refaktor gui jdeme na live
This commit is contained in:
David Brazda
32
testy/tinyDBselect.py
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32
testy/tinyDBselect.py
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@ -0,0 +1,32 @@
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from typing import Any, List
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from uuid import UUID, uuid4
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import pickle
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from alpaca.data.historical import StockHistoricalDataClient
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from alpaca.data.requests import StockTradesRequest, StockBarsRequest
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from alpaca.data.enums import DataFeed
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from alpaca.data.timeframe import TimeFrame
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from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account
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from v2realbot.common.model import StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveDetail, RunArchiveChange
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from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string, json_serial
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from datetime import datetime
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from threading import Thread, current_thread, Event, enumerate
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from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR
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import importlib
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from queue import Queue
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from tinydb import TinyDB, Query, where
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from tinydb.operations import set
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import json
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from rich import print
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arch_header_file = DATA_DIR + "/arch_header.json"
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arch_detail_file = DATA_DIR + "/arch_detail.json"
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#db layer to store runner archive
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db_arch_h = TinyDB(arch_header_file, default=json_serial)
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db_arch_d = TinyDB(arch_detail_file, default=json_serial)
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# res = db_arch_h.update(set('note', "ahoj"), where('id') == "74aa524e-3ed4-41fb-8166-f20946520344")
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# print(res)
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res = db_arch_d.all()
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print(res)
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Binary file not shown.
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@ -153,6 +153,11 @@ class TradeUpdate(BaseModel):
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cash: Optional[float]
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pos_avg_price: Optional[float]
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class RunArchiveChange(BaseModel):
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id: UUID
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note: str
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#Contains archive of running strategies (runner) - master
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class RunArchive(BaseModel):
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#unique id of algorun
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@ -3,7 +3,7 @@ from v2realbot.enums.enums import Mode, Account, FillCondition
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from appdirs import user_data_dir
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#no print in console
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QUIET_MODE = True
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QUIET_MODE = False
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#how many consecutive trades with the fill price are necessary for LIMIT fill to happen in backtesting
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#0 - optimistic, every knot high will fill the order
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#N - N consecutive trades required
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@ -6,7 +6,7 @@ from alpaca.data.requests import StockTradesRequest, StockBarsRequest
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from alpaca.data.enums import DataFeed
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from alpaca.data.timeframe import TimeFrame
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from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account
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from v2realbot.common.model import StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveDetail
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from v2realbot.common.model import StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveDetail, RunArchiveChange
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from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string, json_serial
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from datetime import datetime
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from threading import Thread, current_thread, Event, enumerate
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@ -37,10 +37,10 @@ def get_all_runners():
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if len(db.runners) > 0:
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#print(db.runners)
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for i in db.runners:
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i.run_profit = round(i.run_instance.state.profit,2)
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i.run_profit = round(float(i.run_instance.state.profit),2)
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i.run_trade_count = len(i.run_instance.state.tradeList)
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i.run_positions = i.run_instance.state.positions
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i.run_avgp = round(i.run_instance.state.avgp,3)
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i.run_avgp = round(float(i.run_instance.state.avgp),3)
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return (0, db.runners)
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else:
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return (0, [])
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@ -419,10 +419,10 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
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bt_from=bp_from,
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bt_to = bp_to,
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stratvars = strat.state.vars,
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profit=round(strat.state.profit,2),
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profit=round(float(strat.state.profit),2),
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trade_count=len(strat.state.tradeList),
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end_positions=strat.state.positions,
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end_positions_avgp=round(strat.state.avgp,3),
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end_positions_avgp=round(float(strat.state.avgp),3),
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open_orders=9999
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)
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@ -437,7 +437,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
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print("archive runner finished")
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return 0, str(resh) + " " + str(resd)
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except Exception as e:
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print(str(e))
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print("Exception in archive_runner: " + str(e))
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return -2, str(e)
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def get_all_archived_runners():
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@ -455,12 +455,22 @@ def delete_archived_runners_byID(id: UUID):
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except Exception as e:
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return -2, str(e)
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#edit archived runner note
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def edit_archived_runners(runner_id: UUID, archChange: RunArchiveChange):
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try:
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res = db_arch_h.update(set('note', archChange.note), where('id') == str(runner_id))
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if len(res) == 0:
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return -1, "not found "+str(runner_id)
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return 0, runner_id
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except Exception as e:
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return -2, str(e)
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def get_all_archived_runners_detail():
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res = db_arch_d.all()
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return 0, res
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def get_archived_runner_details_byID(id: UUID):
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res = db_arch_d.get(where('id') == id)
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res = db_arch_d.get(where('id') == str(id))
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if res==None:
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return -2, "not found"
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else:
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@ -13,7 +13,7 @@ from fastapi.security import APIKeyHeader
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import uvicorn
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from uuid import UUID
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import v2realbot.controller.services as cs
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from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest, Trade, RunArchive, RunArchiveDetail, Bar
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from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest, Trade, RunArchive, RunArchiveDetail, Bar, RunArchiveChange
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from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
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from fastapi.responses import HTMLResponse, FileResponse
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from fastapi.staticfiles import StaticFiles
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@ -282,6 +282,16 @@ def _delete_archived_runners_byID(runner_id):
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elif res < 0:
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raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"Error: {res}:{id}")
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#edit archived runner ("note",..)
