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draft nove classis strategie

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This commit is contained in:
David Brazda
2023-08-24 21:12:45 +02:00
parent 2c7d279303
commit 88bd8c30c2
27 changed files with 1395 additions and 47 deletions
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2
testy/archive/alpacawebsocketsimple.py
View File

@ -4,7 +4,7 @@ from alpaca.trading.stream import TradingStream
from alpaca.data.enums import DataFeed
from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
from datetime import datetime
import mplfinance as mpf
#import mplfinance as mpf
import matplotlib.pyplot as plt
import threading
# pripadne parametry pro request

3
testy/output_metriky_tradeList.py
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@ -1039,6 +1039,9 @@ res = dict(zip(max_positions['qty'], max_positions['count']))
ouput_dict=dict(maxpos=str(res))
all_summary = trade_df.describe(include='all')
print(all_summary)
print(ouput_dict)
#a = trade_df.value_counts(subset=['position_qty'])
#print(max_positions.to_dict('records'))

10
testy/threadclassestest.py
View File

@ -1,7 +1,7 @@
from threading import Thread, current_thread
import threading
from alpaca.data.live import StockDataStream, CryptoDataStream
from v2realbot.config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE, PAPER
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_MAX_BATCH_SIZE
import queue
from alpaca.data.enums import DataFeed
from typing_extensions import Any
@ -27,7 +27,7 @@ vlakno je vzdy pouze jedno, nicmene instancovani teto tridy je kvuli stejnemu ch
s ostatnimi streamery (v budoucnu mozna predelat na dedicated streamer a shared streamer)
"""""
class WS_Stream(Thread):
client = CryptoDataStream(API_KEY, SECRET_KEY, raw_data=True, websocket_params={})
client = CryptoDataStream(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True, websocket_params={})
_streams = []
lock = threading.Lock()
@ -124,12 +124,12 @@ class WS_Stream(Thread):
# novy ws stream - vždy jednom vláknu
obj= WS_Stream(name="jednicka")
q1 = queue.Queue()
stream1 = TradeAggregator2Queue(symbol="BTC/USD",queue=q1,rectype=RecordType.BAR,timeframe=15,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0, mode = Mode.LIVE)
stream1 = TradeAggregator2Queue(symbol="BTC/USD",queue=q1,rectype=RecordType.BAR,timeframe=1,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0)
obj.add_stream(stream1)
print("1", WS_Stream._streams)
# novy ws stream - vždy jednom vláknu
obj2= WS_Stream("dvojka")
stream2 = TradeAggregator2Queue(symbol="ETH/USD",queue=q1,rectype=RecordType.BAR,timeframe=5,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0, mode = Mode.LIVE)
stream2 = TradeAggregator2Queue(symbol="ETH/USD",queue=q1,rectype=RecordType.BAR,timeframe=1,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0)
obj2.add_stream(stream2)
print("2", WS_Stream._streams)
obj.start()
@ -141,7 +141,7 @@ print("po startu druheho")
time.sleep(2)
print("pridavame treti")
obj3 = WS_Stream(name="trojka")
stream3 = TradeAggregator2Queue(symbol="BTC/USD",queue=q1,rectype=RecordType.BAR,timeframe=1,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0, mode = Mode.LIVE)
stream3 = TradeAggregator2Queue(symbol="BTC/USD",queue=q1,rectype=RecordType.BAR,timeframe=1,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0)
obj3.add_stream(stream3)
obj3.start()
print(WS_Stream._streams)