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bugfixy

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This commit is contained in:
David Brazda
2023-09-15 15:09:09 +02:00
parent 63efe64fab
commit 75d4a82c70
4 changed files with 50 additions and 57 deletions
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94
v2realbot/ENTRY_ClassicSL_v01.py
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@ -890,68 +890,42 @@ def next(data, state: StrategyState):
# endregion
# region Subfunction
#toto upravit na take profit
#pripadne smazat - zatim nahrazeno by exit_conditions_met()
#TODO toto refactorovat
def sell_protection_enabled():
options = safe_get(state.vars, 'sell_protection', None)
if options is None:
state.ilog(lvl=0,e="No options for sell protection in stratvars")
return False
#docasne disabled, upravit pokud budu chtit pouzit
return False
def dontexit_protection_met(direction: TradeDirection):
if direction == TradeDirection.LONG:
smer = "long"
else:
smer = "short"
disable_sell_proteciton_when = dict(AND=dict(), OR=dict())
mother_signal = state.vars.activeTrade.generated_by
#preconditions
disable_sell_proteciton_when['disabled_in_config'] = safe_get(options, 'enabled', False) is False
#too good to be true (maximum profit)
#disable_sell_proteciton_when['tgtbt_reached'] = safe_get(options, 'tgtbt', False) is False
disable_sell_proteciton_when['disable_if_positions_above'] = int(safe_get(options, 'disable_if_positions_above', 0)) < state.positions
if mother_signal is not None:
#TESTUJEME DONT_EXIT_
cond_dict = state.vars.conditions[KW.dont_exit][mother_signal][smer]
#OR
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
state.ilog(lvl=1,e=f"DONT_EXIT {mother_signal} {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
#testing preconditions
result, conditions_met = eval_cond_dict(disable_sell_proteciton_when)
if result:
state.ilog(lvl=0,e=f"SELL_PROTECTION DISABLED by {conditions_met}", **conditions_met)
return False
#OR neprosly testujeme AND
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
state.ilog(lvl=1,e=f"DONT_EXIT {mother_signal} {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
work_dict_dont_sell_if = get_work_dict_with_directive(starts_with="dont_sell_if")
state.ilog(lvl=0,e=f"SELL PROTECTION work_dict", message=work_dict_dont_sell_if)
or_cond = evaluate_directive_conditions(work_dict_dont_sell_if, "OR")
result, conditions_met = eval_cond_dict(or_cond)
state.ilog(lvl=0,e=f"SELL PROTECTION =OR= {result}", **conditions_met)
cond_dict = state.vars.conditions[KW.dont_exit]["common"][smer]
#OR
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
state.ilog(lvl=1,e=f"DONT_EXIT common {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
#OR neprosly testujeme AND
and_cond = evaluate_directive_conditions(work_dict_dont_sell_if, "AND")
result, conditions_met = eval_cond_dict(and_cond)
state.ilog(lvl=0,e=f"SELL PROTECTION =AND= {result}", **conditions_met)
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
state.ilog(lvl=1,e=f"DONT_EXIT common {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
return result
#PUVODNI NASTAVENI - IDENTIFIKOVAce rustoveho MOMENTA - pokud je momentum, tak prodávat později
# #pokud je slope too high, pak prodavame jakmile slopeMA zacne klesat, napr. 4MA (TODO 3)
# #TODO zkusit pro pevny profit, jednoduse pozdrzet prodej - dokud tick_price roste nebo se drzi tak neprodavat, pokud klesne prodat
# #mozna mit dva mody - pri vetsi volatilite pouzivat momentum, pri mensi nebo kdyz potrebuju pryc, tak prodat hned
#puvodni nastaveni
#slopeMA_rising = 2
#rsi_not_falling = 3
# #toto docasne pryc dont_sell_when['slope_too_high'] = slope_too_high() and not isfalling(state.indicators.slopeMA,4)
# dont_sell_when['AND']['slopeMA_rising'] = isrising(state.indicators.slopeMA,safe_get(options, 'slopeMA_rising', 2))
# dont_sell_when['AND']['rsi_not_falling'] = not isfalling(state.indicators.RSI14,safe_get(options, 'rsi_not_falling',3))
# #dont_sell_when['rsi_dont_buy'] = state.indicators.RSI14[-1] > safe_get(state.vars, "rsi_dont_buy_above",50)
# result, conditions_met = eval_cond_dict(dont_sell_when)
# if result:
# state.ilog(lvl=0,e=f"SELL_PROTECTION {conditions_met} enabled")
# return result
def normalize_tick(tick: float, price: float = None, return_two_decimals: bool = False):
"""
Pokud je nastaveno v direktive:
@ -1096,7 +1070,7 @@ def next(data, state: StrategyState):
mother_signal = state.vars.activeTrade.generated_by
if mother_signal is not None:
cond_dict = state.vars.conditions[keyword][state.vars.activeTrade.generated_by][smer]
cond_dict = state.vars.conditions[keyword][mother_signal][smer]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
state.ilog(lvl=1,e=f"{action} CONDITIONS of {mother_signal} =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result:
@ -1365,6 +1339,16 @@ def next(data, state: StrategyState):
sl_trailing_enabled = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(options, directive_name, False))
#SL_trailing_protection_window_short
directive_name = 'SL_trailing_protection_window_'+str(smer)
SL_trailing_protection_window = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(options, directive_name, 0))
index_to_compare = int(state.vars.last_in_index)+int(SL_trailing_protection_window)
if index_to_compare > int(data["index"]):
state.ilog(lvl=1,e=f"SL trail PROTECTION WINDOW {SL_trailing_protection_window} - TOO SOON", currindex=data["index"], index_to_compare=index_to_compare, last_in_index=state.vars.last_in_index)
return
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))
@ -1481,7 +1465,7 @@ def next(data, state: StrategyState):
#TODO pripadne pokud dosahne TGTBB prodat ihned
max_price_signal = curr_price<=max_price
#OPTIMALIZACE pri stoupajícím angle
if max_price_signal or sell_protection_enabled() is False:
if max_price_signal or dontexit_protection_met(direction=TradeDirection.SHORT) is False:
close_position(direction=TradeDirection.SHORT, reason=f"PROFIT or MAXPROFIT REACHED {max_price_signal=}")
return
#mame long
@ -1529,7 +1513,7 @@ def next(data, state: StrategyState):
#TODO pripadne pokud dosahne TGTBB prodat ihned
max_price_signal = curr_price>=max_price
#OPTIMALIZACE pri stoupajícím angle
if max_price_signal or sell_protection_enabled() is False:
if max_price_signal or dontexit_protection_met(direction=TradeDirection.LONG) is False:
close_position(direction=TradeDirection.LONG, reason=f"PROFIT or MAXPROFIT REACHED {max_price_signal=}")
return
@ -1958,6 +1942,7 @@ def init(state: StrategyState):
# state.vars.conditions["exit"]["common"]["long"] = #sada podminek
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.setdefault(KW.dont_exit,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.dont_exit+"_" + 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.setdefault(KW.exit,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section)
state.vars.conditions.setdefault(KW.reverse,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.reverse+"_" + smer +"_if", section=section)
@ -1969,6 +1954,7 @@ def init(state: StrategyState):
section = state.vars.exit["conditions"]
for smer in TradeDirection:
state.vars.conditions.setdefault(KW.exit,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section)
state.vars.conditions.setdefault(KW.dont_exit,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.dont_exit+"_" + smer +"_if", section=section)
state.vars.conditions.setdefault(KW.reverse,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.reverse+"_" + smer +"_if", section=section)
state.vars.conditions.setdefault(KW.exitadd,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.exitadd+"_" + smer +"_if", section=section)
#init klice v extData pro ulozeni historie SL

