diff --git a/testy/changeDict.py b/testy/changeDict.py
new file mode 100644
index 0000000..0b3db48
--- /dev/null
+++ b/testy/changeDict.py
@@ -0,0 +1,50 @@
+from v2realbot.utils.utils import AttributeDict
+
+stratvars_parsed_old = AttributeDict(maxpozic = 250,
+ chunk = 10,
+ MA = 3,
+ Trend = 3,
+ profit = 0.02,
+ lastbuyindex=-6,
+ pendingbuys={},
+ limitka = None,
+ jevylozeno=0,
+ vykladka=5,
+ curve = [0.01, 0.01, 0.01, 0, 0.02, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01],
+ blockbuy = 0,
+ ticks2reset = 0.04)
+
+stratvars_parsed_new = AttributeDict(maxpozic = 250,
+ chunk = 10,
+ MA = 3,
+ Trend = 3,
+ profit = 0.02,
+ lastbuyindex=-6,
+ pendingbuys={},
+ limitka = None,
+ jevylozeno=0,
+ vykladka=5,
+ curve = [0.01, 0.01, 0.01, 0, 0.02, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01],
+ blockbuy = 0,
+ ticks2reset = 0.04)
+
+
+STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
+
+changed_keys = []
+#get changed values
+for key,value in stratvars_parsed_new.items():
+ if value != stratvars_parsed_old[key]:
+ changed_keys.append(key)
+
+print("changed before check", changed_keys)
+#remove keys that cannot be changed
+for k in changed_keys:
+ if k in STRATVARS_UNCHANGEABLES:
+ print(k, "cant be changed removing")
+ changed_keys.remove(k)
+
+print("clean changed keys", changed_keys)
+
+for k in changed_keys:
+ print("injecting",k, "value", stratvars_parsed_new[k])
diff --git a/testy/gethistorytrades.py b/testy/gethistorytrades.py
index bd0320c..8cfe8ec 100644
--- a/testy/gethistorytrades.py
+++ b/testy/gethistorytrades.py
@@ -4,31 +4,29 @@ print(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest
from alpaca.data.enums import DataFeed
-from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
+from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
+from v2realbot.utils.utils import zoneNY
from datetime import datetime, timezone, time, timedelta, date
import pytz
from rich import print
-#práce s datumy
-
-zone_NY = pytz.timezone('America/New_York')
-
parametry = {}
symbol = ["BAC"]
-client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True)
-datetime_object_from = datetime(2023, 3, 16, 9, 30, 0, tzinfo=zone_NY)
-datetime_object_to = datetime(2023, 3, 16, 16, 00, 0, tzinfo=zone_NY)
+client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
+datetime_object_from = datetime(2023, 4, 12, 15, 45, 8, tzinfo=zoneNY)
+datetime_object_to = datetime(2023, 4, 12, 15, 45, 10, tzinfo=zoneNY)
trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
all_trades = client.get_stock_trades(trades_request)
-#print(all_trades)
+print(all_trades)
-print(len(all_trades['BAC']))
+# print(len(all_trades['BAC']))
+# print(all_trades['BAC'])
# for i in all_trades:
# print(all_trades[i])
-if __name__ == "__main__":
- # bar will be invoked if this module is being run directly, but not via import!
- print("hello")
\ No newline at end of file
+# if __name__ == "__main__":
+# # bar will be invoked if this module is being run directly, but not via import!
+# print("hello")
\ No newline at end of file
diff --git a/v2realbot/ENTRY_backtest_strategyVykladaci.py b/v2realbot/ENTRY_backtest_strategyVykladaci.py
index 98c3edb..5291824 100644
--- a/v2realbot/ENTRY_backtest_strategyVykladaci.py
+++ b/v2realbot/ENTRY_backtest_strategyVykladaci.py
@@ -220,11 +220,11 @@ def main():
name = os.path.basename(__file__)
se = Event()
pe = Event()
- s = StrategyOrderLimitVykladaci(name = name, symbol = "BAC", account=Account.ACCOUNT2, next=next, init=init, stratvars=stratvars, open_rush=40, close_rush=0, pe=pe, se=se)
- s.set_mode(mode = Mode.PAPER,
+ s = StrategyOrderLimitVykladaci(name = name, symbol = "BAC", account=Account.ACCOUNT2, next=next, init=init, stratvars=stratvars, open_rush=10, close_rush=0, pe=pe, se=se)
+ s.set_mode(mode = Mode.BT,
debug = False,
- start = datetime(2023, 3, 30, 9, 30, 0, 0, tzinfo=zoneNY),
- end = datetime(2023, 3, 31, 16, 0, 0, 0, tzinfo=zoneNY),
+ start = datetime(2023, 4, 10, 9, 30, 0, 0, tzinfo=zoneNY),
+ end = datetime(2023, 4, 10, 9, 35, 0, 0, tzinfo=zoneNY),
cash=100000)
#na sekundovem baru nezaokrouhlovat MAcko
