dwker/v2realbot
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

weekday filter na run gui, delete batch

Browse Source
This commit is contained in:
David Brazda
2023-11-23 16:39:10 +01:00
parent b087024ae6
commit 576745d8f9
7 changed files with 106 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
v2realbot/common/model.py
View File

@ -88,6 +88,9 @@ class RunRequest(BaseModel):
ilog_save: bool = False
bt_from: datetime = None
bt_to: datetime = None
#weekdays filter
#pokud je uvedeny filtrujeme tyto dny
weekdays_filter: Optional[list] = None
#id testovaciho intervalu TODO prejmenovat
test_batch_id: Optional[str] = None
#GENERATED ID v ramci runu, vaze vsechny runnery v batchovem behu

24
v2realbot/controller/services.py
View File

@ -8,7 +8,7 @@ from alpaca.data.timeframe import TimeFrame
from v2realbot.strategy.base import StrategyState
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide
from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator
from v2realbot.utils.utils import AttributeDict, zoneNY, zonePRG, safe_get, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram
from v2realbot.utils.utils import AttributeDict, zoneNY, zonePRG, safe_get, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram, concatenate_weekdays
from v2realbot.utils.ilog import delete_logs
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
from datetime import datetime
@ -410,7 +410,8 @@ def run_batch_stratin(id: UUID, runReq: RunRequest):
end_time = dateto
cal_list.append(RunDay(start = start_time, end = end_time, note = note, id = id))
print(f"Getting interval dates from - to - RESULT ({len(cal_list)}): {cal_list}")
print(f"Getting interval dates from - to - RESULT ({len(cal_list)}):")
print(cal_list)
return cal_list
#getting days to run into RunDays format
@ -474,19 +475,34 @@ def batch_run_manager(id: UUID, runReq: RunRequest, rundays: list[RunDay]):
rundays.sort(key=lambda x: x.start)
#print("RUNDAYS after sort:", rundays)
#APPLY WEEKDAYS filter - necháváme pouze ty, ktere jsou uvedene
if runReq.weekdays_filter is not None:
rundays = [run_day for run_day in rundays if run_day.start.weekday() in runReq.weekdays_filter]
if len(rundays) == 0:
print("No eligible DAYS")
return
cnt_max = len(rundays)
cnt = 0
#promenna pro sdileni mezi runy jednotlivych batchů (např. daily profit)
inter_batch_params = dict(batch_profit=0, batch_rel_profit=0)
note_from_run_request = runReq.note
first = None
first_frm = None
last = None
last_frm = None
# Find the minimum start date and maximum end date to add to Note
first = min(runday.start for runday in rundays)
last = max(runday.end for runday in rundays)
first_frm = first.strftime("%d.%m.")
last_frm = last.strftime("%d.%m.")
last_frm = last.strftime("%d.%m.")
weekdayfilter_string = ""
if runReq.weekdays_filter is not None:
weekdayfilter_string = concatenate_weekdays(runReq.weekdays_filter)
weekdayfilter_string = "DAYS:" + weekdayfilter_string.upper() if weekdayfilter_string != '' else ''
for day in rundays:
cnt += 1
@ -494,7 +510,7 @@ def batch_run_manager(id: UUID, runReq: RunRequest, rundays: list[RunDay]):
print("Datum do", day.end)
runReq.bt_from = day.start
runReq.bt_to = day.end
runReq.note = f"{first_frm}-{last_frm} Batch {batch_id} #{cnt}/{cnt_max} {day.name} N:{day.note} {note_from_run_request}"
runReq.note = f"{first_frm}-{last_frm} Batch {batch_id} #{cnt}/{cnt_max} {weekdayfilter_string} {day.name} N:{day.note} {note_from_run_request}"
#protoze jsme v ridicim vlaknu, poustime za sebou jednotlive stratiny v synchronnim modu
res, id_val = run_stratin(id=id, runReq=runReq, synchronous=True, inter_batch_params=inter_batch_params)

2
v2realbot/main.py
View File

@ -247,6 +247,8 @@ def _run_stratin(stratin_id: UUID, runReq: RunRequest):
if runReq.mode != Mode.LIVE and runReq.test_batch_id is not None or (runReq.bt_from.date() != runReq.bt_to.date()):
res, id = cs.run_batch_stratin(id=stratin_id, runReq=runReq)
else:
if runReq.weekdays_filter is not None:
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Weekday only for backtest mode with batch (not single day)")
res, id = cs.run_stratin(id=stratin_id, runReq=runReq)
if res == 0: return id
elif res < 0:

