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bugfix

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This commit is contained in:
David Brazda
2023-04-19 21:25:56 +02:00
parent bf98a4925b
commit 9c05044373
1 changed files with 18 additions and 8 deletions
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26
v2realbot/ENTRY_backtest_strategyVykladaci.py
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@ -156,18 +156,19 @@ def next(data, state: StrategyState):
slope_lookback = int(state.vars.slope_lookback)
minimum_slope = float(state.vars.minimum_slope)
lookback_offset = int(state.vars.lookback_offset)
if len(state.bars.close) > slope_lookback + state.vars.lookback_offset:
if len(state.bars.close) > (slope_lookback + lookback_offset):
#SLOPE INDICATOR POPULATION
#úhel stoupání a klesání vyjádřený mezi -1 až 1
#pravý bod přímky je aktuální cena, levý je průměr X(lookback offset) starších hodnot od slope_lookback.
#obsahuje statický indikátor pro vizualizaci
array_od = slope_lookback + state.vars.lookback_offset
array_od = slope_lookback + lookback_offset
array_do = slope_lookback
lookbackprice_array = state.bars.vwap[-array_od:-array_do]
#obycejný prumer hodnot
lookbackprice = sum(lookbackprice_array)/state.vars.lookback_offset
lookbackprice = sum(lookbackprice_array)/lookback_offset
#výpočet úhlu
slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
@ -177,7 +178,7 @@ def next(data, state: StrategyState):
#state.indicators.roc.append(roc)
print("slope", state.indicators.slope[-5:])
state.ilog(e="Slope "+str(slope), msg="lookback price:"+str(lookbackprice), lookbackoffset=state.vars.lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-5:])
state.ilog(e="Slope "+str(slope), msg="lookback price:"+str(lookbackprice), lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-5:])
else:
state.ilog(e="Slope - not enough data", slope_lookback=slope_lookback)
@ -204,26 +205,35 @@ def next(data, state: StrategyState):
state.vars.limitka = None
state.vars.limitka_price = None
limitka_found = False
limitka_qty = 0
for o in orderlist:
if o.side == OrderSide.SELL:
print("Nalezena LIMITKA")
limitka_found = True
state.vars.limitka = o.id
state.vars.limitka_price = o.limit_price
limitka_qty = o.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)
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)
#neni limitka, ale mela by byt - vytváříme ji
if state.positions > 0 and state.vars.limitka is None:
if int(state.positions) > 0 and state.vars.limitka is None:
state.ilog(e="Limitka neni, ale mela by být.")
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_price = price
state.ilog(e="Vytvořena nová limitka", limitka=str(state.vars.limitka), limtka_price=state.vars.limitka_price)
if int(state.positions) > 0 and (int(state.positions) != limitka_qty):
#limitka existuje, ale spatne mnostvi - updatujeme
state.ilog(e="Limitka existuje, ale spatne mnozstvi - updatujeme")
#snad to nespadne, kdyztak pridat exception handling
state.vars.limitka = asyncio.run(state.interface.repl(price=state.vars.limitka_price, orderid=state.vars.limitka, size=int(state.positions)))
limitka_qty = int(state.positions)
state.ilog(e="Změněna limitka", limitka=str(state.vars.limitka), limitka_price=state.vars.limitka_price)
if pendingbuys_new != state.vars.pendingbuys:
state.ilog(e="Rozdilna PB prepsana", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)
@ -295,7 +305,7 @@ def next(data, state: StrategyState):
if len(state.vars.pendingbuys)>0:
maxprice = max(state.vars.pendingbuys.values())
print("max cena v orderbuys", maxprice)
if state.interface.get_last_price(state.symbol) > float(maxprice) + state.vars.ticks2reset:
if state.interface.get_last_price(state.symbol) > float(maxprice) + float(state.vars.ticks2reset):
##TODO toto nejak vymyslet - duplikovat?
res = asyncio.run(state.cancel_pending_buys())
state.ilog(e="UJELO to o více " + str(state.vars.ticks2reset), msg="zrusene pb buye", pb=state.vars.pendingbuys)