#148 #158 config refactoring to support profiles/reloading (#165)

CODEOWNERS

@@ -0,0 +1 @@
+*       @drew2323

run.sh

@@ -0,0 +1,106 @@
+#!/bin/bash
+
+# file: runstop.sh
+
+#----
+# Simple script to start / stop / restart a python script in the background.
+#----
+
+#----
+# To Use:
+# Run "./run.sh start" to start, "./run.sh stop" to stop, and "./run.sh restart" to restart.
+#----
+
+#----BEGIN EDITABLE VARS----
+
+SCRIPT_TO_EXECUTE_PLUS_ARGS='v2realbot/main.py -u'
+
+OUTPUT_PID_FILE=running.pid
+
+OUTPUT_PID_PATH=$HOME
+
+PYTHON_TO_USE="python3"
+
+# If using 'virtualenv' with python, specify the local virtualenv dir.
+#VIRTUAL_ENV_DIR=""
+
+#----END EDITABLE VARS-------
+
+# Additions for handling strat.log backup
+HISTORY_DIR="$HOME/stratlogs"
+TIMESTAMP=$(date +"%Y%m%d-%H%M%S")
+LOG_FILE="strat.log"
+BACKUP_LOG_FILE="$HISTORY_DIR/${TIMESTAMP}_$LOG_FILE"
+
+# If virtualenv specified & exists, using that version of python instead.
+if [ -d "$VIRTUAL_ENV_DIR" ]; then
+    PYTHON_TO_USE="$VIRTUAL_ENV_DIR/bin/python"
+fi
+
+start() {
+    # Check and create history directory if it doesn't exist
+    [ ! -d "$HISTORY_DIR" ] && mkdir -p "$HISTORY_DIR"
+
+    # Check if strat.log exists and back it up
+    if [ -f "$LOG_FILE" ]; then
+        mv "$LOG_FILE" "$BACKUP_LOG_FILE"
+        echo "Backed up log to $BACKUP_LOG_FILE"
+    fi
+
+    if [ ! -e "$OUTPUT_PID_PATH/$OUTPUT_PID_FILE" ]; then
+        nohup "$PYTHON_TO_USE" ./$SCRIPT_TO_EXECUTE_PLUS_ARGS > strat.log 2>&1 & echo $! > "$OUTPUT_PID_PATH/$OUTPUT_PID_FILE"
+        echo "Started $SCRIPT_TO_EXECUTE_PLUS_ARGS @ Process: $!"
+        sleep .7
+        echo "Created $OUTPUT_PID_FILE file in $OUTPUT_PID_PATH dir"
+    else
+        echo "$SCRIPT_TO_EXECUTE_PLUS_ARGS is already running."
+    fi
+}
+
+stop() {
+    if [ -e "$OUTPUT_PID_PATH/$OUTPUT_PID_FILE" ]; then
+        the_pid=$(<$OUTPUT_PID_PATH/$OUTPUT_PID_FILE)
+        rm "$OUTPUT_PID_PATH/$OUTPUT_PID_FILE"
+        echo "Deleted $OUTPUT_PID_FILE file in $OUTPUT_PID_PATH dir"
+        kill "$the_pid"
+        COUNTER=1
+        while [ -e /proc/$the_pid ]
+        do
+            echo "$SCRIPT_TO_EXECUTE_PLUS_ARGS @: $the_pid is still running"
+            sleep .7
+            COUNTER=$[$COUNTER +1]
+            if [ $COUNTER -eq 20 ]; then
+                kill -9 "$the_pid"
+            fi
+            if [ $COUNTER -eq 40 ]; then
+                exit 1
+            fi
+        done
+        echo "$SCRIPT_TO_EXECUTE_PLUS_ARGS @: $the_pid has finished"
+    else
+        echo "$SCRIPT_TO_EXECUTE_PLUS_ARGS is not running."
+    fi
+}
+
+restart() {
+    stop
+    sleep 1
+    start
+}
+
+case "$1" in
+    start)
+        start
+        ;;
+    stop)
+        stop
+        ;;
+    restart)
+        restart
+        ;;
+    *)
+        echo "Usage: $0 {start|stop|restart}"
+        exit 1
+esac
+
+exit 0

v2realbot/ENTRY_ClassicSL_v01.py

@@ -17,7 +17,7 @@ from v2realbot.strategyblocks.activetrade.activetrade_hub import manage_active_t
 from v2realbot.strategyblocks.inits.init_indicators import initialize_dynamic_indicators
 from v2realbot.strategyblocks.inits.init_directives import intialize_directive_conditions
 from alpaca.trading.client import TradingClient
-from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE
+from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR
 from alpaca.trading.models import Calendar
 from v2realbot.indicators.oscillators import rsi
 from v2realbot.indicators.moving_averages import sma

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, DATA_DIR, BT_FILL_CONDITION_BUY_LIMIT, BT_FILL_CONDITION_SELL_LIMIT, BT_FILL_LOG_SURROUNDING_TRADES, BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_PRICE_MARKET_ORDER_PREMIUM
+from v2realbot.config import DATA_DIR
 from v2realbot.utils.utils import AttributeDict, ltp, zoneNY, trunc, count_decimals, print
 from v2realbot.utils.tlog import tlog
 from v2realbot.enums.enums import FillCondition
@@ -60,6 +60,7 @@ 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
+import v2realbot.utils.config_handler as cfh
 """"
 LATENCY DELAYS
 .000 trigger - last_trade_time (.4246266)
@@ -171,7 +172,7 @@ class Backtester:
                 todel.append(order)
             elif not self.symbol or order.symbol == self.symbol:
                 #pricteme mininimalni latency od submittu k fillu
-                if order.submitted_at.timestamp() + BT_DELAYS.sub_to_fill > float(intime):
+                if order.submitted_at.timestamp() + cfh.config_handler.get_val('BT_DELAYS','sub_to_fill') > float(intime):
                     print(f"too soon for {order.id}")
                 #try to execute
                 else:
@@ -197,7 +198,7 @@ class Backtester:
         #Mazeme, jinak je to hruza
         #nechavame na konci trady, které muzeme potrebovat pro consekutivni pravidlo
         #osetrujeme, kdy je malo tradu a oriznuti by slo do zaporu
-        del_to_index = index_end-2-BT_FILL_CONS_TRADES_REQUIRED
+        del_to_index = index_end-2-cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED')
         del_to_index = del_to_index if del_to_index > 0 else 0
         del self.btdata[0:del_to_index]
         ##ic("after delete",len(self.btdata[0:index_end]))
@@ -218,7 +219,7 @@ class Backtester:
 
         fill_time = None
         fill_price = None
-        order_min_fill_time = o.submitted_at.timestamp() + BT_DELAYS.sub_to_fill
+        order_min_fill_time = o.submitted_at.timestamp() + cfh.config_handler.get_val('BT_DELAYS','sub_to_fill')
         #ic(order_min_fill_time)
         #ic(len(work_range))
 
