retreat commit

.gitignore

@@ -8,6 +8,7 @@
 # Byte-compiled / optimized / DLL files
 __pycache__/
 *.py[cod]
+*.pyc
 
 # C extensions
 *.so
@@ -32,3 +33,9 @@ share/python-wheels/
 *.egg
 MANIFEST
 strat.log
+v2realbot/__pycache__/
+v2realbot/.DS_Store
+v2realbot/static/.DS_Store
+v2realbot/static/js/.DS_Store
+v2realbot/static/js/libs/.DS_Store
+v2realbot/strategyblocks/activetrade/.DS_Store

.vscode/launch.json

@@ -1,7 +1,4 @@
 {
-    // Pro informace o možných atributech použijte technologii IntelliSense.
-    // Umístěním ukazatele myši zobrazíte popisy existujících atributů.
-    // Další informace najdete tady: https://go.microsoft.com/fwlink/?linkid=830387
     "version": "0.2.0",
     "configurations": [
         {
@@ -10,8 +7,19 @@
             "request": "launch",
             "program": "${file}",
             "cwd": "${workspaceFolder}",
-            "env": {"PYTHONPATH": "${workspaceFolder}:${workspaceFolder}/bld"},
+            "env": {
+                "PYTHONPATH": "${workspaceFolder}:${workspaceFolder}/bld"
+            },
             "console": "integratedTerminal",
+            "justMyCode": true,
+            "python": "${command:python.interpreterPath}",
+            "internalConsoleOptions": "openOnSessionStart"
+        },
+        {
+            "name": "Python: File",
+            "type": "python",
+            "request": "launch",
+            "program": "${file}",
             "justMyCode": true
         }
     ]

.vscode/settings.json

@@ -2,5 +2,6 @@
     "python.analysis.logLevel": "Trace",
     "terminal.integrated.env.osx": {
         "PYTHONPATH": "${workspaceFolder}/"
-    }
+    },
+    "python.analysis.typeCheckingMode": "off"
 }

testy/ml/numpybasics.py

@@ -0,0 +1,39 @@
+import numpy as np
+
+a = np.arange(20).reshape(2,2,5)
+print(a)
+
+#b = np.zeros((3,4))
+b = np.arange(12).reshape(3,4)
+print(b)
+#max z kazdeho sloupce
+c =  np.max(b, axis=0)
+#suma kazdeho radku
+c =  np.sum(b, axis=1)
+c = c.reshape(3,1)
+#sumu pridam na konec kazdeho radku, tzn.pripojim sloupce (horizontalne)
+d=np.hstack((b,c))
+print(d)
+
+#indexovani booleanem
+e = np.arange(12).reshape(3,4)
+f = e < 5
+print(e,f)
+print(e[f])
+#vsechny mensi nez 5 se stanou 0
+e[e<5] = 0
+print(e)
+
+
+# c = np.ones((2,2))
+# c = c.reshape(1,4)
+# print(c)
+# print(c*b)
+
+# d = np.arange(4).reshape(2,2)
+# e = d.copy()
+
+# print("d",d)
+# print("e",e)
+# print(d*e)
+# print(d@e)

testy/ml/numpyslicingtensors.py

@@ -0,0 +1,37 @@
+import numpy as np
+
+t = np.array([[[1,2,3,4,5], [2,2,2,2,2]],
+
+              [[3,3,3,3,3], [4,4,4,4,4]],
+
+              [[5,5,5,5,5], [6,6,6,6,6]]])
+
+print(t.shape, t.ndim, t.dtype)
+
+print(t[0:2].shape)
+
+
+#nasledujici je totozne
+a = t[:2]
+b = t[0:2, :, :]
+c = t[0:2, 0:2, 0:5]
+
+#posledni dve cisla kazdeho elementu tensoru 1
+a = t[1, :, 3:]
+
+#prostredni 3 cisla z kazdeho elementu
+a = t[:, :, 1:-1]
+# print(a==b)
+print(a)
+# print(b)
+# print(c)
+
+print(t.reshape((6,5)))
+print(t.reshape((30)))
+print(t.reshape((30,1)))
+print(np.transpose(t))
+
+
+#operations
+u =np.array([5,2,1,1,4])
+print(t+u)

testy/ml/numpytrendcolumn.py

@@ -0,0 +1,29 @@
+import numpy as np
+
+y = np.arange(20).reshape(4,5)
+print("y",y)
+# y = y[1:5:2,]
+y = y[::2,::2]
+print("y",y)
+
+
+# a = np.arange(30).reshape(-1,5)
+
+# #pole_posunute o radek dopredu - future a
+# fa = a.copy()
+# fa = fa[1:]
+# print("fa",fa)
+
+# #acko orizneme vzadu - aby byly stejne dlouhe
+# a = a[:-1]
+# print(a)
+# #a pak porovnáme jejich poslední sloupce a vysledek dáme jako další sloupec s 1 nebo 0
+# #nicmene melo by to nejak jit i bez pomocného pole
+# posl_sloupec=a[:,-1:]<fa[:,-1:]
+# print(posl_sloupec)
+# #sloupec 1/0 zda je hodnota nizsi nez hodnota o jeden radek vpredu
+# #tak si muzu nadefinovat 1ky kdyz je rising for 5 bars - udealt funkcni
+# a = np.hstack((a, posl_sloupec))
+# print(a)
+# #print(a[posl_sloupec>4])
+

testy/ml/test3_LSTMwindow.py

@@ -75,8 +75,8 @@ if res == 0:
 else:
     print("error",res,sada)
 
-bars = sada["bars"]
+# bars = sada["bars"]
-indicators = sada["indicators"][0]
+# indicators = sada["indicators"][0]
 
 # Zakladni nastaveni
 testlist_id = ""
@@ -86,11 +86,11 @@ indicator_features = ['samebarslope', 'fastslope','fsdelta', 'fastslope2', 'fsde
 features = ["time","high","low","volume","open","close", "trades", "vwap","samebarslope", "fastslope","fsdelta", "fastslope2", "fsdelta2"]
 #TODO toto je linearni prediction mod, dodelat podporu BINARY
 #u binary bude target bud hotovy indikator a nebo jej vytvorit on the fly
-target = 'vwap'
+target = 'close'
 #predict how many bars in the future
 target_steps = 5
 name = "model1"
-seq = 10
+seq = 2
 epochs = 500
 
 features.sort()

v2realbot/LSTMevalrunner.py

@@ -0,0 +1,102 @@
+import numpy as np
+from sklearn.preprocessing import StandardScaler
+from sklearn.metrics import mean_squared_error
+from sklearn.model_selection import train_test_split
+import v2realbot.ml.mlutils as mu
+from keras.layers import LSTM, Dense
+import matplotlib.pyplot as plt
+from v2realbot.ml.ml import ModelML
+from v2realbot.enums.enums import PredOutput, Source, TargetTRFM
+from v2realbot.controller.services import get_archived_runner_details_byID, update_archive_detail
+# from collections import defaultdict
+# from operator import itemgetter
+from joblib import load
+
+#TODO - DO API
+# v ml atomicke api pro evaluaci (runneru, batche)
+# v services: model.add_vector_prediction_to_archrunner_as_new_indicator (vrátí v podstate obohacený archDetail) - nebo i ukládat do db? uvidime
+# v rest api prevolani
+# db support: zatim jen ciselnik modelu + jeho zakladni nastaveni, obrabeci api, load modelu zatim z file
+
+cfg: ModelML = mu.load_model("model1", "0.1")
+
+
+#EVALUATE SPECIFIC RUNNER - VECTOR BASED (toto dat do samostatne API pripadne pak udelat nadstavnu na batch a runners)
+#otestuje model na neznamem runnerovi, seznamu runneru nebo batch_id
+
+
+
+runner_id = "a38fc269-8df3-4374-9506-f0280d798854"
+save_new_ind = True
+source_data, target_data, rows_in_day = cfg.load_data(runners_ids=[runner_id])
+
+if len(rows_in_day) > 1:
+    #pro vis se cela tato sluzba volat v loopu
+    raise Exception("Vytvareni indikatoru dostupne zatim jen pro jeden runner")
+
+#scalujeme X
+source_data = cfg.scalerX.fit_transform(source_data)
+
+#tady si vyzkousim i skrz vice runneru
+X_eval, y_eval, y_eval_ref = cfg.create_sequences(combined_data=source_data, target_data=target_data,remove_cross_sequences=True, rows_in_day=rows_in_day)
+
+#toto nutne?
+X_eval = np.array(X_eval)
+y_eval = np.array(y_eval)
+y_eval_ref = np.array(y_eval_ref)
+#scaluji target - nemusis
+#y_eval = cfg.scalerY.fit_transform(y_eval)
+
+X_eval = cfg.model.predict(X_eval)
+X_eval = cfg.scalerY.inverse_transform(X_eval)
+print("po predikci x_eval shape", X_eval.shape)
+
+#pokud mame dostupnou i target v runneru, pak pridame porovnavaci indikator
+difference_mse = None
+if len(y_eval) > 0:
+    #TODO porad to pliva 1 hodnotu
+    difference_mse = mean_squared_error(y_eval, X_eval,multioutput="raw_values")
+
+print("ted mam tedy dva nove sloupce")
+print("X_eval", X_eval.shape)
+if difference_mse is not None:
+    print("difference_mse", difference_mse.shape)
+print(f"zplostime je, dopredu pridame {cfg.input_sequences-1} a dozadu nic")
+#print(f"a melo by nam to celkem dat {len(bars['time'])}")
+#tohle pak nejak doladit, ale vypada to good
+#plus do druheho indikatoru pridat ten difference_mse
+
+#TODO jeste je posledni hodnota predikce nejak OFF (2.52... ) - podivat se na to
+#TODO na produkci srovnat se skutecnym BT predictem (mozna zde bude treba seq-1) - 
+# prvni predikce nejspis uz bude na desítce
+ind_pred = list(np.concatenate([np.zeros(cfg.input_sequences-1), X_eval.ravel()]))
+print(ind_pred)
+print(len(ind_pred))
+print("tada")
+#ted k nim pridame 
+
+if save_new_ind:
+    #novy ind ulozime do archrunnera (na produkci nejspis jen show)
+    res, sada = get_archived_runner_details_byID(runner_id)
+    if res == 0:
+        print("ok")
+    else:
+        print("error",res,sada)
+        raise Exception(f"error loading runner {runner_id} : {res} {sada}")
+
+    sada["indicators"][0]["pred_added"] = ind_pred
+
+    req = update_archive_detail(runner_id, sada)
+    print(f"indicator pred_added was ADDED to {runner_id}")
+
+
+# Plot the predicted vs. actual
+plt.plot(y_eval, label='Target')
+plt.plot(X_eval, label='Predicted')
+#TODO zde nejak vymyslet jinou pricelinu - jako lightweight chart
+if difference_mse is not None:
+    plt.plot(difference_mse, label='diference')
+    plt.plot(y_eval_ref, label='reference column - vwap')
+plt.plot()
+plt.legend()
+plt.show()

v2realbot/LSTMtrain.py

@@ -2,331 +2,276 @@ import numpy as np
 from sklearn.preprocessing import StandardScaler
 from sklearn.metrics import mean_squared_error
 from sklearn.model_selection import train_test_split
-from keras.models import Sequential, load_model
+import v2realbot.ml.mlutils as mu
 from keras.layers import LSTM, Dense
 import matplotlib.pyplot as plt
-from v2realbot.controller.services import get_archived_runner_details_byID
+from v2realbot.ml.ml import ModelML
-from v2realbot.common.model import RunArchiveDetail
+from v2realbot.enums.enums import PredOutput, Source, TargetTRFM
-from v2realbot.config import DATA_DIR
+# from collections import defaultdict
-from v2realbot.utils.utils import slice_dict_lists
+# from operator import itemgetter
-from collections import defaultdict
+from joblib import load
-from operator import itemgetter
-from joblib import dump, load
 
+# region Notes
 
-#ZAKLAD PRO TRAINING SCRIPT na vytvareni model 
+#ZAKLAD PRO TRAINING SCRIPT na vytvareni model u
 # TODO
 # podpora pro BINARY TARGET
 # podpora hyperpamaetru (activ.funkce sigmoid atp.)
-# udelat vsechny config vars do cfg objektu
 # vyuzit distribuovane prostredi - nebo aspon vlastni VM
-# dopracovat identifikatory typu lastday close, todays open atp.
+# dopracovat denni identifikatory typu lastday close, todays open atp.
-# random SEARCG a grid search
+# random SEARCH a grid search
 # udelat nejaka model metadata (napr, trenovano na (runners+obdobi), nastaveni treningovych dat, počet epoch, hyperparametry, config atribu atp.) - mozna persistovat v db
 # udelat nejake verzovani
 # predelat do GUI a modulu
-# prepare data do importovane funkce, aby bylo mozno pouzit v predict casti ve strategii a nemuselo se porad udrzovat 
+# vyuzit VectorBT na dohledani optimalizovanych parametru napr. pro buy,sell atp. Vyuzit podobne API na pripravu dat jako model.
-#s nastavenim modelu. To stejne i s nastavenim upravy features
+# EVAL MODEL - umoznit vektorové přidání indikátoru do runneru (např. predikce v modulu, vectorBT, optimalizace atp) - vytvorit si na to API, podobne co mam, nacte runner, transformuje, sekvencuje, provede a pak zpetne transformuje a prida jako dalsi indikator. Lze pak použít i v gui.
-
+# nove tlacitko "Display model prediction" na urovni archrunnera, které
+#   - má volbu model + jestli zobrazit jen predictionu jako novy indikator nebo i mse from ytarget  (nutny i target)
+# po spusteni pak:
+#   - zkonztoluje jestli runner ma indikatory,ktere odpovidaji features modelu (bar_ftrs, ind_ftrs, optional i target)
+#   - vektorově doplní predictionu (transformuje data, udela predictionu a Y transformuje zpet)
+#    - vysledek (jako nove indikatory) implantuje do runnerdetailu a zobrazi
+# podivat se na dalsi parametry kerasu, napr. false positive atp.
+# podivat se jeste na rozdil mezi vectorovou predikci a skalarni - proc je nekdy rozdil, odtrasovat - pripadne pogooglit
+#      odtrasovat, nekde je sum (zkusit si oboji v jednom skriptu a porovnat)
 
 #TODO NAPADY Na modely
-#binary identifikace trendu napr. pokud nasledujici 3 bary rostou (0-1)
+#1.binary identifikace trendu napr. pokud nasledujici 3 bary rostou (0-1) nebo nasledujici bary roste momentum
-#soustredit se na modely s vystupem 0-1 nebo -1 až 1
+#2.soustredit se na modely s vystupem 0-1 nebo -1 až 1
+#3.Vyzkouset jeden model, ktery by identifikoval trendy v obou smerech - -1 pro klesani a 1 pro stoupání.
+#4.vyzkouset zda model vytvoreny z casti dne nebude funkcni na druhe casti (on the fly daily models)
+#5.zkusit modely s a bez time (prizpusobit tomu kod v ModelML - zejmena jak na crossday sekvence) - mozna ze zecatku dat aspon pryc z indikatoru? 
+# Dat vsechny zbytecne features pryc, nechat tam jen ty podstatne - attention, tak cílím.
+#6. zkusit vyuzit tickprice v nejaekm modelu, pripadne pak dalsi CBAR indikatory . vymslet tickbased features
+#7. zkusit jako features nevyuzit standardni ceny, ale pouze indikatory reprezentujici chovani (fastslope,samebarslope,volume,tradencnt)
+#8. relativni OHLC -  model pouzivajici (jen) bary, ale misto hodnot ohlc udelat features reprezentujici vztahy(pomery) mezi temito velicinami. tzn. relativni ohlc
+#9. jiny pristup by byl ucit model na konkretnich  chunkach, ktere chci aby mi identifikoval. Např. určité úseky. Vymyslet. Buď nyni jako test intervaly, ale v budoucnu to treba jen nejak oznacit a poslat k nauceni. Pripadne pak udelat nejaky vycuc.
+#10. mozna správným výběrem targetu, můžu taky naučit jen určité věci. Specializace. Stačí když se jednou dvakrát denně aktivuje.
+# 11. udelat si go IN model, ktery pomuze strategii generovat vstup - staci jen aby mel trochu lepsi edge nez conditiony, o zbytek se postara logika strategie
+# 12. model pro neagregované nebo jen filtroné či velmi lehce agregované trady?
+
+#DULEZITE
+# soustredit se v modelech na predikci nasledujici hodnoty, ideálně nějaký vektor ukazující směr (např. 0 - 1, kde nula nebude růst, 1 - bude růst strmě)
+# pro predikcí nějakého většího trendu, zkusti více modelů na různých rozlišení, každý ukazuje
+# hodnotu na svém rozlišení a jeho kombinace mi může určit vstup. Zkusit zda by nešel i jeden model.
+# Každopádně se soustředit 
+# 1) na další hodnotu (tzn. vstupy musí být bezprostředně ovlivňující tuto (samebasrlope, atp.))
+# 2) její výše ukazuje směr na tomto rozlišení
+# 3) ideálně se učit z každého baru, tzn. cílová hodnota musí být známá u každého baru 
+#      (binary ne, potřebuju linární vektor) -  i když 1 a 0 target v závislosti na stoupání a klesání by mohla být ok, 
+#       ale asi příliš restriktivní, spíš bych tam mohl dát jak moc. Tzn. +0.32, -0.04. Učilo by se to míru stoupání.
+#       Tu míru tam potřebuju zachovanou.
+# pak si muzu rict, když je urcite pravdepodobnost, ze to bude stoupat (tzn. dalsi hodnota) na urovni 1,2,3 - tak jduvstup
+# zkusit na nejnižší úrovni i předvídat CBARy, směr dalšího ticku. Vyzkoušet.
+
+##TODO - doma
+#bar_features a ind_features do dokumentace SL classic, stejne tak conditional indikator a mathop indikator
+#TODO - co je třeba vyvinout
+# GENERATOR test intervalu (vstup name, note, od,do,step)
+# napsat API, doma pak simple GUI
+# vyuziti ATR (jako hranice historickeho rozsahu) - atr-up, atr-down
+#    nakreslit v grafu atru = close+atr, atrd = close-atr
+#    pripadne si vypocet atr nejak customizovat, prip. ruzne multiplikatory pro high low, pripadne si to vypocist podle sebe
+#    vyuziti:
+#        pro prekroceni nejake lajny, napr. ema nebo yesterdayclose
+#               - k identifikaci ze se pohybuje v jejim rozsahu
+#              - proste je to buffer, ktery musi byt prekonan, aby byla urcita akce
+#        pro learning pro vypocet conditional parametru (1,0,-1) prekroceni napr. dailyopen, yesterdayclose, gapclose
+#             kde 1 prekroceno, 0 v rozsahu (atr), -1 prekroceno dolu - to pomuze uceni
+#       vlastni supertrend strateige
+#       zaroven moznost vyuzit klouzave či parametrizovane atr, které se na základě
+#       určitých parametrů bude samo upravovat a cíleně vybočovat z KONTRA frekvencí, např. randomizovaný multiplier nebo nejak jinak ovlivneny minulým
+# v indikatorech vsude kde je odkaz ma source jako hodnotu tak defaultne mit moznost uvest lookback, napr. bude treba porovnavat nejak cenu vs predposledni hodnotu ATRka (nechat az vyvstane pozadavek)
+# zacit doma na ATRku si postavit supertrend, viz pinescript na ploše
 
