renko + prescribedTrades and tradeList linked

v2realbot/common/PrescribedTradeModel.py

@@ -17,9 +17,13 @@ class TradeStoplossType(str, Enum):
     FIXED = "fixed"
     TRAILING = "trailing"
 
+#Predpis obchodu vygenerovany signalem, je to zastresujici jednotka
+#ke kteremu jsou pak navazany jednotlivy FILLy (reprezentovany model.TradeUpdate) - napr. castecne exity atp.
 class Trade(BaseModel):
     id: UUID
     last_update: datetime
+    entry_time: Optional[datetime] = None
+    exit_time: Optional[datetime] = None
     status: TradeStatus
     generated_by: Optional[str] = None
     direction: TradeDirection

v2realbot/common/model.py

@@ -178,6 +178,7 @@ class Order(BaseModel):
     side: OrderSide
     limit_price: Optional[float]
 
+#entita pro kazdy kompletni FILL, je navazana na prescribed_trade 
 class TradeUpdate(BaseModel):
     event: Union[TradeEvent, str]
     execution_id: Optional[UUID]
@@ -194,6 +195,7 @@ class TradeUpdate(BaseModel):
     rel_profit: Optional[float]
     rel_profit_cum: Optional[float]
     signal_name: Optional[str]
+    prescribed_trade_id: Optional[str]
 
 
 class RunArchiveChange(BaseModel):

v2realbot/enums/enums.py

@@ -56,6 +56,7 @@ class RecordType(str, Enum):
     BAR = "bar"
     CBAR = "cbar"
     CBARVOLUME = "cbarvolume"
+    CBARRENKO = "cbarrenko"
     TRADE = "trade"
 
 class Mode(str, Enum):

v2realbot/loader/aggregator.py

@@ -51,16 +51,21 @@ class TradeAggregator:
         self.lasttimestamp = 0
         #inicalizace pro prvni agregaci
         self.newBar = dict(high=0, low=999999, volume = 0, trades = 0, confirmed = 0, vwap = 0, close=0, index = 1, updated = 0)
-        self.openedVolumeBar = None
+        self.openedBar = None
         self.lastConfirmedTime = 0
         self.bar_start = 0
         self.curr_bar_volume = None
+        self.current_bar_open = None
+
         self.align = align
         self.tm: datetime = None
         self.firstpass = True
         self.vwaphelper = 0
         self.returnBar = {}
         self.lastBarConfirmed = False
+        self.lastConfirmedBar = None
+        self.lasthigh = None
+        self.lastlow = None
         #min trade size
         self.minsize = minsize
     
@@ -168,6 +173,9 @@ class TradeAggregator:
         
         if self.rectype == RecordType.CBARVOLUME:
             return await self.calculate_volume_bar(data, symbol)
+        
+        if self.rectype == RecordType.CBARRENKO:
+            return await self.calculate_renko_bar(data, symbol)
 
     async def calculate_time_bar(self, data, symbol):
         #print("barstart",datetime.fromtimestamp(self.bar_start))
@@ -372,7 +380,7 @@ class TradeAggregator:
         """"
         Agreguje VOLUME BARS -
         hlavni promenne 
-        - self.openedVolumeBar (dict) = stavová obsahují aktivní nepotvrzený bar
+        - self.openedBar (dict) = stavová obsahují aktivní nepotvrzený bar
         - confirmedBars (list) = nestavová obsahuje confirmnute bary, které budou na konci funkceflushnuty
         """""
         #volume_bucket = 10000 #daily MA volume z emackova na 30 deleno 50ti - dat do configu
@@ -381,16 +389,16 @@ class TradeAggregator:
         confirmedBars = []
         #potvrdi existujici a nastavi k vraceni
         def confirm_existing():
-            self.openedVolumeBar['confirmed'] = 1
+            self.openedBar['confirmed'] = 1
-            self.openedVolumeBar['vwap'] = self.vwaphelper / self.openedVolumeBar['volume']
+            self.openedBar['vwap'] = self.vwaphelper / self.openedBar['volume']
             self.vwaphelper = 0
 
