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mintrade delta pro kulomet,slowscope,strvrs enhncm

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David Brazda
2023-06-20 15:21:21 +02:00
parent 5fd6da7f59
commit 8004dc4b4c
17 changed files with 1007 additions and 187 deletions
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33
v2realbot/controller/services.py
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@ -11,7 +11,7 @@ from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Sto
from v2realbot.utils.ilog import delete_logs
from datetime import datetime
from threading import Thread, current_thread, Event, enumerate
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, AGG_MIN_TRADE_DELTA
import importlib
from queue import Queue
from tinydb import TinyDB, Query, where
@ -436,10 +436,14 @@ def populate_metrics_output_directory(strat: StrategyInstance):
trade_dict.qty.append(t.qty)
trade_dict.price.append(t.price)
trade_dict.position_qty.append(t.position_qty)
trade_dict.value.append(t.value)
trade_dict.cash.append(t.cash)
trade_dict.order_type.append(t.order.order_type)
trade_dict.pos_avg_price.append(t.pos_avg_price)
#backtest related additional attributtes, not present on LIVE
try:
trade_dict.value.append(t.value)
trade_dict.cash.append(t.cash)
trade_dict.pos_avg_price.append(t.pos_avg_price)
except Exception:
pass
trade_df = pd.DataFrame(trade_dict)
trade_df = trade_df.set_index('timestamp',drop=False)
@ -470,6 +474,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
settings = dict(resolution=strat.state.timeframe,
rectype=strat.state.rectype,
configs=dict(
AGG_MIN_TRADE_DELTA=AGG_MIN_TRADE_DELTA,
BT_FILL_CONS_TRADES_REQUIRED=BT_FILL_CONS_TRADES_REQUIRED,
BT_FILL_LOG_SURROUNDING_TRADES=BT_FILL_LOG_SURROUNDING_TRADES,
BT_FILL_CONDITION_BUY_LIMIT=BT_FILL_CONDITION_BUY_LIMIT,
@ -527,16 +532,16 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
#print("is not numpy", key, value)
flattened_indicators[key]= value
flattened_indicators_list.append(flattened_indicators)
flattened_indicators = {}
for key, value in strat.state.secondary_indicators.items():
if isinstance(value, ndarray):
#print("is numpy", key,value)
flattened_indicators[key]= value.tolist()
#print("changed numpy:",value.tolist())
else:
#print("is not numpy", key, value)
flattened_indicators[key]= value
flattened_indicators_list.append(flattened_indicators)
# flattened_indicators = {}
# for key, value in strat.state.secondary_indicators.items():
# if isinstance(value, ndarray):
# #print("is numpy", key,value)
# flattened_indicators[key]= value.tolist()
# #print("changed numpy:",value.tolist())
# else:
# #print("is not numpy", key, value)
# flattened_indicators[key]= value
# flattened_indicators_list.append(flattened_indicators)
runArchiveDetail: RunArchiveDetail = RunArchiveDetail(id = runner.id,
name=runner.run_name,