 
-# Sample data (replace this with your actual OHLCV data)
+#TODO - obecne vylepsovaky
-bars = {
+# 1. v GUI graf container do n-TABů, mozna i draggable order, zaviratelne na Xko (innerContainer)
-    'time': [1, 2, 3, 4, 5,6,7,8,9,10,11,12,13,14,15],
+# 2. mit mozna specialni mod na pripravu dat (agreg+indikator, tzn. vse jen bez vstupů) - můžu pak zapracovat víc vectorové doplňování dat
-    'high': [10, 11, 12, 13, 14,10, 11, 12, 13, 14,10, 11, 12, 13, 14],
+#      TOTO:: mozna by postacil vypnout backtester (tzn. no trades) - a projet jen indikatory. mozna by slo i vectorove optimalizovat.
-    'low': [8, 9, 7, 6, 8,8, 9, 7, 6, 8,8, 9, 7, 6, 8],
+#      indikatory by se mohli predsunout pred next a next by se vubec nemusel volat (jen nekompatibilita s predch.strategiemi)
-    'volume': [1000, 1200, 900, 1100, 1300,1000, 1200, 900, 1100, 1300,1000, 1200, 900, 1100, 1300],
+# 3. kombinace fastslope na fibonacci delkach (1,2,3,5..) jako dobry vstup pro ML
-    'close': [9, 10, 11, 12, 13,9, 10, 11, 12, 13,9, 10, 11, 12, 13],
+# 4. podivat se na attention based LSTM zda je v kerasu implementace
-    'open': [9, 10, 8, 8, 8,9, 10, 8, 8, 8,9, 10, 8, 8, 8],
+# do grafu přidat togglovatelné hranice barů určitých rozlišení - což mi jen udělá čáry Xs od sebe (dobré pro navrhování)
-    'resolution': [1, 1, 1, 1, 1,1, 1, 1, 1, 1,1, 1, 1, 1, 1]
+# 5. vymyslet optimalizovane vyuziti modelu na produkci (nejak mit zkompilovane, aby to bylo raketově pro skalár) - nyní to backtest zpomalí 4x
-}
+# 6. CONVNETS for time series forecasting - small 1D convnets can offer a fast alternative to RNNs for simple tasks such as text classification and timeseries forecasting.
+#     zkusit small conv1D pro identifikaci víření před trendem, např. jen 6 barů - identifikovat dobře target, musí jít o tutovku na targetu
+#     pro covnet zkusit cbar price, volume a time. Třeba to zachytí víření (ripples)
+# Další oblasti k predikci jsou ripples, vlnky - předzvěst nějakého mocnějšího pohybu. A je pravda, že předtím se mohou objevit nějaké indicie. Ty zkus zachytit.
+# Do runner_headers pridat bt_from, bt_to - pro razeni order_by, aby se runnery vzdy vraceli vzestupne dle data (pro machine l)
 
-indicators = {
+#TODO
-    'time': [1, 2, 3, 4, 5,6,7,8,9,10,11,12,13,14,15],
+# vyvoj modelů workflow s LSTMtrain.py
-    'fastslope': [90, 95, 100, 110, 115,90, 95, 100, 110, 115,90, 95, 100, 110, 115],
+# 1) POC - pouze zde ve skriptu, nad 1-2 runnery, okamžité zobrazení v plotu,
-    'fsdelta': [90, 95, 100, 110, 115,90, 95, 100, 110, 115,90, 95, 100, 110, 115],
+#           optimalizace zakl. features a hyperparams. Zobrazit i u binary nejak cenu.
-    'fastslope2': [90, 95, 100, 110, 115,90, 95, 100, 110, 115,90, 95, 100, 110, 115],
+# 2) REALITY CHECK - trening modelu na batchi test intervalu, overeni ve strategii v BT, zobrazeni predikce v RT chartu
-    'ema': [1000, 1200, 900, 1100, 1300,1000, 1200, 900, 1100, 1300,1000, 1200, 900, 1100, 1300]
+# 3) FINAL TRAINING
-}
+# testovani predikce
 
 
-# Zakladni nastaveni
+#TODO tady
-testlist_id = ""
+# train model
-runner_ids = ["838e918e-9be0-4251-a968-c13c83f3f173","c11c5cae-05f8-4b0a-aa4d-525ddac81684"]
+#     - train data-  batch nebo runners
-features = ["time","high","low","volume","open","close", "trades", "vwap","samebarslope", "fastslope","fsdelta", "fastslope2", "fsdelta2"]
+#     - test data  - batch or runners (s cim porovnavat/validovat)
-#TODO toto je linearni prediction mod, dodelat podporu BINARY
+#     - vyber architektury
+#     - soucast skriptu muze byt i porovnavacka pripadne nejaky search optimalnich parametru
+
+#lstmtrain - podporit jednotlive kroky vyse
+#modelML - udelat lepsi PODMINKY
+#frontend? ma cenu? asi ano - GUI na model - new - train/retrain-change
+#  (vymyslet jak v gui chytře vybírat arch modelu a hyperparams, loss, optim - treba nejaka templata?)
+#   mozna ciselnik architektur s editačním polem pro kód -jen pár řádků(.add, .compile) přidat v editoru
+#    vymyslet jak to udělat pythonově
+#testlist generator api
+
+# endregion
+
+#if null,the validation is made on 10% of train data
+#runnery pro testovani
+validation_runners = ["a38fc269-8df3-4374-9506-f0280d798854"]
+
 #u binary bude target bud hotovy indikator a nebo jej vytvorit on the fly
+cfg = ModelML(name="model1",
+              version = "0.1",
+              note = None,
+              pred_output=PredOutput.LINEAR,
+              input_sequences = 10,
+              use_bars = True,
+              bar_features = ["volume","trades"],
+              ind_features = ["slope20", "ema20","emaFast","samebarslope","fastslope","fastslope4"],
+              target='target', #referencni hodnota pro target - napr pro graf
+              target_reference='vwap',
+              train_target_steps=3,
+              train_target_transformation=TargetTRFM.KEEPVAL,
+              train_runner_ids =  ["08b7f96e-79bc-4849-9142-19d5b28775a8"],
+              train_batch_id = None,
+              train_epochs = 10,
+              train_remove_cross_sequences = True,
+              )
 
-#model muze byt take bez barů, tzn. jen indikatory
+#TODO toto cele dat do TRAIN metody - vcetne pripadneho loopu a podpory API
-use_bars = True
-target = 'fastslope2'
-#predict how many bars in the future
-target_steps = 5
-name = "model1"
-seq = 10
-epochs = 200
 
+test_size = None
 
-#crossday identifier je time (hodnota resolution je pouzita ne odstraneni sekvenci skrz dny)
+#kdyz neplnime vstup, automaticky se loaduje training data z nastaveni classy
-#predpoklad pouziti je crossday_sequence je time ve features
+source_data, target_data, rows_in_day = cfg.load_data()
-resolution = 1
-crossday_sequence = False 
-#zda se model uci i crosseday (skrz runner/day data). Pokud ne, pak se crossday sekvence odstrani
-#realizovano pomoci pomocneho identifikatoru (runner)
 
-#zajistime poradi
+if len(target_data) == 0:
-features.sort()
+    raise Exception("target is empty - required for TRAINING - check target column name")
-#cas na prvnim miste
-if "time" in features:
-   features.remove("time")
-   features.insert(0, "time")
 
-def merge_dicts(dict_list):
+np.set_printoptions(threshold=10,edgeitems=5)
-   # Initialize an empty merged dictionary
+#print("source_data", source_data)
-    merged_dict = {}
+#print("target_data", target_data)
+print("rows_in_day", rows_in_day)
+source_data = cfg.scalerX.fit_transform(source_data)
 
-    # Iterate through the dictionaries in the list
+#TODO mozna vyhodit to UNTR
-    for i,d in enumerate(dict_list):
+#TODO asi vyhodit i target reference a vymyslet jinak
-        for key, value in d.items():
-            if key in merged_dict:
-                merged_dict[key] += value
-            else:
-                merged_dict[key] = value
-        #vlozime element s idenitfikaci runnera
 
-    return merged_dict
+#vytvořeni sekvenci po vstupních sadách  (např. 10 barů) - výstup 3D např. #X_train (6205, 10, 14)
+#doplneni transformace target data
+X_train, y_train, y_train_ref = cfg.create_sequences(combined_data=source_data,
+                                                     target_data=target_data,
+                                                     remove_cross_sequences=cfg.train_remove_cross_sequences,
+                                                     rows_in_day=rows_in_day)
 
-    # # Initialize the merged dictionary with the first dictionary in the list
+#zobrazime si transformovany target a jeho referncni sloupec
-    # merged_dict = dict_list[0].copy()
+#ZHOMOGENIZOVAT OSY
-    # merged_dict["index"] = []
+plt.plot(y_train, label='Transf target')
+plt.plot(y_train_ref, label='Ref target')
+plt.plot()
+plt.legend()
+plt.show()
 
-    # # Iterate through the remaining dictionaries and concatenate their lists
+print("After sequencing")
-    # for i, d in enumerate(dict_list[1:]):
+print("source:X_train", np.shape(X_train))
-    #     merged_dict["index"] = 
+print("target:y_train", np.shape(y_train))
-    #     for key, value in d.items():
+print("target:", y_train)
-    #         if key in merged_dict:
+y_train = y_train.reshape(-1, 1)
-    #             merged_dict[key] += value
-    #         else:
-    #             merged_dict[key] = value
-
-    # return merged_dict
-
-def load_runner(runner_id):
-    res, sada = get_archived_runner_details_byID(runner_id)
-    if res == 0:
-        print("ok")
-    else:
-        print("error",res,sada)
-
-    bars = sada["bars"]
-    indicators = sada["indicators"][0]
-    return bars, indicators
-
-def prepare_data(bars, indicators, features, target) -> tuple[np.array, np.array]:
-    #create SOURCE DATA with features
-    # bars and indicators dictionary and features as input
-    indicator_data = np.column_stack([indicators[feature] for feature in features if feature in indicators])
-    if len(bars)>0:
-      bar_data = np.column_stack([bars[feature] for feature in features if feature in bars])
-      combined_day_data = np.column_stack([bar_data,indicator_data])
-    else:
-      combined_day_data = indicator_data
-
-    #create TARGET DATA
-    try:
-        target_base = bars[target]
-    except KeyError:
-        target_base = indicators[target]
-    target_day_data = np.column_stack([target_base])
-    return combined_day_data, target_day_data
-
-def load_runners_as_list(runner_ids: list, use_bars: bool):
-    """Loads all runners data (bars, indicators) for runner_ids into list of dicts-
-    
-    Args:
-        runner_ids: list of runner_ids.
-        use_bars: Whether to use also bars or just indicators
-
-    Returns:
-        tuple (barslist, indicatorslist) - lists with dictionaries for each runner
-    """
-    barslist = []
-    indicatorslist = []
-    for runner_id in runner_ids:
-        bars, indicators = load_runner(runner_id)
-        if use_bars:
-          barslist.append(bars)
-        indicatorslist.append(indicators)
-
-    return barslist, indicatorslist
-
-def create_sequences(combined_data, target_data, seq, target_steps, crossday_sequence = True):
-  """Creates sequences of given length seq and target N steps in the future.
-
-  Args:
-    combined_data: A list of combined data.
-    target_data: A list of target data.
-    seq: The sequence length.
-    target_steps: The number of steps in the future to target.
-    crossday_sequence: Zda vytvaret sekvenci i skrz dny (runnery)
-
-  Returns:
-    A list of X sequences and a list of y sequences.
-  """
-  X_train = []
-  y_train = []
-  last_delta = None
-  for i in range(len(combined_data) - seq - target_steps):
-    if last_delta is None:
-        last_delta = 2*(combined_data[i + seq + target_steps, 0] - combined_data[i, 0])
-    
-    curr_delta = combined_data[i + seq + target_steps, 0] - combined_data[i, 0]
-    #pokud je cas konce sequence vyrazne vetsi (2x) nez predchozi
-    #print(f"standardní zacatek {combined_data[i, 0]} konec {combined_data[i + seq + target_steps, 0]} delta: {curr_delta}")
-    if  crossday_sequence is False and curr_delta > last_delta:
-      print(f"sekvence vyrazena. Zacatek {combined_data[i, 0]} konec {combined_data[i + seq + target_steps, 0]}")
-      continue  
-    X_train.append(combined_data[i:i + seq])
-    y_train.append(target_data[i + seq + target_steps])
-    last_delta = 2*(combined_data[i + seq + target_steps, 0] - combined_data[i, 0])
-  return np.array(X_train), np.array(y_train)
-
-barslist, indicatorslist = load_runners_as_list(runner_ids, use_bars)
-
-#zmergujeme vsechny data dohromady 
-bars = merge_dicts(barslist)
-indicators = merge_dicts(indicatorslist)
-print(f"{len(indicators)}")
-print(f"{len(bars)}")
-source_data, target_data = prepare_data(bars, indicators, features, target)
-
-# Set the printing threshold to print only the first and last 10 rows of the array
-np.set_printoptions(threshold=10)
-print("source_data", source_data, "shape", np.shape(source_data))
-
-# Standardize the data
-scalerX = StandardScaler()
-scalerY = StandardScaler()
-#FIT SCALER také fixuje počet FEATURES !!
-source_data = scalerX.fit_transform(source_data)
-target_data = scalerY.fit_transform(target_data)
-
-#print("source_data shape",np.shape(source_data))
-
-# Create a sequence of seq elements and define target prediction horizona
-X_train, y_train = create_sequences(source_data, target_data, seq=seq, target_steps=target_steps, crossday_sequence=crossday_sequence)
-
-#X_train (6205, 10, 14)
-print("X_train", np.shape(X_train))
 
 X_complete = np.array(X_train.copy())
 Y_complete = np.array(y_train.copy())
 X_train = np.array(X_train)
 y_train = np.array(y_train)
 
-# Split the data into training and test sets
+#target scaluji az po transformaci v create sequence -narozdil od X je stejny shape
-X_train, X_test, y_train, y_test = train_test_split(X_train, y_train, test_size=0.20, shuffle=False) #random_state=42)
+y_train = cfg.scalerY.fit_transform(y_train)
+
+
+if len(validation_runners) == 0:
+    test_size = 0.10
+# Split the data into training and test sets - kazdy vstupni pole rozdeli na dve
+#nechame si takhle rozdelit i referencni sloupec
+X_train, X_test, y_train, y_test, y_train_ref, y_test_ref = train_test_split(X_train, y_train, y_train_ref, test_size=test_size, shuffle=False) #random_state=42)
+
+print("Splittig the data")
+
+print("X_train", np.shape(X_train))
+print("X_test", np.shape(X_test))
+print("y_train", np.shape(y_train))
+print("y_test", np.shape(y_test))
+print("y_test_ref", np.shape(y_test_ref))
+print("y_train_ref", np.shape(y_train_ref))
 
 #print(np.shape(X_train))
 # Define the input shape of the LSTM layer dynamically based on the reshaped X_train value
 input_shape = (X_train.shape[1], X_train.shape[2])
 
 # Build the LSTM model
-model = Sequential()
+#cfg.model = Sequential()
-model.add(LSTM(128, input_shape=input_shape))
+cfg.model.add(LSTM(128, input_shape=input_shape))
-model.add(Dense(1))
+cfg.model.add(Dense(1, activation="relu"))
-
+#activation: Gelu, relu, elu, sigmoid... 
 # Compile the model
-model.compile(loss='mse', optimizer='adam')
+cfg.model.compile(loss='mse', optimizer='adam')
+#loss: mse, binary_crossentropy
 
 # Train the model
-model.fit(X_train, y_train, epochs=epochs)
+cfg.model.fit(X_train, y_train, epochs=cfg.train_epochs)
 
 #save the model
-#model.save(DATA_DIR+'/my_model.keras')
+cfg.save()
-#model = load_model(DATA_DIR+'/my_model.keras')
-dump(scalerX, DATA_DIR+'/'+name+'scalerX.pkl')
-dump(scalerY, DATA_DIR+'/'+name+'scalerY.pkl')
-dump(model, DATA_DIR+'/'+name+'.pkl')
 
-model = load(DATA_DIR+'/'+ name +'.pkl')
+#TBD db layer
-scalerX: StandardScaler = load(DATA_DIR+'/'+ name +'scalerX.pkl')
+cfg: ModelML = mu.load_model(cfg.name, cfg.version)
-scalerY: StandardScaler = load(DATA_DIR+'/'+ name +'scalerY.pkl')
 
-#LIVE PREDICTION - IMAGINE THIS HAPPENS LIVE
+# region Live predict
-# Get the live data
+#EVALUATE SIM LIVE - PREDICT SCALAR - based on last X items
-# Prepare the data for bars and indicators
+barslist, indicatorslist = cfg.load_runners_as_list(runner_id_list=["67b51211-d353-44d7-a58a-5ae298436da7"])
+#zmergujeme vsechny data dohromady 
+bars = mu.merge_dicts(barslist)
+indicators = mu.merge_dicts(indicatorslist)
+cfg.validate_available_features(bars, indicators)
+#VSTUPEM JE standardni pole v strategii
+value = cfg.predict(bars, indicators)
+print("prediction for LIVE SIM:", value)
+# endregion
 
-#asume ohlc_features and indicator_features remain the same
+#EVALUATE TEST DATA - VECTOR BASED
+#pokud mame eval runners pouzijeme ty, jinak bereme cast z testovacich dat
+if len(validation_runners) > 0:
+    source_data, target_data, rows_in_day = cfg.load_data(runners_ids=validation_runners)
+    source_data = cfg.scalerX.fit_transform(source_data)
+    X_test, y_test, y_test_ref = cfg.create_sequences(combined_data=source_data, target_data=target_data,remove_cross_sequences=True, rows_in_day=rows_in_day)
 
+#prepnout ZDE pokud testovat cely bundle - jinak testujeme jen neznama
+#X_test = X_complete
+#y_test = Y_complete
 
-#get last 5 items of respective indicators
+X_test = cfg.model.predict(X_test)
+X_test = cfg.scalerY.inverse_transform(X_test)
 
-#mazeme runner indikator pokud tu je
+#target testovacim dat proc tu je reshape? y_test.reshape(-1, 1)
-if "runner" in indicators:
+y_test =  cfg.scalerY.inverse_transform(y_test)
-   del indicators["runner"]
+#celkovy mean? nebo spis vector pro graf?
-   print("runner key deleted from indicators")
+mse = mean_squared_error(y_test, X_test)
-
-if "runner" in features:
-   features.remove("runner")
-   print("runner removed from features")
-
-lastNbars = slice_dict_lists(bars, seq)
-lastNindicators =  slice_dict_lists(indicators, seq)
-print("last5bars", lastNbars)
-print("last5indicators",lastNindicators)
-
-indicator_data = np.column_stack([lastNindicators[feature] for feature in features if feature in lastNindicators])
-if use_bars:
-  bar_data = np.column_stack([lastNbars[feature] for feature in features if feature in lastNbars])
-  combined_live_data = np.column_stack([bar_data, indicator_data])
-else:
-   combined_live_data = indicator_data
-print("combined_live_data",combined_live_data)
-combined_live_data = scalerX.transform(combined_live_data)
-#scaler = StandardScaler()
-
-combined_live_data = np.array(combined_live_data)
-
-#converts to 3D array 
-# 1 number of samples in the array.
-# 2 represents the sequence length.
-# 3 represents the number of features in the data.
-combined_live_data = combined_live_data.reshape((1, seq, combined_live_data.shape[1]))
-
-
-# Make a prediction
-prediction = model(combined_live_data, training=False)
-#prediction = prediction.reshape((1, 1))
-# Convert the prediction back to the original scale
-prediction = scalerY.inverse_transform(prediction)
-
-print("prediction for last value", float(prediction))
-
-#TEST PREDICATIONS
-# Evaluate the model on the test set
-#pozor testovaci sadu na produkc scalovat samostatne
-#X_test = scalerX.transform(X_test)
-#predikce nad testovacimi daty
-X_complete = model.predict(X_complete)
-X_complete = scalerY.inverse_transform(X_complete)
-
-#target testovacim dat
-Y_complete =  scalerY.inverse_transform(Y_complete)
-mse = mean_squared_error(Y_complete, X_complete)
 print('Test MSE:', mse)
 
