Feature/market attribute (#185)

* RunManagerRecord class has a new attribute market. Market enum is imported.

* row_to_runmanager function considers market column

* add_run_manager_record and update_run_manager_record functions are changed. fetch_all_markets_in_run_manager is new.

* new Market enumeration class is defined

* market_value used for job scheduling. start and stop functions have modifications of market parameter input

* new is_market_day function + modifications of get_todays_market_times function

* market attribute set default to US

* row_to_runmanager function has no string formatter for market attribute

* add_run_manager_record function adn update_run_manager_record function update the DB column market based on record.market data

* start_runman_record and stop_runman_record have got no market parameter

* get_todays_market_times function is changed

* default value for market atribute is Market.US

* update_run_manager_record function has no if condition for market key

* market_value deleted, used enumaration value Market.US instead of string US

* get_todays_market_times has a new if condition for Market.CRYPTO

* update includes market column in the run_manager table

* market attribute in Run Manager record has value given by enumeration as Market.US

* documentation of changes made in the branch

* remove README_feature_market.md

* back to original state

* Delete README_feature_market.md

* _start_runman_record has an additional else condition

* is_market_day renamed to is_US_market_day

* transferables column added into runner_header table

v2realbot/common/model.py

@@ -5,7 +5,7 @@ from rich import print
 from typing import Any, Optional, List, Union
 from datetime import datetime, date
 from pydantic import BaseModel, Field
-from v2realbot.enums.enums import Mode, Account, SchedulerStatus, Moddus
+from v2realbot.enums.enums import Mode, Account, SchedulerStatus, Moddus, Market
 from alpaca.data.enums import Exchange
 
 
@@ -159,6 +159,7 @@ class RunManagerRecord(BaseModel):
     mode: Mode
     note: Optional[str] = None
     ilog_save: bool = False
+    market: Optional[Market] = Market.US
     bt_from: Optional[datetime] = None
     bt_to: Optional[datetime] = None
     #weekdays filter

v2realbot/common/transform.py

@@ -5,9 +5,7 @@ import v2realbot.controller.services as cs
 
 #prevede dict radku zpatky na objekt vcetme retypizace
 def row_to_runmanager(row: dict) -> RunManagerRecord:
-
     is_running = cs.is_runner_running(row['runner_id']) if row['runner_id'] else False
-
     res = RunManagerRecord(
         moddus=row['moddus'],
         id=row['id'],
@@ -17,6 +15,7 @@ def row_to_runmanager(row: dict) -> RunManagerRecord:
         account=row['account'],
         note=row['note'],
         ilog_save=bool(row['ilog_save']),
+        market=row['market'] if row['market'] is not None else None,
         bt_from=datetime.fromisoformat(row['bt_from']) if row['bt_from'] else None,
         bt_to=datetime.fromisoformat(row['bt_to']) if row['bt_to'] else None,
         weekdays_filter=[int(x) for x in row['weekdays_filter'].split(',')] if row['weekdays_filter'] else [],

v2realbot/controller/run_manager.py

@@ -172,14 +172,14 @@ def add_run_manager_record(new_record: RunManagerRecord):
         # Construct a suitable INSERT query based on your RunManagerRecord fields
         insert_query = """
             INSERT INTO run_manager (moddus, id, strat_id, symbol,account, mode, note,ilog_save,
-                                    bt_from, bt_to, weekdays_filter, batch_id,
+                                    market, bt_from, bt_to, weekdays_filter, batch_id,
                                     start_time, stop_time, status, last_processed,
                                     history, valid_from, valid_to, testlist_id)
-            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) 
+            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?,?) 
         """
         values = [
             new_record.moddus, str(new_record.id), str(new_record.strat_id), new_record.symbol, new_record.account, new_record.mode, new_record.note,
-            int(new_record.ilog_save),
+            int(new_record.ilog_save), new_record.market,
             new_record.bt_from.isoformat() if new_record.bt_from is not None else None,
             new_record.bt_to.isoformat() if new_record.bt_to is not None else None,
             ",".join(str(x) for x in new_record.weekdays_filter) if new_record.weekdays_filter else None,