@@ -240,17 +241,18 @@ class Backtester:
                     #NASTVENI PODMINEK PLNENI
                     fast_fill_condition = i[1] <= o.limit_price
                     slow_fill_condition = i[1] < o.limit_price
-                    if BT_FILL_CONDITION_BUY_LIMIT == FillCondition.FAST:
+                    fill_cond_buy_limit = cfh.config_handler.get_val('BT_FILL_CONDITION_BUY_LIMIT')
+                    if fill_cond_buy_limit == FillCondition.FAST:
                         fill_condition = fast_fill_condition
-                    elif BT_FILL_CONDITION_BUY_LIMIT == FillCondition.SLOW:
+                    elif fill_cond_buy_limit == FillCondition.SLOW:
                         fill_condition = slow_fill_condition
                     else:
                         print("unknow fill condition")
                         return -1
 
-                    if float(i[0]) > float(order_min_fill_time+BT_DELAYS.limit_order_offset) and fill_condition:
+                    if float(i[0]) > float(order_min_fill_time+cfh.config_handler.get_val('BT_DELAYS','limit_order_offset')) and fill_condition:
                         consec_cnt += 1
-                        if consec_cnt == BT_FILL_CONS_TRADES_REQUIRED:
+                        if consec_cnt == cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED'):
 
                             #(1679081919.381649, 27.88)
                             #ic(i)
@@ -261,10 +263,10 @@ class Backtester:
                             #fill_price = i[1]
 
                             print("FILL LIMIT BUY at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "at",i[1])
-                            if BT_FILL_LOG_SURROUNDING_TRADES != 0:
+                            if cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES') != 0:
                                 #TODO loguru
-                                print("FILL SURR TRADES: before",work_range[index-BT_FILL_LOG_SURROUNDING_TRADES:index])
+                                print("FILL SURR TRADES: before",work_range[index-cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES'):index])
-                                print("FILL SURR TRADES: fill and after",work_range[index:index+BT_FILL_LOG_SURROUNDING_TRADES])
+                                print("FILL SURR TRADES: fill and after",work_range[index:index+cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')])
                             break
                     else:
                         consec_cnt = 0
@@ -275,17 +277,18 @@ class Backtester:
                     #NASTVENI PODMINEK PLNENI
                     fast_fill_condition = i[1] >= o.limit_price
                     slow_fill_condition = i[1] > o.limit_price
-                    if BT_FILL_CONDITION_SELL_LIMIT == FillCondition.FAST:
+                    fill_conf_sell_cfg = cfh.config_handler.get_val('BT_FILL_CONDITION_SELL_LIMIT')
+                    if fill_conf_sell_cfg == FillCondition.FAST:
                         fill_condition = fast_fill_condition
-                    elif BT_FILL_CONDITION_SELL_LIMIT == FillCondition.SLOW:
+                    elif fill_conf_sell_cfg == FillCondition.SLOW:
                         fill_condition = slow_fill_condition
                     else:
                         print("unknown fill condition")
                         return -1
 
-                    if float(i[0]) > float(order_min_fill_time+BT_DELAYS.limit_order_offset) and fill_condition:
+                    if float(i[0]) > float(order_min_fill_time+cfh.config_handler.get_val('BT_DELAYS','limit_order_offset')) and fill_condition:
                         consec_cnt += 1
-                        if consec_cnt == BT_FILL_CONS_TRADES_REQUIRED:
+                        if consec_cnt == cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED'):
                             #(1679081919.381649, 27.88)
                             #ic(i)
                             fill_time = i[0]
@@ -297,10 +300,11 @@ class Backtester:
 
                             #fill_price = i[1]
                             print("FILL LIMIT SELL at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "at",i[1])
-                            if BT_FILL_LOG_SURROUNDING_TRADES != 0:
+                            surr_trades_cfg = cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')
+                            if surr_trades_cfg != 0:
                                 #TODO loguru
-                                print("FILL SELL SURR TRADES: before",work_range[index-BT_FILL_LOG_SURROUNDING_TRADES:index])
+                                print("FILL SELL SURR TRADES: before",work_range[index-surr_trades_cfg:index])
-                                print("FILL SELL SURR TRADES: fill and after",work_range[index:index+BT_FILL_LOG_SURROUNDING_TRADES])
+                                print("FILL SELL SURR TRADES: fill and after",work_range[index:index+surr_trades_cfg])
                             break
                     else:
                         consec_cnt = 0
@@ -314,11 +318,16 @@ class Backtester:
                     #ic(i)
                     fill_time = i[0]
                     fill_price = i[1]
-                    #přičteme MARKET PREMIUM z konfigurace (do budoucna mozna rozdilne pro BUY/SELL a nebo mozna z konfigurace pro dany itutl)
+                    #přičteme MARKET PREMIUM z konfigurace (je v pct nebo abs) (do budoucna mozna rozdilne pro BUY/SELL a nebo mozna z konfigurace pro dany titul)
+                    cfg_premium = cfh.config_handler.get_val('BT_FILL_PRICE_MARKET_ORDER_PREMIUM')
+                    if cfg_premium < 0: #configured as percentage
+                        premium = abs(cfg_premium) * fill_price / 100.0
+                    else: #configured as absolute value
+                        premium = cfg_premium           
                     if o.side == OrderSide.BUY:
-                        fill_price = fill_price + BT_FILL_PRICE_MARKET_ORDER_PREMIUM
+                        fill_price = fill_price + premium
                     elif o.side == OrderSide.SELL:
-                        fill_price = fill_price - BT_FILL_PRICE_MARKET_ORDER_PREMIUM
+                        fill_price = fill_price - premium
                     
                     print("FILL ",o.side,"MARKET at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "cena", i[1])
                     break
@@ -367,7 +376,7 @@ class Backtester:
     def _do_notification_with_callbacks(self, tradeupdate: TradeUpdate, time: float):
     
         #do callbacku je třeba zpropagovat filltime čas (včetně latency pro notifikaci), aby se pripadne akce v callbacku udály s tímto časem
-        self.time = time + float(BT_DELAYS.fill_to_not)
+        self.time = time + float(cfh.config_handler.get_val('BT_DELAYS','fill_to_not'))
         print("current bt.time",self.time)
         #print("FILL NOTIFICATION: ", tradeupdate)
         res = asyncio.run(self.order_fill_callback(tradeupdate))
@@ -820,10 +829,10 @@ class Backtester:
             Trades:''' + str(len(self.trades)))
         textik8 = html.Div('''
             Profit:''' + str(state.profit))
-        textik9 = html.Div(f"{BT_FILL_CONS_TRADES_REQUIRED=}")
+        textik9 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED')=}")
-        textik10 = html.Div(f"{BT_FILL_LOG_SURROUNDING_TRADES=}")
+        textik10 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')=}")
-        textik11 = html.Div(f"{BT_FILL_CONDITION_BUY_LIMIT=}")
+        textik11 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONDITION_BUY_LIMIT')=}")
-        textik12 = html.Div(f"{BT_FILL_CONDITION_SELL_LIMIT=}")
+        textik12 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONDITION_SELL_LIMIT')=}")
         
         orders_title = dcc.Markdown('## Open orders')
         trades_title = dcc.Markdown('## Trades')

v2realbot/config.py

@@ -8,9 +8,6 @@ from collections import defaultdict
 #the first occurence of using it will load it globally
 _ml_module_loaded = False
 
