dwker/v2realbot
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

keys to env variables, optimalizations

Browse Source
This commit is contained in:
David Brazda
2024-02-10 21:02:00 +07:00
parent 6e30ee92a0
commit a3b182fd45
5 changed files with 62 additions and 24 deletions
Download Patch File Download Diff File Expand all files Collapse all files

16
v2realbot/loader/aggregator.py
View File

@ -48,7 +48,7 @@ class TradeAggregator:
self.excludes = excludes
self.skip_cache = skip_cache
if mintick >= resolution:
if resolution > 0 and mintick >= resolution:
print("Mintick musi byt mensi nez resolution")
raise Exception
@ -320,13 +320,13 @@ class TradeAggregator:
#TODO: do budoucna vymyslet, kdyz bude mene tradu, tak to radit vzdy do spravneho intervalu
#zarovname time prvniho baru podle timeframu kam patří (např. 5, 10, 15 ...) (ROUND)
if self.align == StartBarAlign.ROUND and self.bar_start == 0:
t = datetime.fromtimestamp(data['t'])
t = datetime.fromtimestamp(data['t'], tz=zoneUTC)
t = t - timedelta(seconds=t.second % self.resolution,microseconds=t.microsecond)
self.bar_start = datetime.timestamp(t)
#nebo pouzijeme datum tradu zaokrouhlene na vteriny (RANDOM)
else:
#ulozime si jeho timestamp (odtum pocitame resolution)
t = datetime.fromtimestamp(int(data['t']))
t = datetime.fromtimestamp(int(data['t']), tz=zoneUTC)
#timestamp
self.bar_start = int(data['t'])
@ -376,7 +376,7 @@ class TradeAggregator:
if self.mintick != 0 and self.lastBarConfirmed:
#d zacatku noveho baru musi ubehnout x sekund nez posilame updazte
#pocatek noveho baru + Xs musi byt vetsi nez aktualni trade
if (self.newBar['time'] + timedelta(seconds=self.mintick)) > datetime.fromtimestamp(data['t']):
if (self.newBar['time'] + timedelta(seconds=self.mintick)) > datetime.fromtimestamp(data['t'], tz=zoneUTC):
#print("waiting for mintick")
return []
else:
@ -756,8 +756,14 @@ class TradeAggregator:
Ve strategii je třeba počítat s tím, že open v nepotvrzeném baru není finální.
"""""
if self.resolution < 0: # Treat as percentage
reference_price = self.lastConfirmedBar['close'] if self.lastConfirmedBar is not None else float(data['p'])
brick_size = abs(self.resolution) * reference_price / 100.0
else: # Treat as absolute value pocet ticku
brick_size = self.resolution
#pocet ticku např. 10ticků, případně pak na procenta
brick_size = self.resolution
#brick_size = self.resolution
#potvrzene pripravene k vraceni
confirmedBars = []
#potvrdi existujici a nastavi k vraceni