first commit
This commit is contained in:
David Brazda
27
testy/archive/.gtignore
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27
testy/archive/.gtignore
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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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*$py.class
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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MANIFEST
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cache/
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BIN
testy/archive/__pycache__/config.cpython-311.pyc
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BIN
testy/archive/__pycache__/config.cpython-311.pyc
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Binary file not shown.
52
testy/archive/alpacaGetHistoryBars.py
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testy/archive/alpacaGetHistoryBars.py
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from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
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from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest, StockBarsRequest
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from alpaca.data.enums import DataFeed
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from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
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import datetime
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import time
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from alpaca.data import Quote, Trade, Snapshot, Bar
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from alpaca.data.models import BarSet, QuoteSet, TradeSet
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from alpaca.data.timeframe import TimeFrame
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import mplfinance as mpf
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import pandas as pd
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parametry = {}
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# no keys required
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#client = CryptoHistoricalDataClient()
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client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=False)
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datetime_object_from = datetime.datetime(2023, 2, 27, 18, 51, 38, tzinfo=datetime.timezone.utc)
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datetime_object_to = datetime.datetime(2023, 2, 27, 21, 51, 39, tzinfo=datetime.timezone.utc)
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bar_request = StockBarsRequest(symbol_or_symbols="BAC",timeframe=TimeFrame.Hour, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP)
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bars = client.get_stock_bars(bar_request).df
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#bars = bars.drop(['symbol'])
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#print(bars.df.close)
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bars = bars.tz_convert('America/New_York')
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print(bars)
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print(bars.df.columns)
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#Index(['open', 'high', 'low', 'close', 'volume', 'trade_count', 'vwap'], dtype='object')
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bars.df.set_index('timestamp', inplace=True)
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mpf.plot(bars.df, # the dataframe containing the OHLC (Open, High, Low and Close) data
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type='candle', # use candlesticks
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volume=True, # also show the volume
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mav=(3,6,9), # use three different moving averages
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figratio=(3,1), # set the ratio of the figure
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style='yahoo', # choose the yahoo style
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title='Prvni chart');
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# #vrací se list od dict
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# print(bars["BAC"])
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# # k nemu muzeme pristupovat s
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# dict = bars["BAC"]
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# print(type(dict))
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# print(dict[2].timestamp)
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# print(dict[2].close)
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# print(dict[].close)
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51
testy/archive/alpacabacktrader/test.py
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testy/archive/alpacabacktrader/test.py
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#udajne working example for using a minute
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# timeframe in backtrader with alpaca api
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import alpaca_backtrader_api
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import backtrader as bt
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import pandas as pd
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from datetime import datetime
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from strategies.tos_strategy import TOS
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from dotenv import load_dotenv
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import os
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load_dotenv()
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api_key = os.getenv('API_KEY_ID')
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api_secret = os.getenv('API_SECRET')
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alpaca_paper = os.getenv('ALPACA_PAPER')
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cerebro = bt.Cerebro()
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cerebro.addstrategy(TOS)
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cerebro.broker.setcash(100000)
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cerebro.broker.setcommission(commission=0.0)
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cerebro.addsizer(bt.sizers.PercentSizer, percents=20)
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store = alpaca_backtrader_api.AlpacaStore(
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key_id=api_key,
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secret_key=api_secret,
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paper=alpaca_paper
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)
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if not alpaca_paper:
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broker = store.getbroker() # or just alpaca_backtrader_api.AlpacaBroker()
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cerebro.setbroker(broker)
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DataFactory = store.getdata # or use alpaca_backtrader_api.AlpacaData
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data0 = DataFactory(
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dataname='AAPL',
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timeframe=bt.TimeFrame.TFrame("Minutes"),
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fromdate=pd.Timestamp('2018-11-15'),
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todate=pd.Timestamp('2018-11-17'),
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historical=True)
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cerebro.adddata(data0)
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#Resampler for 15 minutes
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cerebro.resampledata(data0,timeframe=bt.TimeFrame.Minutes,compression=15)
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print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
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cerebro.run()
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print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
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cerebro.plot()
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172
testy/archive/alpacaexampleslive.py
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172
testy/archive/alpacaexampleslive.py
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# použití websocket loaderu v samostatném threadu
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# v dalsim threadu pak input a cteni globalniho dataframu
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# a stopnutí websocket loopu
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#import clients
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from alpaca.data.live import StockDataStream, CryptoDataStream
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from alpaca.data.enums import DataFeed
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from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
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from datetime import datetime
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import pandas as pd
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import threading
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# pripadne parametry pro request
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# parametry = {
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# "brand": "Ford",
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# "model": "Mustang",
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# "year": 1964
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# }
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sloupce=["timestamp","price","size","condition"]
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sloupce_q=["timestamp","ask_size","ask_price","bid_price","bid_ask"]
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# deklarace globalniho df s timeindexem
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gdf = pd.DataFrame(columns=sloupce, index=pd.to_datetime([]))
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gdf_q = pd.DataFrame(columns=sloupce_q, index=pd.to_datetime([]))
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# # pro komunikaci mezi thready budeme pouzivat globalni variable
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# # pro zamezeni race condition pouzijeme mutual lock (mutex)
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# create a lock
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# lock = threading.Lock()
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# with lock:
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# # add to the variable
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# variable = variable + 10
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# # release the lock automatically
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prev_timestamp = "new"
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batch = []
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batch_q = []
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seconds_list = []
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parametry = {}
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now = datetime.now() # current date and time aware of timezones
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now = now.astimezone()
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# client musi byt globalni, aby ho druhy thread dokazal stopnout
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#client = StockDataStream(API_KEY, SECRET_KEY, raw_data=False, websocket_params=parametry, feed=DataFeed.SIP)
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client = StockDataStream(API_KEY, SECRET_KEY, raw_data=True, websocket_params=parametry, feed=DataFeed.SIP)
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## thread pro cteni websocketu a plneni glob.dataframu
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# pozdeji prepsat do samostatne Class WSReader
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def ws_reader():
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print("vstup do threadu ws reader")
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#handler pro ws trader data
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async def data_handler(data):
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global gdf
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global batch
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#record_list = (data.timestamp, data.open,data.high,data.low,data.close)
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#batch.append(record_list)
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print(data)
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# kazdou davku pak zapiseme do datasetu
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if len(batch) == MAX_BATCH_SIZE:
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## z aktualniho listu batch udelame DataFrame
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new_df = pd.DataFrame.from_records(data=batch, columns = sloupce)
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## tento dataframe pridame ke globalnimu
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gdf = pd.concat([gdf,new_df], axis=0, ignore_index=True)
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batch = []
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#print(gdf)
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#handler pro ws quote data
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async def data_handler_q(data):
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global gdf_q
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global batch_q
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global prev_timestamp
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global seconds_list
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record_list = (data.timestamp, data.ask_size,data.ask_price,data.bid_price,data.bid_size)
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batch_q.append(record_list)
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#print(data.ask_size,data.ask_price,data.bid_price,data.bid_size)
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#print("sestaveni je",sestaveni, "\\n batch ma ", len(batch), "clenu")
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print(batch_q)
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##max a min hodnota z druhych hodnot listu
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def max_value(inputlist):
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return max([sublist[1] for sublist in inputlist])
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def min_value(inputlist):
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return min([sublist[1] for sublist in inputlist])
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def sum_value(inputlist):
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for sublist in inputlist: print(sublist[-1])
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return sum([sublist[-1] for sublist in inputlist])
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#pokud jde o stejnou vterinu nebo o prvni zaznam, pridame do pole
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if (prev_timestamp=="new") or (data.timestamp.second==prev_timestamp.second):
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print("stejna vterina")
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seconds_list.append([data.timestamp, data.ask_price, data.ask_size])
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#print("po appendu",seconds_list)
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else:
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print("nova vterina")
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# dopocitame ohlc
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print("max", max_value(seconds_list), "min ", min_value(seconds_list), "sum", sum_value(seconds_list), "open", seconds_list[0][1], "close", seconds_list[-1][1])
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print("-"*40)
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seconds_list = []
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seconds_list.append([data.timestamp, data.ask_price, data.ask_size])
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print(seconds_list)
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#vypisu z listu
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print("akt.cas",data.timestamp,"minuly cas", prev_timestamp)
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prev_timestamp = data.timestamp
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# kazdou davku pak zapiseme do datasetu
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if len(batch_q) == MAX_BATCH_SIZE:
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## z aktualniho listu batch udelame DataFrame
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new_df = pd.DataFrame.from_records(data=batch_q, columns = sloupce_q)
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## tento dataframe pridame ke globalnimu
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gdf_q = pd.concat([gdf_q,new_df], axis=0, ignore_index=True)
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batch_q = []
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#print(gdf)t
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#client.subscribe_quotes(data_handler, "BAC")
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#client.subscribe_trades(data_handler, "BAC")
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#client.subscribe_updated_bars(data_handler, "BAC")
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## taddy to ceka a bezi
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print("spoustim run")
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client.run()
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print("run skoncil")
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def user_prompt():
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print("Tady je druhy thread, kde muzu delat co chci, pripadne ovladat ws loader")
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while True:
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delej = input("Vypsat dataframe: [t-trades;q-quotes;e-exit]")
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if delej == "t": print(gdf)
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elif delej =="q": print(gdf_q.tail(20))
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elif delej =="e": break
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print("bye")
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client.stop()
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def main():
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# definujeme thready
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t1 = threading.Thread(target=ws_reader)
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#t2 = threading.Thread(target=user_prompt)
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#spustime thready
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t1.start()#, t2.start()
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# Wait threads to complete
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t1.join()#, t2.join()
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if __name__ == "__main__":
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main()
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# tbd jeste si vyzkouset, zda to bez threadu nepujde takto s asynciem
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# if __name__ == '__main__':
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# logging.basicConfig(format='%(asctime)s %(levelname)s %(message)s',
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# level=logging.INFO)
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# logging.log(logging.INFO, 'Starting up...')
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# try:
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# loop = asyncio.get_event_loop()
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# loop.run_until_complete(main())
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# loop.close()
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# except KeyboardInterrupt:
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# pass
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39
testy/archive/alpacagetlasttrades.py
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39
testy/archive/alpacagetlasttrades.py
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from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
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from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest
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from alpaca.data.enums import DataFeed
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from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
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import datetime
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import time
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parametry = {}
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# no keys required
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#client = CryptoHistoricalDataClient()
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client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True)
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# single symbol request
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#request_trade_params = StockTradesRequest(symbol_or_symbols="BAC", feed = DataFeed.SIP)
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#request_last_bar_params = StockLatestBarRequest(symbol_or_symbols="BAC", feed=DataFeed.SIP)
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#2023, 2, 27, 18, 51, 38
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datetime_object_from = datetime.datetime(2023, 2, 26, 17, 51, 38, tzinfo=datetime.timezone.utc)
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datetime_object_to = datetime.datetime(2023, 2, 28, 17, 51, 39, tzinfo=datetime.timezone.utc)
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trades_request = StockTradesRequest(symbol_or_symbols="C", feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
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#latest_trade = client.get_stock_latest_trade(request_trade_params)
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#latest_bar = client.get_stock_latest_bar(request_last_bar_params)
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# for i in range(1,1000):
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# latest_bar = client.get_stock_latest_bar(request_last_bar_params)
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# data = latest_bar['BAC']
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# print(data.timestamp,data.trade_count, data.trade_count, data.high, data.low, data.close, data.volume, data.vwap)
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# time.sleep(1)
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all_trades = client.get_stock_trades(trades_request)
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# must use symbol to access even though it is single symbol
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# print("last trade",latest_trade)
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# print("latest bar",latest_bar)
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# print("Trades Today", all_trades)
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print(len(all_trades["C"]))
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66
testy/archive/alpacapyexampleshistorical.py
Normal file
66
testy/archive/alpacapyexampleshistorical.py
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@ -0,0 +1,66 @@
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# 2 clients for historical data StockHistoricalDataClient (needs keys), CryptoHistoricalDataClient
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# 2 clients for real time data CryptoDataStream, StockDataStream
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# naimportuju si daneho clienta
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from alpaca.data.historical import StockHistoricalDataClient, CryptoHistoricalDataClient
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#pokdu pouzivam historicke data(tzn. REST) tak si naimportuju dany request object
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from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
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#objekty se kterymi pak pracuju (jsou soucasi package výše, tady jen informačně)
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from alpaca.data import Quote, Trade, Snapshot, Bar
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from alpaca.data.models import BarSet, QuoteSet, TradeSet
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from config import API_KEY, SECRET_KEY
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from datetime import datetime, timedelta
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import pandas as pd
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import rich
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# vytvorim si clienta
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stock_client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True)
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crypto_client = CryptoHistoricalDataClient()
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time_from = datetime(2023, 2, 17, 14, 30, 0, 0)
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time_to = datetime(2023, 2, 17, 14, 30, 1, 0)
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#print(time_from)
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# vytvorim request objekt
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#latestQuoteRequest = StockLatestQuoteRequest(symbol_or_symbols=["SPY", "GLD", "TLT"])
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stockTradeRequest = StockTradesRequest(symbol_or_symbols=["BAC","C","MSFT"], start=time_from,end=time_to)
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#zavolam na clientovi metodu s request objektem, vrací se mi Dict[str, Quote] - obj.Quote pro kazdy symbol
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#latestQuoteObject = stock_client.get_stock_latest_quote(latestQuoteRequest)
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tradesResponse = stock_client.get_stock_trades(stockTradeRequest)
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print(tradesResponse)
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for i in tradesResponse['BAC']:
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print(i)
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# vrací m to tradeset dict = Trades identifikovane symbolem
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#for
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#access as a list
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#print(tradesResponse["BAC"])
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# The scope of these changes made to
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# pandas settings are local to with statement.
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# with pd.option_context('display.max_rows', None,
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# 'display.max_columns', None,
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# 'display.precision', 3,
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# ):
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# #convert to dataframe
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# print(tradesResponse.df)
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# this is the Quote object for
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#bacquote=latestQuoteObject["SPY"]
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# print(bacquote)
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#vrati se mi objekt typu LatestQuote
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# print(type(latestQuoteObject))
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||||
# print(latestQuoteObject)
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#gld_latest_ask_price = latestQuoteObject["GLD"].ask_price
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#print(gld_latest_ask_price, latestQuoteObject["GLD"].timestamp)
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74
testy/archive/alpacawebsocketsimple.py
Normal file
74
testy/archive/alpacawebsocketsimple.py
Normal file
@ -0,0 +1,74 @@
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||||
|
||||
from alpaca.data.live import StockDataStream, CryptoDataStream
|
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from alpaca.trading.stream import TradingStream
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||||
from alpaca.data.enums import DataFeed
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||||
from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
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||||
from datetime import datetime
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||||
import mplfinance as mpf
|
||||
import matplotlib.pyplot as plt
|
||||
import threading
|
||||
# pripadne parametry pro request
|
||||
# parametry = {
|
||||
# "brand": "Ford",
|
||||
# "model": "Mustang",
|
||||
# "year": 1964
|
||||
# }
|
||||
parametry = {}
|
||||
i = 0
|
||||
u = 0
|
||||
async def data_handler1(data):
|
||||
print("HANDLER1")
|
||||
global i
|
||||
i += 1
|
||||
print(data)
|
||||
|
||||
async def data_handler2(data):
|
||||
print("HANDLER2")
|
||||
global u
|
||||
u += 1
|
||||
print(data)
|
||||
|
||||
async def data_handler3(data):
|
||||
print("HANDLER3")
|
||||
global u
|
||||
u += 1
|
||||
print(data)
|
||||
|
||||
# plt.ion()
|
||||
|
||||
# def animate(ival):
|
||||
# # PREPARE DATAFRAME WITH OHLC AND "BUYS" AND "SELLS" HERE
|
||||
|
||||
# apds = [mpf.make_addplot(buys, color='tab:green', ax=ax_buys),
|
||||
# mpf.make_addplot(sells, color='tab:red', ax=ax_sells)]
|
||||
# for ax in axes:
|
||||
# ax.clear()
|
||||
# mpf.plot(df_ohlc, type='candle', addplot=apds, ax=ax_main)
|
||||
# print('a')
|
||||
|
||||
|
||||
#client = CryptoDataStream(API_KEY, SECRET_KEY, raw_data=True, websocket_params=parametry)
|
||||
client1 = TradingStream(API_KEY, SECRET_KEY, paper=True)
|
||||
client1.subscribe_trade_updates(data_handler1)
|
||||
t1 = threading.Thread(target=client1.run)
|
||||
t1.start()
|
||||
print("started1")
|
||||
client2 = TradingStream(API_KEY, SECRET_KEY, paper=True)
|
||||
client2.subscribe_trade_updates(data_handler2)
|
||||
t2 = threading.Thread(target=client2.run)
|
||||
t2.start()
|
||||
client3 = TradingStream(API_KEY, SECRET_KEY, paper=True)
|
||||
client3.subscribe_trade_updates(data_handler3)
|
||||
t3 = threading.Thread(target=client3.run)
|
||||
t3.start()
|
||||
print("started2")
|
||||
print(threading.enumerate())
|
||||
t2.join()
|
||||
t1.join()
|
||||
t3.join()
|
||||
|
||||
# client.subscribe_trades(data_handler, "BTC/USD")
|
||||
# #client.subscribe_quotes(data_handler_ETH, "ETH/USD")
|
||||
# print("pred spustenim runu")
|
||||
# client.run()
|
||||
# print("po spusteni runu - muzu neco delat?")
|
||||
47
testy/archive/async.py
Normal file
47
testy/archive/async.py
Normal file
@ -0,0 +1,47 @@
|
||||
#Asyncio - umoznuje a řídí konkurentni kod (v ramci jednoho vlakna, vice vlaken nebo i procesu - skrz concurrent.futures)
|
||||
|
||||
# async si pri definici oznacim funkci, kterou chci asynchronne volat a ve které muze byt dalsi asynchronni volani(await)
|
||||
# await - označuje mi, že na volanou funkci čekám - pokud je pouzito v tasku pak task vraci pokračování zpět o level výše
