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zase trochu bugixu novych conditions

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This commit is contained in:
David Brazda
2023-08-31 16:39:54 +02:00
parent 93bd0b4b90
commit 6038d37488
3 changed files with 65 additions and 46 deletions
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111
v2realbot/ENTRY_ClassicSL_v01.py
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@ -678,6 +678,21 @@ def next(data, state: StrategyState):
else: else:
return tick return tick
#funkce pro direktivy, ktere muzou byt overridnute v signal sekci
#tato funkce vyhleda signal sekci aktivniho tradu a pokusi se danou direktivu vyhledat tam,
#pokud nenajde tak vrati default, ktery byl poskytnut
def get_override_for_active_trade(directive_name: str, default_value: str):
val = default_value
override = "NO"
mother_signal = state.vars.activeTrade.generated_by
if mother_signal is not None:
override = "YES "+mother_signal
val = safe_get(state.vars.signals[mother_signal], directive_name, default_value)
state.ilog(e=f"{directive_name} OVERRIDE {override} NEWVAL:{val} ORIGINAL:{default_value} {mother_signal}", mother_signal=mother_signal,default_value=default_value)
return val
def get_default_sl_value(direction: TradeDirection): def get_default_sl_value(direction: TradeDirection):
if direction == TradeDirection.LONG: if direction == TradeDirection.LONG:
@ -688,33 +703,33 @@ def next(data, state: StrategyState):
#TODO zda signal, ktery activeTrade vygeneroval, nema vlastni nastaveni + fallback na general #TODO zda signal, ktery activeTrade vygeneroval, nema vlastni nastaveni + fallback na general
options = safe_get(state.vars, 'exit', None) options = safe_get(state.vars, 'exit', None)
if options is None: if options is None:
state.ilog(e="No options for exit in stratvars. Fallback.") state.ilog(e="No options for exit in stratvars. Fallback.")
return 0.01 return 0.01
val = safe_get(options, 'SL_defval_'+str(smer), 0.01) directive_name = 'SL_defval_'+str(smer)
state.ilog(e=f"SL value for {str(smer)} is {val}", message=str(options)) val = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(options, directive_name, 0.01))
return val return val
def get_profit_target_price(): def get_profit_target_price():
#TODO zda signal, ktery activeTrade vygeneroval, nema vlastni nastaveni + fallback na general directive_name = "profit"
mother_signal = state.vars.activeTrade.generated_by def_profit = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, 0.50))
def_profit = safe_get(state.vars, "profit", 0.50) normalized_def_profit = normalize_tick(float(def_profit))
if mother_signal is not None: state.ilog(e=f"PROFIT {def_profit=} {normalized_def_profit=}")
def_profit = safe_get(state.vars.signals[mother_signal], "profit", def_profit)
return price2dec(data["close"]+normalize_tick(float(def_profit)),3) if int(state.positions) > 0 else price2dec(data["close"]-normalize_tick(float(def_profit)),3) return price2dec(data["close"]+normalized_def_profit,3) if int(state.positions) > 0 else price2dec(data["close"]-normalized_def_profit,3)
def get_max_profit_price(): def get_max_profit_price():
#TODO zda signal, ktery activeTrade vygeneroval, nema vlastni nastaveni + fallback na general directive_name = "max_profit"
max_profit = safe_get(state.vars, "max_profit", 0.35) max_profit = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, 0.35))
mother_signal = state.vars.activeTrade.generated_by normalized_max_profit = normalize_tick(float(max_profit))
if mother_signal is not None:
max_profit = safe_get(state.vars.signals[mother_signal], "max_profit", max_profit)
return price2dec(data["close"]+normalize_tick(max_profit),3) if int(state.positions) > 0 else price2dec(data["close"]-normalize_tick(max_profit),3) state.ilog(e=f"MAX PROFIT {max_profit=} {normalized_max_profit=}")
return price2dec(data["close"]+normalized_max_profit,3) if int(state.positions) > 0 else price2dec(data["close"]-normalized_max_profit,3)
#TBD pripadne opet dat parsovani pole do INITu #TBD pripadne opet dat parsovani pole do INITu
@ -752,28 +767,27 @@ def next(data, state: StrategyState):
if mother_signal is not None: if mother_signal is not None:
cond_dict = state.vars.conditions[KW.exit][state.vars.activeTrade.generated_by][smer] cond_dict = state.vars.conditions[KW.exit][state.vars.activeTrade.generated_by][smer]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR") result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
state.ilog(e=f"EXIT CONDITIONS of activeTrade {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"EXIT CONDITIONS of {mother_signal} =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result: if result:
return True return True
#OR neprosly testujeme AND #OR neprosly testujeme AND
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND") result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
state.ilog(e=f"EXIT CONDITIONS of activeTrade {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"EXIT CONDITIONS of {mother_signal} =AND= {result}", **conditions_met, cond_dict=cond_dict)
if result: if result:
return True return True
#pokud nemame mother signal nebo exit nevratil nic, fallback na common #pokud nemame mother signal nebo exit nevratil nic, fallback na common
cond_dict = state.vars.conditions[KW.exit]["common"][smer] cond_dict = state.vars.conditions[KW.exit]["common"][smer]
cond_dict = state.vars.conditions[KW.exit][state.vars.activeTrade.generated_by][smer]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR") result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
state.ilog(e=f"EXIT CONDITIONS of COMMON {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"EXIT CONDITIONS of COMMON =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result: if result:
return True return True
#OR neprosly testujeme AND #OR neprosly testujeme AND
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND") result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
state.ilog(e=f"EXIT CONDITIONS of COMMON {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"EXIT CONDITIONS of COMMON =AND= {result}", **conditions_met, cond_dict=cond_dict)
if result: if result:
return True return True
@ -829,15 +843,24 @@ def next(data, state: StrategyState):
direction = TradeDirection.LONG direction = TradeDirection.LONG
smer = "long" smer = "long"
options = safe_get(state.vars, 'exit_conditions', None) # zatim nastaveni SL plati pro vsechny - do budoucna per signal - pridat sekci
options = safe_get(state.vars, 'exit', None)
if options is None: if options is None:
state.ilog(e="Trail SL. No options for exit conditions in stratvars.") state.ilog(e="Trail SL. No options for exit conditions in stratvars.")
return return
if safe_get(options, 'SL_trailing_enabled_'+str(smer), False) is True: directive_name = 'SL_trailing_enabled_'+str(smer)
stop_breakeven = safe_get(options, 'SL_trailing_stop_at_breakeven_'+str(smer), False) sl_trailing_enabled = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(options, directive_name, False))
def_SL = safe_get(options, 'SL_defval_'+str(smer), 0.01)
offset = safe_get(options, "SL_trailing_offset_"+str(smer), 0.01)
if sl_trailing_enabled is True:
directive_name = 'SL_trailing_stop_at_breakeven_'+str(smer)
stop_breakeven = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(options, directive_name, False))
directive_name = 'SL_defval_'+str(smer)
def_SL = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(options, directive_name, 0.01))
directive_name = "SL_trailing_offset_"+str(smer)
offset = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(options, directive_name, 0.01))
#pokud je pozadovan trail jen do breakeven a uz prekroceno #pokud je pozadovan trail jen do breakeven a uz prekroceno
if (direction == TradeDirection.LONG and stop_breakeven and state.vars.activeTrade.stoploss_value >= float(state.avgp)) or (direction == TradeDirection.SHORT and stop_breakeven and state.vars.activeTrade.stoploss_value <= float(state.avgp)): if (direction == TradeDirection.LONG and stop_breakeven and state.vars.activeTrade.stoploss_value >= float(state.avgp)) or (direction == TradeDirection.SHORT and stop_breakeven and state.vars.activeTrade.stoploss_value <= float(state.avgp)):
@ -1030,9 +1053,9 @@ def next(data, state: StrategyState):
#u techto ma smysl pouze OR #u techto ma smysl pouze OR
cond_dict = state.vars.conditions[KW.dont_go][signalname][smer] cond_dict = state.vars.conditions[KW.dont_go][signalname][smer]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR") result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
