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bugfix limitka replace

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This commit is contained in:
David Brazda
2023-04-21 17:35:42 +02:00
parent 953818b360
commit 933fb824bc
1 changed files with 13 additions and 5 deletions
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18
v2realbot/ENTRY_backtest_strategyVykladaci.py
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@ -245,28 +245,36 @@ def next(data, state: StrategyState):
state.vars.limitka = o.id
state.vars.limitka_price = o.limit_price
limitka_qty = o.qty
limitka_filled_qty = o.filled_qty
#aktualni mnozstvi = puvodni minus filled
if limitka_filled_qty is not None:
print("prepocitavam filledmnozstvi od limitka_qty a filled_qty", limitka_qty, limitka_filled_qty)
limitka_qty = limitka_qty - limitka_filled_qty
##TODO sem pridat upravu ceny
if o.side == OrderSide.BUY:
pendingbuys_new[str(o.id)]=float(o.limit_price)
state.ilog(e="Konzolidace limitky", msg="limitka stejna?:"+str((str(limitka_old)==str(state.vars.limitka))), limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price, limitka_qty=limitka_qty)
state.ilog(e="Konzolidace limitky", msg="limitka stejna?:"+str((str(limitka_old)==str(state.vars.limitka))), limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price, limitka_qty=limitka_qty, limitka_filled_qty=limitka_filled_qty)
#pokud mame
#neni limitka, ale mela by byt - vytváříme ji
if int(state.positions) > 0 and state.vars.limitka is None:
state.ilog(e="Limitka neni, ale mela by být.")
state.ilog(e="Limitka neni, ale mela by být.", msg="počet pozic aktualnich" + str(int(state.positions)))
price=price2dec(float(state.avgp)+state.vars.profit)
state.vars.limitka = asyncio.run(state.interface.sell_l(price=price, size=state.positions))
state.vars.limitka = asyncio.run(state.interface.sell_l(price=price, size=int(state.positions)))
state.vars.limitka_price = price
if state.vars.limitka == -1:
state.ilog(e="Vytvoreni limitky neprobehlo, vracime None", msg=str(state.vars.limitka))
state.vars.limitka = None
state.vars.limitka_price = None
else:
state.ilog(e="Vytvořena nová limitka", limitka=str(state.vars.limitka), limtka_price=state.vars.limitka_price)
state.ilog(e="Vytvořena nová limitka", limitka=str(state.vars.limitka), limtka_price=state.vars.limitka_price, qty=state.positions)
elif state.vars.limitka is not None and int(state.positions) > 0 and (int(state.positions) != int(limitka_qty)):
#limitka existuje, ale spatne mnostvi - updatujeme
state.ilog(e="Limitka existuje, ale spatne mnozstvi - updatujeme", msg="POS"+str(state.positions)+" lim_qty:"+str(limitka_qty), pos=state.positions, limitka_qty=limitka_qty)
state.ilog(e="Limitka existuje, ale spatne mnozstvi - updatujeme", msg="POS"+str(int(state.positions))+" lim_qty:"+str(limitka_qty), pos=state.positions, limitka_qty=limitka_qty)
#snad to nespadne, kdyztak pridat exception handling
puvodni = state.vars.limitka
state.vars.limitka = asyncio.run(state.interface.repl(price=state.vars.limitka_price, orderid=state.vars.limitka, size=int(state.positions)))