optimalizace BT runu - offline loader skrz queue
This commit is contained in:
David Brazda
@ -25,6 +25,7 @@ from traceback import format_exc
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from datetime import timedelta, time
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from threading import Lock
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from v2realbot.common.db import pool
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#from pyinstrument import Profiler
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#adding lock to ensure thread safety of TinyDB (in future will be migrated to proper db)
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lock = Lock()
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@ -284,7 +285,11 @@ def capsule(target: object, db: object, inter_batch_params: dict = None):
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#TODO zde odchytit pripadnou exceptionu a zapsat do history
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#cil aby padnuti jedne nezpusobilo pad enginu
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try:
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# profiler = Profiler()
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# profiler.start()
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target.start()
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print("Strategy instance stopped. Update runners")
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reason = "SHUTDOWN OK"
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except Exception as e:
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@ -294,6 +299,12 @@ def capsule(target: object, db: object, inter_batch_params: dict = None):
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print(reason)
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send_to_telegram(reason)
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finally:
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# profiler.stop()
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# now = datetime.now()
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# results_file = "profiler"+now.strftime("%Y-%m-%d_%H-%M-%S")+".html"
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# with open(results_file, "w", encoding="utf-8") as f_html:
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# f_html.write(profiler.output_html())
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# remove runners after thread is stopped and save results to stratin history
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for i in db.runners:
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if i.run_instance == target:
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@ -407,7 +418,7 @@ def run_stratin(id: UUID, runReq: RunRequest, synchronous: bool = False, inter_b
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if runReq.bt_to is None:
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runReq.bt_to = datetime.now().astimezone(zoneNY)
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print("hodnota ID pred",id)
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#print("hodnota ID pred",id)
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#volani funkce instantiate_strategy
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for i in db.stratins:
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if str(i.id) == str(id):
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@ -493,9 +504,9 @@ def run_stratin(id: UUID, runReq: RunRequest, synchronous: bool = False, inter_b
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run_instance = instance,
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run_stratvars_toml=i.stratvars_conf)
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db.runners.append(runner)
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print(db.runners)
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print(i)
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print(enumerate())
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#print(db.runners)
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#print(i)
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#print(enumerate())
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#pokud spoustime v batch módu, tak čekáme na výsledek a pak pouštíme další run
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if synchronous:
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@ -584,38 +595,40 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
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max_profit_time = None
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long_cnt = 0
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short_cnt = 0
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for trade in strat.state.vars.prescribedTrades:
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if trade.profit_sum > max_profit:
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max_profit = trade.profit_sum
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max_profit_time = trade.last_update
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if trade.status == TradeStatus.ACTIVATED and trade.direction == TradeDirection.LONG:
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long_cnt += 1
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if trade.profit is not None:
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long_profit += trade.profit
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if trade.profit < 0:
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long_losses += trade.profit
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if trade.profit > 0:
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long_wins += trade.profit
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if trade.status == TradeStatus.ACTIVATED and trade.direction == TradeDirection.SHORT:
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short_cnt +=1
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if trade.profit is not None:
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short_profit += trade.profit
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if trade.profit < 0:
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short_losses += trade.profit
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if trade.profit > 0:
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short_wins += trade.profit
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res["profit"]["long_cnt"] = long_cnt
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res["profit"]["short_cnt"] = short_cnt
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res["profit"]["long_profit"] = round(long_profit,2)
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res["profit"]["short_profit"] = round(short_profit,2)
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res["profit"]["long_losses"] = round(long_losses,2)
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res["profit"]["short_losses"] = round(short_losses,2)
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res["profit"]["long_wins"] = round(long_wins,2)
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res["profit"]["short_wins"] = round(short_wins,2)
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res["profit"]["max_profit"] = round(max_profit,2)
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res["profit"]["max_profit_time"] = str(max_profit_time)
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#vlozeni celeho listu
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res["prescr_trades"]=json.loads(json.dumps(strat.state.vars.prescribedTrades, default=json_serial))
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if "prescribedTrades" in strat.state.vars:
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for trade in strat.state.vars.prescribedTrades:
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if trade.profit_sum > max_profit:
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max_profit = trade.profit_sum
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max_profit_time = trade.last_update
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if trade.status == TradeStatus.ACTIVATED and trade.direction == TradeDirection.LONG:
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long_cnt += 1
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if trade.profit is not None:
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long_profit += trade.profit
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if trade.profit < 0:
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long_losses += trade.profit
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if trade.profit > 0:
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long_wins += trade.profit
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if trade.status == TradeStatus.ACTIVATED and trade.direction == TradeDirection.SHORT:
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short_cnt +=1
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if trade.profit is not None:
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short_profit += trade.profit
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if trade.profit < 0:
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short_losses += trade.profit
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if trade.profit > 0:
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short_wins += trade.profit
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res["profit"]["long_cnt"] = long_cnt
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res["profit"]["short_cnt"] = short_cnt
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res["profit"]["long_profit"] = round(long_profit,2)
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res["profit"]["short_profit"] = round(short_profit,2)
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res["profit"]["long_losses"] = round(long_losses,2)
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res["profit"]["short_losses"] = round(short_losses,2)
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res["profit"]["long_wins"] = round(long_wins,2)
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res["profit"]["short_wins"] = round(short_wins,2)
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res["profit"]["max_profit"] = round(max_profit,2)
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res["profit"]["max_profit_time"] = str(max_profit_time)
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#vlozeni celeho listu
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res["prescr_trades"]=json.loads(json.dumps(strat.state.vars.prescribedTrades, default=json_serial))
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except NameError:
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pass
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