bugfixes a pridana moznost z archivu mit json

v2realbot/ENTRY_VykladaciTest.py

@@ -0,0 +1,487 @@
+import os,sys
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+from v2realbot.strategy.base import StrategyState
+from v2realbot.strategy.StrategyOrderLimitVykladaci import StrategyOrderLimitVykladaci
+from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide, OrderType
+from v2realbot.indicators.indicators import ema
+from v2realbot.indicators.oscillators import rsi, stochastic_oscillator, stochastic_rsi, absolute_price_oscillator, percentage_price_oscillator
+from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, print, safe_get
+from datetime import datetime
+#from icecream import install, ic
+#from rich import print
+from threading import Event
+from msgpack import packb, unpackb
+import asyncio
+import os
+from traceback import format_exc
+
+def next(data, state: StrategyState):
+    print(10*"*","NEXT START",10*"*")
+    #ic(state.avgp, state.positions)
+    #ic(state.vars)
+    #ic(data)
+
+    #
+    def is_defensive_mode():
+        akt_pozic = int(state.positions)
+        max_pozic = int(state.vars.maxpozic)
+        def_mode_from = safe_get(state.vars, "def_mode_from")
+        if def_mode_from == None: def_mode_from = max_pozic/2
+        if akt_pozic >= int(def_mode_from):
+            state.ilog(e=f"DEFENSIVE mode ACTIVE {state.vars.def_mode_from=}", msg=state.positions)
+            return True
+        else:
+            state.ilog(e=f"STANDARD mode ACTIVE {state.vars.def_mode_from=}", msg=state.positions)
+            return False
+
+    def get_limitka_price():
+        def_profit = safe_get(state.vars, "def_profit") 
+        if def_profit == None: def_profit = state.vars.profit
+        if is_defensive_mode():
+            return price2dec(float(state.avgp)+float(def_profit))
+        else:
+            return price2dec(float(state.avgp)+float(state.vars.profit))
+ 
+    def consolidation():
+        ##CONSOLIDATION PART - moved here, musí být před nákupem, jinak to dělalo nepořádek v pendingbuys
+        #docasne zkusime konzolidovat i kdyz neni vylozeno (aby se srovnala limitka ve vsech situacich)
+        if state.vars.jevylozeno == 1 or 1==1:
+            ##CONSOLIDATION PART kazdy Nty bar dle nastaveni
+            if int(data["index"])%int(state.vars.consolidation_bar_count) == 0:
+                print("***CONSOLIDATION ENTRY***")
+                state.ilog(e="CONSOLIDATION ENTRY ***")
+
+                orderlist = state.interface.get_open_orders(symbol=state.symbol, side=None)
+                #pro jistotu jeste dotahneme aktualni pozice
+                state.avgp, state.positions = state.interface.pos()            
+
+                #print(orderlist)
+                pendingbuys_new = {}
+                limitka_old = state.vars.limitka
+                #print("Puvodni LIMITKA", limitka_old)
+                #zaciname s cistym stitem
+                state.vars.limitka = None
+                state.vars.limitka_price = None
+                limitka_found = False
+                limitka_qty = 0
+                limitka_filled_qty = 0
+                for o in orderlist:
+                    if o.side == OrderSide.SELL:
+                        
+                        if limitka_found:
+                            state.ilog(e="nalezeno vicero sell objednavek, bereme prvni, ostatni - rusime")
+                            result=state.interface.cancel(o.id)
+                            state.ilog(e="zrusena objednavka"+str(o.id), message=result)
+                            continue
+                        
+                        #print("Nalezena LIMITKA")
+                        limitka_found = True
+                        state.vars.limitka = o.id
+                        state.vars.limitka_price = o.limit_price
+                        limitka_qty = int(o.qty)
+                        limitka_filled_qty = int(o.filled_qty)
+
+                        #aktualni mnozstvi = puvodni minus filled
+                        if limitka_filled_qty is not None:
+                            print("prepocitavam filledmnozstvi od limitka_qty a filled_qty", limitka_qty, limitka_filled_qty)
+                            limitka_qty = int(limitka_qty) - int(limitka_filled_qty)
+                        ##TODO sem pridat upravu ceny
+                    if o.side == OrderSide.BUY and o.order_type == OrderType.LIMIT:
+                        pendingbuys_new[str(o.id)]=float(o.limit_price)
+
+                state.ilog(e="Konzolidace limitky", msg=f"stejna:{(str(limitka_old)==str(state.vars.limitka))}", limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price, limitka_qty=limitka_qty, limitka_filled_qty=limitka_filled_qty)
+                
+                #pokud mame 
+
+                #neni limitka, ale mela by byt - vytváříme ji
+                if int(state.positions) > 0 and state.vars.limitka is None:
+                    state.ilog(e="Limitka neni, ale mela by být.", msg=f"{state.positions=}")
+                    price=get_limitka_price()
+                    state.vars.limitka = asyncio.run(state.interface.sell_l(price=price, size=int(state.positions)))
+                    state.vars.limitka_price = price
+                    if state.vars.limitka == -1:
+                        state.ilog(e="Vytvoreni limitky neprobehlo, vracime None", msg=f"{state.vars.limitka=}")
+                        state.vars.limitka = None
+                        state.vars.limitka_price = None
+                    else:
+                        state.ilog(e="Vytvořena nová limitka", limitka=str(state.vars.limitka), limtka_price=state.vars.limitka_price, qty=state.positions)
+
+                #existuje a nesedi mnozstvi nebo cena
+                elif state.vars.limitka is not None and int(state.positions) > 0 and ((int(state.positions) != int(limitka_qty)) or float(state.vars.limitka_price) != float(get_limitka_price())):
+                    #limitka existuje, ale spatne mnostvi - updatujeme
+                    state.ilog(e=f"Limitka existuje, ale spatne mnozstvi nebo CENA - updatujeme", msg=f"{state.positions=} {limitka_qty=} {state.vars.limitka_price=}", nastavenacena=state.vars.limitka_price, spravna_cena=get_limitka_price(), pos=state.positions, limitka_qty=limitka_qty)
+                    #snad to nespadne, kdyztak pridat exception handling
+                    puvodni = state.vars.limitka
+                    #TBD zde odchytit nejak result
+                    state.vars.limitka = asyncio.run(state.interface.repl(price=get_limitka_price(), orderid=state.vars.limitka, size=int(state.positions)))
+                    
+                    if state.vars.limitka == -1:
+                        state.ilog(e="Replace limitky neprobehl, vracime puvodni", msg=f"{state.vars.limitka=}", puvodni=puvodni)
+                        state.vars.limitka = puvodni
+                    else:   
+                        limitka_qty = int(state.positions)
+                        state.ilog(e="Změněna limitka", limitka=str(state.vars.limitka), limitka_price=state.vars.limitka_price, limitka_qty=limitka_qty)
+
+                #tbd pokud se bude vyskytovat pak pridat ještě konzolidaci ceny limitky
+
+                if pendingbuys_new != state.vars.pendingbuys:
+                    state.ilog(e="Rozdilna PB prepsana", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)
+                    print("ROZDILNA PENDINGBUYS přepsána")
+                    print("OLD",state.vars.pendingbuys)
+                    state.vars.pendingbuys = unpackb(packb(pendingbuys_new))
+                    print("NEW", state.vars.pendingbuys)
+                else:
+                    print("PENDINGBUYS sedí - necháváme", state.vars.pendingbuys)
+                    state.ilog(e="PB sedi nechavame", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)
+                print("OLD jevylozeno", state.vars.jevylozeno)
+                if len(state.vars.pendingbuys) > 0:
+                    state.vars.jevylozeno = 1
+                else:
+                    state.vars.jevylozeno = 0
+                print("NEW jevylozeno", state.vars.jevylozeno)
+                state.ilog(e="Nove jevylozeno", msg=state.vars.jevylozeno)
+
+                #print(limitka)
+                #print(pendingbuys_new)
+                #print(pendingbuys)
+                #print(len(pendingbuys))
+                #print(len(pendingbuys_new))
+                #print(jevylozeno)
+                print("***CONSOLIDATION EXIT***")
+                state.ilog(e="CONSOLIDATION EXIT ***")
+            else:
+                state.ilog(e="No time for consolidation", msg=data["index"])
+                print("no time for consolidation", data["index"])
+
+    #mozna presunout o level vys
+    def vyloz():
+        ##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
+        #curve = [0.01, 0.01, 0, 0, 0.01, 0, 0, 0, 0.02, 0, 0, 0, 0.03, 0,0,0,0,0, 0.02, 0,0,0,0,0,0, 0.02]
+        curve = state.vars.curve
+        ##defenzivni krivka pro 
+        curve_def = state.vars.curve_def
+        #vykladani po 5ti kusech, když zbývají 2 a méně, tak děláme nový výklad
+        vykladka = state.vars.vykladka
+        #kolik muzu max vylozit
+        kolikmuzu = int((int(state.vars.maxpozic) - int(state.positions))/int(state.vars.chunk))
+        akt_pozic = int(state.positions)
+        max_pozic = int(state.vars.maxpozic)
+
+        #mame polovinu a vic vylozeno, pouzivame defenzicni krivku
+        if is_defensive_mode():
+            state.ilog(e="DEF: Pouzivame defenzivni krivku", akt_pozic=akt_pozic, max_pozic=max_pozic, curve_def=curve_def)
+            curve = curve_def
+            #zaroven docasne menime ticks2reset na defenzivni 0.06
+            state.vars.ticks2reset = 0.06
+            state.ilog(e="DEF: Menime tick2reset na 0.06", ticks2reset=state.vars.ticks2reset, ticks2reset_backup=state.vars.ticks2reset_backup)
+        else:
+            #vracime zpet, pokud bylo zmeneno
+            if state.vars.ticks2reset != state.vars.ticks2reset_backup:
+                state.vars.ticks2reset = state.vars.ticks2reset_backup
+                state.ilog(e="DEF: Menime tick2reset zpet na"+str(state.vars.ticks2reset), ticks2reset=state.vars.ticks2reset, ticks2reset_backup=state.vars.ticks2reset_backup)
+
+        if kolikmuzu < vykladka: vykladka = kolikmuzu
+
+        if len(curve) < vykladka:
+            vykladka = len(curve)
+        qty = int(state.vars.chunk)
+        last_price = price2dec(state.interface.get_last_price(state.symbol))
+        #profit = float(state.vars.profit)
+        price = last_price
+        state.ilog(e="BUY Vykladame", msg=f"first price {price=} {vykladka=}", curve=curve, ema=state.indicators.ema[-1], trend=state.vars.Trend, price=price, vykladka=vykladka)
+        ##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
+        
+        ##VAR - na zaklade conf. muzeme jako prvni posilat MARKET order
+        if safe_get(state.vars, "first_buy_market") == True:
+            #pri defenzivnim rezimu pouzivame vzdy LIMIT order
+            if is_defensive_mode():
+                state.ilog(e="DEF mode on, odesilame jako prvni limitku")
+                state.buy_l(price=price, size=qty)
+            else:
+                state.ilog(e="Posilame jako prvni MARKET order")
+                state.buy(size=qty)
+        else:
+            state.buy_l(price=price, size=qty)
+        print("prvni limitka na aktuální cenu. Další podle křivky", price, qty)
+        for i in range(0,vykladka-1):
+            price = price2dec(float(price - curve[i]))
+            if price == last_price:
+                qty = qty + int(state.vars.chunk)
+            else:
+                state.buy_l(price=price, size=qty)
+                #print(i,"BUY limitka - delta",curve[i]," cena:", price, "mnozstvi:", qty)
+                qty = int(state.vars.chunk)
+            last_price = price
+        state.vars.blockbuy = 1
+        state.vars.jevylozeno = 1
+
+    #CBAR protection,  only 1x order per CBAR - then wait until another confirmed bar
+    if state.vars.blockbuy == 1 and state.rectype == RecordType.CBAR:
+        if state.bars.confirmed[-1] == 0:
+            print("OCHR: multibuy protection. waiting for next bar")
+            return 0
+        # pop potvrzeni jeste jednou vratime (aby se nekoupilo znova, je stale ten stejny bar)
+        # a pak dalsi vejde az po minticku
+        else:
+            # pro vykladaci
+            state.vars.blockbuy = 0
+            return 0
+
+    state.ilog(e="-----")
+
+    #EMA INDICATOR - 
+    #plnime MAcko - nyni posilame jen N poslednich hodnot
+    #zaroven osetrujeme pripady, kdy je malo dat a ukladame nulu
+    try:
+        ma = int(state.vars.MA)
+        #poslednich ma hodnot
+        source = state.bars.close[-ma:] #state.bars.vwap
+        ema_value = ema(source, ma)
+        state.indicators.ema.append(trunc(ema_value[-1],3))
+    except Exception as e:
+        state.ilog(e="EMA ukladame 0", message=str(e)+format_exc())
+        state.indicators.ema.append(0)
+
+    #EMA SLOW 
+    try:
+        ma = 100
+        #poslednich ma hodnot
+        source = state.bars.hlcc4[-ma:] #state.bars.vwap
+        emaSlow_value = ema(source, ma)
+        emaSlow = trunc(emaSlow_value[-1],3)
+        state.indicators.emaSlow.append(emaSlow)
+        state.ilog(e=f"emaSlow {emaSlow=}", emaSlow=state.indicators.emaSlow[-5:])
+    except Exception as e:
+        state.ilog(e=f"emaSlow {ma=} ukladame 0", message=str(e)+format_exc())
+        state.indicators.emaSlow.append(0)
+
+
+    #EMA FAST
+    try:
+        ma = 20
+        #poslednich ma hodnot
+        source = state.bars.hlcc4[-ma:] #state.bars.vwap
+        emaFast_value = ema(source, ma)
+        emaFast = trunc(emaFast_value[-1],3)
+        state.indicators.emaFast.append(emaFast)
+        state.ilog(e=f"emaFast {emaFast=}", emaFast=state.indicators.emaFast[-5:])
+    except Exception as e:
+        state.ilog(e=f"emaFast {ma=} ukladame 0", message=str(e)+format_exc())
+        state.indicators.emaFast.append(0)
+
+
+    #RSI14
+    try:
+        rsi_length = 14
+        #poslednich ma hodnot
+        source = state.bars.close #[-rsi_length:] #state.bars.vwap
+        rsi_res = rsi(source, rsi_length)
+        rsi_value = trunc(rsi_res[-1],3)
+        state.indicators.RSI14.append(rsi_value)
+        state.ilog(e=f"RSI {rsi_length=} {rsi_value=}", rsi_indicator=state.indicators.RSI14[-5:])
+    except Exception as e:
+        state.ilog(e=f"RSI {rsi_length=} ukladame 0", message=str(e)+format_exc())
+        state.indicators.RSI14.append(0)
+
+    #stoch
+    try:
+        stoch_length = 14
+        #poslednich ma hodnot
+        source_high = state.bars.high #[-rsi_length:] #state.bars.vwap
+        source_low = state.bars.low
+        source_close=state.bars.close
+        stoch_res1, stoch_res2 = stochastic_oscillator(source_high, source_low, source_close)
+        stoch_value1 = trunc(stoch_res1[-1],3)
+        stoch_value2 = trunc(stoch_res2[-1],3)
+        state.indicators.stoch1.append(stoch_value1)
+        state.indicators.stoch2.append(stoch_value2)
+        state.ilog(e=f"stoch {stoch_value1=} {stoch_value2=}", stoch1=state.indicators.stoch1[-5:], stoch2=state.indicators.stoch2[-5:])
+    except Exception as e:
+        state.ilog(e=f"stoch ukladame 0", message=str(e)+format_exc())
+        state.indicators.stoch1.append(0)
+        state.indicators.stoch2.append(0)
+
+
+    #absolute price oscillator
+    #meri mezeru mezi dvemi MACky (ato bud absolut price nebo percentage)
+    try:
+        short = 1
+        long = 20
+        #poslednich ma hodnot
+        source = state.bars.close #[-rsi_length:] #state.bars.vwap
+        apo_res = absolute_price_oscillator(source, short,long)
+        apo_value = trunc(apo_res[-1],3)
+        state.indicators.apo.append(apo_value)
+        state.ilog(e=f"apo {apo_value=}", apo_indicator=state.indicators.apo[-5:])