state.ilog(e=f"SPECIFIC PRECOND {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"SPECIFIC PRECOND {smer} {result}", **conditions_met, cond_dict=cond_dict)
if result: if result:
return True return False
# #OR neprosly testujeme AND # #OR neprosly testujeme AND
# result, conditions_met = evaluate_directive_conditions(cond_dict, "AND") # result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
@ -1070,33 +1093,27 @@ def next(data, state: StrategyState):
#TESTUJEME GO SIGNAL #TESTUJEME GO SIGNAL
cond_dict = state.vars.conditions[KW.go][signalname][smer] cond_dict = state.vars.conditions[KW.go][signalname][smer]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR") result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
state.ilog(e=f"GO SIGNAL {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"EVAL GO SIGNAL {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result: if result:
return True return True
#OR neprosly testujeme AND #OR neprosly testujeme AND
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND") result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
state.ilog(e=f"GO SIGNAL {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"EVAL GO SIGNAL {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
if result: if result:
return True return True
return False return False
#obecne precondition preds vstupem - platne jak pro condition based tak pro plugin #obecne precondition preds vstupem - platne jak pro condition based tak pro plugin
def common_go_preconditions_check(signalname: str, direction: TradeDirection, options: dict): def common_go_preconditions_check(signalname: str, options: dict):
if direction == TradeDirection.LONG:
smer = "long"
else:
smer = "short"
#preconditiony dle smeru
#ZAKLADNI KONTROLY ATRIBUTU s fallbackem na obecné #ZAKLADNI KONTROLY ATRIBUTU s fallbackem na obecné
#check working windows #check working windows
close_rush = safe_get(options, "close_rush",safe_get(state.vars, "open_rush",0)) close_rush = safe_get(options, "close_rush",safe_get(state.vars, "open_rush",0))
open_rush = safe_get(options, "open_rush",safe_get(state.vars, "close_rush",0)) open_rush = safe_get(options, "open_rush",safe_get(state.vars, "close_rush",0))
if is_open_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), open_rush) or is_close_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), close_rush): if is_open_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), open_rush) or is_close_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), close_rush):
state.ilog(e="SINGAL {name} OUT of WORKING WINDOW", msg=f"{open_rush=} {close_rush=} ") state.ilog(e=f"SIGNAL {signalname} - RUSH STANDBY", msg=f"{open_rush=} {close_rush=} ")
return False return False
#natvrdo nebo na podminku #natvrdo nebo na podminku
@ -1106,12 +1123,12 @@ def next(data, state: StrategyState):
if activated is False: if activated is False:
cond_dict = state.vars.conditions[KW.activate][signalname] cond_dict = state.vars.conditions[KW.activate][signalname]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR") result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
state.ilog(e=f"ACTIVATION CONDITION =OR= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"EVAL ACTIVATION CONDITION =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result is False: if result is False:
#OR neprosly testujeme AND #OR neprosly testujeme AND
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND") result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
state.ilog(e=f"ACTIVATION CONDITION =AND= {result}", **conditions_met, cond_dict=cond_dict) state.ilog(e=f"EVAL ACTIVATION CONDITION =AND= {result}", **conditions_met, cond_dict=cond_dict)
if result is False: if result is False:
state.ilog(e=f"not ACTIVATED") state.ilog(e=f"not ACTIVATED")
@ -1138,18 +1155,19 @@ def next(data, state: StrategyState):
# #testing preconditions # #testing preconditions
result, cond_met = eval_cond_dict(precond_check) result, cond_met = eval_cond_dict(precond_check)
if result: if result:
state.ilog(e=f"{smer} PRECOND GENERAL not met {cond_met}", message=cond_met, precond_check=precond_check) state.ilog(e=f"PRECOND GENERAL not met {cond_met}", message=cond_met, precond_check=precond_check)
return False return False
return True return True
def execute_signal_generator(name): def execute_signal_generator(name):
state.ilog(e=f"SIGNAL SEARCH for {name}")
options = safe_get(state.vars.signals, name, None) options = safe_get(state.vars.signals, name, None)
if options is None: if options is None:
state.ilog(e="No options for {name} in stratvars") state.ilog(e="No options for {name} in stratvars")
return return
if common_go_preconditions_check() is False: if common_go_preconditions_check(signalname=name, options=options) is False:
return return
plugin = safe_get(options, 'plugin', None) plugin = safe_get(options, 'plugin', None)
@ -1202,7 +1220,6 @@ def next(data, state: StrategyState):
# ema.AND.short_if_below = 28 # ema.AND.short_if_below = 28
for signalname, signalsettings in state.vars.signals.items(): for signalname, signalsettings in state.vars.signals.items():
state.ilog(e=f"reading {signalname}", message=str(signalsettings))
execute_signal_generator(signalname) execute_signal_generator(signalname)
# #vysledek je vložení Trade Prescription a to bud s cenou nebo immediate # #vysledek je vložení Trade Prescription a to bud s cenou nebo immediate
@ -1310,7 +1327,9 @@ def init(state: StrategyState):
section = signalsettings["conditions"] section = signalsettings["conditions"]
#directivy non direction related #directivy non direction related
state.vars.conditions[KW.activate][signalname] = get_conditions_from_configuration(action=KW.activate+"_if", section=section) state.vars.conditions.setdefault(KW.activate,{})[signalname] = get_conditions_from_configuration(action=KW.activate+"_if", section=section)
#direktivy direction related #direktivy direction related
for smer in TradeDirection: for smer in TradeDirection:
@ -1325,9 +1344,9 @@ def init(state: StrategyState):
# state.vars.conditions["exit"]["common"]["long"] = #sada podminek # state.vars.conditions["exit"]["common"]["long"] = #sada podminek
# state.vars.conditions["exit"]["common"]["long"] = #sada podminek # state.vars.conditions["exit"]["common"]["long"] = #sada podminek
state.vars.conditions[KW.dont_go][signalname][smer] = get_conditions_from_configuration(action=KW.dont_go+"_" + smer +"_if", section=section) state.vars.conditions.setdefault(KW.dont_go,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.dont_go+"_" + smer +"_if", section=section)
state.vars.conditions[KW.go][signalname][smer] = get_conditions_from_configuration(action=KW.go+"_" + smer +"_if", section=section) state.vars.conditions.setdefault(KW.go,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.go+"_" + smer +"_if", section=section)
state.vars.conditions[KW.exit][signalname][smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section) state.vars.conditions.setdefault(KW.exit,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section)
# state.vars.work_dict_dont_do[signalname+"_"+ smer] = get_work_dict_with_directive(starts_with=signalname+"_dont_"+ smer +"_if") # state.vars.work_dict_dont_do[signalname+"_"+ smer] = get_work_dict_with_directive(starts_with=signalname+"_dont_"+ smer +"_if")
# state.vars.work_dict_signal_if[signalname+"_"+ smer] = get_work_dict_with_directive(starts_with=signalname+"_"+smer+"_if") # state.vars.work_dict_signal_if[signalname+"_"+ smer] = get_work_dict_with_directive(starts_with=signalname+"_"+smer+"_if")
@ -1335,7 +1354,7 @@ def init(state: StrategyState):
#POTOM generujeme z obecnych sekci, napr. EXIT.EXIT_CONDITIONS, kde je fallback pro signal exity #POTOM generujeme z obecnych sekci, napr. EXIT.EXIT_CONDITIONS, kde je fallback pro signal exity
section = state.vars.exit["conditions"] section = state.vars.exit["conditions"]
for smer in TradeDirection: for smer in TradeDirection:
state.vars.conditions[KW.exit]["common"][smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section) state.vars.conditions.setdefault(KW.exit,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section)
#init klice v extData pro ulozeni historie SL #init klice v extData pro ulozeni historie SL
state.extData["sl_history"] = [] state.extData["sl_history"] = []

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