dwker/v2realbot
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

agregace volume baru, SL optimizace + goalprice

Browse Source
This commit is contained in:
David Brazda
2023-11-07 17:57:08 +01:00
parent 0db88b194c
commit b7f148fadd
24 changed files with 797 additions and 101 deletions
Download Patch File Download Diff File Expand all files Collapse all files

66
v2realbot/strategyblocks/indicators/cbar_price.py
View File

@ -1,23 +1,57 @@
from v2realbot.strategy.base import StrategyState
from v2realbot.enums.enums import RecordType
def populate_cbar_tick_price_indicator(data, state: StrategyState):
try:
#pokud v potvrzovacím baru nebyly zmeny, nechavam puvodni hodnoty
# if tick_delta_volume == 0:
# state.indicators.tick_price[-1] = state.indicators.tick_price[-2]
# state.indicators.tick_volume[-1] = state.indicators.tick_volume[-2]
# else:
conf_bar = data['confirmed']
#tick_price = round2five(data['close'])
tick_price = data['close']
tick_delta_volume = data['volume'] - state.vars.last_tick_volume
#specifická sekce pro CBARVOLUME, kde vzdy máme nova data v confirmation baru (tzn. tickprice pocitame jak pri potvrzenem tak nepotvrzenem)
if state.rectype == RecordType.CBARVOLUME:
try:
tick_price = data['close']
tick_delta_volume = data['volume'] - state.vars.last_tick_volume
state.cbar_indicators.tick_price[-1] = tick_price
state.cbar_indicators.tick_volume[-1] = tick_delta_volume
except:
pass
state.cbar_indicators.tick_price[-1] = tick_price
state.cbar_indicators.tick_volume[-1] = tick_delta_volume
except:
pass
state.ilog(lvl=0,e=f"TICK PRICE {tick_price} VOLUME {tick_delta_volume} {data['confirmed']=}", prev_price=state.vars.last_tick_price, prev_volume=state.vars.last_tick_volume)
state.ilog(lvl=0,e=f"TICK PRICE CBARV {tick_price} VOLUME {tick_delta_volume} {data['confirmed']=}", prev_price=state.vars.last_tick_price, prev_volume=state.vars.last_tick_volume)
state.vars.last_tick_price = tick_price
state.vars.last_tick_volume = data['volume']
state.vars.last_tick_price = tick_price
state.vars.last_tick_volume = data['volume']
if conf_bar == 1:
#pri potvrzem CBARu nulujeme counter volume pro tick based indicator
state.vars.last_tick_volume = 0
state.vars.next_new = 1
#pro standardní CBARy
else:
if conf_bar == 1:
#pri potvrzem CBARu nulujeme counter volume pro tick based indicator
state.vars.last_tick_volume = 0
state.vars.next_new = 1
#naopak pri CBARu confirmation bar nema zadna nova data (tzn. tickprice pocitame jen pri potvrzenem)
else:
try:
#pokud v potvrzovacím baru nebyly zmeny, nechavam puvodni hodnoty
# if tick_delta_volume == 0:
# state.indicators.tick_price[-1] = state.indicators.tick_price[-2]
# state.indicators.tick_volume[-1] = state.indicators.tick_volume[-2]
# else:
#tick_price = round2five(data['close'])
tick_price = data['close']
tick_delta_volume = data['volume'] - state.vars.last_tick_volume
state.cbar_indicators.tick_price[-1] = tick_price
state.cbar_indicators.tick_volume[-1] = tick_delta_volume
except:
pass
state.ilog(lvl=0,e=f"TICK PRICE CBAR {tick_price} VOLUME {tick_delta_volume} {data['confirmed']=}", prev_price=state.vars.last_tick_price, prev_volume=state.vars.last_tick_volume)
state.vars.last_tick_price = tick_price
state.vars.last_tick_volume = data['volume']