|
||||
# create task(asynchr.funkce) - vtakto zavolám paralelni funkci bez cekani a blok pokracuje dal
|
||||
# asyncio.wait - ceka na tas
|
||||
# Here is a list of what you need in order to make your program async:
|
||||
|
||||
# Add async keyword in front of your function declarations to make them awaitable.
|
||||
# Add await keyword when you call your async functions (without it they won’t run).
|
||||
# Create tasks from the async functions you wish to start asynchronously. Also wait for their finish.
|
||||
# Call asyncio.run to start the asynchronous section of your program. Only one per thread.
|
||||
# time.sleep(5) - blokuje, await asyncio.sleep(5) - neblokuje kod(asynchroni task)
|
||||
|
||||
import asyncio
|
||||
|
||||
#tbd pridat logger
|
||||
|
||||
async def makej(pracant, cekani):
|
||||
print("pracant ",pracant, "zacal", "bude cekat",cekani,"sekubd")
|
||||
await asyncio.sleep(cekani)
|
||||
print("pracant ",pracant,"docekal",cekani,"sekund")
|
||||
|
||||
async def main():
|
||||
print("vstup do funkce main")
|
||||
#vytvoreni asynchronnich tasků
|
||||
task1 = asyncio.create_task(makej(1,5))
|
||||
task2 = asyncio.create_task(makej(2,3))
|
||||
task3 = asyncio.create_task(makej(3,1))
|
||||
print("tasky jedou - ted jsme v kodu za jejich spustenim - ale pred await.wait")
|
||||
#budeme cekat na dokonceni tasků
|
||||
await asyncio.wait([task1,task2,task3])
|
||||
print("dočekáno na vysledek po volani await.wait")
|
||||
print("a ted volani funkce standardním synchro způsobem, kdy cekame na vysledek ")
|
||||
#volani funkce standardním synchro způsobem, kdy cekame na vysledek
|
||||
await makej(1,1)
|
||||
await makej(2,1)
|
||||
|
||||
# hlavni volani - run by mela byt jedna pro jedno vlakno
|
||||
#asyncio.run(main())
|
||||
|
||||
|
||||
#feature to convert async to sync
|
||||
#asyncio.get_event_loop().run_until_complete() --nebo je tu tento decorator https://github.com/miyakogi/syncer
|
||||
|
||||
newfeature = asyncio.run(makej(1,1))
|
||||
|
||||
57
testy/archive/changeiterable.py
Normal file
57
testy/archive/changeiterable.py
Normal file
@ -0,0 +1,57 @@
|
||||
# to test change iterable (adding items) while iterating
|
||||
|
||||
class Notif:
|
||||
def __init__(self,time):
|
||||
self.time = time
|
||||
|
||||
open_orders = []
|
||||
|
||||
for i in range(1,10):
|
||||
open_orders.append(Notif(i))
|
||||
|
||||
print("cele pole objektu",open_orders)
|
||||
|
||||
# Here, 'reversed' returns a lazy iterator, so it's performant! reversed(l):
|
||||
|
||||
#musi fungovat removing stare a pridavani novych
|
||||
|
||||
#this list contains all not processed notification, that we try to process during this iteration
|
||||
#if time is not right we leave the message for next iter
|
||||
#if time is right we process the message (- note it can trigger additional open_orders, that are added to queue)
|
||||
|
||||
def process_message(notif: Notif):
|
||||
global open_orders
|
||||
if notif.time % 2 == 0 and notif.time < 300:
|
||||
open_orders.append(Notif(notif.time+50))
|
||||
|
||||
todel = []
|
||||
for i in open_orders:
|
||||
print("*******start iterace polozky", i.time)
|
||||
process_message(i)
|
||||
print("removing element",i.time)
|
||||
todel.append(i)
|
||||
print("*****konec iterace", i.time)
|
||||
print()
|
||||
|
||||
print("to del", todel)
|
||||
#removing processed from the list
|
||||
for i in todel:
|
||||
open_orders.remove(i)
|
||||
|
||||
|
||||
print("cely list po skonceni vseho")
|
||||
for i in open_orders: print(i.time)
|
||||
|
||||
|
||||
|
||||
""""
|
||||
pred iteraci se zavola synchroné
|
||||
EXECUTE open orders(time)
|
||||
- pokusi se vytvorit vsechny otevrene ordery do daneho casu (casu dalsi iterace)
|
||||
- podporuje i volani callbacku a to vcetne pokynu vytvoreneho z pokynu
|
||||
- tento novy pokyn muze byt i take exekuovan pokud se vcetne roundtripu vejde do daneho casu
|
||||
pripadne soucasne vytvoreni i exekuci pokynu
|
||||
|
||||
|
||||
"""
|
||||
|
||||
38
testy/archive/classscope.py
Normal file
38
testy/archive/classscope.py
Normal file
@ -0,0 +1,38 @@
|
||||
from uuid import UUID, uuid4
|
||||
from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderClass, OrderType, TimeInForce
|
||||
#from utils import AttributeDict
|
||||
from rich import print
|
||||
import threading
|
||||
#import utils
|
||||
import asyncio
|
||||
|
||||
from typing import Any, Optional, List, Union
|
||||
from datetime import datetime, date
|
||||
from pydantic import BaseModel
|
||||
|
||||
class Order(BaseModel):
|
||||
id: UUID
|
||||
submitted_at: datetime
|
||||
filled_at: Optional[datetime]
|
||||
symbol: str
|
||||
qty: Optional[str]
|
||||
filled_qty: Optional[str]
|
||||
filled_avg_price: Optional[str]
|
||||
side: OrderSide
|
||||
limit_price: Optional[str]
|
||||
|
||||
class TradeUpdate(BaseModel):
|
||||
event: Union[TradeEvent, str]
|
||||
execution_id: Optional[UUID]
|
||||
order: Order
|
||||
timestamp: datetime
|
||||
position_qty: Optional[float]
|
||||
price: Optional[float]
|
||||
qty: Optional[float]
|
||||
|
||||
class User(BaseModel):
|
||||
id: int
|
||||
name = "Jana"
|
||||
|
||||
a = Order(id = uuid4(), submitted_at= datetime.now(), symbol = "BAC", side=OrderSide.BUY)
|
||||
print(a)
|
||||
3
testy/archive/config.py
Normal file
3
testy/archive/config.py
Normal file
@ -0,0 +1,3 @@
|
||||
API_KEY = 'PKGGEWIEYZOVQFDRY70L'
|
||||
SECRET_KEY = 'O5Kt8X4RLceIOvM98i5LdbalItsX7hVZlbPYHy8Y'
|
||||
MAX_BATCH_SIZE = 1
|
||||
5
testy/archive/hello_panel_world.py
Normal file
5
testy/archive/hello_panel_world.py
Normal file
@ -0,0 +1,5 @@
|
||||
import panel as pn
|
||||
app = pn.Column("DDD")
|
||||
# app.servable()
|
||||
# app.append("Nice")
|
||||
app.show()
|
||||
17
testy/archive/interpolace.py
Normal file
17
testy/archive/interpolace.py
Normal file
@ -0,0 +1,17 @@
|
||||
import scipy.interpolate as spi
|
||||
import matplotlib.pyplot as plt
|
||||
|
||||
|
||||
x = [2, 4, 6, 8, 10, 12, 14, 16, 18, 20]
|
||||
y = [4, 7, 11, 16, 22, 29, 38, 49, 63, 80]
|
||||
|
||||
|
||||
y_interp = spi.interp1d(x, y)
|
||||
|
||||
#find y-value associated with x-value of 13
|
||||
#print(y_interp(13))
|
||||
|
||||
|
||||
#create plot of x vs. y
|
||||
#plt.plot(x, y, '-ob')
|
||||
|
||||
31
testy/archive/multiprocess.py
Normal file
31
testy/archive/multiprocess.py
Normal file
@ -0,0 +1,31 @@
|
||||
# narozdil od asyncio a threadingu ma vetsi rezii na vytvoreni
|
||||
# hodí se pro CPU a GPU narocné úlohy, tnz. treba na strategie, kde kazda strategie = 1 process
|
||||
import multiprocessing
|
||||
import logging
|
||||
|
||||
logger = multiprocessing.log_to_stderr()
|
||||
logger.setLevel(logging.INFO)
|
||||
logger.warning('doomed')
|
||||
|
||||
def do_first():
|
||||
print("Running do_first line 1")
|
||||
print("Running do_first line 2")
|
||||
print("Running do_first line 3")
|
||||
|
||||
def do_second():
|
||||
print("Running do_second line 1")
|
||||
print("Running do_second line 2")
|
||||
print("Running do_second line 3")
|
||||
|
||||
def main():
|
||||
t1 = multiprocessing.Process(target=do_first)
|
||||
t2 = multiprocessing.Process(target=do_second)
|
||||
|
||||
# Start processes
|
||||
t1.start(), t2.start()
|
||||
|
||||
# Wait processes to complete
|
||||
t1.join(), t2.join()
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
145
testy/archive/test.ipynb
Normal file
145
testy/archive/test.ipynb
Normal file
@ -0,0 +1,145 @@
|
||||
{
|
||||
"cells": [
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 97,
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"ename": "ValidationError",
|
||||
"evalue": "1 validation error for StockBarsRequest\ntimeframe\n instance of TimeFrame expected (type=type_error.arbitrary_type; expected_arbitrary_type=TimeFrame)",
|
||||
"output_type": "error",
|
||||
"traceback": [
|
||||
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
|
||||
"\u001b[0;31mValidationError\u001b[0m Traceback (most recent call last)",
|
||||
"Cell \u001b[0;32mIn[97], line 35\u001b[0m\n\u001b[1;32m 30\u001b[0m \u001b[39m#print(time_from)\u001b[39;00m\n\u001b[1;32m 31\u001b[0m \n\u001b[1;32m 32\u001b[0m \u001b[39m# vytvorim request objekt\u001b[39;00m\n\u001b[1;32m 33\u001b[0m \u001b[39m#latestQuoteRequest = StockLatestQuoteRequest(symbol_or_symbols=[\"SPY\", \"GLD\", \"TLT\"])\u001b[39;00m\n\u001b[1;32m 34\u001b[0m stockTradeRequest \u001b[39m=\u001b[39m StockTradesRequest(symbol_or_symbols\u001b[39m=\u001b[39m[\u001b[39m\"\u001b[39m\u001b[39mBAC\u001b[39m\u001b[39m\"\u001b[39m], start\u001b[39m=\u001b[39mtime_from,end\u001b[39m=\u001b[39mtime_to)\n\u001b[0;32m---> 35\u001b[0m stockBarRequest \u001b[39m=\u001b[39m StockBarsRequest(symbol_or_symbols\u001b[39m=\u001b[39;49m[\u001b[39m\"\u001b[39;49m\u001b[39mBAC\u001b[39;49m\u001b[39m\"\u001b[39;49m], start\u001b[39m=\u001b[39;49mtime_from,end\u001b[39m=\u001b[39;49mtime_to, timeframe\u001b[39m=\u001b[39;49m\u001b[39m\"\u001b[39;49m\u001b[39m15s\u001b[39;49m\u001b[39m\"\u001b[39;49m)\n\u001b[1;32m 37\u001b[0m \u001b[39m#zavolam na clientovi metodu s request objektem, vrací se mi Dict[str, Quote] - obj.Quote pro kazdy symbol\u001b[39;00m\n\u001b[1;32m 38\u001b[0m \u001b[39m#latestQuoteObject = stock_client.get_stock_latest_quote(latestQuoteRequest)\u001b[39;00m\n\u001b[1;32m 39\u001b[0m \u001b[39m#tradesResponse = stock_client.get_stock_trades(stockTradeRequest).df\u001b[39;00m\n\u001b[1;32m 40\u001b[0m stocksResponse \u001b[39m=\u001b[39m stock_client\u001b[39m.\u001b[39mget_stock_bars(stockBarRequest)\u001b[39m.\u001b[39mdf\n",
|
||||
"File \u001b[0;32m~/Documents/Development/python/trading/.venv/lib/python3.11/site-packages/alpaca/data/requests.py:45\u001b[0m, in \u001b[0;36mBaseTimeseriesDataRequest.__init__\u001b[0;34m(self, **data)\u001b[0m\n\u001b[1;32m 37\u001b[0m \u001b[39mif\u001b[39;00m (\n\u001b[1;32m 38\u001b[0m \u001b[39m\"\u001b[39m\u001b[39mend\u001b[39m\u001b[39m\"\u001b[39m \u001b[39min\u001b[39;00m data\n\u001b[1;32m 39\u001b[0m \u001b[39mand\u001b[39;00m data[\u001b[39m\"\u001b[39m\u001b[39mend\u001b[39m\u001b[39m\"\u001b[39m] \u001b[39mis\u001b[39;00m \u001b[39mnot\u001b[39;00m \u001b[39mNone\u001b[39;00m\n\u001b[1;32m 40\u001b[0m \u001b[39mand\u001b[39;00m \u001b[39misinstance\u001b[39m(data[\u001b[39m\"\u001b[39m\u001b[39mend\u001b[39m\u001b[39m\"\u001b[39m], datetime)\n\u001b[1;32m 41\u001b[0m \u001b[39mand\u001b[39;00m data[\u001b[39m\"\u001b[39m\u001b[39mend\u001b[39m\u001b[39m\"\u001b[39m]\u001b[39m.\u001b[39mtzinfo \u001b[39mis\u001b[39;00m \u001b[39mnot\u001b[39;00m \u001b[39mNone\u001b[39;00m\n\u001b[1;32m 42\u001b[0m ):\n\u001b[1;32m 43\u001b[0m data[\u001b[39m\"\u001b[39m\u001b[39mend\u001b[39m\u001b[39m\"\u001b[39m] \u001b[39m=\u001b[39m data[\u001b[39m\"\u001b[39m\u001b[39mend\u001b[39m\u001b[39m\"\u001b[39m]\u001b[39m.\u001b[39mastimezone(pytz\u001b[39m.\u001b[39mutc)\u001b[39m.\u001b[39mreplace(tzinfo\u001b[39m=\u001b[39m\u001b[39mNone\u001b[39;00m)\n\u001b[0;32m---> 45\u001b[0m \u001b[39msuper\u001b[39;49m()\u001b[39m.\u001b[39;49m\u001b[39m__init__\u001b[39;49m(\u001b[39m*\u001b[39;49m\u001b[39m*\u001b[39;49mdata)\n",
|
||||
"File \u001b[0;32m~/Documents/Development/python/trading/.venv/lib/python3.11/site-packages/pydantic/main.py:342\u001b[0m, in \u001b[0;36mpydantic.main.BaseModel.__init__\u001b[0;34m()\u001b[0m\n",
|
||||
"\u001b[0;31mValidationError\u001b[0m: 1 validation error for StockBarsRequest\ntimeframe\n instance of TimeFrame expected (type=type_error.arbitrary_type; expected_arbitrary_type=TimeFrame)"
|
||||
]
|
||||
}
|
||||
],
|
||||
"source": [
|
||||
"# 2 clients for historical data StockHistoricalDataClient (needs keys), CryptoHistoricalDataClient\n",
|
||||
"# 2 clients for real time data CryptoDataStream, StockDataStream\n",
|
||||
"\n",
|
||||
"\n",
|
||||
"# naimportuju si daneho clienta\n",
|
||||
"from alpaca.data.historical import StockHistoricalDataClient, CryptoHistoricalDataClient\n",
|
||||
"\n",
|
||||
"#pokdu pouzivam historicke data(tzn. REST) tak si naimportuju dany request object\n",
|
||||
"from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest\n",
|
||||
"\n",
|
||||
"#objekty se kterymi pak pracuju (jsou soucasi package výše, tady jen informačně)\n",
|
||||
"from alpaca.data import Quote, Trade, Snapshot, Bar\n",
|
||||
"from alpaca.data.models import BarSet, QuoteSet, TradeSet\n",
|
||||
"\n",
|
||||
"\n",
|
||||
"from config import API_KEY, SECRET_KEY\n",
|
||||
"import datetime\n",
|
||||
"import pandas as pd\n",
|
||||
"\n",
|
||||
"# vytvorim si clienta\n",
|
||||
"stock_client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=False)\n",
|
||||
"\n",
|
||||
"sloupce=[\"symbol\",\"timestamp\",\"exchange\",\"price\",\"size\",\"id\",\"conditions\",\"tape\"]\n",
|
||||
"\n",
|
||||
"# deklarace globalniho df s timeindexem\n",
|
||||
"#gdf = pd.DataFrame(columns=sloupce, index=pd.to_datetime([]))\n",
|
||||
"\n",
|
||||
"time_from = datetime.datetime(2023, 2, 17, 14, 50, 0, 0)\n",
|
||||
"time_to = datetime.datetime(2023, 2, 17, 14, 55, 1, 0)\n",
|
||||
"#print(time_from)\n",
|
||||
"\n",
|
||||
"# vytvorim request objekt\n",
|
||||
"#latestQuoteRequest = StockLatestQuoteRequest(symbol_or_symbols=[\"SPY\", \"GLD\", \"TLT\"])\n",
|
||||
"stockTradeRequest = StockTradesRequest(symbol_or_symbols=[\"BAC\"], start=time_from,end=time_to)\n",
|
||||
"stockBarRequest = StockBarsRequest(symbol_or_symbols=[\"BAC\"], start=time_from,end=time_to, timeframe=\"15s\")\n",
|
||||
"\n",
|
||||
"#zavolam na clientovi metodu s request objektem, vrací se mi Dict[str, Quote] - obj.Quote pro kazdy symbol\n",
|
||||
"#latestQuoteObject = stock_client.get_stock_latest_quote(latestQuoteRequest)\n",
|
||||
"#tradesResponse = stock_client.get_stock_trades(stockTradeRequest).df\n",
|
||||
"stocksResponse = stock_client.get_stock_bars(stockBarRequest).df\n",
|
||||
"\n",
|
||||
"#data = [{'t': '2023-02-17T14:50:00.582845696Z', 'x': 'D', 'p': 34.83, 's': 1, 'c': [' ', 'I'], 'i': 71675642337847, 'z': 'A'}, {'t': '2023-02-17T14:50:00.948229632Z', 'x': 'D', 'p': 34.8383, 's': 10, 'c': [' ', 'I'], 'i': 79371872323411, 'z': 'A'}]\n",
|
||||
"# data = [{ 'conditions': [' ', 'I'],\n",
|
||||
"# 'exchange': 'D',\n",
|
||||
"# 'id': 71675642337847,\n",
|
||||
"# 'price': 34.83,\n",
|
||||
"# 'size': 1.0,\n",
|
||||
"# 'symbol': 'BAC',\n",
|
||||
"# 'tape': 'A',\n",
|
||||
"# 'timestamp': datetime.datetime(2023, 2, 17, 14, 50, 0, 582845, tzinfo=datetime.timezone.utc)}, { 'conditions': [' ', 'I'],\n",
|
||||
"# 'exchange': 'D',\n",
|
||||
"# 'id': 79371872323411,\n",
|
||||
"# 'price': 34.8383,\n",
|
||||
"# 'size': 10.0,\n",
|
||||
"# 'symbol': 'BAC',\n",
|
||||
"# 'tape': 'A',\n",
|
||||
"# 'timestamp': datetime.datetime(2023, 2, 17, 14, 50, 0, 948229, tzinfo=datetime.timezone.utc)}, { 'conditions': [' ', 'I'],\n",
|
||||
"# 'exchange': 'D',\n",
|
||||
"# 'id': 71675642400306,\n",
|
||||
"# 'price': 34.835,\n",
|
||||
"# 'size': 1.0,\n",
|
||||
"# 'symbol': 'BAC',\n",
|
||||
"# 'tape': 'A',\n",
|
||||
"# 'timestamp': datetime.datetime(2023, 2, 17, 14, 50, 1, 870989, tzinfo=datetime.timezone.utc)}, { 'conditions': [' ', 'I'],\n",
|
||||
"# 'exchange': 'D',\n",
|
||||
"# 'id': 71675642400308,\n",
|
||||
"# 'price': 34.84,\n",
|
||||
"# 'size': 100.0,\n",
|
||||
"# 'symbol': 'BAC',\n",
|
||||
"# 'tape': 'A',\n",
|
||||
"# 'timestamp': datetime.datetime(2023, 2, 17, 14, 55, 0, 88460, tzinfo=datetime.timezone.utc)}]\n",
|
||||
"# datetime.datetime(2023, 2, 17, 14, 50, 0, 948229, tzinfo=datetime.timezone.utc)\n",
|
||||
"#data = tradesResponse\n",
|
||||
"\n",
|
||||
"#gdf = pd.DataFrame.from_dict(data=data, orient='index')\n",
|
||||
"#gdf = pd.DataFrame(data)\n",
|
||||
"\n",
|
||||
"#gdf = pd.DataFrame(tradesResponse.data[\"BAC\"])\n",
|
||||
"\n",
|
||||
"# works with raw data\n",
|
||||
"#gdf = pd.DataFrame([t for t in tradesResponse[\"BAC\"]], columns=sloupce)\n",
|
||||
"\n",
|
||||
"#gdf = tradesResponse.df\n",
|
||||
"print(stocksResponse)\n",
|
||||
"# print(tradesResponse)\n",
|
||||
"#print(tradesResponse[\"BAC\"])\n",
|
||||
"# print(tradesResponse.data[\"BAC\"])\n",
|
||||
"\n",
|
||||
"# positions_df = pd.concat((pd.DataFrame(position).set_index(0) for position in positions),axis=1)\n",
|
||||
"# positions_df = positions_df.T.apply(pd.to_numeric, errors='ignore').T # convert strings to numeric\n",
|
||||
"# For orders:\n",
|
||||