v2realbot/enums/enums.py

@@ -104,3 +104,9 @@ class StartBarAlign(str, Enum):
     """ 
     ROUND = "round"
     RANDOM = "random"
+
+class Market(str, Enum):
+    US = "US"
+    CRYPTO = "CRYPTO"
+
+     

v2realbot/scheduler/ap_scheduler.py

@@ -2,7 +2,7 @@ from uuid import UUID
 from typing import Any, List, Tuple
 from uuid import UUID, uuid4
 from v2realbot.enums.enums import Moddus, SchedulerStatus, RecordType, StartBarAlign, Mode, Account, OrderSide
-from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
+from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest, Market
 from v2realbot.utils.utils import validate_and_format_time, AttributeDict, zoneNY, zonePRG, safe_get, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram, concatenate_weekdays, transform_data
 from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
 from datetime import datetime
@@ -116,7 +116,8 @@ def initialize_jobs(run_manager_records: RunManagerRecord = None):
             scheduler.add_job(start_runman_record, start_trigger, id=f"scheduler_start_{record.id}", args=[record.id])
             scheduler.add_job(stop_runman_record, stop_trigger, id=f"scheduler_stop_{record.id}", args=[record.id])
                         
-    #scheduler.add_job(print_hello, 'interval', seconds=10, id=f"scheduler_testinterval")
+    #scheduler.add_job(print_hello, 'interval', seconds=10, id=
+    # f"scheduler_testinterval")
     scheduled_jobs = scheduler.get_jobs()
     print(f"APS jobs refreshed ({len(scheduled_jobs)})")
     current_jobs_dict = format_apscheduler_jobs(scheduled_jobs)
@@ -124,9 +125,9 @@ def initialize_jobs(run_manager_records: RunManagerRecord = None):
     return 0, current_jobs_dict
 
 #zastresovaci funkce resici error handling a printing
-def start_runman_record(id: UUID, market = "US", debug_date = None):
+def start_runman_record(id: UUID, debug_date = None):
     record = None
-    res, record, msg = _start_runman_record(id=id, market=market, debug_date=debug_date)
+    res, record, msg = _start_runman_record(id=id, debug_date=debug_date)
 
     if record is not None:
         market_time_now = datetime.now().astimezone(zoneNY) if debug_date is None else debug_date
@@ -165,8 +166,8 @@ def update_runman_record(record: RunManagerRecord):
         err_msg= f"STOP: Error updating {record.id} errir {set} with values {record}"
         return -2, err_msg#toto stopne zpracovani dalsich zaznamu pri chybe, zvazit continue
 
-def stop_runman_record(id: UUID, market = "US", debug_date = None):
+def stop_runman_record(id: UUID, debug_date = None):
-    res, record, msg = _stop_runman_record(id=id, market=market, debug_date=debug_date)
+    res, record, msg = _stop_runman_record(id=id, debug_date=debug_date)
     #results : 0 - ok, -1 not running/already running/not specific, -2 error
 
     #report vzdy zapiseme do history, pokud je record not None, pripadna chyba se stala po dotazeni recordu
@@ -196,7 +197,7 @@ def stop_runman_record(id: UUID, market = "US", debug_date = None):
         print(f"STOP JOB: {id} FINISHED")
 
 #start function that is called from the job
-def _start_runman_record(id: UUID, market = "US", debug_date = None):
+def _start_runman_record(id: UUID, debug_date = None):
     print(f"Start scheduled record {id}")
 
     record : RunManagerRecord = None
@@ -207,15 +208,16 @@ def _start_runman_record(id: UUID, market = "US", debug_date = None):
     
     record = result
 
-    if market is not None and market == "US":
+    if record.market == Market.US or record.market == Market.CRYPTO:
-        res, sada = sch.get_todays_market_times(market=market, debug_date=debug_date)
+        res, sada = sch.get_todays_market_times(market=record.market, debug_date=debug_date)
         if res == 0:
             market_time_now, market_open_datetime, market_close_datetime = sada
             print(f"OPEN:{market_open_datetime} CLOSE:{market_close_datetime}")
         else:
-            sada = f"Market {market} Error getting market times (CLOSED): " + str(sada)
+            sada = f"Market {record.market} Error getting market times (CLOSED): " + str(sada)
             return res, record, sada
-    
+    else:
+        print("Market type is unknown.")
     if cs.is_stratin_running(record.strat_id):
         return -1, record, f"Stratin {record.strat_id} is already running"
 