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@app.patch("/archived_runners/{runner_id}", dependencies=[Depends(api_key_auth)])
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def _edit_archived_runners(archChange: RunArchiveChange, runner_id: UUID):
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res, id = cs.edit_archived_runners(runner_id=runner_id, archChange=archChange)
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if res == 0: return runner_id
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elif res == -1:
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raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"Error not found: {res}:{runner_id}")
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else:
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raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error not changed: {res}:{runner_id}")
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#get all archived runners detail
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@app.get("/archived_runners_detail/", dependencies=[Depends(api_key_auth)])
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def _get_all_archived_runners_detail() -> list[RunArchiveDetail]:
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@ -149,8 +149,9 @@
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<div class="legend" id="legendArchive"></div>
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</div>
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<div id="controls">
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<button id="button_show_arch" class="btn btn-outline-success btn-sm">Show</button>
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<button id="button_edit_arch" class="btn btn-outline-success btn-sm">Edit</button>
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<button id="button_delete_arch" class="btn btn-outline-success btn-sm">Delete</button>
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<button id="button_show_arch" class="btn btn-outline-success btn-sm">Show</button>
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<!-- <button id="button_stopall" class="btn btn-outline-success btn-sm">Stop All</button>
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<button id="button_refresh" class="btn btn-outline-success btn-sm">Refresh</button> -->
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</div>
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@ -194,7 +195,38 @@
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</div>
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<div class="modal-footer">
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<input type="submit" name="delete" id="deletearchive" class="btn btn-primary" value="Delete" />
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<button type="button" class="btn btn-secondary" data-dismiss="modal">Close</button>
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<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
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</div>
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</div>
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</form>
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</div>
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</div>
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</div>
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<div id="editModalArchive" class="modal fade">
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<div class="modal-dialog">
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<form method="post" id="editFormArchive">
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<div class="modal-content">
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<div class="modal-header">
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<h4 class="modal-title"><i class="fa fa-plus"></i> Edit Archive</h4>
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<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
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</div>
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<div class="modal-body">
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<div class="form-group">
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<label for="editidarchive" class="form-label">Id</label>
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<input type="text" class="form-control" id="editidarchive" name="id" placeholder="id" readonly>
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</div>
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<div class="form-group">
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<label for="note" class="form-label">note</label>
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<textarea class="form-control" rows="2" id="editnote" name="note"></textarea>
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</div>
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<div class="form-group">
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<label for="stratvars" class="form-label">Stratvars</label>
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<textarea class="form-control" rows="4" id="editstratvars" name="stratvars"></textarea>
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</div>
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</div>
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<div class="modal-footer">
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<input type="submit" name="delete" id="editarchive" class="btn btn-primary" value="Edit" />
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<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
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</div>
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</div>
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</form>
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@ -297,7 +329,7 @@
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<!--<input type="hidden" name="id" id="id" />-->
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<!--<input type="hidden" name="action" id="action" value="" />-->
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<input type="submit" name="save" id="save" class="btn btn-primary" value="Save" />
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<button type="button" class="btn btn-secondary" data-dismiss="modal">Close</button>
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<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
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</div>
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</div>
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</form>
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@ -319,7 +351,7 @@
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</div>
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<div class="modal-footer">
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<input type="submit" name="delete" id="delete" class="btn btn-primary" value="Delete" />
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<button type="button" class="btn btn-secondary" data-dismiss="modal">Close</button>
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<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
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</div>
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</div>
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</form>
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@ -341,7 +373,7 @@
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</div>
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<div class="modal-footer">
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<input type="submit" name="json_add" id="json_add" class="btn btn-primary" value="Add" />
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<button type="button" class="btn btn-secondary" data-dismiss="modal">Close</button>
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<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
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</div>
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</div>
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</form>
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@ -375,11 +407,11 @@
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</div>
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<div class="form-group">
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<label for="bt_from" class="form-label">bt_from</label>
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<input type="datetime-local" class="form-control" id="bt_from" name="bt_from" placeholder="2023-04-06T09:00:00Z">
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<input type="datetime-local" class="form-control" id="bt_from" name="bt_from" placeholder="2023-04-06T09:00:00Z" step="1">
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</div>
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<div class="form-group">
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<label for="bt_to" class="form-label">bt_to</label>
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<input type="datetime-local" class="form-control" id="bt_to" name="bt_to" placeholder="2023-04-06T09:00:00Z">
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<input type="datetime-local" class="form-control" id="bt_to" name="bt_to" placeholder="2023-04-06T09:00:00Z" step="1">
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</div>
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<div class="form-group">
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<label for="cash" class="form-label">cash</label>
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@ -394,7 +426,7 @@
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<!--<input type="hidden" name="id" id="id" />-->
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<!--<input type="hidden" name="action" id="action" value="" />-->
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<input type="submit" name="run" id="run" class="btn btn-primary" value="Run" />
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<button type="button" class="btn btn-secondary" data-dismiss="modal">Close</button>
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<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
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</div>
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</div>
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</form>
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@ -1,5 +1,6 @@
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var tradeDetails = new Map();
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var toolTip = null
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var CHART_SHOW_TEXT = false
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//TRANSFORM object returned from RESTA PI get_arch_run_detail
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//to series and markers required by lightweigth chart
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//input array object bars = { high: [1,2,3], time: [1,2,3], close: [2,2,2]...}
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@ -46,6 +47,8 @@ function transform_data(data) {
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a_markers = {}
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timestamp = Date.parse(trade.order.filled_at)/1000
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if (trade.order.side == "buy") {
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//avgp lajnu vytvarime jen pokud je v tradeventu prumerna cena
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if (trade.pos_avg_price !== null) {
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//line pro avgp markers
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obj["time"] = timestamp;
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obj["value"] = trade.pos_avg_price;
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@ -56,21 +59,23 @@ function transform_data(data) {
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a_markers["position"] = "aboveBar"
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a_markers["color"] = "#e8c76d"
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a_markers["shape"] = "arrowDown"
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// a_markers["text"] = trade.position_qty + " " + parseFloat(trade.pos_avg_price).toFixed(3)
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a_markers["text"] = trade.position_qty
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if (CHART_SHOW_TEXT)
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// a_markers["text"] = trade.position_qty + " " + parseFloat(trade.pos_avg_price).toFixed(3)
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a_markers["text"] = CHART_SHOW_TEXT ? trade.position_qty + "/" + parseFloat(trade.pos_avg_price).toFixed(3) :trade.position_qty
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avgp_markers.push(a_markers)
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}
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}
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//buy sell markery
