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bugfix a zakomentovan IC a podporen format f

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This commit is contained in:
David Brazda
2023-04-23 21:21:06 +02:00
parent 83a7bb77da
commit 541aaa4ab8
25 changed files with 185 additions and 175 deletions
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v2realbot/loader/__pycache__/aggregator.cpython-310.pyc
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v2realbot/loader/__pycache__/trade_offline_streamer.cpython-310.pyc
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v2realbot/loader/aggregator.py
+2 -2
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@@ -93,8 +93,8 @@ class TradeAggregator:
#pokud projde TRADE s cenou 0.33% rozdilna oproti predchozi, pak vyhazujeme v ramci cisteni dat (cca 10ticku na 30USD)
pct_off = 0.33
#ic(ltp.price)
#ic(ltp.price[symbol])
##ic(ltp.price)
##ic(ltp.price[symbol])
try:
ltp.price[symbol]
v2realbot/loader/trade_offline_streamer.py
+11 -11
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@@ -63,7 +63,7 @@ class Trade_Offline_Streamer(Thread):
for i in self.streams:
self.uniquesymbols.add(i.symbol)
ic(self.uniquesymbols)
#ic(self.uniquesymbols)
##z unikatnich symbolu naplnime keys pro dictionary
# for i in self.uniquesymbols:
# self.to_run
@@ -77,14 +77,14 @@ class Trade_Offline_Streamer(Thread):
for i in self.streams:
self.to_run[i.symbol].append(i)
ic(self.to_run)
#ic(self.to_run)
#prepare data
symbpole = []
for key in self.uniquesymbols:
symbpole.append(key)
#print(symbpole))
ic(self.time_from.astimezone(tz=zoneNY))
ic(self.time_to.astimezone(tz=zoneNY))
#ic(self.time_from.astimezone(tz=zoneNY))
#ic(self.time_to.astimezone(tz=zoneNY))
##PREPSAT jednoduse tak, aby podporovalo jen jeden symbol
#agregator2list bude mit vstup list
@@ -92,7 +92,7 @@ class Trade_Offline_Streamer(Thread):
#REFACTOR STARTS HERE
calendar_request = GetCalendarRequest(start=self.time_from,end=self.time_to)
cal_dates = self.clientTrading.get_calendar(calendar_request)
ic(cal_dates)
#ic(cal_dates)
#zatim podpora pouze main session
#zatim podpora pouze 1 symbolu, predelat na froloop vsech symbolu ze symbpole
@@ -134,8 +134,8 @@ class Trade_Offline_Streamer(Thread):
#pokud jde o dnešní den a nebyl konec trhu tak cache neukládáme
if day.open < datetime.now().astimezone(zoneNY) < day.close:
print("not saving the cache, market still open today")
ic(datetime.now().astimezone(zoneNY))
ic(day.open, day.close)
#ic(datetime.now().astimezone(zoneNY))
#ic(day.open, day.close)
else:
with open(file_path, 'wb') as fp:
pickle.dump(tradesResponse, fp)
@@ -157,13 +157,13 @@ class Trade_Offline_Streamer(Thread):
wait_for_q = False
else:
wait_for_q = True
ic(wait_for_q)
#ic(wait_for_q)
# v tradesResponse je dict = Trades identifikovane symbolem
for symbol in tradesResponse:
#print(tradesResponse[symbol])
celkem = len(tradesResponse[symbol])
ic(symbol, celkem)
#ic(symbol, celkem)
#print("POCET: ", celkem)
cnt = 1
@@ -173,13 +173,13 @@ class Trade_Offline_Streamer(Thread):
#protoze je zde cely den, poustime dal, jen ty relevantni
#pokud je start_time < trade < end_time
#datetime.fromtimestamp(parse_alpaca_timestamp(t['t']))
#ic(t['t'])
##ic(t['t'])
if self.time_from < to_datetime(t['t']) < self.time_to:
#poustime dal, jinak ne
if wait_for_q:
if 'Q' not in t['c']: continue
else:
ic("Q found poustime dal")
#ic("Q found poustime dal")
wait_for_q = False
#homogenizace timestampu s online streamem