diff --git a/v2realbot/__pycache__/config.cpython-310.pyc b/v2realbot/__pycache__/config.cpython-310.pyc
index 9de6df8..62b8a15 100644
Binary files a/v2realbot/__pycache__/config.cpython-310.pyc and b/v2realbot/__pycache__/config.cpython-310.pyc differ
diff --git a/v2realbot/backtesting/__pycache__/backtester.cpython-310.pyc b/v2realbot/backtesting/__pycache__/backtester.cpython-310.pyc
index c0bdf1a..965fe2d 100644
Binary files a/v2realbot/backtesting/__pycache__/backtester.cpython-310.pyc and b/v2realbot/backtesting/__pycache__/backtester.cpython-310.pyc differ
diff --git a/v2realbot/backtesting/backtester.py b/v2realbot/backtesting/backtester.py
index 735e8fd..19b7770 100644
--- a/v2realbot/backtesting/backtester.py
+++ b/v2realbot/backtesting/backtester.py
@@ -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
+from v2realbot.config import BT_DELAYS, DATA_DIR
from v2realbot.utils.utils import AttributeDict, ltp, zoneNY, trunc, count_decimals,print
from v2realbot.utils.tlog import tlog
from datetime import datetime, timedelta
@@ -59,7 +59,6 @@ from v2realbot.utils.dash_save_html import make_static
import dash_bootstrap_components as dbc
from dash.dependencies import Input, Output
from dash import dcc, html, dash_table, Dash
-from config import DATA_DIR
""""
LATENCY DELAYS
.000 trigger - last_trade_time (.4246266)
@@ -563,8 +562,18 @@ class Backtester:
hist_df = hist_df.set_index('time', drop=False)
#indicators
- ind_df = pd.DataFrame(state.indicators)
- ind_df = ind_df.set_index('time', drop=False)
+ #TODO vyresit if no indicators or no trades - pada na ValueError protoze pole obsahuje time, ale nikoliv indikatory
+ #zatim jen takto workaround
+ #print(state.indicators)
+ try:
+ ind_df = pd.DataFrame(state.indicators)
+ ind_df = ind_df.set_index('time', drop=False)
+ except ValueError as e:
+ print("Value error", str(e))
+ state.indicators = {'time': [] }
+ ind_df = pd.DataFrame(state.indicators)
+ ind_df = ind_df.set_index('time', drop=False)
+
#print("Indicators", ind_df)
#print(state.indicators)
@@ -801,7 +810,7 @@ class Backtester:
if n_clicks == 0:
return 'not saved'
else:
- bt_dir = DATADIR + "/backtestresults/" + self.symbol + self.bp_from.strftime("%d-%m-%y-%H-%M-%S") + ' ' + self.bp_to.strftime("%d-%m-%y-%H-%M-%S") + ' ' + str(datetime.now().microsecond)
+ bt_dir = DATA_DIR + "/backtestresults/" + self.symbol + self.bp_from.strftime("%d-%m-%y-%H-%M-%S") + ' ' + self.bp_to.strftime("%d-%m-%y-%H-%M-%S") + ' ' + str(datetime.now().microsecond)
make_static(f'http://127.0.0.1:{port}/', bt_dir)
return 'saved'
diff --git a/v2realbot/config.py b/v2realbot/config.py
index fcc3d50..05a0592 100644
--- a/v2realbot/config.py
+++ b/v2realbot/config.py
@@ -2,6 +2,7 @@ from alpaca.data.enums import DataFeed
from v2realbot.enums.enums import Mode, Account
from appdirs import user_data_dir
+STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
DATA_DIR = user_data_dir("v2realbot")
#BT DELAYS
diff --git a/v2realbot/controller/services.py b/v2realbot/controller/services.py
index ce4dff2..646b5b0 100644
--- a/v2realbot/controller/services.py
+++ b/v2realbot/controller/services.py
@@ -6,6 +6,7 @@ from v2realbot.common.model import StrategyInstance, Runner, RunRequest
from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string
from datetime import datetime
from threading import Thread, current_thread, Event, enumerate
+from v2realbot.config import STRATVARS_UNCHANGEABLES
import importlib
from queue import Queue
db = Store()
@@ -89,42 +90,68 @@ def delete_stratin(id: UUID):
return (0, i.id)
return (-2, "not found")
-def inject_stratvars(id: UUID, stratvars_parsed: AttributeDict):
+def inject_stratvars(id: UUID, stratvars_parsed_new: AttributeDict, stratvars_parsed_old: AttributeDict):
for i in db.runners:
if str(i.id) == str(id):
- i.run_instance.state.vars = AttributeDict(stratvars_parsed["stratvars"])
- i.run_instance.stratvars = AttributeDict(stratvars_parsed["stratvars"])
- return 0
- return -2
+ #inject only those changed, some of them cannot be changed (for example pendingbuys)
+
+ changed_keys = []
+ #get changed values
+ for key,value in stratvars_parsed_new.items():