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marker = {}
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marker["time"] = timestamp;
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// marker["position"] = (trade.order.side == "buy") ? "belowBar" : "aboveBar"
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marker["position"] = (trade.order.side == "buy") ? "inBar" : "aboveBar"
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marker["color"] = (trade.order.side == "buy") ? "blue" : "red"
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marker["color"] = (trade.order.side == "buy") ? "#cfcbc2" : "red"
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//marker["shape"] = (trade.order.side == "buy") ? "arrowUp" : "arrowDown"
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marker["shape"] = (trade.order.side == "buy") ? "circle" : "arrowDown"
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//marker["text"] = trade.qty + " " + trade.price
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marker["text"] = trade.qty
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//marker["text"] = trade.qty + "/" + trade.price
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marker["text"] = CHART_SHOW_TEXT ? trade.qty + "/" + trade.price : trade.qty
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markers.push(marker)
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//prevedeme iso data na timestampy
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@ -107,8 +112,16 @@ function transform_data(data) {
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function prepare_data(archRunner, timeframe_amount, timeframe_unit, archivedRunnerDetail) {
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req = {}
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req["symbol"] = archRunner.symbol
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if (archRunner.mode == "backtest") {
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req["datetime_object_from"] = archRunner.bt_from
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req["datetime_object_to"] = archRunner.bt_to
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}
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else
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{
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req["datetime_object_from"] = archRunner.started
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req["datetime_object_to"] = archRunner.stopped
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}
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req["timeframe_amount"] = timeframe_amount
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req["timeframe_unit"] = timeframe_unit
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$.ajax({
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@ -120,13 +133,13 @@ function prepare_data(archRunner, timeframe_amount, timeframe_unit, archivedRunn
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contentType: "application/json",
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data: req,
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success:function(data){
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//console.log("bars", JSON.stringify(data))
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console.log("one minute bars", JSON.stringify(data))
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data.map((el)=>{
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cas = new Date(el.timestamp)
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el.time = cas.getTime()/1000;
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delete el.timestamp
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});
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//console.log("bars_after_transformation", JSON.stringify(data))
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console.log("one min bars_after_transformation", JSON.stringify(data))
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oneMinuteBars = data
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chart_archived_run(archRunner, archivedRunnerDetail, oneMinuteBars);
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//call function to continue
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@ -151,6 +164,7 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
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toolTip.style.display = 'none';
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}
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}
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var transformed_data = transform_data(data)
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//initialize resolutions
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@ -262,7 +276,10 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
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},
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});
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console.log("avgp_buy_line",transformed_data["avgp_buy_line"])
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console.log("avgp_markers",transformed_data["avgp_markers"])
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if (transformed_data["avgp_buy_line"].length > 0) {
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var avgBuyLine = chart.addLineSeries({
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// title: "avgpbuyline",
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color: '#e8c76d',
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@ -272,6 +289,7 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
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});
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avgBuyLine.setData(transformed_data["avgp_buy_line"]);
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avgBuyLine.setMarkers(transformed_data["avgp_markers"])
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}
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var markersLine = chart.addLineSeries({
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// title: "avgpbuyline",
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@ -5,6 +5,7 @@ $(document).ready(function () {
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//disable buttons (enable on row selection)
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$('#button_show_arch').attr('disabled','disabled');
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$('#button_delete_arch').attr('disabled','disabled');
