statement plugin added

testy/evalscope.py

@@ -1,23 +1,28 @@
-# def my_function():
+import numpy as np
-#     return "Hello, World!"
+
+indicators = dict(time=[1,2,3], rsi=[15,16,17], vwap=[5,6,7])
+bars = dict(time=[1,2,3], open=[15,16,17], close=[5,6,7])
+
+#last values
+operation = "rsi[-1] * (vwap[-1] + 1) + var1 + np.mean(rsi[-2:])"
+
+#nejdriv naharadit indikatory skutečnými hodnotami
+
+#muzu iterovat nad indikatory
+# for key in indicators.keys():
+#     if key != 'time':
+#         operation = operation.replace(key, f"indicators['{key}'][-1]")
+
+var1 = 13
+
+#a nebo si jednou pri initiu vytvorim mapovaci dictionary indikatorů a barů
+local_dict_inds = {key: indicators[key] for key in indicators.keys() if key != "time"}
+local_dict_bars = {key: bars[key] for key in bars.keys() if key != "time"}
+
+local_dict = {**local_dict_inds, **local_dict_bars}
+
+print(local_dict)
 
 
-# def call_function_by_name():
+print(operation)
-#     func_name = "my_function"
+print(eval(operation, None, local_dict))
-#     # Use eval to call the function
-#     result = eval(func_name)()
-
-def my_function():
-    return "Hello, World!"
-
-
-def call_function_by_name():
-    # Create a closure to capture the my_function function
-    def inner_function():
-        return eval("my_function")()
-
-    result = inner_function()
-    return result
-
-
-print(call_function_by_name())

v2realbot/ENTRY_ClassicSL_v01.py

@@ -117,6 +117,12 @@ def init(state: StrategyState):
     initialize_dynamic_indicators(state)
     intialize_directive_conditions(state)
 
+    #intitialize indicator mapping (for use in operation) -  mozna presunout do samostatne funkce prip dat do base kdyz se osvedci
+    local_dict_inds = {key: state.indicators[key] for key in state.indicators.keys() if key != "time"}
+    local_dict_bars = {key: state.bars[key] for key in state.bars.keys() if key != "time"}
+
+    state.ind_mapping = {**local_dict_inds, **local_dict_bars}
+    printanyway("IND MAPPING DONE:", state.ind_mapping)
 
 def main():
     name = os.path.basename(__file__)

v2realbot/controller/services.py

@@ -593,7 +593,8 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
     WIP
     Spocte zakladni metriky pred ulozenim do archivu
 
-    1) zatim jen max pozice
+    Toto cele predelat nejak systemove v ramci systemoveho reportingu. Tato preliminary cast by mela umoznovat pridavat
+     a ukladat zakladni metriky, ktere me zajimaji ihned po skonceni runu.
     """
 
     tradeList = strat.state.tradeList
@@ -646,11 +647,16 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
         short_wins = 0
         max_profit = 0
         max_profit_time = None
+        max_loss = 0
+        max_loss_time = None
         long_cnt = 0
         short_cnt = 0
 
         if "prescribedTrades" in strat.state.vars:
             for trade in strat.state.vars.prescribedTrades:
+                if trade.profit_sum < max_loss:
+                    max_loss = trade.profit_sum
+                    max_loss_time = trade.last_update
                 if trade.profit_sum > max_profit:
                     max_profit = trade.profit_sum
                     max_profit_time = trade.last_update
@@ -680,6 +686,8 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
             res["profit"]["short_losses"] = round(short_losses,2)
             res["profit"]["max_profit"] = round(max_profit,2)
             res["profit"]["max_profit_time"] = str(max_profit_time)
+            res["profit"]["max_loss"] = round(max_loss,2)
+            res["profit"]["max_loss_time"] = str(max_loss_time)
             #vlozeni celeho listu
             res["prescr_trades"]=json.loads(json.dumps(strat.state.vars.prescribedTrades, default=json_serial))
 

v2realbot/main.py

@@ -226,10 +226,10 @@ def _get_stratin(stratin_id) -> StrategyInstance:
 @app.put("/stratins/{stratin_id}/run", dependencies=[Depends(api_key_auth)], status_code=status.HTTP_200_OK)
 def _run_stratin(stratin_id: UUID, runReq: RunRequest):
     #print(runReq)
-    if runReq.bt_from is not None:
+    if runReq.bt_from is not None and runReq.bt_from.tzinfo is None:
         runReq.bt_from = zonePRG.localize(runReq.bt_from)
 
