From 5fd6da7f5923d3cd16020a60a027f05c20e3f484 Mon Sep 17 00:00:00 2001
From: David Brazda <davidbrazda61@gmail.com>
Date: Tue, 13 Jun 2023 11:34:32 +0200
Subject: [PATCH] docasne ulozeni sec indikatoru pred smazanim

---
 v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py       |  43 ++++++++---
 v2realbot/controller/services.py              |  10 +++
 v2realbot/static/js/utils.js                  |   4 +-
 .../strategy/__pycache__/base.cpython-310.pyc | Bin 14208 -> 15792 bytes
 v2realbot/strategy/base.py                    |  70 ++++++++++++++++--
 .../utils/__pycache__/utils.cpython-310.pyc   | Bin 10166 -> 10291 bytes
 v2realbot/utils/utils.py                      |   3 +
 7 files changed, 110 insertions(+), 20 deletions(-)

diff --git a/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py b/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py
index eca1f9f..4cc2973 100644
--- a/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py
+++ b/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py
@@ -396,17 +396,30 @@ def next(data, state: StrategyState):
             state.ilog(e=f"RSI {rsi_length=} necháváme 0", message=str(e)+format_exc())
             #state.indicators.RSI14[-1]=0
 
-    def populate_cbar_rsi_indicator():
-            #CBAR RSI indicator
+    # def populate_cbar_rsi_indicator():
+    #         #CBAR RSI indicator
+    #     try:
+    #         crsi_length = int(safe_get(state.vars, "crsi_length",14))
+    #         source = state.cbar_indicators.tick_price #[-rsi_length:] #state.bars.vwap
+    #         crsi_res = rsi(source, crsi_length)
+    #         crsi_value = trunc(crsi_res[-1],3)
+    #         state.cbar_indicators.CRSI[-1]=crsi_value
+    #         #state.ilog(e=f"RSI {rsi_length=} {rsi_value=} {rsi_dont_buy=} {rsi_buy_signal=}", rsi_indicator=state.indicators.RSI14[-5:])
+    #     except Exception as e:
+    #         state.ilog(e=f"CRSI {crsi_length=} necháváme 0", message=str(e)+format_exc())
+    #         #state.indicators.RSI14[-1]=0
+
+    def populate_secondary_rsi_indicator():
+            #SBAR RSI indicator
         try:
-            crsi_length = int(safe_get(state.vars, "crsi_length",14))
-            source = state.cbar_indicators.tick_price #[-rsi_length:] #state.bars.vwap
-            crsi_res = rsi(source, crsi_length)
-            crsi_value = trunc(crsi_res[-1],3)
-            state.cbar_indicators.CRSI[-1]=crsi_value
+            srsi_length = int(safe_get(state.vars, "srsi_length",14))
+            source = state.secondary_indicators.sec_price #[-rsi_length:] #state.bars.vwap
+            srsi_res = rsi(source, srsi_length)
+            srsi_value = trunc(srsi_res[-1],3)
+            state.secondary_indicators.SRSI[-1]=srsi_value
             #state.ilog(e=f"RSI {rsi_length=} {rsi_value=} {rsi_dont_buy=} {rsi_buy_signal=}", rsi_indicator=state.indicators.RSI14[-5:])
         except Exception as e:
-            state.ilog(e=f"CRSI {crsi_length=} necháváme 0", message=str(e)+format_exc())
+            state.ilog(e=f"SRSI {srsi_length=} necháváme 0", message=str(e)+format_exc())
             #state.indicators.RSI14[-1]=0
 
     def slope_too_low():
@@ -573,7 +586,12 @@ def next(data, state: StrategyState):
         
         for key in state.cbar_indicators:
             if key != 'time':
-                last_ind_vals[key] = state.cbar_indicators[key][-5:]    
+                last_ind_vals[key] = state.cbar_indicators[key][-5:]
+
+        for key in state.secondary_indicators:
+            if key != 'time':
+                last_ind_vals[key] = state.secondary_indicators[key][-5:]   
+
         return last_ind_vals
 
     conf_bar = data['confirmed']
@@ -591,11 +609,14 @@ def next(data, state: StrategyState):
         state.vars.last_tick_volume = 0
         state.vars.next_new = 1
 
+        #SRSI
+        populate_secondary_rsi_indicator()
+
     #kroky pro CONTINOUS TICKS only
     else:
         #CBAR INDICATOR pro tick price a deltu VOLUME
         populate_cbar_tick_price_indicator()
-        populate_cbar_rsi_indicator()
+
 
