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quiet mode support ready2live

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This commit is contained in:
David Brazda
2023-04-20 13:26:34 +02:00
parent 6a0b395c64
commit 7a9b005cf5
9 changed files with 55 additions and 16 deletions
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16
v2realbot/ENTRY_backtest_strategyVykladaci.py
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@ -4,10 +4,10 @@ from v2realbot.strategy.base import StrategyState
from v2realbot.strategy.StrategyOrderLimitVykladaci import StrategyOrderLimitVykladaci
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide
from v2realbot.indicators.indicators import ema
from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, dict_replace_value
from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, dict_replace_value, print
from datetime import datetime
from icecream import install, ic
from rich import print
#from rich import print
from threading import Event
from msgpack import packb, unpackb
import asyncio
@ -119,7 +119,7 @@ def next(data, state: StrategyState):
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)
#print(i,"BUY limitka - delta",curve[i]," cena:", price, "mnozstvi:", qty)
qty = int(state.vars.chunk)
last_price = price
state.vars.blockbuy = 1
@ -174,10 +174,10 @@ def next(data, state: StrategyState):
slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
state.indicators.slope.append(slope)
state.statinds.angle = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=state.bars.time[-slope_lookback], lookbackprice=lookbackprice)
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)
#state.indicators.roc.append(roc)
print("slope", state.indicators.slope[-5:])
#print("slope", state.indicators.slope[-5:])
state.ilog(e="Slope "+str(slope), msg="lookback price:"+str(lookbackprice), lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-5:])
else:
state.ilog(e="Slope - not enough data", slope_lookback=slope_lookback)
@ -200,7 +200,7 @@ def next(data, state: StrategyState):
#print(orderlist)
pendingbuys_new = {}
limitka_old = state.vars.limitka
print("Puvodni LIMITKA", limitka_old)
#print("Puvodni LIMITKA", limitka_old)
#zaciname s cistym stitem
state.vars.limitka = None
state.vars.limitka_price = None
@ -208,7 +208,7 @@ def next(data, state: StrategyState):
limitka_qty = 0
for o in orderlist:
if o.side == OrderSide.SELL:
print("Nalezena LIMITKA")
#print("Nalezena LIMITKA")
limitka_found = True
state.vars.limitka = o.id
state.vars.limitka_price = o.limit_price
@ -233,7 +233,7 @@ def next(data, state: StrategyState):
#snad to nespadne, kdyztak pridat exception handling
state.vars.limitka = asyncio.run(state.interface.repl(price=state.vars.limitka_price, orderid=state.vars.limitka, size=int(state.positions)))
limitka_qty = int(state.positions)
state.ilog(e="Změněna limitka", limitka=str(state.vars.limitka), limitka_price=state.vars.limitka_price)
state.ilog(e="Změněna limitka", limitka=str(state.vars.limitka), limitka_price=state.vars.limitka_price, limitka_qty=limitka_qty)
if pendingbuys_new != state.vars.pendingbuys:
state.ilog(e="Rozdilna PB prepsana", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)

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v2realbot/__pycache__/config.cpython-310.pyc
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1
v2realbot/config.py
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@ -2,6 +2,7 @@ from alpaca.data.enums import DataFeed
from v2realbot.enums.enums import Mode, Account
from appdirs import user_data_dir
QUIET_MODE = True
COUNT_API_REQUESTS = False
STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
DATA_DIR = user_data_dir("v2realbot")

26
v2realbot/static/js/mywebsocket.js
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@ -182,7 +182,7 @@ function connect(event) {
for (const [klic, hodnota] of Object.entries(statinds)) {
console.log(JSON.stringify(klic))
console.log(JSON.stringify(hodnota))
//TODO predelat na configuracni klice vizualizacni dotahovane z backendu, ktere namapuji vybrane stratvars na typ vizualizace
if (klic === "angle") {
//nejsou vsechny hodnoty
@ -233,13 +233,35 @@ function connect(event) {
if (searchObject == undefined) {
//console.log("object new - init and add")
var obj = {name: key, series: null}
//predelat configuracne
//inicializace indicatoru
//momentum
if (momentumIndicatorNames.includes(key)) {
obj.series = chart.addLineSeries({
priceScaleId: 'left',
title: key,
lineWidth: 1
});
});
//natvrdo nakreslime lajnu pro min angle
//TODO predelat na configuracne
const minSlopeLineOptopns = {
price: parsed_data.statinds.angle.minimum_slope,
color: '#b67de8',
lineWidth: 2,
lineStyle: 2, // LineStyle.Dotted
axisLabelVisible: true,
title: "max:",
};
const minSlopeLine = obj.series.createPriceLine(minSlopeLineOptopns);
}
//ostatni
else {
obj.series = chart.addLineSeries({
//title: key,

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v2realbot/strategy/__pycache__/StrategyOrderLimitVykladaci.cpython-310.pyc
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v2realbot/strategy/__pycache__/base.cpython-310.pyc
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18
v2realbot/strategy/base.py
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@ -2,12 +2,12 @@
Strategy base class
"""
from datetime import datetime
from v2realbot.utils.utils import AttributeDict, zoneNY, is_open_rush, is_close_rush, json_serial
from v2realbot.utils.utils import AttributeDict, zoneNY, is_open_rush, is_close_rush, json_serial, print
from v2realbot.utils.tlog import tlog
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Order, Account
from v2realbot.config import BT_DELAYS, get_key, HEARTBEAT_TIMEOUT
import queue
from rich import print
#from rich import print
from v2realbot.loader.aggregator import TradeAggregator2Queue, TradeAggregator2List, TradeAggregator
from v2realbot.loader.order_updates_streamer import LiveOrderUpdatesStreamer
from v2realbot.loader.trade_offline_streamer import Trade_Offline_Streamer
@ -39,6 +39,8 @@ class Strategy:
self.state: StrategyState = None
self.bt: Backtester = None
self.debug = False
self.debug_target_iter = 0
self.debug_iter_cnt = 0
#skip morning or closing rush
self.open_rush = open_rush
self.close_rush = close_rush
@ -169,8 +171,18 @@ class Strategy:
ic('time updated')
def strat_loop(self, item):
##TODO do samostatne funkce
if self.debug:
a = input("Press key before next iteration")
self.debug_iter_cnt += 1
if (self.debug_iter_cnt >= self.debug_target_iter):
try:
cnt = int(input("Press enter for next iteration or number to skip"))
self.debug_target_iter = self.debug_iter_cnt + cnt
except ValueError:
self.debug_target_iter = self.debug_iter_cnt + 1
self.update_times(item)
## BT - execute orders that should have been filled until this time

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v2realbot/utils/__pycache__/utils.cpython-310.pyc
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v2realbot/utils/utils.py
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@ -4,7 +4,7 @@ from queue import Queue
from datetime import datetime, timezone, time, timedelta, date
import pytz
from dateutil import tz
from rich import print
from rich import print as richprint
import decimal
from icecream import ic
from v2realbot.enums.enums import RecordType, Mode, StartBarAlign
@ -13,7 +13,7 @@ import os
from v2realbot.common.model import StrategyInstance, Runner
from typing import List
import tomli
from v2realbot.config import DATA_DIR
from v2realbot.config import DATA_DIR, QUIET_MODE
import requests
from uuid import UUID
@ -67,7 +67,11 @@ qu = Queue()
zoneNY = tz.gettz('America/New_York')
def print(*args, **kwargs):
ic(*args, **kwargs)
if QUIET_MODE:
pass
else:
#ic(*args, **kwargs)
richprint(*args, **kwargs)
def price2dec(price: float) -> float:
"""