-# Plot the predicted vs. actual close prices
+# Plot the predicted vs. actual
-plt.plot(Y_complete, label='Actual')
+plt.plot(y_test, label='Actual')
-plt.plot(X_complete, label='Predicted')
+plt.plot(X_test, label='Predicted')
+#TODO zde nejak vymyslet jinou pricelinu - jako lightweight chart
+plt.plot(y_test_ref, label='reference column - price')
+plt.plot()
 plt.legend()
 plt.show()
-
-# To make a prediction, we can simply feed the model a sequence of 5 elements and it will predict the next element. For example, to predict the close price for the 6th time period, we would feed the model the following sequence:
-
-# sequence = combined_data[0:5]
-# prediction = model.predict(sequence)

v2realbot/common/model.py

@@ -1,5 +1,5 @@
-from uuid import UUID, uuid4
+from uuid import UUID
-from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderClass, OrderType, TimeInForce
+from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent,OrderType
 #from utils import AttributeDict
 from rich import print
 from typing import Any, Optional, List, Union
@@ -24,6 +24,7 @@ from alpaca.data.enums import Exchange
 #  return user.id
 #  raise HTTPException(status_code=404, detail=f"Could not find user with id: {id}")
 
+
 # Define a Pydantic model for input data
 class ConfigItem(BaseModel):
     id: Optional[int] = None
@@ -78,7 +79,10 @@ class RunRequest(BaseModel):
     ilog_save: bool = False
     bt_from: datetime = None
     bt_to: datetime = None
+    #id testovaciho intervalu TODO prejmenovat
     test_batch_id: Optional[str] = None
+    #GENERATED ID v ramci runu, vaze vsechny runnery v batchovem behu
+    batch_id: Optional[str] = None
     cash: int = 100000
 
 
@@ -103,6 +107,7 @@ class RunnerView(BaseModel):
 class Runner(BaseModel):
     id: UUID
     strat_id: UUID
+    batch_id: Optional[str] = None
     run_started: Optional[datetime] = None
     run_mode: Mode
     run_account: Account
@@ -190,6 +195,7 @@ class RunArchive(BaseModel):
     id: UUID
     #id of running strategy (stratin/runner)
     strat_id: UUID
+    batch_id: Optional[str] = None
     symbol: str
     name: str
     note: Optional[str] = None

v2realbot/config.py

@@ -4,6 +4,8 @@ from appdirs import user_data_dir
 
 #TODO vybrane dat do config db a managovat pres GUI
 
+OFFLINE_MODE = False
+
 #ilog lvls = 0,1 - 0 debug, 1 info
 ILOG_SAVE_LEVEL_FROM  = 1
 
@@ -118,3 +120,5 @@ class KW:
     reverse: str = "reverse"
     #exitaddsize: str = "exitaddsize"
     slreverseonly: str = "slreverseonly"
+    #klicove slovo pro Indikatory
+    change_val: str = "change_val"

v2realbot/controller/services.py

@@ -340,6 +340,7 @@ def get_testlist_byID(record_id: str):
 
 #volano pro batchove spousteni (BT,)
 def run_batch_stratin(id: UUID, runReq: RunRequest):
+    #pozor toto je test interval id (batch id se pak generuje pro kazdy davkovy run tohoto intervalu)
     if runReq.test_batch_id is None:
         return (-1, "batch_id required for batch run")
     
@@ -376,6 +377,7 @@ def batch_run_manager(id: UUID, runReq: RunRequest, testlist: TestList):
     #taky budu mit nejaky konfiguracni RUN MANAGER, tak by krome rizeniho denniho runu
     #mohl podporovat i BATCH RUNy.
     batch_id = str(uuid4())[:8]
+    runReq.batch_id = batch_id
     print("generated batch_ID", batch_id)
 
     print("test batch", testlist)
@@ -490,6 +492,7 @@ def run_stratin(id: UUID, runReq: RunRequest, synchronous: bool = False, inter_b
                 #id runneru je nove id, stratin se dava dalsiho parametru
                 runner = Runner(id = id,
                         strat_id = i.id,
+                        batch_id = runReq.batch_id,
                         run_started = datetime.now(zoneNY),
                         run_pause_ev = pe,
                         run_name = name,
@@ -647,6 +650,9 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
             bp_from = None
             bp_to = None
 
+        #get rid of attributes that are links to the models
+        strat.state.vars["loaded_models"] = {}
+
         settings = dict(resolution=strat.state.timeframe,
                         rectype=strat.state.rectype,
                         configs=dict(
@@ -671,6 +677,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
 
         runArchive: RunArchive = RunArchive(id = runner.id,
                                             strat_id = runner.strat_id,
+                                            batch_id = runner.batch_id,
                                             name=runner.run_name,
                                             note=runner.run_note,
                                             symbol=runner.run_symbol,
@@ -787,12 +794,26 @@ def get_archived_runner_header_byID(id: UUID):
     else:
         return 0, res
 
+#vrátí seznam runneru s danym batch_id
+def get_archived_runnerslist_byBatchID(batch_id: str):
+    conn = pool.get_connection()
+    try:
+        cursor = conn.cursor()
+        cursor.execute(f"SELECT runner_id FROM runner_header WHERE batch_id='{str(batch_id)}'")
+        runner_list = [row[0] for row in cursor.fetchall()]
+    finally:
+        pool.release_connection(conn)
+    return 0, runner_list
+    
 def insert_archive_header(archeader: RunArchive):
     conn = pool.get_connection()
     try:
         c = conn.cursor()
         json_string = json.dumps(archeader, default=json_serial)
-        statement = f"INSERT INTO runner_header VALUES ('{str(archeader.id)}','{json_string}')"
+        if archeader.batch_id is not None:
+            statement = f"INSERT INTO runner_header (runner_id, batch_id, data)  VALUES ('{str(archeader.id)}','{str(archeader.batch_id)}','{json_string}')"
+        else:
+            statement = f"INSERT INTO runner_header (runner_id, data) VALUES ('{str(archeader.id)}','{json_string}')"
         res = c.execute(statement)
         conn.commit()
     finally:
@@ -913,6 +934,17 @@ def get_archived_runner_details_byID(id: UUID):
     else:
         return 0, res
 
+def update_archive_detail(id: UUID, archdetail: RunArchiveDetail):
+    conn = pool.get_connection()
+    try:
+        c = conn.cursor()
+        json_string = json.dumps(archdetail, default=json_serial)
+        res = c.execute(f"UPDATE runner_detail SET data = '{json_string}' WHERE runner_id='{str(id)}'")
+        conn.commit()
+    finally:
+        pool.release_connection(conn)
+    return res.rowcount
+
 def insert_archive_detail(archdetail: RunArchiveDetail):
     conn = pool.get_connection()
     try:

v2realbot/enums/enums.py

@@ -1,5 +1,22 @@
 from enum import Enum
 from alpaca.trading.enums import OrderSide, OrderStatus, OrderType
+
+class TargetTRFM(str, Enum):
+    #ponecha as is
+    KEEPVAL = "keepval"
+    #ponecha jen posune N-steps dopredu
+    KEEPVAL_MOVE = "keepval_move"
+    #posune o N-steps dopredu a hodnotu upravi na 1 nebo 0 podle toho jestli stoupa
+    #nejspis tohle bude delat v indikatorech pri priprave dat ve strategii a vyuzitvat KEEP a KEEP_STEPS
+    BINARY_TREND_UP = "binary_trend_up"
+
+class Source(str, Enum):
+    RUNNERS = "runners"
+    SAMPLES = "sample"
+
+class PredOutput(str, Enum):
+    LINEAR = "linear"
+    BINARY = "binary"
 class Order:
     def __init__(self, id: str, status: OrderStatus, side: OrderSide, symbol: str, qty: int, limit_price: float = None, filled_qty: int = 0, filled_avg_price: float = 0, filled_time: float = None) -> None:
         self.id = id
@@ -42,12 +59,16 @@ class RecordType(str, Enum):
 
 class Mode(str, Enum):
     """
-    LIVE or BT
+    LIVE - live on production
+    PAPER - on paper account
+    BT - full backtest
+    PREP - only prepare data (indicators and bars), no trades performed
     """
 
     PAPER = "paper"
     LIVE = "live"
     BT = "backtest"
+    PREP = "prep"
 
 
 class StartBarAlign(str, Enum):

v2realbot/indicators/indicators.py

@@ -23,6 +23,13 @@ def natr(data_high, data_low, data_close, period: int = 5):
     natr = ti.natr(data_high, data_low, data_close, period=period)
     return natr
 
+def atr(data_high, data_low, data_close, period: int = 5):
+    data_high = convert_to_numpy(data_high)
+    data_low = convert_to_numpy(data_low)
+    data_close = convert_to_numpy(data_close)
+    atr = ti.atr(data_high, data_low, data_close, period=period)
+    return atr
+
 def ema(data, period: int = 50, use_series=False):
     if check_series(data):
         use_series = True

v2realbot/loader/trade_offline_streamer.py

@@ -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)
+        if OFFLINE_MODE:
-        cal_dates = self.clientTrading.get_calendar(calendar_request)
+            #just one day - same like time_from
-        #ic(cal_dates)
+            den = str(self.time_to.date())
-        #zatim podpora pouze main session
+            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)

v2realbot/main.py

@@ -1,13 +1,10 @@
 import os,sys
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
-from v2realbot.enums.enums import Mode, Account
 from v2realbot.config import WEB_API_KEY, DATA_DIR
 from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
 from datetime import datetime
-#from icecream import install, ic
 import os
 from rich import print
-from threading import current_thread
 from fastapi import FastAPI, Depends, HTTPException, status
 from fastapi.security import APIKeyHeader
 import uvicorn
@@ -16,7 +13,7 @@ import v2realbot.controller.services as cs
 from v2realbot.utils.ilog import get_log_window
 from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest, Trade, RunArchive, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem
 from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
-from fastapi.responses import HTMLResponse, FileResponse
+from fastapi.responses import FileResponse
 from fastapi.staticfiles import StaticFiles
 from fastapi.security import HTTPBasic, HTTPBasicCredentials
 from typing import Annotated
@@ -286,20 +283,22 @@ def migrate():
         try:
             conn.row_factory = lambda c, r: json.loads(r[0])
             c = conn.cursor()
-            res = c.execute(f'CREATE TABLE "runner_header" ("runner_id"	varchar(32) NOT NULL,"data"	json NOT NULL, PRIMARY KEY("runner_id"))')
+            statement = f'ALTER TABLE "runner_header" ADD COLUMN "batch_id"	TEXT'
+            res = c.execute(statement)
             print(res)
             print("table created")
             conn.commit()
         finally:
             conn.row_factory = None
             pool.release_connection(conn)  
-             
-        res, set =cs.migrate_archived_runners()
-        if res == 0:
             open(lock_file, 'w').close()
-            return set
+             
-        else:
+        # res, set =cs.migrate_archived_runners()
-            raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found")
+        # if res == 0:
+        #     open(lock_file, 'w').close()
+        #     return set
+        # else:
+        #     raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found")
 
 
     else:

v2realbot/ml/ml.py

@@ -0,0 +1,388 @@
+from sklearn.preprocessing import StandardScaler
+from keras.models import Sequential
+from v2realbot.enums.enums import PredOutput, Source, TargetTRFM
+from v2realbot.config import DATA_DIR
+from joblib import dump
+import v2realbot.ml.mlutils as mu
+from v2realbot.utils.utils import slice_dict_lists
+import numpy as np
+from copy import deepcopy
+from v2realbot.controller.services import get_archived_runnerslist_byBatchID
+#Basic classes for machine learning
+#drzi model a jeho zakladni nastaveni
+
+#Sample Data
+sample_bars = {
+    'time': [1, 2, 3, 4, 5,6,7,8,9,10,11,12,13,14,15],
+    'high': [10, 11, 12, 13, 14,10, 11, 12, 13, 14,10, 11, 12, 13, 14],
+    'low': [8, 9, 7, 6, 8,8, 9, 7, 6, 8,8, 9, 7, 6, 8],
+    'volume': [1000, 1200, 900, 1100, 1300,1000, 1200, 900, 1100, 1300,1000, 1200, 900, 1100, 1300],
+    'close': [9, 10, 11, 12, 13,9, 10, 11, 12, 13,9, 10, 11, 12, 13],
+    'open': [9, 10, 8, 8, 8,9, 10, 8, 8, 8,9, 10, 8, 8, 8],
+    'resolution': [1, 1, 1, 1, 1,1, 1, 1, 1, 1,1, 1, 1, 1, 1]
+}
+
+sample_indicators = {
+    'time': [1, 2, 3, 4, 5,6,7,8,9,10,11,12,13,14,15],
+    'fastslope': [90, 95, 100, 110, 115,90, 95, 100, 110, 115,90, 95, 100, 110, 115],
+    'fsdelta': [90, 95, 100, 110, 115,90, 95, 100, 110, 115,90, 95, 100, 110, 115],
+    'fastslope2': [90, 95, 100, 110, 115,90, 95, 100, 110, 115,90, 95, 100, 110, 115],
+    'ema': [1000, 1200, 900, 1100, 1300,1000, 1200, 900, 1100, 1300,1000, 1200, 900, 1100, 1300]
+}
+
+#Trida, která drzi instanci ML modelu a jeho konfigurace
+#take se pouziva jako nastroj na pripravu dat pro train a predikci
+#pozor samotna data trida neobsahuje, jen konfiguraci a pak samotny model
+class ModelML:
+    def __init__(self, name: str,
+                pred_output: PredOutput,
+                bar_features: list,
+                ind_features: list,
+                input_sequences: int,
+                target: str,
+                target_reference: str,
+                train_target_steps: int, #train
+                train_target_transformation: TargetTRFM, #train
+                train_epochs: int, #train
+                train_runner_ids: list = None, #train
+                train_batch_id: str = None, #train
+                version: str = "1",
+                note : str = None,
+                use_bars: bool = True,
+                train_remove_cross_sequences: bool = False, #train
+                #standardne StandardScaler
+                scalerX: StandardScaler  = StandardScaler(),
+                scalerY: StandardScaler = StandardScaler(),
+                model: Sequential = Sequential()) -> None:
+        
+        self.name = name
+        self.version = version
+        self.note  = note
+        self.pred_output: PredOutput = pred_output
+        #model muze byt take bez barů, tzn. jen indikatory
+        self.use_bars = use_bars
+        #zajistime poradi
+        bar_features.sort()
+        ind_features.sort()
+        self.bar_features = bar_features
+        self.ind_features = ind_features
+        if (train_runner_ids is None or len(train_runner_ids) == 0) and train_batch_id is None:
+            raise Exception("train_runner_ids nebo train_batch_id musi byt vyplnene")
+        self.train_runner_ids = train_runner_ids
+        self.train_batch_id = train_batch_id
+        #target cílový sloupec, který je používám přímo nebo transformován na binary
+        self.target = target
+        self.target_reference = target_reference
+        self.train_target_steps = train_target_steps
+        self.train_target_transformation = train_target_transformation
+        self.input_sequences = input_sequences
+        self.train_epochs = train_epochs
+        #keep cross sequences between runners
+        self.train_remove_cross_sequences = train_remove_cross_sequences
+        self.scalerX = scalerX
+        self.scalerY = scalerY
+        self.model = model
+
+    def save(self):
+        filename = mu.get_full_filename(self.name,self.version)
+        dump(self, filename)
+        print(f"model {self.name} save")
+
+    #create X data with features
+    def column_stack_source(self, bars, indicators, verbose = 1) -> np.array:
+        #create SOURCE DATA with features
+        # bars and indicators dictionary and features as input
+        poradi_sloupcu_inds = [feature for feature in self.ind_features if feature in indicators]
+        indicator_data = np.column_stack([indicators[feature] for feature in self.ind_features if feature in indicators])
+        
+        if len(bars)>0:
+            bar_data = np.column_stack([bars[feature] for feature in self.bar_features if feature in bars])
+            poradi_sloupcu_bars = [feature for feature in self.bar_features if feature in bars]
+            if verbose == 1:
+                print("poradi sloupce v source_data", str(poradi_sloupcu_bars + poradi_sloupcu_inds))
+            combined_day_data = np.column_stack([bar_data,indicator_data])
+        else:
+            combined_day_data = indicator_data
+            if verbose == 1:
+                print("poradi sloupce v source_data", str(poradi_sloupcu_inds))
+        return combined_day_data
+
+    #create TARGET(Y) data 
+    def column_stack_target(self, bars, indicators) -> np.array:
+        target_base = []
+        target_reference = []
+        try:
+            try:
+                target_base = bars[self.target]
+            except KeyError:
+                target_base = indicators[self.target]
+            try:
+                target_reference = bars[self.target_reference]
+            except KeyError:
+                target_reference = indicators[self.target_reference]
+        except KeyError:
+            pass
+        target_day_data = np.column_stack([target_base, target_reference])
+        return target_day_data
+
+    def load_runners_as_list(self, runner_id_list = None, batch_id = None):
+        """Loads all runners data (bars, indicators) for given runners into list of dicts.
+        
+        List of runners/train_batch_id may be provided, or self.train_runner_ids/train_batch_id is taken instead.
+
+        Returns:
+            tuple (barslist, indicatorslist,) - lists with dictionaries for each runner
+        """
+        if runner_id_list is not None:
+            runner_ids = runner_id_list
+            print("loading runners for ",str(runner_id_list))
+        elif batch_id is not None:
+            print("Loading runners for train_batch_id:", batch_id)
+            res, runner_ids = get_archived_runnerslist_byBatchID(batch_id)
+        elif self.train_batch_id is not None:
+            print("Loading runners for TRAINING BATCH self.train_batch_id:", self.train_batch_id)
+            res, runner_ids = get_archived_runnerslist_byBatchID(self.train_batch_id)
+        #pripadne bereme z listu runneru
+        else:
+            runner_ids = self.train_runner_ids
+            print("loading runners for TRAINING runners ",str(self.train_runner_ids))
+
+
+        barslist = []
+        indicatorslist = []
+        ind_keys = None
+        for runner_id in runner_ids:
+            bars, indicators = mu.load_runner(runner_id)
+            print(f"runner:{runner_id}")
+            if self.use_bars:
+                barslist.append(bars)
+                print(f"bars keys {len(bars)} lng {len(bars[self.bar_features[0]])}")
+            indicatorslist.append(indicators)
+            print(f"indi keys {len(indicators)} lng {len(indicators[self.ind_features[0]])}")
+            if ind_keys is not None and ind_keys != len(indicators):
+                raise Exception("V runnerech musi byt stejny pocet indikatoru")
+            else:
+                ind_keys = len(indicators)
+
+        return barslist, indicatorslist
+
+    #toto nejspis rozdelit na TRAIN mod (kdy ma smysl si brat nataveni napr. remove cross)
+    def create_sequences(self, combined_data, target_data = None, remove_cross_sequences: bool = False, rows_in_day = None):
+        """Creates sequences of given length seq and optionally target N steps in the future.
+
+        Returns X(source) a Y(transformed target) - vrací take Y_untransformed - napr. referencni target column pro zobrazeni v grafu (napr. cenu)
+
+        Volby pro transformaci targetu:
+        - KEEPVAL (keep value as is)
+        - KEEPVAL_MOVE(keep value, move target N steps in the future)
+
+        další na zámysl (nejspíš ale data budu připravovat ve stratu a využívat jen KEEPy nahoře)
+        - BINARY_prefix - sloupec založený na podmínce, výsledek je 0,1
+        - BINARY_TREND RISING - podmínka založena, že v target columnu stoupají/klesají po target N steps
+         (podvarianty BINARY TREND RISING(0-1), FALLING(0-1), BOTH(-1 - ))
+        - BINARY_READY - předpřipravený sloupec(vytvořený ve strategii jako indikator), stačí jen posunout o target step
+        - BINARY_READY_POSUNUTY - předpřipraveny sloupec (již posunutýo o target M) - stačí brát as is
+        
+        Args:
+            combined_data: A list of combined data.
+            target_data: A list of target data (0-target,1-target ref.column)
+            remove_cross_sequences: If to remove crossday sequences
+            rows_in_day: helper dict to remove crossday sequences
+            return_untr: whether to return untransformed reference column
+
+        Returns:
+            A list of X sequences and a list of y sequences.
+        """
+
+        if remove_cross_sequences is True and rows_in_day is None:
+            raise Exception("To remove crossday sequences, rows_in_day param required.")
+
+        if target_data is not None and len(target_data) > 0:
+            target_data_untr = target_data[:,1]
+            target_data = target_data[:,0]
+        else:
+            target_data_untr = []
+            target_data = []
+
+        X_train = []
+        y_train = []
+        y_untr = []
+        #comb data shape (4073, 13)
+        #target shape (4073, 1)
+        print("Start Sequencing")
+        #range sekvence podle toho jestli je pozadovan MOVE nebo NE
+        if self.train_target_transformation == TargetTRFM.KEEPVAL_MOVE:
+            right_offset = self.input_sequences + self.train_target_steps
+        else:
+            right_offset= self.input_sequences
+        for i in range(len(combined_data) - right_offset):
+
+            #take neresime cross sekvence kdyz neni vyplneni target nebo neni vyplnena rowsinaday
+            if  remove_cross_sequences is True and not self.is_same_day(i,i + right_offset, rows_in_day):
+                print(f"sekvence vyrazena. NEW Zacatek {combined_data[i, 0]} konec {combined_data[i + right_offset, 0]}")
+                continue
+
+            #pridame sekvenci
+            X_train.append(combined_data[i:i + self.input_sequences])
+            
+            #target hodnotu bude ponecha (na radku mame jiz cilovy target)
+            #nebo vezme hodnotu z N(train_target_steps) baru vpredu a da jako target k radku
+            #je rizeno nastavenim right_offset vyse
+            if target_data is not None and len(target_data) > 0:
+                y_train.append(target_data[i + right_offset])
+
+            #udela binary transformaci targetu
+            # elif self.target_transformation == TargetTRFM.BINARY_TREND_UP:
+            #     #mini loop od 0 do počtu target steps - zda jsou successively rising
+            #     #radeji budu resit vizualne conditional indikatorem pri priprave dat
+            #     rising = False
+            #     for step in range(0,self.train_target_steps):
+            #         if target_data[i + self.input_sequences + step] < target_data[i + self.input_sequences + step + 1]:
+            #             rising = True
+            #         else:
+            #             rising = False
+            #             break
+            #     y_train.append([1] if rising else [0])
+            #     #tato zakomentovana varianta porovnava jen cenu ted a cenu na target baru
+            #     #y_train.append([1] if target_data[i + self.input_sequences] < target_data[i + self.input_sequences + self.train_target_steps] else [0])
+            if target_data is not None and len(target_data) > 0:
+                y_untr.append(target_data_untr[i + self.input_sequences])
+        return np.array(X_train), np.array(y_train), np.array(y_untr)
+
+    def is_same_day(self, idx_start, idx_end, rows_in_day):
+        """Helper for sequencing enables to recognize if the start/end index are from the same day.
+
+        Used for sequences to remove cross runner(day) sequences.
+
+        Args:
+            idx_start: Start index
+            idx_end: End index
+            rows_in_day: 1D array containing number of rows(bars,inds) for each day. 
+                         Cumsumed defines edges where each day ends. [10,30,60]
+
+        Returns:
+            A boolean
+
+        refactor to vectors if possible
+            i_b, i_e
+            podm_pole = i_b<pole and i_s >= pole
+             [10,30,60]
+        """
+        for i in rows_in_day:
+            #jde o polozku na pomezi - vyhazujeme
+            if idx_start < i and idx_end >= i:
+                return False
+            if idx_start < i and idx_end < i:
+                return True
+        return None
+
+    #vytvori X a Y data z nastaveni self
+    #pro vybrane runnery stahne data, vybere sloupce dle faature a target
+    #a vrátí jako sloupce v numpy poli
+    #zaroven vraci i rows_in_day pro nasledny sekvencing
+    def load_data(self, runners_ids: list = None, batch_id: list = None, source: Source = Source.RUNNERS):
+        """Service to load data for the model. Can be used for training or for vector prediction.
+
+        If input data are not provided, it will get the value from training model configuration (train_runners_ids, train_batch_id)
+
+        Args:
+            runner_ids: 
+            batch_id:
+            source: To load sample data.
+
+        Returns:
+            source_data,target_data,rows_in_day
+        """
+        rows_in_day = []
+        indicatorslist = []
+        #bud natahneme samply
+        if source == Source.SAMPLES:
+            if self.use_bars:
+                bars = sample_bars
+            else:
+                bars = {}
+            indicators = sample_indicators
+            indicatorslist.append(indicators)
+        #nebo dotahneme pozadovane runnery
+        else:
+            #nalodujeme vsechny runnery jako listy (bud z runnerids nebo dle batchid)
+            barslist, indicatorslist = self.load_runners_as_list(runner_id_list=runners_ids, batch_id=batch_id)
+            #nerozumim
+            bl  = deepcopy(barslist)
+            il = deepcopy(indicatorslist)
+            #a zmergujeme jejich data dohromady 
+            bars = mu.merge_dicts(bl)
+            indicators = mu.merge_dicts(il)
+
+        #zaroven vytvarime pomocny list, kde stale drzime pocet radku per day (pro nasledny sekvencing)
+        #zatim nad indikatory - v budoucnu zvazit, kdyby jelo neco jen nad barama
+        for i, val in enumerate(indicatorslist):
+            #pro prvni klic z indikatoru pocteme cnt
+            pocet = len(indicatorslist[i][self.ind_features[0]])
+            print("pro runner vkladame pocet", pocet)
+            rows_in_day.append(pocet)
+
+        rows_in_day = np.array(rows_in_day)
+        rows_in_day = np.cumsum(rows_in_day)
+        print("celkove pole rows_in_day(cumsum):", rows_in_day)
+
+        print("Data LOADED.")
+        print(f"number of indicators {len(indicators)}")
+        print(f"number of bar elements{len(bars)}")
+        print(f"ind list length {len(indicators['time'])}")
+        print(f"bar list length {len(bars['time'])}")
+
+        self.validate_available_features(bars, indicators)    
+
+        print("Preparing FEATURES")
+        source_data, target_data = self.stack_bars_indicators(bars, indicators)
+        return source_data, target_data, rows_in_day
+    
+    def validate_available_features(self, bars, indicators):
+        for k in self.bar_features:
+            if not k in bars.keys():
+                raise Exception(f"Missing bar feature {k}")
+
+        for k in self.ind_features:
+            if not k in indicators.keys():
+                raise Exception(f"Missing ind feature {k}")    
+
+    def stack_bars_indicators(self, bars, indicators):
+        print("Stacking dicts to numpy")
+        print("Source - X")
+        source_data = self.column_stack_source(bars, indicators)
+        print("shape", np.shape(source_data))
+        print("Target - Y", self.target)
+        target_data = self.column_stack_target(bars, indicators)
+        print("shape", np.shape(target_data))
+
+        return source_data, target_data
+
+    #pomocna sluzba, ktera provede vsechny transformace a inverzni scaling  a vyleze z nej predikce
+    #vstupem je standardni format ve strategii (state.bars, state.indicators)
+    #vystupem je jedna hodnota
+    def predict(self, bars, indicators) -> float:
+        #oriznuti podle seqence - pokud je nastaveno v modelu 
+        lastNbars = slice_dict_lists(bars, self.input_sequences)
+        lastNindicators =  slice_dict_lists(indicators, self.input_sequences)
+        # print("last5bars", lastNbars)
+        # print("last5indicators",lastNindicators)
+
+        combined_live_data = self.column_stack_source(lastNbars, lastNindicators, verbose=0)
+        #print("combined_live_data",combined_live_data)
+        combined_live_data = self.scalerX.transform(combined_live_data)
+        combined_live_data = np.array(combined_live_data)
+        #print("last 5 values combined data shape", np.shape(combined_live_data))
+
+        #converts to 3D array 
+        # 1 number of samples in the array.
+        # 2 represents the sequence length.
+        # 3 represents the number of features in the data.
+        combined_live_data = combined_live_data.reshape((1, self.input_sequences, combined_live_data.shape[1]))
+
+        # Make a prediction
+        prediction = self.model(combined_live_data, training=False)
+        #prediction = prediction.reshape((1, 1))
+        # Convert the prediction back to the original scale
+        prediction = self.scalerY.inverse_transform(prediction)
+        return float(prediction)