     #SPOLECNA LOGIKA - bar indikatory muzeme populovat kazdy tick (dobre pro RT GUI), ale uklada se stejne az pri confirmu
     
@@ -628,7 +649,7 @@ def init(state: StrategyState):
     #state.cbar_indicators['ivwap'] = []
     state.cbar_indicators['tick_price'] = []
     state.cbar_indicators['tick_volume'] = []
-    state.cbar_indicators['CRSI'] = []
+    state.secondary_indicators['SRSI'] = []
     state.indicators['ema'] = []
     state.indicators['slope'] = []
     state.indicators['slopeMA'] = []
diff --git a/v2realbot/controller/services.py b/v2realbot/controller/services.py
index c99ca90..af1f360 100644
--- a/v2realbot/controller/services.py
+++ b/v2realbot/controller/services.py
@@ -527,6 +527,16 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
                     #print("is not numpy", key, value)
                     flattened_indicators[key]= value   
         flattened_indicators_list.append(flattened_indicators)
+        flattened_indicators = {}
+        for key, value in strat.state.secondary_indicators.items():
+                if isinstance(value, ndarray):
+                    #print("is numpy", key,value)
+                    flattened_indicators[key]= value.tolist()
+                    #print("changed numpy:",value.tolist())
+                else:
+                    #print("is not numpy", key, value)
+                    flattened_indicators[key]= value   
+        flattened_indicators_list.append(flattened_indicators)
 
         runArchiveDetail: RunArchiveDetail = RunArchiveDetail(id = runner.id,
                                                             name=runner.run_name,
diff --git a/v2realbot/static/js/utils.js b/v2realbot/static/js/utils.js
index 020c5ae..5e91300 100644
--- a/v2realbot/static/js/utils.js
+++ b/v2realbot/static/js/utils.js
@@ -30,12 +30,12 @@ indConfig = [ {name: "ema", titlevisible: false, embed: true, display: true, pri
               {name: "emaSlow", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
               {name: "emaFast", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
               {name: "RSI14", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
-              {name: "CRSI", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
+              {name: "SRSI", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "aroon", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "apo", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "ppo", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "stoch2", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
-              {name: "stoch1", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},]
+              {name: "sec_price", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},]
 
 
 function initialize_statusheader() {
diff --git a/v2realbot/strategy/__pycache__/base.cpython-310.pyc b/v2realbot/strategy/__pycache__/base.cpython-310.pyc
index d06bc3795377c5c30343417cdcf474c9ccaeae84..a087840d17a9fb011b1d0117f1cc1fd919532b44 100644
GIT binary patch
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diff --git a/v2realbot/strategy/base.py b/v2realbot/strategy/base.py
index f05c2e4..16955e9 100644
--- a/v2realbot/strategy/base.py
+++ b/v2realbot/strategy/base.py
@@ -2,7 +2,7 @@
     Strategy base class
 """
 from datetime import datetime
-from v2realbot.utils.utils import AttributeDict, zoneNY, is_open_rush, is_close_rush, json_serial, print
+from v2realbot.utils.utils import AttributeDict, zoneNY, is_open_rush, is_close_rush, json_serial, print, safe_get, Average
 from v2realbot.utils.tlog import tlog
 from v2realbot.utils.ilog import insert_log, insert_log_multiple
 from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Order, Account
@@ -55,7 +55,8 @@ class Strategy:
         self.rtqueue = None
         self.runner_id = runner_id
         self.ilog_save = ilog_save
-
+        self.secondary_res_start_time = dict()
+        self.secondary_res_start_index = dict()
 
         #TODO predelat na dynamické queues
         self.q1 = queue.Queue()
@@ -189,11 +190,57 @@ class Strategy:
                     #pokud je potvrzeny, pak nenese nikdy zmenu ceny, nepridavame zaznam nic
                     self.nextnew = 1
 
