#OBECNE DIREKTIVY - REUSOVATELNE
if directive.endswith("above"):
cond[cond_type][directive+"_"+indname+"_"+str(value)] = get_source_or_MA(indname)[-1] > value_or_indicator(value)
elif directive.endswith("below"):
cond[cond_type][directive+"_"+indname+"_"+str(value)] = get_source_or_MA(indname)[-1] < value_or_indicator(value)
elif directive.endswith("falling"):
if directive.endswith("not_falling"):
cond[cond_type][directive+"_"+indname+"_"+str(value)] = not isfalling(get_source_or_MA(indname),value)
else:
cond[cond_type][directive+"_"+indname+"_"+str(value)] = isfalling(get_source_or_MA(indname),value)
elif directive.endswith("rising"):
if directive.endswith("not_rising"):
cond[cond_type][directive+"_"+indname+"_"+str(value)] = not isrising(get_source_or_MA(indname),value)
else:
cond[cond_type][directive+"_"+indname+"_"+str(value)] = isrising(get_source_or_MA(indname),value)
elif directive.endswith("crossed_down"):
cond[cond_type][directive+"_"+indname+"_"+str(value)] = buy_if_crossed_down(indname, value_or_indicator(value))
elif directive.endswith("crossed_up"):
cond[cond_type][directive+"_"+indname+"_"+str(value)] = buy_if_crossed_up(indname, value_or_indicator(value))
elif directive.endswith("pivot_a"):
cond[cond_type][directive+"_"+indname+"_"+str(value)] = is_pivot(source=get_source_or_MA(indname), leg_number=value, type="A")
elif directive.endswith("pivot_v"):
cond[cond_type][directive+"_"+indname+"_"+str(value)] = is_pivot(source=get_source_or_MA(indname), leg_number=value, type="V")
#PRIPADNE DALSI SPECIFICKE ZDE
# elif directive == "buy_if_necospecifckeho":
# pass
return cond
#tato funkce vytvori dictionary typu podminek (OR/AND)
# z indikatoru, ktere obsahuji direktivami daneho typu(buy_if, dont_buy_when)
# v tuplu (nazevind,direktiva,hodnota)
# do OR jsou dane i bez prefixu
# {'AND': [('nazev indikatoru', 'nazev direktivy', 'hodnotadirektivy')], 'OR': []}
def get_work_dict_with_directive(starts_with: str):
reslist = dict(AND=[], OR=[])
for indname, indsettings in state.vars.indicators.items():
for option,value in indsettings.items():
if option == directive:
reslist.append((indname, value))
if option.startswith(starts_with):
reslist["OR"].append((indname, option, value))
if option == "AND":
#vsechny buy direktivy, ktere jsou pod AND
for key, val in value.items():
if key.startswith(starts_with):
reslist["AND"].append((indname, key, val))
if option == "OR" :
#vsechny buy direktivy, ktere jsou pod OR
for key, val in value.items():
if key.startswith(starts_with):
reslist["OR"].append((indname, key, val))
return reslist
def get_source_or_MA(indicator):
@ -832,7 +663,7 @@ def next(data, state: StrategyState):
return res
def eval_buy():
if buy_conditions_met():
if conditions_met():
vyloz()
def populate_cbar_tick_price_indicator():
@ -863,11 +694,11 @@ def next(data, state: StrategyState):
#print(state.indicators.items())
for key in state.indicators:
if key != 'time':
last_ind_vals[key] = state.indicators[key][-5:]
last_ind_vals[key] = state.indicators[key][-6:]
for key in state.cbar_indicators:
if key != 'time':
last_ind_vals[key] = state.cbar_indicators[key][-5:]
last_ind_vals[key] = state.cbar_indicators[key][-6:]
# for key in state.secondary_indicators:
# if key != 'time':
@ -918,14 +749,14 @@ def next(data, state: StrategyState):
if on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1):
try:
source = state.bars[req_source][-ema_length:]
if len(source) > ema_length:
ema_value = ema(source, ema_length)
val = ema_value[-1]
state.indicators[name][-1]= val
#state.indicators[name][-1]= round2five(val)
state.ilog(e=f"IND {name} EMA {val} {ema_length=}")
else:
state.ilog(e=f"IND {name} EMA necháváme 0", message="not enough source data", source=source, ema_length=ema_length)
#if len(source) > ema_length:
ema_value = ema(source, ema_length)
val = round(ema_value[-1],4)
state.indicators[name][-1]= val
#state.indicators[name][-1]= round2five(val)
state.ilog(e=f"IND {name} EMA {val} {ema_length=}")
#else:
# state.ilog(e=f"IND {name} EMA necháváme 0", message="not enough source data", source=source, ema_length=ema_length)
except Exception as e:
state.ilog(e=f"IND ERROR {name} EMA necháváme 0", message=str(e)+format_exc())