+    except Exception as e:
+        state.ilog(e=f"apo ukladame 0", message=str(e)+format_exc())
+        state.indicators.apo.append(0)
+
+   #percentage price oscillator
+    try:
+        short = 1
+        long = 20
+        #poslednich ma hodnot
+        source = state.bars.close #[-rsi_length:] #state.bars.vwap
+        ppo_res = percentage_price_oscillator(source, short,long)
+        ppo_value = trunc(ppo_res[-1],3)
+        state.indicators.ppo.append(ppo_value)
+        state.ilog(e=f"poo {ppo_value=}", ppo_indicator=state.indicators.ppo[-5:])
+    except Exception as e:
+        state.ilog(e=f"ppo ukladame 0", message=str(e)+format_exc())
+        state.indicators.ppo.append(0)
+
+
+    #SLOPE INDICATOR
+    #úhel stoupání a klesání vyjádřený mezi -1 až 1
+    #pravý bod přímky je aktuální cena, levý je průměr X(lookback offset) starších hodnot od slope_lookback.
+    #obsahuje statický indikátor (angle) pro vizualizaci
+    try:
+        slope = 99
+        slope_lookback = int(state.vars.slope_lookback)
+        minimum_slope = float(state.vars.minimum_slope)
+        lookback_offset = int(state.vars.lookback_offset)
+
+        if len(state.bars.close) > (slope_lookback + lookback_offset):
+            array_od = slope_lookback + lookback_offset
+            array_do = slope_lookback
+            lookbackprice_array = state.bars.vwap[-array_od:-array_do]
+            #obycejný prumer hodnot
+            lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
+
+            #výpočet úhlu
+            slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
+            slope = round(slope, 4)
+            state.indicators.slope.append(slope)
+ 
+            #angle je ze slope
+            state.statinds.angle = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=state.bars.time[-slope_lookback], lookbackprice=lookbackprice, minimum_slope=minimum_slope)
+ 
+            #slope MA vyrovna vykyvy ve slope, dále pracujeme se slopeMA
+            slope_MA_length = 5
+            source = state.indicators.slope[-slope_MA_length:]
+            slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
+            slopeMA = slopeMAseries[-1]
+            state.indicators.slopeMA.append(slopeMA)
+
+            state.ilog(e=f"{slope=} {slopeMA=}", msg=f"{lookbackprice=}", lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-10:])
+
+            #dale pracujeme s timto MAckovanym slope
+            slope = slopeMA         
+        else:
+            #pokud plnime historii musime ji plnit od zacatku, vsehcny idenitifkatory maji spolecny time
+            #kvuli spravnemu zobrazovani na gui
+            state.indicators.slope.append(0)
+            state.indicators.slopeMA.append(0)
+            state.ilog(e="Slope - not enough data", slope_lookback=slope_lookback, slope=state.indicators.slope, slopeMA=state.indicators.slopeMA)
+    except Exception as e:
+        print("Exception in NEXT Slope Indicator section", str(e))
+        state.ilog(e="EXCEPTION", msg="Exception in Slope Indicator section" + str(e) + format_exc())
+
+    print("is falling",isfalling(state.indicators.ema,state.vars.Trend))
+    print("is rising",isrising(state.indicators.ema,state.vars.Trend))
+
+    consolidation()
+
+    #HLAVNI ITERACNI LOG JESTE PRED AKCI - obsahuje aktualni hodnoty vetsiny parametru
+    lp = state.interface.get_last_price(symbol=state.symbol)
+    state.ilog(e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} profit:{round(float(state.profit),2)} Trades:{len(state.tradeList)} DEF:{str(is_defensive_mode())}", last_price=lp, data=data, stratvars=state.vars)
+
+    #SLOPE ANGLE PROTECTIONs
+    #slope zachycuje rychle sestupy, pripadne zrusi nakupni objednavky
+    if slope < minimum_slope: # or slopeMA<maxSlopeMA:
+        print("OCHRANA SLOPE TOO HIGH")
+        # if slopeMA<maxSlopeMA:
+        #     state.ilog(e="Slope MA too high "+str(slopeMA)+" max:"+str(maxSlopeMA))
+        state.ilog(e=f"Slope too high {slope}")
+        if len(state.vars.pendingbuys)>0:
+            print("CANCEL PENDINGBUYS")
+            #ic(state.vars.pendingbuys)
+            res = asyncio.run(state.cancel_pending_buys())
+            #ic(state.vars.pendingbuys)
+            state.ilog(e="Rusime pendingbuyes", pb=state.vars.pendingbuys, res=res)
+        print("slope", slope)
+        print("min slope", minimum_slope)
+
+    if state.vars.jevylozeno == 0:
+        print("Neni vylozeno, muzeme testovat nakup")
+
+        #pokud je defenziva, buy triggeruje defenzivni def_trend
+        #TBD
+
+
+        if isfalling(state.indicators.ema,state.vars.Trend) and slope > minimum_slope:
+            vyloz()
+
+    if state.vars.jevylozeno == 1:
+        #pokud mame vylozeno a cena je vetsi nez tick2reset 
+            if len(state.vars.pendingbuys)>0:
+                maxprice = max(state.vars.pendingbuys.values())
+                print("max cena v orderbuys", maxprice)
+                if state.interface.get_last_price(state.symbol) > float(maxprice) + float(state.vars.ticks2reset):
+                    ##TODO toto nejak vymyslet - duplikovat?
+                    res = asyncio.run(state.cancel_pending_buys())
+                    state.ilog(e=f"UJELO to. Rusime PB", msg=f"{state.vars.ticks2reset=}", pb=state.vars.pendingbuys)
+
+            #PENDING BUYS SPENT - PART
+            #pokud mame vylozeno a pendingbuys se vyklepou a 
+            # 1 vykladame idned znovu
+                # vyloz()
+            # 2 nebo - počkat zase na signál a pokračovat dál  
+                # state.vars.blockbuy = 0
+                # state.vars.jevylozeno = 0
+            # 3 nebo - počkat na signál s enablovaným lastbuy indexem (tzn. počká nutně ještě pár barů)   
+            #podle BT vyhodnejsi vylozit ihned
+            if len(state.vars.pendingbuys) == 0:
+                state.vars.blockbuy = 0
+                state.vars.jevylozeno = 0
+                state.ilog(e="PB se vyklepaly nastavujeme: neni vylozeno", jevylozeno=state.vars.jevylozeno)
+
+            #TODO toto dodelat konzolidaci a mozna lock na limitku a pendingbuys a jevylozeno ??
+
+            #kdykoliv se muze notifikace ztratit 
+                # - pendingbuys - vsechny open orders buy
+                # - limitka - open order sell
+
+
+
+
+            
+
+            #pokud je vylozeno a mame pozice a neexistuje limitka - pak ji vytvorim
+            # if int(state.oe.poz)>0 and state.oe.limitka == 0:
+            #     #pro jistotu updatujeme pozice
+            #     state.oe.avgp, state.oe.poz = state.oe.pos()
+            #     if int(state.oe.poz) > 0:
+            #         cena = round(float(state.oe.avgp) + float(state.oe.stratvars["profit"]),2)
+            #         print("BUGF: limitka neni vytvarime, a to za cenu",cena,"mnozstvi",state.oe.poz)
+            #         print("aktuzalni ltp",ltp.price[state.oe.symbol])
+
+            #         try:
+            #             state.oe.limitka = state.oe.sell_noasync(cena, state.oe.poz)
+            #             print("vytvorena limitka", state.oe.limitka)
+            #         except Exception as e:
+            #             print("Neslo vytvorit profitku. Problem,ale jedeme dal",str(e))
+            #             pass
+            #             ##raise Exception(e)
+
+    print(10*"*","NEXT STOP",10*"*")
+
+def init(state: StrategyState):
+    #place to declare new vars
+    print("INIT v main",state.name)
+    state.indicators['ema'] = []
+    state.indicators['slope'] = []
+    state.indicators['slopeMA'] = []
+    state.indicators['emaSlow'] = []
+    state.indicators['emaFast'] = []
+    state.indicators['RSI14'] = []
+    state.indicators['stoch1'] = []
+    state.indicators['stoch2'] = []
+    state.indicators['apo'] = []
+    state.indicators['ppo'] = []
+    #static indicators - those not series based
+    state.statinds['angle'] = dict(minimum_slope=state.vars["minimum_slope"])
+    state.vars["ticks2reset_backup"] = state.vars.ticks2reset
+
+ 