-                    #TODO potvrzeny CBAR by mohl triggerovat populaci indikatoru se sekundarnim rozlisenim (tbd co BAR?)
-                    #zatim to udelat tak, ze secondary bude jen priceline nikoli ohlcv (pro RSI, MA a slope bude snad dostatecne)
-                    #prvni iterace nastavi 0 (inicializace)
-                    #kazdy potvrzeny bar updatne hodnotu, DOMYSLET tento algoritmus (co bude zde a co v NEXT)
-                    #self.state.secondary_indicators
+                    #pokud jsou nastaveny secondary - zatím skrz stratvars - pripadne do do API
+                    #zatim jedno, predelat pak na list
+                    if safe_get(self.state.vars, "secondary_timeframe",None):
+                        self.process_secondary_indicators(item)
+
+
+    #tady jsem skoncil
+    def process_secondary_indicators(self, item):
+        #toto je voláno každý potvrzený CBAR
+        resolution = int(safe_get(self.state.vars, "secondary_timeframe",10))
+        if int(item['resolution']) >= int(resolution) or int(resolution) % int(item['resolution']) != 0:
+            self.state.ilog(e=f"Secondary res {resolution} must be higher than main resolution {item['resolution']} a jejim delitelem")
+
+        #prvni vytvori pocatecni
+        if safe_get(self.secondary_res_start_time, resolution, None) is None:
+            self.secondary_res_start_time[resolution] = item['time']
+            self.secondary_res_start_index[resolution] = int(item['index'])
+            self.state.ilog(e=f"INIT SECINDS {self.secondary_res_start_time[resolution]=} {self.secondary_res_start_index[resolution]=}")
+        
+        start_timestamp = datetime.timestamp(self.secondary_res_start_time[resolution])
+        self.state.ilog(e=f"SECINDS EVAL", start_time=start_timestamp,start_time_plus=start_timestamp + resolution, aktual=datetime.timestamp(item['time']))
+        #pokud uz jsme prekrocili okno, ukladame hodnotu
+        if start_timestamp + resolution <= datetime.timestamp(item['time']):
+            self.state.ilog(e=f"SECINDS okno prekroceno")
+            
+            index_from = self.secondary_res_start_index[resolution] - int(item['index']) -1
+
+            #vytvorime cas a vyplnime data
+            for key in self.state.secondary_indicators:
+                if key == 'time':
+                    #nastavujeme aktualni cas
+                    self.state.secondary_indicators['time'].append(item['time'])
+                    #self.state.secondary_indicators['time'].append(self.secondary_res_start_time[resolution] )
+                
+                #pro cenu vyplnime aktualni cenou, pro ostatni 0
+                elif key == 'sec_price':
+                    #do ceny dame ceny v tomto okne
+
+                    source = self.state.bars['vwap']
+                    #source = self.state.bars['close']
+
+                    self.state.ilog(e=f"SECINDS pocitame z hodnot", hodnty=source[index_from:])
+                    self.state.secondary_indicators[key].append(Average(self.state.bars['close'][index_from:]))
+                else:
+                    self.state.secondary_indicators[key].append(0)           
+
+            self.state.ilog(e="SECIND populated", sec_price=self.state.secondary_indicators['sec_price'][-5:])
+
+            #priprava start hodnot pro dalsi iteraci
+            self.secondary_res_start_time[resolution] = item['time']
+            self.secondary_res_start_index[resolution] = int(item['index'])
 
 
     """"refresh positions and avgp - for CBAR once per confirmed, for BARS each time"""
@@ -445,6 +492,13 @@ class Strategy:
                             rt_out["indicators"][key]= value[-1]
                         except IndexError:
                             pass
+            #secondaries
+            if len(self.state.secondary_indicators) > 0 and item['confirmed'] == 1:
+                for key, value in self.state.secondary_indicators.items():
+                        try:
+                            rt_out["indicators"][key]= value[-1]
+                        except IndexError:
+                            pass
 
             #same for static indicators
             if len(self.state.statinds) > 0:
@@ -580,6 +634,8 @@ class StrategyState:
         self.trades = AttributeDict(trades)
         self.indicators = AttributeDict(time=[])
         self.cbar_indicators = AttributeDict(time=[])
+        #secondary timeframe indicators
+        self.secondary_indicators = AttributeDict(time=[], sec_price=[])
         self.statinds = AttributeDict()
         #these methods can be overrided by StrategyType (to add or alter its functionality)
         self.buy = self.interface.buy
diff --git a/v2realbot/utils/__pycache__/utils.cpython-310.pyc b/v2realbot/utils/__pycache__/utils.cpython-310.pyc
index b762a4692e1353ff1204c044df58a0c55fdee981..a899d3f8a082fb30d187e1e1d060e0656c4c4276 100644
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diff --git a/v2realbot/utils/utils.py b/v2realbot/utils/utils.py
index 6045c33..557eed1 100644
--- a/v2realbot/utils/utils.py
+++ b/v2realbot/utils/utils.py
@@ -79,6 +79,9 @@ def eval_cond_dict(cond: dict) -> tuple[bool, str]:
             
     return False, None
 
+def Average(lst):
+    return sum(lst) / len(lst)
+
 def safe_get(collection, key, default=None):
     """Get values from a collection without raising errors"""