-#TBD - konfiguracni dict issue #148
-#CFG: defaultdict = defaultdict(None)
-
 #directory for generated images and basic reports
 MEDIA_DIRECTORY = Path(__file__).parent.parent.parent / "media"
 RUNNER_DETAIL_DIRECTORY = Path(__file__).parent.parent.parent / "runner_detail"
@@ -20,58 +17,16 @@ LOG_PATH = Path(__file__).parent.parent
 LOG_FILE = Path(__file__).parent.parent / "strat.log"
 JOB_LOG_FILE = Path(__file__).parent.parent / "job.log"
 
-#'0.0.0.0',
-#currently only prod server has acces to LIVE
-PROD_SERVER_HOSTNAMES = ['tradingeastcoast','David-MacBook-Pro.local'] #,'David-MacBook-Pro.local'
-TEST_SERVER_HOSTNAMES = ['tradingtest'] 
-
-#TODO vybrane dat do config db a managovat pres GUI
-
-#DEFAULT AGGREGATOR filter trades
-#NOTE pridana F - Inter Market Sweep Order - obcas vytvarela spajky
-AGG_EXCLUDED_TRADES = ['C','O','4','B','7','V','P','W','U','Z','F']
-
-OFFLINE_MODE = False
-
-# ilog lvls = 0,1 - 0 debug, 1 info
-ILOG_SAVE_LEVEL_FROM  = 1
-
-#minimalni vzdalenost mezi trady, kterou agregator pousti pro CBAR(0.001 - blokuje mensi nez 1ms)
-GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN = 0.003
-#normalized price for tick 0.01
-NORMALIZED_TICK_BASE_PRICE = 30.00
-LOG_RUNNER_EVENTS = False
-#no print in console
-QUIET_MODE = True
-#how many consecutive trades with the fill price are necessary for LIMIT fill to happen in backtesting
-#0 - optimistic, every knot high will fill the order
-#N - N consecutive trades required
-#not impl.yet
-#minimum is 1, na alpace live to vetsinou vychazi 7-8 u BAC, je to hodne podobne tomu, nez je cena překonaná pul centu. tzn. 7-8 a nebo FillCondition.SLOW
-BT_FILL_CONS_TRADES_REQUIRED = 2
-#during bt trade execution logs X-surrounding trades of the one that triggers the fill
-BT_FILL_LOG_SURROUNDING_TRADES = 10
-#fill condition for limit order in bt
-# fast - price has to be equal or bigger <=
-# slow - price has to be bigger <
-BT_FILL_CONDITION_BUY_LIMIT = FillCondition.SLOW
-BT_FILL_CONDITION_SELL_LIMIT = FillCondition.SLOW
-#TBD TODO not implemented yet
-BT_FILL_PRICE_MARKET_ORDER_PREMIUM = 0.005
-#backend counter of api requests
-COUNT_API_REQUESTS = False
 #stratvars that cannot be changed in gui
 STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
-DATA_DIR = user_data_dir("v2realbot", "david")
+DATA_DIR = user_data_dir("v2realbot", False)
 MODEL_DIR = Path(DATA_DIR)/"models"
 #BT DELAYS
 #profiling
 PROFILING_NEXT_ENABLED = False
 PROFILING_OUTPUT_DIR = DATA_DIR
 
-#FILL CONFIGURATION CLASS FOR BACKTESTING
+#WIP - FILL CONFIGURATION CLASS FOR BACKTESTING
-
-#WIP 
 class BT_FILL_CONF:
     """"
     Trida pro konfiguraci backtesting fillu pro dany symbol, pokud neexistuje tak fallback na obecny viz vyse-
@@ -85,24 +40,6 @@ class BT_FILL_CONF:
         self.BT_FILL_CONDITION_SELL_LIMIT=BT_FILL_CONDITION_SELL_LIMIT
         self.BT_FILL_PRICE_MARKET_ORDER_PREMIUM=BT_FILL_PRICE_MARKET_ORDER_PREMIUM
 
-
-""""
-LATENCY DELAYS for LIVE eastcoast
-.000 trigger - last_trade_time (.4246266)
-+.020 vstup do strategie a BUY (.444606)
-+.023 submitted (.469198)
-+.008    filled (.476695552)
-+.023   fill not(.499888)
-"""
-#TODO změnit názvy delay promennych vystizneji a obecneji
-class BT_DELAYS:
-    trigger_to_strat: float = 0.020
-    strat_to_sub: float = 0.023
-    sub_to_fill: float = 0.008
-    fill_to_not: float = 0.023
-    #doplnit dle live
-    limit_order_offset: float = 0
- 
 class Keys:
     def __init__(self, api_key, secret_key, paper, feed) -> None:
         self.API_KEY = api_key
@@ -209,19 +146,7 @@ except ValueError:
 #zatim jsou LIVE_DATA nastaveny jako z account1_paper
 LIVE_DATA_API_KEY = ACCOUNT1_PAPER_API_KEY
 LIVE_DATA_SECRET_KEY = ACCOUNT1_PAPER_SECRET_KEY
-
+#LIVE_DATA_FEED je nastaveny v config_handleru
-# Load the data feed type from environment variable
-data_feed_type_str = os.environ.get('LIVE_DATA_FEED', 'iex')  # Default to 'sip' if not set
-
-# Convert the string to DataFeed enum
-try:
-    LIVE_DATA_FEED = DataFeed(data_feed_type_str)
-except ValueError:
-    # Handle the case where the environment variable does not match any enum member
-    print(f"Invalid data feed type: {data_feed_type_str} in LIVE_DATA_FEED defaulting to 'iex'")
-    LIVE_DATA_FEED = DataFeed.IEX
-
-# LIVE_DATA_FEED = DataFeed.IEX
 
 class KW:
     activate: str = "activate"

v2realbot/controller/configs.py

@@ -1,30 +1,31 @@
-import config as cfg
+
-from v2realbot.common.db import pool
+import v2realbot.common.db as db
 from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
 import orjson
+import v2realbot.utils.config_handler as ch
 
 # region CONFIG db services
 #TODO vytvorit modul pro dotahovani z pythonu (get_from_config(var_name, def_value) {)- stejne jako v js 
 #TODO zvazit presunuti do TOML z JSONu
 def get_all_config_items():
-    conn = pool.get_connection()
+    conn = db.pool.get_connection()
     try:
         cursor = conn.cursor()
         cursor.execute('SELECT id, item_name, json_data FROM config_table')
         config_items = [{"id": row[0], "item_name": row[1], "json_data": row[2]} for row in cursor.fetchall()]
     finally:
-        pool.release_connection(conn)
+        db.pool.release_connection(conn)
     return 0, config_items
 