@ -958,14 +789,14 @@ def next(data, state: StrategyState):
#cekame na dostatek dat
if len(source) > rsi_length:
rsi_res = rsi(source, rsi_length)
rsi_value = trunc(rsi_res[-1],4)
rsi_value = round(rsi_res[-1],4)
state.indicators[name][-1]=rsi_value
state.ilog(e=f"IND {name} RSI {rsi_value}")
if rsi_MA_length is not None:
src = state.indicators[name][-rsi_MA_length:]
rsi_MA_res = ema(src, rsi_MA_length)
rsi_MA_value = rsi_MA_res[-1]
rsi_MA_value = round(rsi_MA_res[-1],4)
state.indicators[name+"MA"][-1]=rsi_MA_value
state.ilog(e=f"IND {name} RSIMA {rsi_MA_value}")
@ -1077,7 +908,7 @@ def next(data, state: StrategyState):
if slope_MA_length is not None:
source = state.indicators[name][-slope_MA_length:]
slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
slopeMA = slopeMAseries[-1]
slopeMA = round(slopeMAseries[-1],5)
state.indicators[name+"MA"][-1]=slopeMA
last_slopesMA = state.indicators[name+"MA"][-10:]
@ -1089,7 +920,6 @@ def next(data, state: StrategyState):
print(f"Exception in {name} slope Indicator section", str(e))
state.ilog(e=f"EXCEPTION in {name}", msg="Exception in slope Indicator section" + str(e) + format_exc())
def populate_dynamic_slope_indicator(name):
options = safe_get(state.vars.indicators, name, None)
if options is None:
@ -1167,7 +997,7 @@ def next(data, state: StrategyState):
if slope_MA_length is not None:
source = state.indicators[name][-slope_MA_length:]
slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
slopeMA = slopeMAseries[-1]
slopeMA = round(slopeMAseries[-1],4)
state.indicators[name+"MA"][-1]=slopeMA
last_slopesMA = state.indicators[name+"MA"][-10:]
@ -1231,7 +1061,8 @@ def next(data, state: StrategyState):
#lp = state.interface.get_last_price(symbol=state.symbol)
lp = data['close']
state.ilog(e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} profit:{round(float(state.profit),2)} Trades:{len(state.tradeList)} DEF:{str(is_defensive_mode())}", pb=str(state.vars.pendingbuys), last_price=lp, data=data, stratvars=str(state.vars))
state.ilog(e="Indikatory", msg=str(get_last_ind_vals()))
inds = get_last_ind_vals()
state.ilog(e="Indikatory", **inds)
eval_buy()
pendingbuys_optimalization()
@ -1244,16 +1075,20 @@ def init(state: StrategyState):
#pro vsechny indikatory, ktere maji ve svych stratvars TYPE inicializujeme
for indname, indsettings in state.vars.indicators.items():
for option,value in indsettings.items():
if option == "type":
state.indicators[indname] = []
#pokud ma MA_length incializujeme i MA variantu
if safe_get(indsettings, 'MA_length', False):
state.indicators[indname+"MA"] = []
#specifika pro slope
if value == "slope":
#inicializujeme statinds (pro uhel na FE)
state.statinds[indname] = dict(minimum_slope=safe_get(indsettings, 'minimum_slope', -1), maximum_slope=safe_get(indsettings, 'maximum_slope', 1))
#inicializujeme nejenom typizovane
#if option == "type":
state.indicators[indname] = []
#pokud ma MA_length incializujeme i MA variantu
if safe_get(indsettings, 'MA_length', False):
state.indicators[indname+"MA"] = []
#specifika pro slope
if value == "slope":
#inicializujeme statinds (pro uhel na FE)
state.statinds[indname] = dict(minimum_slope=safe_get(indsettings, 'minimum_slope', -1), maximum_slope=safe_get(indsettings, 'maximum_slope', 1))
#TODO presunout inicializaci work_dict u podminek - sice hodnoty nepujdou zmenit, ale zlepsi se performance
#pripadne udelat refresh kazdych x-iterací
state.vars['sell_in_progress'] = False
state.vars.mode = None
state.vars.last_tick_price = 0
@ -1263,14 +1098,21 @@ def init(state: StrategyState):
state.vars.lastbuyindex = 0
state.vars.last_update_time = 0
state.vars.reverse_position_waiting_amount = 0
#INIT promenne, ktere byly zbytecne ve stratvars
state.vars.pendingbuys={}
state.vars.limitka = None
state.vars.limitka_price=0
state.vars.jevylozeno=0
state.vars.blockbuy = 0
state.vars["ticks2reset_backup"] = state.vars.ticks2reset
#state.cbar_indicators['ivwap'] = []
state.cbar_indicators['tick_price'] = []
state.cbar_indicators['tick_volume'] = []
state.cbar_indicators['CRSI'] = []
#state.secondary_indicators['SRSI'] = []
state.indicators['ema'] = []
state.indicators['RSI14'] = []
#state.indicators['ema'] = []
#state.indicators['RSI14'] = []
initialize_dynamic_indicators()