+ if value != stratvars_parsed_old[key]:
+ changed_keys.append(key)
+
+ #print("changed before check", changed_keys)
+ #remove keys that cannot be changed
+ for k in changed_keys:
+ if k in STRATVARS_UNCHANGEABLES:
+ #print(k, "cant be changed removing")
+ changed_keys.remove(k)
+ return -2, "Stratvar Key "+k+" cannot be changed"
+
+ #print("clean changed keys", changed_keys)
+ #inject clean keys
+ for k in changed_keys:
+ print("INJECTING ",k, "value", stratvars_parsed_new[k])
+ i.run_instance.state.vars[k] = stratvars_parsed_new[k]
+ i.run_instance.stratvars[k] = stratvars_parsed_new[k]
+ return 0, None
+ return -2, "No runners found"
#allows change of set of parameters that are possible to change while it is running
#also injects those parameters to instance
def modify_stratin_running(si: StrategyInstance, id: UUID):
- #validate toml
- res,stp = parse_toml_string(si.stratvars_conf)
- if res < 0:
- return (-1, "stratvars invalid")
- for i in db.stratins:
- if str(i.id) == str(id):
- if not is_stratin_running(id=str(id)):
- return (-1, "not running")
- i.id2 = si.id2
- i.name = si.name
- i.open_rush = si.open_rush
- i.stratvars_conf = si.stratvars_conf
- i.note = si.note
- i.history = si.history
- db.save()
- #TODO reload running strat
- print(stp)
- print("starting injection", stp)
- res = inject_stratvars(id=si.id, stratvars_parsed=stp)
- if res < 0:
- print("ajajaj inject se nepovedl")
- return(-3, "inject failed")
- return (0, i.id)
- return (-2, "not found")
- #controller.reload_params(si)
+ try:
+ #validate toml
+ res,stp = parse_toml_string(si.stratvars_conf)
+ if res < 0:
+ return (-1, "new stratvars format invalid")
+ for i in db.stratins:
+ if str(i.id) == str(id):
+ if not is_stratin_running(id=str(id)):
+ return (-1, "not running")
+ res,stp_old = parse_toml_string(i.stratvars_conf)
+ if res < 0:
+ return (-1, "current stratin stratvars invalid")
+ #TODO reload running strat
+ #print(stp)
+ #print("starting injection", stp)
+ res, msg = inject_stratvars(id=si.id, stratvars_parsed_new=stp["stratvars"], stratvars_parsed_old=stp_old["stratvars"])
+ if res < 0:
+ print("ajajaj inject se nepovedl", msg)
+ return(-3, "inject failed: " + msg)
+ i.id2 = si.id2
+ i.name = si.name
+ i.open_rush = si.open_rush
+ i.stratvars_conf = si.stratvars_conf
+ i.note = si.note
+ i.history = si.history
+ db.save()
+ return (0, i.id)
+ return (-2, "not found")
+ except Exception as e:
+ return (-2, "Error Exception" + str(e))
+
##enable realtime chart - inject given queue for strategy instance
##webservice listens to this queue
@@ -208,6 +235,7 @@ def capsule(target: object, db: object):
reason = "SHUTDOWN OK"
except Exception as e:
reason = "SHUTDOWN Exception:" + str(e)
+ print(reason)
finally:
# remove runners after thread is stopped and save results to stratin history
for i in db.runners:
diff --git a/v2realbot/loader/__pycache__/aggregator.cpython-310.pyc b/v2realbot/loader/__pycache__/aggregator.cpython-310.pyc
index 5ca646e..8189667 100644
Binary files a/v2realbot/loader/__pycache__/aggregator.cpython-310.pyc and b/v2realbot/loader/__pycache__/aggregator.cpython-310.pyc differ
diff --git a/v2realbot/loader/aggregator.py b/v2realbot/loader/aggregator.py
index 3b7fec6..41271c0 100644
--- a/v2realbot/loader/aggregator.py
+++ b/v2realbot/loader/aggregator.py
@@ -77,10 +77,11 @@ class TradeAggregator:
#print(data)
##implementing fitlers - zatim natvrdo a jen tyto: size: 1, cond in [O,C,4] opening,closed a derivately priced,
## 22.3. - dal jsem pryc i contingency trades [' ', '7', 'V'] - nasel jsem obchod o 30c mimo
+ ## dán pryč P - prior reference time + 25centu mimo, {'t': '2023-04-12T19:45:08.63257344Z', 'x': 'D', 'p': 28.68, 's': 1000, 'c': [' ', 'P'], 'i': 71693108525109, 'z': 'A'},
## Q - jsou v pohode, oteviraci trady, ale O jsou jejich duplikaty
try:
for i in data['c']:
- if i in ('C','O','4','B','7','V'): return 0
+ if i in ('C','O','4','B','7','V','P'): return 0
except KeyError:
pass
diff --git a/v2realbot/static/index.html b/v2realbot/static/index.html
index fa1ac66..9f1a47c 100644
--- a/v2realbot/static/index.html
+++ b/v2realbot/static/index.html
@@ -228,7 +228,7 @@
-
+