             #ulozime zacatek potvrzeneho baru
-            self.lastBarConfirmed = self.openedVolumeBar['time']
+            #self.lastBarConfirmed = self.openedBar['time']
 
-            self.openedVolumeBar['updated'] = data['t']
+            self.openedBar['updated'] = data['t']
-            confirmedBars.append(deepcopy(self.openedVolumeBar))
+            confirmedBars.append(deepcopy(self.openedBar))
-            self.openedVolumeBar = None
+            self.openedBar = None
             #TBD po každém potvrzení zvýšíme čas o nanosekundu (pro zobrazení v gui)
             #data['t'] = data['t'] + 0.000001
             
@@ -399,7 +407,7 @@ class TradeAggregator:
                 #inicializuji pro nový bar
                 self.vwaphelper += (data['p'] * size)
                 self.barindex +=1
-                self.openedVolumeBar =  {
+                self.openedBar =  {
                     "close": data['p'],
                     "high": data['p'],
                     "low": data['p'],
@@ -418,20 +426,20 @@ class TradeAggregator:
         def update_unconfirmed(size):
             #spočteme vwap - potřebujeme předchozí hodnoty 
             self.vwaphelper += (data['p'] * size)
-            self.openedVolumeBar['updated'] = data['t']
+            self.openedBar['updated'] = data['t']
-            self.openedVolumeBar['close'] = data['p']
+            self.openedBar['close'] = data['p']
-            self.openedVolumeBar['high'] = max(self.openedVolumeBar['high'],data['p'])
+            self.openedBar['high'] = max(self.openedBar['high'],data['p'])
-            self.openedVolumeBar['low'] = min(self.openedVolumeBar['low'],data['p'])
+            self.openedBar['low'] = min(self.openedBar['low'],data['p'])
-            self.openedVolumeBar['volume'] = self.openedVolumeBar['volume'] + size
+            self.openedBar['volume'] = self.openedBar['volume'] + size
-            self.openedVolumeBar['trades'] = self.openedVolumeBar['trades'] + 1
+            self.openedBar['trades'] = self.openedBar['trades'] + 1
-            self.openedVolumeBar['vwap'] = self.vwaphelper / self.openedVolumeBar['volume']
+            self.openedBar['vwap'] = self.vwaphelper / self.openedBar['volume']
             #pohrat si s timto round
-            self.openedVolumeBar['hlcc4'] = round((self.openedVolumeBar['high']+self.openedVolumeBar['low']+self.openedVolumeBar['close']+self.openedVolumeBar['close'])/4,3)
+            self.openedBar['hlcc4'] = round((self.openedBar['high']+self.openedBar['low']+self.openedBar['close']+self.openedBar['close'])/4,3)
 
         #init new - confirmed
         def initialize_confirmed(size):
                 #ulozime zacatek potvrzeneho baru
-                self.lastBarConfirmed = datetime.fromtimestamp(data['t'])
+                #self.lastBarConfirmed = datetime.fromtimestamp(data['t'])
                 self.barindex +=1
                 confirmedBars.append({
                     "close": data['p'],
@@ -450,17 +458,17 @@ class TradeAggregator:
                     })
       
         #existuje stávající bar a vejdeme se do nej
-        if self.openedVolumeBar is not None and int(data['s']) + self.openedVolumeBar['volume'] < volume_bucket:
+        if self.openedBar is not None and int(data['s']) + self.openedBar['volume'] < volume_bucket:
             #vejdeme se do stávajícího baru (tzn. neprekracujeme bucket)
             update_unconfirmed(int(data['s']))
             #updatujeme stávající nepotvrzeny bar
         #nevejdem se do nej nebo neexistuje predchozi bar
         else:
             #1)existuje predchozi bar - doplnime zbytkem do valikosti bucketu a nastavime confirmed
-            if self.openedVolumeBar is not None:
+            if self.openedBar is not None:
                 
