From 3293ad847eff4193747d2416fdbdbba5799818c8 Mon Sep 17 00:00:00 2001
From: David Brazda <davidbrazda61@gmail.com>
Date: Thu, 22 Jun 2023 16:01:09 +0200
Subject: [PATCH] bugfixes and two version of strategies

---
 testy/numpytest.py                            |  12 ++++++++++++
 v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py       |  13 +++++++------
 v2realbot/__pycache__/config.cpython-310.pyc  | Bin 2934 -> 2952 bytes
 v2realbot/config.py                           |   2 +-
 v2realbot/controller/services.py              |   4 ++--
 .../__pycache__/aggregator.cpython-310.pyc    | Bin 7067 -> 7085 bytes
 v2realbot/loader/aggregator.py                |   6 +++---
 v2realbot/v2trading.db                        |   0
 8 files changed, 25 insertions(+), 12 deletions(-)
 create mode 100644 testy/numpytest.py
 create mode 100644 v2realbot/v2trading.db

diff --git a/testy/numpytest.py b/testy/numpytest.py
new file mode 100644
index 0000000..c5d5908
--- /dev/null
+++ b/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))
\ No newline at end of file
diff --git a/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py b/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py
index cab78ca..3c0fd47 100644
--- a/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py
+++ b/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():
diff --git a/v2realbot/__pycache__/config.cpython-310.pyc b/v2realbot/__pycache__/config.cpython-310.pyc
index 8ebf095ba3b000e9fcf2c741a61c4ea672573538..392f1cf0627d6a2a9db7546e8478bafab15c028c 100644
GIT binary patch
delta 103
zcmew+)*;TD&&$ij00al#PfD4xk(Y~|F>12}yELP^s(X-sXh3{OkfV!haD2FDh(~;g
zr>|>ph@)>nypL;eaD0e|qu;H`9vpg%w<ec!+y;`toZ5_0lj}K4fb1`vKY`>st_}b%
CLLy24

delta 84
zcmeAW|0c$p&&$ij00a(--6>5QdAZmbZ*7)fmu3_dc64`-_x1FP4+(N~agBFz^$Br|
knjFQU#~3xaljAm!Oy$&Oyft|uX9<wa#`TjiY7%z`0G^Q-*#H0l

diff --git a/v2realbot/config.py b/v2realbot/config.py
index c1bc713..971b687 100644
--- a/v2realbot/config.py
+++ b/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
diff --git a/v2realbot/controller/services.py b/v2realbot/controller/services.py
index 4a73de4..28c6a45 100644
--- a/v2realbot/controller/services.py
+++ b/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,
diff --git a/v2realbot/loader/__pycache__/aggregator.cpython-310.pyc b/v2realbot/loader/__pycache__/aggregator.cpython-310.pyc
index 941e5083b275f33a455ce71769d85fc8583b1b0c..2db0c226997d623cd66e0d992746a9993d5ddff8 100644
GIT binary patch
delta 67
zcmbPjzSf*CpO=@50SJ`-PfjuN+Q|2vQBBo7$Uih7J|xJ|#WgrS+%v=@KE%`4H8{l4
VHz3}}H8?mv#KX~Vvm{fKBmk4!6Vw0z

delta 49
zcmZ2$KHHoxpO=@50SLMub*23A+{pKxQAF6$-96sd(=R?G$kD|$-o@1?#BsAWQ<EeB
DcU}(r

diff --git a/v2realbot/loader/aggregator.py b/v2realbot/loader/aggregator.py
index 549502e..8d8e669 100644
--- a/v2realbot/loader/aggregator.py
+++ b/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
diff --git a/v2realbot/v2trading.db b/v2realbot/v2trading.db
new file mode 100644
index 0000000..e69de29