v2realbot/ml/mlutils.py

@@ -0,0 +1,55 @@
+import numpy as np
+from v2realbot.controller.services import get_archived_runner_details_byID
+from joblib import load
+from v2realbot.config import DATA_DIR
+
+def get_full_filename(name, version = "1"):
+  return DATA_DIR+'/models/'+name+'_v'+version+'.pkl'
+
+def load_model(name, version = "1"):
+   filename = get_full_filename(name, version)
+   return load(filename)
+   
+#pomocne funkce na manipulaci s daty
+
+def merge_dicts(dict_list):
+   # Initialize an empty merged dictionary
+    merged_dict = {}
+
+    # Iterate through the dictionaries in the list
+    for i,d in enumerate(dict_list):
+        for key, value in d.items():
+            if key in merged_dict:
+                merged_dict[key] += value
+            else:
+                merged_dict[key] = value
+        #vlozime element s idenitfikaci runnera
+
+    return merged_dict
+
+    # # Initialize the merged dictionary with the first dictionary in the list
+    # merged_dict = dict_list[0].copy()
+    # merged_dict["index"] = []
+
+    # # Iterate through the remaining dictionaries and concatenate their lists
+    # for i, d in enumerate(dict_list[1:]):
+    #     merged_dict["index"] = 
+    #     for key, value in d.items():
+    #         if key in merged_dict:
+    #             merged_dict[key] += value
+    #         else:
+    #             merged_dict[key] = value
+
+    # return merged_dict
+
+def load_runner(runner_id):
+    res, sada = get_archived_runner_details_byID(runner_id)
+    if res == 0:
+        print("ok")
+    else:
+        print("error",res,sada)
+        raise Exception(f"error loading runner {runner_id} : {res} {sada}")
+
+    bars = sada["bars"]
+    indicators = sada["indicators"][0]
+    return bars, indicators

v2realbot/static/index.html

@@ -15,15 +15,28 @@
         <link rel="stylesheet" href="https://fonts.googleapis.com/css2?family=Material+Symbols+Outlined:opsz,wght,FILL,GRAD@20..48,100..700,0..1,-50..200" />
 
 
-        <link href="https://cdn.jsdelivr.net/npm/bootstrap@5.3.0-alpha3/dist/css/bootstrap.min.css" rel="stylesheet" integrity="sha384-KK94CHFLLe+nY2dmCWGMq91rCGa5gtU4mk92HdvYe+M/SXH301p5ILy+dN9+nJOZ" crossorigin="anonymous">
+        <!-- <link href="https://cdn.jsdelivr.net/npm/bootstrap@5.3.0-alpha3/dist/css/bootstrap.min.css" rel="stylesheet" integrity="sha384-KK94CHFLLe+nY2dmCWGMq91rCGa5gtU4mk92HdvYe+M/SXH301p5ILy+dN9+nJOZ" crossorigin="anonymous"> -->
-        <link rel="stylesheet" href="https://cdn.datatables.net/1.13.4/css/dataTables.bootstrap5.min.css">
+        <link href="/static/js/libs/bootstrap.min.css" rel="stylesheet" crossorigin="anonymous">
 
-        <script src="https://code.jquery.com/jquery-3.6.4.js" integrity="sha256-a9jBBRygX1Bh5lt8GZjXDzyOB+bWve9EiO7tROUtj/E=" crossorigin="anonymous"></script>
-        <script src="https://cdn.datatables.net/1.13.4/js/jquery.dataTables.min.js"></script>
-        <script src="/static/js/jquery.serializejson.js"></script>
-        <script src="https://cdn.jsdelivr.net/npm/bootstrap@5.3.0-alpha3/dist/js/bootstrap.bundle.min.js" integrity="sha384-ENjdO4Dr2bkBIFxQpeoTz1HIcje39Wm4jDKdf19U8gI4ddQ3GYNS7NTKfAdVQSZe" crossorigin="anonymous"></script>
         
-        <script src="https://cdn.datatables.net/select/1.6.2/js/dataTables.select.min.js"></script>
+        <!-- <link rel="stylesheet" href="https://cdn.datatables.net/1.13.4/css/dataTables.bootstrap5.min.css"> -->
+        <link rel="stylesheet" href="/static/js/libs/dataTables.bootstrap5.min.css">
+
+
+
+        <!-- <script src="https://code.jquery.com/jquery-3.6.4.js" integrity="sha256-a9jBBRygX1Bh5lt8GZjXDzyOB+bWve9EiO7tROUtj/E=" crossorigin="anonymous"></script> -->
+        <script src="/static/js/libs/jquery-3.6.4.js" integrity="sha256-a9jBBRygX1Bh5lt8GZjXDzyOB+bWve9EiO7tROUtj/E=" crossorigin="anonymous"></script>
+         
+        <!-- <script src="https://cdn.datatables.net/1.13.4/js/jquery.dataTables.min.js"></script> -->
+        <script src="/static/js/libs/jquery.dataTables.min.js"></script>
+        
+        <script src="/static/js/jquery.serializejson.js"></script>
+        
+        <!-- <script src="https://cdn.jsdelivr.net/npm/bootstrap@5.3.0-alpha3/dist/js/bootstrap.bundle.min.js" integrity="sha384-ENjdO4Dr2bkBIFxQpeoTz1HIcje39Wm4jDKdf19U8gI4ddQ3GYNS7NTKfAdVQSZe" crossorigin="anonymous"></script> -->
+        <script src="/static/js/libs/bootstrap.bundle.min.js" crossorigin="anonymous"></script>
+              
+        <!-- <script src="https://cdn.datatables.net/select/1.6.2/js/dataTables.select.min.js"></script> -->
+        <script src="/static/js/libs/dataTables.select.min.js"></script>
 
 
 
@@ -41,7 +54,10 @@
 
 
         <link rel="stylesheet" href="/static/main.css">
-        <script src="https://cdnjs.cloudflare.com/ajax/libs/mousetrap/1.4.6/mousetrap.min.js"></script>
+        <!-- <script src="https://cdnjs.cloudflare.com/ajax/libs/mousetrap/1.4.6/mousetrap.min.js"></script> -->
+
+        <script src="/static/js/libs/mousetrap.min.js"></script>
+
         <!-- <script src="https://cdn.datatables.net/select/1.6.2/js/dataTables.select.min.js"></script> -->
         <script src="/static/js/fast-toml.js" type="text/javascript"></script>
 
@@ -60,8 +76,14 @@
             });
             </script> -->
         <!-- predelat na local z cdn -->
-        <link rel="stylesheet" data-name="vs/editor/editor.main" href="https://cdnjs.cloudflare.com/ajax/libs/monaco-editor/0.43.0/min/vs/editor/editor.main.min.css">
+        <!-- <link rel="stylesheet" data-name="vs/editor/editor.main" href="https://cdnjs.cloudflare.com/ajax/libs/monaco-editor/0.43.0/min/vs/editor/editor.main.min.css">
-        <script src="https://cdnjs.cloudflare.com/ajax/libs/monaco-editor/0.43.0/min/vs/loader.min.js"></script>
+        <script src="https://cdnjs.cloudflare.com/ajax/libs/monaco-editor/0.43.0/min/vs/loader.min.js"></script> -->
+
+        <link rel="stylesheet" data-name="vs/editor/editor.main" href="/static/js/libs/editor.main.min.css">
+        <script src="/static/js/libs/loader.min.js"></script>
+
+        
+
 
         <!-- <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/monaco-editor/0.41.0/min/vs/editor/editor.main.js"></script>  -->
         <!-- <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/monaco-editor/0.41.0/min/vs/loader.min.js"></script>   -->
@@ -522,7 +544,7 @@
                                     </div>
                                     <div class="form-group">
                                         <label for="mode" class="form-label">Mode</label>
-                                        <select class="form-control" id="mode" name="mode"><option value="paper">paper</option><option value="live">live</option><option value="backtest">backtest</option></select>		
+                                        <select class="form-control" id="mode" name="mode"><option value="paper">paper</option><option value="live">live</option><option value="backtest">backtest</option><option value="prep">prep</option></select>		
                                     </div>
                                     <div class="form-group">
                                         <label for="account" class="form-label">Account</label>
@@ -639,7 +661,12 @@
             </div>
         </div>
         <script src="/static/js/config.js"></script>
-        <script type="text/javascript" src="https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js"></script>
+        <!-- tady zacina polska docasna lokalizace -->
+        <!-- <script type="text/javascript" src="https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js"></script> -->
+        <script type="text/javascript" src="/static/js/libs/lightweight-charts.standalone.production.js"></script>
+       
+    
+       
         <script src="/static/js/utils.js"></script>
         <script src="/static/js/archivechart.js"></script>
         <script src="/static/js/archivetables.js"></script>

v2realbot/static/js/libs/mousetrap.min.js

@@ -0,0 +1,9 @@
+/* mousetrap v1.4.6 craig.is/killing/mice */
+(function(J,r,f){function s(a,b,d){a.addEventListener?a.addEventListener(b,d,!1):a.attachEvent("on"+b,d)}function A(a){if("keypress"==a.type){var b=String.fromCharCode(a.which);a.shiftKey||(b=b.toLowerCase());return b}return h[a.which]?h[a.which]:B[a.which]?B[a.which]:String.fromCharCode(a.which).toLowerCase()}function t(a){a=a||{};var b=!1,d;for(d in n)a[d]?b=!0:n[d]=0;b||(u=!1)}function C(a,b,d,c,e,v){var g,k,f=[],h=d.type;if(!l[a])return[];"keyup"==h&&w(a)&&(b=[a]);for(g=0;g<l[a].length;++g)if(k=
+l[a][g],!(!c&&k.seq&&n[k.seq]!=k.level||h!=k.action||("keypress"!=h||d.metaKey||d.ctrlKey)&&b.sort().join(",")!==k.modifiers.sort().join(","))){var m=c&&k.seq==c&&k.level==v;(!c&&k.combo==e||m)&&l[a].splice(g,1);f.push(k)}return f}function K(a){var b=[];a.shiftKey&&b.push("shift");a.altKey&&b.push("alt");a.ctrlKey&&b.push("ctrl");a.metaKey&&b.push("meta");return b}function x(a,b,d,c){m.stopCallback(b,b.target||b.srcElement,d,c)||!1!==a(b,d)||(b.preventDefault?b.preventDefault():b.returnValue=!1,b.stopPropagation?
+b.stopPropagation():b.cancelBubble=!0)}function y(a){"number"!==typeof a.which&&(a.which=a.keyCode);var b=A(a);b&&("keyup"==a.type&&z===b?z=!1:m.handleKey(b,K(a),a))}function w(a){return"shift"==a||"ctrl"==a||"alt"==a||"meta"==a}function L(a,b,d,c){function e(b){return function(){u=b;++n[a];clearTimeout(D);D=setTimeout(t,1E3)}}function v(b){x(d,b,a);"keyup"!==c&&(z=A(b));setTimeout(t,10)}for(var g=n[a]=0;g<b.length;++g){var f=g+1===b.length?v:e(c||E(b[g+1]).action);F(b[g],f,c,a,g)}}function E(a,b){var d,
+c,e,f=[];d="+"===a?["+"]:a.split("+");for(e=0;e<d.length;++e)c=d[e],G[c]&&(c=G[c]),b&&"keypress"!=b&&H[c]&&(c=H[c],f.push("shift")),w(c)&&f.push(c);d=c;e=b;if(!e){if(!p){p={};for(var g in h)95<g&&112>g||h.hasOwnProperty(g)&&(p[h[g]]=g)}e=p[d]?"keydown":"keypress"}"keypress"==e&&f.length&&(e="keydown");return{key:c,modifiers:f,action:e}}function F(a,b,d,c,e){q[a+":"+d]=b;a=a.replace(/\s+/g," ");var f=a.split(" ");1<f.length?L(a,f,b,d):(d=E(a,d),l[d.key]=l[d.key]||[],C(d.key,d.modifiers,{type:d.action},
+c,a,e),l[d.key][c?"unshift":"push"]({callback:b,modifiers:d.modifiers,action:d.action,seq:c,level:e,combo:a}))}var h={8:"backspace",9:"tab",13:"enter",16:"shift",17:"ctrl",18:"alt",20:"capslock",27:"esc",32:"space",33:"pageup",34:"pagedown",35:"end",36:"home",37:"left",38:"up",39:"right",40:"down",45:"ins",46:"del",91:"meta",93:"meta",224:"meta"},B={106:"*",107:"+",109:"-",110:".",111:"/",186:";",187:"=",188:",",189:"-",190:".",191:"/",192:"`",219:"[",220:"\\",221:"]",222:"'"},H={"~":"`","!":"1",
+"@":"2","#":"3",$:"4","%":"5","^":"6","&":"7","*":"8","(":"9",")":"0",_:"-","+":"=",":":";",'"':"'","<":",",">":".","?":"/","|":"\\"},G={option:"alt",command:"meta","return":"enter",escape:"esc",mod:/Mac|iPod|iPhone|iPad/.test(navigator.platform)?"meta":"ctrl"},p,l={},q={},n={},D,z=!1,I=!1,u=!1;for(f=1;20>f;++f)h[111+f]="f"+f;for(f=0;9>=f;++f)h[f+96]=f;s(r,"keypress",y);s(r,"keydown",y);s(r,"keyup",y);var m={bind:function(a,b,d){a=a instanceof Array?a:[a];for(var c=0;c<a.length;++c)F(a[c],b,d);return this},
+unbind:function(a,b){return m.bind(a,function(){},b)},trigger:function(a,b){if(q[a+":"+b])q[a+":"+b]({},a);return this},reset:function(){l={};q={};return this},stopCallback:function(a,b){return-1<(" "+b.className+" ").indexOf(" mousetrap ")?!1:"INPUT"==b.tagName||"SELECT"==b.tagName||"TEXTAREA"==b.tagName||b.isContentEditable},handleKey:function(a,b,d){var c=C(a,b,d),e;b={};var f=0,g=!1;for(e=0;e<c.length;++e)c[e].seq&&(f=Math.max(f,c[e].level));for(e=0;e<c.length;++e)c[e].seq?c[e].level==f&&(g=!0,
+b[c[e].seq]=1,x(c[e].callback,d,c[e].combo,c[e].seq)):g||x(c[e].callback,d,c[e].combo);c="keypress"==d.type&&I;d.type!=u||w(a)||c||t(b);I=g&&"keydown"==d.type}};J.Mousetrap=m;"function"===typeof define&&define.amd&&define(m)})(window,document);

