statusheader on gui

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'] 
+    conf_bar = data['confirmed']
-    state.ilog(e=f"---{data['index']}-{conf_bar}--")
+    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'] = []

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,

v2realbot/static/index.html

@@ -67,6 +67,7 @@
                             <pre id="statusSettings" class="headerItem"></pre>
                         </div>
                     </div>
+                    <div id="statusHeaderTool"></div>
                     <div id="chart" style="display: None; float: left; "></div>
                     <div class="legend" id="legend"></div>
                     <div id="msgContainer">
@@ -236,15 +237,15 @@
                                     </div>
                                     <div class="form-group">
                                         <label for="editnote" class="form-label">note</label>							
-                                        <textarea class="form-control" rows="2" id="editnote" name="note"></textarea>							
+                                        <textarea class="form-control" rows="3" id="editnote" name="note"></textarea>							
                                     </div>
                                     <div class="form-group">
                                         <label for="stratvars" class="form-label">Stratvars</label>							
-                                        <textarea class="form-control" rows="4" id="editstratvars" name="stratvars"></textarea>							
+                                        <textarea class="form-control" rows="8" id="editstratvars" name="stratvars"></textarea>							
                                     </div>
                                     <div class="form-group">
                                         <label for="strat_json" class="form-label">Strat JSON</label>							
-                                        <textarea class="form-control" rows="4" id="editstratjson" name="stratjson"></textarea>							
+                                        <textarea class="form-control" rows="6" id="editstratjson" name="stratjson"></textarea>							
                                     </div>			
                                 </div>
                                 <div class="modal-footer">

v2realbot/static/js/archivechart.js

@@ -639,7 +639,7 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
 
                 toolTip.innerHTML += `<pre>${JSON.stringify(tradeDetails.get(param.time),null,2)}</pre><div>${price.toFixed(3)}</div>`;
 
-                console.log("toolTip.innerHTML",toolTip.innerHTML)
+                //console.log("toolTip.innerHTML",toolTip.innerHTML)
 
                 //inspirace
                 // toolTip.innerHTML = `<div style="color: ${'#2962FF'}">Apple Inc.</div><div style="font-size: 24px; margin: 4px 0px; color: ${'black'}">

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
                 },
                 },
                 {

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);

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

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)

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;
 }