                 #doplnime je zbytkem
-                bucket_left = volume_bucket - self.openedVolumeBar['volume']
+                bucket_left = volume_bucket - self.openedBar['volume']
                 # - update and confirm bar
                 update_unconfirmed(bucket_left)
                 confirm_existing()
@@ -468,7 +476,7 @@ class TradeAggregator:
                 #zbytek mnozství jde do dalsiho zpracovani
                 data['s'] = int(data['s']) - bucket_left
                 #nastavime cas o nanosekundu vyssi
-                data['t'] = data['t'] + 0.000001
+                data['t'] = round((data['t']) + 0.000001,6)
 
             #2 vytvarime novy bar (bary) a vejdeme se do nej
             if int(data['s']) < volume_bucket:
@@ -483,10 +491,10 @@ class TradeAggregator:
             # 500
 
                 #vytvarime plne potvrzene buckety (kolik se jich plne vejde)
-                for size in range(0, int(data['s']), volume_bucket):
+                for size in range(volume_bucket, int(data['s']), volume_bucket):
                     initialize_confirmed(volume_bucket)
                     #nastavime cas o nanosekundu vyssi
-                    data['t'] = data['t'] + 0.000001
+                    data['t'] = round((data['t']) + 0.000001,6)
                     #create complete full bucket with same prices and size
                     #naplnit do return pole
                 
@@ -517,17 +525,170 @@ class TradeAggregator:
 
         #pokud mame confirm bary, tak FLUSHNEME confirm a i případný open (zrejme se pak nejaky vytvoril)
         if len(confirmedBars) > 0:
-            return_set = confirmedBars + ([self.openedVolumeBar] if self.openedVolumeBar is not None else [])
+            return_set = confirmedBars + ([self.openedBar] if self.openedBar is not None else [])
             confirmedBars = []
             return return_set
 
         #nemame confirm, FLUSHUJEME CBARVOLUME open - neresime zmenu ceny, ale neposilame kulomet (pokud nam nevytvari conf. bar)
-        if self.openedVolumeBar is not None and self.rectype == RecordType.CBARVOLUME:
+        if self.openedBar is not None and self.rectype == RecordType.CBARVOLUME:
             