2
v2realbot/main.py
View File

@ -209,7 +209,7 @@ def _modify_stratin(stratin: StrategyInstance, stratin_id: UUID):
if cs.is_stratin_running(id=stratin_id):
res,id = cs.modify_stratin_running(si=stratin, id=stratin_id)
else:
res, id = cs.modify_stratin(si=stratin, id=stratin_id)
res, id = cs.modify_stratin(si=stratin, id=stratin_id)
if res == 0: return id
elif res == -2:
raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"Error not found: {res}:{id}")

7
v2realbot/slicingtest.py Normal file
View File

@ -0,0 +1,7 @@
word = "buy_if_not_something"
if word.endswith("something") and word[:-len] == "not_":
print("Word meets the condition.")
else:
print("Word does not meet the condition.")

2
v2realbot/static/js/utils.js
View File

@ -22,6 +22,7 @@ settings = {}
settings
//ostatni indicatory nez vwap, volume a bary
indConfig = [ {name: "ema", titlevisible: false, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
{name: "ema20", titlevisible: false, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
{name: "tick_volume", histogram: true, titlevisible: true, embed: true, display: true, priceScaleId: '', lastValueVisible: false},
{name: "tick_price", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
{name: "ivwap", titlevisible: true, embed: true, display: false, priceScaleId: "right", lastValueVisible: false},
@ -38,6 +39,7 @@ indConfig = [ {name: "ema", titlevisible: false, embed: true, display: true, pri
{name: "emaSlow", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
{name: "emaFast", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
{name: "RSI14", titlevisible: true, embed: true, display: true, priceScaleId: "middle", lastValueVisible: false},
{name: "RSI14MA", titlevisible: true, embed: true, display: true, priceScaleId: "middle", lastValueVisible: false},
{name: "CRSI", titlevisible: true, embed: true, display: true, priceScaleId: "middle", lastValueVisible: false},
{name: "aroon", titlevisible: true, embed: true, display: true, priceScaleId: "middle", lastValueVisible: false},
{name: "apo", titlevisible: true, embed: true, display: true, priceScaleId: "middle", lastValueVisible: false},

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v2realbot/utils/__pycache__/utils.cpython-310.pyc
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39
v2realbot/utils/utils.py
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@ -23,10 +23,36 @@ import numpy as np
import pandas as pd
from collections import deque
#is_pivot function to check if there is A(V) shaped pivot in the list, each leg consists of N points
#middle point is the shared one [1,2,3,2,1] - one leg is [1,2,3] second leg is [3,2,1]
def is_pivot(source: list, leg_number: int, type: str = "A"):
if len(source) < (2 * leg_number)-1:
print("Not enough values in the list")
return False
left_leg = source[-2*leg_number+1:-leg_number+1]
right_leg = source[-leg_number:]
if type == "A":
if isrising(left_leg) and isfalling(right_leg):
return True
else:
return False
elif type == "V":
if isfalling(left_leg) and isrising(right_leg):
return True
else:
return False
else:
print("Unknown type")
return False
def crossed_up(threshold, list):
"""check if threshold has crossed up last thresholdue in list"""
try:
if threshold < list[-1] and threshold >= list[-2]:
#upraveno, ze threshold muze byt vetsi nez predpredposledni
if threshold < list[-1] and threshold >= list[-2] or threshold < list[-1] and threshold >= list[-3]:
return True
else:
return False
@ -36,7 +62,8 @@ def crossed_up(threshold, list):
def crossed_down(threshold, list):
"""check if threshold has crossed down last thresholdue in list"""
try:
if threshold > list[-1] and threshold <= list[-2]:
#upraveno, ze threshold muze byt mensi nez predpredposledni
if threshold > list[-1] and threshold <= list[-2] or threshold > list[-1] and threshold <= list[-3]:
return True
else:
return False
@ -281,13 +308,17 @@ def is_open_hours(dt, business_hours: dict = None):
and dt.date() not in holidays \
and business_hours["from"] <= dt.time() < business_hours["to"]
def isfalling(pole: list, pocet: int):
#vraci zda dane pole je klesajici (bud cele a nebo jen pocet poslednich)
def isfalling(pole: list, pocet: int = None):
if pocet is None: pocet = len(pole)
if len(pole)<pocet: return False
pole = pole[-pocet:]
res = all(i > j for i, j in zip(pole, pole[1:]))
return res
def isrising(pole: list, pocet: int):
#vraci zda dane pole je roustouci (bud cele a nebo jen pocet poslednich)
def isrising(pole: list, pocet: int = None):
if pocet is None: pocet = len(pole)
if len(pole)<pocet: return False
pole = pole[-pocet:]
res = all(i < j for i, j in zip(pole, pole[1:]))