-    if runReq.bt_to is not None:
+    if runReq.bt_to is not None and runReq.bt_to.tzinfo is None:
         runReq.bt_to = zonePRG.localize(runReq.bt_to)  
     #pokud jedeme nad test intervaly anebo je požadováno více dní - pouštíme jako batch day by day
     #do budoucna dát na FE jako flag
@@ -376,6 +376,7 @@ def _get_archived_runner_log_byID(runner_id: UUID, timestamp_from: float, timest
 #get alpaca history bars
 @app.get("/history_bars/", dependencies=[Depends(api_key_auth)])
 def _get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetime_object_to: datetime, timeframe_amount: int, timeframe_unit: TimeFrameUnit) -> list[Bar]:
+    print("Requested dates ",datetime_object_from,datetime_object_to)
     res, set =cs.get_alpaca_history_bars(symbol, datetime_object_from, datetime_object_to, TimeFrame(amount=timeframe_amount,unit=timeframe_unit))
     if res == 0:
         return set

v2realbot/strategy/base.py

@@ -692,6 +692,8 @@ class StrategyState:
         self.bars = AttributeDict(bars)
         self.trades = AttributeDict(trades)
         self.indicators = AttributeDict(time=[])
+        #pro mapping indikatoru pro pouziti v operation statementu
+        self.ind_mapping = {}
         self.cbar_indicators = AttributeDict(time=[])
         #secondary timeframe indicators
         #self.secondary_indicators = AttributeDict(time=[], sec_price=[])

v2realbot/strategyblocks/indicators/custom/statement.py

@@ -0,0 +1,32 @@
+from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print, safe_get, is_still, is_window_open, eval_cond_dict, crossed_down, crossed_up, crossed, is_pivot, json_serial, pct_diff, create_new_bars, slice_dict_lists
+from v2realbot.strategy.base import StrategyState
+import numpy as np
+
+#allows executing a statement - pozor neni sanitized a zatim se spousti i v globalni scopu
+#v pripade jineho nez soukromeho uziti zabezpecit
+
+#do budoucna prozkoumat NUMEXPR - ten omezuje jen na operatory a univerzalni funkce
+#eval nyni umi i user-defined function, string operation and control statements
+
+#teroeticky se dá pouzit i SYMPY - kde se daji vytvorit jednotlive symboly s urcitou funkcni
+def statement(state: StrategyState, params):
+    funcName = "statement"
+    #indicator name
+    operation = safe_get(params, "statement", None)
+
+    if operation is None :
+        return -2, "required param missing"
+    
+    #pro zacatek eval
+    val = eval(operation, None, state.ind_mapping)
+
+    #val = ne.evaluate(operation, state.ind_mapping)
+
+    state.ilog(lvl=1,e=f"INSIDE {funcName} {operation=} res:{val}", **params)
+    return 0, val
+
+
+
+
+
+

v2realbot/strategyblocks/indicators/custom_hub.py

@@ -5,21 +5,8 @@ from rich import print as printanyway
 from v2realbot.indicators.indicators import ema
 from traceback import format_exc
 import importlib
-
-#TODO TENTO IMPORT VYMYSLET, abych naloadoval package custom a nemusel nic pridat (vymyslet dynamicke volani z cele package ci)
-#from v2realbot.strategyblocks.indicators.custom._upscaled_rsi_wip import upscaledrsi
 import v2realbot.strategyblocks.indicators.custom as ci
-# from v2realbot.strategyblocks.indicators.custom.barparams import barparams
-# from v2realbot.strategyblocks.indicators.custom.basestats import basestats
-# from v2realbot.strategyblocks.indicators.custom.delta import delta
-# from v2realbot.strategyblocks.indicators.custom.divergence import divergence
-# from v2realbot.strategyblocks.indicators.custom.model import model
-# from v2realbot.strategyblocks.indicators.custom.opengap import opengap
-# from v2realbot.strategyblocks.indicators.custom.slope import slope
-# from v2realbot.strategyblocks.indicators.custom.conditional import conditional
-# from v2realbot.strategyblocks.indicators.custom.mathop import mathop
 
-# import v2realbot.strategyblocks.indicators.custom as ci
 
 def populate_dynamic_custom_indicator(data, state: StrategyState, name):
     ind_type = "custom"