v2realbot/ENTRY_Vykladaci_RSI.py

@@ -0,0 +1,521 @@
+import os,sys
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+from v2realbot.strategy.base import StrategyState
+from v2realbot.strategy.StrategyOrderLimitVykladaci import StrategyOrderLimitVykladaci
+from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide, OrderType
+from v2realbot.indicators.indicators import ema
+from v2realbot.indicators.oscillators import rsi
+from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, print, safe_get
+from datetime import datetime
+#from icecream import install, ic
+#from rich import print
+from threading import Event
+from msgpack import packb, unpackb
+import asyncio
+import os
+from traceback import format_exc
+
+print(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+""""
+Kope Vykladaci strategie s navic pridanym RSI
+
+- pokud RSI > 50
+    - rusime pendingbuye
+    - netriggerujeme buy
+
+"""
+stratvars = AttributeDict(maxpozic = 400,
+                          def_mode_from = 200,
+                          chunk = 10,
+                          MA = 2,
+                          Trend = 2,
+                          profit = 0.02,
+                          def_profit = 0.01,
+                          lastbuyindex=-6,
+                          pendingbuys={},
+                          limitka = None,
+                          limitka_price = None,
+                          jevylozeno=0,
+                          vykladka=5,
+                          curve = [0.01, 0.01, 0.01, 0, 0.02, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01],
+                          curve_def = [0.02, 0.02, 0.02, 0, 0, 0.02, 0, 0, 0, 0.02],
+                          blockbuy = 0,
+                          ticks2reset = 0.04,
+                          consolidation_bar_count = 10,
+                          slope_lookback = 300,
+                          lookback_offset = 20,
+                          minimum_slope = -0.05,
+                          first_buy_market = False
+                          )
+##toto rozparsovat a strategii spustit stejne jako v main
+toml_string = """
+[[strategies]]
+name = "V1 na BAC"
+symbol = "BAC"
+script = "ENTRY_backtest_strategyVykladaci"
+class = "StrategyOrderLimitVykladaci"
+open_rush = 0
+close_rush = 0
+[strategies.stratvars]
+maxpozic = 200
+chunk = 10
+MA = 6
+Trend = 5
+profit = 0.02
+lastbuyindex=-6
+pendingbuys={}
+limitka = "None"
+jevylozeno=0
+vykladka=5
+curve = [0.01, 0.01, 0.01,0.01, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01]
+blockbuy = 0
+ticks2reset = 0.04
+[[strategies.add_data]]
+symbol="BAC"
+rectype="bar"
+timeframe=5
+update_ltp=true
+align="round"
+mintick=0
+minsize=100
+exthours=false
+"""
+
+def next(data, state: StrategyState):
+    print(10*"*","NEXT START",10*"*")
+    #ic(state.avgp, state.positions)
+    #ic(state.vars)
+    #ic(data)
+
+    #
+    def is_defensive_mode():
+        akt_pozic = int(state.positions)
+        max_pozic = int(state.vars.maxpozic)
+        def_mode_from = safe_get(state.vars, "def_mode_from")
+        if def_mode_from == None: def_mode_from = max_pozic/2
+        if akt_pozic >= int(def_mode_from):
+            state.ilog(e=f"DEFENSIVE mode ACTIVE {state.vars.def_mode_from=}", msg=state.positions)
+            return True
+        else:
+            state.ilog(e=f"STANDARD mode ACTIVE {state.vars.def_mode_from=}", msg=state.positions)
+            return False
+
+    def get_limitka_price():
+        def_profit = safe_get(state.vars, "def_profit") 
+        if def_profit == None: def_profit = state.vars.profit
+        if is_defensive_mode():
+            return price2dec(float(state.avgp)+float(def_profit))
+        else:
+            return price2dec(float(state.avgp)+float(state.vars.profit))
+ 
+    def consolidation():
+        ##CONSOLIDATION PART - moved here, musí být před nákupem, jinak to dělalo nepořádek v pendingbuys
+        #docasne zkusime konzolidovat i kdyz neni vylozeno (aby se srovnala limitka ve vsech situacich)
+        if state.vars.jevylozeno == 1 or 1==1:
+            ##CONSOLIDATION PART kazdy Nty bar dle nastaveni
+            if int(data["index"])%int(state.vars.consolidation_bar_count) == 0:
+                print("***CONSOLIDATION ENTRY***")
+                state.ilog(e="CONSOLIDATION ENTRY ***")
+
+                orderlist = state.interface.get_open_orders(symbol=state.symbol, side=None)
+                #pro jistotu jeste dotahneme aktualni pozice
+                state.avgp, state.positions = state.interface.pos()            
+
+                #print(orderlist)
+                pendingbuys_new = {}
+                limitka_old = state.vars.limitka
+                #print("Puvodni LIMITKA", limitka_old)
+                #zaciname s cistym stitem
+                state.vars.limitka = None
+                state.vars.limitka_price = None
+                limitka_found = False
+                limitka_qty = 0
+                limitka_filled_qty = 0
+                for o in orderlist:
+                    if o.side == OrderSide.SELL:
+                        
+                        if limitka_found:
+                            state.ilog(e="nalezeno vicero sell objednavek, bereme prvni, ostatni - rusime")
+                            result=state.interface.cancel(o.id)
+                            state.ilog(e="zrusena objednavka"+str(o.id), message=result)
+                            continue
+                        
+                        #print("Nalezena LIMITKA")
+                        limitka_found = True
+                        state.vars.limitka = o.id
+                        state.vars.limitka_price = o.limit_price
+                        limitka_qty = int(o.qty)
+                        limitka_filled_qty = int(o.filled_qty)
+
+                        #aktualni mnozstvi = puvodni minus filled
+                        if limitka_filled_qty is not None:
+                            print("prepocitavam filledmnozstvi od limitka_qty a filled_qty", limitka_qty, limitka_filled_qty)
+                            limitka_qty = int(limitka_qty) - int(limitka_filled_qty)
+                        ##TODO sem pridat upravu ceny
+                    if o.side == OrderSide.BUY and o.order_type == OrderType.LIMIT:
+                        pendingbuys_new[str(o.id)]=float(o.limit_price)
+
+                state.ilog(e="Konzolidace limitky", msg=f"stejna:{(str(limitka_old)==str(state.vars.limitka))}", limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price, limitka_qty=limitka_qty, limitka_filled_qty=limitka_filled_qty)
+                
+                #pokud mame 
+
+                #neni limitka, ale mela by byt - vytváříme ji
+                if int(state.positions) > 0 and state.vars.limitka is None:
+                    state.ilog(e="Limitka neni, ale mela by být.", msg=f"{state.positions=}")
+                    price=get_limitka_price()
+                    state.vars.limitka = asyncio.run(state.interface.sell_l(price=price, size=int(state.positions)))
+                    state.vars.limitka_price = price
+                    if state.vars.limitka == -1:
+                        state.ilog(e="Vytvoreni limitky neprobehlo, vracime None", msg=f"{state.vars.limitka=}")
+                        state.vars.limitka = None
+                        state.vars.limitka_price = None
+                    else:
+                        state.ilog(e="Vytvořena nová limitka", limitka=str(state.vars.limitka), limtka_price=state.vars.limitka_price, qty=state.positions)
+
+                #existuje a nesedi mnozstvi nebo cena
+                elif state.vars.limitka is not None and int(state.positions) > 0 and ((int(state.positions) != int(limitka_qty)) or float(state.vars.limitka_price) != float(get_limitka_price())):
+                    #limitka existuje, ale spatne mnostvi - updatujeme
+                    state.ilog(e=f"Limitka existuje, ale spatne mnozstvi nebo CENA - updatujeme", msg=f"{state.positions=} {limitka_qty=} {state.vars.limitka_price=}", nastavenacena=state.vars.limitka_price, spravna_cena=get_limitka_price(), pos=state.positions, limitka_qty=limitka_qty)
+                    #snad to nespadne, kdyztak pridat exception handling