 # Function to get a config item by ID
 def get_config_item_by_id(item_id):
-    conn = pool.get_connection()
+    conn = db.pool.get_connection()
     try:
         cursor = conn.cursor()
         cursor.execute('SELECT item_name, json_data FROM config_table WHERE id = ?', (item_id,))
         row = cursor.fetchone()
     finally:
-        pool.release_connection(conn)
+        db.pool.release_connection(conn)
     if row is None:
         return -2, "not found"
     else:
@@ -33,7 +34,7 @@ def get_config_item_by_id(item_id):
 # Function to get a config item by ID
 def get_config_item_by_name(item_name):
     #print(item_name)
-    conn = pool.get_connection()
+    conn = db.pool.get_connection()
     try:
         cursor = conn.cursor()
         query = f"SELECT item_name, json_data FROM config_table WHERE item_name = '{item_name}'"
@@ -42,7 +43,7 @@ def get_config_item_by_name(item_name):
         row = cursor.fetchone()
         #print(row)
     finally:
-        pool.release_connection(conn)
+        db.pool.release_connection(conn)
     if row is None:
         return -2, "not found"
     else:
@@ -50,7 +51,7 @@ def get_config_item_by_name(item_name):
 
 # Function to create a new config item
 def create_config_item(config_item: ConfigItem):
-    conn = pool.get_connection()
+    conn = db.pool.get_connection()
     try:
         try:
             cursor = conn.cursor()
@@ -59,7 +60,7 @@ def create_config_item(config_item: ConfigItem):
             conn.commit()
             print(item_id)
         finally:
-            pool.release_connection(conn)
+            db.pool.release_connection(conn)
 
         return 0, {"id": item_id, "item_name":config_item.item_name, "json_data":config_item.json_data}
     except Exception as e:
@@ -67,27 +68,31 @@ def create_config_item(config_item: ConfigItem):
 
 # Function to update a config item by ID
 def update_config_item(item_id, config_item: ConfigItem):
-    conn = pool.get_connection()
+    conn = db.pool.get_connection()
     try:
         try:
             cursor = conn.cursor()
             cursor.execute('UPDATE config_table SET item_name = ?, json_data = ? WHERE id = ?', (config_item.item_name, config_item.json_data, item_id))
             conn.commit()
+
+            #refresh active item je zatím řešena takto natvrdo při updatu položky "active_profile" a při startu aplikace
+            if config_item.item_name == "active_profile":
+                ch.config_handler.activate_profile()
         finally:
-            pool.release_connection(conn)
+            db.pool.release_connection(conn)
         return 0, {"id": item_id, **config_item.dict()}
     except Exception as e:
         return -2, str(e)
     
 # Function to delete a config item by ID
 def delete_config_item(item_id):
-    conn = pool.get_connection()
+    conn = db.pool.get_connection()
     try:
         cursor = conn.cursor()
         cursor.execute('DELETE FROM config_table WHERE id = ?', (item_id,))
         conn.commit()
     finally:
-       pool.release_connection(conn) 
+       db.pool.release_connection(conn) 
     return 0, {"id": item_id}
 
 # endregion

v2realbot/controller/run_manager.py

@@ -7,7 +7,7 @@ from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeSt
 from datetime import datetime
 from v2realbot.loader.trade_offline_streamer import Trade_Offline_Streamer
 from threading import Thread, current_thread, Event, enumerate
-from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE
+from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
 import importlib
 from alpaca.trading.requests import GetCalendarRequest
 from alpaca.trading.client import TradingClient

v2realbot/controller/services.py

@@ -14,7 +14,7 @@ from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeSt
 from datetime import datetime
 from v2realbot.loader.trade_offline_streamer import Trade_Offline_Streamer
 from threading import Thread, current_thread, Event, enumerate
-from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, ACCOUNT1_LIVE_FEED, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE, LIVE_DATA_FEED
+from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, ACCOUNT1_LIVE_FEED, DATA_DIR, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
 import importlib
 from alpaca.trading.requests import GetCalendarRequest
 from alpaca.trading.client import TradingClient
@@ -29,7 +29,8 @@ import pandas as pd
 from traceback import format_exc
 from datetime import timedelta, time
 from threading import Lock
-from v2realbot.common.db import pool, execute_with_retry, row_to_runarchive, row_to_runarchiveview
+from v2realbot.common.db import pool, execute_with_retry
+import v2realbot.common.transform as tr
 from sqlite3 import OperationalError, Row
 import v2realbot.strategyblocks.indicators.custom as ci
 from v2realbot.strategyblocks.inits.init_indicators import initialize_dynamic_indicators
@@ -40,6 +41,7 @@ import v2realbot.reporting.metricstoolsimage as mt
 import gzip
 import os
 import msgpack
+import v2realbot.utils.config_handler as cfh
 #import gc
 #from pyinstrument import Profiler
 #adding lock to ensure thread safety of TinyDB (in future will be migrated to proper db)
@@ -886,14 +888,9 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
                         rectype=strat.state.rectype,
                         cache_used=strat.dataloader.cache_used if isinstance(strat.dataloader, Trade_Offline_Streamer) else None,
                         configs=dict(
-                            LIVE_DATA_FEED=str(LIVE_DATA_FEED),
+                            CONFIG_HANDLER=dict(profile=cfh.config_handler.active_profile, values=cfh.config_handler.active_config)))
-                            GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN=GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN,
-                            BT_FILL_CONS_TRADES_REQUIRED=BT_FILL_CONS_TRADES_REQUIRED,
-                            BT_FILL_LOG_SURROUNDING_TRADES=BT_FILL_LOG_SURROUNDING_TRADES,
-                            BT_FILL_CONDITION_BUY_LIMIT=BT_FILL_CONDITION_BUY_LIMIT,
-                            BT_FILL_CONDITION_SELL_LIMIT=BT_FILL_CONDITION_SELL_LIMIT))
 
-        
+    
         #add profit of this batch iteration to batch_sum_profit
         if inter_batch_params is not None:
             inter_batch_params["batch_profit"] += round(float(strat.state.profit),2)
@@ -1009,7 +1006,7 @@ def get_all_archived_runners() -> list[RunArchiveView]:
         rows = c.fetchall()
         results = []
         for row in rows:
-            results.append(row_to_runarchiveview(row))
+            results.append(tr.row_to_runarchiveview(row))
     finally:
         conn.row_factory = None
         pool.release_connection(conn)        
@@ -1039,7 +1036,7 @@ def get_all_archived_runners() -> list[RunArchiveView]:
 #         c.execute(paginated_query)
 #         rows = c.fetchall()
 
-#         results = [row_to_runarchiveview(row) for row in rows]
+#         results = [tr.row_to_runarchiveview(row) for row in rows]
 
 #     finally:
 #         conn.row_factory = None
@@ -1089,7 +1086,7 @@ def get_all_archived_runners_p_original(request: DataTablesRequest) -> Tuple[int
         c.execute(filtered_count_query, {'search_value': f'%{search_value}%'})
         filtered_count = c.fetchone()[0]
 
-        results = [row_to_runarchiveview(row) for row in rows]
+        results = [tr.row_to_runarchiveview(row) for row in rows]
 
     finally:
         conn.row_factory = None
@@ -1162,7 +1159,7 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
         c.execute(filtered_count_query, {'search_value': f'%{search_value}%'})
         filtered_count = c.fetchone()[0]
 
