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enables day by day bt run, bt market premium+inds

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This commit is contained in:
David Brazda
2023-10-15 20:14:44 +02:00
parent 793c776d45
commit 7c1bba028b
25 changed files with 500 additions and 83 deletions
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8
v2realbot/backtesting/backtester.py
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@ -43,7 +43,7 @@ from v2realbot.common.model import TradeUpdate, Order
#from rich import print
import threading
import asyncio
from v2realbot.config import BT_DELAYS, DATA_DIR, BT_FILL_CONDITION_BUY_LIMIT, BT_FILL_CONDITION_SELL_LIMIT, BT_FILL_LOG_SURROUNDING_TRADES, BT_FILL_CONS_TRADES_REQUIRED
from v2realbot.config import BT_DELAYS, DATA_DIR, BT_FILL_CONDITION_BUY_LIMIT, BT_FILL_CONDITION_SELL_LIMIT, BT_FILL_LOG_SURROUNDING_TRADES, BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_PRICE_MARKET_ORDER_PREMIUM
from v2realbot.utils.utils import AttributeDict, ltp, zoneNY, trunc, count_decimals, print
from v2realbot.utils.tlog import tlog
from v2realbot.enums.enums import FillCondition
@ -311,6 +311,12 @@ class Backtester:
#ic(i)
fill_time = i[0]
fill_price = i[1]
#přičteme MARKET PREMIUM z konfigurace (do budoucna mozna rozdilne pro BUY/SELL a nebo mozna z konfigurace pro dany itutl)
if o.side == OrderSide.BUY:
fill_price = fill_price + BT_FILL_PRICE_MARKET_ORDER_PREMIUM
elif o.side == OrderSide.SELL:
fill_price = fill_price - BT_FILL_PRICE_MARKET_ORDER_PREMIUM
print("FILL ",o.side,"MARKET at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "cena", i[1])
break
else: