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pridany metriky a bugfixy pro live run

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This commit is contained in:
David Brazda
2023-08-28 20:22:37 +02:00
parent a94e2ed5e4
commit 4c861c59a1
9 changed files with 112 additions and 29 deletions
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39
v2realbot/controller/services.py
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@ -9,6 +9,7 @@ from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, Orde
from v2realbot.common.model import StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent
from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram
from v2realbot.utils.ilog import delete_logs
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
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, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN
@ -466,9 +467,45 @@ def populate_metrics_output_directory(strat: StrategyInstance):
#filt = max_positions['side'] == 'OrderSide.BUY'
res = dict(zip(max_positions['qty'], max_positions['count']))
#pridani klice obsahujici prescribed trades
#metrikz z prescribedTrades, pokud existuji
try:
long_profit = 0
short_profit = 0
long_losses = 0
short_losses = 0
long_wins = 0
short_wins = 0
max_profit = 0
max_profit_time = None
for trade in strat.state.vars.prescribedTrades:
if trade.profit_sum > max_profit:
max_profit = trade.profit_sum
max_profit_time = trade.last_update
if trade.status == TradeStatus.ACTIVATED and trade.direction == TradeDirection.LONG:
if trade.profit is not None:
long_profit += trade.profit
if trade.profit < 0:
long_losses += trade.profit
if trade.profit > 0:
long_wins += trade.profit
if trade.status == TradeStatus.ACTIVATED and trade.direction == TradeDirection.SHORT:
if trade.profit is not None:
short_profit += trade.profit
if trade.profit < 0:
short_losses += trade.profit
if trade.profit > 0:
short_wins += trade.profit
res["long_profit"] = round(long_profit,2)
res["short_profit"] = round(short_profit,2)
res["long_losses"] = round(long_losses,2)
res["short_losses"] = round(short_losses,2)
res["long_wins"] = round(long_wins,2)
res["short_wins"] = round(short_wins,2)
res["max_profit"] = round(max_profit,2)
res["max_profit_time"] = str(max_profit_time)
#vlozeni celeho listu
res["prescr_trades"]=json.loads(json.dumps(strat.state.vars.prescribedTrades, default=json_serial))
except NameError:
pass