-        results = [row_to_runarchiveview(row) for row in rows]
+        results = [tr.row_to_runarchiveview(row) for row in rows]
 
     finally:
         conn.row_factory = None
@@ -1197,7 +1194,7 @@ def get_archived_runner_header_byID(id: UUID) -> RunArchive:
         row = c.fetchone()
 
         if row:
-            return 0, row_to_runarchive(row)
+            return 0, tr.row_to_runarchive(row)
         else:
             return -2, "not found"
 
@@ -1903,7 +1900,7 @@ def get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetim
             return 0, result            
         else:
             print(str(e) + format_exc())
-            if OFFLINE_MODE:
+            if cfh.config_handler.get_val('OFFLINE_MODE'):
                 print("OFFLINE MODE ENABLED")
                 return 0, []
             return -2, str(e)    

v2realbot/interfaces/backtest_interface.py

@@ -2,9 +2,9 @@ from alpaca.trading.enums import OrderSide, OrderType
 from threading import Lock
 from v2realbot.interfaces.general_interface import GeneralInterface
 from v2realbot.backtesting.backtester import Backtester
-from v2realbot.config import BT_DELAYS, COUNT_API_REQUESTS
 from datetime import datetime
 from v2realbot.utils.utils import zoneNY
+import v2realbot.utils.config_handler as cfh
 
 """"
 backtester methods can be called
@@ -19,7 +19,7 @@ class BacktestInterface(GeneralInterface):
     def __init__(self, symbol, bt: Backtester) -> None:
         self.symbol = symbol
         self.bt = bt
-        self.count_api_requests = COUNT_API_REQUESTS
+        self.count_api_requests = cfh.config_handler.get_val('COUNT_API_REQUESTS')
         self.mincnt = list([dict(minute=0,count=0)])
         #TODO time v API nejspis muzeme dat pryc a BT bude si to brat primo ze self.time (nezapomenout na + BT_DELAYS)
         # self.time = self.bt.time
@@ -43,33 +43,33 @@ class BacktestInterface(GeneralInterface):
     def buy(self, size = 1, repeat: bool = False):
         self.count()
         #add REST API latency
-        return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.BUY,size=size,order_type = OrderType.MARKET) 
+        return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.BUY,size=size,order_type = OrderType.MARKET) 
     
     """buy limit"""
     def buy_l(self, price: float, size: int = 1, repeat: bool = False, force: int = 0):
         self.count()
-        return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.BUY,size=size,price=price,order_type = OrderType.LIMIT) 
+        return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.BUY,size=size,price=price,order_type = OrderType.LIMIT) 
     
     """sell market"""
     def sell(self, size = 1, repeat: bool = False):
         self.count()
-        return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.SELL,size=size,order_type = OrderType.MARKET) 
+        return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.SELL,size=size,order_type = OrderType.MARKET) 
 
     """sell limit"""
     async def sell_l(self, price: float, size = 1, repeat: bool = False):
         self.count()
-        return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.SELL,size=size,price=price,order_type = OrderType.LIMIT)        
+        return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.SELL,size=size,price=price,order_type = OrderType.LIMIT)        
 
     """replace order"""
     async def repl(self, orderid: str, price: float = None, size: int = None, repeat: bool = False):
         self.count()
-        return self.bt.replace_order(time=self.bt.time + BT_DELAYS.strat_to_sub,id=orderid,size=size,price=price)
+        return self.bt.replace_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),id=orderid,size=size,price=price)
     
     """cancel order"""
     #TBD exec predtim?
     def cancel(self, orderid: str):
         self.count()
-        return self.bt.cancel_order(time=self.bt.time + BT_DELAYS.strat_to_sub, id=orderid)
+        return self.bt.cancel_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'), id=orderid)
 
     """get positions ->(size,avgp)"""
     #TBD exec predtim?

v2realbot/loader/aggregator.py

@@ -11,10 +11,10 @@ import threading
 from copy import deepcopy
 from msgpack import unpackb
 import os
-from v2realbot.config import DATA_DIR, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, AGG_EXCLUDED_TRADES
+from v2realbot.config import DATA_DIR
-import pickle
 import dill
 import gzip
+import v2realbot.utils.config_handler as cfh
 
 class TradeAggregator:  
     def __init__(self,
@@ -25,7 +25,7 @@ class TradeAggregator:
                  align: StartBarAlign = StartBarAlign.ROUND,
                  mintick: int = 0,
                  exthours: bool = False,
-                 excludes: list = AGG_EXCLUDED_TRADES,
+                 excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'),
                  skip_cache: bool = False):
         """
         UPDATED VERSION - vrací více záznamů
@@ -293,7 +293,7 @@ class TradeAggregator:
             self.diff_price = True    
         self.last_price = data['p'] 
 
-        if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
+        if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
             self.trades_too_close = True
         else:
             self.trades_too_close = False
@@ -540,7 +540,7 @@ class TradeAggregator:
             self.diff_price = True    
         self.last_price = data['p'] 
 
-        if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
+        if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
             self.trades_too_close = True
         else:
             self.trades_too_close = False
@@ -712,7 +712,7 @@ class TradeAggregator:
             self.diff_price = True    
         self.last_price = data['p'] 
 
-        if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
+        if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
             self.trades_too_close = True
         else:
             self.trades_too_close = False
@@ -872,7 +872,7 @@ class TradeAggregator:
             self.diff_price = True    
         self.last_price = data['p'] 
 
-        if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
+        if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
             self.trades_too_close = True
         else:
             self.trades_too_close = False
@@ -968,7 +968,7 @@ class TradeAggregator2Queue(TradeAggregator):
     Child of TradeAggregator - sends items to given queue
     In the future others will be added - TradeAggToTxT etc.
     """
-    def __init__(self, symbol: str, queue: Queue, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = AGG_EXCLUDED_TRADES, skip_cache: bool = False):
+    def __init__(self, symbol: str, queue: Queue, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'), skip_cache: bool = False):
         super().__init__(rectype=rectype, resolution=resolution, minsize=minsize, update_ltp=update_ltp, align=align, mintick=mintick, exthours=exthours, excludes=excludes, skip_cache=skip_cache)
         self.queue = queue
         self.symbol = symbol
@@ -1013,7 +1013,7 @@ class TradeAggregator2List(TradeAggregator):
     """"
     stores records to the list
     """
-    def __init__(self, symbol: str, btdata: list, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = AGG_EXCLUDED_TRADES, skip_cache: bool = False):
+    def __init__(self, symbol: str, btdata: list, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'), skip_cache: bool = False):
         super().__init__(rectype=rectype, resolution=resolution, minsize=minsize, update_ltp=update_ltp, align=align, mintick=mintick, exthours=exthours, excludes=excludes, skip_cache=skip_cache)
         self.btdata = btdata
         self.symbol = symbol

v2realbot/loader/trade_offline_streamer.py

@@ -2,7 +2,7 @@ from v2realbot.loader.aggregator import TradeAggregator, TradeAggregator2List, T
 #from v2realbot.loader.cacher import get_cached_agg_data
 from alpaca.trading.requests import GetCalendarRequest
 from alpaca.data.live import StockDataStream
-from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE, LIVE_DATA_FEED
+from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR
 from alpaca.data.enums import DataFeed
 from alpaca.data.historical import StockHistoricalDataClient
 from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
@@ -26,6 +26,7 @@ import time
 from traceback import format_exc
 from collections import defaultdict
 import requests
+import v2realbot.utils.config_handler as cfh
 """
     Trade offline data streamer, based on Alpaca historical data.
 """
@@ -103,6 +104,8 @@ class Trade_Offline_Streamer(Thread):
             print("call add streams to queue first")
             return 0
         