@@ -229,7 +231,7 @@ def _start_runman_record(id: UUID, market = "US", debug_date = None):
     return 0, record, record.runner_id
 
 #stop function that is called from the job
-def _stop_runman_record(id: UUID, market = "US", debug_date = None):
+def _stop_runman_record(id: UUID, debug_date = None):
     record = None
     #get all records
     print(f"Stopping record {id}")
@@ -304,5 +306,5 @@ if __name__ == "__main__":
     # print(f"CALL FINISHED, with {debug_date} RESULT: {res}, {result}")
 
 
-    res, result = stop_runman_record(id=id, market = "US", debug_date = debug_date)
+    res, result = stop_runman_record(id=id, debug_date = debug_date)
     print(f"CALL FINISHED, with {debug_date} RESULT: {res}, {result}")

v2realbot/scheduler/scheduler.py

@@ -2,10 +2,10 @@ import json
 import datetime
 import v2realbot.controller.services as cs
 import v2realbot.controller.run_manager as rm
-from v2realbot.common.model import RunnerView, RunManagerRecord, StrategyInstance, Runner, RunRequest, Trade, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem, InstantIndicator, DataTablesRequest, AnalyzerInputs
+from v2realbot.common.model import RunnerView, RunManagerRecord, StrategyInstance, Runner, RunRequest, Trade, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem, InstantIndicator, DataTablesRequest, AnalyzerInputs, Market
 from uuid import uuid4, UUID
-from v2realbot.utils.utils import json_serial, send_to_telegram, zoneNY, zonePRG, fetch_calendar_data
+from v2realbot.utils.utils import json_serial, send_to_telegram, zoneNY, zonePRG, zoneUTC, fetch_calendar_data
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, time
 from traceback import format_exc
 from rich import print
 import requests
@@ -18,9 +18,18 @@ from v2realbot.config import WEB_API_KEY
 #naplanovany jako samostatni job a triggerován pouze jednou v daný čas pro start a stop 
 #novy kod v aps_scheduler.py
 
-def get_todays_market_times(market = "US", debug_date = None):
+def is_US_market_day(date):
+    cal_dates = fetch_calendar_data(date, date)
+    if len(cal_dates) == 0:
+        print("Today is not a market day.")
+        return False, cal_dates
+    else:
+        print("Market is open")
+        return True, cal_dates
+
+def get_todays_market_times(market, debug_date = None):
     try:
-        if market == "US":
+        if market == Market.US:
             #zjistit vsechny podminky - mozna loopovat - podminky jsou vlevo
             if debug_date is not None:
                 nowNY = debug_date
@@ -28,17 +37,20 @@ def get_todays_market_times(market = "US", debug_date = None):
                 nowNY = datetime.now().astimezone(zoneNY)
             nowNY_date = nowNY.date()
             #is market open - nyni pouze US
-            cal_dates = fetch_calendar_data(nowNY_date, nowNY_date)
+            stat, calendar_dates = is_US_market_day(nowNY_date)
-
+            if stat:
-            if len(cal_dates) == 0:
-                print("No Market Day today")
-                return -1, "Market Closed"
             #zatim podpora pouze main session
-
             #pouze main session
-            market_open_datetime = zoneNY.localize(cal_dates[0].open)
+                market_open_datetime = zoneNY.localize(calendar_dates[0].open)
-            market_close_datetime = zoneNY.localize(cal_dates[0].close)
+                market_close_datetime = zoneNY.localize(calendar_dates[0].close)
                 return 0, (nowNY, market_open_datetime, market_close_datetime)
+            else:
+                return -1, "Market is closed."
+        elif market == Market.CRYPTO:
+            now_market_datetime = datetime.now().astimezone(zoneUTC)
+            market_open_datetime = datetime.combine(datetime.now(), time.min)
+            matket_close_datetime = datetime.combine(datetime.now(), time.max)
+            return 0, (now_market_datetime, market_open_datetime, matket_close_datetime)
         else:
             return -1, "Market not supported"
     except Exception as e:

v2trading_create_db.sql

@@ -0,0 +1,97 @@
+BEGIN TRANSACTION;
+CREATE TABLE IF NOT EXISTS "test_list" (
+	"id"	varchar(32) NOT NULL,
+	"name"	varchar(255) NOT NULL,
+	"dates"	json NOT NULL
+);
+CREATE TABLE IF NOT EXISTS "runner_detail" (
+	"runner_id"	varchar(32) NOT NULL,
+	"data"	json NOT NULL,
+	PRIMARY KEY("runner_id")
+);
+CREATE TABLE IF NOT EXISTS "runner_header" (
+	"runner_id"	varchar(32) NOT NULL,
+	"strat_id"	TEXT,
+	"batch_id"	TEXT,
+	"symbol"	TEXT,
+	"name"	TEXT,
+	"note"	TEXT,
+	"started"	TEXT,
+	"stopped"	TEXT,
+	"mode"	TEXT,
+	"account"	TEXT,
+	"bt_from"	TEXT,
+	"bt_to"	TEXT,
+	"strat_json"	TEXT,
+	"settings"	TEXT,
+	"ilog_save"	INTEGER,
+	"profit"	NUMERIC,
+	"trade_count"	INTEGER,
+	"end_positions"	INTEGER,
+	"end_positions_avgp"	NUMERIC,
+	"metrics"	TEXT,
+	"stratvars_toml"	TEXT,
+	"transferables"        TEXT,
+	PRIMARY KEY("runner_id")
+);
+CREATE TABLE IF NOT EXISTS "config_table" (
+	"id"	INTEGER,
+	"item_name"	TEXT NOT NULL,
+	"json_data"	JSON NOT NULL,
+	"item_lang"	TEXT,
+	PRIMARY KEY("id" AUTOINCREMENT)
+);
+CREATE TABLE IF NOT EXISTS "runner_logs" (
+	"runner_id"	varchar(32) NOT NULL,
+	"time"	real NOT NULL,
+	"data"	json NOT NULL
+);
+CREATE TABLE "run_manager" (
+    "moddus"    TEXT NOT NULL,
+    "id"    varchar(32),
+    "strat_id"  varchar(32) NOT NULL,
+    "symbol"    TEXT,
+    "account"   TEXT NOT NULL,
+    "mode"  TEXT NOT NULL,
+    "note"  TEXT,
+    "ilog_save" BOOLEAN,
+    "bt_from"   TEXT,
+    "bt_to" TEXT,
+    "weekdays_filter"   TEXT,
+    "batch_id"  TEXT,
+    "start_time"    TEXT NOT NULL,
+    "stop_time" TEXT NOT NULL,
+    "status"    TEXT NOT NULL,
+    "last_processed"    TEXT,
+    "history"   TEXT,
+    "valid_from"    TEXT,
+    "valid_to"  TEXT,
+    "testlist_id"   TEXT,
+    "runner_id" varchar2(32),
+    "market" TEXT,
+    PRIMARY KEY("id")
+);
+CREATE INDEX idx_moddus ON run_manager (moddus);
+CREATE INDEX idx_status ON run_manager (status);
+CREATE INDEX idx_status_moddus ON run_manager (status, moddus);
+CREATE INDEX idx_valid_from_to ON run_manager (valid_from, valid_to);
+CREATE INDEX idx_stopped_batch_id ON runner_header (stopped, batch_id);
+CREATE INDEX idx_search_value ON runner_header (strat_id, batch_id);
+CREATE INDEX IF NOT EXISTS "index_runner_header_pk" ON "runner_header" (
+	"runner_id"
+);
+CREATE INDEX IF NOT EXISTS "index_runner_header_strat" ON "runner_header" (
+	"strat_id"
+);
+CREATE INDEX IF NOT EXISTS "index_runner_header_batch" ON "runner_header" (
+	"batch_id"
+);
+CREATE UNIQUE INDEX IF NOT EXISTS "index_runner_detail_pk" ON "runner_detail" (
+	"runner_id"
+);
+CREATE INDEX IF NOT EXISTS "index_runner_logs" ON "runner_logs" (
+	"runner_id",
+	"time"
+);
+INSERT INTO config_table VALUES (1, "test", "{}", "json");
+COMMIT;