retreat commit

This commit is contained in:
David Brázda
2023-10-09 09:15:52 +02:00
parent a6678f9a4f
commit be93c17848
93 changed files with 16821 additions and 2561 deletions
+13 -7
View File
@@ -2,14 +2,14 @@ from v2realbot.loader.aggregator import TradeAggregator, TradeAggregator2List, T
from alpaca.trading.requests import GetCalendarRequest
from alpaca.trading.client import TradingClient
from alpaca.data.live import StockDataStream
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE
from alpaca.data.enums import DataFeed
from alpaca.data.historical import StockHistoricalDataClient
from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
from threading import Thread, current_thread
from v2realbot.utils.utils import parse_alpaca_timestamp, ltp, zoneNY, print
from v2realbot.utils.tlog import tlog
from datetime import datetime, timedelta
from datetime import datetime, timedelta, date
from threading import Thread
import asyncio
from msgpack.ext import Timestamp
@@ -19,7 +19,7 @@ import pickle
import os
from rich import print
import queue
from alpaca.trading.models import Calendar
"""
Trade offline data streamer, based on Alpaca historical data.
"""
@@ -98,10 +98,16 @@ class Trade_Offline_Streamer(Thread):
#REFACTOR STARTS HERE
#print(f"{self.time_from=} {self.time_to=}")
calendar_request = GetCalendarRequest(start=self.time_from,end=self.time_to)
cal_dates = self.clientTrading.get_calendar(calendar_request)
#ic(cal_dates)
#zatim podpora pouze main session
if OFFLINE_MODE:
#just one day - same like time_from
den = str(self.time_to.date())
bt_day = Calendar(date=den,open="9:30",close="16:00")
cal_dates = [bt_day]
else:
calendar_request = GetCalendarRequest(start=self.time_from,end=self.time_to)
cal_dates = self.clientTrading.get_calendar(calendar_request)
#ic(cal_dates)
#zatim podpora pouze main session
#zatim podpora pouze 1 symbolu, predelat na froloop vsech symbolu ze symbpole
#minimalni jednotka pro CACHE je 1 den - a to jen marketopen to marketclose (extended hours not supported yet)