v2realbot/static/js/mytables.js

@@ -12,7 +12,7 @@ function get_status(id) {
         //window.alert(JSON.stringify(data))
         if (data.strat_id == id) {
             //window.alert("found");
-            if ((data.run_mode) == "backtest") { status_detail = '<span>'+data.run_mode+'</span>'}
+            if (((data.run_mode) == "backtest") || ((data.run_mode) == "prep")) { status_detail = '<span>'+data.run_mode+'</span>'}
             else { status_detail = data.run_mode + " | " + data.run_account}
             if (data.run_paused == null) {
                 status = '<span class="material-symbols-outlined">play_circle</span>'+status_detail
@@ -44,8 +44,9 @@ let editor;
 $(document).ready(function () {
 
     //incialize TOML LANGUAGE IN MONACO
-    require.config({ paths: { 'vs': 'https://cdnjs.cloudflare.com/ajax/libs/monaco-editor/0.43.0/min/vs' }});
+    // require.config({ paths: { 'vs': 'https://cdnjs.cloudflare.com/ajax/libs/monaco-editor/0.43.0/min/vs' }});
-            
+    require.config({ paths: { 'vs': '/static/js/libs' }});
+
     require(["vs/editor/editor.main"], () => {
 
         // Register the TOML language

v2realbot/strategy/StrategyClassicSL.py

@@ -15,7 +15,7 @@ from alpaca.common.exceptions import APIError
 import copy
 from threading import Event
 from uuid import UUID, uuid4
-
+from v2realbot.strategyblocks.indicators.indicators_hub import populate_all_indicators
 
 class StrategyClassicSL(Strategy):
     """
@@ -229,6 +229,18 @@ class StrategyClassicSL(Strategy):
         self.state.buy = self.buy
         self.state.sell = self.sell
 
+        self.init(self.state)
+
+    def call_next(self, item):
+        #MAIN INDICATORS
+        populate_all_indicators(item, self.state)
+        
+        #pro přípravu dat next nevoláme
+        if self.mode == Mode.PREP:
+            return
+        else:
+            self.next(item, self.state)
+
     #overidden methods
     # pouziva se pri vstupu long nebo exitu short
     # osetrit uzavreni s vice nez mam
@@ -278,13 +290,4 @@ class StrategyClassicSL(Strategy):
         #self.state.vars.lastbuyindex = self.state.bars['index'][-1]
         #self.state.ilog(e="send MARKET SELL to if", msg="S:"+str(size), ltp=self.state.interface.get_last_price(self.state.symbol))
         self.state.ilog(e="send MARKET SELL to if", msg="S:"+str(size), ltp=self.state.bars['close'][-1])
-        return self.state.interface.sell(size=size)
+        return self.state.interface.sell(size=size)
-
-    async def get_limitka_price(self):
-        def_profit = safe_get(self.state.vars, "def_profit") 
-        if def_profit == None: def_profit = self.state.vars.profit
-        cena = float(self.state.avgp)
-        if await self.is_defensive_mode():
-            return price2dec(cena+get_tick(cena,float(def_profit)))
-        else:
-            return price2dec(cena+get_tick(cena,float(self.state.vars.profit)))

v2realbot/strategy/base.py

@@ -118,14 +118,25 @@ class Strategy:
             self.state = StrategyState(name=self.name, symbol = self.symbol, stratvars = self.stratvars, interface=self.interface, rectype=self.rectype, runner_id=self.runner_id, ilog_save=self.ilog_save)
 
         elif mode == Mode.BT:
+
             self.dataloader = Trade_Offline_Streamer(start, end, btdata=self.btdata)
             self.bt = Backtester(symbol = self.symbol, order_fill_callback= self.order_updates, btdata=self.btdata, cash=cash, bp_from=start, bp_to=end)
+            
             self.interface = BacktestInterface(symbol=self.symbol, bt=self.bt)
             self.state = StrategyState(name=self.name, symbol = self.symbol, stratvars = self.stratvars, interface=self.interface, rectype=self.rectype, runner_id=self.runner_id, bt=self.bt, ilog_save=self.ilog_save)
             self.order_notifs = None
+            
             ##streamer bude plnit trady do listu trades - nad kterym bude pracovat paper trade
             #zatim takto - pak pripadne do fajlu nebo jinak OPTIMALIZOVAT
             self.dataloader.add_stream(TradeAggregator2List(symbol=self.symbol,btdata=self.btdata,rectype=RecordType.TRADE))
+        elif mode == Mode.PREP:
+            #bt je zde jen pro udrzeni BT casu v logu atp. JInak jej nepouzivame.
+            self.bt = Backtester(symbol = self.symbol, order_fill_callback= self.order_updates, btdata=self.btdata, cash=cash, bp_from=start, bp_to=end)
+            self.interface = None
+            #self.interface = BacktestInterface(symbol=self.symbol, bt=self.bt)
+            self.state = StrategyState(name=self.name, symbol = self.symbol, stratvars = self.stratvars, interface=self.interface, rectype=self.rectype, runner_id=self.runner_id, bt=self.bt, ilog_save=self.ilog_save)
+            self.order_notifs = None        
+        
         else:
             print("unknow mode")
             return -1
@@ -271,7 +282,7 @@ class Strategy:
             self.state.last_trade_time = item['updated']
         elif self.rectype == RecordType.TRADE:
             self.state.last_trade_time = item['t']
-        if self.mode == Mode.BT:
+        if self.mode == Mode.BT or self.mode == Mode.PREP:
             self.bt.time = self.state.last_trade_time + BT_DELAYS.trigger_to_strat
             self.state.time = self.state.last_trade_time + BT_DELAYS.trigger_to_strat
         elif self.mode == Mode.LIVE or self.mode == Mode.PAPER:
@@ -319,7 +330,11 @@ class Strategy:
 
         self.save_item_history(item)
         #nevyhodit ten refresh do TypeLimit? asi ANO
-        self.refresh_positions(item)
+
+        #pro prep nedelame refresh pozic
+        if self.mode != Mode.PREP:
+            self.refresh_positions(item)
+
         #calling plugin (can be overriden to do some additional steps)
         self.before_iteration()
         ted = datetime.fromtimestamp(self.state.time).astimezone(zoneNY)
@@ -331,11 +346,16 @@ class Strategy:
             # Profile the function
             if PROFILING_NEXT_ENABLED:
                 profiler.start()
-            self.next(item, self.state)
+            #presunuti do samostatne funkce, kvuli overridu
+            self.call_next(item)
             if PROFILING_NEXT_ENABLED:
                 profiler.stop()
             self.after_iteration(item)
-            
+
+    #toto si mohu ve strategy classe overridnout a pridat dalsi kroky
+    def call_next(self, item):
+        self.next(item, self.state)
+
     ##run strategy live
     def start(self):
         
@@ -349,12 +369,12 @@ class Strategy:
         if self.mode == Mode.LIVE or self.mode == Mode.PAPER:
             #live notification thread
             self.order_notifs.start()
-        else:
+        elif self.mode == Mode.BT or self.mode == Mode.PREP:
             self.bt.backtest_start = datetime.now()
 
         self.strat_init()
         #print(self.init)
-        self.init(self.state)
+
         
         #main strat loop
         print(self.name, "Waiting for DATA")
@@ -433,8 +453,6 @@ class Strategy:
 
         #get rid of attributes that are links to the models
         self.state.vars["loaded_models"] = {}
-        self.state.vars["loaded_scalersX"] = {}
-        self.state.vars["loaded_scalersY"] = {}
 
         #zavolame na loaderu remove streamer - mohou byt dalsi bezici strategie, ktery loader vyuzivaji
         #pripadne udelat shared loader a nebo dedicated loader
@@ -494,7 +512,7 @@ class Strategy:
 
     # inicializace poplatna typu strategie (např. u LIMITu dotažení existující limitky)
     def strat_init(self):
-        pass
+        self.init(self.state)
 
     def send_rt_updates(self, item):
         ##if real time chart is requested
@@ -699,7 +717,7 @@ class StrategyState:
             self.time = datetime.now().timestamp()
 
         #pri backtestingu logujeme BT casem (muze byt jiny nez self.time - napr. pri notifikacich a naslednych akcích)
-        if self.mode == Mode.BT:
+        if self.mode == Mode.BT or self.mode == Mode.PREP:
             time = self.bt.time
         else:
             time = self.time

v2realbot/strategyblocks/activetrade/activetrade_hub.py

@@ -0,0 +1,9 @@
+from v2realbot.strategyblocks.activetrade.sl.trailsl import trail_SL_management
+from v2realbot.strategyblocks.activetrade.close.evaluate_close import eval_close_position
+
+def manage_active_trade(state, data):
+    trade = state.vars.activeTrade
+    if trade is None:
+        return -1
+    trail_SL_management(state, data)
+    eval_close_position(state, data)

v2realbot/strategyblocks/activetrade/close/close_position.py

@@ -0,0 +1,45 @@
+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
+from v2realbot.strategyblocks.activetrade.helpers import insert_SL_history
+
+# - close means change status in prescribed Trends,update profit, delete from activeTrade
+def close_position(state, data, direction: TradeDirection, reason: str, followup: Followup = None):
+    followup_text = str(followup) if followup is not None else ""
+    state.ilog(lvl=1,e=f"CLOSING TRADE {followup_text} {reason} {str(direction)}", curr_price=data["close"], trade=state.vars.activeTrade)
+    if direction == TradeDirection.SHORT:
+        res = state.buy(size=abs(int(state.positions)))
+        if isinstance(res, int) and res < 0:
+            raise Exception(f"error in required operation {reason} {res}")
+
+    elif direction == TradeDirection.LONG:
+        res = state.sell(size=state.positions)
+        if isinstance(res, int) and res < 0:
+            raise Exception(f"error in required operation STOPLOSS SELL {res}")
+    
+    else:
+        raise Exception(f"unknow TradeDirection in close_position")
+    
+    #pri uzavreni tradu zapisujeme SL history - lepsi zorbazeni v grafu
+    insert_SL_history(state)
+    state.vars.pending = state.vars.activeTrade.id
+    state.vars.activeTrade = None   
+    state.vars.last_exit_index = data["index"]    
+    if followup is not None:
+        state.vars.requested_followup = followup

v2realbot/strategyblocks/activetrade/close/conditions.py

@@ -0,0 +1,172 @@
+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 icecream import install, ic
+from rich import print as printanyway
+from threading import Event
+import os
+from traceback import format_exc
+from v2realbot.strategyblocks.indicators.helpers import evaluate_directive_conditions
+from v2realbot.strategyblocks.activetrade.helpers import get_override_for_active_trade, normalize_tick
+
+def dontexit_protection_met(state, data, direction: TradeDirection):
+    if direction == TradeDirection.LONG:
+        smer = "long"
+    else:
+        smer = "short"
+
+    mother_signal = state.vars.activeTrade.generated_by
+
+    if mother_signal is not None:
+        #TESTUJEME DONT_EXIT_
+        cond_dict = state.vars.conditions[KW.dont_exit][mother_signal][smer]
+        #OR 
+        result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+        state.ilog(lvl=1,e=f"DONT_EXIT {mother_signal} {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+        if result:
+            return True
+        
+        #OR neprosly testujeme AND
+        result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+        state.ilog(lvl=1,e=f"DONT_EXIT {mother_signal}  {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
+        if result:
+            return True
+        
+    cond_dict = state.vars.conditions[KW.dont_exit]["common"][smer]            
+    #OR 
+    result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+    state.ilog(lvl=1,e=f"DONT_EXIT common {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+    if result:
+        return True
+    
+    #OR neprosly testujeme AND
+    result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+    state.ilog(lvl=1,e=f"DONT_EXIT common {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
+    return result
+
+def exit_conditions_met(state, data, direction: TradeDirection):
+    if direction == TradeDirection.LONG:
+        smer = "long"
+    else:
+        smer = "short"
+
+    directive_name = "exit_cond_only_on_confirmed"
+    exit_cond_only_on_confirmed = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+
+    if exit_cond_only_on_confirmed and data['confirmed'] == 0:
+        state.ilog(lvl=0,e="EXIT COND ONLY ON CONFIRMED BAR")
+        return False
+    
+    ## minimální počet barů od vstupu
+    directive_name = "exit_cond_req_bars"
+    exit_cond_req_bars = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, 1))
+
+    if state.vars.last_in_index is not None:
+        index_to_compare = int(state.vars.last_in_index)+int(exit_cond_req_bars) 
+        if int(data["index"]) < index_to_compare:
+            state.ilog(lvl=1,e=f"EXIT COND WAITING on required bars from IN {exit_cond_req_bars} TOO SOON", currindex=data["index"], index_to_compare=index_to_compare, last_in_index=state.vars.last_in_index)
+            return False
+
+    #POKUD je nastaven MIN PROFIT, zkontrolujeme ho a az pripadne pustime CONDITIONY
+    directive_name = "exit_cond_min_profit"
+    exit_cond_min_profit_nodir = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, None))
+
+    directive_name = "exit_cond_min_profit_" + str(smer)
+    exit_cond_min_profit = get_override_for_active_trade(state, directive_name=directive_name, default_value=exit_cond_min_profit_nodir)
+
+
+    #máme nastavený exit_cond_min_profit
+    # zjistíme, zda jsme v daném profit a případně nepustíme dál
+    # , zjistíme aktuální cenu a přičteme k avgp tento profit a podle toho pustime dal
+
+    if exit_cond_min_profit is not None:
+        exit_cond_min_profit_normalized = normalize_tick(state, data, float(exit_cond_min_profit))
+        exit_cond_goal_price = price2dec(float(state.avgp)+exit_cond_min_profit_normalized,3) if int(state.positions) > 0 else price2dec(float(state.avgp)-exit_cond_min_profit_normalized,3) 
+        curr_price = float(data["close"])
+        state.ilog(lvl=1,e=f"EXIT COND min profit {exit_cond_goal_price=} {exit_cond_min_profit=} {exit_cond_min_profit_normalized=} {curr_price=}")
+        if (int(state.positions) < 0 and curr_price<=exit_cond_goal_price) or (int(state.positions) > 0 and curr_price>=exit_cond_goal_price):
+            state.ilog(lvl=1,e=f"EXIT COND min profit PASS - POKRACUJEME")
+        else:
+            state.ilog(lvl=1,e=f"EXIT COND min profit NOT PASS")
+            return False
+
+    #TOTO ZATIM NEMA VYZNAM
+    # options = safe_get(state.vars, 'exit_conditions', None)
+    # if options is None:
+    #     state.ilog(lvl=0,e="No options for exit conditions in stratvars")
+    #     return False
+    
+    # disable_exit_proteciton_when = dict(AND=dict(), OR=dict())
+
+    # #preconditions
+    # disable_exit_proteciton_when['disabled_in_config'] = safe_get(options, 'enabled', False) is False
+    # #too good to be true (maximum profit)
+    # #disable_sell_proteciton_when['tgtbt_reached'] = safe_get(options, 'tgtbt', False) is False
+    # disable_exit_proteciton_when['disable_if_positions_above'] = int(safe_get(options, 'disable_if_positions_above', 0)) < abs(int(state.positions))
+
+    # #testing preconditions
+    # result, conditions_met = eval_cond_dict(disable_exit_proteciton_when)
+    # if result:
+    #     state.ilog(lvl=0,e=f"EXIT_CONDITION for{smer} DISABLED by {conditions_met}", **conditions_met)
+    #     return False
+    
+    #bereme bud exit condition signalu, ktery activeTrade vygeneroval+ fallback na general
+    state.ilog(lvl=0,e=f"EXIT CONDITIONS ENTRY {smer}", conditions=state.vars.conditions[KW.exit])
+
+    mother_signal = state.vars.activeTrade.generated_by
+
+    if mother_signal is not None:
+        cond_dict = state.vars.conditions[KW.exit][state.vars.activeTrade.generated_by][smer]
+        result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+        state.ilog(lvl=1,e=f"EXIT CONDITIONS of {mother_signal} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+        if result:
+            return True
+        
+        #OR neprosly testujeme AND
+        result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+        state.ilog(lvl=1,e=f"EXIT CONDITIONS of {mother_signal}  =AND= {result}", **conditions_met, cond_dict=cond_dict)
+        if result:
+            return True
+
+
+    #pokud nemame mother signal nebo exit nevratil nic, fallback na common
+    cond_dict = state.vars.conditions[KW.exit]["common"][smer]
+    result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+    state.ilog(lvl=1,e=f"EXIT CONDITIONS of COMMON =OR= {result}", **conditions_met, cond_dict=cond_dict)
+    if result:
+        return True
+    
+    #OR neprosly testujeme AND
+    result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+    state.ilog(lvl=1,e=f"EXIT CONDITIONS of COMMON =AND= {result}", **conditions_met, cond_dict=cond_dict)
+    if result:
+        return True
+
+
+    #ZVAZIT JESTLI nesledujici puvodni pravidlo pro dontsellwhen pujdou realizovat inverzne jako exit when
+    #PUVODNI NASTAVENI - IDENTIFIKOVAce rustoveho MOMENTA - pokud je momentum, tak prodávat později
+    
+    # #pokud je slope too high, pak prodavame jakmile slopeMA zacne klesat, napr. 4MA (TODO 3)
+
+    # #TODO zkusit pro pevny profit, jednoduse pozdrzet prodej - dokud tick_price roste nebo se drzi tak neprodavat, pokud klesne prodat
+    # #mozna mit dva mody - pri vetsi volatilite pouzivat momentum, pri mensi nebo kdyz potrebuju pryc, tak prodat hned
+
+    #puvodni nastaveni
+    #slopeMA_rising = 2
+    #rsi_not_falling = 3
+
+    # #toto docasne pryc dont_sell_when['slope_too_high'] = slope_too_high() and not isfalling(state.indicators.slopeMA,4)
+    # dont_sell_when['AND']['slopeMA_rising'] = isrising(state.indicators.slopeMA,safe_get(options, 'slopeMA_rising', 2))
+    # dont_sell_when['AND']['rsi_not_falling'] = not isfalling(state.indicators.RSI14,safe_get(options, 'rsi_not_falling',3))
+    # #dont_sell_when['rsi_dont_buy'] = state.indicators.RSI14[-1] > safe_get(state.vars, "rsi_dont_buy_above",50)
+
+    # result, conditions_met = eval_cond_dict(dont_sell_when)
+    # if result:
+    #     state.ilog(lvl=0,e=f"SELL_PROTECTION {conditions_met} enabled")
+    # return result 

v2realbot/strategyblocks/activetrade/close/evaluate_close.py

@@ -0,0 +1,147 @@
+from v2realbot.strategyblocks.activetrade.close.close_position import close_position
+from v2realbot.strategy.base import StrategyState
+from v2realbot.enums.enums import  Followup
+from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus
+from v2realbot.utils.utils import safe_get
+from v2realbot.config import KW
+#from icecream import install, ic
+from rich import print as printanyway
+from threading import Event
+import os
+from traceback import format_exc
+from v2realbot.strategyblocks.activetrade.close.conditions import dontexit_protection_met, exit_conditions_met
+from v2realbot.strategyblocks.activetrade.helpers import get_max_profit_price, get_profit_target_price, get_override_for_active_trade, keyword_conditions_met
+
+def eval_close_position(state: StrategyState, data):
+    curr_price = float(data['close'])
+    state.ilog(lvl=0,e="Eval CLOSE", price=curr_price, pos=state.positions, avgp=state.avgp, pending=state.vars.pending, activeTrade=str(state.vars.activeTrade))
+
+    if int(state.positions) != 0 and float(state.avgp)>0 and state.vars.pending is None:
+        
+        #close position handling
+        #TBD pridat OPTIMALIZACI POZICE - EXIT 1/2
+
+        #mame short pozice - (IDEA: rozlisovat na zaklade aktivniho tradu - umozni mi spoustet i pri soucasne long pozicemi)
+        if int(state.positions) < 0:
+            #get TARGET PRICE pro dany smer a signal
+            goal_price = get_profit_target_price(state, data, TradeDirection.SHORT)
+            max_price = get_max_profit_price(state, data, TradeDirection.SHORT)
+            state.ilog(lvl=1,e=f"Goal price {str(TradeDirection.SHORT)} {goal_price} max price {max_price}")
+
+
+            #EOD EXIT - TBD
+            #FORCED EXIT PRI KONCI DNE
+
+            #SL - execution
+            if curr_price > state.vars.activeTrade.stoploss_value:
+
+                directive_name = 'reverse_for_SL_exit_short'
+                reverse_for_SL_exit = get_override_for_active_trade(state=state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, "no"))
+
+                if reverse_for_SL_exit == "always":
+                    followup_action = Followup.REVERSE
+                elif reverse_for_SL_exit == "cond":
+                    followup_action = Followup.REVERSE if keyword_conditions_met(state, data, direction=TradeDirection.SHORT, keyword=KW.slreverseonly, skip_conf_validation=True) else None
+                else:
+                    followup_action = None
+                close_position(state=state, data=data, direction=TradeDirection.SHORT, reason="SL REACHED", followup=followup_action)
+                return
+            
+            #REVERSE BASED ON REVERSE CONDITIONS
+            if keyword_conditions_met(state, data, direction=TradeDirection.SHORT, keyword=KW.reverse):
+                    close_position(state=state, data=data, direction=TradeDirection.SHORT, reason="REVERSE COND MET", followup=Followup.REVERSE)
+                    return  
+
+            #EXIT ADD CONDITIONS MET (exit and add)
+            if keyword_conditions_met(state, data, direction=TradeDirection.SHORT, keyword=KW.exitadd):
+                    close_position(state=state, data=data, direction=TradeDirection.SHORT, reason="EXITADD COND MET", followup=Followup.ADD)
+                    return  
+
+            #CLOSING BASED ON EXIT CONDITIONS
+            if exit_conditions_met(state, data, TradeDirection.SHORT):
+                    directive_name = 'reverse_for_cond_exit_short'
+                    reverse_for_cond_exit_short = get_override_for_active_trade(state=state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+                    directive_name = 'add_for_cond_exit_short'
+                    add_for_cond_exit_short = get_override_for_active_trade(state=state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+                    if reverse_for_cond_exit_short:
+                        followup_action = Followup.REVERSE
+                    elif add_for_cond_exit_short: 
+                        followup_action = Followup.ADD
+                    else:
+                        followup_action = None
+                    close_position(state=state, data=data, direction=TradeDirection.SHORT, reason="EXIT COND MET", followup=followup_action)
+                    return                   
+
+            #PROFIT
+            if curr_price<=goal_price:
+                #TODO cekat az slope prestane intenzivn erust, necekat az na klesani
+                #TODO mozna cekat na nejaky signal RSI
+                #TODO pripadne pokud dosahne TGTBB prodat ihned
+                max_price_signal = curr_price<=max_price
+                #OPTIMALIZACE pri stoupajícím angle
+                if max_price_signal or dontexit_protection_met(state=state, data=data,direction=TradeDirection.SHORT) is False:
+                    close_position(state=state, data=data, direction=TradeDirection.SHORT, reason=f"PROFIT or MAXPROFIT REACHED {max_price_signal=}")
+                    return
+        #mame long
+        elif int(state.positions) > 0:
+
+            #get TARGET PRICE pro dany smer a signal
+            goal_price = get_profit_target_price(state, data, TradeDirection.LONG)
+            max_price = get_max_profit_price(state, data, TradeDirection.LONG)
+            state.ilog(lvl=1,e=f"Goal price {str(TradeDirection.LONG)} {goal_price} max price {max_price}")
+
+            #EOD EXIT - TBD
+
+            #SL - execution
+            if curr_price < state.vars.activeTrade.stoploss_value:
+                directive_name = 'reverse_for_SL_exit_long'
+                reverse_for_SL_exit = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, "no"))
+
+                state.ilog(lvl=1, e=f"reverse_for_SL_exit {reverse_for_SL_exit}")
+
+                if reverse_for_SL_exit == "always":
+                    followup_action = Followup.REVERSE
+                elif reverse_for_SL_exit == "cond":
+                    followup_action = Followup.REVERSE if keyword_conditions_met(state, data, direction=TradeDirection.LONG, keyword=KW.slreverseonly, skip_conf_validation=True) else None
+                else:
+                    followup_action = None
+
+                close_position(state=state, data=data, direction=TradeDirection.LONG, reason="SL REACHED", followup=followup_action)
+                return
+            
+
+            #REVERSE BASED ON REVERSE CONDITIONS
+            if keyword_conditions_met(state, data,TradeDirection.LONG, KW.reverse):
+                    close_position(state=state, data=data, direction=TradeDirection.LONG, reason="REVERSE COND MET", followup=Followup.REVERSE)
+                    return  
+
+            #EXIT ADD CONDITIONS MET (exit and add)
+            if keyword_conditions_met(state, data, TradeDirection.LONG, KW.exitadd):
+                    close_position(state=state, data=data, direction=TradeDirection.LONG, reason="EXITADD COND MET", followup=Followup.ADD)
+                    return  
+
+            #EXIT CONDITIONS
+            if exit_conditions_met(state, data, TradeDirection.LONG):
+                    directive_name = 'reverse_for_cond_exit_long'
+                    reverse_for_cond_exit_long = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+                    directive_name = 'add_for_cond_exit_long'
+                    add_for_cond_exit_long = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+                    if reverse_for_cond_exit_long:
+                        followup_action = Followup.REVERSE
+                    elif add_for_cond_exit_long: 
+                        followup_action = Followup.ADD
+                    else:
+                        followup_action = None
+                    close_position(state=state, data=data, direction=TradeDirection.LONG, reason="EXIT CONDS MET", followup=followup_action)
+                    return    
+
+            #PROFIT
+            if curr_price>=goal_price:
+                #TODO cekat az slope prestane intenzivn erust, necekat az na klesani
+                #TODO mozna cekat na nejaky signal RSI
+                #TODO pripadne pokud dosahne TGTBB prodat ihned
+                max_price_signal = curr_price>=max_price
+                #OPTIMALIZACE pri stoupajícím angle
+                if max_price_signal or dontexit_protection_met(state, data, direction=TradeDirection.LONG) is False:
+                    close_position(state=state, data=data, direction=TradeDirection.LONG, reason=f"PROFIT or MAXPROFIT REACHED {max_price_signal=}")
+                    return

v2realbot/strategyblocks/activetrade/helpers.py

@@ -0,0 +1,186 @@
+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
+from v2realbot.strategyblocks.helpers import normalize_tick
+from v2realbot.strategyblocks.indicators.helpers import evaluate_directive_conditions
+
+#otestuje keyword podminky (napr. reverse_if, nebo exitadd_if)
+def keyword_conditions_met(state, data, direction: TradeDirection, keyword: KW, skip_conf_validation: bool = False):
+        action = str(keyword).upper()
+        if direction == TradeDirection.LONG:
+            smer = "long"
+        else:
+            smer = "short"
+
+        if skip_conf_validation is False: 
+            directive_name = "exit_cond_only_on_confirmed"
+            exit_cond_only_on_confirmed = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+
+            if exit_cond_only_on_confirmed and data['confirmed'] == 0:
+                state.ilog(lvl=0,e=f"{action} CHECK COND ONLY ON CONFIRMED BAR")
+                return False
+
+        #TOTO zatim u REVERSU neresime
+        # #POKUD je nastaven MIN PROFIT, zkontrolujeme ho a az pripadne pustime CONDITIONY
+        # directive_name = "exit_cond_min_profit"
+        # exit_cond_min_profit = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, None))
+
+        # #máme nastavený exit_cond_min_profit
+        # # zjistíme, zda jsme v daném profit a případně nepustíme dál
+        # # , zjistíme aktuální cenu a přičteme k avgp tento profit a podle toho pustime dal
+
+        # if exit_cond_min_profit is not None:
+        #     exit_cond_min_profit_normalized = normalize_tick(float(exit_cond_min_profit))
+        #     exit_cond_goal_price = price2dec(float(state.avgp)+exit_cond_min_profit_normalized,3) if int(state.positions) > 0 else price2dec(float(state.avgp)-exit_cond_min_profit_normalized,3) 
+        #     curr_price = float(data["close"])
+        #     state.ilog(lvl=0,e=f"EXIT COND min profit {exit_cond_goal_price=} {exit_cond_min_profit=} {exit_cond_min_profit_normalized=} {curr_price=}")
+        #     if (int(state.positions) < 0 and curr_price<=exit_cond_goal_price) or (int(state.positions) > 0 and curr_price>=exit_cond_goal_price):
+        #         state.ilog(lvl=0,e=f"EXIT COND min profit PASS - POKRACUJEME")
+        #     else:
+        #         state.ilog(lvl=0,e=f"EXIT COND min profit NOT PASS")
+        #         return False
+
+        #TOTO ZATIM NEMA VYZNAM
+        # options = safe_get(state.vars, 'exit_conditions', None)
+        # if options is None:
+        #     state.ilog(lvl=0,e="No options for exit conditions in stratvars")
+        #     return False
+        
+        # disable_exit_proteciton_when = dict(AND=dict(), OR=dict())
+
+        # #preconditions
+        # disable_exit_proteciton_when['disabled_in_config'] = safe_get(options, 'enabled', False) is False
+        # #too good to be true (maximum profit)
+        # #disable_sell_proteciton_when['tgtbt_reached'] = safe_get(options, 'tgtbt', False) is False
+        # disable_exit_proteciton_when['disable_if_positions_above'] = int(safe_get(options, 'disable_if_positions_above', 0)) < abs(int(state.positions))
+
+        # #testing preconditions
+        # result, conditions_met = eval_cond_dict(disable_exit_proteciton_when)
+        # if result:
+        #     state.ilog(lvl=0,e=f"EXIT_CONDITION for{smer} DISABLED by {conditions_met}", **conditions_met)
+        #     return False
+        
+        #bereme bud exit condition signalu, ktery activeTrade vygeneroval+ fallback na general
+        state.ilog(lvl=0,e=f"{action} CONDITIONS ENTRY {smer}", conditions=state.vars.conditions[KW.reverse])
+
+        mother_signal = state.vars.activeTrade.generated_by
+
+        if mother_signal is not None:
+            cond_dict = state.vars.conditions[keyword][mother_signal][smer]
+            result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+            state.ilog(lvl=1,e=f"{action} CONDITIONS of {mother_signal} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+            if result:
+                return True
+            
+            #OR neprosly testujeme AND
+            result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+            state.ilog(lvl=1,e=f"{action} CONDITIONS of {mother_signal}  =AND= {result}", **conditions_met, cond_dict=cond_dict)
+            if result:
+                return True
+
+
+        #pokud nemame mother signal nebo exit nevratil nic, fallback na common
+        cond_dict = state.vars.conditions[keyword]["common"][smer]
+        result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+        state.ilog(lvl=1,e=f"{action} CONDITIONS of COMMON =OR= {result}", **conditions_met, cond_dict=cond_dict)
+        if result:
+            return True
+        
+        #OR neprosly testujeme AND
+        result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+        state.ilog(lvl=0,e=f"{action} CONDITIONS of COMMON =AND= {result}", **conditions_met, cond_dict=cond_dict)
+        if result:
+            return True
+
+
+#mozna do SL helpers tuto
+def insert_SL_history(state):
+#insert stoploss history as key sl_history into runner archive extended data
+    state.extData["sl_history"].append(SLHistory(id=state.vars.activeTrade.id, time=state.time, sl_val=state.vars.activeTrade.stoploss_value))
+
+
+def get_default_sl_value(state, direction: TradeDirection):
+
+    if direction == TradeDirection.LONG:
+        smer = "long"
+    else:
+        smer = "short"
+    
+    #TODO zda signal, ktery activeTrade vygeneroval, nema vlastni nastaveni + fallback na general
+
+    options = safe_get(state.vars, 'exit', None)
+
+    if options is None:
+        state.ilog(lvl=1,e="No options for exit in stratvars. Fallback.")
+        return 0.01
+    directive_name = 'SL_defval_'+str(smer)
+    val = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(options, directive_name, 0.01))
+    return val
+#funkce pro direktivy, ktere muzou byt overridnute v signal sekci
+#tato funkce vyhleda signal sekci aktivniho tradu a pokusi se danou direktivu vyhledat tam,
+#pokud nenajde tak vrati default, ktery byl poskytnut
+def get_override_for_active_trade(state, directive_name: str, default_value: str):
+    val = default_value
+    override = "NO"
+    mother_signal = state.vars.activeTrade.generated_by
+
+    if mother_signal is not None:
+        override = "YES "+mother_signal
+        val = safe_get(state.vars.signals[mother_signal], directive_name, default_value)
+
+    state.ilog(lvl=0,e=f"{directive_name} OVERRIDE {override} NEWVAL:{val} ORIGINAL:{default_value} {mother_signal}", mother_signal=mother_signal,default_value=default_value)
+    return val
+
+def get_profit_target_price(state, data, direction: TradeDirection):
+    if direction == TradeDirection.LONG:
+        smer = "long"
+    else:
+        smer = "short"
+
+    directive_name = "profit"
+    def_profit_both_directions = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, 0.50))
+
+    #profit pro dany smer
+    directive_name = 'profit_'+str(smer)
+    def_profit = get_override_for_active_trade(state, directive_name=directive_name, default_value=def_profit_both_directions)
+
+    normalized_def_profit = normalize_tick(state, data, float(def_profit))
+
+    state.ilog(lvl=0,e=f"PROFIT {def_profit=} {normalized_def_profit=}")
+
+    return price2dec(float(state.avgp)+normalized_def_profit,3) if int(state.positions) > 0 else price2dec(float(state.avgp)-normalized_def_profit,3)
+    
+def get_max_profit_price(state, data, direction: TradeDirection):
+    if direction == TradeDirection.LONG:
+        smer = "long"
+    else:
+        smer = "short"
+
+    directive_name = "max_profit"
+    max_profit_both_directions = get_override_for_active_trade(state, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, 0.35))
+
+    #max profit pro dany smer, s fallbackem na bez smeru
+    directive_name = 'max_profit_'+str(smer)
+    max_profit = get_override_for_active_trade(state, directive_name=directive_name, default_value=max_profit_both_directions)
+
+    normalized_max_profit = normalize_tick(state,data,float(max_profit))
+
+    state.ilog(lvl=0,e=f"MAX PROFIT {max_profit=} {normalized_max_profit=}")
+
+    return price2dec(float(state.avgp)+normalized_max_profit,3) if int(state.positions) > 0 else price2dec(float(state.avgp)-normalized_max_profit,3)    

v2realbot/strategyblocks/activetrade/sl/trailsl.py

@@ -0,0 +1,89 @@
+from v2realbot.strategy.base import StrategyState
+from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus
+from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print, safe_get
+#from icecream import install, ic
+from rich import print as printanyway
+from threading import Event
+import os
+from traceback import format_exc
+from v2realbot.strategyblocks.activetrade.helpers import get_override_for_active_trade, normalize_tick, insert_SL_history
+
+
+#pokud se cena posouva nasim smerem olespon o (0.05) nad (SL + 0.09val), posuneme SL o offset
+#+ varianta - skoncit breakeven
+
+#DIREKTIVY:
+#maximalni stoploss, fallout pro "exit_short_if" direktivy
+# SL_defval_short = 0.10
+# SL_defval_long = 0.10
+# SL_trailing_enabled_short = true
+# SL_trailing_enabled_long = true
+# #minimalni vzdalenost od aktualni SL, aby se SL posunula na 
+# SL_trailing_offset_short = 0.05
+# SL_trailing_offset_long = 0.05
+# #zda trailing zastavit na brakeeven
+# SL_trailing_stop_at_breakeven_short = true
+# SL_trailing_stop_at_breakeven_long = true
+    
+def trail_SL_management(state: StrategyState, data):
+    if int(state.positions) != 0 and float(state.avgp)>0 and state.vars.pending is None:
+
+        if int(state.positions) < 0:
+            direction = TradeDirection.SHORT
+            smer = "short"
+        else:
+            direction = TradeDirection.LONG
+            smer = "long"
+        
+        # zatim nastaveni SL plati pro vsechny - do budoucna per signal - pridat sekci
+
+        options = safe_get(state.vars, 'exit', None)
+        if options is None:
+            state.ilog(lvl=1,e="Trail SL. No options for exit conditions in stratvars.")
+            return
+        
+        directive_name = 'SL_trailing_enabled_'+str(smer)
+        sl_trailing_enabled = get_override_for_active_trade(state=state, directive_name=directive_name, default_value=safe_get(options, directive_name, False))
+    
+
+        #SL_trailing_protection_window_short
+        directive_name = 'SL_trailing_protection_window_'+str(smer)
+        SL_trailing_protection_window = get_override_for_active_trade(state=state, directive_name=directive_name, default_value=safe_get(options, directive_name, 0))
+        index_to_compare = int(state.vars.last_in_index)+int(SL_trailing_protection_window) 
+        if index_to_compare > int(data["index"]):
+            state.ilog(lvl=1,e=f"SL trail PROTECTION WINDOW {SL_trailing_protection_window} - TOO SOON", currindex=data["index"], index_to_compare=index_to_compare, last_in_index=state.vars.last_in_index)
+            return
+
+
+        
+        if sl_trailing_enabled is True:
+            directive_name = 'SL_trailing_stop_at_breakeven_'+str(smer)
+            stop_breakeven = get_override_for_active_trade(state=state, directive_name=directive_name, default_value=safe_get(options, directive_name, False))
+            directive_name = 'SL_defval_'+str(smer)
+            def_SL = get_override_for_active_trade(state=state, directive_name=directive_name, default_value=safe_get(options, directive_name, 0.01))
+            directive_name = "SL_trailing_offset_"+str(smer)
+            offset = get_override_for_active_trade(state=state, directive_name=directive_name, default_value=safe_get(options, directive_name, 0.01))
+
+            #pokud je pozadovan trail jen do breakeven a uz prekroceno
+            if (direction == TradeDirection.LONG and stop_breakeven and state.vars.activeTrade.stoploss_value >= float(state.avgp)) or (direction == TradeDirection.SHORT and stop_breakeven and state.vars.activeTrade.stoploss_value <= float(state.avgp)):
+                state.ilog(lvl=1,e=f"SL trail STOP at breakeven {str(smer)} SL:{state.vars.activeTrade.stoploss_value} UNCHANGED", stop_breakeven=stop_breakeven)
+                return
+            
+            #IDEA: Nyni posouvame SL o offset, mozna ji posunout jen o direktivu step ?
+
+            offset_normalized = normalize_tick(state, data, offset) #to ticks and from options
+            def_SL_normalized = normalize_tick(state, data, def_SL)
+            if direction == TradeDirection.LONG:
+                move_SL_threshold = state.vars.activeTrade.stoploss_value + offset_normalized + def_SL_normalized
+                state.ilog(lvl=1,e=f"SL TRAIL EVAL {smer} SL:{round(state.vars.activeTrade.stoploss_value,3)} TRAILGOAL:{move_SL_threshold}", def_SL=def_SL, offset=offset, offset_normalized=offset_normalized, def_SL_normalized=def_SL_normalized)
+                if (move_SL_threshold) < data['close']:
+                    state.vars.activeTrade.stoploss_value += offset_normalized
+                    insert_SL_history(state)
+                    state.ilog(lvl=1,e=f"SL TRAIL TH {smer} reached {move_SL_threshold} SL moved to {state.vars.activeTrade.stoploss_value}", offset_normalized=offset_normalized, def_SL_normalized=def_SL_normalized)
+            elif direction == TradeDirection.SHORT:
+                move_SL_threshold = state.vars.activeTrade.stoploss_value - offset_normalized - def_SL_normalized
+                state.ilog(lvl=0,e=f"SL TRAIL EVAL {smer} SL:{round(state.vars.activeTrade.stoploss_value,3)} TRAILGOAL:{move_SL_threshold}", def_SL=def_SL, offset=offset, offset_normalized=offset_normalized, def_SL_normalized=def_SL_normalized)
+                if (move_SL_threshold) > data['close']:
+                    state.vars.activeTrade.stoploss_value -= offset_normalized
+                    insert_SL_history(state)
+                    state.ilog(lvl=1,e=f"SL TRAIL GOAL {smer} reached {move_SL_threshold} SL moved to {state.vars.activeTrade.stoploss_value}", offset_normalized=offset_normalized, def_SL_normalized=def_SL_normalized)                            

v2realbot/strategyblocks/helpers.py

@@ -0,0 +1,47 @@
+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
+#from icecream import install, ic
+from rich import print as printanyway
+from threading import Event
+import os
+from traceback import format_exc
+
+def normalize_tick(state, data, tick: float, price: float = None, return_two_decimals: bool = False):
+    """
+    Pokud je nastaveno v direktive:
+    #zda normalizovat vsechyn ticky (tzn. profit, maxprofit, SL atp.)
+    Normalize_ticks= true
+    Normalized Tick base price = 30
+
+    prevede normalizovany tick na tick odpovidajici vstupni cene
+    vysledek je zaokoruhleny na 2 des.mista
+
+    u cen pod 30, vrací 0.01. U cen nad 30 vrací pomerne zvetsene, 
+
+    """
+    #nemusime dodavat cenu, bereme aktualni
+    if price is None:
+        price = data["close"]
+
+    normalize_ticks = safe_get(state.vars, "normalize_ticks",False)
+    normalized_base_price = safe_get(state.vars, "normalized_base_price",30)
+    if normalize_ticks:
+        if price<normalized_base_price:
+            return tick
+        else:
+            #ratio of price vs base price
+            ratio = price/normalized_base_price
+            normalized_tick = ratio*tick
+        return price2dec(normalized_tick) if return_two_decimals else normalized_tick
+    else:
+        return tick

v2realbot/strategyblocks/indicators/RSI.py

@@ -0,0 +1,49 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.indicators.oscillators import rsi
+from traceback import format_exc
+#RSI INDICATOR
+# type = RSI, source = [close, vwap, hlcc4], rsi_length = [14], MA_length = int (optional), on_confirmed_only = [true, false]
+# pokud existuje MA, vytvarime i stejnojnojmenny MAcko
+def populate_dynamic_RSI_indicator(data, state: StrategyState, name):
+    ind_type = "RSI"
+    options = safe_get(state.vars.indicators, name, None)
+    if options is None:
+        state.ilog(lvl=1,e=f"No options for {name} in stratvars")
+        return       
+    
+    if safe_get(options, "type", False) is False or safe_get(options, "type", False) != ind_type:
+        state.ilog(lvl=1,e="Type error")
+        return
+    
+    #poustet kazdy tick nebo jenom na confirmed baru (on_confirmed_only = true)
+    on_confirmed_only = safe_get(options, 'on_confirmed_only', False)
+    req_source = safe_get(options, 'source', 'vwap')
+    if req_source not in ["close", "vwap","hlcc4"]:
+        state.ilog(lvl=1,e=f"Unknown source error {req_source} for {name}")
+        return
+    rsi_length = int(safe_get(options, "RSI_length",14))
+    rsi_MA_length = safe_get(options, "MA_length", None)
+
+    if on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1):
+        try:
+            source = state.bars[req_source]
+            #cekame na dostatek dat
+            if len(source) > rsi_length:
+                rsi_res = rsi(source, rsi_length)
+                rsi_value = round(rsi_res[-1],4)
+                state.indicators[name][-1]=rsi_value
+                state.ilog(lvl=0,e=f"IND {name} RSI {rsi_value}")
+
+                if rsi_MA_length is not None:
+                    src = state.indicators[name][-rsi_MA_length:]
+                    rsi_MA_res = ema(src, rsi_MA_length)
+                    rsi_MA_value = round(rsi_MA_res[-1],4)
+                    state.indicators[name+"MA"][-1]=rsi_MA_value
+                    state.ilog(lvl=0,e=f"IND {name} RSIMA {rsi_MA_value}")
+
+            else:
+                state.ilog(lvl=0,e=f"IND {name} RSI necháváme 0", message="not enough source data", source=source, rsi_length=rsi_length)
+        except Exception as e:
+            state.ilog(lvl=1,e=f"IND ERROR {name} RSI necháváme 0", message=str(e)+format_exc())

v2realbot/strategyblocks/indicators/atr.py

@@ -0,0 +1,33 @@
+from v2realbot.indicators.indicators import ema, atr, roc
+from v2realbot.indicators.oscillators import rsi
+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.strategy.base import StrategyState
+from traceback import format_exc
+
+#TODO ATR INDICATOR -  predelat na CUSTOM a udelat scitani a odecteni od close (atru, atrd)
+# type = ATR, ĺength = [14], on_confirmed_only = [true, false]
+def populate_dynamic_atr_indicator(data, state: StrategyState, name):
+    ind_type = "ATR"
+    options = safe_get(state.vars.indicators, name, None)
+    if options is None:
+        state.ilog(lvl=1,e=f"No options for {name} in stratvars")
+        return       
+    
+    #poustet kazdy tick nebo jenom na confirmed baru (on_confirmed_only = true)
+    on_confirmed_only = safe_get(options, 'on_confirmed_only', False)
+    atr_length = int(safe_get(options, "length",5))
+    if on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1):
+        try:
+            source_high = state.bars["high"][-atr_length:]
+            source_low = state.bars["low"][-atr_length:]
+            source_close = state.bars["close"][-atr_length:]
+            #if len(source) > ema_length:
+            atr_value = atr(source_high, source_low, source_close, atr_length)
+            val = round(atr_value[-1],4)
+            state.indicators[name][-1]= val
+            #state.indicators[name][-1]= round2five(val)
+            state.ilog(lvl=0,e=f"IND {name} ATR {val} {atr_length=}")
+            #else:
+            #    state.ilog(lvl=0,e=f"IND {name} EMA necháváme 0", message="not enough source data", source=source, ema_length=ema_length)
+        except Exception as e:
+            state.ilog(lvl=0,e=f"IND ERROR {name} ATR necháváme 0", message=str(e)+format_exc())

v2realbot/strategyblocks/indicators/cbar_price.py

@@ -0,0 +1,23 @@
+from v2realbot.strategy.base import StrategyState
+
+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:
+
+        #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 {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']

v2realbot/strategyblocks/indicators/cbar_rsi.py

@@ -0,0 +1,27 @@
+from v2realbot.strategy.base import StrategyState
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.indicators.oscillators import rsi
+from traceback import format_exc
+
+#WIP
+def populate_cbar_rsi_indicator(data, state):
+    #CBAR RSI indicator
+    options = safe_get(state.vars.indicators, 'crsi', None)
+    if options is None:
+        state.ilog(lvl=1,e="No options for crsi in stratvars")
+        return
+
+    try:
+        crsi_length = int(safe_get(options, 'crsi_length', 14))
+        source = state.cbar_indicators.tick_price #[-rsi_length:] #state.bars.vwap
+        crsi_res = rsi(source, crsi_length)
+        crsi_value = crsi_res[-1]
+        if str(crsi_value) == "nan":
+            crsi_value = 0
+        state.cbar_indicators.CRSI[-1]=crsi_value
+        #state.ilog(lvl=0,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(lvl=1,e=f"CRSI {crsi_length=} necháváme 0", message=str(e)+format_exc())
+        #state.indicators.RSI14[-1]=0

v2realbot/strategyblocks/indicators/custom/__init__.py

@@ -0,0 +1 @@
+from . import *

v2realbot/strategyblocks/indicators/custom/_upscaled_rsi_wip.py

@@ -0,0 +1,72 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+#WIP
+#indicator to run on bar multiples
+#např. umožní RSI na 5min
+#params: resolution (bar multiples)
+def upscaledrsi(state, params):
+    funcName = "upscaledrsi"
+    #new res in seconds
+    new_resolution = safe_get(params, "resolution", None)
+    old_resolution = state.bars["resolution"][-1]
+
+    #pokud potrebuju vsechny bary, tak si je dotahnu
+    new_bars = {}
+    new_bars = create_new_bars(state.bars, new_resolution)
+    #val = rsi(bars.)
+
+    #pokud potrebuju jen close nebo open muzu pouzit toto
+    # vezme to N-th element z pole
+    def resample_close_prices(bars, new_resolution):
+        # Check that the new resolution is a multiple of the old resolution.
+        if new_resolution % bars['resolution'][-1] != 0:
+            raise ValueError('New resolution must be a multiple of the old resolution.')
+
+        # Calculate the step size for selecting every Nth element.
+        step = new_resolution // bars['resolution'][-1]
+
+        # Extract close prices at the new resolution.
+        new_close_prices = bars['close'][::step]
+        #optimizied - but works only for numpy arrays, prevedeni z listu na numpy is costly -  bars_array = np.array(bars)
+        #new_close_prices = np.take(bars['close'], np.arange(0, len(bars['close']), step), axis=0)
+
+        return new_close_prices
+    
+
+        ##TOTO PROJIT 
+        #pokud je vstup jedna hodnota  - muzu brat close,open v danem rozliseni tzn. jen N-th hodnotu zde
+        # Check that the new resolution is a multiple of the old resolution.
+        if new_resolution % state.bars["resolution"][-1] != 0:
+            raise ValueError('The new resolution must be a multiple of the old resolution.')
+
+        #get the number of bars in the new resolution.
+        n = new_resolution // old_resolution
+        # Calculate the new resolution values.
+        new_resolution_values = old_resolution_values.reshape((-1, new_resolution // len(old_resolution_values)))
+
+        # Select the N-th values from the new resolution values.
+        new_resolution_values[:, n]
+
+
+
+        source1 = safe_get(params, "source1", None)
+        if source1 in ["open","high","low","close","vwap","hlcc4"]:
+            source1_series = state.bars[source1]
+        else:
+            source1_series = state.indicators[source1]
+        source2 = safe_get(params, "source2", None)
+        if source2 in ["open","high","low","close","vwap","hlcc4"]:
+            source2_series = state.bars[source2]
+        else:
+            source2_series = state.indicators[source2]
+        mode = safe_get(params, "type")
+        state.ilog(lvl=0,e=f"INSIDE {funcName} {source1=} {source2=} {mode=}", **params)
+

v2realbot/strategyblocks/indicators/custom/barparams.py

@@ -0,0 +1,23 @@
+
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+#indicator allowing to be based on any bar parameter (index, high,open,close,trades,volume, etc.)
+def barparams(state, params):
+    funcName = "barparams"
+    if params is None:
+        return -2, "params required"
+    source = safe_get(params, "source", None)
+    if source is None:
+        return -2, "source required"
+    try:
+        return 0, state.bars[source][-1]
+    except Exception as e:
+        return -2, str(e)+format_exc()

v2realbot/strategyblocks/indicators/custom/basestats.py

@@ -0,0 +1,42 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+#vstupem je bud indicator nebo bar parametr
+#na tomto vstupu dokaze provest zakladni statisticke funkce pro subpole X hodnot zpatky
+#podporovane functions: min, max, mean
+def basestats(state, params):
+    funcName = "basestats"
+    #name of indicator or 
+    source = safe_get(params, "source", None)
+    lookback = safe_get(params, "lookback", None)
+    func = safe_get(params, "function", None)
+
+    source_dict = defaultdict(list)
+    source_dict[source] = get_source_series(state, source)
+
+    if lookback is None:
+        source_array = source_dict[source]
+    else:
+        try:
+            source_array = source_dict[source][-lookback-1:]
+        except IndexError:
+            source_array = source_dict[source]
+
+    if func == "min":
+        val = np.amin(source_array)
+    elif func == "max":
+        val = np.amax(source_array)
+    elif func == "mean":
+        val = np.mean(source_array)
+    else:
+        return -2, "wrong function"
+
+    return 0, val
+    

v2realbot/strategyblocks/indicators/custom/conditional.py

@@ -0,0 +1,58 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series, evaluate_directive_conditions
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+#EXAMPLE of directives:
+# [stratvars.indicators.novyconditional]
+#     type = "custom"
+#     subtype = "conditional"
+#     on_confirmed_only = true
+#     save_to_past = 5
+# [stratvars.indicators.novyconditional.cp.conditions.isfalling]
+#     ema200.setindicator_if_falling = 3
+#     true_val = -1
+# [stratvars.indicators.novyconditional.cp.conditions.isrising]
+#     ema200.setindicator_if_rising = 3
+#     true_val = 1
+
+#novy podminkovy indikator, muze obsahovat az N podminek ve stejne syntaxy jako u signalu
+#u kazde podminky je hodnota, ktera se vraci pokud je true
+#hodi se pro vytvareni binarnich targetu pro ML
+def conditional(state, params):
+    funcName = "conditional"
+    if params is None:
+        return -2, "params required"
+    conditions = safe_get(params, "conditions", None)
+    if conditions is None:
+        return -2, "conditions required"
+    
+    try:
+        #workdict pro kazdou podminku se pripravi v initiu, v conditions mame pak novyatribut workdict
+        #muzeme mit vice podminek, ale prvni True vraci
+        for condname,condsettings in conditions.items():
+            #true davame jednicku default
+            true_val = safe_get(condsettings, "true_val", 1)
+            #printanyway(f"ind {name} podminka {condname} true_val {true_val}")
+            #zde je pripavena podminka, kterou jen evaluujeme
+            cond_dict = condsettings["cond_dict"]
+            result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+            state.ilog(lvl=1,e=f"IND PODMINKA {condname} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+            if result:
+                return 0, true_val
+        
+            #OR neprosly testujeme AND
+            result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+            state.ilog(lvl=1,e=f"IND PODMINKA {condname} =AND= {result}", **conditions_met, cond_dict=cond_dict)
+            if result:
+                return 0, true_val
+
+        return 0, 0
+    except Exception as e:
+        return -2, str(e)+format_exc()        
+