"# orders_df = pd.concat((pd.DataFrame(order).set_index(0) for order in orders),axis=1).T\n"
|
||||
]
|
||||
}
|
||||
],
|
||||
"metadata": {
|
||||
"kernelspec": {
|
||||
"display_name": ".venv",
|
||||
"language": "python",
|
||||
"name": "python3"
|
||||
},
|
||||
"language_info": {
|
||||
"codemirror_mode": {
|
||||
"name": "ipython",
|
||||
"version": 3
|
||||
},
|
||||
"file_extension": ".py",
|
||||
"mimetype": "text/x-python",
|
||||
"name": "python",
|
||||
"nbconvert_exporter": "python",
|
||||
"pygments_lexer": "ipython3",
|
||||
"version": "3.10.10"
|
||||
},
|
||||
"orig_nbformat": 4,
|
||||
"vscode": {
|
||||
"interpreter": {
|
||||
"hash": "9391835cf7167c62e8e53032533e4da7e63c83f818ef5f19912128bc45706236"
|
||||
}
|
||||
}
|
||||
},
|
||||
"nbformat": 4,
|
||||
"nbformat_minor": 2
|
||||
}
|
||||
66
testy/archive/test.py
Normal file
66
testy/archive/test.py
Normal file
@ -0,0 +1,66 @@
|
||||
from alpaca.data.live import StockDataStream
|
||||
from alpaca.common.enums import BaseURL
|
||||
import datetime
|
||||
import pandas as pd
|
||||
from alpaca.data.models import Bar, Quote, Trade
|
||||
import csv
|
||||
from config import API_KEY, SECRET_KEY
|
||||
|
||||
key = 'PKHVMXQA09IVXALL92JR'
|
||||
secret = 'FmPwQRFIl7jhLRrXee0Ui73zM9NmAf5O4VH2tyAf'
|
||||
|
||||
# keys required for stock historical data client
|
||||
#client = StockHistoricalDataClient(key, secret)
|
||||
|
||||
# keys required
|
||||
client = StockDataStream(api_key=API_KEY,secret_key=SECRET_KEY)
|
||||
|
||||
df_glob = pd.DataFrame(columns=['timestamp','symbol', 'exchange','size','price','id','conditions','tape'])
|
||||
|
||||
file = open('Trades.txt', 'w')
|
||||
|
||||
# async handler
|
||||
async def quote_data_handler(data):
|
||||
#global df_glob
|
||||
#f_loc = pd.DataFrame(data)
|
||||
#df_glob = df_glob.append(df_loc, ignore_index=True)
|
||||
# quote data will arrive here
|
||||
print(data)
|
||||
ne = str(data) + "\n"
|
||||
file.write(ne)
|
||||
#print(data.timestamp,data.symbol, data.price, data.size, data.exchange, data.id, data.conditios,tape)
|
||||
print("-"*40)
|
||||
|
||||
#client.subscribe_updated_bars(quote_data_handler, "BAC")
|
||||
#client.subscribe_quotes(quote_data_handler, "BAC")
|
||||
client.subscribe_trades(quote_data_handler, "BAC")
|
||||
|
||||
print("pred spustenim run")
|
||||
try:
|
||||
client.run()
|
||||
#print(df)
|
||||
except Exception as err:
|
||||
print(f"{type(err).__name__} was raised: {err}")
|
||||
print("globalni dataframe")
|
||||
print(df_glob)
|
||||
file.close()
|
||||
|
||||
print(df_glob)
|
||||
|
||||
# timestamp symbol exchange size price id conditions tape 0 1
|
||||
# 0 NaN NaN NaN NaN NaN NaN NaN NaN symbol BAC
|
||||
# 1 NaN NaN NaN NaN NaN NaN NaN NaN timestamp 2023-02-15 19:47:19.430511+00:00
|
||||
# 2 NaN NaN NaN NaN NaN NaN NaN NaN exchange V
|
||||
# 3 NaN NaN NaN NaN NaN NaN NaN NaN price 35.52
|
||||
# 4 NaN NaN NaN NaN NaN NaN NaN NaN size 50.0
|
||||
# .. ... ... ... ... ... ... ... ... ... ...
|
||||
# 59 NaN NaN NaN NaN NaN NaN NaN NaN price 35.51
|
||||
# 60 NaN NaN NaN NaN NaN NaN NaN NaN size 7.0
|
||||
# 61 NaN NaN NaN NaN NaN NaN NaN NaN id 56493486924086
|
||||
# 62 NaN NaN NaN NaN NaN NaN NaN NaN conditions [ , I]
|
||||
# 63 NaN NaN NaN NaN NaN NaN NaN NaN tape A
|
||||
|
||||
order_data_json = request.get_json()
|
||||
|
||||
# validate data
|
||||
MarketOrderRequest(**order_data_json)
|
||||
1
testy/archive/testqueue.py
Normal file
1
testy/archive/testqueue.py
Normal file
@ -0,0 +1 @@
|
||||
|
||||
35
testy/archive/threadcondition.py
Normal file
35
testy/archive/threadcondition.py
Normal file
@ -0,0 +1,35 @@
|
||||
# A condition variable allows one or more threads to wait until they are
|
||||
# notified by another thread.
|
||||
|
||||
import threading
|
||||
import time
|
||||
import logging
|
||||
|
||||
logging.basicConfig(level=logging.DEBUG,
|
||||
format='(%(threadName)-9s) %(message)s',)
|
||||
|
||||
def consumer(cv):
|
||||
logging.debug('Consumer thread started ...')
|
||||
with cv:
|
||||
logging.debug('Consumer waiting ...')
|
||||
cv.wait()
|
||||
logging.debug('Consumer consumed the resource')
|
||||
|
||||
def producer(cv):
|
||||
logging.debug('Producer thread started ...')
|
||||
with cv:
|
||||
logging.debug('Making resource available')
|
||||
logging.debug('Notifying to all consumers')
|
||||
cv.notify_all()
|
||||
|
||||
if __name__ == '__main__':
|
||||
condition = threading.Condition()
|
||||
cs1 = threading.Thread(name='consumer1', target=consumer, args=(condition,))
|
||||
cs2 = threading.Thread(name='consumer2', target=consumer, args=(condition,))
|
||||
pd = threading.Thread(name='producer', target=producer, args=(condition,))
|
||||
|
||||
cs1.start()
|
||||
time.sleep(2)
|
||||
cs2.start()
|
||||
time.sleep(2)
|
||||
pd.start()
|
||||
54
testy/archive/thready.py
Normal file
54
testy/archive/thready.py
Normal file
@ -0,0 +1,54 @@
|
||||
# pouziti threadu - narozdil od asyncio - nemame pod tim uplnou kontrolu a ridi to knihovna
|
||||
# thready jsou výhodne pro naročné IO operace, např. loadery, requestory, scrapery, ukladače atp.
|
||||
# how to share data between Threads
|
||||
# 1.Sharing a boolean variable with a threading.Event.
|
||||
# declare in unset or false state
|
||||
# event = threading.Event()
|
||||
# if event.is_set(): # check if set
|
||||
# event.set() # set the event true
|
||||
# event.clear() # or false
|
||||
|
||||
# 2.Protecting global shared data with a threading.Lock.
|
||||
# lock = threading.Lock()
|
||||
# with lock:
|
||||
# variable = variable + 10
|
||||
|
||||
# 3.Sharing data with a queue.Queue. Queue can be shared between threads.
|
||||
# create a queue
|
||||
# queue = Queue() #create FIFO
|
||||
# queue.put(i) #enque
|
||||
# data = queue.get() #dequeue
|
||||
|
||||
# dale je tu condition - takova roura mezi consumerem a producerem
|
||||
# cond = threading.Condition()
|
||||
# cond.wait() #consumer waiting
|
||||
# cond.notifyAll() #producer notifiying consumer, they can continue
|
||||
# consumer threads wait for the Condition to be set before continuing.
|
||||
# The producer thread is responsible for setting the condition and notifying the other threads
|
||||
# that they can continue. Více v sam.test filu.
|
||||
|
||||
|
||||
import threading
|
||||
|
||||
def do_first():
|
||||
print("Running do_first line 1")
|
||||
print("Running do_first line 2")
|
||||
print("Running do_first line 3")
|
||||
|
||||
def do_second():
|
||||
print("Running do_second line 1")
|
||||
print("Running do_second line 2")
|
||||
print("Running do_second line 3")
|
||||
|
||||
def main():
|
||||
t1 = threading.Thread(target=do_first)
|
||||
t2 = threading.Thread(target=do_second)
|
||||
|
||||
# Start threads
|
||||
t1.start(), t2.start()
|
||||
|
||||
# Wait threads to complete
|
||||
t1.join(), t2.join()
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
74
testy/changeiterable (kopie).py
Normal file
74
testy/changeiterable (kopie).py
Normal file
@ -0,0 +1,74 @@
|
||||
from uuid import UUID, uuid4
|
||||
from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderClass, OrderType, TimeInForce
|
||||
#from utils import AttributeDict
|
||||
from rich import print
|
||||
from typing import Any, Optional, List, Union
|
||||
from datetime import datetime, date
|
||||
from pydantic import BaseModel
|
||||
from common.model import Order
|
||||
# to test change iterable (adding items) while iterating
|
||||
import asyncio
|
||||
|
||||
class Notif:
|
||||
def __init__(self,time):
|
||||
self.time = time
|
||||
|
||||
open_orders: list = []
|
||||
|
||||
for i in range(1,10):
|
||||
open_orders.append(Order(id=uuid4(),
|
||||
submitted_at = datetime.utcnow(),
|
||||
qty=1,
|
||||
order_type=OrderType.MARKET,
|
||||
symbol = "BAC",
|
||||
status = OrderStatus.ACCEPTED,
|
||||
side = OrderSide.BUY))
|
||||
|
||||
print("cele pole objektu",open_orders)
|
||||
|
||||
# Here, 'reversed' returns a lazy iterator, so it's performant! reversed(l):
|
||||
|
||||
#musi fungovat removing stare a pridavani novych
|
||||
|
||||
#this list contains all not processed notification, that we try to process during this iteration
|
||||
#if time is not right we leave the message for next iter
|
||||
#if time is right we process the message (- note it can trigger additional open_orders, that are added to queue)
|
||||
|
||||
async def apenduj():
|
||||
global open_orders
|
||||
open_orders.append("cago")
|
||||
# if notif.time % 2 == 0 and notif.time < 300:
|
||||
# open_orders.append(Notif(notif.time+50))
|
||||
|
||||
todel = []
|
||||
for i in open_orders:
|
||||
#print("*******start iterace polozky", i.time)
|
||||
print(i)
|
||||
print("removing element",i)
|
||||
res = asyncio.run(apenduj())
|
||||
todel.append(i)
|
||||
print("*****konec iterace", i)
|
||||
print()
|
||||
|
||||
print("to del", todel)
|
||||
#removing processed from the list
|
||||
for i in todel:
|
||||
open_orders.remove(i)
|
||||
|
||||
|
||||
print("cely list po skonceni vseho")
|
||||
for i in open_orders: print(i.id)
|
||||
|
||||
|
||||
|
||||
""""
|
||||
pred iteraci se zavola synchroné
|
||||
EXECUTE open orders(time)
|
||||
- pokusi se vytvorit vsechny otevrene ordery do daneho casu (casu dalsi iterace)
|
||||
- podporuje i volani callbacku a to vcetne pokynu vytvoreneho z pokynu
|
||||
- tento novy pokyn muze byt i take exekuovan pokud se vcetne roundtripu vejde do daneho casu
|
||||
pripadne soucasne vytvoreni i exekuci pokynu
|
||||
|
||||
|
||||
"""
|
||||
|
||||
70
testy/changeiterable.py
Normal file
70
testy/changeiterable.py
Normal file
@ -0,0 +1,70 @@
|
||||
from uuid import UUID, uuid4
|
||||
from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderClass, OrderType, TimeInForce
|
||||
#from utils import AttributeDict
|
||||
from rich import print
|
||||
from typing import Any, Optional, List, Union
|
||||
from datetime import datetime, date
|
||||
from pydantic import BaseModel
|
||||
from common.model import Order
|
||||
# to test change iterable (adding items) while iterating
|
||||
|
||||
class Notif:
|
||||
def __init__(self,time):
|
||||
self.time = time
|
||||
|
||||
open_orders: list(Order) = []
|
||||
|
||||
for i in range(1,10):
|
||||
open_orders.append(Order(id=uuid4()),
|
||||
submitted_at = datetime.utcnow(),
|
||||
symbol = "BAC",
|
||||
status = OrderStatus.ACCEPTED,
|
||||
side = OrderSide.BUY)
|
||||
|
||||
print("cele pole objektu",open_orders)
|
||||
|
||||
# Here, 'reversed' returns a lazy iterator, so it's performant! reversed(l):
|
||||
|
||||
#musi fungovat removing stare a pridavani novych
|
||||
|
||||
#this list contains all not processed notification, that we try to process during this iteration
|
||||
#if time is not right we leave the message for next iter
|
||||
#if time is right we process the message (- note it can trigger additional open_orders, that are added to queue)
|
||||
|
||||
def process_message(notif: Notif):
|
||||
global open_orders
|
||||
pass
|
||||
# if notif.time % 2 == 0 and notif.time < 300:
|
||||
# open_orders.append(Notif(notif.time+50))
|
||||
|
||||
todel = []
|
||||
for i in open_orders:
|
||||
#print("*******start iterace polozky", i.time)
|
||||
process_message(i.id)
|
||||
print("removing element",i.id)
|
||||
todel.append(i)
|
||||
print("*****konec iterace", i.id)
|
||||
print()
|
||||
|
||||
print("to del", todel)
|
||||
#removing processed from the list
|
||||
for i in todel:
|
||||
open_orders.remove(i)
|
||||
|
||||
|
||||
print("cely list po skonceni vseho")
|
||||
for i in open_orders: print(i.id)
|
||||
|
||||
|
||||
|
||||
""""
|
||||
pred iteraci se zavola synchroné
|
||||
EXECUTE open orders(time)
|
||||
- pokusi se vytvorit vsechny otevrene ordery do daneho casu (casu dalsi iterace)
|
||||
- podporuje i volani callbacku a to vcetne pokynu vytvoreneho z pokynu
|
||||
- tento novy pokyn muze byt i take exekuovan pokud se vcetne roundtripu vejde do daneho casu
|
||||
pripadne soucasne vytvoreni i exekuci pokynu
|
||||
|
||||
|
||||
"""
|
||||
|
||||
9915
testy/dash_backtest_results.py
Normal file
9915
testy/dash_backtest_results.py
Normal file
File diff suppressed because it is too large
Load Diff
151
testy/dash_save_html.py
Normal file
151
testy/dash_save_html.py
Normal file
@ -0,0 +1,151 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
import os
|
||||
from html.parser import HTMLParser
|
||||
|
||||
import dash
|
||||
import pandas as pd
|
||||
import plotly.express as px
|
||||
import requests
|
||||
from dash import html, dcc, dash_table, Input, Output
|
||||
|
||||
|
||||
def patch_file(file_path: str, content: bytes, extra: dict = None) -> bytes:
|
||||
if file_path == 'index.html':
|
||||
index_html_content = content.decode('utf8')
|
||||
extra_jsons = f'''
|
||||
var patched_jsons_content={{
|
||||
{','.join(["'/" + k + "':" + v.decode("utf8") + "" for k, v in extra.items()])}
|
||||
}};
|
||||
'''
|
||||
patched_content = index_html_content.replace(
|
||||
'<footer>',
|
||||
f'''
|
||||
<footer>
|
||||
<script>
|
||||
''' + extra_jsons + '''
|
||||
const origFetch = window.fetch;
|
||||
window.fetch = function () {
|
||||
const e = arguments[0]
|
||||
if (patched_jsons_content.hasOwnProperty(e)) {
|
||||
return Promise.resolve({
|
||||
json: () => Promise.resolve(patched_jsons_content[e]),
|
||||
headers: new Headers({'content-type': 'application/json'}),
|
||||
status: 200,
|
||||
});
|
||||
} else {
|
||||
return origFetch.apply(this, arguments)
|
||||
}
|
||||
}
|
||||
</script>
|
||||
'''
|
||||
).replace(
|
||||
'href="/',
|
||||
'href="'
|
||||
).replace(
|
||||
'src="/',
|
||||
'src="'
|
||||
)
|
||||
return patched_content.encode('utf8')
|
||||
else:
|
||||
return content
|
||||
|
||||
|
||||
def write_file(file_path: str, content: bytes, target_dir='target', ):
|
||||
target_file_path = os.path.join(target_dir, file_path.lstrip('/').split('?')[0])
|
||||
target_leaf_dir = os.path.dirname(target_file_path)
|
||||
os.makedirs(target_leaf_dir, exist_ok=True)
|
||||
with open(target_file_path, 'wb') as f:
|
||||
f.write(content)
|
||||
pass
|
||||
|
||||
|
||||
class ExternalResourceParser(HTMLParser):
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
self.resources = []
|
||||
|
||||
def handle_starttag(self, tag, attrs):
|
||||
if tag == 'link':
|
||||
for k, v in attrs:
|
||||
if k == 'href':
|
||||
self.resources.append(v)
|
||||
if tag == 'script':
|
||||
for k, v in attrs:
|
||||
if k == 'src':
|
||||
self.resources.append(v)
|
||||
|
||||
|
||||
def make_static(base_url, target_dir='target'):
|
||||
index_html_bytes = requests.get(base_url).content
|
||||
json_paths = ['_dash-layout', '_dash-dependencies', ]
|
||||
extra_json = {}
|
||||
for json_path in json_paths:
|
||||
json_content = requests.get(base_url + json_path).content
|
||||
extra_json[json_path] = json_content
|
||||
|
||||
patched_bytes = patch_file('index.html', index_html_bytes, extra=extra_json)
|
||||
write_file('index.html', patched_bytes, target_dir)
|
||||
parser = ExternalResourceParser()
|
||||
parser.feed(patched_bytes.decode('utf8'))
|
||||
extra_js = [
|
||||
'_dash-component-suites/dash/dcc/async-graph.js',
|
||||
'_dash-component-suites/dash/dcc/async-plotlyjs.js',
|
||||
'_dash-component-suites/dash/dash_table/async-table.js',
|
||||
'_dash-component-suites/dash/dash_table/async-highlight.js'
|
||||
]
|
||||
for resource_url in parser.resources + extra_js:
|
||||
resource_url_full = base_url + resource_url
|
||||
print(f'get {resource_url_full}')
|
||||
resource_bytes = requests.get(resource_url_full).content
|
||||
patched_bytes = patch_file(resource_url, resource_bytes)
|
||||
write_file(resource_url, patched_bytes, target_dir)
|
||||
|
||||
|
||||
def main():
|
||||
port = 9050
|
||||
app = dash.Dash(__name__)
|
||||
df = pd.DataFrame({
|
||||
"Fruit": ["Apples", "Oranges", "Bananas", "Apples", "Oranges", "Bananas"],
|
||||
"Amount": [4, 1, 2, 2, 4, 5],
|
||||
"City": ["SF", "SF", "SF", "Montreal", "Montreal", "Montreal"]
|
||||
})
|
||||
|
||||
fig = px.bar(df, x="Fruit", y="Amount", color="City", barmode="group")
|
||||
|
||||
app.layout = html.Div(children=[
|
||||
html.Button('save static', id='save', n_clicks=0),
|
||||
html.Span('', id='saved'),
|
||||
|
||||
html.H1(children='Hello Dash'),
|
||||
|
||||
html.Div(children='''
|
||||
Dash: A web application framework for your data.
|
||||
'''),
|
||||
|
||||
dcc.Graph(
|
||||
id='example-graph',
|
||||
figure=fig
|
||||
),
|
||||
dash_table.DataTable(
|
||||
id='table',
|
||||
columns=[{"name": i, "id": i} for i in df.columns],
|
||||
data=df.to_dict('records'),
|
||||
)
|
||||
])
|
||||
|
||||
@app.callback(
|
||||
Output('saved', 'children'),
|
||||
Input('save', 'n_clicks'),
|
||||
)
|
||||
def save_result(n_clicks):
|
||||
if n_clicks == 0:
|
||||
return 'not saved'
|
||||
else:
|
||||
make_static(f'http://127.0.0.1:{port}/')
|
||||
return 'saved'
|
||||
|
||||
app.run_server(debug=False, port=port)
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
main()
|
||||
38
testy/debugprints.py
Normal file
38
testy/debugprints.py
Normal file
@ -0,0 +1,38 @@
|
||||
import inspect
|
||||
import re
|
||||
import pprint
|
||||
from rich import print
|
||||
from datetime import datetime
|
||||
|
||||
def d(x, n=None):
|
||||
frame = inspect.currentframe().f_back
|
||||
s = inspect.getframeinfo(frame).code_context[0]
|
||||
print(s)
|
||||
r = re.search(r"\((.*)\)", s).group(1)
|
||||
print("{} = {}".format(r,x), n)
|
||||
|
||||
def prinfo(*args):
|
||||
frame = inspect.currentframe().f_back
|
||||
s = inspect.getframeinfo(frame).code_context[0]
|
||||
r = re.search(r"\((.*)\)", s).group(1)
|
||||
print(r)
|
||||
vnames = r.split(", ")
|
||||
print(vnames)
|
||||
for i,(var,val) in enumerate(zip(vnames, args)):
|
||||
print(f"{var} = {val}")
|
||||
|
||||
def p(var, n = None):
|
||||
if n: print(n, f'{var = }')
|
||||
else: print(f'{var = }')
|
||||
|
||||
a = 34
|
||||
b= dict(a1=123,b2="cus")
|
||||
c = "covece"
|
||||
#p(a)
|
||||
#d(b, "neco")
|
||||
|
||||
p(a)
|
||||
p(a,"neco")
|
||||
prinfo(b,c)
|
||||
|
||||
|
||||
70
testy/decorator_test.py
Normal file
70
testy/decorator_test.py
Normal file
@ -0,0 +1,70 @@
|
||||
import inspect
|
||||
|
||||
class LiveInterface:
|
||||
|
||||
def prepost(f):
|
||||
def prepost_wrapper(self, *args, **kwargs):
|
||||
pre_name = 'pre_' + f.__name__
|
||||
post_name = 'post_' + f.__name__
|
||||
print(dir(self))
|
||||
print(self.__repr__)
|
||||
res = 1
|
||||
if hasattr(self, pre_name):
|
||||
res = getattr(self, pre_name) (*args, **kwargs)
|
||||
if res > 0:
|
||||
ret = f(self, *args, **kwargs)
|
||||
if hasattr(self, post_name): getattr(self, post_name)(*args, **kwargs)
|
||||
return ret
|
||||
else:
|
||||
print("plugin vratil zaporné. Skipping")
|
||||
return res
|
||||
return prepost_wrapper
|
||||
|
||||
|
||||
def __init__(self) -> None:
|
||||
pass
|
||||
|
||||
@prepost
|
||||
def buy(self):
|
||||
print("buy")
|
||||
|
||||
##
|
||||
# class NewInterface(LiveInterface):
|
||||
# def __init__(self) -> None:
|
||||
# super().__init__()
|
||||
|
||||
|
||||
|
||||
class Strategy():
|
||||
def __init__(self) -> None:
|
||||
#tady is prepnu na live or bt
|
||||
self.interface = Strategy.StrategyInterface()
|
||||
self.neco = 1
|
||||
#self.interface.buy()
|
||||
#self.interface = LiveInterface()
|
||||
#self.interface.buy = self.buy_more
|
||||
self.interface.buy()
|
||||
|
||||
|
||||
|
||||
class StrategyInterface(LiveInterface):
|
||||
def __init__(self) -> None:
|
||||
super().__init__()
|
||||
|
||||
def pre_buy(self):
|
||||
print("prebuy")
|
||||
return 3
|
||||
|
||||
def post_buy(self):
|
||||
print("postbuy")
|
||||
return -2
|
||||
|
||||
|
||||
|
||||
def main():
|
||||
a = Strategy()
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
|
||||
##
|
||||
34
testy/gethistorytrades.py
Normal file
34
testy/gethistorytrades.py
Normal file
@ -0,0 +1,34 @@
|
||||
import os,sys
|
||||
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
print(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
|
||||
from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest
|
||||
from alpaca.data.enums import DataFeed
|
||||
from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
|
||||
from datetime import datetime, timezone, time, timedelta, date
|
||||
import pytz
|
||||
from rich import print
|
||||
|
||||
#práce s datumy
|
||||
|
||||
zone_NY = pytz.timezone('America/New_York')
|
||||
|
||||
parametry = {}
|
||||
symbol = ["BAC"]
|
||||
client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True)
|
||||
datetime_object_from = datetime(2023, 3, 16, 9, 30, 0, tzinfo=zone_NY)
|
||||
datetime_object_to = datetime(2023, 3, 16, 16, 00, 0, tzinfo=zone_NY)
|
||||
trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
|
||||
|
||||
all_trades = client.get_stock_trades(trades_request)
|
||||
|
||||
#print(all_trades)
|
||||
|
||||
print(len(all_trades['BAC']))
|
||||
|
||||
# for i in all_trades:
|
||||
# print(all_trades[i])
|
||||
|
||||
if __name__ == "__main__":
|
||||
# bar will be invoked if this module is being run directly, but not via import!
|
||||
print("hello")
|
||||
49
testy/loghandlers.py
Normal file
49
testy/loghandlers.py
Normal file
@ -0,0 +1,49 @@
|
||||
from v2realbot.enums.enums import Mode, Account
|
||||
from v2realbot.config import get_key
|
||||
import structlog
|
||||
from rich import print
|
||||
from datetime import datetime
|
||||
from v2realbot.utils.utils import zoneNY
|
||||
|
||||
def timestamper(_, __, event_dict):
|
||||
event_dict["time"] = datetime.now().isoformat()
|
||||
return event_dict
|
||||
|
||||
#structlog.configure(processors=[timestamper, structlog.processors.KeyValueRenderer()])
|
||||
|
||||
log = structlog.get_logger()
|
||||
|
||||
def neco(arg: int):
|
||||
log.bind(arg=arg)
|
||||
log.info("neco funkce")
|
||||
arg = arg + 2
|
||||
return arg
|
||||
|
||||
def neco2(kwargs):
|
||||
print("neco 2")
|
||||
for i in 12:
|
||||
print(i)
|
||||
|
||||
ted = datetime.now().astimezone(zoneNY)
|
||||
promena = [1,2]
|
||||
|
||||
log.bind(ted=ted, promena=promena)
|
||||
|
||||
d = dict(a=2,b="33",dalsiklic=4432, pole=[2,3,4])
|
||||
log.info("beforeprint")
|
||||
print(d)
|
||||
d = neco(3)
|
||||
log.info("udalost")
|
||||
|
||||
|
||||
log.info("incoming",d=d)
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
88
testy/modulmistoclass-websocket.py
Normal file
88
testy/modulmistoclass-websocket.py
Normal file
@ -0,0 +1,88 @@
|
||||
from threading import Thread, current_thread
|
||||
from alpaca.data.live import StockDataStream, CryptoDataStream
|
||||
from v2realbot.config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE, PAPER
|
||||
import queue
|
||||
from alpaca.data.enums import DataFeed
|
||||
from typing_extensions import Any
|
||||
import time
|
||||
from v2realbot.loader.aggregator import TradeAggregator
|
||||
|
||||
# class ws_agg() :
|
||||
# def __init__(self, client, symbol) -> None:
|
||||
# # Call the Thread class's init function
|
||||
# Thread.__init__(self)
|
||||
# self.client = client
|
||||
# self.symbol = symbol
|
||||
|
||||
|
||||
|
||||
#object composition
|
||||
ws_client = CryptoDataStream(API_KEY, SECRET_KEY, raw_data=True, websocket_params={})
|
||||
_streams = []
|
||||
|
||||
def add_stream(self, **data):
|
||||
#object composition - pomocí append
|
||||
self._streams.append(data)
|
||||
|
||||
async def handler(self, data):
|
||||
print("handler ve threadu:",current_thread().name)
|
||||
# podíváme kolik streamů je instancovaných pro tento symbol - v dict[symbol] a spusteni
|
||||
# pro každý stream zavoláme
|
||||
|
||||
print(data)
|
||||
print("*"*40)
|
||||
|
||||
def run(self) :
|
||||
print(current_thread().name)
|
||||
print(self._streams)
|
||||
unique = set()
|
||||
## for each symbol we subscribe
|
||||
for i in self._streams:
|
||||
print(i['symbol'])
|
||||
#instanciace tradeAggregatoru a uložení do dict[symbol]
|
||||
#zde
|
||||
unique.add(i['symbol'])
|
||||
print(unique)
|
||||
#subscribe for unique symbols
|
||||
|
||||
#
|
||||
##TODO *PROBLEM* co kdyz chci subscribe stejneho symbolu co uz konzumuje jina strategie. PROBLEM koncepční
|
||||
##TODO pri skonceni jedne strategie, udelat teardown kroky jako unsubscribe pripadne stop
|
||||
for i in unique:
|
||||
WS_Stream.client.subscribe_trades(self.handler, i)
|
||||
print("subscribed to",i)
|
||||
#timto se spusti jenom poprve v 1 vlaknu
|
||||
#ostatni pouze vyuzivaji
|
||||
if WS_Stream.client._running is False:
|
||||
print("it is not running, starting by calling RUN")
|
||||
WS_Stream.client.run()
|
||||
#tímto se spustí pouze 1.vlakno, nicmene subscribe i pripadny unsubscribe zafunguji
|
||||
else:
|
||||
print("it is running, not calling RUN")
|
||||
|
||||
|
||||
# class SymbolStream():
|
||||
# def __init__(self, symbol) -> None:
|
||||
# self.symbol = symbol
|
||||
# s
|
||||
# class StreamRequest:
|
||||
# symbol: str
|
||||
# resolution: int
|
||||
|
||||
#clientDataStream = CryptoDataStream(API_KEY, SECRET_KEY, raw_data=True, websocket_params={})
|
||||
|
||||
# novy ws stream - vždy jednom vláknu
|
||||
obj= WS_Stream("jednicka")
|
||||
obj.add_stream(symbol="BTC/USD",resolution=15)
|
||||
# novy ws stream - vždy jednom vláknu
|
||||
obj2= WS_Stream("dvojka")
|
||||
obj2.add_stream(symbol="ETH/USD",resolution=5)
|
||||
obj.start()
|
||||
time.sleep(1)
|
||||
obj2.start()
|
||||
# clientDataStream.run()
|
||||
# clientDataStream2.run()
|
||||
obj2.join()
|
||||
obj.join()
|
||||
|
||||
print("po startu")
|
||||
75
testy/pandasinsert.py
Normal file
75
testy/pandasinsert.py
Normal file
@ -0,0 +1,75 @@
|
||||
from uuid import UUID, uuid4
|
||||
from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderType
|
||||
from common.model import TradeUpdate, Order
|
||||
from rich import print
|
||||
import threading
|
||||
import asyncio
|
||||
from config import BT_DELAYS
|
||||
from utils.utils import AttributeDict, ltp, zoneNY, trunc
|
||||
from utils.tlog import tlog
|
||||
from datetime import datetime
|
||||
import pandas as pd
|
||||
import mplfinance as mpf
|
||||
|
||||
|
||||
trade1 = TradeUpdate(order =Order(id=uuid4(),
|
||||
submitted_at = datetime(2023, 3, 17, 9, 30, 0, 0, tzinfo=zoneNY),
|
||||
symbol = "BAC",
|
||||
qty = 1,
|
||||
status = OrderStatus.ACCEPTED,
|
||||
order_type = OrderType.LIMIT,
|
||||
side = OrderSide.BUY,
|
||||
limit_price=22.4),
|
||||
event = TradeEvent.FILL,
|
||||
execution_id = uuid4(),
|
||||
timestamp = datetime.now(),
|
||||
position_qty= 2,
|
||||
price=22.3,
|
||||
qty = 2,
|
||||
value = 44.6)
|
||||
|
||||
trade2 = TradeUpdate(order =Order(id=uuid4(),
|
||||
submitted_at = datetime(2023, 3, 17, 9, 34, 0, 0, tzinfo=zoneNY),
|
||||
symbol = "BAC",
|
||||
qty = 1,
|
||||
status = OrderStatus.ACCEPTED,
|
||||
order_type = OrderType.LIMIT,
|
||||
side = OrderSide.SELL,
|
||||
limit_price=22.4),
|
||||
event = TradeEvent.FILL,
|
||||
execution_id = uuid4(),
|
||||
timestamp = datetime.now(),
|
||||
position_qty= 2,
|
||||
price=24.3,
|
||||
qty = 2,
|
||||
value = 48.6)
|
||||
trades= [trade1,trade2]
|
||||
#print(trades)
|
||||
trade_dict = AttributeDict(timestamp=[],symbol=[],qty=[],price=[],position_qty=[],value=[])
|
||||
|
||||
for t in trades:
|
||||
trade_dict.timestamp.append(t.timestamp)
|
||||
trade_dict.symbol.append(t.order.symbol)
|
||||
trade_dict.qty.append(t.qty)
|
||||
trade_dict.price.append(t.price)
|
||||
trade_dict.position_qty.append(t.position_qty)
|
||||
trade_dict.value.append(t.value)
|
||||
|
||||
print(trade_dict)
|
||||
|
||||
trade_df = pd.DataFrame(trade_dict)
|
||||
trade_df = trade_df.set_index('timestamp')
|
||||
|
||||
mpf.plot(trade_df, # the dataframe containing the OHLC (Open, High, Low and Close) data
|
||||
type='candle', # use candlesticks
|
||||
volume=True, # also show the volume
|
||||
mav=(3,6,9), # use three different moving averages
|
||||
figratio=(3,1), # set the ratio of the figure
|
||||
style='yahoo', # choose the yahoo style
|
||||
title='Bitcoin on Wednesday morning');
|
||||
|
||||
print(trade_df)
|
||||
#pd.DataFrame()
|
||||
|
||||
|
||||
#self.trades.append(trade)
|
||||
133
testy/pracesdatumem.py
Normal file
133
testy/pracesdatumem.py
Normal file
@ -0,0 +1,133 @@
|
||||
from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
|
||||
from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest
|
||||
from alpaca.data.enums import DataFeed
|
||||
from v2realbot.config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
|
||||
#from v2realbot.utils.utils import zoneNY
|
||||
from datetime import datetime, timezone, time, timedelta, date
|
||||
import pytz
|
||||
from rich import print
|
||||
from pandas import to_datetime
|
||||
|
||||
#práce s datumy
|
||||
|
||||
zone_NY = pytz.timezone('America/New_York')
|
||||
zoneNY=zone_NY
|
||||
|
||||
# parametry = {}
|
||||
# symbol = ["C","BAC"]
|
||||
# client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True)
|
||||
# datetime_object_from = datetime(2023, 3, 16, 17, 51, 38, tzinfo=timezone.utc)
|
||||
# datetime_object_to = datetime(2023, 3, 16, 17, 52, 39, tzinfo=timezone.utc)
|
||||
# trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
|
||||
|
||||
# all_trades = client.get_stock_trades(trades_request)
|
||||
|
||||
# print(len(all_trades))
|
||||
|
||||
# for i in all_trades:
|
||||
# print(all_trades[i])
|
||||
|
||||
# timeZ_Ny = pytz.timezone('America/New_York')
|
||||
# MARKET_OPEN = time(hour=9, minute=30, second=0, tzinfo=timeZ_Ny)
|
||||
# MARKET_CLOSE = time(hour=16, minute=30, second=0, tzinfo=timeZ_Ny)
|
||||
|
||||
# print(MARKET_OPEN)
|
||||
# print(MARKET_CLOSE)
|
||||
|
||||
|
||||
|
||||
def is_open_rush(dt: datetime, mins: int = 30):
|
||||
""""
|
||||
Returns true if time is within morning rush (open+mins)
|
||||
"""
|
||||
dt = dt.astimezone(zoneNY)
|
||||
business_hours = {
|
||||
"from": time(hour=9, minute=30),
|
||||
"to": time(hour=16, minute=0)
|
||||
}
|
||||
rushtime = (datetime.combine(date.today(), business_hours["from"]) + timedelta(minutes=mins)).time()
|
||||
return business_hours["from"] <= dt.time() < rushtime
|
||||
|
||||
def is_close_rush(dt: datetime, mins: int = 30):
|
||||
""""
|
||||
Returns true if time is within morning rush (open+mins)
|
||||
"""
|
||||
dt = dt.astimezone(zoneNY)
|
||||
business_hours = {
|
||||
"from": time(hour=9, minute=30),
|
||||
"to": time(hour=16, minute=0)
|
||||
}
|
||||
rushtime = (datetime.combine(date.today(), business_hours["to"]) - timedelta(minutes=mins)).time()
|
||||
return rushtime <= dt.time() <= business_hours["to"]
|
||||
|
||||
|
||||
now = datetime.now(tz=zone_NY)
|
||||
now = datetime(2023, 3, 16, 15, 50, 00, tzinfo=zone_NY)
|
||||
print(now)
|
||||
print("is closing rush", is_close_rush(now, 0))
|
||||
|
||||
|
||||
|
||||
""""
|
||||
TODO toto pridat do utils a pak bud do agregatoru
|
||||
a nebo do spis offline_loaderu (tam je muzu filtrovat) - pripadne nejake flagy
|
||||
pak pokracovat v BASE kde jsem skoncil vcera
|
||||
|
||||
|
||||
returns if date is within market open times (no holidays implemented yet)
|
||||
input is timezone aware datetime
|
||||
"""
|
||||
def is_open_hours(dt):
|
||||
|
||||
dt = dt.astimezone(pytz.timezone('America/New_York'))
|
||||
print("ameriko time", dt)
|
||||
|
||||
business_hours = {
|
||||
# monday = 0, tuesday = 1, ... same pattern as date.weekday()
|
||||
"weekdays": [0, 1, 2, 3, 4],
|
||||
"from": time(hour=9, minute=30),
|
||||
"to": time(hour=16, minute=30)
|
||||
}
|
||||
|
||||
holidays = [date(2022, 12, 24), date(2022, 2, 24)]
|
||||
|
||||
return dt.weekday() in business_hours["weekdays"] \
|
||||
and dt.date() not in holidays \
|
||||
and business_hours["from"] <= dt.time() < business_hours["to"]
|
||||
|
||||
now = datetime.now(tz=zone_NY)
|
||||
now = datetime(2023, 3, 16, 15, 51, 38, tzinfo=zone_NY)
|
||||
now = datetime(2023, 3, 16, 15, 51, 38, tzinfo=timezone.utc)
|
||||
print(now)
|
||||
print("is business hour", is_open_hours(now))
|
||||
|
||||
|
||||
def parse_nanodate(s):
|
||||
"""
|
||||
parse date, ignore nanoseconds
|
||||
sample input: 2020-12-31T16:20:00.000000123Z
|
||||
--> 123ns will be ignored
|
||||
"""
|
||||
print(s[0:26]+s[len(s) - 1]+'+0000')
|
||||
return datetime.strptime(
|
||||
s[0:26]+s[len(s) - 1]+'+0000', '%Y-%m-%dT%H:%M:%S.%fZ%z')
|
||||
|
||||
a = "2023-03-17T12:56:37.588388864Z"
|
||||
b = "2023-03-17T12:56:41.332702720Z"
|
||||
c = "2023-03-17T12:56:41.3327027Z"
|
||||
d = "2023-03-17T12:01:36.13168Z"
|
||||
|
||||
|
||||
print(to_datetime(d))
|
||||
|
||||
print(int(datetime(2023, 3, 17, 9, 30, 0, 0, tzinfo=zone_NY).timestamp()))
|
||||
print(int(datetime(2023, 3, 17, 16, 00, 0, 0, tzinfo=zone_NY).timestamp()))
|
||||
|
||||
# print(a)
|
||||
# print(parse_nanodate(a).astimezone(tz=zone_NY))
|
||||
# print(b)
|
||||
# print(parse_nanodate(b))
|
||||
# print(c)
|
||||
# print(parse_nanodate(c))
|
||||
# print(d)
|
||||
# print(parse_nanodate(d))
|
||||
19
testy/printoverride.py
Normal file
19
testy/printoverride.py
Normal file
@ -0,0 +1,19 @@
|
||||
from rich import print
|
||||
from icecream import ic
|
||||
|
||||
|
||||
|
||||
def p(*args, **kwargs):
|
||||
if ic.enabled:
|
||||
print(*args, **kwargs)
|
||||
else:
|
||||
|
||||
|
||||
|
||||
p("nazdar")
|
||||
a = "helo"
|
||||
b = dict(a=123,b="CUS")
|
||||
c = 123
|
||||
|
||||
p(a,b,c,"nazdar")
|
||||
p("nazdar","covece",a,c)
|
||||
233
testy/testExecList-bisect.py
Normal file
233
testy/testExecList-bisect.py
Normal file
@ -0,0 +1,233 @@
|
||||
"""
|
||||
Zjistovani ceny z listu tradu pomocí bisect left
|
||||
"""
|
||||
from datetime import datetime
|
||||
from bisect import bisect_left
|
||||
|
||||
btdata = [(1679081913.290388, 27.8634), (1679081913.68588, 27.865), (1679081913.986394, 27.86), (1679081914.095521, 27.865), (1679081914.396844, 27.8601), (1679081914.601457, 27.865), (1679081914.721968, 27.86), (1679081914.739287, 27.86), (1679081914.739305, 27.865), (1679081914.739314, 27.865), (1679081914.73941, 27.865), (1679081914.739554, 27.86), (1679081914.739569, 27.86), (1679081914.739572, 27.86), (1679081914.739635, 27.86), (1679081914.739644, 27.86), (1679081914.739771, 27.86), (1679081914.74, 27.865), (1679081914.74048, 27.865), (1679081914.740531, 27.865), (1679081914.740691, 27.865), (1679081914.746943, 27.865), (1679081914.779766, 27.86), (1679081914.779769, 27.86), (1679081914.779901, 27.86), (1679081914.779904, 27.865), (1679081914.77991, 27.865), (1679081914.780006, 27.865), (1679081914.780388, 27.865), (1679081914.780415, 27.865), (1679081914.79638, 27.86), (1679081914.79638, 27.86), (1679081914.796383, 27.865), (1679081914.796498, 27.865), (1679081914.796901, 27.865), (1679081914.816074, 27.865), (1679081914.942793, 27.865), (1679081915.424626, 27.8625), (1679081915.863117, 27.865), (1679081915.863255, 27.8675), (1679081915.870084, 27.865), (1679081915.877677, 27.865), (1679081916.015251, 27.865), (1679081916.018716, 27.865), (1679081916.494838, 27.8656), (1679081916.827929, 27.868), (1679081916.870675, 27.8636), (1679081917.140228, 27.87), (1679081917.140763, 27.87), (1679081917.150359, 27.865), (1679081917.753467, 27.865), (1679081917.853001, 27.865), (1679081918.012672, 27.865), (1679081918.736837, 27.865), (1679081918.737011, 27.865), (1679081918.737177, 27.87), (1679081918.742472, 27.87), (1679081918.743335, 27.87), (1679081918.868673, 27.8699), (1679081919.01883, 27.87), (1679081919.018832, 27.87), (1679081919.018835, 27.87), (1679081919.018839, 27.87), (1679081919.018839, 27.87), (1679081919.018857, 27.87), (1679081919.018905, 27.87), (1679081919.018911, 27.87), (1679081919.018911, 27.87), (1679081919.018914, 27.87), (1679081919.018914, 27.87), (1679081919.01892, 27.87), (1679081919.01892, 27.87), (1679081919.018923, 27.87), (1679081919.018929, 27.87), (1679081919.018932, 27.87), (1679081919.018938, 27.87), (1679081919.018941, 27.87), (1679081919.018947, 27.87), (1679081919.01895, 27.87), (1679081919.018956, 27.87), (1679081919.018968, 27.87), (1679081919.018986, 27.87), (1679081919.019074, 27.87), (1679081919.019077, 27.87), (1679081919.019077, 27.87), (1679081919.019079, 27.87), (1679081919.019082, 27.87), (1679081919.019082, 27.87), (1679081919.019095, 27.87), (1679081919.019095, 27.87), (1679081919.0191, 27.87), (1679081919.019103, 27.87), (1679081919.019106, 27.87), (1679081919.019109, 27.87), (1679081919.019112, 27.87), (1679081919.019112, 27.87), (1679081919.019124, 27.87), (1679081919.019127, 27.87), (1679081919.019133, 27.87), (1679081919.019139, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019326, 27.87), (1679081919.019326, 27.87), (1679081919.019936, 27.87), (1679081919.019978, 27.87), (1679081919.020189, 27.87), (1679081919.020264, 27.87), (1679081919.020312, 27.87), (1679081919.020628, 27.87), (1679081919.025445, 27.87), (1679081919.02565, 27.87), (1679081919.066583, 27.87), (1679081919.066953, 27.87), (1679081919.067248, 27.87), (1679081919.067398, 27.875), (1679081919.067672, 27.875), (1679081919.067939, 27.875), (1679081919.067975, 27.875), (1679081919.071849, 27.875), (1679081919.157709, 27.875), (1679081919.184806, 27.875), (1679081919.301574, 27.87), (1679081919.381201, 27.88), (1679081919.381204, 27.88), (1679081919.381237, 27.88), (1679081919.381264, 27.875), (1679081919.381643, 27.88), (1679081919.381649, 27.88), (1679081919.381676, 27.88), (1679081919.381685, 27.88), (1679081919.381697, 27.88), (1679081919.381706, 27.88), (1679081919.381718, 27.88), (1679081919.395142, 27.875), (1679081919.469476, 27.88), (1679081919.570886, 27.88), (1679081919.690577, 27.875), (1679081920.168907, 27.878)]
|
||||
|
||||
|
||||
###
|
||||
# 1679081919.381264
|
||||
# 1679081919.381643
|
||||
# 1679081919.381649
|
||||
|
||||
#orizneme pole
|
||||
|
||||
|
||||
index_start = None
|
||||
index_end = None
|
||||
range_start = 1679081914.73941
|
||||
range_end = 1679081917.150359
|
||||
print("range_start",range_start)
|
||||
print("range_end",range_end)
|
||||
|
||||
a= datetime.now().timestamp()
|
||||
print("start 1.varianta", a)
|
||||
# for i in range(len(btdata)):
|
||||
# print(btdata[i][0])
|
||||
# print(i)
|
||||
# if btdata[i][0] <= range_start: index_start = i
|
||||
# if btdata[i][0] >= range_end:
|
||||
# index_end = i
|
||||
# break
|
||||
|
||||
print("index_start", index_start)
|
||||
print("index_end", index_end)
|
||||
print("oriznuto",btdata[index_start:index_end+1])
|
||||
|
||||
new_range =btdata[index_start:index_end+1]
|
||||
|
||||
#LIMIT FILL - BUY
|
||||
submitted_at: float = 1679081914.739644
|
||||
limit_price: float = 27.865
|
||||
fill_time = None
|
||||
bisect_left(submitted_at + 0.020,)
|
||||
|
||||
|
||||
for i in new_range:
|
||||
#print(i)
|
||||
##najde prvni nejvetsi čas vetsi nez minfill a majici
|
||||
## pro LIMITku uděláme nějaký spešl BT_DELAY.LIMIT_OFFSET, aby se nevyplnilo hned jako prvni s touto cenou
|
||||
## tzn. o kolik se prumerne vyplni limitka pozdeji
|
||||
if float(i[0]) > float(float(submitted_at) + float(0.020)) and i[1] <= limit_price:
|
||||
#(1679081919.381649, 27.88)
|
||||
print(i)
|
||||
fill_time = i[0]
|
||||
print("FILL LIMIT BUY at", fill_time, "at",i[1])
|
||||
break
|
||||
if not fill_time: print("NO FILL for ", limit_price)
|
||||
|
||||
#LIMIT FILL - SELL
|
||||
for i in new_range:
|
||||
#print(i)
|
||||
##najde prvni nejvetsi čas vetsi nez minfill a majici
|
||||
## pro LIMITku uděláme nějaký spešl BT_DELAY.LIMIT_OFFSET, aby se nevyplnilo hned jako prvni s touto cenou
|
||||
## tzn. o kolik se prumerne vyplni limitka pozdeji
|
||||
if float(i[0]) > float(float(submitted_at) + float(0.020)) and i[1] >= limit_price:
|
||||
#(1679081919.381649, 27.88)
|
||||
print(i)
|
||||
fill_time = i[0]
|
||||
print("FILL LIMIT SELL at", fill_time, "at",i[1])
|
||||
break
|
||||
if not fill_time: print("NO FILL for ", limit_price)
|
||||
|
||||
|
||||
#MARKET FILL BUY/SELL:
|
||||
for i in new_range:
|
||||
#print(i)
|
||||
#najde prvni nejvetsi čas vetsi nez minfill
|
||||
if i[0] > submitted_at + 0.020:
|
||||
#(1679081919.381649, 27.88)
|
||||
print(i)
|
||||
print("FILL MARKET at", i[0], "cena", i[1])
|
||||
break
|
||||
|
||||
b= datetime.now().timestamp()
|
||||
print("stop 1.varianta", b)
|
||||
print("rozdil", b-a)
|
||||
#0.0006699562072753906
|
||||
#0.0007920265197753906
|
||||
|
||||
|
||||
# (1679081913.290388, 27.8634)
|
||||
# (1679081913.68588, 27.865)
|
||||
# (1679081913.986394, 27.86)
|
||||
# (1679081914.095521, 27.865)
|
||||
# (1679081914.396844, 27.8601)
|
||||
# (1679081914.601457, 27.865)
|
||||
# (1679081914.721968, 27.86)
|
||||
# (1679081914.739287, 27.86)
|
||||
# (1679081914.739305, 27.865)
|
||||
# (1679081914.739314, 27.865)
|
||||
# (1679081914.73941, 27.865)*
|
||||
# (1679081914.739554, 27.86)
|
||||
# (1679081914.739569, 27.86)
|
||||
# (1679081914.739572, 27.86)
|
||||
# (1679081914.739635, 27.86)
|
||||
# (1679081914.739644, 27.86)submit
|
||||
# (1679081914.739771, 27.86)
|
||||
# (1679081914.74, 27.865)
|
||||
# (1679081914.74048, 27.865)
|
||||
# (1679081914.740531, 27.865)
|
||||
# (1679081914.740691, 27.865)
|
||||
# (1679081914.746943, 27.865)
|
||||
# (1679081914.779766, 27.86)
|
||||
# (1679081914.779769, 27.86)
|
||||
# (1679081914.779901, 27.86)
|
||||
# (1679081914.779904, 27.865)
|
||||
# (1679081914.77991, 27.865)
|
||||
# (1679081914.780006, 27.865)
|
||||
# (1679081914.780388, 27.865)
|
||||
# (1679081914.780415, 27.865)
|
||||
# (1679081914.79638, 27.86)
|
||||
# (1679081914.79638, 27.86)
|
||||
# (1679081914.796383, 27.865)
|
||||
# (1679081914.796498, 27.865)
|
||||
# (1679081914.796901, 27.865)
|
||||
# (1679081914.816074, 27.865)
|
||||
# (1679081914.942793, 27.865)
|
||||
# (1679081915.424626, 27.8625)
|
||||
# (1679081915.863117, 27.865)
|
||||
# (1679081915.863255, 27.8675)
|
||||
# (1679081915.870084, 27.865)
|
||||
# (1679081915.877677, 27.865)
|
||||
# (1679081916.015251, 27.865)
|
||||
# (1679081916.018716, 27.865)
|
||||
# (1679081916.494838, 27.8656)
|
||||
# (1679081916.827929, 27.868)
|
||||
# (1679081916.870675, 27.8636)
|
||||
# (1679081917.140228, 27.87)
|
||||
# (1679081917.140763, 27.87)
|
||||
# (1679081917.150359, 27.865)end
|
||||
# (1679081917.753467, 27.865)
|
||||
# (1679081917.853001, 27.865)
|
||||
# (1679081918.012672, 27.865)
|
||||
# (1679081918.736837, 27.865)
|
||||
# (1679081918.737011, 27.865)
|
||||
# (1679081918.737177, 27.87)
|
||||
# (1679081918.742472, 27.87)
|
||||
# (1679081918.743335, 27.87)
|
||||
# (1679081918.868673, 27.8699)
|
||||
# (1679081919.01883, 27.87)
|
||||
# (1679081919.018832, 27.87)
|
||||
# (1679081919.018835, 27.87)
|
||||
# (1679081919.018839, 27.87)
|
||||
# (1679081919.018839, 27.87)
|
||||
# (1679081919.018857, 27.87)
|
||||
# (1679081919.018905, 27.87)
|
||||
# (1679081919.018911, 27.87)
|
||||
# (1679081919.018911, 27.87)
|
||||
# (1679081919.018914, 27.87)
|
||||
# (1679081919.018914, 27.87)
|
||||
# (1679081919.01892, 27.87)
|
||||
# (1679081919.01892, 27.87)
|
||||
# (1679081919.018923, 27.87)
|
||||
# (1679081919.018929, 27.87)
|
||||
# (1679081919.018932, 27.87)
|
||||
# (1679081919.018938, 27.87)
|
||||
# (1679081919.018941, 27.87)
|
||||
# (1679081919.018947, 27.87)
|
||||
# (1679081919.01895, 27.87)
|
||||
# (1679081919.018956, 27.87)
|
||||
# (1679081919.018968, 27.87)
|
||||
# (1679081919.018986, 27.87)
|
||||
# (1679081919.019074, 27.87)
|
||||
# (1679081919.019077, 27.87)
|
||||
# (1679081919.019077, 27.87)
|
||||
# (1679081919.019079, 27.87)
|
||||
# (1679081919.019082, 27.87)
|
||||
# (1679081919.019082, 27.87)
|
||||
# (1679081919.019095, 27.87)
|
||||
# (1679081919.019095, 27.87)
|
||||
# (1679081919.0191, 27.87)
|
||||
# (1679081919.019103, 27.87)
|
||||
# (1679081919.019106, 27.87)
|
||||
# (1679081919.019109, 27.87)
|
||||
# (1679081919.019112, 27.87)
|
||||
# (1679081919.019112, 27.87)
|
||||
# (1679081919.019124, 27.87)
|
||||
# (1679081919.019127, 27.87)
|
||||
# (1679081919.019133, 27.87)
|
||||
# (1679081919.019139, 27.87)
|
||||
# (1679081919.019323, 27.87)
|
||||
# (1679081919.019323, 27.87)
|
||||
# (1679081919.019323, 27.87)
|
||||
# (1679081919.019323, 27.87)
|
||||
# (1679081919.019326, 27.87)
|
||||
# (1679081919.019326, 27.87)
|
||||
# (1679081919.019936, 27.87)
|
||||
# (1679081919.019978, 27.87)
|
||||
# (1679081919.020189, 27.87)
|
||||
# (1679081919.020264, 27.87)
|
||||
# (1679081919.020312, 27.87)
|
||||
# (1679081919.020628, 27.87)
|
||||
# (1679081919.025445, 27.87)
|
||||
# (1679081919.02565, 27.87)
|
||||
# (1679081919.066583, 27.87)
|
||||
# (1679081919.066953, 27.87)
|
||||
# (1679081919.067248, 27.87)
|
||||
# (1679081919.067398, 27.875)
|
||||
# (1679081919.067672, 27.875)
|
||||
# (1679081919.067939, 27.875)
|
||||
# (1679081919.067975, 27.875)
|
||||
# (1679081919.071849, 27.875)
|
||||
# (1679081919.157709, 27.875)
|
||||
# (1679081919.184806, 27.875)
|
||||
# (1679081919.301574, 27.87)
|
||||
# (1679081919.381201, 27.88)
|
||||
# (1679081919.381204, 27.88)
|
||||
# (1679081919.381237, 27.88)
|
||||
# (1679081919.381264, 27.875)
|
||||
# (1679081919.381643, 27.88)
|
||||
# (1679081919.381649, 27.88)
|
||||
# (1679081919.381676, 27.88)
|
||||
# (1679081919.381685, 27.88)
|
||||
# (1679081919.381697, 27.88)
|
||||
# (1679081919.381706, 27.88)
|
||||
# (1679081919.381718, 27.88)
|
||||
# (1679081919.395142, 27.875)
|
||||
# (1679081919.469476, 27.88)
|
||||
# (1679081919.570886, 27.88)
|
||||
# (1679081919.690577, 27.875)
|
||||
# (1679081920.168907, 27.878)
|
||||
354
testy/testExecList-standard.py
Normal file
354
testy/testExecList-standard.py
Normal file
@ -0,0 +1,354 @@
|
||||
"""
|
||||
standardni pristup zjistovani ceny z listu tradu
|
||||
"""
|
||||
|
||||
from datetime import datetime
|
||||
import timeit
|
||||
|
||||
|
||||
btdata = [(1679081913.290388, 27.8634), (1679081913.68588, 27.865), (1679081913.986394, 27.86), (1679081914.095521, 27.865), (1679081914.396844, 27.8601), (1679081914.601457, 27.865), (1679081914.721968, 27.86), (1679081914.739287, 27.86), (1679081914.739305, 27.865), (1679081914.739314, 27.865), (1679081914.73941, 27.865), (1679081914.739554, 27.86), (1679081914.739569, 27.86), (1679081914.739572, 27.86), (1679081914.739635, 27.86), (1679081914.739644, 27.86), (1679081914.739771, 27.86), (1679081914.74, 27.865), (1679081914.74048, 27.865), (1679081914.740531, 27.865), (1679081914.740691, 27.865), (1679081914.746943, 27.865), (1679081914.779766, 27.86), (1679081914.779769, 27.86), (1679081914.779901, 27.86), (1679081914.779904, 27.865), (1679081914.77991, 27.865), (1679081914.780006, 27.865), (1679081914.780388, 27.865), (1679081914.780415, 27.865), (1679081914.79638, 27.86), (1679081914.79638, 27.86), (1679081914.796383, 27.865), (1679081914.796498, 27.865), (1679081914.796901, 27.865), (1679081914.816074, 27.865), (1679081914.942793, 27.865), (1679081915.424626, 27.8625), (1679081915.863117, 27.865), (1679081915.863255, 27.8675), (1679081915.870084, 27.865), (1679081915.877677, 27.865), (1679081916.015251, 27.865), (1679081916.018716, 27.865), (1679081916.494838, 27.8656), (1679081916.827929, 27.868), (1679081916.870675, 27.8636), (1679081917.140228, 27.87), (1679081917.140763, 27.87), (1679081917.150359, 27.865), (1679081917.753467, 27.865), (1679081917.853001, 27.865), (1679081918.012672, 27.865), (1679081918.736837, 27.865), (1679081918.737011, 27.865), (1679081918.737177, 27.87), (1679081918.742472, 27.87), (1679081918.743335, 27.87), (1679081918.868673, 27.8699), (1679081919.01883, 27.87), (1679081919.018832, 27.87), (1679081919.018835, 27.87), (1679081919.018839, 27.87), (1679081919.018839, 27.87), (1679081919.018857, 27.87), (1679081919.018905, 27.87), (1679081919.018911, 27.87), (1679081919.018911, 27.87), (1679081919.018914, 27.87), (1679081919.018914, 27.87), (1679081919.01892, 27.87), (1679081919.01892, 27.87), (1679081919.018923, 27.87), (1679081919.018929, 27.87), (1679081919.018932, 27.87), (1679081919.018938, 27.87), (1679081919.018941, 27.87), (1679081919.018947, 27.87), (1679081919.01895, 27.87), (1679081919.018956, 27.87), (1679081919.018968, 27.87), (1679081919.018986, 27.87), (1679081919.019074, 27.87), (1679081919.019077, 27.87), (1679081919.019077, 27.87), (1679081919.019079, 27.87), (1679081919.019082, 27.87), (1679081919.019082, 27.87), (1679081919.019095, 27.87), (1679081919.019095, 27.87), (1679081919.0191, 27.87), (1679081919.019103, 27.87), (1679081919.019106, 27.87), (1679081919.019109, 27.87), (1679081919.019112, 27.87), (1679081919.019112, 27.87), (1679081919.019124, 27.87), (1679081919.019127, 27.87), (1679081919.019133, 27.87), (1679081919.019139, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019326, 27.87), (1679081919.019326, 27.87), (1679081919.019936, 27.87), (1679081919.019978, 27.87), (1679081919.020189, 27.87), (1679081919.020264, 27.87), (1679081919.020312, 27.87), (1679081919.020628, 27.87), (1679081919.025445, 27.87), (1679081919.02565, 27.87), (1679081919.066583, 27.87), (1679081919.066953, 27.87), (1679081919.067248, 27.87), (1679081919.067398, 27.875), (1679081919.067672, 27.875), (1679081919.067939, 27.875), (1679081919.067975, 27.875), (1679081919.071849, 27.875), (1679081919.157709, 27.875), (1679081919.184806, 27.875), (1679081919.301574, 27.87), (1679081919.381201, 27.88), (1679081919.381204, 27.88), (1679081919.381237, 27.88), (1679081919.381264, 27.875), (1679081919.381643, 27.88), (1679081919.381649, 27.88), (1679081919.381676, 27.88), (1679081919.381685, 27.88), (1679081919.381697, 27.88), (1679081919.381706, 27.88), (1679081919.381718, 27.88), (1679081919.395142, 27.875), (1679081919.469476, 27.88), (1679081919.570886, 27.88), (1679081919.690577, 27.875), (1679081920.168907, 27.878)]
|
||||
|
||||
|
||||
from bisect import bisect_left
|
||||
|
||||
def get_last_price(time: float, symbol: str = None):
|
||||
"""""
|
||||
returns equity price in timestamp. Used for validations later.
|
||||
TODO: optimalize
|
||||
"""""
|
||||
for i in range(len(btdata)):
|
||||
#print(btdata[i][0])
|
||||
#print(i)
|
||||
if btdata[i][0] >= time:
|
||||
break
|
||||
return btdata[i-1]
|
||||
|
||||
def take_closest(myList, myNumber):
|
||||
"""
|
||||
Assumes myList is sorted. Returns first lower value to the number.
|
||||
"""
|
||||
pos = bisect_left(myList, (myNumber,))
|
||||
if pos == 0:
|
||||
return myList[0]
|
||||
# if pos == len(myList):
|
||||
# return myList[-1]
|
||||
after, afterPrice = myList[pos-1]
|
||||
return after,afterPrice
|
||||
|
||||
print("bisect price")
|
||||
print(take_closest(btdata, 1679081913.986395))
|
||||
print("stamdard price")
|
||||
print(get_last_price(1679081913.986395))
|
||||
|
||||
#(1679081919.018929, 27.87), (1679081919.018932, 27.87), (1679081919.018938, 27.87),
|
||||
|
||||
# def looper(cislo, btdata):
|
||||
# for i in range(len(btdata)):
|
||||
# #print(btdata[i][0])
|
||||
# #print(i)
|
||||
# if btdata[i][0] >= cislo:
|
||||
# index_end = i
|
||||
# break
|
||||
# return btdata[i]
|
||||
|
||||
# setup = '''
|
||||
|
||||
# btdata = [(1679081913.290388, 27.8634), (1679081913.68588, 27.865), (1679081913.986394, 27.86), (1679081914.095521, 27.865), (1679081914.396844, 27.8601), (1679081914.601457, 27.865), (1679081914.721968, 27.86), (1679081914.739287, 27.86), (1679081914.739305, 27.865), (1679081914.739314, 27.865), (1679081914.73941, 27.865), (1679081914.739554, 27.86), (1679081914.739569, 27.86), (1679081914.739572, 27.86), (1679081914.739635, 27.86), (1679081914.739644, 27.86), (1679081914.739771, 27.86), (1679081914.74, 27.865), (1679081914.74048, 27.865), (1679081914.740531, 27.865), (1679081914.740691, 27.865), (1679081914.746943, 27.865), (1679081914.779766, 27.86), (1679081914.779769, 27.86), (1679081914.779901, 27.86), (1679081914.779904, 27.865), (1679081914.77991, 27.865), (1679081914.780006, 27.865), (1679081914.780388, 27.865), (1679081914.780415, 27.865), (1679081914.79638, 27.86), (1679081914.79638, 27.86), (1679081914.796383, 27.865), (1679081914.796498, 27.865), (1679081914.796901, 27.865), (1679081914.816074, 27.865), (1679081914.942793, 27.865), (1679081915.424626, 27.8625), (1679081915.863117, 27.865), (1679081915.863255, 27.8675), (1679081915.870084, 27.865), (1679081915.877677, 27.865), (1679081916.015251, 27.865), (1679081916.018716, 27.865), (1679081916.494838, 27.8656), (1679081916.827929, 27.868), (1679081916.870675, 27.8636), (1679081917.140228, 27.87), (1679081917.140763, 27.87), (1679081917.150359, 27.865), (1679081917.753467, 27.865), (1679081917.853001, 27.865), (1679081918.012672, 27.865), (1679081918.736837, 27.865), (1679081918.737011, 27.865), (1679081918.737177, 27.87), (1679081918.742472, 27.87), (1679081918.743335, 27.87), (1679081918.868673, 27.8699), (1679081919.01883, 27.87), (1679081919.018832, 27.87), (1679081919.018835, 27.87), (1679081919.018839, 27.87), (1679081919.018839, 27.87), (1679081919.018857, 27.87), (1679081919.018905, 27.87), (1679081919.018911, 27.87), (1679081919.018911, 27.87), (1679081919.018914, 27.87), (1679081919.018914, 27.87), (1679081919.01892, 27.87), (1679081919.01892, 27.87), (1679081919.018923, 27.87), (1679081919.018929, 27.87), (1679081919.018932, 27.87), (1679081919.018938, 27.87), (1679081919.018941, 27.87), (1679081919.018947, 27.87), (1679081919.01895, 27.87), (1679081919.018956, 27.87), (1679081919.018968, 27.87), (1679081919.018986, 27.87), (1679081919.019074, 27.87), (1679081919.019077, 27.87), (1679081919.019077, 27.87), (1679081919.019079, 27.87), (1679081919.019082, 27.87), (1679081919.019082, 27.87), (1679081919.019095, 27.87), (1679081919.019095, 27.87), (1679081919.0191, 27.87), (1679081919.019103, 27.87), (1679081919.019106, 27.87), (1679081919.019109, 27.87), (1679081919.019112, 27.87), (1679081919.019112, 27.87), (1679081919.019124, 27.87), (1679081919.019127, 27.87), (1679081919.019133, 27.87), (1679081919.019139, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019323, 27.87), (1679081919.019326, 27.87), (1679081919.019326, 27.87), (1679081919.019936, 27.87), (1679081919.019978, 27.87), (1679081919.020189, 27.87), (1679081919.020264, 27.87), (1679081919.020312, 27.87), (1679081919.020628, 27.87), (1679081919.025445, 27.87), (1679081919.02565, 27.87), (1679081919.066583, 27.87), (1679081919.066953, 27.87), (1679081919.067248, 27.87), (1679081919.067398, 27.875), (1679081919.067672, 27.875), (1679081919.067939, 27.875), (1679081919.067975, 27.875), (1679081919.071849, 27.875), (1679081919.157709, 27.875), (1679081919.184806, 27.875), (1679081919.301574, 27.87), (1679081919.381201, 27.88), (1679081919.381204, 27.88), (1679081919.381237, 27.88), (1679081919.381264, 27.875), (1679081919.381643, 27.88), (1679081919.381649, 27.88), (1679081919.381676, 27.88), (1679081919.381685, 27.88), (1679081919.381697, 27.88), (1679081919.381706, 27.88), (1679081919.381718, 27.88), (1679081919.395142, 27.875), (1679081919.469476, 27.88), (1679081919.570886, 27.88), (1679081919.690577, 27.875), (1679081920.168907, 27.878)]
|
||||
|
||||
|
||||
# from bisect import bisect_left
|
||||
|
||||
# def take_closest(myList, myNumber):
|
||||
# """
|
||||
# Assumes myList is sorted. Returns closest value to myNumber.
|
||||
|
||||
# If two numbers are equally close, return the smallest number.
|
||||
# """
|
||||
# pos = bisect_left(myList, (myNumber,))
|
||||
# if pos == 0:
|
||||
# return myList[0]
|
||||
# if pos == len(myList):
|
||||
# return myList[-1]
|
||||
# after, afterPrice = myList[pos]
|
||||
# return after,afterPrice
|
||||
# # before, beforePrice = myList[pos - 1]
|
||||
# # if after - myNumber < myNumber - before:
|
||||
# # return after,afterPrice
|
||||
# # else:
|
||||
# # return before,beforePrice
|
||||
|
||||
# #(1679081919.018929, 27.87), (1679081919.018932, 27.87), (1679081919.018938, 27.87),
|
||||
|
||||
# def looper(cislo, btdata):
|
||||
# for i in range(len(btdata)):
|
||||
# #print(btdata[i][0])
|
||||
# #print(i)
|
||||
# if btdata[i][0] >= cislo:
|
||||
# index_end = i
|
||||
# break
|
||||
# return btdata[i]
|
||||
|
||||
# '''
|
||||
|
||||
|
||||
# print("bisect")
|
||||
# print(take_closest(btdata, 1679081919.018939))
|
||||
# print("standard")
|
||||
# print(looper(1679081919.018939, btdata))
|
||||
|
||||
# print(timeit.timeit('take_closest(btdata, 1679081919.018939)', setup=setup))
|
||||
# #0.4
|
||||
# print(timeit.timeit('looper(1679081919.018939, btdata)', setup=setup))
|
||||
# #2.4
|
||||
|
||||
|
||||
# ###
|
||||
# # 1679081919.381264
|
||||
# # 1679081919.381643
|
||||
# # 1679081919.381649
|
||||
|
||||
# #orizneme pole
|
||||
|
||||
# """
|
||||
# btdata obsahuje vsechny aktualni timestampy tradu a jejich cenu.
|
||||
# 1) pracujeme vzdy na zacatku listu do indexu odpovidajici aktualnimu casu
|
||||
# 2) zjistime si index a pak iterujeme nad nim
|
||||
# 3) po skonceni pak tento pracovni kus umazeme
|
||||
# """
|
||||
# # def match(time: float):
|
||||
|
||||
# a= datetime.now().timestamp()
|
||||
# print("start 1.varianta", a)
|
||||
|
||||
|
||||
|
||||
# def get_index_bisect(myList, time):
|
||||
# """
|
||||
# Assumes myList is sorted. Returns first biggeer value to the number.
|
||||
# """
|
||||
# pos = bisect_left(myList, (time,))
|
||||
# if pos == 0:
|
||||
# return myList[0]
|
||||
# if pos == len(myList):
|
||||
# return myList[-1]
|
||||
# return pos
|
||||
# #after, afterPrice = myList[pos]
|
||||
# #return after,afterPrice
|
||||
|
||||
|
||||
# def get_index(btdata, time: float):
|
||||
# index_end = None #
|
||||
# range_end = time
|
||||
# print("range_end",range_end)
|
||||
|
||||
# for i in range(len(btdata)):
|
||||
# #print(btdata[i][0])
|
||||
# #print(i)
|
||||
# if btdata[i][0] >= range_end:
|
||||
# index_end = i
|
||||
# break
|
||||
|
||||
# print("index_end", index_end)
|
||||
# print("oriznuto",btdata[0:index_end+1])
|
||||
# return index_end
|
||||
|
||||
# index_end = get_index(btdata, 1679081919.018939)
|
||||
# print("get_index", index_end)
|
||||
# index_end = get_index_bisect(btdata, 1679081919.018939)
|
||||
# print("get_index_bisect", index_end)
|
||||
# new_range = btdata[0:index_end+1]
|
||||
|
||||
# print("novy rozsah?", len(new_range))
|
||||
# print("puvodni pole", len(btdata))
|
||||
|
||||
# #LIMIT FILL - BUY
|
||||
# submitted_at: float = 1679081914.739644
|
||||
# limit_price: float = 27.865
|
||||
# fill_time = None
|
||||
# for i in new_range:
|
||||
# #print(i)
|
||||
# ##najde prvni nejvetsi čas vetsi nez minfill a majici
|
||||
# ## pro LIMITku uděláme nějaký spešl BT_DELAY.LIMIT_OFFSET, aby se nevyplnilo hned jako prvni s touto cenou
|
||||
# ## tzn. o kolik se prumerne vyplni limitka pozdeji
|
||||
# if float(i[0]) > float(float(submitted_at) + float(0.020)) and i[1] <= limit_price:
|
||||
# #(1679081919.381649, 27.88)
|
||||
# print(i)
|
||||
# fill_time = i[0]
|
||||
# print("FILL LIMIT BUY at", fill_time, "at",i[1])
|
||||
# break
|
||||
# if not fill_time: print("NO FILL for ", limit_price)
|
||||
|
||||
# #LIMIT FILL - SELL
|
||||
# for i in new_range:
|
||||
# #print(i)
|
||||
# ##najde prvni nejvetsi čas vetsi nez minfill a majici
|
||||
# ## pro LIMITku uděláme nějaký spešl BT_DELAY.LIMIT_OFFSET, aby se nevyplnilo hned jako prvni s touto cenou
|
||||
# ## tzn. o kolik se prumerne vyplni limitka pozdeji
|
||||
# if float(i[0]) > float(float(submitted_at) + float(0.020)) and i[1] >= limit_price:
|
||||
# #(1679081919.381649, 27.88)
|
||||
# print(i)
|
||||
# fill_time = i[0]
|
||||
# print("FILL LIMIT SELL at", fill_time, "at",i[1])
|
||||
# break
|
||||
# if not fill_time: print("NO FILL for ", limit_price)
|
||||
|
||||
|
||||
# #MARKET FILL BUY/SELL:
|
||||
# for i in new_range:
|
||||
# #print(i)
|
||||
# #najde prvni nejvetsi čas vetsi nez minfill
|
||||
# if i[0] > submitted_at + 0.020:
|
||||
# #(1679081919.381649, 27.88)
|
||||
# print(i)
|
||||
# print("FILL MARKET at", i[0], "cena", i[1])
|
||||
# break
|
||||
|
||||
# del btdata[0:index_end]
|
||||
|
||||
|
||||
|
||||
# #0.0006699562072753906
|
||||
# #0.0007920265197753906
|
||||
|
||||
|
||||
# # (1679081913.290388, 27.8634)
|
||||
# # (1679081913.68588, 27.865)
|
||||
# # (1679081913.986394, 27.86)
|
||||
# # (1679081914.095521, 27.865)
|
||||
# # (1679081914.396844, 27.8601)
|
||||
# # (1679081914.601457, 27.865)
|
||||
# # (1679081914.721968, 27.86)
|
||||
# # (1679081914.739287, 27.86)
|
||||
# # (1679081914.739305, 27.865)
|
||||
# # (1679081914.739314, 27.865)
|
||||
# # (1679081914.73941, 27.865)*
|
||||
# # (1679081914.739554, 27.86)
|
||||
# # (1679081914.739569, 27.86)
|
||||
# # (1679081914.739572, 27.86)
|
||||
# # (1679081914.739635, 27.86)
|
||||
# # (1679081914.739644, 27.86)submit
|
||||
# # (1679081914.739771, 27.86)
|
||||
# # (1679081914.74, 27.865)
|
||||
# # (1679081914.74048, 27.865)
|
||||
# # (1679081914.740531, 27.865)
|
||||
# # (1679081914.740691, 27.865)
|
||||
# # (1679081914.746943, 27.865)
|
||||
# # (1679081914.779766, 27.86)
|
||||
# # (1679081914.779769, 27.86)
|
||||
# # (1679081914.779901, 27.86)
|
||||
# # (1679081914.779904, 27.865)
|
||||
# # (1679081914.77991, 27.865)
|
||||
# # (1679081914.780006, 27.865)
|
||||
# # (1679081914.780388, 27.865)
|
||||
# # (1679081914.780415, 27.865)
|
||||
# # (1679081914.79638, 27.86)
|
||||
# # (1679081914.79638, 27.86)
|
||||
# # (1679081914.796383, 27.865)
|
||||
# # (1679081914.796498, 27.865)
|
||||
# # (1679081914.796901, 27.865)
|
||||
# # (1679081914.816074, 27.865)
|
||||
# # (1679081914.942793, 27.865)
|
||||
# # (1679081915.424626, 27.8625)
|
||||
# # (1679081915.863117, 27.865)
|
||||
# # (1679081915.863255, 27.8675)
|
||||
# # (1679081915.870084, 27.865)
|
||||
# # (1679081915.877677, 27.865)
|
||||
# # (1679081916.015251, 27.865)
|
||||
# # (1679081916.018716, 27.865)
|
||||
# # (1679081916.494838, 27.8656)
|
||||
# # (1679081916.827929, 27.868)
|
||||
# # (1679081916.870675, 27.8636)
|
||||
# # (1679081917.140228, 27.87)
|
||||
# # (1679081917.140763, 27.87)
|
||||
# # (1679081917.150359, 27.865)end
|
||||
# # (1679081917.753467, 27.865)
|
||||
# # (1679081917.853001, 27.865)
|
||||
# # (1679081918.012672, 27.865)
|
||||
# # (1679081918.736837, 27.865)
|
||||
# # (1679081918.737011, 27.865)
|
||||
# # (1679081918.737177, 27.87)
|
||||
# # (1679081918.742472, 27.87)
|
||||
# # (1679081918.743335, 27.87)
|
||||
# # (1679081918.868673, 27.8699)
|
||||
# # (1679081919.01883, 27.87)
|
||||
# # (1679081919.018832, 27.87)
|
||||
# # (1679081919.018835, 27.87)
|
||||
# # (1679081919.018839, 27.87)
|
||||
# # (1679081919.018839, 27.87)
|
||||
# # (1679081919.018857, 27.87)
|
||||
# # (1679081919.018905, 27.87)
|
||||
# # (1679081919.018911, 27.87)
|
||||
# # (1679081919.018911, 27.87)
|
||||
# # (1679081919.018914, 27.87)
|
||||
# # (1679081919.018914, 27.87)
|
||||
# # (1679081919.01892, 27.87)
|
||||
# # (1679081919.01892, 27.87)
|
||||
# # (1679081919.018923, 27.87)
|
||||
# # (1679081919.018929, 27.87)
|
||||
# # (1679081919.018932, 27.87)
|
||||
# # (1679081919.018938, 27.87)
|
||||
# # (1679081919.018941, 27.87)
|
||||
# # (1679081919.018947, 27.87)
|
||||
# # (1679081919.01895, 27.87)
|
||||
# # (1679081919.018956, 27.87)
|
||||
# # (1679081919.018968, 27.87)
|
||||
# # (1679081919.018986, 27.87)
|
||||
# # (1679081919.019074, 27.87)
|
||||
# # (1679081919.019077, 27.87)
|
||||
# # (1679081919.019077, 27.87)
|
||||
# # (1679081919.019079, 27.87)
|
||||
# # (1679081919.019082, 27.87)
|
||||
# # (1679081919.019082, 27.87)
|
||||
# # (1679081919.019095, 27.87)
|
||||
# # (1679081919.019095, 27.87)
|
||||
# # (1679081919.0191, 27.87)
|
||||
# # (1679081919.019103, 27.87)
|
||||
# # (1679081919.019106, 27.87)
|
||||
# # (1679081919.019109, 27.87)
|
||||
# # (1679081919.019112, 27.87)
|
||||
# # (1679081919.019112, 27.87)
|
||||
# # (1679081919.019124, 27.87)
|
||||
# # (1679081919.019127, 27.87)
|
||||
# # (1679081919.019133, 27.87)
|
||||
# # (1679081919.019139, 27.87)
|
||||
# # (1679081919.019323, 27.87)
|
||||
# # (1679081919.019323, 27.87)
|
||||
# # (1679081919.019323, 27.87)
|
||||
# # (1679081919.019323, 27.87)
|
||||
# # (1679081919.019326, 27.87)
|
||||
# # (1679081919.019326, 27.87)
|
||||
# # (1679081919.019936, 27.87)
|
||||
# # (1679081919.019978, 27.87)
|
||||
# # (1679081919.020189, 27.87)
|
||||
# # (1679081919.020264, 27.87)
|
||||
# # (1679081919.020312, 27.87)
|
||||
# # (1679081919.020628, 27.87)
|
||||
# # (1679081919.025445, 27.87)
|
||||
# # (1679081919.02565, 27.87)
|
||||
# # (1679081919.066583, 27.87)
|
||||
# # (1679081919.066953, 27.87)
|
||||
# # (1679081919.067248, 27.87)
|
||||
# # (1679081919.067398, 27.875)
|
||||
# # (1679081919.067672, 27.875)
|
||||
# # (1679081919.067939, 27.875)
|
||||
# # (1679081919.067975, 27.875)
|
||||
# # (1679081919.071849, 27.875)
|
||||
# # (1679081919.157709, 27.875)
|
||||
# # (1679081919.184806, 27.875)
|
||||
# # (1679081919.301574, 27.87)
|
||||
# # (1679081919.381201, 27.88)
|
||||
# # (1679081919.381204, 27.88)
|
||||
# # (1679081919.381237, 27.88)
|
||||
# # (1679081919.381264, 27.875)
|
||||
# # (1679081919.381643, 27.88)
|
||||
# # (1679081919.381649, 27.88)
|
||||
# # (1679081919.381676, 27.88)
|
||||
# # (1679081919.381685, 27.88)
|
||||
# # (1679081919.381697, 27.88)
|
||||
# # (1679081919.381706, 27.88)
|
||||
# # (1679081919.381718, 27.88)
|
||||
# # (1679081919.395142, 27.875)
|
||||
# # (1679081919.469476, 27.88)
|
||||
# # (1679081919.570886, 27.88)
|
||||
# # (1679081919.690577, 27.875)
|
||||
# # (1679081920.168907, 27.878)
|
||||
22
testy/testServices.py
Normal file
22
testy/testServices.py
Normal file
@ -0,0 +1,22 @@
|
||||
from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string
|
||||
import os,sys
|
||||
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
from v2realbot.enums.enums import Mode, Account
|
||||
from v2realbot.config import WEB_API_KEY
|
||||
from datetime import datetime
|
||||
from icecream import install, ic
|
||||
import os
|
||||
from rich import print
|
||||
from threading import current_thread
|
||||
from fastapi import FastAPI, Depends, HTTPException, status
|
||||
from fastapi.security import APIKeyHeader
|
||||
import uvicorn
|
||||
from uuid import UUID
|
||||
import controller.services as cs
|
||||
from v2realbot.common.model import StrategyInstance, RunnerView
|
||||
|
||||
d = "[stratvars] maxpozic = 205 chunk = 114 MA = 2 Trend = 3 profit = 0.02 lastbuyindex=-6 pendingbuys={} limitka = 'None' jevylozeno=0 vykladka=5 curve = [0.01, 0.01, 0.01, 0.0, 0.02, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01] blockbuy = 0 ticks2reset = 0.04"
|
||||
d='[stratvars]\r\n maxpozic = 200\r\n chunk = 111\r\n MA = 2\r\n Trend = 3\r\n profit = 0.02\r\n lastbuyindex=-6\r\n pendingbuys={}\r\n limitka = "None"\r\n jevylozeno=0\r\n vykladka=5\r\n curve = [0.01, 0.01, 0.01, 0.0, 0.02, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01]\r\n blockbuy = 0\r\n ticks2reset = 0.04'
|
||||
print(d)
|
||||
a,b = parse_toml_string(d)
|
||||
print(a,b)
|
||||
57
testy/testStore
Normal file
57
testy/testStore
Normal file
@ -0,0 +1,57 @@
|
||||
import os,sys
|
||||
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
import pickle
|
||||
from v2realbot.common.model import StrategyInstance
|
||||
from typing import List, Self
|
||||
|
||||
#class to persist
|
||||
class Store:
|
||||
def __init__(self) -> None:
|
||||
self.silist : List[StrategyInstance] = None
|
||||
self.db_file ="cache/strategyinstances.cache"
|
||||
if os.path.exists(self.db_file):
|
||||
with open (self.db_file, 'rb') as fp:
|
||||
self.silist = pickle.load(fp)
|
||||
|
||||
def save(self):
|
||||
with open(self.db_file, 'wb') as fp:
|
||||
pickle.dump(self.silist, fp)
|
||||
|
||||
db = Store()
|
||||
print(db.silist)
|
||||
db.silist.append(StrategyInstance(
|
||||
id2=1,
|
||||
name="DD",
|
||||
symbol="DD",
|
||||
class_name="DD",
|
||||
script="DD",
|
||||
open_rush=1,
|
||||
close_rush=1,
|
||||
stratvars_conf="DD",
|
||||
add_data_conf="DD"))
|
||||
|
||||
print(db.silist)
|
||||
db.silist = []
|
||||
print(len(db.silist))
|
||||
db.save()
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
# class Neco:
|
||||
# def __init__(self) -> None:
|
||||
# pass
|
||||
# a = 1
|
||||
# b = 2
|
||||
|
||||
# def toJson(self):
|
||||
# return json.dumps(self, default=lambda o: o.__dict__)
|
||||
|
||||
# db.append(Neco.a)
|
||||
|
||||
# db.append(Neco.b)
|
||||
|
||||
# db.append(Neco)
|
||||
|
||||
# print(Neco)
|
||||
12
testy/testTIMIT
Normal file
12
testy/testTIMIT
Normal file
@ -0,0 +1,12 @@
|
||||
import timeit
|
||||
setup = '''
|
||||
import msgpack
|
||||
import json
|
||||
from copy import deepcopy
|
||||
data = {'name':'John Doe','ranks':{'sports':13,'edu':34,'arts':45},'grade':5}'''
|
||||
print(timeit.timeit('deepcopy(data)', setup=setup))
|
||||
# 12.0860249996
|
||||
print(timeit.timeit('json.loads(json.dumps(data))', setup=setup))
|
||||
# 9.07182312012
|
||||
print(timeit.timeit('msgpack.unpackb(msgpack.packb(data))', setup=setup))
|
||||
# 1.42743492126
|
||||
86
testy/testloadfromcache.py
Normal file
86
testy/testloadfromcache.py
Normal file
@ -0,0 +1,86 @@
|
||||
from datetime import date, timedelta
|
||||
from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient
|
||||
from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest
|
||||
from alpaca.data.enums import DataFeed
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from alpaca.trading.client import TradingClient
|
||||
from alpaca.trading.models import Calendar
|
||||
from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE
|
||||
from datetime import datetime, timezone, time, timedelta, date
|
||||
import pytz
|
||||
from rich import print
|
||||
import os
|
||||
from icecream import install, ic
|
||||
install()
|
||||
import os
|
||||
# print('Get current working directory : ', os.getcwd())
|
||||
# print('File name : ', os.path.basename(__file__))
|
||||
# print('Directory Name: ', os.path.dirname(__file__))
|
||||
|
||||
#práce s datumy
|
||||
|
||||
zone_NY = pytz.timezone('America/New_York')
|
||||
|
||||
symbol = "BAC"
|
||||
client = TradingClient(API_KEY, SECRET_KEY, raw_data=False)
|
||||
datetime_object_from = datetime(2023, 3, 16, 17, 51, 38, tzinfo=timezone.utc)
|
||||
datetime_object_to = datetime(2023, 3, 22, 17, 52, 39, tzinfo=timezone.utc)
|
||||
calendar_request = GetCalendarRequest(start=datetime_object_from,end=datetime_object_to)
|
||||
cal_dates = client.get_calendar(calendar_request)
|
||||
#curr_dir = os.path.dirname(__file__)
|
||||
|
||||
#backtesting a obecne prace startegie s dnem
|
||||
#zatim podporime pouze main session
|
||||
|
||||
#backtest
|
||||
#- market open trade - Q
|
||||
#- market close trade - M
|
||||
|
||||
#minimalni jednotka pro CACHE je 1 den - a to jen marketopen to marketclose (extended hours not supported yet)
|
||||
for day in cal_dates:
|
||||
print("Processing DAY", day.date)
|
||||
print(day.date)
|
||||
print(day.open)
|
||||
print(day.close)
|
||||
|
||||
#get file name
|
||||
daily_file = str(symbol) + '-' + str(int(day.open.timestamp())) + '-' + str(int(day.close.timestamp())) + '.cache'
|
||||
print(daily_file)
|
||||
|
||||
|
||||
if os.path.exists(daily_file):
|
||||
pass
|
||||
##denní file existuje
|
||||
#loadujeme ze souboru
|
||||
#pokud je start_time < trade < end_time
|
||||
#odesíláme do queue
|
||||
#jinak pass
|
||||
else:
|
||||
ic("cache not exists")
|
||||
#denni file není - loadujeme den z Alpacy
|
||||
#ukládáme do cache s daily_file jako název
|
||||
#pokud jde o dnešní den a nebyl konec trhu tak cache neukládáme
|
||||
if datetime.now() < day.close:
|
||||
print("not saving the cache, market still open today")
|
||||
ic(datetime.now())
|
||||
ic(day.close)
|
||||
else:
|
||||
pass
|
||||
#save to daily cache file curr_dir+'/'+daily_file
|
||||
|
||||
#pokud je start_time < trade < end_time
|
||||
#odesíláme do queue
|
||||
#jinak ne
|
||||
|
||||
print("Processing DAY END",day.date)
|
||||
|
||||
# start_date = date(2008, 8, 15)
|
||||
# end_date = date(2008, 9, 15) # perhaps date.now()
|
||||
# ##get number of days between days
|
||||
# delta = end_date - start_date # returns timedelta
|
||||
|
||||
# for i in range(delta.days + 1):
|
||||
# day = start_date + timedelta(days=i)
|
||||
# print(day)
|
||||
|
||||
# #pro kazde datum volame get cala - jestli byl trader date
|
||||
165
testy/threadclassestest.py
Normal file
165
testy/threadclassestest.py
Normal file
@ -0,0 +1,165 @@
|
||||
from threading import Thread, current_thread
|
||||
import threading
|
||||
from alpaca.data.live import StockDataStream, CryptoDataStream
|
||||
from v2realbot.config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE, PAPER
|
||||
import queue
|
||||
from alpaca.data.enums import DataFeed
|
||||
from typing_extensions import Any
|
||||
import time
|
||||
from v2realbot.loader.aggregator import TradeAggregator2Queue
|
||||
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Order
|
||||
|
||||
|
||||
# class ws_agg() :
|
||||
# def __init__(self, client, symbol) -> None:
|
||||
# # Call the Thread class's init function
|
||||
# Thread.__init__(self)
|
||||
# self.client = client
|
||||
# self.symbol = symbol
|
||||
|
||||
|
||||
|
||||
#object composition
|
||||
|
||||
"""""
|
||||
vlakno je zde pro asynchronni zapnuti klienta,
|
||||
vlakno je vzdy pouze jedno, nicmene instancovani teto tridy je kvuli stejnemu chovani
|
||||
s ostatnimi streamery (v budoucnu mozna predelat na dedicated streamer a shared streamer)
|
||||
"""""
|
||||
class WS_Stream(Thread):
|
||||
client = CryptoDataStream(API_KEY, SECRET_KEY, raw_data=True, websocket_params={})
|
||||
_streams = []
|
||||
lock = threading.Lock()
|
||||
|
||||
def __init__(self, name) -> None:
|
||||
# Call the Thread class's init function
|
||||
Thread.__init__(self, name=name)
|
||||
#promenna bude obsahovat seznam streamů
|
||||
name = name
|
||||
|
||||
def symbol_exists(self, symbol):
|
||||
for i in WS_Stream._streams:
|
||||
if i.symbol == symbol:
|
||||
return True
|
||||
return False
|
||||
|
||||
def add_stream(self, obj):
|
||||
WS_Stream._streams.append(obj)
|
||||
if WS_Stream.client._running is False:
|
||||
print("websocket zatim nebezi, pridavame do pole")
|
||||
#do promenne tridy se zapise agregator
|
||||
else:
|
||||
print("websokcet bezi - pouze subscribujeme")
|
||||
WS_Stream.client.subscribe_trades(self.handler, obj.symbol)
|
||||
print("muze se vratit uz subscribnuto, coz je ok")
|
||||
|
||||
def remove_stream(self, obj):
|
||||
#delete added stream
|
||||
try:
|
||||
WS_Stream._streams.remove(obj)
|
||||
except ValueError:
|
||||
print("value not found in _streams")
|
||||
return
|
||||
#if it is the last item at all, stop the client from running
|
||||
if len( WS_Stream._streams) == 0:
|
||||
print("removed last item from WS, stopping the client")
|
||||
WS_Stream.client.stop()
|
||||
return
|
||||
|
||||
if not self.symbol_exists(obj.symbol):
|
||||
WS_Stream.client.unsubscribe_trades(obj.symbol)
|
||||
print("symbol no longer used, unsubscribed from ", obj.symbol)
|
||||
|
||||
@classmethod
|
||||
async def handler(cls, data):
|
||||
print("handler ve threadu:",current_thread().name)
|
||||
# podíváme kolik streamů je instancovaných pro tento symbol - v dict[symbol] a spusteni
|
||||
# pro každý stream zavoláme
|
||||
|
||||
print(data)
|
||||
print("*"*40)
|
||||
|
||||
def run(self):
|
||||
print(self.name, "AKtualni vlakno")
|
||||
if(len(self._streams)==0):
|
||||
print(self.name, "no streams. no run")
|
||||
return
|
||||
#print(self._streams)
|
||||
unique = set()
|
||||
## for each symbol we subscribe
|
||||
for i in self._streams:
|
||||
#print(self.name, i.symbol)
|
||||
#instanciace tradeAggregatoru a uložení do dict[symbol]
|
||||
#zde
|
||||
unique.add(i.symbol)
|
||||
#print(unique)
|
||||
#subscribe for unique symbols
|
||||
|
||||
#
|
||||
##TODO *PROBLEM* co kdyz chci subscribe stejneho symbolu co uz konzumuje jina strategie. PROBLEM koncepční
|
||||
##TODO pri skonceni jedne strategie, udelat teardown kroky jako unsubscribe pripadne stop
|
||||
for i in unique:
|
||||
WS_Stream.client.subscribe_trades(self.handler, i)
|
||||
print(self.name, "subscribed to",i)
|
||||
#timto se spusti jenom poprve v 1 vlaknu
|
||||
#ostatni pouze vyuzivaji
|
||||
if WS_Stream.client._running is False:
|
||||
print(self.name, "it is not running, starting by calling RUN")
|
||||
WS_Stream.client.run()
|
||||
#tímto se spustí pouze 1.vlakno, nicmene subscribe i pripadny unsubscribe zafunguji
|
||||
else:
|
||||
print(self.name, "it is running, not calling RUN")
|
||||
|
||||
|
||||
# class SymbolStream():
|
||||
# def __init__(self, symbol) -> None:
|
||||
# self.symbol = symbol
|
||||
# s
|
||||
# class StreamRequest:
|
||||
# symbol: str
|
||||
# resolution: int
|
||||
|
||||
#clientDataStream = CryptoDataStream(API_KEY, SECRET_KEY, raw_data=True, websocket_params={})
|
||||
|
||||
# novy ws stream - vždy jednom vláknu
|
||||
obj= WS_Stream(name="jednicka")
|
||||
q1 = queue.Queue()
|
||||
stream1 = TradeAggregator2Queue(symbol="BTC/USD",queue=q1,rectype=RecordType.BAR,timeframe=15,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0, mode = Mode.LIVE)
|
||||
obj.add_stream(stream1)
|
||||
print("1", WS_Stream._streams)
|
||||
# novy ws stream - vždy jednom vláknu
|
||||
obj2= WS_Stream("dvojka")
|
||||
stream2 = TradeAggregator2Queue(symbol="ETH/USD",queue=q1,rectype=RecordType.BAR,timeframe=5,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0, mode = Mode.LIVE)
|
||||
obj2.add_stream(stream2)
|
||||
print("2", WS_Stream._streams)
|
||||
obj.start()
|
||||
print("po startu prvniho")
|
||||
print(WS_Stream._streams)
|
||||
time.sleep(1)
|
||||
obj2.start()
|
||||
print("po startu druheho")
|
||||
time.sleep(2)
|
||||
print("pridavame treti")
|
||||
obj3 = WS_Stream(name="trojka")
|
||||
stream3 = TradeAggregator2Queue(symbol="BTC/USD",queue=q1,rectype=RecordType.BAR,timeframe=1,update_ltp=False,align=StartBarAlign.ROUND,mintick = 0, mode = Mode.LIVE)
|
||||
obj3.add_stream(stream3)
|
||||
obj3.start()
|
||||
print(WS_Stream._streams)
|
||||
print("po zapnuti trojky")
|
||||
time.sleep(5)
|
||||
print("cekame na skonceni")
|
||||
print("celkem enumerate", threading.enumerate())
|
||||
time.sleep(2)
|
||||
print("rusim jednicku")
|
||||
obj.remove_stream(stream1)
|
||||
print("po ruseni")
|
||||
time.sleep(2)
|
||||
print("rusim dvojku")
|
||||
obj2.remove_stream(stream2)
|
||||
print("po ruseni")
|
||||
time.sleep(2)
|
||||
print("rusim trojku")
|
||||
obj3.remove_stream(stream3)
|
||||
obj2.join()
|
||||
obj.join()
|
||||
|
||||
111
testy/websocketFastApi.py
Normal file
111
testy/websocketFastApi.py
Normal file
@ -0,0 +1,111 @@
|
||||
from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
|
||||
from fastapi.responses import HTMLResponse
|
||||
from fastapi.staticfiles import StaticFiles
|
||||
from fastapi.security import HTTPBasic, HTTPBasicCredentials
|
||||
import secrets
|
||||
from typing import Annotated
|
||||
import os
|
||||
import uvicorn
|
||||
import json
|
||||
from datetime import datetime
|
||||
from v2realbot.utils.utils import zoneNY
|
||||
|
||||
app = FastAPI()
|
||||
|
||||
root = os.path.dirname(os.path.abspath(__file__))
|
||||
app.mount("/static", StaticFiles(directory=os.path.join(root, 'static')), name="static")
|
||||
|
||||
|
||||
html = """
|
||||
<!DOCTYPE html>
|
||||
<html>
|
||||
<head>
|
||||
<title>Chat</title>
|
||||
<script type="text/javascript" src="https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js"
|
||||
></script>
|
||||
</head>
|
||||
<body>
|
||||
<h1>Realtime chart</h1>
|
||||
<h2>Your ID: <span id="ws-id"></span></h2>
|
||||
<h3>Status: <span id="status">Not connected</span></h3>
|
||||
<form action="" onsubmit="sendMessage(event)">
|
||||
<label>Runner ID: <input type="text" id="runnerId" autocomplete="off" value="foo"/></label>
|
||||
<label>Token: <input type="text" id="token" autocomplete="off" value="some-key-token"/></label>
|
||||
<button onclick="connect(event)" id="bt-conn">Connect</button>
|
||||
<button onclick="disconnect(event)" id="bt-disc" style="display: None">Disconnect</button>
|
||||
<hr>
|
||||
<label>Message: <input type="text" id="messageText" autocomplete="off"/></label>
|
||||
<button>Send</button>
|
||||
</form>
|
||||
<ul id='messages'>
|
||||
</ul>
|
||||
<div id="chart"></div>
|
||||
<div id="conteiner"></div>
|
||||
<script src="/static/js/mywebsocket.js"></script>
|
||||
<script src="/static/js/mychart.js"></script>
|
||||
</body>
|
||||
</html>
|
||||
"""
|
||||
|
||||
security = HTTPBasic()
|
||||
|
||||
async def get_cookie_or_token(
|
||||
websocket: WebSocket,
|
||||
session: Annotated[str | None, Cookie()] = None,
|
||||
token: Annotated[str | None, Query()] = None,
|
||||
):
|
||||
if session is None and token is None:
|
||||
raise WebSocketException(code=status.WS_1008_POLICY_VIOLATION)
|
||||
return session or token
|
||||
|
||||
def get_current_username(
|
||||
credentials: Annotated[HTTPBasicCredentials, Depends(security)]
|
||||
):
|
||||
if not (credentials.username == "david") or not (credentials.password == "david"):
|
||||
raise HTTPException(
|
||||
status_code=status.HTTP_401_UNAUTHORIZED,
|
||||
detail="Incorrect email or password",
|
||||
headers={"WWW-Authenticate": "Basic"},
|
||||
)
|
||||
|
||||
@app.get("/")
|
||||
async def get(username: Annotated[str, Depends(get_current_username)]):
|
||||
return HTMLResponse(html)
|
||||
|
||||
|
||||
@app.websocket("/runners/{runner_id}/ws")
|
||||
async def websocket_endpoint(
|
||||
*,
|
||||
websocket: WebSocket,
|
||||
runner_id: str,
|
||||
q: int | None = None,
|
||||
cookie_or_token: Annotated[str, Depends(get_cookie_or_token)],
|
||||
):
|
||||
await websocket.accept()
|
||||
try:
|
||||
while True:
|
||||
data = await websocket.receive_text()
|
||||
await websocket.send_text(
|
||||
f"Session cookie or query token value is: {cookie_or_token}"
|
||||
)
|
||||
if q is not None:
|
||||
await websocket.send_text(f"Query parameter q is: {q}")
|
||||
data = {'high': 195,
|
||||
'low': 180,
|
||||
'volume': 123,
|
||||
'close': 185,
|
||||
'hlcc4': 123,
|
||||
'open': 190,
|
||||
'time': "2019-05-25",
|
||||
'trades':123,
|
||||
'resolution':123,
|
||||
'confirmed': 123,
|
||||
'vwap': 123,
|
||||
'updated': 123,
|
||||
'index': 123}
|
||||
await websocket.send_text(json.dumps(data))
|
||||
except WebSocketDisconnect:
|
||||
print("CLIENT DISCONNECTED for", runner_id)
|
||||
|
||||
if __name__ == "__main__":
|
||||
uvicorn.run("__main__:app", host="0.0.0.0", port=8000, reload=False)
|
||||
111
testy/websocketFastApiConnManager.py
Normal file
111
testy/websocketFastApiConnManager.py
Normal file
@ -0,0 +1,111 @@
|
||||
from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status
|
||||
from fastapi.responses import HTMLResponse
|
||||
from fastapi.staticfiles import StaticFiles
|
||||
from fastapi.security import HTTPBasic, HTTPBasicCredentials
|
||||
import secrets
|
||||
from typing import Annotated
|
||||
import os
|
||||
import uvicorn
|
||||
import json
|
||||
from datetime import datetime
|
||||
from v2realbot.utils.utils import zoneNY
|
||||
|
||||
app = FastAPI()
|
||||
|
||||
root = os.path.dirname(os.path.abspath(__file__))
|
||||
app.mount("/static", StaticFiles(directory=os.path.join(root, 'static')), name="static")
|
||||
|
||||
|
||||
html = """
|
||||
<!DOCTYPE html>
|
||||
<html>
|
||||
<head>
|
||||
<title>Chat</title>
|
||||
<script type="text/javascript" src="https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js"
|
||||
></script>
|
||||
</head>
|
||||
<body>
|
||||
<h1>Realtime chart</h1>
|
||||
<h2>Your ID: <span id="ws-id"></span></h2>
|
||||
<form action="" onsubmit="sendMessage(event)">
|
||||
<input type="text" id="messageText" autocomplete="off"/>
|
||||
<button>Send</button>
|
||||
</form>
|
||||
<ul id='messages'>
|
||||
</ul>
|
||||
<div id="chart"></div>
|
||||
<div id="conteiner"></div>
|
||||
<script src="/static/js/mywebsocket.js"></script>
|
||||
<script src="/static/js/mychart.js"></script>
|
||||
</body>
|
||||
</html>
|
||||
"""
|
||||
|
||||
class ConnectionManager:
|
||||
def __init__(self):
|
||||
self.active_connections: list[WebSocket] = []
|
||||
|
||||
async def connect(self, websocket: WebSocket):
|
||||
await websocket.accept()
|
||||
self.active_connections.append(websocket)
|
||||
|
||||
def disconnect(self, websocket: WebSocket):
|
||||
self.active_connections.remove(websocket)
|
||||
|
||||
async def send_personal_message(self, message: str, websocket: WebSocket):
|
||||
await websocket.send_text(message)
|
||||
|
||||
async def broadcast(self, message: str):
|
||||
for connection in self.active_connections:
|
||||
await connection.send_text(message)
|
||||
|
||||
manager = ConnectionManager()
|
||||
security = HTTPBasic()
|
||||
|
||||
def get_current_username(
|
||||
credentials: Annotated[HTTPBasicCredentials, Depends(security)]
|
||||
):
|
||||
if not (credentials.username == "david") or not (credentials.password == "david"):
|
||||
raise HTTPException(
|
||||
status_code=status.HTTP_401_UNAUTHORIZED,
|
||||
detail="Incorrect email or password",
|
||||
headers={"WWW-Authenticate": "Basic"},
|
||||
)
|
||||
|
||||
@app.get("/")
|
||||
async def get(username: Annotated[str, Depends(get_current_username)]):
|
||||
return HTMLResponse(html)
|
||||
|
||||
|
||||
@app.websocket("/ws/{client_id}")
|
||||
async def websocket_endpoint(websocket: WebSocket, client_id: int):
|
||||
await manager.connect(websocket)
|
||||
try:
|
||||
while True:
|
||||
data = await websocket.receive_text()
|
||||
data = {'high': 195,
|
||||
'low': 180,
|
||||
'volume': 123,
|
||||
'close': 185,
|
||||
'hlcc4': 123,
|
||||
'open': 190,
|
||||
'time': "2019-05-25",
|
||||
'trades':123,
|
||||
'resolution':123,
|
||||
'confirmed': 123,
|
||||
'vwap': 123,
|
||||
'updated': 123,
|
||||
'index': 123}
|
||||
# data = {'high': 123,
|
||||
# 'low': 123,
|
||||
# 'close': 123,
|
||||
# 'open': 123,
|
||||
# 'time': "2019-05-25"}
|
||||
await manager.send_personal_message(json.dumps(data), websocket)
|
||||
#await manager.broadcast(f"Client #{client_id} says: {data}")
|
||||
except WebSocketDisconnect:
|
||||
manager.disconnect(websocket)
|
||||
await manager.broadcast(f"Client #{client_id} left the chat")
|
||||
|
||||
if __name__ == "__main__":
|
||||
uvicorn.run("__main__:app", host="0.0.0.0", port=8000, reload=False)
|
||||
Reference in New Issue
Block a user