+        cfh.config_handler.print_current_config()
+
         #iterujeme nad streamy
         for i in self.streams:
             self.uniquesymbols.add(i.symbol)
@@ -136,8 +139,8 @@ class Trade_Offline_Streamer(Thread):
         #datetime.fromtimestamp(data['updated']).astimezone(zoneNY))
         #REFACTOR STARTS HERE
         #print(f"{self.time_from=} {self.time_to=}")
-              
+ 
-        if OFFLINE_MODE:
+        if cfh.config_handler.get_val('OFFLINE_MODE'):
             #just one day - same like time_from
             den = str(self.time_to.date())
             bt_day = Calendar(date=den,open="9:30",close="16:00")
@@ -149,6 +152,8 @@ class Trade_Offline_Streamer(Thread):
 
             #zatim podpora pouze main session
         
+        live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
+
         #zatim podpora pouze 1 symbolu, predelat na froloop vsech symbolu ze symbpole
         #minimalni jednotka pro CACHE je 1 den - a to jen marketopen to marketclose (extended hours not supported yet)
         for day in cal_dates:
@@ -194,7 +199,7 @@ class Trade_Offline_Streamer(Thread):
             #cache resime jen kdyz backtestujeme cely den a mame sip datapoint (iex necachujeme)
             #pokud ne tak ani necteme, ani nezapisujeme do cache
 
-            if (self.time_to >= day.close and self.time_from <= day.open) and LIVE_DATA_FEED == DataFeed.SIP:
+            if (self.time_to >= day.close and self.time_from <= day.open) and live_data_feed == DataFeed.SIP:
                 #tento odstavec obchazime pokud je nastaveno "dont_use_cache"
                 stream_btdata = self.to_run[symbpole[0]][0]
                 cache_btdata, file_btdata = stream_btdata.get_cache(day.open, day.close)
@@ -251,7 +256,7 @@ class Trade_Offline_Streamer(Thread):
                 print("Remote Fetch DAY DATA Complete", day.open, day.close)
 
                 #pokud jde o dnešní den a nebyl konec trhu tak cache neukládáme, pripadne pri iex datapointu necachujeme
-                if (day.open < datetime.now().astimezone(zoneNY) < day.close) or LIVE_DATA_FEED == DataFeed.IEX:
+                if (day.open < datetime.now().astimezone(zoneNY) < day.close) or live_data_feed == DataFeed.IEX:
                     print("not saving trade cache, market still open today or IEX datapoint")
                     #ic(datetime.now().astimezone(zoneNY))
                     #ic(day.open, day.close)

v2realbot/loader/trade_ws_streamer.py

@@ -4,7 +4,7 @@
 """
 from v2realbot.loader.aggregator import TradeAggregator2Queue
 from alpaca.data.live import StockDataStream
-from v2realbot.config import LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, LIVE_DATA_FEED
+from v2realbot.config import LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY
 from alpaca.data.historical import StockHistoricalDataClient
 from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
 from threading import Thread, current_thread
@@ -12,6 +12,7 @@ from v2realbot.utils.utils import parse_alpaca_timestamp, ltp
 from datetime import datetime, timedelta
 from threading import Thread, Lock
 from msgpack import packb
+import v2realbot.utils.config_handler as cfh
 
 """
     Shared streamer (can be shared amongst concurrently running strategies)
@@ -19,11 +20,12 @@ from msgpack import packb
     by strategies
 """
 class Trade_WS_Streamer(Thread):
-
+    live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
     ##tento ws streamer je pouze jeden pro vsechny, tzn. vyuziváme natvrdo placena data primarniho uctu (nezalezi jestli paper nebo live)
-    msg = f"Realtime Websocket connection will use FEED: {LIVE_DATA_FEED} and credential of ACCOUNT1"
+    msg = f"Realtime Websocket connection will use FEED: {live_data_feed} and credential of ACCOUNT1"
     print(msg)
-    client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=LIVE_DATA_FEED)
+    #cfh.config_handler.print_current_config()
+    client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=live_data_feed)
     #uniquesymbols = set()
     _streams = []
     #to_run = dict()
@@ -45,6 +47,18 @@ class Trade_WS_Streamer(Thread):
         Trade_WS_Streamer._streams.append(obj)
         if Trade_WS_Streamer.client._running is False:
             print("websocket zatim nebezi, pouze pridavame do pole")
+
+            #zde delame refresh clienta (pokud se zmenilo live_data_feed)
+
+            # live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
+            # #po otestování přepnout jen pokud se live_data_feed změnil
+            # #if live_data_feed != Trade_WS_Streamer.live_data_feed:
+            # #    Trade_WS_Streamer.live_data_feed = live_data_feed
+            # msg = f"REFRESH OF CLIENT! Realtime Websocket connection will use FEED: {live_data_feed} and credential of ACCOUNT1"
+            # print(msg)
+            # #cfh.config_handler.print_current_config()
+            # Trade_WS_Streamer.client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=live_data_feed)
+
         else:
             print("websocket client bezi")
             if self.symbol_exists(obj.symbol):

v2realbot/main.py

@@ -9,8 +9,6 @@ from fastapi import FastAPI, Depends, HTTPException, status, File, UploadFile, R
 from fastapi.security import APIKeyHeader
 import uvicorn
 from uuid import UUID
-import v2realbot.controller.services as cs
-import v2realbot.controller.configs as cf
 from v2realbot.utils.ilog import get_log_window
 from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunnerView, RunRequest, Trade, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem, InstantIndicator, DataTablesRequest, AnalyzerInputs
 from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
@@ -44,6 +42,8 @@ from typing import List
 import v2realbot.controller.run_manager as rm
 import v2realbot.scheduler.ap_scheduler as aps
 import re
+import v2realbot.controller.configs as cf
+import v2realbot.controller.services as cs
 #from async io import Queue, QueueEmpty
 #              
 # install()
@@ -813,7 +813,7 @@ def update_item(item_id: int, config_item: ConfigItem) -> ConfigItem:
     if res != 0:
         raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found")
 