              #zkousime pustit i stejnou cenu(potrebujeme kvuli MYSELLU), ale blokoval kulomet,tzn. trady mensi nez GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN (1ms)
             #if self.diff_price is True:
             if self.trades_too_close is False:
-                return [self.openedVolumeBar]
+                return [self.openedBar]
+            else:
+                return []
+        else:
+            return []
+
+    async def calculate_renko_bar(self, data, symbol):
+        """"
+        Agreguje RENKO BARS - dle brick size
+        hlavni promenne 
+        - self.openedBar (dict) = stavová obsahují aktivní nepotvrzený bar
+        - confirmedBars (list) = nestavová obsahuje confirmnute bary, které budou na konci funkceflushnuty
+        
+        Omezeni: vzhledek tomu, že strategie v CBARu potřebuje realný průběh tick by tick a skutečné Renko bary znamenají
+        vyřazování určitých průběhů cenu, tak je realizováno Renko bary s high and low a následným updatem open ceny před confirmací.
+        
+        open a close bude tedy v potvrzeném baru správně, high-low bude ukazovat na celkový pohyb cen v rámci baru.
+         
+        Ve strategii je třeba počítat s tím, že open v nepotvrzeném baru není finální.
+        """""
+
+        #pocet ticku např. 10ticků, případně pak na procenta
+        brick_size = self.resolution
+        #potvrzene pripravene k vraceni
+        confirmedBars = []
+        #potvrdi existujici a nastavi k vraceni
+        def confirm_existing():
+            self.openedBar['confirmed'] = 1
+            self.openedBar['vwap'] = self.vwaphelper / self.openedBar['volume']
+            self.vwaphelper = 0
+
+            self.openedBar['updated'] = data['t']
+            obar_copy = deepcopy(self.openedBar)
+            confirmedBars.append(obar_copy)
+            self.lastConfirmedBar = obar_copy
+            self.openedBar = None
+            #TBD po každém potvrzení zvýšíme čas o nanosekundu (pro zobrazení v gui)
+            #data['t'] = data['t'] + 0.000001
+            
+        #init unconfirmed - velikost bucketu kontrolovana predtim
+        def initialize_unconfirmed():
+                #inicializuji pro nový bar
+                self.vwaphelper += (data['p'] * int(data['s']))
+                self.barindex +=1
+                self.openedBar =  {
+                    "close": data['p'],
+                    "high": data['p'],
+                    "low": data['p'],
+                    "open": data['p'],
+                    "volume": int(data['s']),
+                    "trades": 1,
+                    "hlcc4": data['p'],
+                    "confirmed": 0,
+                    "time": datetime.fromtimestamp(data['t']),
+                    "updated": data['t'],
+                    "vwap": data['p'],
+                    "index": self.barindex,
+                    "resolution":self.resolution
+                    }
+
+        def update_unconfirmed(open = None):
+
+            if open is not None:
+                self.openedBar['open'] = open
+            #spočteme vwap - potřebujeme předchozí hodnoty 
+            self.vwaphelper += (data['p'] * int(data['s']))
+            self.openedBar['updated'] = data['t']
+            self.openedBar['close'] = data['p']
+            self.openedBar['high'] = max(self.openedBar['high'],data['p'])
+            self.openedBar['low'] = min(self.openedBar['low'],data['p'])
+            self.openedBar['volume'] = self.openedBar['volume'] + int(data['s'])
+            self.openedBar['trades'] = self.openedBar['trades'] + 1
+            self.openedBar['vwap'] = self.vwaphelper / self.openedBar['volume']
+            #pohrat si s timto round
+            self.openedBar['hlcc4'] = round((self.openedBar['high']+self.openedBar['low']+self.openedBar['close']+self.openedBar['close'])/4,3)
+
+        #init new - confirmed
+        def initialize_confirmed(size):
+                self.barindex +=1
+                cf_bar = {
+                    "close": data['p'],
+                    "high": data['p'],
+                    "low": data['p'],
+                    "open": data['p'],
+                    "volume": size,
+                    "trades": 1,
+                    "hlcc4":data['p'],
+                    "confirmed": 1,
+                    "time": datetime.fromtimestamp(data['t']),
+                    "updated": data['t'],
+                    "vwap": data['p'],
+                    "index": self.barindex,
+                    "resolution":self.resolution
+                    }
+                self.lastConfirmedBar = cf_bar
+                confirmedBars.append(cf_bar)
+
+        #nastaveni top a low boundary comparatorů bud podle h/l predchoziho potvrzeneho baru
+        if self.lastConfirmedBar is not None:
+            top_boundary = max(self.lastConfirmedBar["open"], self.lastConfirmedBar["close"])
+            low_boundary = min(self.lastConfirmedBar["open"], self.lastConfirmedBar["close"])
+        #nebo openu, pokud mame jen nepotvrzeny
+        elif self.openedBar is not None:
+            top_boundary = self.openedBar["open"]
+            low_boundary = self.openedBar["open"]
+
+        if self.openedBar is None:
+            initialize_unconfirmed()
+        #pct variant: brick_size = self.brick_percentage * self.open_price / 100.0
+        elif data['p'] >= top_boundary + brick_size:  # Check if the price has moved by the brick size
+            #confirm nese novou cenu, muzou tam byt skryte trady se stejnou cenou nebo kulomet o ktere bychom prisli
+            #jinymi slovy prekonací tick renkobaru patří do starého baru
+            #novy bar je vytvoren az dalsim tickem, snad to nebude vadit
+
+            #updatujeme open, kam patri
+            update_unconfirmed(open=top_boundary)
+            confirm_existing()
+        elif data['p'] <= low_boundary - brick_size:
+            update_unconfirmed(open=low_boundary)
+            confirm_existing()            
+        else:
+            #update stávající
+            update_unconfirmed()
+   
+        #je cena stejna od predchoziho tradu? pro nepotvrzeny cbar vracime jen pri zmene ceny  
+        if self.last_price == data['p']:
+            self.diff_price = False
+        else:
+            self.diff_price = True    
+        self.last_price = data['p'] 
+
+        if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
+            self.trades_too_close = True
+        else:
+            self.trades_too_close = False
+
+        #uložíme do předchozí hodnoty (poznáme tak open a close)
+        self.lasttimestamp = data['t']
+        self.iterace += 1
+        # print(self.iterace, data)
+
+        #pokud mame confirm bary, tak FLUSHNEME confirm a i případný open (zrejme se pak nejaky vytvoril)
+        if len(confirmedBars) > 0:
+            return_set = confirmedBars + ([self.openedBar] if self.openedBar is not None else [])
+            confirmedBars = []
+            return return_set
+
+        #nemame confirm, FLUSHUJEME CBARVOLUME open - neresime zmenu ceny, ale neposilame kulomet (pokud nam nevytvari conf. bar)
+        if self.openedBar is not None and self.rectype == RecordType.CBARRENKO:
+            
+             #zkousime pustit i stejnou cenu(potrebujeme kvuli MYSELLU), ale blokoval kulomet,tzn. trady mensi nez GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN (1ms)
+            #if self.diff_price is True:
+            if self.trades_too_close is False:
+                return [self.openedBar]
             else:
                 return []
         else:

v2realbot/static/js/utils.js

@@ -672,6 +672,12 @@ function populate_indicator_buttons(def) {
     buttonElement.appendChild(itemEl); ;
 	});
 
+
+	var funcButtonElement = document.createElement('div');
+  funcButtonElement.id = "funcIndicatorsButtons"
+	funcButtonElement.classList.add('funcButtons');
+
+
   //create toggle all button
   var itemEl = document.createElement('button');
   itemEl.innerText = "all"
@@ -682,7 +688,7 @@ function populate_indicator_buttons(def) {
   itemEl.addEventListener('click', function() {
     onResetClicked();
   });
-  buttonElement.appendChild(itemEl);
+  funcButtonElement.appendChild(itemEl);
 
   //button pro toggle profitu
   var itemEl = document.createElement('button');
@@ -693,7 +699,7 @@ function populate_indicator_buttons(def) {
   itemEl.addEventListener('click', function(e) {
     profitLineToggle();
   });
-  buttonElement.appendChild(itemEl);
+  funcButtonElement.appendChild(itemEl);
 
     //button pro toggle fullscreenu
     var itemEl = document.createElement('button');
@@ -704,7 +710,7 @@ function populate_indicator_buttons(def) {
     itemEl.addEventListener('click', function(e) {
       toggleWide();
     });
-    buttonElement.appendChild(itemEl);
+    funcButtonElement.appendChild(itemEl);
 
     //button pro toggle fullscreenu
     var itemEl = document.createElement('button');
@@ -716,7 +722,7 @@ function populate_indicator_buttons(def) {
     itemEl.addEventListener('click', function(e) {
       toggleVolume();
     });
-    buttonElement.appendChild(itemEl);
+    funcButtonElement.appendChild(itemEl);
 
   // //button pro toggle markeru nakupu/prodeju
   var itemEl = document.createElement('button');
@@ -745,7 +751,7 @@ function populate_indicator_buttons(def) {
     mrkLineToggle();
   });
 
-  buttonElement.appendChild(itemEl);
+  funcButtonElement.appendChild(itemEl);
 
   //create plus button to create new button
   var itemEl = document.createElement('button');
@@ -757,7 +763,7 @@ function populate_indicator_buttons(def) {
     index_ind++
     onItemClickedEdit(e, index_ind);
   });
-  buttonElement.appendChild(itemEl);
+  funcButtonElement.appendChild(itemEl);
 
