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rel profit first version

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This commit is contained in:
David Brazda
2023-10-20 21:48:46 +02:00
parent d5ebfee762
commit 47e2e255c7
11 changed files with 73 additions and 15 deletions
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4
v2realbot/strategyblocks/indicators/indicators_hub.py
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@ -53,9 +53,9 @@ def populate_all_indicators(data, state: StrategyState):
state.ilog(lvl=1,e=f"{conf} {data['index']}-{conf_bar}--delta:{last_update_delta}---AVGdelta:{avg_delta}", data=data)
#TODO tento lof patri spis do nextu classic SL - je poplatny typu stratefie
#TODO na toto se podivam, nejak moc zajasonovani a zpatky
#TODO na toto se podivam, nejak moc zajasonovani a zpatky -
#PERF PROBLEM
state.ilog(lvl=1,e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} SL:{state.vars.activeTrade.stoploss_value if state.vars.activeTrade is not None else None} profit:{round(float(state.profit),2)} Trades:{len(state.tradeList)} pend:{state.vars.pending}", activeTrade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)), prescribedTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)), pending=str(state.vars.pending))
state.ilog(lvl=1,e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} SL:{state.vars.activeTrade.stoploss_value if state.vars.activeTrade is not None else None} profit:{round(float(state.profit),2)} profit_rel:{round(np.mean(state.rel_profit_cum),6) if len(state.rel_profit_cum)>0 else 0} Trades:{len(state.tradeList)} pend:{state.vars.pending}", rel_profit_cum=str(state.rel_profit_cum), activeTrade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)), prescribedTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)), pending=str(state.vars.pending))
#kroky pro CONFIRMED BAR only
if conf_bar == 1:

2
v2realbot/strategyblocks/newtrade/conditions.py
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@ -97,7 +97,7 @@ def common_go_preconditions_check(state, data, signalname: str, options: dict):
window_close = safe_get(options, "window_close",safe_get(state.vars, "window_close",390))
if is_window_open(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), window_open, window_close) is False:
state.ilog(lvl=1,e=f"SIGNAL {signalname} - WINDOW CLOSED", msg=f"{window_open=} {window_close=} ")
state.ilog(lvl=1,e=f"SIGNAL {signalname} - WINDOW CLOSED", msg=f"{window_open=} {window_close=} ", time=str(datetime.fromtimestamp(data['updated']).astimezone(zoneNY)))
return False
min_bar_index = safe_get(options, "min_bar_index",safe_get(state.vars, "min_bar_index",0))

1
v2realbot/strategyblocks/newtrade/prescribedtrades.py
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@ -6,6 +6,7 @@ from datetime import datetime
import json
from v2realbot.strategyblocks.activetrade.helpers import insert_SL_history, get_default_sl_value, normalize_tick
#TODO nad prescribed trades postavit vstupni funkce
def execute_prescribed_trades(state: StrategyState, data):
##evaluate prescribed trade, prvni eligible presuneme do activeTrade, zmenime stav and vytvorime objednavky