34
v2realbot/static/index.html
View File

@ -703,6 +703,40 @@
<label for="bt_to" class="form-label">bt_to</label>
<input type="datetime-local" class="form-control" id="bt_to" name="bt_to" placeholder="2023-04-06T09:00:00Z" step="1">
</div>
<!-- Initial Checkbox for Enabling Weekday Selection -->
<div class="form-group">
<div style="display:inline-flex">
<label for="enable_weekdays" class="form-label">Limit BT to Weekdays</label>
<input type="checkbox" class="form-check" id="enable_weekdays" name="enable_weekdays" aria-label="Enable Weekday Selection">
</div>
</div>
<!-- Weekday Checkboxes -->
<div class="form-group weekday-checkboxes" style="display:none;">
<!-- <label class="form-label">Select Weekdays:</label> -->
<div>
<input type="checkbox" id="monday" name="weekdays" value="monday">
<label for="monday">Monday</label>
</div>
<div>
<input type="checkbox" id="tuesday" name="weekdays" value="tuesday">
<label for="tuesday">Tuesday</label>
</div>
<div>
<input type="checkbox" id="wednesday" name="weekdays" value="wednesday">
<label for="wednesday">Wednesday</label>
</div>
<div>
<input type="checkbox" id="thursday" name="weekdays" value="thursday">
<label for="thursday">Thursday</label>
</div>
<div>
<input type="checkbox" id="friday" name="weekdays" value="friday">
<label for="friday">Friday</label>
</div>
</div>
<div class="form-group">
<label for="test_batch_id" class="form-label">Test Batch ID</label>
<input type="text" class="form-control" id="test_batch_id" name="test_batch_id" placeholder="test intervals ID">

5
v2realbot/static/js/archivetables.js
View File

@ -558,6 +558,7 @@ $(document).ready(function () {
if (row == undefined || row.batch_id == undefined) {
return
}
$('#deletebatch').attr('disabled', 'disabled');
$.ajax({
url:"/archived_runners/batch/"+row.batch_id,
beforeSend: function (xhr) {
@ -569,7 +570,8 @@ $(document).ready(function () {
data: JSON.stringify(row.batch_id),
success:function(data){
$('#delFormBatch')[0].reset();
window.$('#delModalBatch').modal('hide');
window.$('#delModalBatch').modal('hide');
$('#deletebatch').attr('disabled', false);
$('#button_delete_batch').attr('disabled', false);
//console.log(data)
archiveRecords.ajax.reload();
@ -578,6 +580,7 @@ $(document).ready(function () {
var err = eval("(" + xhr.responseText + ")");
window.alert(JSON.stringify(xhr));
console.log(JSON.stringify(xhr));
$('#deletebatch').attr('disabled', false);
$('#button_delete_batch').attr('disabled', false);
archiveRecords.ajax.reload();
}

34
v2realbot/static/js/mytables.js
View File

@ -625,6 +625,8 @@ $(document).ready(function () {
if (row == undefined) {
return
}
$('#enable_weekdays').prop('checked', false);
$('.weekday-checkboxes').hide();
window.$('#runModal').modal('show');
$('#bt_from').val(localStorage.getItem("bt_from"));
//console.log(localStorage.getItem("bt_from"))
@ -654,7 +656,14 @@ $(document).ready(function () {
$("#bt_from, #bt_to").prop("disabled", false);
}
});
//listen for changes on weekday enabling button
$('#enable_weekdays').change(function() {
if ($(this).is(':checked')) {
$('.weekday-checkboxes').show();
} else {
$('.weekday-checkboxes').hide();
}
});
});
@ -865,10 +874,33 @@ $("#runModal").on('submit','#runForm', function(event){
event.preventDefault();
$('#run').attr('disabled','disabled');
// Handle weekdays functionality
var weekdays = [];
if ($('#enable_weekdays').is(':checked')) {
$('#runForm input[name="weekdays"]:checked').each(function() {
var weekday = $(this).val();
switch(weekday) {
case 'monday': weekdays.push(0); break;
case 'tuesday': weekdays.push(1); break;
case 'wednesday': weekdays.push(2); break;
case 'thursday': weekdays.push(3); break;
case 'friday': weekdays.push(4); break;
// Add cases for Saturday and Sunday if needed
}
});
}
var formData = $(this).serializeJSON();
//rename runid to id
Object.defineProperty(formData, "id", Object.getOwnPropertyDescriptor(formData, "runid"));
delete formData["runid"];
delete formData["enable_weekdays"]
delete formData["weekdays"]
//pokud je zatrzeno tak aplikujeme filter, jinak nevyplnujeme
if (weekdays.length > 0) {
formData.weekdays_filter = weekdays
}
console.log(formData)
if ($('#ilog_save').prop('checked')) {
formData.ilog_save = true;

10
v2realbot/utils/utils.py
View File

@ -27,6 +27,16 @@ from collections import deque
import socket
import numpy as np
def concatenate_weekdays(weekday_filter):
# Mapping of weekdays where 0 is Monday and 6 is Sunday
weekdays = ["Mon", "Tue", "Wed", "Thu", "Fri", "Sat", "Sun"]
# Convert the integers in weekday_filter to their corresponding weekday strings
weekday_strings = [weekdays[day] for day in weekday_filter]
# Concatenate the weekday strings
return '-'.join(weekday_strings)
def slice_dict_lists(d, last_item, to_tmstp = False):
"""Slices every list in the dictionary to the last last_item items.