+                    puvodni = state.vars.limitka
+                    #TBD zde odchytit nejak result
+                    state.vars.limitka = asyncio.run(state.interface.repl(price=get_limitka_price(), orderid=state.vars.limitka, size=int(state.positions)))
+                    
+                    if state.vars.limitka == -1:
+                        state.ilog(e="Replace limitky neprobehl, vracime puvodni", msg=f"{state.vars.limitka=}", puvodni=puvodni)
+                        state.vars.limitka = puvodni
+                    else:   
+                        limitka_qty = int(state.positions)
+                        state.ilog(e="Změněna limitka", limitka=str(state.vars.limitka), limitka_price=state.vars.limitka_price, limitka_qty=limitka_qty)
+
+                #tbd pokud se bude vyskytovat pak pridat ještě konzolidaci ceny limitky
+
+                if pendingbuys_new != state.vars.pendingbuys:
+                    state.ilog(e="Rozdilna PB prepsana", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)
+                    print("ROZDILNA PENDINGBUYS přepsána")
+                    print("OLD",state.vars.pendingbuys)
+                    state.vars.pendingbuys = unpackb(packb(pendingbuys_new))
+                    print("NEW", state.vars.pendingbuys)
+                else:
+                    print("PENDINGBUYS sedí - necháváme", state.vars.pendingbuys)
+                    state.ilog(e="PB sedi nechavame", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)
+                print("OLD jevylozeno", state.vars.jevylozeno)
+                if len(state.vars.pendingbuys) > 0:
+                    state.vars.jevylozeno = 1
+                else:
+                    state.vars.jevylozeno = 0
+                print("NEW jevylozeno", state.vars.jevylozeno)
+                state.ilog(e="Nove jevylozeno", msg=state.vars.jevylozeno)
+
+                #print(limitka)
+                #print(pendingbuys_new)
+                #print(pendingbuys)
+                #print(len(pendingbuys))
+                #print(len(pendingbuys_new))
+                #print(jevylozeno)
+                print("***CONSOLIDATION EXIT***")
+                state.ilog(e="CONSOLIDATION EXIT ***")
+            else:
+                state.ilog(e="No time for consolidation", msg=data["index"])
+                print("no time for consolidation", data["index"])
+
+    #mozna presunout o level vys
+    def vyloz():
+        ##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
+        #curve = [0.01, 0.01, 0, 0, 0.01, 0, 0, 0, 0.02, 0, 0, 0, 0.03, 0,0,0,0,0, 0.02, 0,0,0,0,0,0, 0.02]
+        curve = state.vars.curve
+        ##defenzivni krivka pro 
+        curve_def = state.vars.curve_def
+        #vykladani po 5ti kusech, když zbývají 2 a méně, tak děláme nový výklad
+        vykladka = state.vars.vykladka
+        #kolik muzu max vylozit
+        kolikmuzu = int((int(state.vars.maxpozic) - int(state.positions))/int(state.vars.chunk))
+        akt_pozic = int(state.positions)
+        max_pozic = int(state.vars.maxpozic)
+
+        #mame polovinu a vic vylozeno, pouzivame defenzicni krivku
+        if is_defensive_mode():
+            state.ilog(e="DEF: Pouzivame defenzivni krivku", akt_pozic=akt_pozic, max_pozic=max_pozic, curve_def=curve_def)
+            curve = curve_def
+            #zaroven docasne menime ticks2reset na defenzivni 0.06
+            state.vars.ticks2reset = 0.06
+            state.ilog(e="DEF: Menime tick2reset na 0.06", ticks2reset=state.vars.ticks2reset, ticks2reset_backup=state.vars.ticks2reset_backup)
+        else:
+            #vracime zpet, pokud bylo zmeneno
+            if state.vars.ticks2reset != state.vars.ticks2reset_backup:
+                state.vars.ticks2reset = state.vars.ticks2reset_backup
+                state.ilog(e="DEF: Menime tick2reset zpet na"+str(state.vars.ticks2reset), ticks2reset=state.vars.ticks2reset, ticks2reset_backup=state.vars.ticks2reset_backup)
+
+        if kolikmuzu < vykladka: vykladka = kolikmuzu
+
+        if len(curve) < vykladka:
+            vykladka = len(curve)
+        qty = int(state.vars.chunk)
+        last_price = price2dec(state.interface.get_last_price(state.symbol))
+        #profit = float(state.vars.profit)
+        price = last_price
+        state.ilog(e="BUY Vykladame", msg=f"first price {price=} {vykladka=}", curve=curve, ema=state.indicators.ema[-1], trend=state.vars.Trend, price=price, vykladka=vykladka)
+        ##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
+        
+        ##VAR - na zaklade conf. muzeme jako prvni posilat MARKET order
+        if safe_get(state.vars, "first_buy_market") == True:
+            #pri defenzivnim rezimu pouzivame vzdy LIMIT order
+            if is_defensive_mode():
+                state.ilog(e="DEF mode on, odesilame jako prvni limitku")
+                state.buy_l(price=price, size=qty)
+            else:
+                state.ilog(e="Posilame jako prvni MARKET order")
+                state.buy(size=qty)
+        else:
+            state.buy_l(price=price, size=qty)
+        print("prvni limitka na aktuální cenu. Další podle křivky", price, qty)
+        for i in range(0,vykladka-1):
+            price = price2dec(float(price - curve[i]))
+            if price == last_price:
+                qty = qty + int(state.vars.chunk)
+            else:
+                state.buy_l(price=price, size=qty)
+                #print(i,"BUY limitka - delta",curve[i]," cena:", price, "mnozstvi:", qty)
+                qty = int(state.vars.chunk)
+            last_price = price
+        state.vars.blockbuy = 1
+        state.vars.jevylozeno = 1
+
+    #CBAR protection,  only 1x order per CBAR - then wait until another confirmed bar
+    if state.vars.blockbuy == 1 and state.rectype == RecordType.CBAR:
+        if state.bars.confirmed[-1] == 0:
+            print("OCHR: multibuy protection. waiting for next bar")
+            return 0
+        # pop potvrzeni jeste jednou vratime (aby se nekoupilo znova, je stale ten stejny bar)
+        # a pak dalsi vejde az po minticku
+        else:
+            # pro vykladaci
+            state.vars.blockbuy = 0
+            return 0
+
+    state.ilog(e="-----")
+
+    #EMA INDICATOR - 
+    #plnime MAcko - nyni posilame jen N poslednich hodnot
+    #zaroven osetrujeme pripady, kdy je malo dat a ukladame nulu
+    try:
+        ma = int(state.vars.MA)
+        #poslednich ma hodnot
+        source = state.bars.close[-ma:] #state.bars.vwap
+        ema_value = ema(source, ma)
+        state.indicators.ema.append(trunc(ema_value[-1],3))
+    except Exception as e:
+        state.ilog(e="EMA ukladame 0", message=str(e)+format_exc())
+        state.indicators.ema.append(0)
+
+    #RSI14 INDICATOR
+    try:
+        ##mame v atributech nastaveni?
+        rsi_dont_buy_above = safe_get(state.vars, "rsi_dont_buy_above")
+        if rsi_dont_buy_above == None:
+            rsi_dont_buy_above = 50
+        rsi_buy_signal = False
+        rsi_dont_buy = False
+        rsi_length = 14
+        source = state.bars.close #[-rsi_length:] #state.bars.vwap
+        rsi_res = rsi(source, rsi_length)
+        rsi_value = trunc(rsi_res[-1],3)
+        state.indicators.RSI14.append(rsi_value)
+        rsi_dont_buy = rsi_value > rsi_dont_buy_above
+        rsi_buy_signal = rsi_value < 40
+        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"RSI {rsi_length=} ukladame 0", message=str(e)+format_exc())
+        state.indicators.RSI14.append(0)
+
+
+    #SLOPE INDICATOR
+    #úhel stoupání a klesání vyjádřený mezi -1 až 1
+    #pravý bod přímky je aktuální cena, levý je průměr X(lookback offset) starších hodnot od slope_lookback.
+    #obsahuje statický indikátor (angle) pro vizualizaci
+    try:
+        slope = 99
+        slope_lookback = int(state.vars.slope_lookback)
+        minimum_slope = float(state.vars.minimum_slope)
+        lookback_offset = int(state.vars.lookback_offset)
+
+        if len(state.bars.close) > (slope_lookback + lookback_offset):
+            array_od = slope_lookback + lookback_offset
+            array_do = slope_lookback
+            lookbackprice_array = state.bars.vwap[-array_od:-array_do]
+            #obycejný prumer hodnot
