inject stratvars

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])

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)
+client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
-datetime_object_from = datetime(2023, 3, 16, 9, 30, 0, tzinfo=zone_NY)
+datetime_object_from = datetime(2023, 4, 12, 15, 45, 8, tzinfo=zoneNY)
-datetime_object_to = datetime(2023, 3, 16, 16, 00, 0, tzinfo=zone_NY)
+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__":
+# if __name__ == "__main__":
-    # bar will be invoked if this module is being run directly, but not via import!
+#     # bar will be invoked if this module is being run directly, but not via import!
-    print("hello")
+#     print("hello")

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 = 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.PAPER,
+    s.set_mode(mode = Mode.BT,
                debug = False,
-               start = datetime(2023, 3, 30, 9, 30, 0, 0, tzinfo=zoneNY),
+               start = datetime(2023, 4, 10, 9, 30, 0, 0, tzinfo=zoneNY),
-               end =   datetime(2023, 3, 31, 16, 0, 0, 0, tzinfo=zoneNY),
+               end =   datetime(2023, 4, 10, 9, 35, 0, 0, tzinfo=zoneNY),
                cash=100000)
 
     #na sekundovem baru nezaokrouhlovat MAcko

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)
+        #TODO vyresit if no indicators or no trades - pada na ValueError protoze pole obsahuje time, ale nikoliv indikatory
-        ind_df = ind_df.set_index('time', drop=False)
+        #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'
 

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
  

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"])
+            #inject only those changed, some of them cannot be changed (for example pendingbuys)
-            i.run_instance.stratvars = AttributeDict(stratvars_parsed["stratvars"])
+
-            return 0
+            changed_keys = []
-    return -2
+            #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
+    try:
-    res,stp = parse_toml_string(si.stratvars_conf)
+        #validate toml
-    if res < 0:
+        res,stp = parse_toml_string(si.stratvars_conf)
-        return (-1, "stratvars invalid")
+        if res < 0:
-    for i in db.stratins:
+            return (-1, "new stratvars format invalid")
-        if str(i.id) == str(id):
+        for i in db.stratins:
-            if not is_stratin_running(id=str(id)):
+            if str(i.id) == str(id):
-                return (-1, "not running")
+                if not is_stratin_running(id=str(id)):
-            i.id2 = si.id2
+                    return (-1, "not running")
-            i.name = si.name
+                res,stp_old = parse_toml_string(i.stratvars_conf)
-            i.open_rush = si.open_rush
+                if res < 0:
-            i.stratvars_conf = si.stratvars_conf
+                    return (-1, "current stratin stratvars invalid")
-            i.note = si.note
+                #TODO reload running strat
-            i.history = si.history
+                #print(stp)
-            db.save()
+                #print("starting injection", stp)
-            #TODO reload running strat
+                res, msg = inject_stratvars(id=si.id, stratvars_parsed_new=stp["stratvars"], stratvars_parsed_old=stp_old["stratvars"])
-            print(stp)
+                if res < 0:
-            print("starting injection", stp)
+                    print("ajajaj inject se nepovedl", msg)
-            res = inject_stratvars(id=si.id, stratvars_parsed=stp)
+                    return(-3, "inject failed: " + msg)
-            if res < 0:
+                i.id2 = si.id2
-                print("ajajaj inject se nepovedl")
+                i.name = si.name
-                return(-3, "inject failed")
+                i.open_rush = si.open_rush
-            return (0, i.id)
+                i.stratvars_conf = si.stratvars_conf
-    return (-2, "not found")
+                i.note = si.note
-    #controller.reload_params(si)
+                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:

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
 

v2realbot/static/index.html

@@ -228,7 +228,7 @@
                                     </div>
                                     <div class="form-group">
                                         <label for="cash" class="control-label">cash</label>							
-                                        <input type="number" class="form-control" id="cash" name="cash" placeholder="cash" value=0>							
+                                        <input type="number" class="form-control" id="cash" name="cash" placeholder="cash" value="100000">							
                                     </div>	 			
                                 </div>
                                 <div class="modal-footer">

v2realbot/static/js/mywebsocket.js

@@ -3,7 +3,7 @@ var ws = null;
 function connect(event) {
     var runnerId = document.getElementById("runnerId")
     try {
-        ws = new WebSocket("ws://localhost:8000/runners/" + runnerId.value + "/ws?api_key=" + API_KEY);
+        ws = new WebSocket("ws://"+ window.location.hostname +":8000/runners/" + runnerId.value + "/ws?api_key=" + API_KEY);
     }
     catch (err) {
         console.log("nejaky error" + err)

v2realbot/utils/dash_save_html.py

@@ -3,7 +3,7 @@ import os
 import requests
 from html.parser import HTMLParser
 import requests
-from config import DATA_DIR
+from v2realbot.config import DATA_DIR
 
 def patch_file(file_path: str, content: bytes, extra: dict = None) -> bytes:
     if file_path == 'index.html':

v2realbot/utils/utils.py

@@ -13,7 +13,7 @@ import os
 from v2realbot.common.model import StrategyInstance, Runner
 from typing import List
 import tomli
-from config import DATA_DIR
+from v2realbot.config import DATA_DIR
 
 #datetime to timestamp
 def json_serial(obj):