    //save indicator buttons - will generate indicators to stratvars
    var itemEl = document.createElement('button');
@@ -769,7 +775,9 @@ function populate_indicator_buttons(def) {
      index_ind++
      generateIndicators(e);
    });
-   buttonElement.appendChild(itemEl);
+   funcButtonElement.appendChild(itemEl);
+
+   buttonElement.appendChild(funcButtonElement)
 
   return buttonElement;
 }

v2realbot/strategy/StrategyClassicSL.py

@@ -150,8 +150,11 @@ class StrategyClassicSL(Strategy):
                         trade.rel_profit = rel_profit
                         trade.rel_profit_cum = rel_profit_cum_calculated
                         signal_name = trade.generated_by
-                        if data.event == TradeEvent.FILL:
+
-                            trade.status == TradeStatus.CLOSED
+                        #Pokud FILL uzaviral celou pozici - uzavreme prescribed trade
+                        if data.event == TradeEvent.FILL and data.position_qty == 0:
+                            trade.status = TradeStatus.CLOSED
+                            trade.exit_time = datetime.fromtimestamp(self.state.time).astimezone(zoneNY)
                         break
 
                 if data.event == TradeEvent.FILL:
@@ -164,6 +167,7 @@ class StrategyClassicSL(Strategy):
                             setattr(tradeData, "profit", trade_profit)
                             setattr(tradeData, "profit_sum", self.state.profit)
                             setattr(tradeData, "signal_name", signal_name)
+                            setattr(tradeData, "prescribed_trade_id", self.state.vars.pending)
                             #self.state.ilog(f"updatnut tradeList o profit", tradeData=json.loads(json.dumps(tradeData, default=json_serial)))
                             setattr(tradeData, "rel_profit", rel_profit)
                             setattr(tradeData, "rel_profit_cum", rel_profit_cum_calculated)
@@ -184,11 +188,15 @@ class StrategyClassicSL(Strategy):
                 for trade in self.state.vars.prescribedTrades:
                     if trade.id == self.state.vars.pending:
                         signal_name = trade.generated_by
+                        #zapiseme entry_time (jen pokud to neni partial add) - tzn. jen poprvé
+                        if data.event == TradeEvent.FILL and trade.entry_time is None:
+                            trade.entry_time = datetime.fromtimestamp(self.state.time).astimezone(zoneNY)
 
                 #zapsat do tradeList
                 for tradeData in self.state.tradeList:
                     if tradeData.execution_id == data.execution_id:
                         setattr(tradeData, "signal_name", signal_name)
+                        setattr(tradeData, "prescribed_trade_id", self.state.vars.pending)
 
                 self.state.ilog(e="BUY: Jde o LONG nakuú nepocitame profit zatim")
 
@@ -271,8 +279,10 @@ class StrategyClassicSL(Strategy):
                         trade.rel_profit = rel_profit
                         trade.rel_profit_cum = rel_profit_cum_calculated
                         signal_name = trade.generated_by
-                        if data.event == TradeEvent.FILL:
+                        #Pokud FILL uzaviral celou pozici - uzavreme prescribed trade
-                            trade.status == TradeStatus.CLOSED
+                        if data.event == TradeEvent.FILL and data.position_qty == 0:
+                            trade.status = TradeStatus.CLOSED
+                            trade.exit_time = datetime.fromtimestamp(self.state.time).astimezone(zoneNY)
                         break
 
                 if data.event == TradeEvent.FILL:
@@ -285,6 +295,7 @@ class StrategyClassicSL(Strategy):
                             setattr(tradeData, "profit", trade_profit)
                             setattr(tradeData, "profit_sum", self.state.profit)
                             setattr(tradeData, "signal_name", signal_name)
+                            setattr(tradeData, "prescribed_trade_id", self.state.vars.pending)
                             #self.state.ilog(f"updatnut tradeList o profi {str(tradeData)}")
                             setattr(tradeData, "rel_profit", rel_profit)
                             setattr(tradeData, "rel_profit_cum", rel_profit_cum_calculated)
@@ -305,11 +316,15 @@ class StrategyClassicSL(Strategy):
                 for trade in self.state.vars.prescribedTrades:
                     if trade.id == self.state.vars.pending:
                         signal_name = trade.generated_by
+                        #zapiseme entry_time (jen pokud to neni partial add) - tzn. jen poprvé
+                        if data.event == TradeEvent.FILL and trade.entry_time is None:
+                            trade.entry_time = datetime.fromtimestamp(self.state.time).astimezone(zoneNY)
 