+            lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
+
+            #výpočet úhlu
+            slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
+            slope = round(slope, 4)
+            state.indicators.slope.append(slope)
+ 
+            #angle je ze slope
+            state.statinds.angle = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=state.bars.time[-slope_lookback], lookbackprice=lookbackprice, minimum_slope=minimum_slope)
+ 
+            #slope MA vyrovna vykyvy ve slope, dále pracujeme se slopeMA
+            slope_MA_length = 5
+            source = state.indicators.slope[-slope_MA_length:]
+            slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
+            slopeMA = slopeMAseries[-1]
+            state.indicators.slopeMA.append(slopeMA)
+
+            state.ilog(e=f"{slope=} {slopeMA=}", msg=f"{lookbackprice=}", lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-10:], last_slopesMA=state.indicators.slopeMA[-10:])
+
+            #dale pracujeme s timto MAckovanym slope
+            slope = slopeMA         
+        else:
+            #pokud plnime historii musime ji plnit od zacatku, vsehcny idenitifkatory maji spolecny time
+            #kvuli spravnemu zobrazovani na gui
+            state.indicators.slope.append(0)
+            state.indicators.slopeMA.append(0)
+            state.ilog(e="Slope - not enough data", slope_lookback=slope_lookback, slope=state.indicators.slope, slopeMA=state.indicators.slopeMA)
+    except Exception as e:
+        print("Exception in NEXT Slope Indicator section", str(e))
+        state.ilog(e="EXCEPTION", msg="Exception in Slope Indicator section" + str(e) + format_exc())
+
+    print("is falling",isfalling(state.indicators.ema,state.vars.Trend))
+    print("is rising",isrising(state.indicators.ema,state.vars.Trend))
+
+    consolidation()
+
+    #HLAVNI ITERACNI LOG JESTE PRED AKCI - obsahuje aktualni hodnoty vetsiny parametru
+    #TODO sem pridat aktualni hodnoty vsech indikatoru
+    lp = state.interface.get_last_price(symbol=state.symbol)
+    state.ilog(e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} profit:{round(float(state.profit),2)} Trades:{len(state.tradeList)} DEF:{str(is_defensive_mode())}", last_price=lp, data=data, stratvars=state.vars)
+
+    #SLOPE ANGLE PROTECTIONs
+    #slope zachycuje rychle sestupy, pripadne zrusi nakupni objednavky
+    if slope < minimum_slope or rsi_dont_buy: # or slopeMA<maxSlopeMA:
+        print("OCHRANA SLOPE or RSI TOO HIGH")
+        # if slopeMA<maxSlopeMA:
+        #     state.ilog(e="Slope MA too high "+str(slopeMA)+" max:"+str(maxSlopeMA))
+        state.ilog(e=f"Slope or RSI too high {slope=} {rsi_value=}")
+        if len(state.vars.pendingbuys)>0:
+            print("CANCEL PENDINGBUYS")
+            #ic(state.vars.pendingbuys)
+            res = asyncio.run(state.cancel_pending_buys())
+            #ic(state.vars.pendingbuys)
+            state.ilog(e="Rusime pendingbuyes", pb=state.vars.pendingbuys, res=res)
+        print("slope", slope)
+        print("min slope", minimum_slope)
+
+    if state.vars.jevylozeno == 0:
+        print("Neni vylozeno, muzeme testovat nakup")
+
+        #pokud je defenziva, buy triggeruje defenzivni def_trend
+        #TBD
+
+        #NOVY BUY SIGNAL z RSI < 35
+        #buy_signal = isfalling(state.indicators.ema,state.vars.Trend)
+        buy_signal = rsi_buy_signal
+
+        if buy_signal and slope > minimum_slope and not rsi_dont_buy:
+            vyloz()
+
+    ## testuje aktualni cenu od nejvyssi visici limitky
+    ##toto spoustet jednou za X iterací - ted to jede pokazdé
+    #pokud to ujede o vic, rusime limitky
+    #TODO: zvazit jestli nechat i pri otevrenych pozicich, zatim nechavame
+    #TODO int(int(state.oa.poz)/int(state.variables.chunk)) > X
+
+    #TODO predelat mechanismus ticků (zrelativizovat), aby byl pouzitelny na tituly s ruznou cenou
+    #TODO spoustet 1x za X iteraci nebo cas
+    if state.vars.jevylozeno == 1:
+        #pokud mame vylozeno a cena je vetsi nez tick2reset 
+            if len(state.vars.pendingbuys)>0:
+                maxprice = max(state.vars.pendingbuys.values())
+                print("max cena v orderbuys", maxprice)
+                if state.interface.get_last_price(state.symbol) > float(maxprice) + float(state.vars.ticks2reset):
+                    ##TODO toto nejak vymyslet - duplikovat?
+                    res = asyncio.run(state.cancel_pending_buys())
+                    state.ilog(e=f"UJELO to. Rusime PB", msg=f"{state.vars.ticks2reset=}", pb=state.vars.pendingbuys)
+
+            #PENDING BUYS SPENT - PART
+            #pokud mame vylozeno a pendingbuys se vyklepou a 
+            # 1 vykladame idned znovu
+                # vyloz()
+            # 2 nebo - počkat zase na signál a pokračovat dál  
+                # state.vars.blockbuy = 0
+                # state.vars.jevylozeno = 0
+            # 3 nebo - počkat na signál s enablovaným lastbuy indexem (tzn. počká nutně ještě pár barů)   
+            #podle BT vyhodnejsi vylozit ihned
+            if len(state.vars.pendingbuys) == 0:
+                state.vars.blockbuy = 0
+                state.vars.jevylozeno = 0
+                state.ilog(e="PB se vyklepaly nastavujeme: neni vylozeno", jevylozeno=state.vars.jevylozeno)
+
+            #TODO toto dodelat konzolidaci a mozna lock na limitku a pendingbuys a jevylozeno ??
+
+            #kdykoliv se muze notifikace ztratit 
+                # - pendingbuys - vsechny open orders buy
+                # - limitka - open order sell
+
+
+
+
+            
+
+            #pokud je vylozeno a mame pozice a neexistuje limitka - pak ji vytvorim
+            # if int(state.oe.poz)>0 and state.oe.limitka == 0:
+            #     #pro jistotu updatujeme pozice
+            #     state.oe.avgp, state.oe.poz = state.oe.pos()
+            #     if int(state.oe.poz) > 0:
+            #         cena = round(float(state.oe.avgp) + float(state.oe.stratvars["profit"]),2)
+            #         print("BUGF: limitka neni vytvarime, a to za cenu",cena,"mnozstvi",state.oe.poz)
+            #         print("aktuzalni ltp",ltp.price[state.oe.symbol])
+
+            #         try:
+            #             state.oe.limitka = state.oe.sell_noasync(cena, state.oe.poz)
+            #             print("vytvorena limitka", state.oe.limitka)
+            #         except Exception as e:
+            #             print("Neslo vytvorit profitku. Problem,ale jedeme dal",str(e))
+            #             pass
+            #             ##raise Exception(e)
+
+    print(10*"*","NEXT STOP",10*"*")
+
+def init(state: StrategyState):
+    #place to declare new vars
+    print("INIT v main",state.name)
+    state.indicators['ema'] = []
+    state.indicators['slope'] = []
+    state.indicators['slopeMA'] = []
+    state.indicators['RSI14'] = []
+    #static indicators - those not series based
+    state.statinds['angle'] = dict(minimum_slope=state.vars["minimum_slope"])
+    state.vars["ticks2reset_backup"] = state.vars.ticks2reset
+
+def main():
+    # try:
+    #     strat_settings = tomli.loads("]] this is invalid TOML [[")
+    # except tomli.TOMLDecodeError:
+    #     print("Yep, definitely not valid.")
+    
+    #strat_settings = dict_replace_value(strat_settings, "None", None)
+
+    name = os.path.basename(__file__)
+    se = Event()
+    pe = Event()
+    s = StrategyOrderLimitVykladaci(name = name, symbol = "BAC", account=Account.ACCOUNT1, next=next, init=init, stratvars=stratvars, open_rush=10, close_rush=0, pe=pe, se=se, ilog_save=True)
+    s.set_mode(mode = Mode.BT,
+               debug = False,
+               start = datetime(2023, 4, 14, 10, 42, 0, 0, tzinfo=zoneNY),
+               end =   datetime(2023, 4, 14, 14, 35, 0, 0, tzinfo=zoneNY),
+               cash=100000)
+
+    #na sekundovem baru nezaokrouhlovat MAcko
+    s.add_data(symbol="BAC",rectype=RecordType.BAR,timeframe=2,minsize=100,update_ltp=True,align=StartBarAlign.ROUND,mintick=0, exthours=False)
+    #s.add_data(symbol="C",rectype=RecordType.BAR,timeframe=1,filters=None,update_ltp=True,align=StartBarAlign.ROUND,mintick=0)
+
+    s.start()
+    print("zastavujeme")
+
+if __name__ == "__main__":
+    main()
+
+
+
+
+ 

