bugfix

v2realbot/ENTRY_backtest_strategyVykladaci.py

@@ -222,10 +222,13 @@ def next(data, state: StrategyState):
     if state.vars.jevylozeno == 1:
         ##CONSOLIDATION PART kazdy Nty bar dle nastaveni
         if int(data["index"])%int(state.vars.consolidation_bar_count) == 0:
-            print("***Consolidation ENTRY***")
+            print("***CONSOLIDATION ENTRY***")
-            state.ilog(e="***Konzolidujeme")
+            state.ilog(e="CONSOLIDATION ENTRY ***")
 
             orderlist = state.interface.get_open_orders(symbol=state.symbol, side=None)
+            #pro jistotu jeste dotahneme aktualni pozice
+            state.avgp, state.positions = state.interface.pos()            
+
             #print(orderlist)
             pendingbuys_new = {}
             limitka_old = state.vars.limitka
@@ -254,18 +257,28 @@ def next(data, state: StrategyState):
                 price=price2dec(float(state.avgp)+state.vars.profit)
                 state.vars.limitka = asyncio.run(state.interface.sell_l(price=price, size=state.positions))
                 state.vars.limitka_price = price
-                state.ilog(e="Vytvořena nová limitka", limitka=str(state.vars.limitka), limtka_price=state.vars.limitka_price)
+                if state.vars.limitka == -1:
+                    state.ilog(e="Vytvoreni limitky neprobehlo, vracime None", msg=str(state.vars.limitka))
+                    state.vars.limitka = None
+                    state.vars.limitka_price = None
+                else:
+                    state.ilog(e="Vytvořena nová limitka", limitka=str(state.vars.limitka), limtka_price=state.vars.limitka_price)
 
-            if int(state.positions) > 0 and (int(state.positions) != int(limitka_qty)):
+            elif state.vars.limitka is not None and int(state.positions) > 0 and (int(state.positions) != int(limitka_qty)):
                 #limitka existuje, ale spatne mnostvi - updatujeme
                 state.ilog(e="Limitka existuje, ale spatne mnozstvi - updatujeme", msg="POS"+str(state.positions)+" lim_qty:"+str(limitka_qty), pos=state.positions, limitka_qty=limitka_qty)
                 #snad to nespadne, kdyztak pridat exception handling
+                puvodni = state.vars.limitka
                 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, limitka_qty=limitka_qty)
+                if state.vars.limitka == -1:
-
+                    state.ilog(e="Replace limitky neprobehl, vracime puvodni", msg=str(state.vars.limitka), puvodni=puvodni)
-            #dodelat limitka existuje, ale spatne
+                    state.vars.limitka = puvodni
+                else:   
+                    limitka_qty = int(state.positions)
+                    state.ilog(e="Změněna limitka", limitka=str(state.vars.limitka), limitka_price=state.vars.limitka_price, limitka_qty=limitka_qty)
 
+            #tbd pokud se bude vyskytovat pak pridat ještě konzolidaci ceny limitky
 
             if pendingbuys_new != state.vars.pendingbuys:
                 state.ilog(e="Rozdilna PB prepsana", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)
@@ -291,15 +304,14 @@ def next(data, state: StrategyState):
             #print(len(pendingbuys_new))
             #print(jevylozeno)
             print("***CONSOLIDATION EXIT***")
-            state.ilog(e="***Konzolidace konec")
+            state.ilog(e="CONSOLIDATION EXIT ***")
         else:
             state.ilog(e="No time for consolidation", msg=data["index"])
             print("no time for consolidation", data["index"])
 
     #HLAVNI ITERACNI LOG JESTE PRED AKCI - obsahuje aktualni hodnoty vetsiny parametru
     lp = state.interface.get_last_price(symbol=state.symbol)
-    state.ilog(e="ENTRY", msg="AVGP:"+str(state.avgp)+ "POS:" +str(state.positions), last_price=lp, stratvars=state.vars)
+    state.ilog(e="ENTRY", msg="AVGP:"+str(round(state.avgp,2))+ "POS:" +str(state.positions)+" PROFIT:"+str(round(state.profit,2)), last_price=lp, stratvars=state.vars)
-
 
     #maxSlopeMA = -0.03
     #SLOPE ANGLE PROTECTIONs

v2realbot/config.py

@@ -2,8 +2,11 @@ from alpaca.data.enums import DataFeed
 from v2realbot.enums.enums import Mode, Account
 from appdirs import user_data_dir
 
+#no print in console
 QUIET_MODE = False
+#backend counter of api requests
 COUNT_API_REQUESTS = False
+#stratvars that cannot be changed in gui
 STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
 DATA_DIR = user_data_dir("v2realbot")
 #BT DELAYS

v2realbot/static/js/mywebsocket.js

@@ -41,7 +41,7 @@ function connect(event) {
         }
 
         if (parsed_data.hasOwnProperty("bars")) {
-            console.log("mame bary")
+            // console.log("mame bary")
             var bar = parsed_data.bars 
             candlestickSeries.update(bar);
             volumeSeries.update({
@@ -173,24 +173,24 @@ function connect(event) {
         }
 
         if (parsed_data.hasOwnProperty("statinds")) { 
-            console.log("got static indicators")
+            // console.log("got static indicators")
             var statinds = parsed_data.statinds
             if (Object.keys(statinds).length > 0) {
-                    console.log("got static indicators")
+                    // console.log("got static indicators")
-                    console.log(JSON.stringify(statinds))
+                    // console.log(JSON.stringify(statinds))
 
                     for (const [klic, hodnota] of Object.entries(statinds)) {
-                        console.log(JSON.stringify(klic))
+                        // console.log(JSON.stringify(klic))
-                        console.log(JSON.stringify(hodnota))
+                        // 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
                             if (Object.keys(hodnota).length > 0)  {
-                                console.log("angle nalezen");
+                                // console.log("angle nalezen");
-                                console.log(JSON.stringify(hodnota));
+                                // console.log(JSON.stringify(hodnota));
                                 if (angleSeries !== 1) {
-                                    console.log("angle neni jedna" + toString(angleSeries))
+                                    // console.log("angle neni jedna" + toString(angleSeries))
                                     chart.removeSeries(angleSeries)
                                 }
                                 