                 #zapsat update profitu do tradeList
                 for tradeData in self.state.tradeList:
                     if tradeData.execution_id == data.execution_id:
                         setattr(tradeData, "signal_name", signal_name)
+                        setattr(tradeData, "prescribed_trade_id", self.state.vars.pending)
 
                 self.state.ilog(e="SELL: Jde o SHORT nepocitame profit zatim")
 

v2realbot/strategy/base.py

@@ -65,6 +65,7 @@ class Strategy:
         self.ilog_save = ilog_save
         self.secondary_res_start_time = dict()
         self.secondary_res_start_index = dict()
+        self.last_index = -1
 
         #TODO predelat na dynamické queues
         self.q1 = queue.Queue()
@@ -156,9 +157,11 @@ class Strategy:
     #tzn. v NEXT dealame u indikatoru vzdy pouze UPDATE
 
     def save_item_history(self,item):
+        """"
+        Logika obsahujici ukladani baru a indikatoru(standardnich a cbar) do historie a inicializace novych zaznamu
+        """
         if self.rectype == RecordType.BAR:
             #jako cas indikatorů pridavame cas baru a inicialni hodnoty vsech indikatoru
-            
             for key in self.state.indicators:
                 if key == 'time':
                     self.state.indicators['time'].append(item['updated'])
@@ -170,7 +173,7 @@ class Strategy:
             #implementovat az podle skutecnych pozadavku
             #self.state.indicators['time'].append(datetime.fromtimestamp(self.state.last_trade_time))
             #self.append_trade(self.state.trades,item)
-        elif self.rectype in (RecordType.CBAR, RecordType.CBARVOLUME):
+        elif self.rectype in (RecordType.CBAR):
             if self.nextnew:
                 #standardni identifikatory - populace hist zaznamu pouze v novem baru (dale se deji jen udpaty)
                 for key in self.state.indicators:
@@ -220,7 +223,40 @@ class Strategy:
                     #zatim jedno, predelat pak na list
                     # if safe_get(self.state.vars, "secondary_resolution",None):
                     #     self.process_secondary_indicators(item)
+        elif self.rectype in (RecordType.CBARVOLUME, RecordType.CBARRENKO):
 
+            #u cbarvolume muze prijit i samostatny confirm nesouci data, tzn. chytame se na INDEX (tzn. jestli prisel udpate nebo novy)
+            #NEW
+            if item['index'] != self.last_index:
+                #standardni identifikatory - populace hist zaznamu pouze v novem baru (dale se deji jen udpaty)
+                for key in self.state.indicators:
+                    if key == 'time':
+                        self.state.indicators['time'].append(item['time'])
+                    else:
+                        self.state.indicators[key].append(0)
+
+                #populujeme i novy bar v historii
+                self.append_bar(self.state.bars,item)
+            #UPDATE
+            else:
+                #bary updatujeme, pridavame jen prvni
+                self.replace_prev_bar(self.state.bars,item)
+
+                #UPD
+                #tady mozna u standardnich(barovych) identifikatoru updatnout cas na "updated" - aby nebyl
+                #stale zarovnan s casem baru
+                for key in self.state.indicators:
+                    if key == 'time':
+                        self.state.indicators['time'][-1] = item['updated']
+
+            #cbar indikatory populace v kazde iteraci
+            for key in self.state.cbar_indicators:
+                if key == 'time':
+                    self.state.cbar_indicators['time'].append(item['updated'])
+                else:
+                    self.state.cbar_indicators[key].append(0)
+
+            self.last_index = item['index']
 
     # #tady jsem skoncil
     # def process_secondary_indicators(self, item):
@@ -275,14 +311,14 @@ class Strategy:
             a,p = self.interface.pos()
             if a != -1:
                 self.state.avgp, self.state.positions = a,p
-        elif self.rectype in (RecordType.CBAR, RecordType.CBARVOLUME) and item['confirmed'] == 1:
+        elif self.rectype in (RecordType.CBAR, RecordType.CBARVOLUME, RecordType.CBARRENKO) and item['confirmed'] == 1:
             a,p = self.interface.pos()
             if a != -1:
                 self.state.avgp, self.state.positions = a,p
 
     """update state.last_trade_time a time of iteration"""
     def update_times(self, item):
-        if self.rectype == RecordType.BAR or self.rectype in (RecordType.CBAR, RecordType.CBARVOLUME):
+        if self.rectype == RecordType.BAR or self.rectype in (RecordType.CBAR, RecordType.CBARVOLUME, RecordType.CBARRENKO):
             self.state.last_trade_time = item['updated']
         elif self.rectype == RecordType.TRADE:
             self.state.last_trade_time = item['t']
@@ -524,7 +560,7 @@ class Strategy:
         if self.rtqueue is not None:
             rt_out = dict()
 
-            if self.rectype == RecordType.BAR or self.rectype in (RecordType.CBAR, RecordType.CBARVOLUME):
+            if self.rectype == RecordType.BAR or self.rectype in (RecordType.CBAR, RecordType.CBARVOLUME, RecordType.CBARRENKO):
                 rt_out["bars"] = item
             else:
                 rt_out["trades"] = item

v2realbot/strategyblocks/indicators/cbar_price.py

@@ -5,7 +5,7 @@ def populate_cbar_tick_price_indicator(data, state: StrategyState):
     conf_bar = data['confirmed']
 
     #specifická sekce pro CBARVOLUME, kde vzdy máme nova data v confirmation baru (tzn. tickprice pocitame jak pri potvrzenem tak nepotvrzenem)
-    if state.rectype == RecordType.CBARVOLUME:
+    if state.rectype in (RecordType.CBARVOLUME, RecordType.CBARRENKO):
         try:
             tick_price = data['close']
             tick_delta_volume = data['volume'] - state.vars.last_tick_volume

v2realbot/strategyblocks/newtrade/prescribedtrades.py

@@ -62,10 +62,10 @@ def execute_prescribed_trades(state: StrategyState, data):
                     state.ilog(lvl=1,e=f"Nastaveno SL na {sl_defvalue}, priced normalized: {sl_defvalue_normalized} price: {state.vars.activeTrade.stoploss_value }")
                 elif isinstance(sl_defvalue, str):
                     #from indicator
-                    ind = sl_defvalue_abs
+                    ind = sl_defvalue
                     sl_defvalue_abs = float(value_or_indicator(state, sl_defvalue))
                     if sl_defvalue_abs >= float(data['close']):
-                        raise Exception(f"error in stoploss {sl_defvalue_abs} >= curr price")
+                        raise Exception(f"error in stoploss {ind} {sl_defvalue_abs} >= curr price")
                     state.vars.activeTrade.stoploss_value = sl_defvalue_abs
                     state.ilog(lvl=1,e=f"Nastaveno SL na {sl_defvalue_abs} dle indikatoru {ind}")
                 insert_SL_history(state)
@@ -92,10 +92,10 @@ def execute_prescribed_trades(state: StrategyState, data):
                     state.ilog(lvl=1,e=f"Nastaveno SL na {sl_defvalue}, priced normalized: {sl_defvalue_normalized} price: {state.vars.activeTrade.stoploss_value }")
                 elif isinstance(sl_defvalue, str):
                     #from indicator
-                    ind = sl_defvalue_abs
+                    ind = sl_defvalue
                     sl_defvalue_abs = float(value_or_indicator(state, sl_defvalue))
                     if sl_defvalue_abs <= float(data['close']):
-                        raise Exception(f"error in stoploss {sl_defvalue_abs} <= curr price")
+                        raise Exception(f"error in stoploss {ind} {sl_defvalue_abs} <= curr price")
                     state.vars.activeTrade.stoploss_value = sl_defvalue_abs
                     state.ilog(lvl=1,e=f"Nastaveno SL na {sl_defvalue_abs} dle indikatoru {ind}")
                 insert_SL_history(state)