retreat commit

2023-10-09 09:15:52 +02:00
parent a6678f9a4f
commit be93c17848
93 changed files with 16821 additions and 2561 deletions
--- a/v2realbot/strategyblocks/inits/init_indicators.py
+++ b/v2realbot/strategyblocks/inits/init_indicators.py
@ -0,0 +1,60 @@
+from v2realbot.strategy.base import StrategyState
+from v2realbot.strategy.StrategyOrderLimitVykladaciNormalizedMYSELL import StrategyOrderLimitVykladaciNormalizedMYSELL
+from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, Followup
+from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus
+from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print, safe_get, is_still, is_window_open, eval_cond_dict, crossed_down, crossed_up, crossed, is_pivot, json_serial, pct_diff, create_new_bars, slice_dict_lists
+from v2realbot.utils.directive_utils import get_conditions_from_configuration
+from v2realbot.ml.mlutils import load_model
+from v2realbot.common.model import SLHistory
+from v2realbot.config import KW
+from uuid import uuid4
+from datetime import datetime
+#import random
+import json
+import numpy as np
+#from icecream import install, ic
+from rich import print as printanyway
+from threading import Event
+import os
+from traceback import format_exc
+
+def initialize_dynamic_indicators(state):
+    #pro vsechny indikatory, ktere maji ve svych stratvars TYPE inicializujeme
+    dict_copy = state.vars.indicators.copy()
+    for indname, indsettings in dict_copy.items():
+        for option,value in list(indsettings.items()):
+            #inicializujeme nejenom typizovane
+            #if option == "type":
+            state.indicators[indname] = []
+            #pokud ma MA_length incializujeme i MA variantu
+            if safe_get(indsettings, 'MA_length', False):
+                state.indicators[indname+"MA"] = []
+            #specifika pro slope
+            if option == "type":
+                if value == "slope":
+                    #inicializujeme statinds (pro uhel na FE)
+                    state.statinds[indname] = dict(minimum_slope=safe_get(indsettings, 'minimum_slope', -1), maximum_slope=safe_get(indsettings, 'maximum_slope', 1))
+                if value == "custom":
+                    #pro typ custom inicializujeme promenne
+                    state.vars.indicators[indname]["last_run_time"] = None
+                    state.vars.indicators[indname]["last_run_index"] = None
+            if option == "subtype":
+                if value == "model":
+                    active = safe_get(indsettings, 'active', True)
+                    if active is False:
+                        continue
+                    #load the model
+                    modelname = safe_get(indsettings["cp"], 'name', None)
+                    modelversion = safe_get(indsettings["cp"], 'version', "1")
+                    if modelname is not None:
+                        state.vars.loaded_models[modelname] =  load_model(modelname, modelversion)
+                        if state.vars.loaded_models[modelname] is not None:
+                            printanyway(f"model {modelname} loaded")
+                        else:
+                            printanyway(f"ERROR model {modelname} NOT loaded")
+                #pro conditional indikatory projedeme podminky [conditions] a pro kazdou pripravime (cond_dict)
+                if value == "conditional":
+                    conditions = state.vars.indicators[indname]["cp"]["conditions"]
+                    for condname,condsettings in conditions.items():
+                        state.vars.indicators[indname]["cp"]["conditions"][condname]["cond_dict"] = get_conditions_from_configuration(action=KW.change_val+"_if", section=condsettings)
+                        printanyway(f'creating workdict for {condname} value {state.vars.indicators[indname]["cp"]["conditions"][condname]["cond_dict"]}')