pridan prace s profitem a jeho zobrazovani v gui

v2realbot/ENTRY_ClassicSL_v01.py

@@ -8,6 +8,7 @@ from v2realbot.indicators.oscillators import rsi
 from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
 from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, print, safe_get, get_tick, round2five, is_open_rush, is_close_rush, eval_cond_dict, Average, crossed_down, crossed_up, crossed, is_pivot, json_serial
 from datetime import datetime
+from uuid import uuid4
 import json
 #from icecream import install, ic
 #from rich import print
@@ -769,7 +770,7 @@ def next(data, state: StrategyState):
         curr_price = float(data['close'])
         state.ilog(e="Eval CLOSE", price=curr_price, pos=state.positions, avgp=state.avgp, pending=state.vars.pending, activeTrade=str(state.vars.activeTrade))
           
-        if int(state.positions) != 0 and float(state.avgp)>0 and state.vars.pending is False:
+        if int(state.positions) != 0 and float(state.avgp)>0 and state.vars.pending is None:
             #pevny target - presunout toto do INIT a pak jen pristupovat
             goal_price = get_profit_target_price()
             max_price = get_max_profit_price()
@@ -790,7 +791,7 @@ def next(data, state: StrategyState):
                     res = state.buy(size=abs(state.positions))
                     if isinstance(res, int) and res < 0:
                         raise Exception(f"error in required operation STOPLOSS BUY {res}")
-                    state.vars.pending = True
+                    state.vars.pending = state.vars.activeTrade.id
                     state.vars.activeTrade = None
                     return
                 
@@ -799,7 +800,7 @@ def next(data, state: StrategyState):
                         res = state.buy(size=abs(state.positions))
                         if isinstance(res, int) and res < 0:
                             raise Exception(f"error in required operation EXIT COND BUY {res}")
-                        state.vars.pending = True
+                        state.vars.pending = state.vars.activeTrade.id
                         state.vars.activeTrade = None
                         state.ilog(e=f"EXIT COND MET. market BUY was sent {curr_price=}", positions=state.positions, avgp=state.avgp)
                         return                   
@@ -815,7 +816,7 @@ def next(data, state: StrategyState):
                         res = state.buy(size=abs(state.positions))
                         if isinstance(res, int) and res < 0:
                             raise Exception(f"error in required operation PROFIT BUY {res}")
-                        state.vars.pending = True
+                        state.vars.pending = state.vars.activeTrade.id
                         state.vars.activeTrade = None
                         state.ilog(e=f"PROFIT MET EXIT. market BUY was sent {curr_price=} {max_price_signal=}", positions=state.positions, avgp=state.avgp)
                         return
@@ -832,7 +833,7 @@ def next(data, state: StrategyState):
                     res = state.sell(size=state.positions)
                     if isinstance(res, int) and res < 0:
                         raise Exception(f"error in required operation STOPLOSS SELL {res}")
-                    state.vars.pending = True
+                    state.vars.pending = state.vars.activeTrade.id
                     state.vars.activeTrade = None
                     return
 
@@ -840,7 +841,7 @@ def next(data, state: StrategyState):
                         res = state.sell(size=abs(state.positions))
                         if isinstance(res, int) and res < 0:
                             raise Exception(f"error in required operation EXIT COND SELL {res}")
-                        state.vars.pending = True
+                        state.vars.pending = state.vars.activeTrade.id
                         state.vars.activeTrade = None
                         state.ilog(e=f"EXIT COND MET. market SELL was sent {curr_price=}", positions=state.positions, avgp=state.avgp)
                         return    
@@ -856,7 +857,7 @@ def next(data, state: StrategyState):
                         res = state.sell(size=state.positions)
                         if isinstance(res, int) and res < 0:
                             raise Exception(f"error in required operation PROFIT SELL {res}")
-                        state.vars.pending = True
+                        state.vars.pending = state.vars.activeTrade.id
                         state.vars.activeTrade = None
                         state.ilog(e=f"PROFIT MET EXIT. market SELL was sent {curr_price=} {max_price_signal=}", positions=state.positions, avgp=state.avgp, sellinprogress=state.vars.sell_in_progress)
                         return
@@ -897,7 +898,7 @@ def next(data, state: StrategyState):
                     sl_defvalue_normalized = get_tick(data['close'],sl_defvalue)
                     state.vars.activeTrade.stoploss_value = float(data['close']) - sl_defvalue_normalized
                     state.ilog(e=f"Nastaveno SL na {sl_defvalue}, priced normalized: {sl_defvalue_normalized} price: {state.vars.activeTrade.stoploss_value }")
-                state.vars.pending = True
+                state.vars.pending = state.vars.activeTrade.id
             elif state.vars.activeTrade.direction == TradeDirection.SHORT:
                 state.ilog(e="odesilame SHORT ORDER",trade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)))
                 res = state.sell(size=state.vars.chunk)
@@ -910,7 +911,7 @@ def next(data, state: StrategyState):
                     sl_defvalue_normalized = get_tick(data['close'],sl_defvalue)
                     state.vars.activeTrade.stoploss_value = float(data['close']) + sl_defvalue_normalized
                     state.ilog(e=f"Nastaveno SL na {sl_defvalue}, priced normalized: {sl_defvalue_normalized} price: {state.vars.activeTrade.stoploss_value }")
-                state.vars.pending = True
+                state.vars.pending = state.vars.activeTrade.id
             else:
                 state.ilog(e="unknow direction")
                 state.vars.activeTrade = None
@@ -1035,13 +1036,17 @@ def next(data, state: StrategyState):
             #common signals based on 1) configured signals in stratvars
             #toto umoznuje jednoduchy prescribed trade bez ceny 
             if conditions_met(signalname=name, direction=TradeDirection.LONG):
-                state.vars.prescribedTrades.append(Trade(validfrom=datetime.now(tz=zoneNY),
+                state.vars.prescribedTrades.append(Trade(
+                                        id=uuid4(),
+                                        validfrom=datetime.now(tz=zoneNY),
                                         status=TradeStatus.READY,
                                         direction=TradeDirection.LONG,
                                         entry_price=None,
                                         stoploss_value = None))
             elif conditions_met(signalname=name, direction=TradeDirection.SHORT):
-                state.vars.prescribedTrades.append(Trade(validfrom=datetime.now(tz=zoneNY),
+                state.vars.prescribedTrades.append(Trade(
+                        id=uuid4(),
+                        validfrom=datetime.now(tz=zoneNY),
                         status=TradeStatus.READY,
                         direction=TradeDirection.SHORT,
                         entry_price=None,
@@ -1083,24 +1088,24 @@ def next(data, state: StrategyState):
 
     #MAIN LOOP
     lp = data['close']
-    state.ilog(e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} SL:{state.vars.activeTrade.stoploss_value} profit:{round(float(state.profit),2)} Trades:{len(state.tradeList)}", activeTrade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)), prescribedTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)), pending=str(state.vars.pending), last_price=lp, data=data, stratvars=str(state.vars))
+    state.ilog(e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} SL:{state.vars.activeTrade.stoploss_value if state.vars.activeTrade is not None else None} profit:{round(float(state.profit),2)} Trades:{len(state.tradeList)}", activeTrade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)), prescribedTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)), pending=str(state.vars.pending), last_price=lp, data=data, stratvars=str(state.vars))
     inds = get_last_ind_vals()
     state.ilog(e="Indikatory", **inds)
 
     #TODO dat do initu inciializaci work directory pro directivy 
 
     #pokud mame prazdne pozice a neceka se na nic
-    if state.positions == 0 and state.vars.pending is False:
+    if state.positions == 0 and state.vars.pending is None:
         execute_prescribed_trades()
         #pokud se neaktivoval nejaky trade, poustime signal search - ale jen jednou za bar?
         #if conf_bar == 1:
-        if state.vars.pending is False:
+        if state.vars.pending is None:
             signal_search()
             #pro jistotu ihned zpracujeme
             execute_prescribed_trades()
 
     #mame aktivni trade a neceka se nani
-    elif state.vars.activeTrade and state.vars.pending is False:
+    elif state.vars.activeTrade and state.vars.pending is None:
             manage_active_trade() #optimalize, close
                # - close means change status in prescribed Trends,update profit, delete from activeTrade
     
@@ -1158,7 +1163,7 @@ def init(state: StrategyState):
     #nove atributy na rizeni tradu
 
     #identifikuje provedenou změnu na Tradu (neděláme změny dokud nepřijde potvrzeni z notifikace)
-    state.vars.pending = False
+    state.vars.pending = None
     #obsahuje aktivni Trade a jeho nastaveni
     state.vars.activeTrade = None #pending/Trade
     #obsahuje pripravene Trady ve frontě

v2realbot/common/PrescribedTradeModel.py

@@ -2,7 +2,7 @@ from enum import Enum
 from datetime import datetime
 from pydantic import BaseModel
 from typing import Any, Optional, List, Union
-
+from uuid import UUID
 class TradeStatus(str, Enum):
     READY = "ready"
     ACTIVATED = "activated"
@@ -17,6 +17,7 @@ class TradeStoplossType(str, Enum):
     TRAILING = "trailing"
 
 class Trade(BaseModel):
+    id: UUID
     validfrom: datetime
     status: TradeStatus
     direction: TradeDirection
@@ -24,4 +25,5 @@ class Trade(BaseModel):
     # stoploss_type: TradeStoplossType
     stoploss_value: Optional[float] = None
     profit: Optional[float] = None
+    profit_sum: Optional[float] = None
     

v2realbot/common/model.py

@@ -166,6 +166,8 @@ class TradeUpdate(BaseModel):
     value: Optional[float]
     cash: Optional[float]
     pos_avg_price: Optional[float]
+    profit: Optional[float]
+    profit_sum: Optional[float]
 
 
 class RunArchiveChange(BaseModel):

v2realbot/controller/services.py

@@ -466,6 +466,12 @@ def populate_metrics_output_directory(strat: StrategyInstance):
     #filt = max_positions['side'] == 'OrderSide.BUY'
     res = dict(zip(max_positions['qty'], max_positions['count']))
 
+    #pridani klice obsahujici prescribed trades
+    try:
+        res["prescr_trades"]=json.loads(json.dumps(strat.state.vars.prescribedTrades, default=json_serial))
+    except NameError:
+        pass
+
     return res
 
 #archives runner and details

v2realbot/static/index.html

@@ -242,7 +242,7 @@
                                     </div>
                                     <div class="form-group">
                                         <label for="metrics" class="form-label">Metrics</label>							
-                                        <textarea class="form-control" rows="3" id="metrics" name="metrics"></textarea>							
+                                        <textarea class="form-control" rows="8" id="metrics" name="metrics"></textarea>							
                                     </div>
                                     <div class="form-group">
                                         <label for="stratvars" class="form-label">Stratvars</label>							

v2realbot/static/js/archivechart.js

@@ -5,7 +5,7 @@ var CHART_SHOW_TEXT = false
 // var volumeSeries = null
 var markersLine = null
 var avgBuyLine = null
-//TRANSFORM object returned from RESTA PI get_arch_run_detail
+//TRANSFORM object returned from REST API get_arch_run_detail
 //to series and markers required by lightweigth chart
 //input array object bars = { high: [1,2,3], time: [1,2,3], close: [2,2,2]...}
 //output array [{ time: 111, open: 11, high: 33, low: 333, close: 333},..]
@@ -100,13 +100,26 @@ function transform_data(data) {
         marker = {}
         marker["time"] = timestamp;
         // marker["position"] = (trade.order.side == "buy") ? "belowBar" : "aboveBar" 
-        marker["position"] = (trade.order.side == "buy") ? "inBar" : "aboveBar" 
+        marker["position"] = (trade.order.side == "buy") ? "aboveBar" : "aboveBar" 
         marker["color"] = (trade.order.side == "buy") ? "#37cade" : "red"
         //marker["shape"] = (trade.order.side == "buy") ? "arrowUp" : "arrowDown"
-        marker["shape"] = (trade.order.side == "buy") ? "circle" : "arrowDown"
+        marker["shape"] = (trade.order.side == "buy") ? "arrowUp" : "arrowDown"
         //marker["text"] =  trade.qty + "/" + trade.price
-        marker["text"] =  CHART_SHOW_TEXT ? trade.qty + "/" + trade.price : trade.qty
+        qt_optimized = (trade.qty % 1000 === 0) ? (trade.qty / 1000).toFixed(1) + 'K' : trade.qty
-        marker["text"] = (trade.position_qty == 0) ? "c": marker["text"]
+  
+        if (CHART_SHOW_TEXT) {
+            //včetně qty
+            //marker["text"] =  qt_optimized + "@" + trade.price
+                
+            //bez qty
+            marker["text"] =  trade.price
+            closed_trade_marker_and_profit = (trade.profit) ? "c" + trade.profit.toFixed(1) + "/" + trade.profit_sum.toFixed(1) : "c"
+            marker["text"] += (trade.position_qty == 0) ? closed_trade_marker_and_profit : ""
+        } else {
+            closed_trade_marker_and_profit = (trade.profit) ? "c" + trade.profit.toFixed(1) + "/" + trade.profit_sum.toFixed(1) : "c"
+            marker["text"] = (trade.position_qty == 0) ? closed_trade_marker_and_profit : ""
+        }
+
         markers.push(marker)
 
         //prevedeme iso data na timestampy

v2realbot/strategy/StrategyClassicSL.py

@@ -27,9 +27,7 @@ class StrategyClassicSL(Strategy):
         o: Order = data.order
         ##nejak to vymyslet, aby se dal poslat cely Trade a serializoval se
         self.state.ilog(e="Příchozí BUY notif", msg=o.status, trade=json.loads(json.dumps(data, default=json_serial)))
-        if o.status == OrderStatus.FILLED or o.status == OrderStatus.CANCELED:
+
-            #davame pryc pending
-            self.state.vars.pending = False
 
         if data.event == TradeEvent.FILL or data.event == TradeEvent.PARTIAL_FILL:
 
@@ -44,9 +42,24 @@ class StrategyClassicSL(Strategy):
                     self.state.ilog(e="ERR: Nemame naklady na PROFIT, AVGP je nula. Zaznamenano jako 0", msg="naklady=utrzena cena. TBD opravit.")
                     avg_costs = bought_amount
                 
-                trade_profit = (avg_costs-bought_amount)
+                trade_profit = round((avg_costs-bought_amount),2)
                 self.state.profit += trade_profit
                 self.state.ilog(e=f"BUY notif - SHORT PROFIT:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)}", msg=str(data.event), bought_amount=bought_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
+            
+                #zapsat profit do prescr.trades
+                for trade in self.state.vars.prescribedTrades:
+                    if trade.id == self.state.vars.pending:
+                        trade.profit = trade_profit
+                        trade.profit_sum = self.state.profit
+
+                #zapsat update profitu do tradeList
+                for tradeData in self.state.tradeList:
+                    if tradeData.execution_id == data.execution_id:
+                        #pridat jako attribut, aby proslo i na LIVE a PAPPER, kde se bere TradeUpdate z Alpaca
+                        setattr(tradeData, "profit", trade_profit)
+                        setattr(tradeData, "profit_sum", self.state.profit)
+                        self.state.ilog(f"updatnut tradeList o profi {str(tradeData)}")
+            
             else:
                 self.state.ilog(e="BUY: Jde o LONG nakuú nepocitame profit zatim")
 
@@ -56,6 +69,10 @@ class StrategyClassicSL(Strategy):
             self.state.positions = data.position_qty
             self.state.avgp, self.state.positions = self.state.interface.pos()
 
+        if o.status == OrderStatus.FILLED or o.status == OrderStatus.CANCELED:
+            #davame pryc pending
+            self.state.vars.pending = None
+
     async def orderUpdateSell(self, data: TradeUpdate): 
 
         self.state.ilog(e="Příchozí SELL notif", msg=data.order.status, trade=json.loads(json.dumps(data, default=json_serial)))
@@ -72,9 +89,24 @@ class StrategyClassicSL(Strategy):
                     self.state.ilog(e="ERR: Nemame naklady na PROFIT, AVGP je nula. Zaznamenano jako 0", msg="naklady=utrzena cena. TBD opravit.")
                     avg_costs = sold_amount
                 
-                trade_profit = (sold_amount - avg_costs)
+                trade_profit = round((sold_amount - avg_costs),2)
                 self.state.profit += trade_profit
                 self.state.ilog(e=f"SELL notif - PROFIT:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)}", msg=str(data.event), sold_amount=sold_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
+
+                #zapsat profit do prescr.trades
+                for trade in self.state.vars.prescribedTrades:
+                    if trade.id == self.state.vars.pending:
+                        trade.profit = trade_profit
+                        trade.profit_sum = self.state.profit
+
+                #zapsat update profitu do tradeList
+                for tradeData in self.state.tradeList:
+                    if tradeData.execution_id == data.execution_id:
+                        #pridat jako attribut, aby proslo i na LIVE a PAPPER, kde se bere TradeUpdate z Alpaca
+                        setattr(tradeData, "profit", trade_profit)
+                        setattr(tradeData, "profit_sum", self.state.profit)
+                        self.state.ilog(f"updatnut tradeList o profi {str(tradeData)}")
+
             else:
                 self.state.ilog(e="SELL: Jde o SHORT nepocitame profit zatim")
 
@@ -90,7 +122,7 @@ class StrategyClassicSL(Strategy):
 
         if data.event == TradeEvent.FILL or data.event == TradeEvent.CANCELED:
             print("Příchozí SELL notifikace - complete FILL nebo CANCEL", data.event)
-            self.state.vars.pending = False
+            self.state.vars.pending = None
             a,p = self.interface.pos()
             #pri chybe api nechavame puvodni hodnoty
             if a != -1: