From b32edf7d2b1479c37ac969ab21bc4b6fcc844d2f Mon Sep 17 00:00:00 2001 From: David Brazda Date: Tue, 6 Jun 2023 16:04:47 +0200 Subject: [PATCH] statusheader on gui --- v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py | 51 ++++++++++++--- v2realbot/controller/services.py | 50 +++++++++++++++ v2realbot/static/index.html | 7 ++- v2realbot/static/js/archivechart.js | 2 +- v2realbot/static/js/archivetables.js | 10 ++- v2realbot/static/js/livewebsocket.js | 10 +++ v2realbot/static/js/realtimechart.js | 1 + v2realbot/static/js/utils.js | 84 ++++++++++++++++++++++++- v2realbot/static/main.css | 22 ++++++- 9 files changed, 222 insertions(+), 15 deletions(-) diff --git a/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py b/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py index 734bdf1..4382e96 100644 --- a/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py +++ b/v2realbot/ENTRY_Vykladaci_RSI_MYSELL.py @@ -297,7 +297,7 @@ def next(data, state: StrategyState): state.indicators.slope[-1]=slope #angle je ze slope - state.statinds.angle = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=state.bars.time[-slope_lookback], lookbackprice=lookbackprice, minimum_slope=minimum_slope) + state.statinds.angle = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=state.bars.time[-slope_lookback], lookbackprice=lookbackprice, minimum_slope=minimum_slope, maximum_slope=safe_get(state.vars, "bigwave_slope_above",0.20)) #slope MA vyrovna vykyvy ve slope, dále pracujeme se slopeMA slope_MA_length = 5 @@ -333,6 +333,19 @@ def next(data, state: StrategyState): state.ilog(e=f"RSI {rsi_length=} necháváme 0", message=str(e)+format_exc()) #state.indicators.RSI14[-1]=0 + def populate_cbar_rsi_indicator(): + #CBAR RSI indicator + try: + crsi_length = int(safe_get(state.vars, "crsi_length",14)) + source = state.cbar_indicators.tick_price #[-rsi_length:] #state.bars.vwap + crsi_res = rsi(source, crsi_length) + crsi_value = trunc(crsi_res[-1],3) + state.cbar_indicators.CRSI[-1]=crsi_value + #state.ilog(e=f"RSI {rsi_length=} {rsi_value=} {rsi_dont_buy=} {rsi_buy_signal=}", rsi_indicator=state.indicators.RSI14[-5:]) + except Exception as e: + state.ilog(e=f"CRSI {crsi_length=} necháváme 0", message=str(e)+format_exc()) + #state.indicators.RSI14[-1]=0 + def slope_too_low(): return state.indicators.slopeMA[-1] < float(state.vars.minimum_slope) @@ -368,7 +381,7 @@ def next(data, state: StrategyState): state.vars.jevylozeno = 0 state.ilog(e="PB prazdne nastavujeme: neni vylozeno", jevylozeno=state.vars.jevylozeno) - ##kdy nenakupovat - tzn. neprojdou nakupy a kdyz uz jsou tak se zrusi + ##kdy nesmí být žádné nákupní objednávky - zruší se def buy_protection_enabled(): dont_buy_when = dict(AND=dict(), OR=dict()) ##add conditions here @@ -402,12 +415,16 @@ def next(data, state: StrategyState): def buy_conditions_met(): #preconditions dont_buy_when = dict(AND=dict(), OR=dict()) - dont_buy_when['bar_not_confirmed'] = (data['confirmed'] == 0) + + + if safe_get(state.vars, "buy_only_on_confirmed",True): + dont_buy_when['bar_not_confirmed'] = (data['confirmed'] == 0) #od posledniho vylozeni musi ubehnout N baru dont_buy_when['last_buy_offset_too_soon'] = data['index'] < (state.vars.last_buysignal_index + safe_get(state.vars, "lastbuy_offset",3)) dont_buy_when['blockbuy_active'] = (state.vars.blockbuy == 1) dont_buy_when['jevylozeno_active'] = (state.vars.jevylozeno == 1) - #dont_buy_when['buy_protection_enabled'] = buy_protection_enabled() + dont_buy_when['rsi_too_high'] = state.indicators.RSI14[-1] > safe_get(state.vars, "rsi_dont_buy_above",50) + #dont_buy_when['slope_too_low'] = slope_too_low() dont_buy_when['open_rush'] = is_open_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), safe_get(state.vars, "open_rush",0)) dont_buy_when['close_rush'] = is_close_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), safe_get(state.vars, "close_rush",0)) dont_buy_when['rsi_is_zero'] = (state.indicators.RSI14[-1] == 0) @@ -434,12 +451,23 @@ def next(data, state: StrategyState): #buy_cond['AND']['rsi_is_rising'] = isrising(state.indicators.RSI14,2) #buy_cond["AND"]["rsi_buy_signal_below"] = state.indicators.RSI14[-1] < safe_get(state.vars, "rsi_buy_signal_below",40) - #puvodni buy conditiony + #puvodni buy conditiony RSI pod + EMA klesajici #buy_cond["AND"]["rsi_buy_signal_below"] = state.indicators.RSI14[-1] < safe_get(state.vars, "rsi_buy_signal_below",40) #buy_cond["AND"]["ema_trend_is_falling"] = isfalling(state.indicators.ema,state.vars.Trend) - #pouze RSI pod 35 a zadny jiny + #pouze RSI nizke a RSI klesa buy_cond["AND"]["rsi_buy_signal_below"] = state.indicators.RSI14[-1] < safe_get(state.vars, "rsi_buy_signal_below",40) + buy_cond["AND"]["rsi_is_falling"] = isfalling(state.indicators.RSI14,state.vars.Trend) + + #buy_cond['crsi_below_crsi_buy_limit'] = state.cbar_indicators.CRSI[-1] < safe_get(state.vars, "crsi_buy_signal_below",30) + + #slopME klesa a RSI začalo stoupat + # buy_cond["AND"]["rsi_is_rising2"] = isrising(state.indicators.RSI14,2) + # buy_cond['AND']['slopeMA_falling_Trend'] = isfalling(state.indicators.slopeMA,state.vars.Trend) + # buy_cond["AND"]["rsi_buy_signal_below"] = state.indicators.RSI14[-1] < safe_get(state.vars, "rsi_buy_signal_below",40) + + + #zkusit jako doplnkovy BUY SIGNAL 3 klesavy cbar RSI pripadne TICK PRICE result, conditions_met = eval_cond_dict(buy_cond) if result: @@ -484,8 +512,10 @@ def next(data, state: StrategyState): last_ind_vals[key] = state.cbar_indicators[key][-5:] return last_ind_vals - conf_bar = data['confirmed'] - state.ilog(e=f"---{data['index']}-{conf_bar}--") + conf_bar = data['confirmed'] + last_update_delta = round((float(data['updated']) - state.vars.last_update_time),6) if state.vars.last_update_time != 0 else 0 + state.vars.last_update_time = float(data['updated']) + state.ilog(e=f"---{data['index']}-{conf_bar}--delta:{last_update_delta}") #kroky pro CONFIRMED BAR only if conf_bar == 1: @@ -501,8 +531,11 @@ def next(data, state: StrategyState): else: #CBAR INDICATOR pro tick price a deltu VOLUME populate_cbar_tick_price_indicator() + populate_cbar_rsi_indicator() #SPOLECNA LOGIKA - bar indikatory muzeme populovat kazdy tick (dobre pro RT GUI), ale uklada se stejne az pri confirmu + + populate_ema_indicator() populate_slope_indicator() populate_rsi_indicator() @@ -526,9 +559,11 @@ def init(state: StrategyState): state.vars.last_tick_volume = 0 state.vars.next_new = 0 state.vars.last_buysignal_index = 0 + state.vars.last_update_time = 0 #state.cbar_indicators['ivwap'] = [] state.cbar_indicators['tick_price'] = [] state.cbar_indicators['tick_volume'] = [] + state.cbar_indicators['CRSI'] = [] state.indicators['ema'] = [] state.indicators['slope'] = [] state.indicators['slopeMA'] = [] diff --git a/v2realbot/controller/services.py b/v2realbot/controller/services.py index 6c8daf8..8c91721 100644 --- a/v2realbot/controller/services.py +++ b/v2realbot/controller/services.py @@ -18,6 +18,7 @@ from tinydb import TinyDB, Query, where from tinydb.operations import set import json from numpy import ndarray +import pandas as pd from traceback import format_exc from datetime import timedelta, time @@ -415,8 +416,50 @@ def get_trade_history(symbol: str, timestamp_from: float, timestamp_to:float): except Exception as e: return (-2, f"problem {e}") + + +def populate_metrics_output_directory(strat: StrategyInstance): + """ + WIP + Spocte zakladni metriky pred ulozenim do archivu + """ + #open_orders to dataset + oo_dict = AttributeDict(orderid=[],submitted_at=[],symbol=[],side=[],order_type=[],qty=[],limit_price=[],status=[]) + for t in strat.open_orders: + oo_dict.orderid.append(str(t.id)) + oo_dict.submitted_at.append(t.submitted_at) + oo_dict.symbol.append(t.symbol) + oo_dict.side.append(t.side) + oo_dict.qty.append(t.qty) + oo_dict.order_type.append(t.order_type) + oo_dict.limit_price.append(t.limit_price) + oo_dict.status.append(t.status) + + open_orders_df = pd.DataFrame(oo_dict) + open_orders_df = open_orders_df.set_index('submitted_at', drop=False) + + #trades to dataset + trade_dict = AttributeDict(orderid=[],timestamp=[],symbol=[],side=[],order_type=[],qty=[],price=[],position_qty=[],value=[],cash=[],pos_avg_price=[]) + for t in strat.trades: + trade_dict.orderid.append(str(t.order.id)) + trade_dict.timestamp.append(t.timestamp) + trade_dict.symbol.append(t.order.symbol) + trade_dict.side.append(t.order.side) + 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) + trade_dict.cash.append(t.cash) + trade_dict.order_type.append(t.order.order_type) + trade_dict.pos_avg_price.append(t.pos_avg_price) + + trade_df = pd.DataFrame(trade_dict) + trade_df = trade_df.set_index('timestamp',drop=False) + + #archives runner and details def archive_runner(runner: Runner, strat: StrategyInstance): + #results_metrics = dict() print("inside archive_runner") try: if strat.bt is not None: @@ -434,6 +477,13 @@ def archive_runner(runner: Runner, strat: StrategyInstance): BT_FILL_CONDITION_BUY_LIMIT=BT_FILL_CONDITION_BUY_LIMIT, BT_FILL_CONDITION_SELL_LIMIT=BT_FILL_CONDITION_SELL_LIMIT)) + #WIP + #populate result metrics dictionary (max drawdown etc.) + #list of maximum positions (2000 2x, 1800 x 1, 900 x 1, 100 x 20) + #list of most profitable trades (pos,avgp + cena) + #nejspis prevedeni na dataset a report nad datasetem + #results_metrics = populate_metrics(strat) + runArchive: RunArchive = RunArchive(id = runner.id, strat_id = runner.strat_id, name=runner.run_name, diff --git a/v2realbot/static/index.html b/v2realbot/static/index.html index d34d356..39a253f 100644 --- a/v2realbot/static/index.html +++ b/v2realbot/static/index.html @@ -67,6 +67,7 @@ 

                         
                     
+                    

                     
                     

                     

@@ -236,15 +237,15 @@
                                     

                                     

                                         							
-                                        							
+                                        							
                                     

                                     

                                         							
-                                        							
+                                        							
                                     

                                     

                                         							
-                                        							
+                                        							
                                     
			
                                 
                                 

diff --git a/v2realbot/static/js/archivechart.js b/v2realbot/static/js/archivechart.js
index ada4e48..1246c88 100644
--- a/v2realbot/static/js/archivechart.js
+++ b/v2realbot/static/js/archivechart.js
@@ -639,7 +639,7 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
 
                 toolTip.innerHTML += `
${JSON.stringify(tradeDetails.get(param.time),null,2)}
${price.toFixed(3)}
`;
 
-                console.log("toolTip.innerHTML",toolTip.innerHTML)
+                //console.log("toolTip.innerHTML",toolTip.innerHTML)
 
                 //inspirace
                 // toolTip.innerHTML = `
Apple Inc.

diff --git a/v2realbot/static/js/archivetables.js b/v2realbot/static/js/archivetables.js
index 179026a..9c14eba 100644
--- a/v2realbot/static/js/archivetables.js
+++ b/v2realbot/static/js/archivetables.js
@@ -251,6 +251,10 @@ var archiveRecords =
                 targets: [5,6],
                 render: function ( data, type, row ) {
                     now = new Date(data)
+                    if (type == "sort") {
+                        return new Date(data).getTime();
+                    }
+                    
                     if (isToday(now)) {
                         //return local time only
                         return 'dnes ' + format_date(data,false,true)
@@ -267,8 +271,12 @@ var archiveRecords =
                 {
                 targets: [9,10],
                 render: function ( data, type, row ) {
+                    if (type == "sort") {
+                        return new Date(data).getTime();
+                    }
+                    //console.log(data)
                     //market datetime
-                    return format_date(data, true)
+                    return data ? format_date(data, true) : data
                 },
                 },
                 {
diff --git a/v2realbot/static/js/livewebsocket.js b/v2realbot/static/js/livewebsocket.js
index 91107fe..0a4a3df 100644
--- a/v2realbot/static/js/livewebsocket.js
+++ b/v2realbot/static/js/livewebsocket.js
@@ -118,6 +118,16 @@ function connect(event) {
                 //pre.appendChild(stLine)
                 //line.appendChild(pre)
                 lines.appendChild(line)
+
+                //addline to statusheader if set
+                for (const [key, value] of Object.entries(statusBarConfig)) {
+                    if (logLine.event.includes(value)) {
+                        console.log("found", value, key, logLine.event)
+                        document.getElementById("status"+key).textContent = logLine.event + (logLine.message ? " - " + logLine.message : "")
+                        document.getElementById("status"+key).title = JSON.stringify(logLine,null,2);
+                    }
+                }
+
             });
             $('#messages').animate({
                 scrollTop: $('#lines')[0].scrollHeight}, 2000);
diff --git a/v2realbot/static/js/realtimechart.js b/v2realbot/static/js/realtimechart.js
index c249dab..7f97187 100644
--- a/v2realbot/static/js/realtimechart.js
+++ b/v2realbot/static/js/realtimechart.js
@@ -6,6 +6,7 @@ function populate_real_time_chart() {
     intitialize_candles()
     initialize_vwap()
     initialize_volume()
+    initialize_statusheader()
 
     chart.subscribeClick(param => {
         //display timestamp in trade-timestamp input field
diff --git a/v2realbot/static/js/utils.js b/v2realbot/static/js/utils.js
index 09d6aa3..020c5ae 100644
--- a/v2realbot/static/js/utils.js
+++ b/v2realbot/static/js/utils.js
@@ -8,6 +8,12 @@ var verticalSeries=null
 var candlestickSeries = null
 var volumeSeries = null
 var vwapSeries = null
+var statusBarConfig = JSON.parse(localStorage.getItem("statusBarConfig"));
+
+if (statusBarConfig == null) {
+  statusBarConfig = {}
+}
+
 
 const sorter = (a, b) => a.time > b.time ? 1 : -1;
 
@@ -24,13 +30,89 @@ indConfig = [ {name: "ema", titlevisible: false, embed: true, display: true, pri
               {name: "emaSlow", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
               {name: "emaFast", titlevisible: true, embed: true, display: true, priceScaleId: "right", lastValueVisible: false},
               {name: "RSI14", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
-              {name: "RSI5", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
+              {name: "CRSI", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "aroon", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "apo", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "ppo", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "stoch2", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},
               {name: "stoch1", titlevisible: true, embed: true, display: true, priceScaleId: "left", lastValueVisible: false},]
 
+
+function initialize_statusheader() {
+    
+    var rows = 2;
+    var columns = 4;
+    console.log(JSON.stringify(statusBarConfig))
+
+    // Create the grid table
+    var gridTable = document.getElementById('statusHeaderTool');
+
+    var cntid = 0
+
+    for (var i = 0; i < rows; i++) {
+      var row = document.createElement('tr');
+
+      for (var j = 0; j < columns; j++) {
+        cntid++
+        var cell = document.createElement('td');
+        cell.className = "statustd";
+        var div = document.createElement('div');
+        var cellid = "status" + cntid
+        div.id = cellid;
+        
+                
+        var input = document.createElement('input');
+        input.id = cntid;
+        input.type = 'text';
+        input.style.display = "none";
+        if (statusBarConfig !== null && statusBarConfig[cntid]) {
+            //div.style.backgroundColor = 'red';
+            div.textContent = "set";
+            input.value = statusBarConfig[cntid];
+          }
+
+        cell.addEventListener('click', function() {
+          var inputValue = this.querySelector('input').value;
+          //this.querySelector('div').textContent = inputValue;
+          this.querySelector('div').style.display = 'none';
+          this.querySelector('input').style.display = 'block';
+          this.querySelector('input').focus();
+        });
+
+        input.addEventListener('blur', function() {
+          this.style.display = 'none';
+          //this.previousElementSibling.textContent = inputValue;
+          this.previousElementSibling.style.display = 'block';
+          if (this.value !== "") {
+            statusBarConfig[this.id] = this.value;
+            }
+          else {
+            delete statusBarConfig[this.id]
+          }
+          if (statusBarConfig[this.id]) {
+            this.previousElementSibling.textContent = "set"
+            //this.previousElementSibling.style.backgroundColor = 'red';
+          }
+          else {
+            this.previousElementSibling.style.backgroundColor = 'transparent';
+          }
+          console.log("potom", JSON.stringify(statusBarConfig))
+          localStorage.setItem("statusBarConfig", JSON.stringify(statusBarConfig));
+        });
+
+        cell.appendChild(div);
+        cell.appendChild(input);
+        row.appendChild(cell);
+      }
+
+      gridTable.appendChild(row);
+    }
+    
+
+
+}
+
+
 function get_ind_config(indName) {
     const i = indConfig.findIndex(e => e.name === indName);
     if (i>-1)
diff --git a/v2realbot/static/main.css b/v2realbot/static/main.css
index 400e9d9..af906bc 100644
--- a/v2realbot/static/main.css
+++ b/v2realbot/static/main.css
@@ -224,7 +224,7 @@ html {
     position: absolute;
     color: #050505;
     left: 115px;
-    top: 115px;
+    top: 195px;
     z-index: 1;
     font-size: 12px;
     line-height: 18px;
@@ -315,6 +315,26 @@ pre {
   width: max-content;
 }
 
+.statustd {
+  width: 95px;
+  height: 25px;
+  border: 1px solid black;
+  text-align: center;
+}
+
+#statusHeaderTool {
+  margin-left: 0px;
+  font-size: normal;
+  /* font-weight: bold; */
+  display: flex;
+  /* background-color: #dfe4e6; */
+  /* color: white; */
+  padding: 1px;
+  padding-left: 5px;
+  width: max-content;
+  height: 95px;
+}
+
 .headerItem {
   padding-right: 30px;
 }