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$('#button_edit_arch').attr('disabled','disabled');
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//selectable rows in archive table
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@ -13,11 +14,13 @@ $(document).ready(function () {
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$(this).removeClass('selected');
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$('#button_show_arch').attr('disabled','disabled');
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$('#button_delete_arch').attr('disabled','disabled');
|
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$('#button_edit_arch').attr('disabled','disabled');
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} else {
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stratinRecords.$('tr.selected').removeClass('selected');
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$(this).addClass('selected');
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$('#button_show_arch').attr('disabled',false);
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$('#button_delete_arch').attr('disabled',false);
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||||
$('#button_edit_arch').attr('disabled',false);
|
||||
}
|
||||
});
|
||||
|
||||
@ -28,6 +31,13 @@ $(document).ready(function () {
|
||||
$('#delidarchive').val(row.id);
|
||||
});
|
||||
|
||||
//edit button
|
||||
$('#button_edit_arch').click(function () {
|
||||
row = archiveRecords.row('.selected').data();
|
||||
window.$('#editModalArchive').modal('show');
|
||||
$('#editidarchive').val(row.id);
|
||||
$('#editstratvars').val(JSON.stringify(row.stratvars,null,2));
|
||||
});
|
||||
|
||||
//show button
|
||||
$('#button_show_arch').click(function () {
|
||||
@ -44,6 +54,8 @@ $(document).ready(function () {
|
||||
success:function(data){
|
||||
$('#button_show_arch').attr('disabled',false);
|
||||
$('#chartContainerInner').addClass("show");
|
||||
$("#lines").html("<pre>"+JSON.stringify(row.stratvars,null,2)+"</pre>")
|
||||
|
||||
//$('#chartArchive').append(JSON.stringify(data,null,2));
|
||||
console.log(JSON.stringify(data,null,2));
|
||||
//if lower res is required call prepare_data otherwise call chart_archived_run()
|
||||
@ -60,6 +72,43 @@ $(document).ready(function () {
|
||||
});
|
||||
})
|
||||
|
||||
//edit modal
|
||||
$("#editModalArchive").on('submit','#editFormArchive', function(event){
|
||||
event.preventDefault();
|
||||
$('#editarchive').attr('disabled','disabled');
|
||||
trow = archiveRecords.row('.selected').data();
|
||||
note = $('#editnote').val()
|
||||
var formData = $(this).serializeJSON();
|
||||
row = {}
|
||||
row["id"] = trow.id
|
||||
row["note"] = note
|
||||
jsonString = JSON.stringify(row);
|
||||
console.log("pred odeslanim json string", jsonString)
|
||||
$.ajax({
|
||||
url:"/archived_runners/"+trow.id,
|
||||
beforeSend: function (xhr) {
|
||||
xhr.setRequestHeader('X-API-Key',
|
||||
API_KEY); },
|
||||
method:"PATCH",
|
||||
contentType: "application/json",
|
||||
// dataType: "json",
|
||||
data: jsonString,
|
||||
success:function(data){
|
||||
$('#editFormArchive')[0].reset();
|
||||
window.$('#editModalArchive').modal('hide');
|
||||
$('#editarchive').attr('disabled', false);
|
||||
archiveRecords.ajax.reload();
|
||||
},
|
||||
error: function(xhr, status, error) {
|
||||
var err = eval("(" + xhr.responseText + ")");
|
||||
window.alert(JSON.stringify(xhr));
|
||||
console.log(JSON.stringify(xhr));
|
||||
$('#editarchive').attr('disabled', false);
|
||||
}
|
||||
})
|
||||
});
|
||||
|
||||
|
||||
//delete modal
|
||||
$("#delModalArchive").on('submit','#delFormArchive', function(event){
|
||||
event.preventDefault();
|
||||
@ -121,12 +170,12 @@ var archiveRecords =
|
||||
{data: 'end_positions_avgp', visible: true},
|
||||
{data: 'open_orders', visible: true}
|
||||
],
|
||||
columnDefs: [{
|
||||
targets: [4,5,8,9],
|
||||
render: function ( data, type, row ) {
|
||||
return format_date(data)
|
||||
},
|
||||
}],
|
||||
// columnDefs: [{
|
||||
// targets: [4,5,8,9],
|
||||
// render: function ( data, type, row ) {
|
||||
// return format_date(data)
|
||||
// },
|
||||
// }],
|
||||
order: [[5, 'desc']],
|
||||
paging: true,
|
||||
lengthChange: false,
|
||||
|
||||
@ -115,7 +115,7 @@ function connect(event) {
|
||||
|
||||
|
||||
logcnt++;
|
||||
row = '<div data-toggle="collapse" onclick="set_timestamp(' + logLine.time + ')" data-target="#rec'+logcnt+'">'+logLine.time + " " + logLine.event + ' - '+ (logLine.message == undefined ? "" : logLine.message) +'</div>'
|
||||
row = '<div data-bs-toggle="collapse" onclick="set_timestamp(' + logLine.time + ')" data-bs-target="#rec'+logcnt+'">'+logLine.time + " " + logLine.event + ' - '+ (logLine.message == undefined ? "" : logLine.message) +'</div>'
|
||||
str_row = JSON.stringify(logLine.details, null, 2)
|
||||
//row_detail = '<div id="rec'+logcnt+'" data-toggle="collapse" data-target="#rec'+logcnt+'"class="collapse pidi"><pre>' + str_row + '</pre></div>'
|
||||
|
||||
|
||||
@ -8,26 +8,26 @@ function populate_real_time_chart() {
|
||||
|
||||
$('#chartContainerInner').addClass("show");
|
||||
//const chartOptions = { layout: { textColor: 'black', background: { type: 'solid', color: 'white' } } };
|
||||
//var chartOptions = { width: 1045, height: 600, leftPriceScale: {visible: true}}
|
||||
var chartOptions = { width: 1045,
|
||||
height: 600,
|
||||
leftPriceScale: {visible: true},
|
||||
layout: {
|
||||
background: {
|
||||
type: 'solid',
|
||||
color: '#000000',
|
||||
},
|
||||
textColor: '#d1d4dc',
|
||||
},
|
||||
grid: {
|
||||
vertLines: {
|
||||
visible: false,
|
||||
},
|
||||
horzLines: {
|
||||
color: 'rgba(42, 46, 57, 0.5)',
|
||||
},
|
||||
},
|
||||
}
|
||||
var chartOptions = { width: 1045, height: 600, leftPriceScale: {visible: true}}
|
||||
// var chartOptions = { width: 1045,
|
||||
// height: 600,
|
||||
// leftPriceScale: {visible: true},
|
||||
// layout: {
|
||||
// background: {
|
||||
// type: 'solid',
|
||||
// color: '#000000',
|
||||
// },
|
||||
// textColor: '#d1d4dc',
|
||||
// },
|
||||
// grid: {
|
||||
// vertLines: {
|
||||
// visible: false,
|
||||
// },
|
||||
// horzLines: {
|
||||
// color: 'rgba(42, 46, 57, 0.5)',
|
||||
// },
|
||||
// },
|
||||
// }
|
||||
|
||||
|
||||
chart = LightweightCharts.createChart(document.getElementById('chart'), chartOptions);
|
||||
|
||||
@ -127,7 +127,7 @@ pre {
|
||||
font-size: normal;
|
||||
/* font-weight: bold; */
|
||||
display: -webkit-inline-box;
|
||||
background-color: #128faf;
|
||||
background-color: #dfe4e6;
|
||||
/* color: white; */
|
||||
padding: 1px;
|
||||
padding-left: 5px;
|
||||
|
||||
Reference in New Issue
Block a user