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v2realbot/__pycache__/config.cpython-310.pyc
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1
v2realbot/config.py
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@ -106,6 +106,7 @@ ACCOUNT2_PAPER_FEED = DataFeed.IEX
class KW:
activate: str = "activate"
dont_go: str = "dont_go"
dont_exit: str = "dont_exit"
go: str = "go"
# wip addsize: str = "addsize"
exit: str = "exit"

6
v2realbot/controller/services.py
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@ -581,11 +581,14 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
short_wins = 0
max_profit = 0
max_profit_time = None
long_cnt = 0
short_cnt = 0
for trade in strat.state.vars.prescribedTrades:
if trade.profit_sum > max_profit:
max_profit = trade.profit_sum
max_profit_time = trade.last_update
if trade.status == TradeStatus.ACTIVATED and trade.direction == TradeDirection.LONG:
long_cnt += 1
if trade.profit is not None:
long_profit += trade.profit
if trade.profit < 0:
@ -593,12 +596,15 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
if trade.profit > 0:
long_wins += trade.profit
if trade.status == TradeStatus.ACTIVATED and trade.direction == TradeDirection.SHORT:
short_cnt +=1
if trade.profit is not None:
short_profit += trade.profit
if trade.profit < 0:
short_losses += trade.profit
if trade.profit > 0:
short_wins += trade.profit
res["long_cnt"] = long_cnt
res["short_cnt"] = short_cnt
res["long_profit"] = round(long_profit,2)
res["short_profit"] = round(short_profit,2)
res["long_losses"] = round(long_losses,2)