bugfix

v2realbot/ENTRY_backtest_strategyVykladaci.py

@@ -207,8 +207,8 @@ def next(data, state: StrategyState):
 
 
             #slope MA - cílem je identifikovat táhlá klesání, vypnout nákupy, až budou zase růsty
-            # slope_MA_length = 150
-            # state.indicators.slopeMA = ema(state.indicators.slope, slope_MA_length) #state.bars.vwap
+            slope_MA_length = 5
+            state.indicators.slopeMA = ema(state.indicators.slope, slope_MA_length) #state.bars.vwap
             # #TODO - docasne posilam cele MA
             # try:
             #     state.ilog(e="Slope - MA"+str(state.indicators.slopeMA[-1]), slopeMA=str(state.indicators.slopeMA[-20:]))
@@ -428,7 +428,7 @@ def init(state: StrategyState):
     print("INIT v main",state.name)
     state.indicators['ema'] = []
     state.indicators['slope'] = []
-    #state.indicators['slopeMA'] = []
+    state.indicators['slopeMA'] = []
     #static indicators - those not series based
     state.statinds['angle'] = {}
     state.vars["ticks2reset_backup"] = state.vars.ticks2reset

v2realbot/config.py

@@ -2,13 +2,14 @@ from alpaca.data.enums import DataFeed
 from v2realbot.enums.enums import Mode, Account, FillCondition
 from appdirs import user_data_dir
 
-
+#no print in console
+QUIET_MODE = False
 #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
-BT_FILL_CONS_TRADES_REQUIRED = 2
+BT_FILL_CONS_TRADES_REQUIRED = 3
 #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
@@ -16,8 +17,6 @@ BT_FILL_LOG_SURROUNDING_TRADES = 10
 # slow - price has to be bigger <
 BT_FILL_CONDITION_BUY_LIMIT = FillCondition.FAST
 BT_FILL_CONDITION_SELL_LIMIT = FillCondition.FAST
-#no print in console
-QUIET_MODE = True
 #backend counter of api requests
 COUNT_API_REQUESTS = False
 #stratvars that cannot be changed in gui

v2realbot/utils/utils.py

@@ -17,7 +17,8 @@ import requests
 from uuid import UUID
 from enum import Enum
 #from v2realbot.enums.enums import Order
-from v2realbot.common.model import Order, TradeUpdate
+from v2realbot.common.model import Order as btOrder, TradeUpdate as btTradeUpdate
+from alpaca.trading.models import Order, TradeUpdate
 
 def safe_get(collection, key, default=None):
     """Get values from a collection without raising errors"""
@@ -61,6 +62,10 @@ def json_serial(obj):
         return obj.__dict__
     if type(obj) is TradeUpdate:
         return obj.__dict__
+    if type(obj) is btOrder:
+        return obj.__dict__
+    if type(obj) is btTradeUpdate:
+        return obj.__dict__
     raise TypeError (str(obj)+"Type %s not serializable" % type(obj))
 
 def parse_toml_string(tomlst: str):