-    res, sada = cs.update_config_item(item_id, config_item)
+    res, sada = cf.update_config_item(item_id, config_item)
     if res == 0: return sada
     else:
         raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error not created: {res}:{id}")

v2realbot/scheduler/ap_scheduler.py

@@ -6,7 +6,7 @@ from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunDay, S
 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
-from v2realbot.config import JOB_LOG_FILE, STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE
+from v2realbot.config import JOB_LOG_FILE, STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
 import numpy as np
 from rich import print as richprint
 import v2realbot.controller.services as cs

v2realbot/strategy/base.py

@@ -6,7 +6,7 @@ from v2realbot.utils.utils import AttributeDict, zoneNY, is_open_rush, is_close_
 from v2realbot.utils.tlog import tlog
 from v2realbot.utils.ilog import insert_log, insert_log_multiple_queue
 from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Order, Account
-from v2realbot.config import BT_DELAYS, get_key, HEARTBEAT_TIMEOUT, QUIET_MODE, LOG_RUNNER_EVENTS, ILOG_SAVE_LEVEL_FROM,PROFILING_NEXT_ENABLED, PROFILING_OUTPUT_DIR, AGG_EXCLUDED_TRADES
+from v2realbot.config import get_key, HEARTBEAT_TIMEOUT, PROFILING_NEXT_ENABLED, PROFILING_OUTPUT_DIR
 import queue
 #from rich import print
 from v2realbot.loader.aggregator import TradeAggregator2Queue, TradeAggregator2List, TradeAggregator
@@ -29,6 +29,7 @@ from rich import print as printnow
 from collections import defaultdict
 import v2realbot.strategyblocks.activetrade.sl.optimsl as optimsl
 from tqdm import tqdm
+import v2realbot.utils.config_handler as cfh
 
 if PROFILING_NEXT_ENABLED:
     from pyinstrument import Profiler
@@ -93,7 +94,7 @@ class Strategy:
             align: StartBarAlign = StartBarAlign.ROUND,
             mintick: int = 0,
             exthours: bool = False,
-            excludes: list = AGG_EXCLUDED_TRADES):
+            excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES')):
         
         ##TODO vytvorit self.datas_here containing dict - queue - SYMBOL - RecType - 
         ##zatim natvrdo
@@ -327,8 +328,8 @@ class Strategy:
         elif self.rectype == RecordType.TRADE:
             self.state.last_trade_time = item['t']
         if self.mode == Mode.BT or self.mode == Mode.PREP:
-            self.bt.time = self.state.last_trade_time + BT_DELAYS.trigger_to_strat
+            self.bt.time = self.state.last_trade_time + cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')
-            self.state.time = self.state.last_trade_time + BT_DELAYS.trigger_to_strat
+            self.state.time = self.state.last_trade_time + cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')
         elif self.mode == Mode.LIVE or self.mode == Mode.PAPER:
             self.state.time = datetime.now().timestamp()
         #ic('time updated')
@@ -805,7 +806,7 @@ class StrategyState:
         self.iter_log_list = None
   
     def ilog(self, e: str = None, msg: str = None, lvl: int = 1, **kwargs):
-        if lvl < ILOG_SAVE_LEVEL_FROM:
+        if lvl < cfh.config_handler.get_val('ILOG_SAVE_LEVEL_FROM'):
             return
         
         if self.mode == Mode.LIVE or self.mode == Mode.PAPER:
@@ -829,6 +830,4 @@ class StrategyState:
                 row = dict(time=time, event=e, message=msg, details=kwargs)
         self.iter_log_list.append(row)
         row["name"] = self.name
-        print(row)
+        print(row)
-        #zatim obecny parametr -predelat per RUN?
-        #if LOG_RUNNER_EVENTS: insert_log(self.runner_id, time=self.time, logdict=row)

v2realbot/tools/createbatchimage.py

@@ -21,7 +21,7 @@ from io import BytesIO
 from v2realbot.utils.historicals import get_historical_bars
 from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
 import mlroom.utils.ext_services as es
-from v2realbot.common.db import pool, execute_with_retry, row_to_runarchive, row_to_runarchiveview
+from v2realbot.common.db import pool, execute_with_retry
 from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict
 import tqdm
 

v2realbot/utils/config_defaults.py

@@ -0,0 +1,64 @@
+from alpaca.data.enums import DataFeed
+from v2realbot.enums.enums import FillCondition
+
+#Separate file that contains default values for all config variables
+#they are loaded by the config_handler and then can be overriden on the fly 
+#by configuration profiles
+
+#note if the type is not simple (enum etc.) dont forget to add it to config_handler get_val function to transform
+
+#PREMIUM pro MARKET order, if positive it means absolute value (0.005), if negative it means pct (0.0167)  #0.005 is approximately 0.0167% of base price 30.
+BT_FILL_PRICE_MARKET_ORDER_PREMIUM=0.005
+#no dense print in the console
+QUIET_MODE=True
+BT_FILL_CONS_TRADES_REQUIRED=2
+BT_FILL_LOG_SURROUNDING_TRADES= 10
+LIVE_DATA_FEED=DataFeed.IEX
+OFFLINE_MODE = False
+#minimalni vzdalenost mezi trady, kterou agregator pousti pro CBAR(0.001 - blokuje mensi nez 1ms)
+GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN = 0.003
+#normalized price for tick 0.01
+NORMALIZED_TICK_BASE_PRICE = 30.00
+
+#DEFAULT AGGREGATOR filter trades
+#NOTE pridana F - Inter Market Sweep Order - obcas vytvarela spajky
+AGG_EXCLUDED_TRADES = ['C','O','4','B','7','V','P','W','U','Z','F']
+#how many consecutive trades with the fill price are necessary for LIMIT fill to happen in backtesting
+#0 - optimistic, every knot high will fill the order
+#N - N consecutive trades required
+#not impl.yet
+#minimum is 1, na alpace live to vetsinou vychazi 7-8 u BAC, je to hodne podobne tomu, nez je cena překonaná pul centu. tzn. 7-8 a nebo FillCondition.SLOW
+BT_FILL_CONS_TRADES_REQUIRED = 2
+#during bt trade execution logs X-surrounding trades of the one that triggers the fill
+BT_FILL_LOG_SURROUNDING_TRADES = 10
+#fill condition for limit order in bt
+# fast - price has to be equal or bigger <=
+# slow - price has to be bigger <
+BT_FILL_CONDITION_BUY_LIMIT = FillCondition.SLOW
+BT_FILL_CONDITION_SELL_LIMIT = FillCondition.SLOW
+#backend counter of api requests
+COUNT_API_REQUESTS = False
+# ilog lvls = 0,1 - 0 debug, 1 info
+ILOG_SAVE_LEVEL_FROM  = 1
+#currently only prod server has acces to LIVE
+PROD_SERVER_HOSTNAMES = ['tradingeastcoast','David-MacBook-Pro.local'] #,'David-MacBook-Pro.local'
+TEST_SERVER_HOSTNAMES = ['tradingtest'] 
+
+""""
+LATENCY DELAYS for LIVE eastcoast
+.000 trigger - last_trade_time (.4246266)
++.020 vstup do strategie a BUY (.444606)
++.023 submitted (.469198)
++.008    filled (.476695552)
++.023   fill not(.499888)
+"""
+BT_DELAYS = {
+    "trigger_to_strat": 0.020,
+    "strat_to_sub": 0.023,
+    "sub_to_fill": 0.008,
+    "fill_to_not": 0.023,
+    #doplnit dle live
+    "limit_order_offset": 0,
+}
+
+#cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')

