bugfixes and two version of strategies

testy/numpytest.py

@@ -0,0 +1,12 @@
+import numpy as np
+from v2realbot.utils.utils import isfalling
+arr = np.array([1, np.nan, 3, 4, 5, 6, 2.3]) 
+print(arr)
+b = list(arr)
+a = b[-1]
+print(a)
+if str(a) == "nan":
+    print(a,"je nan")
+
+rsi = [1,2,3,4,5]
+print(isfalling(rsi,1))

v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py

@@ -14,7 +14,6 @@ from msgpack import packb, unpackb
 import asyncio
 import os
 from traceback import format_exc
-import inspect
 
 print(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
 """"
@@ -502,6 +501,8 @@ def next(data, state: StrategyState):
             source = state.cbar_indicators.tick_price #[-rsi_length:] #state.bars.vwap
             crsi_res = rsi(source, crsi_length)
             crsi_value = crsi_res[-1]
+            if str(crsi_value) == "nan":
+                crsi_value = 0
             state.cbar_indicators.CRSI[-1]=crsi_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:
@@ -653,11 +654,11 @@ def next(data, state: StrategyState):
         #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)
 
-        #pouze RSI nizke a RSI klesa
+        #pouze RSI nizke a RSI klesa, pripadne k tomu CRSI
+        #TATO KOMBINACE se da konfigurovat pouze hodnotama, aby platila libovolna kombinace podminek (např. Trend = 1 - vypne stredni podminku)
         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['crsi_below_crsi_buy_limit'] = state.cbar_indicators.CRSI[-1] < safe_get(state.vars, "crsi_buy_signal_below",30)
+        buy_cond["AND"]['crsi_below_crsi_buy_limit'] = state.cbar_indicators.CRSI[-1] < safe_get(state.vars, "crsi_buy_signal_below",25)
        
         #slopME klesa a RSI začalo stoupat
         # buy_cond["AND"]["rsi_is_rising2"] = isrising(state.indicators.RSI14,2)
@@ -668,8 +669,8 @@ def next(data, state: StrategyState):
         #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 {conditions_met}")
+        #if result:
+        state.ilog(e=f"BUY SIGNAL {result} {conditions_met}")
         return result
 
     def eval_buy():

v2realbot/config.py

@@ -3,7 +3,7 @@ from v2realbot.enums.enums import Mode, Account, FillCondition
 from appdirs import user_data_dir
 
 #minimalni vzdalenost mezi trady, kterou agregator pousti pro CBAR(0.001 - blokuje mensi nez 1ms)
-AGG_MIN_TRADE_DELTA = 0.003
+GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN = 0.003
 #normalized price for tick 0.01
 NORMALIZED_TICK_BASE_PRICE = 30.00
 LOG_RUNNER_EVENTS = False

v2realbot/controller/services.py

@@ -11,7 +11,7 @@ from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Sto
 from v2realbot.utils.ilog import delete_logs
 from datetime import datetime
 from threading import Thread, current_thread, Event, enumerate
-from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, AGG_MIN_TRADE_DELTA
+from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN
 import importlib
 from queue import Queue
 from tinydb import TinyDB, Query, where
@@ -476,7 +476,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
         settings = dict(resolution=strat.state.timeframe,
                         rectype=strat.state.rectype,
                         configs=dict(
-                            AGG_MIN_TRADE_DELTA=AGG_MIN_TRADE_DELTA,
+                            GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN=GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN,
                             BT_FILL_CONS_TRADES_REQUIRED=BT_FILL_CONS_TRADES_REQUIRED,
                             BT_FILL_LOG_SURROUNDING_TRADES=BT_FILL_LOG_SURROUNDING_TRADES,
                             BT_FILL_CONDITION_BUY_LIMIT=BT_FILL_CONDITION_BUY_LIMIT,

v2realbot/loader/aggregator.py

@@ -11,7 +11,7 @@ import threading
 from copy import deepcopy
 from msgpack import unpackb
 import os
-from config import DATA_DIR, AGG_MIN_TRADE_DELTA
+from config import DATA_DIR, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN
 
 class TradeAggregator:  
     def __init__(self,
@@ -245,7 +245,7 @@ class TradeAggregator:
             self.diff_price = True    
         self.last_price = data['p'] 
 
-        if float(data['t']) - float(self.lasttimestamp) < AGG_MIN_TRADE_DELTA:
+        if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
             self.trades_too_close = True
         else:
             self.trades_too_close = False
@@ -344,7 +344,7 @@ class TradeAggregator:
             #127788.123000 127788.124000 (rozdil 0.001)
 
 
-            #zkousime pustit i stejnou cenu(potrebujeme kvuli MYSELLU), ale blokoval kulomet,tzn. trady mensi nez AGG_MIN_TRADE_DELTA (1ms)
+            #zkousime pustit i stejnou cenu(potrebujeme kvuli MYSELLU), ale blokoval kulomet,tzn. trady mensi nez GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN (1ms)
             #if self.diff_price is True:
 
             #pripadne jeste vratit jako subpodminkiu