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ready2live test

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This commit is contained in:
David Brazda
2023-04-25 17:31:04 +02:00
parent a40b899b1d
commit 4edcb31a7b
7 changed files with 90 additions and 25 deletions
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v2realbot/backtesting/__pycache__/backtester.cpython-310.pyc
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v2realbot/backtesting/backtester.py
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@ -251,7 +251,11 @@ class Backtester:
#(1679081919.381649, 27.88)
#ic(i)
fill_time = i[0]
fill_price = i[1]
#v BT nikdy nekoupime za lepsi cenu nez LIMIT price (TBD mozna zmenit na parametr)
fill_price = o.limit_price
#fill_price = i[1]
print("FILL LIMIT BUY at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "at",i[1])
if BT_FILL_LOG_SURROUNDING_TRADES != 0:
#TODO loguru
@ -281,7 +285,13 @@ class Backtester:
#(1679081919.381649, 27.88)
#ic(i)
fill_time = i[0]
fill_price = i[1]
#support pomaleho plneni
#v BT nikdy neprodame za lepsi cenu nez LIMIT price (TBD mozna zmenit na parametr)
fill_price = o.limit_price
#fill_price = i[1]
print("FILL LIMIT SELL at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "at",i[1])
if BT_FILL_LOG_SURROUNDING_TRADES != 0:
#TODO loguru
@ -572,6 +582,7 @@ class Backtester:
res.append(o)
return res
##toto bude predelano na display_results(ve variantach) umozni zobrazit result jak BT tak LIVE
def display_backtest_result(self, state):
"""
Displays backtest results chart, trades and orders with option to save the result as static HTML.
@ -755,6 +766,13 @@ class Backtester:
Open orders:''' + str(len(self.open_orders)))
textik7 = html.Div('''
Trades:''' + str(len(self.trades)))
textik8 = html.Div('''
Profit:''' + str(state.profit))
textik9 = html.Div(f"{BT_FILL_CONS_TRADES_REQUIRED=}")
textik10 = html.Div(f"{BT_FILL_LOG_SURROUNDING_TRADES=}")
textik11 = html.Div(f"{BT_FILL_CONDITION_BUY_LIMIT=}")
textik12 = html.Div(f"{BT_FILL_CONDITION_SELL_LIMIT=}")
orders_title = dcc.Markdown('## Open orders')
trades_title = dcc.Markdown('## Trades')
## Define the graph
@ -867,7 +885,7 @@ class Backtester:
return 'saved'
## Customize your layout
app.layout = dbc.Container([mytitle,button,saved, textik1, textik2, textik3, textik35, textik4, textik5, textik55, textik6,textik7, mygraph, trades_title, trades_table, orders_title, open_orders_table])
app.layout = dbc.Container([mytitle,button,saved, textik1, textik2, textik3, textik35, textik4, textik5, textik55, textik6,textik7, textik8, textik9, textik10, textik11, textik12, mygraph, trades_title, trades_table, orders_title, open_orders_table])
port = 9050
print("Backtest FINSIHED"+str(self.backtest_end-self.backtest_start))