dwker/v2realbot
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

cbar indicators + ml enhancements

Browse Source
This commit is contained in:
David Brazda
2023-12-15 18:02:45 +01:00
parent a70e2adf45
commit 85d4916320
33 changed files with 892 additions and 99 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
v2realbot/strategyblocks/indicators/cbar_price.py
View File

@ -9,20 +9,24 @@ def populate_cbar_tick_price_indicator(data, state: StrategyState):
try:
tick_price = data['close']
tick_delta_volume = data['volume'] - state.vars.last_tick_volume
tick_delta_trades = data['trades'] - state.vars.last_tick_trades
state.cbar_indicators.tick_price[-1] = tick_price
state.cbar_indicators.tick_volume[-1] = tick_delta_volume
state.cbar_indicators.tick_trades[-1] = tick_delta_trades
except:
pass
state.ilog(lvl=0,e=f"TICK PRICE CBARV {tick_price} VOLUME {tick_delta_volume} {data['confirmed']=}", prev_price=state.vars.last_tick_price, prev_volume=state.vars.last_tick_volume)
state.ilog(lvl=0,e=f"TICK PRICE CBARV {tick_price} VOLUME {tick_delta_volume} TRADES {tick_delta_trades} {data['confirmed']=}", prev_price=state.vars.last_tick_price, prev_volume=state.vars.last_tick_volume, prev_trades=state.vars.last_tick_trades)
state.vars.last_tick_price = tick_price
state.vars.last_tick_volume = data['volume']
state.vars.last_tick_trades = data['trades']
if conf_bar == 1:
#pri potvrzem CBARu nulujeme counter volume pro tick based indicator
state.vars.last_tick_volume = 0
state.vars.last_tick_trades = 0
state.vars.next_new = 1
#pro standardní CBARy
@ -30,6 +34,7 @@ def populate_cbar_tick_price_indicator(data, state: StrategyState):
if conf_bar == 1:
#pri potvrzem CBARu nulujeme counter volume pro tick based indicator
state.vars.last_tick_volume = 0
state.vars.last_tick_trades = 0
state.vars.next_new = 1
@ -45,13 +50,16 @@ def populate_cbar_tick_price_indicator(data, state: StrategyState):
#tick_price = round2five(data['close'])
tick_price = data['close']
tick_delta_volume = data['volume'] - state.vars.last_tick_volume
tick_delta_trades = data['trades'] - state.vars.last_tick_trades
state.cbar_indicators.tick_price[-1] = tick_price
state.cbar_indicators.tick_volume[-1] = tick_delta_volume
state.cbar_indicators.tick_trades[-1] = tick_delta_trades
except:
pass
state.ilog(lvl=0,e=f"TICK PRICE CBAR {tick_price} VOLUME {tick_delta_volume} {data['confirmed']=}", prev_price=state.vars.last_tick_price, prev_volume=state.vars.last_tick_volume)
state.ilog(lvl=0,e=f"TICK PRICE CBAR {tick_price} VOLUME {tick_delta_volume} {data['confirmed']=}", prev_price=state.vars.last_tick_price, prev_volume=state.vars.last_tick_volume, prev_trades=state.vars.last_tick_trades)
state.vars.last_tick_price = tick_price
state.vars.last_tick_volume = data['volume']
state.vars.last_tick_volume = data['volume']
state.vars.last_tick_trades = data['trades']