v2realbot/utils/config_handler.py

@@ -0,0 +1,118 @@
+import v2realbot.controller.configs as cfgservices
+import orjson
+from traceback import format_exc
+from alpaca.data.enums import DataFeed
+import v2realbot.utils.config_defaults as config_defaults
+from v2realbot.enums.enums import FillCondition
+from rich import print
+
+def aggregate_configurations(module):
+    return {key: getattr(module, key) for key in dir(module) if key.isupper()}
+
+#config handler - signleton pattern
+#details https://chat.openai.com/share/e056af70-76da-4dbe-93a1-ecf99f0b0f29
+#it is initialized on app start, loading default and updating based on active_profile settings
+#also there is handler for updating active_profile which changes it immediately (in controller.config.update_config_item)
+class ConfigHandler:
+    _instance = None
+
+    #this ensure that it is created only once
+    def __new__(cls):
+        if cls._instance is None:
+            cls._instance = super(ConfigHandler, cls).__new__(cls)
+            # Initialize your default config here in __new__, since it's only done once
+            # Default configuration
+            # Dynamically create the configuration dictionary
+            cls.default_config = aggregate_configurations(config_defaults)
+            cls._instance.active_config = cls._instance.default_config.copy()
+            cls._instance.active_profile = "default"
+            #if there is profile to be activated, it is loaded overriding default
+            cls._instance.activate_profile()
+        return cls._instance
+
+    def load_profile(self, profile_name):
+        """
+        Load configuration profiles, JSON with all profiles is stored in config item 'profiles'
+        """
+        try:
+            config_directive = "profiles"
+            ret, res = cfgservices.get_config_item_by_name(config_directive)
+            if ret < 0:
+                print(f"CONFIG OVERRIDE {config_directive} Error {res}")
+                return
+            else:
+                fetched_dict = orjson.loads(res["json_data"])
+                override_configuration = fetched_dict.get(profile_name, None)
+                if override_configuration is not None:
+                    #first reset to default then override profile on top of them
+                    self.active_config = self.default_config.copy() 
+                    self.active_config.update(override_configuration)
+                    self.active_profile = profile_name
+                    print(f"Profile {profile_name} loaded successfully.")
+                    print("Current values:", self.active_config)
+                else:
+                    print(f"Profile {profile_name} does not exist in config item: {config_directive}")
+        except Exception as e:
+            print(f"Error while fetching {profile_name} error:" + str(e) + format_exc())
+
+    def activate_profile(self):
+        """
+        Activates the profiles which is stored in configuration as currently active.
+        """
+        try:
+            config_directive = "active_profile"
+            ret, res = cfgservices.get_config_item_by_name(config_directive)
+            if ret < 0:
+                print(f"ERROR fetching item {config_directive} Error {res}")
+                return
+            else:
+                fetched_dict = orjson.loads(res["json_data"])
+                active_profile = fetched_dict.get("ACTIVE_PROFILE", None)
+                if active_profile is not None:
+                    print("Activating profile", active_profile)
+                    self.load_profile(active_profile)
+                else:
+                    print("No ACTIVE_PROFILE element in config item: " + config_directive)
+
+        except Exception as e:
+            print(f"Error while activating profile:" + str(e) + format_exc())    
+
+    def get_val(self, key, subkey=None):
+        """
+        Retrieve a configuration value by key and optionally transforms to appropriate type
+        
+        Also supports nested dictionaries - with subkeys
+        """
+        value = self.active_config.get(key, None)
+        if subkey and isinstance(value, dict):
+            return value.get(subkey, None)        
+        match key:
+            case "LIVE_DATA_FEED":
+                return DataFeed(value)  # Convert to DataFeed enum
+            case "BT_FILL_CONDITION_BUY_LIMIT":
+                return FillCondition(value)
+            case "BT_FILL_CONDITION_SELL_LIMIT":
+                return FillCondition(value)
+            # Add cases for other enumeration conversions as needed
+            case _:
+                return value
+
+    def print_current_config(self):
+        print(f"Active profile {self.active_profile} conf_values: {str(self.active_config)}")
+
+# Global configuratio - it is imported by modules that need it. In the future can be changed to Dependency Ingestion (each service will have the config instance  as input parameter)
+config_handler = ConfigHandler()
+print(f"{config_handler.active_profile=}")
+print("config handler initialized")
+
+#this is how to get value
+#config_handler.get_val('BT_FILL_PRICE_MARKET_ORDER_PREMIUM')
+
+# config_handler.load_profile('profile1')  # Assuming 'profile1.json' exists
+# print(f"{config_handler.active_profile=}")
+
+# config_handler.load_profile('profile2')  # Assuming 'profile1.json' exists
+# print(f"{config_handler.active_profile=}")
+
+# config_handler.activate_profile()  # Switch to profile according to active_profile directive
+

v2realbot/utils/ilog.py

@@ -6,7 +6,7 @@ import json
 from datetime import datetime
 from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account
 from v2realbot.common.db import pool, insert_queue
-import sqlite3
+
 
 
 #standardne vraci pole tuplů, kde clen tuplu jsou sloupce

v2realbot/utils/sysutils.py

@@ -1,11 +1,11 @@
 import socket
 from v2realbot.enums.enums import Env
-from v2realbot.config import PROD_SERVER_HOSTNAMES, TEST_SERVER_HOSTNAMES
+import v2realbot.utils.config_handler as cfh
 
 def get_environment():
     """Determine if the current server is production or test based on hostname."""
     hostname = socket.gethostname()
-    if hostname in PROD_SERVER_HOSTNAMES:
+    if hostname in cfh.config_handler.get_val('PROD_SERVER_HOSTNAMES'):
         return Env.PROD
     else:
         return Env.TEST

v2realbot/utils/utils.py

@@ -13,7 +13,7 @@ from v2realbot.common.model import StrategyInstance, Runner, RunArchive, RunArch
 from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
 from typing import List
 import tomli
-from v2realbot.config import DATA_DIR, QUIET_MODE,NORMALIZED_TICK_BASE_PRICE,ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
+from v2realbot.config import DATA_DIR, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
 import requests
 from uuid import UUID
 #from decimal import Decimal
@@ -34,6 +34,7 @@ import re
 import tempfile
 import shutil
 from filelock import FileLock
+import v2realbot.utils.config_handler as cfh
 
 def validate_and_format_time(time_string):
     """
@@ -456,11 +457,11 @@ def get_tick(price: float, normalized_ticks: float = 0.01):
     u cen pod 30, vrací 0.01. U cen nad 30 vrací pomerne zvetsene, 
 
     """
-    if price<NORMALIZED_TICK_BASE_PRICE:
+    if price<cfh.config_handler.get_val('NORMALIZED_TICK_BASE_PRICE'):
         return normalized_ticks
     else:
         #ratio of price vs base price
-        ratio = price/NORMALIZED_TICK_BASE_PRICE
+        ratio = price/cfh.config_handler.get_val('NORMALIZED_TICK_BASE_PRICE')
         return price2dec(ratio*normalized_ticks)
 
 def eval_cond_dict(cond: dict) -> tuple[bool, str]:
@@ -681,7 +682,7 @@ zoneUTC = pytz.utc
 zonePRG = pytz.timezone('Europe/Amsterdam')
 
 def print(*args, **kwargs):
-    if QUIET_MODE:
+    if cfh.config_handler.get_val('QUIET_MODE'):
         pass
     else:
         ####ic(*args, **kwargs)