v2realbot/backtesting/backtester.py

@@ -572,7 +572,7 @@ class Backtester:
         print("BT:get open orders entry")
         if len(self.open_orders) == 0:
             print("BTC: order doesnt exist")
-            return 0
+            return []
         res = []
         #with lock:
         for o in self.open_orders:

v2realbot/common/model.py

@@ -58,6 +58,7 @@ class RunRequest(BaseModel):
     mode: Mode
     note: Optional[str] = None
     debug: bool = False
+    strat_json: Optional[str] = None
     ilog_save: bool = False
     bt_from: datetime = None
     bt_to: datetime = None
@@ -96,6 +97,7 @@ class Runner(BaseModel):
     run_profit: Optional[float]
     run_positions: Optional[int]
     run_avgp: Optional[float]
+    run_strat_json: Optional[str] = None
     run_stopped: Optional[datetime] = None
     run_paused: Optional[datetime] = None   
     run_thread: Optional[object] = None
@@ -176,6 +178,7 @@ class RunArchive(BaseModel):
     account: Account
     bt_from: Optional[datetime] = None
     bt_to: Optional[datetime] = None
+    strat_json: Optional[str] = None
     stratvars: Optional[dict] = None
     settings: Optional[dict] = None
     ilog_save: Optional[bool] = False

v2realbot/controller/services.py

@@ -41,10 +41,11 @@ def get_all_runners():
     if len(db.runners) > 0:
         #print(db.runners)
         for i in db.runners:
-            i.run_profit = round(float(i.run_instance.state.profit),2)
+            if i.run_instance:
-            i.run_trade_count = len(i.run_instance.state.tradeList)
+                i.run_profit = round(float(i.run_instance.state.profit),2)
-            i.run_positions = i.run_instance.state.positions
+                i.run_trade_count = len(i.run_instance.state.tradeList)
-            i.run_avgp = round(float(i.run_instance.state.avgp),3)
+                i.run_positions = i.run_instance.state.positions
+                i.run_avgp = round(float(i.run_instance.state.avgp),3)
         return (0, db.runners)
     else:
         return (0, [])
@@ -385,6 +386,7 @@ def run_stratin(id: UUID, runReq: RunRequest):
                         run_symbol = symbol,
                         run_note = runReq.note,
                         run_stop_ev = se,
+                        run_strat_json = runReq.strat_json,
                         run_thread = vlakno,
                         run_account = runReq.account,
                         run_ilog_save = runReq.ilog_save,
@@ -444,6 +446,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
                                             ilog_save=runner.run_ilog_save,
                                             bt_from=bp_from,
                                             bt_to = bp_to,
+                                            strat_json = runner.run_strat_json,
                                             stratvars = strat.state.vars,
                                             settings = settings,
                                             profit=round(float(strat.state.profit),2),

v2realbot/indicators/indicators.py

@@ -3,6 +3,7 @@ import numpy as np
 import pandas as pd
 from collections import deque
 import typing
+from v2realbot.utils.utils import check_series, convert_to_numpy
 
 def ema(data, period: int = 50, use_series=False):
     if check_series(data):
@@ -23,14 +24,3 @@ def sma(data, period: int = 50, use_series=False):
     data = convert_to_numpy(data)
     sma = ti.sma(data, period=period)
     return pd.Series(sma) if use_series else sma
-
-def convert_to_numpy(data):
-    if isinstance(data, list) or isinstance(data, deque):
-        return np.fromiter(data, float)
-    elif isinstance(data, pd.Series):
-        return data.to_numpy()
-    return data
-
-
-def check_series(data):
-    return isinstance(data, pd.Series)

v2realbot/indicators/moving_averages.py

@@ -20,20 +20,9 @@
 #inspirovat se, pripadne vyzkouset i TAlib
 
 from typing import Any
-
 import pandas as pd
 import tulipy as ti
-
+from v2realbot.utils.utils import check_series, convert_to_numpy
-def convert_to_numpy(data: Any):
-    if isinstance(data, list) or isinstance(data, deque):
-        return np.fromiter(data, float)
-    elif isinstance(data, pd.Series):
-        return data.to_numpy()
-    return data
-
-
-def check_series(data: Any):
-    return isinstance(data, pd.Series)
 
 def ema(data: Any, period: int = 50, use_series=False) -> Any:
     if check_series(data):

v2realbot/indicators/oscillators.py

@@ -0,0 +1,102 @@
+"""
+    Oscillator wrappers
+    Copyright (C) 2021 Brandon Fan
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU Lesser General Public License as published
+    by the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU Lesser General Public License for more details.
+
+    You should have received a copy of the GNU Lesser General Public License
+    along with this program.  If not, see <https://www.gnu.org/licenses/>.
+"""
+
+from typing import Any
+
+import numpy as np
+import pandas as pd
+import tulipy as ti
+from v2realbot.utils.utils import check_series, convert_to_numpy
+
+
+def rsi(data: Any, period: int = 14, round_rsi: bool = False, use_series=False) -> np.array:
+    """ Implements RSI Indicator """
+    if period >= len(data):
+        return pd.Series() if use_series else []
+    if check_series(data):
+        use_series = True
+    data = convert_to_numpy(data)
+    rsi_values = ti.rsi(data, period)
+    if round_rsi:
+        rsi_values = np.round(rsi_values, 2)
+    return pd.Series(rsi_values) if use_series else rsi_values
+
+
+def aroon_oscillator(high_data: Any, low_data: Any, period=14, use_series=False):
+    if check_series(high_data) or check_series(low_data):
+        use_series = True
+    high_data = convert_to_numpy(high_data)
+    low_data = convert_to_numpy(low_data)
+    aroonsc = ti.aroonosc(high_data, low_data, period=period)
+    return pd.Series(aroonsc) if use_series else aroonsc
+
+
+def chande_momentum_oscillator(data, period=14, use_series=False):
+    if check_series(data):
+        use_series = True
+    data = convert_to_numpy(data)
+    cmo = ti.cmo(data, period)
+    return pd.Series(cmo) if use_series else cmo
+
+
+def absolute_price_oscillator(data, short_period=12, long_period=26, use_series=False):
+    if check_series(data):
+        use_series = True
+    data = convert_to_numpy(data)
+    apo = ti.apo(data, short_period, long_period)
+    return pd.Series(apo) if use_series else apo
+
+
+def percentage_price_oscillator(data, short_period=12, long_period=26, use_series=False):
+    if check_series(data):
+        use_series = True
+    data = convert_to_numpy(data)
+    ppo = ti.ppo(data, short_period, long_period)
+    return pd.Series(ppo) if use_series else ppo
+
+
+def stochastic_oscillator(high_data, low_data, close_data, pct_k_period=14, pct_k_slowing_period=3, pct_d_period=3,
+                          use_series=False):
+    if check_series(high_data) or check_series(low_data) or check_series(close_data):
+        use_series = True
+    high_data = convert_to_numpy(high_data)
+    low_data = convert_to_numpy(low_data)
+    close_data = convert_to_numpy(close_data)
+    stoch = ti.stoch(high_data, low_data, close_data, pct_k_period, pct_k_slowing_period, pct_d_period)
+    return pd.Series(stoch) if use_series else stoch
+
+
+def stochastic_rsi(data, period=14, smooth_pct_k=3, smooth_pct_d=3):
+    """ Calculates Stochoastic RSI Courteous of @lukazbinden
+    :param data:
+    :param period:
+    :param smooth_pct_k:
+    :param smooth_pct_d:
+    :return:
+    """
+    # Calculate RSI
+    rsi_values = rsi(data, period=period, round_rsi=False)
+
+    # Calculate StochRSI
+    rsi_values = pd.Series(rsi_values)
+    stochrsi = (rsi_values - rsi_values.rolling(period).min()) / (
+                rsi_values.rolling(period).max() - rsi_values.rolling(period).min())
+    stochrsi_K = stochrsi.rolling(smooth_pct_k).mean()
+    stochrsi_D = stochrsi_K.rolling(smooth_pct_d).mean()
+
+    return round(rsi_values, 2), round(stochrsi_K * 100, 2), round(stochrsi_D * 100, 2)

v2realbot/interfaces/live_interface.py

@@ -170,7 +170,6 @@ class LiveInterface(GeneralInterface):
     def get_open_orders(self, symbol: str, side: OrderSide = OrderSide.SELL): # -> list(Order):
         getRequest = GetOrdersRequest(status=QueryOrderStatus.OPEN, side=side, symbols=[symbol])
         try:
-            # Market order submit
             orderlist = self.trading_client.get_orders(getRequest)
             #list of Orders (orderlist[0].id)
             return orderlist