@@ -200,11 +200,13 @@ function connect(event) {
                                     lineStyle: 2,
                                     color: "#d432e6",
                                     lastValueVisible: false,
-                                    priceLineVisible: false
+                                    priceLineVisible: false,
+                                    priceLineWidth: 0,
+                                    priceLineStyle: 3
                                 })
                                 dataPoints = [{time: hodnota.lookbacktime, value: hodnota.lookbackprice},{ time: hodnota.time, value: hodnota.price}]
-                                console.log("pridano")
+                                // console.log("pridano")
-                                console.log(toString(dataPoints))
+                                // console.log(toString(dataPoints))
                                 angleSeries.setData(dataPoints)
                             }
                         }
@@ -222,7 +224,7 @@ function connect(event) {
         }
 
         if (parsed_data.hasOwnProperty("indicators")) { 
-            console.log("jsme uvnitr indikatoru")
+            // console.log("jsme uvnitr indikatoru")
             var indicators = parsed_data.indicators
             //if there are indicators it means there must be at least two keys (except time which is always present)
             if (Object.keys(indicators).length > 1) {

v2realbot/static/main.css

@@ -34,7 +34,7 @@
 }
 
 #msgContainer {
-  display: inline-block;
+  /* display: inline-block; */
   overflow: auto;
   height: 568px;
 }

v2realbot/strategy/StrategyOrderLimitVykladaci.py

@@ -26,7 +26,7 @@ class StrategyOrderLimitVykladaci(Strategy):
                 self.state.ilog(e="Příchozí BUY notifikace - mazeme ji z pb", msg="order status:"+o.status, orderid=str(o.id), pb=self.state.vars.pendingbuys)
                 print("limit buy filled or cancelled. Vyhazujeme z pendingbuys.")
                 ic(self.state.vars.pendingbuys)
-    
+
         if data.event == TradeEvent.FILL or data.event == TradeEvent.PARTIAL_FILL:
             ic("vstupujeme do orderupdatebuy")
             print(data)
@@ -67,6 +67,18 @@ class StrategyOrderLimitVykladaci(Strategy):
                         raise Exception(e)
 
     async def orderUpdateSell(self, data: TradeUpdate):
+
+        #PROFIT
+        #profit pocitame z TradeUpdate.price a TradeUpdate.qty - aktualne provedene mnozstvi a cena
+        #naklady vypocteme z prumerne ceny, kterou mame v pozicich
+        if data.event == TradeEvent.FILL or data.event == TradeEvent.PARTIAL_FILL:
+            sold_amount = data.qty * data.price
+            #podle prumerne ceny, kolik stalo toto mnozstvi
+            avg_costs = self.state.avgp * data.qty
+            trade_profit = (sold_amount - avg_costs)
+            self.state.profit += trade_profit
+            self.state.ilog(e="SELL not - PROFIT: "+str(round(trade_profit,3))+" celkem: "+str(round(self.state.profit,3)), msg=str(data.event), sold_amount=sold_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
+
         if data.event == TradeEvent.PARTIAL_FILL:
             self.state.ilog(e="SELL notifikace - Partial fill", msg="pouze update pozic", orderid=str(data.order.id))
             ic("partial fill jen udpatujeme pozice")
@@ -77,10 +89,6 @@ class StrategyOrderLimitVykladaci(Strategy):
             #muzeme znovu nakupovat, mazeme limitku, blockbuy a pendingbuys
             #self.state.blockbuy = 0
 
-            #ADDPROFIT - datd o funkce, zatim vraci chybu
-            #prodej = data.order.filled_qty * data.order.filled_avg_price
-            #nakup = self.state.positions 
-
             ic("notifikace sell mazeme limitku a update pozic")
             #updatujeme pozice
             self.state.avgp, self.state.positions = self.interface.pos()

v2realbot/strategy/base.py

@@ -5,7 +5,7 @@ from datetime import datetime
 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
+from v2realbot.config import BT_DELAYS, get_key, HEARTBEAT_TIMEOUT, QUIET_MODE
 import queue
 #from rich import print
 from v2realbot.loader.aggregator import TradeAggregator2Queue, TradeAggregator2List, TradeAggregator
@@ -48,7 +48,6 @@ class Strategy:
         self.account = account
         self.key = get_key(mode=self.mode, account=self.account)
         self.rtqueue = None
-        self.profit = 0
 
 
         #TODO predelat na dynamické queues
@@ -495,10 +494,12 @@ class StrategyState:
         self.sell_l = self.interface.sell_l
         self.cancel_pending_buys = None
         self.iter_log_list = []
+        self.profit = 0
     
     def ilog(self, e: str = None, msg: str = None, **kwargs):
         if e is None:
             row = dict(time=self.time, message=msg, details=kwargs)
         else:
             row = dict(time=self.time, event=e, message=msg, details=kwargs)
-        self.iter_log_list.append(row)
+        self.iter_log_list.append(row)
+        print(row)