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inject stratvars

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This commit is contained in:
David Brazda
2023-04-14 12:06:37 +02:00
parent a1aa1c3f75
commit 8f7ca4a8b2
16 changed files with 144 additions and 57 deletions
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v2realbot/loader/aggregator.py
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@ -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