v2realbot/static/index.html

@@ -187,6 +187,7 @@
                                 <th>trade</th>	
                                 <th>pos</th>	
                                 <th>pos_avgp</th>	
+                                <th>json</th>
                                 <th>open</th>	
                             </tr>
                         </thead>
@@ -235,7 +236,11 @@
                                     <div class="form-group">
                                         <label for="stratvars" class="form-label">Stratvars</label>							
                                         <textarea class="form-control" rows="4" id="editstratvars" name="stratvars"></textarea>							
-                                    </div>		
+                                    </div>
+                                    <div class="form-group">
+                                        <label for="strat_json" class="form-label">Strat JSON</label>							
+                                        <textarea class="form-control" rows="4" id="editstratjson" name="stratjson"></textarea>							
+                                    </div>			
                                 </div>
                                 <div class="modal-footer">
                                     <input type="submit" name="delete" id="editarchive" class="btn btn-primary" value="Edit" />

v2realbot/static/js/archivechart.js

@@ -47,7 +47,7 @@ function transform_data(data) {
     var markers = []
     var markers_line = []
     var last_timestamp = 0.1
-    var iterator = 0.001
+    var iterator = 0.002
     data.trades.forEach((trade, index, array) => {
         obj = {};
         a_markers = {}
@@ -62,13 +62,15 @@ function transform_data(data) {
         }
         if (last_timestamp == timestamp) {
             last_timestamp = timestamp
-            console.log("DUPLICITA tradu", trade)
+            console.log("DUPLICITA tradu aktual/predchozi/nasledujici", trade, data.trades[index-1], data.trades[index+1])
-            timestamp = timestamp + iterator
+            console.log("původní timestamp je ",timestamp)
+            timestamp = parseFloat(timestamp) + iterator
+            console.log("nový timestamp je ",timestamp)
             iterator += 0.001
         }
         else {
             last_timestamp = timestamp
-            iterator = 0.001
+            iterator = 0.002
         }
 
         if (trade.order.side == "buy") {
@@ -129,6 +131,8 @@ function transform_data(data) {
 
     markers.sort(sorter)
     markers_line.sort(sorter)
+    avgp_buy_line.sort(sorter)
+    avgp_markers.sort(sorter)
 
     transformed["avgp_buy_line"] = avgp_buy_line 
     transformed["avgp_markers"] = avgp_markers
@@ -213,7 +217,7 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
         ["1m", oneMinuteBars ],
       ]);
 
-   var switcherElement = createSimpleSwitcher(intervals, intervals[1], switch_to_interval);      
+   var switcherElement = createSimpleSwitcher(intervals, intervals[1], switch_to_interval);
 
     //define tooltip
     const container1 = document.getElementById('chart');
@@ -260,9 +264,15 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
         if (interval == native_resolution) {
             //indicators are in native resolution only
             display_indicators(data);
+            var indbuttonElement = populate_indicator_buttons();
+            container1.append(indbuttonElement);      
         }
         else {
             remove_indicators();
+            btnElement = document.getElementById("indicatorsButtons")
+            if (btnElement) {
+                container1.removeChild(btnElement);
+            }
         }
 
         display_buy_markers();

v2realbot/static/js/archivetables.js

@@ -42,6 +42,7 @@ $(document).ready(function () {
         $('#editidarchive').val(row.id);
         $('#editnote').val(row.note);
         $('#editstratvars').val(JSON.stringify(row.stratvars,null,2));
+        $('#editstratjson').val(row.strat_json);
     });
 
     //show button
@@ -176,6 +177,7 @@ var archiveRecords =
                     {data: 'trade_count', visible: true},
                     {data: 'end_positions', visible: true},
                     {data: 'end_positions_avgp', visible: true},
+                    {data: 'strat_json', visible: false},
                     {data: 'open_orders', visible: true}
                 ],
         paging: false,

v2realbot/static/js/mytables.js

@@ -412,7 +412,7 @@ var stratinRecords =
                     {data: 'name'},
                     {data: 'symbol'},
                     {data: 'class_name', visible: false},
-                    {data: 'script', visible: false},
+                    {data: 'script', visible: true},
                     {data: 'open_rush', visible: false},
                     {data: 'close_rush', visible: false},
                     {data: 'stratvars_conf', visible: false},
@@ -531,6 +531,24 @@ $("#runModal").on('submit','#runForm', function(event){
     // $('#subscribe').prop('checked')
     if (formData.bt_from == "") {delete formData["bt_from"];}
     if (formData.bt_to == "") {delete formData["bt_to"];}
+
+    //create strat_json - snapshot of stratin
+    row = stratinRecords.row('.selected').data();
+    const rec = new Object()
+    rec.id2 = parseInt(row.id2);
+    rec.name = row.name;
+    rec.symbol = row.symbol;
+    rec.class_name = row.class_name;
+    rec.script = row.script;
+    rec.open_rush = row.open_rush;
+    rec.close_rush = row.close_rush;
+    rec.stratvars_conf = row.stratvars_conf;
+    rec.add_data_conf = row.add_data_conf;
+    rec.note = row.note;
+    rec.history = "";
+    strat_json = JSON.stringify(rec);
+    formData.strat_json = strat_json
+
     jsonString = JSON.stringify(formData);
     //console.log(jsonString)
     //window.alert(jsonString);

v2realbot/static/js/utils.js

@@ -14,8 +14,17 @@ settings = {}
 settings
 //ostatni indicatory nez vwap, volume a bary
 indConfig = [ {name: "ema", titlevisible: false, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
-              {name: "slope", titlevisible: true, embed: true, display: false, priceScaleId: "left", lastValueVisible: false},
+              {name: "slope", titlevisible: true, embed: true, display: false, priceScaleId: "middle", lastValueVisible: false},
-              {name: "slopeMA", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},]
+              {name: "slopeMA", titlevisible: true, embed: true, display: true, priceScaleId: "middle", lastValueVisible: false},
+              {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: "RSI5", 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},]
 
 function get_ind_config(indName) {
     const i = indConfig.findIndex(e => e.name === indName);
@@ -197,6 +206,39 @@ function initialize_vwap() {
         })
 }
 
+
+function populate_indicator_buttons() {
+	var buttonElement = document.createElement('div');
+    buttonElement.id = "indicatorsButtons"
+	buttonElement.classList.add('switcher');
+
+    indList.forEach(function (item, index) {
+		var itemEl = document.createElement('button');
+		itemEl.innerText = item.name;
+        itemEl.id = "IND"+index;
+        itemEl.style.color = item.series.options().color;
+		itemEl.classList.add('switcher-item');
+		itemEl.classList.add('switcher-active-item');
+		itemEl.addEventListener('click', function() {
+			onItemClicked1(index);
+		});
+		buttonElement.appendChild(itemEl);
+	});
+
+	function onItemClicked1(index) {
+        vis = true;
+        const elem = document.getElementById("IND"+index);
+        if (elem.classList.contains("switcher-active-item")) {
+            vis = false;
+        }      
+        elem.classList.toggle("switcher-active-item");
+        indList[index].series.applyOptions({
+            visible: vis });
+	}
+    return buttonElement;
+}
+
+
 //range switch pro chart https://jsfiddle.net/TradingView/qrb9a850/
 function createSimpleSwitcher(items, activeItem, activeItemChangedCallback) {
 	var switcherElement = document.createElement('div');

v2realbot/static/main.css

@@ -341,7 +341,7 @@ pre {
 }
 
 .switcher-item:hover {
-	background-color: #f2f3f5;
+	background-color: #f2f3f521;
 }
 
 .switcher-active-item {

v2realbot/utils/utils.py

@@ -19,6 +19,9 @@ from enum import Enum
 #from v2realbot.enums.enums import Order
 from v2realbot.common.model import Order as btOrder, TradeUpdate as btTradeUpdate
 from alpaca.trading.models import Order, TradeUpdate
+import numpy as np
+import pandas as pd
+from collections import deque
 
 def safe_get(collection, key, default=None):
     """Get values from a collection without raising errors"""
@@ -239,3 +242,13 @@ def list_replace_value(l: list, old: str, new) -> list:
         x.append(e)
     return x
 
+def convert_to_numpy(data):
+    if isinstance(data, list) or isinstance(data, deque):
+        return np.fromiter(data, float)
+    elif isinstance(data, pd.Series):
+        return data.to_numpy()
+    return data
+
+
+def check_series(data):
+    return isinstance(data, pd.Series)