fix

v2realbot/strategyblocks/indicators/custom/barparams.py

@@ -6,6 +6,7 @@ from v2realbot.strategyblocks.indicators.helpers import get_source_series
 from rich import print as printanyway
 from traceback import format_exc
 import numpy as np
+import math
 from collections import defaultdict
 
 #indicator allowing to be based on any bar parameter (index, high,open,close,trades,volume, etc.)
@@ -15,10 +16,19 @@ def barparams(state, params, name):
         return -2, "params required"
     source = safe_get(params, "source", None)
     lookback = safe_get(params, "lookback", 1)
+    mod = safe_get(params, "mod", "no")
     if source is None:
         return -2, "source required"
+
     try:
-        return 0, get_source_series(state, source)[-lookback]
+        source_series = get_source_series(state, source)
+        match mod:
+            case "logreturn":
+                val = math.log(source_series[-lookback]/source_series[-lookback-1])
+            case _:
+                val = source_series[-lookback]
+
+        return 0, val
         #return 0, state.bars[source][-1]
     except Exception as e:
         return -2, str(e)+format_exc()

v2realbot/strategyblocks/indicators/custom/expression.py

@@ -1,5 +1,6 @@
 from v2realbot.strategy.base import StrategyState
 import numpy as np
+import math
 from rich import print as printanyway
 from traceback import format_exc
 import v2realbot.utils.utils as utls
@@ -52,7 +53,7 @@ def expression(state: StrategyState, params, name):
         #     temp_ind_mapping = state.ind_mapping
 
         #pro zacatek eval
-        val = eval(operation, {'state': state, 'np': np, 'utls': utls}, temp_ind_mapping)
+        val = eval(operation, {'state': state, 'np': np, 'utls': utls, 'math' : math}, temp_ind_mapping)
 
         #printanyway(val)
         val = 0 if not np.isfinite(val) else val

v2realbot/strategyblocks/indicators/custom/model.py

@@ -16,6 +16,7 @@ def model(state, params, ind_name):
         return -2, "params required"
     name = safe_get(params, "name", None)
     version = safe_get(params, "version", None)
+    output = safe_get(params, "output", "single")
 
     #TBD co s temito, kdyz se budou brat z uloženého modelu?
     #mozna jen na TRAIN?
@@ -54,6 +55,13 @@ def model(state, params, ind_name):
 
         value = mdl.predict(state)
 
+        #zatim podpora podle shapu (tzn. single value a categorical) - v budoucna pracovat s parametrem output
+        if value.shape == (1,1):
+            value = float(value)
+        else:
+            #printanyway(value)
+            value = int(np.argmax(value, axis=1))
+
         return 0, value
     except Exception as e:
         printanyway(str(e)+format_exc())

v2realbot/strategyblocks/indicators/custom/targetema.py

@@ -22,6 +22,7 @@ def targetema(state, params, name):
     window_length_value = safe_get(params, "window_length_value", None)
     window_length_unit= safe_get(params, "window_length_unit", "position")
 
+    downtrend, notrend, uptrend = safe_get(params, "output_vals", [-1,0,1])
     source = safe_get(params, "source", None)
     source_series = get_source_series(state, source, True)
     ema_slow = safe_get(params, "ema_slow", None)
@@ -33,7 +34,8 @@ def targetema(state, params, name):
     #mezi start a end price musi byt tento threshold
     req_min_pct_chng = float(safe_get(params, "req_min_pct_chng", 0.04))   #required PCT chng
 
-    if div_pos_threshold is not None and ema_div_series[-1] > div_pos_threshold:
+    #kvalifikuji divergence s cenou jen vyssi nez posledni (pozor pri reverse trendu musime resetovat)
+    if div_pos_threshold is not None and ema_div_series[-1] > div_pos_threshold and float(source_series[-1])>params.get("last_pos",0): 
 
         # Finding first index where vwap is smaller than ema_slow (last cross)
         idx = np.where(source_series < ema_slow_series)[0]
@@ -45,9 +47,10 @@ def targetema(state, params, name):
                 first_idx = -len(source_series) + idx[-1]
                 #fill target list with 1 from crossed point until last
                 target_list = get_source_series(state, name)
-                target_list[first_idx:] = [1] * abs(first_idx)
-            return 0, 0
-    elif div_neg_threshold is not None and ema_div_series[-1] < div_neg_threshold:
+                target_list[first_idx:] = [uptrend] * abs(first_idx)
+                params["last_pos"] = float(source_series[-1])
+            return 0, notrend
+    elif div_neg_threshold is not None and ema_div_series[-1] < div_neg_threshold and float(source_series[-1])<params.get("last_neg",99999999): 
 
         # Finding first index where vwap is smaller than ema_slow (last cross) and price at cross must respect min PCT threshold
         idx = np.where(source_series > ema_slow_series)[0]
@@ -59,10 +62,21 @@ def targetema(state, params, name):
                 first_idx = -len(source_series) + idx[-1]
                 #fill target list with 1 from crossed point until last
                 target_list = get_source_series(state, name)
-                target_list[first_idx:] = [-1] * abs(first_idx)
-            return 0, 0
+                target_list[first_idx:] = [downtrend] * abs(first_idx)
+                params["last_neg"] = float(source_series[-1])
+            return 0, notrend
+        
+    #test resetujeme nejvyssi body po uplynuti 20 pozic od trendu (tim konci ochranne okno)
+    # Finding the first 1 from backwards and its position
+    target_numpy = get_source_series(state, name, True)
+    position = np.where(target_numpy[::-1] == uptrend)[0][0] + 1
+    if position % 20 == 0:
+        params["last_pos"] = 0
+    position = np.where(target_numpy[::-1] == downtrend)[0][0] + 1
+    if position % 20 == 0:
+        params["last_neg"] = 99999999
 
-    return 0, 0
+    return 0, notrend
 
 def add_pct(pct, value):
     """

v2realbot/strategyblocks/inits/init_indicators.py

@@ -1,5 +1,3 @@
-import os
-os.environ["KERAS_BACKEND"] = "jax"
 from v2realbot.strategy.base import StrategyState
 from v2realbot.strategy.StrategyOrderLimitVykladaciNormalizedMYSELL import StrategyOrderLimitVykladaciNormalizedMYSELL
 from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, Followup