v2realbot/strategyblocks/indicators/custom/custom_hub.py

@@ -0,0 +1,181 @@
+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.strategy.base import StrategyState
+from datetime import datetime, timedelta
+from rich import print as printanyway
+from v2realbot.indicators.indicators import ema
+from traceback import format_exc
+import importlib
+
+#TODO TENTO IMPORT VYMYSLET, abych naloadoval package custom a nemusel nic pridat (vymyslet dynamicke volani z cele package ci)
+#from v2realbot.strategyblocks.indicators.custom._upscaled_rsi_wip import upscaledrsi
+from v2realbot.strategyblocks.indicators.custom.barparams import barparams
+from v2realbot.strategyblocks.indicators.custom.basestats import basestats
+from v2realbot.strategyblocks.indicators.custom.delta import delta
+from v2realbot.strategyblocks.indicators.custom.divergence import divergence
+from v2realbot.strategyblocks.indicators.custom.model import model
+from v2realbot.strategyblocks.indicators.custom.opengap import opengap
+from v2realbot.strategyblocks.indicators.custom.slope import slope
+from v2realbot.strategyblocks.indicators.custom.conditional import conditional
+from v2realbot.strategyblocks.indicators.custom.mathop import mathop
+
+# import v2realbot.strategyblocks.indicators.custom as ci
+
+def populate_dynamic_custom_indicator(data, state: StrategyState, name):
+    ind_type = "custom"
+    options = safe_get(state.vars.indicators, name, None)
+    if options is None:
+        state.ilog(lvl=1,e=f"No options for {name} in stratvars")
+        return       
+    
+    if safe_get(options, "type", False) is False or safe_get(options, "type", False) != ind_type:
+        state.ilog(lvl=1,e="Type error")
+        return
+    
+    subtype = safe_get(options, 'subtype', False)
+    if subtype is False:
+        state.ilog(lvl=1,e=f"No subtype for {name} in stratvars")
+        return
+    
+    #if MA is required
+    MA_length = safe_get(options, "MA_length", None)
+
+    active = safe_get(options, 'active', True)
+    if not active:
+        return
+
+    # např.  5 - znamená ulož hodnotu indikatoru 5 barů dozadu namísto posledni hodnoty - hodí se pro vytvareni targetu pro ML trening
+    save_to_past = int(safe_get(options, "save_to_past", 0))
+
+    def is_time_to_run():
+        # on_confirmed_only = true (def. False)
+        # start_at_bar_index = 2 (def. None)
+        # start_at_time = "9:31" (def. None)
+        # repeat_every_Nbar =  N (def.None) (opakovat každý N bar, 1 - každý bar, 2 - každý 2., 0 - pouze jednou)
+        # repeat_every_Nmin =  N (def. None) opakovat každých N minut
+
+        on_confirmed_only = safe_get(options, 'on_confirmed_only', False)
+        start_at_bar_index = safe_get(options, 'start_at_bar_index', None)
+        start_at_time = safe_get(options, 'start_at_time', None) # "9:30"
+        repeat_every_Nbar = safe_get(options, 'repeat_every_Nbar', None)
+        repeat_every_Nmin = safe_get(options, 'repeat_every_Nmin', None)
+
+        #stavové promenne v ramci indikatoru last_run_time a last_run_index - pro repeat_every.. direktivy
+        last_run_time = safe_get(options, 'last_run_time', None)
+        last_run_index = safe_get(options, 'last_run_index', None)
+
+        #confirmed
+        cond = on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1)
+        if cond is False:
+            return cond, "not confirmed"
+
+        #start_at_time - v rámci optimalizace presunout do INIT parametru indikátorů, které se naplní v initu a celou dobu se nemění
+        if start_at_time is not None:
+            dt_now = datetime.fromtimestamp(data["updated"]).astimezone(zoneNY)
+            # Parse the maxTime string into a datetime object with the same date as timeA
+            req_start_time = datetime.strptime(start_at_time, "%H:%M").replace(
+                year=dt_now.year, month=dt_now.month, day=dt_now.day)
+
+            # Compare the time components (hours and minutes) of timeA and maxTime
+            if dt_now.time() > req_start_time.time():
+                state.ilog(lvl=0,e=f"IND {name} {subtype} START FROM TIME - PASSED: now:{dt_now.time()} reqtime:{req_start_time.time()}")
+            else:
+                state.ilog(lvl=0,e=f"IND {name} {subtype} START FROM TIME - NOT YET: now:{dt_now.time()} reqtime:{req_start_time.time()}")
+                cond = False
+
+        if cond is False:
+            return cond, "start_at_time not yet"
+
+        #start_on_bar = 0
+        if start_at_bar_index is not None:
+            cond = start_at_bar_index < data["index"]
+            if cond:
+                state.ilog(lvl=0,e=f"IND {name} {subtype} START FROM BAR - PASSED: now:{data['index']} reqbar:{start_at_bar_index}")
+            else:
+                state.ilog(lvl=0,e=f"IND {name} {subtype} START FROM BAR  - NOT YET: now:{data['index']} reqbar:{start_at_bar_index}")
+    
+        if cond is False:
+            return cond, "start_at_bar_index not yet"
+
+        #pokud 0 - opakujeme jednou, pokud 1 tak opakujeme vzdy, jinak dle poctu
+        if repeat_every_Nbar is not None:
+            #jiz bezelo - delame dalsi checky, pokud nebezelo, poustime jako true
+            if last_run_index is not None:
+                required_bar_to_run = last_run_index + repeat_every_Nbar
+                if repeat_every_Nbar == 0:
+                    state.ilog(lvl=0,e=f"IND {name} {subtype} RUN ONCE ALREADY at:{last_run_index} at:{last_run_time}", repeat_every_Nbar=repeat_every_Nbar, last_run_index=last_run_index)
+                    cond = False 
+                elif repeat_every_Nbar == 1:
+                    pass
+                elif data["index"] < required_bar_to_run:
+                    state.ilog(lvl=0,e=f"IND {name} {subtype} REPEAT EVERY N BAR WAITING: req:{required_bar_to_run} now:{data['index']}", repeat_every_Nbar=repeat_every_Nbar, last_run_index=last_run_index)
+                    cond = False
+                
+        if cond is False:
+            return cond, "repeat_every_Nbar not yet"
+
+        #pokud nepozadovano, pak poustime
+        if repeat_every_Nmin is not None:
+            #porovnavame jen pokud uz bezelo
+            if last_run_time is not None:
+                required_time_to_run = last_run_time + timedelta(minutes=repeat_every_Nmin)
+                datetime_now = datetime.fromtimestamp(data["updated"]).astimezone(zoneNY)
+                if datetime_now < required_time_to_run:
+                    state.ilog(lvl=0,e=f"IND {name} {subtype} REPEAT EVERY {repeat_every_Nmin}MINS WAITING", last_run_time=last_run_time, required_time_to_run=required_time_to_run, datetime_now=datetime_now)
+                    cond = False
+
+        if cond is False:
+            return cond, "repeat_every_Nmin not yet"
+
+        return cond, "ok"
+
+    should_run, msg = is_time_to_run()
+
+    if should_run:
+        #TODO get custom params
+        custom_params = safe_get(options, "cp", None)
+        #vyplnime last_run_time a last_run_index
+        state.vars.indicators[name]["last_run_time"] = datetime.fromtimestamp(data["updated"]).astimezone(zoneNY)
+        state.vars.indicators[name]["last_run_index"] = data["index"]
+
+        # - volame custom funkci pro ziskani hodnoty indikatoru
+        #        - tu ulozime jako novou hodnotu indikatoru a prepocteme MAcka pokud je pozadovane
+        # - pokud cas neni, nechavame puvodni, vcetna pripadneho MAcka
+        #pozor jako defaultní hodnotu dává engine 0 - je to ok?
+        try:
+    
+            #subtype = "ci."+subtype
+            custom_function = eval(subtype)
+            res_code, new_val = custom_function(state, custom_params)
+            if res_code == 0:
+                state.indicators[name][-1-save_to_past]=new_val
+                state.ilog(lvl=1,e=f"IND {name} {subtype} VAL FROM FUNCTION: {new_val}", lastruntime=state.vars.indicators[name]["last_run_time"], lastrunindex=state.vars.indicators[name]["last_run_index"], save_to_past=save_to_past)
+                #prepocitame MA if required
+                if MA_length is not None:
+                    src = state.indicators[name][-MA_length:]
+                    MA_res = ema(src, MA_length)
+                    MA_value = round(MA_res[-1],7)
+                    state.indicators[name+"MA"][-1-save_to_past]=MA_value
+                    state.ilog(lvl=0,e=f"IND {name}MA {subtype} {MA_value}",save_to_past=save_to_past)
+
+            else:
+                err = f"IND  ERROR {name} {subtype}Funkce {custom_function} vratila {res_code} {new_val}."
+                raise Exception(err)
+            
+        except Exception as e:
+            if len(state.indicators[name]) >= 2:
+                state.indicators[name][-1]=state.indicators[name][-2]
+            if MA_length is not None and len(state.indicators[name+"MA"])>=2:
+                state.indicators[name+"MA"][-1]=state.indicators[name+"MA"][-2]
+            state.ilog(lvl=1,e=f"IND ERROR {name} {subtype} necháváme původní", message=str(e)+format_exc())
+    
+    else:
+        state.ilog(lvl=0,e=f"IND {name} {subtype} COND NOT READY: {msg}")
+
+        #not time to run
+        if len(state.indicators[name]) >= 2:
+            state.indicators[name][-1]=state.indicators[name][-2]
+
+        if MA_length is not None and len(state.indicators[name+"MA"])>=2:
+            state.indicators[name+"MA"][-1]=state.indicators[name+"MA"][-2]
+
+        state.ilog(lvl=0,e=f"IND {name} {subtype} NOT TIME TO RUN - value(and MA) still original")            

v2realbot/strategyblocks/indicators/custom/delta.py

@@ -0,0 +1,24 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+#strength, absolute change of parameter between current value and lookback value (n-past)
+#used for example to measure unusual peaks
+def delta(state, params):
+    funcName = "delta"
+    source = safe_get(params, "source", None)
+    lookback = safe_get(params, "lookback",1)
+    source_series = get_source_series(state, source)          
+
+    lookbackval = source_series[-lookback-1]
+    currval = source_series[-1]
+    delta = currval - lookbackval
+
+    state.ilog(lvl=1,e=f"INSIDE {funcName} {delta} {source=} {lookback=}", currval=currval, lookbackval=lookbackval, **params)
+    return 0, delta

v2realbot/strategyblocks/indicators/custom/divergence.py

@@ -0,0 +1,43 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+#abs/rel divergence of two indicators
+def divergence(state, params):
+    funcName = "indicatorDivergence"
+    source1 = safe_get(params, "source1", None)
+    source1_series = get_source_series(state, source1)
+    source2 = safe_get(params, "source2", None)
+    source2_series = get_source_series(state, source2)
+    mode = safe_get(params, "type")
+    state.ilog(lvl=0,e=f"INSIDE {funcName} {source1=} {source2=} {mode=}", **params)
+    val = 0
+    if mode == "abs":
+        val =  round(abs(float(source1_series[-1]) - float(source2_series[-1])),4)
+    elif mode == "absn":
+        val =  round((abs(float(source1_series[-1]) - float(source2_series[-1])))/float(source1_series[-1]),4)
+    elif mode == "rel":
+        val =  round(float(source1_series[-1]) - float(source2_series[-1]),4)
+    elif mode == "reln":
+        val =  round((float(source1_series[-1]) - float(source2_series[-1]))/float(source1_series[-1]),4)
+    elif mode == "pctabs":
+        val = pct_diff(num1=float(source1_series[-1]),num2=float(source2_series[-1]), absolute=True)
+    elif mode == "pct":
+        val = pct_diff(num1=float(source1_series[-1]),num2=float(source2_series[-1]))
+    return 0, val
+
+#model - naloadovana instance modelu
+#seq - sekvence pro vstup
+
+
+
+
+
+
+

v2realbot/strategyblocks/indicators/custom/mathop.py

@@ -0,0 +1,31 @@
+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.strategy.base import StrategyState
+from v2realbot.strategyblocks.indicators.helpers import get_source_series, value_or_indicator
+
+#allows basic mathematical operators to one or more indicators (add two indicator, add value to a indicator etc.)
+def mathop(state, params):
+    funcName = "mathop"
+    #indicator name
+    source1 = safe_get(params, "source1", None)
+    source1_series = get_source_series(state, source1)
+    #indicator or value
+    source2 = safe_get(params, "source2", None)
+    operator = safe_get(params, "operator", None)
+    #state.ilog(lvl=0,e=f"INSIDE {funcName} {source1=} {source2=}", **params)
+
+    if source1 is None or source2 is None or operator is None:
+        return -2, "required source1 source2 operator"
+    if operator == "+":
+        val = round(float(source1_series[-1] + value_or_indicator(state, source2)),4)
+    elif operator == "-":
+        val = round(float(source1_series[-1] - value_or_indicator(state, source2)),4)
+    else:
+        return -2, "unknow operator"
+    #state.ilog(lvl=0,e=f"INSIDE {funcName} {source1=} {source2=} {val}", **params)
+    return 0, val
+
+
+
+
+
+

v2realbot/strategyblocks/indicators/custom/model.py

@@ -0,0 +1,58 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+def model(state, params):
+    funcName = "model"
+    if params is None:
+        return -2, "params required"
+    name = safe_get(params, "name", None)
+    version = safe_get(params, "version", None)
+
+    #TBD co s temito, kdyz se budou brat z uloženého modelu?
+    #mozna jen na TRAIN?
+    # seq = safe_get(params, "seq", None)
+    # use_bars = safe_get(params, "use_bars", True)
+    # bar_features = safe_get(params, "bar_features", None)
+    # ind_features = safe_get(params, "ind_features", None)
+    # if name is None or ind_features is None:
+    #     return -2, "name/ind_features required"
+    
+    if not name in state.vars.loaded_models:
+        return -2, "model not loaded"
+
+    try:
+        mdl = state.vars.loaded_models[name]
+        if len(state.bars["close"]) < mdl.input_sequences:
+            return 0, 0
+            #return -2, f"too soon - not enough data for seq {seq=}"
+        value = mdl.predict(state.bars, state.indicators)
+        return 0, value
+    except Exception as e:
+        printanyway(str(e)+format_exc())
+        return -2, str(e)+format_exc()
+
+#presunuto do classy modelu - DECOMISSIONOVAT
+# def get_model_prediction(cfg: ModelML):
+#     lastNbars = slice_dict_lists(state.bars, cfg.seq, True)
+#     lastNindicators =  slice_dict_lists(state.indicators, cfg.seq, False)
+#     combined_live_data = cfg.column_stack_source(lastNbars, lastNindicators)
+
+#     combined_live_data = cfg.scalerX.transform(combined_live_data)
+#     combined_live_data = np.array(combined_live_data)
+#     #converts to 3D array 
+#     # 1 number of samples in the array.
+#     # 2 represents the sequence length.
+#     # 3 represents the number of features in the data.
+#     combined_live_data = combined_live_data.reshape((1, cfg.seq, combined_live_data.shape[1]))
+#     #prediction = model.predict(combined_live_data, verbose=0)
+#     prediction = cfg.model(combined_live_data, training=False)
+
+#     # Convert the prediction back to the original scale
+#     return float(cfg.scalerY.inverse_transform(prediction))

v2realbot/strategyblocks/indicators/custom/opengap.py

@@ -0,0 +1,22 @@
+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
+from v2realbot.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+#WIP - 
+#testing custom indicator CODE
+def opengap(state, params):
+    funcName = "opengap"
+    param1 = safe_get(params, "param1")
+    param2 = safe_get(params, "param2")
+    state.ilog(lvl=0,e=f"INSIDE {funcName} {param1=} {param2=}", **params)
+    last_close = 28.45
+    today_open = 29.45
+    val = pct_diff(last_close, today_open)
+    return 0, val
+    #random.randint(10, 20)

v2realbot/strategyblocks/indicators/custom/slope.py

@@ -0,0 +1,35 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.strategyblocks.indicators.helpers import get_source_series
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.ml.ml import ModelML
+import numpy as np
+from collections import defaultdict
+
+#rate of change - last value of source indicator vs lookback value of lookback_priceline indicator
+def slope(state, params):
+    funcName = "slope"
+    source = safe_get(params, "source", None)
+    source_series = get_source_series(state, source) 
+        
+    lookback = safe_get(params, "lookback", 5)
+    lookback_priceline = safe_get(params, "lookback_priceline", None)
+    lookback_series = get_source_series(state, lookback_priceline) 
+
+    try:
+        lookbackprice = lookback_series[-lookback-1]
+        lookbacktime = state.bars.updated[-lookback-1]
+    except IndexError:
+        max_delka = len(lookback_series)
+        lookbackprice =lookback_series[-max_delka]
+        lookbacktime = state.bars.updated[-max_delka]
+
+    #výpočet úhlu - a jeho normalizace
+    currval = source_series[-1]
+    slope = ((currval - lookbackprice)/abs(lookbackprice))*100
+    #slope = round(slope, 4)
+
+    state.ilog(lvl=1,e=f"INSIDE {funcName} {slope} {source=} {lookback=}", currval_source=currval, lookbackprice=lookbackprice, lookbacktime=lookbacktime, **params)
+    return 0, slope

v2realbot/strategyblocks/indicators/ema.py

@@ -0,0 +1,38 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from traceback import format_exc
+
+#EMA INDICATOR
+# type = EMA, source = [close, vwap, hlcc4], length = [14], on_confirmed_only = [true, false]
+def populate_dynamic_ema_indicator(data, state: StrategyState, name):
+    ind_type = "EMA"
+    options = safe_get(state.vars.indicators, name, None)
+    if options is None:
+        state.ilog(lvl=1,e=f"No options for {name} in stratvars")
+        return       
+    
+    if safe_get(options, "type", False) is False or safe_get(options, "type", False) != ind_type:
+        state.ilog(lvl=1,e="Type error")
+        return
+    
+    #poustet kazdy tick nebo jenom na confirmed baru (on_confirmed_only = true)
+    on_confirmed_only = safe_get(options, 'on_confirmed_only', False)
+    req_source = safe_get(options, 'source', 'vwap')
+    if req_source not in ["close", "vwap","hlcc4"]:
+        state.ilog(lvl=1,e=f"Unknown source error {req_source} for {name}")
+        return
+    ema_length = int(safe_get(options, "length",14))
+    if on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1):
+        try:
+            source = state.bars[req_source][-ema_length:]
+            #if len(source) > ema_length:
+            ema_value = ema(source, ema_length)
+            val = round(ema_value[-1],4)
+            state.indicators[name][-1]= val
+            #state.indicators[name][-1]= round2five(val)
+            state.ilog(lvl=0,e=f"IND {name} EMA {val} {ema_length=}")
+            #else:
+            #    state.ilog(lvl=0,e=f"IND {name} EMA necháváme 0", message="not enough source data", source=source, ema_length=ema_length)
+        except Exception as e:
+            state.ilog(lvl=1,e=f"IND ERROR {name} EMA necháváme 0", message=str(e)+format_exc())

v2realbot/strategyblocks/indicators/helpers.py

@@ -0,0 +1,87 @@
+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.strategy.base import StrategyState
+from traceback import format_exc
+
+#ZATIM tyto zkopirovany SEM DO HELPERS
+#podle toho jak se osvedci se zakl.indikatory to s state
+#zatim se mi to moc nezda
+
+def value_or_indicator(state,value):
+    #preklad direktivy podle typu, pokud je int anebo float - je to primo hodnota
+    #pokud je str, jde o indikator a dotahujeme posledni hodnotu z nej
+        if isinstance(value, (int, float)):
+            return value
+        elif isinstance(value, str):
+            try:
+                #pokud existuje v indikatoru MA bereme MA jinak indikator, pokud neexistuje bereme bar 
+                ret = get_source_or_MA(state, indicator=value)[-1]
+                state.ilog(lvl=0,e=f"Pro porovnani bereme posledni hodnotu {ret} z indikatoru {value}")
+            except Exception as e   :
+                ret = 0
+                state.ilog(lvl=1,e=f"Neexistuje indikator s nazvem {value} vracime 0" + str(e) + format_exc())
+            return ret
+        
+#OPTIMALIZOVANO CHATGPT
+#funkce vytvori podminky (bud pro AND/OR) z pracovniho dict
+def evaluate_directive_conditions(state, work_dict, cond_type):
+    def rev(kw, condition):
+        if directive.endswith(kw):
+            return not condition
+        else:
+            return condition
+
+    cond = {}
+    cond[cond_type] = {}
+
+    # Create a dictionary to map directives to functions
+    directive_functions = {
+        "above": lambda ind, val: get_source_or_MA(state, ind)[-1] > value_or_indicator(state,val),
+        "equals": lambda ind, val: get_source_or_MA(state, ind)[-1] == value_or_indicator(state,val),
+        "below": lambda ind, val: get_source_or_MA(state, ind)[-1] < value_or_indicator(state,val),
+        "falling": lambda ind, val: isfalling(get_source_or_MA(state, ind), val),
+        "rising": lambda ind, val: isrising(get_source_or_MA(state, ind), val),
+        "crossed_down": lambda ind, val: buy_if_crossed_down(state, ind, value_or_indicator(state,val)),
+        "crossed_up": lambda ind, val: buy_if_crossed_up(state, ind, value_or_indicator(state,val)),
+        "crossed": lambda ind, val: buy_if_crossed_down(state, ind, value_or_indicator(state,val)) or buy_if_crossed_up(state, ind, value_or_indicator(state,val)),
+        "pivot_a": lambda ind, val: is_pivot(source=get_source_or_MA(state, ind), leg_number=val, type="A"),
+        "pivot_v": lambda ind, val: is_pivot(source=get_source_or_MA(state, ind), leg_number=val, type="V"),
+        "still_for": lambda ind, val: is_still(get_source_or_MA(state, ind), val, 2),
+    }
+
+    for indname, directive, value in work_dict[cond_type]:
+        for keyword, func in directive_functions.items():
+            if directive.endswith(keyword):
+                cond[cond_type][directive + "_" + indname + "_" + str(value)] = rev("not_" + keyword, func(indname, value))
+
+    return eval_cond_dict(cond)
+
+def get_source_or_MA(state, indicator):
+    #pokud ma, pouzije MAcko, pokud ne tak standardni indikator
+    #pokud to jmeno neexistuje, tak pripadne bere z barů (close,open,hlcc4, vwap atp.)
+    try:
+        return state.indicators[indicator+"MA"]
+    except KeyError:
+        try:
+            return state.indicators[indicator]
+        except KeyError:
+            return state.bars[indicator]
+
+def get_source_series(state, source):
+    try:
+        return state.bars[source]
+    except KeyError:
+        return state.indicators[source]
+
+#TYTO NEJSPIS DAT do util
+#vrati true pokud dany indikator prekrocil threshold dolu
+def buy_if_crossed_down(state, indicator, value):
+    res = crossed_down(threshold=value, list=get_source_or_MA(state, indicator))
+    #state.ilog(lvl=0,e=f"signal_if_crossed_down {indicator} {value} {res}")
+    return res
+
+#vrati true pokud dany indikator prekrocil threshold nahoru
+def buy_if_crossed_up(state, indicator, value):
+    res = crossed_up(threshold=value, list=get_source_or_MA(state, indicator))
+    #state.ilog(lvl=0,e=f"signal_if_crossed_up {indicator} {value} {res}")
+    return res    
+   

v2realbot/strategyblocks/indicators/indicators_hub.py

@@ -0,0 +1,100 @@
+
+from v2realbot.strategy.base import StrategyState
+from v2realbot.strategyblocks.indicators.cbar_price import populate_cbar_tick_price_indicator
+from v2realbot.strategyblocks.indicators.custom.custom_hub import populate_dynamic_custom_indicator
+from v2realbot.strategyblocks.indicators.slope import populate_dynamic_slope_indicator
+from v2realbot.strategyblocks.indicators.slopeLP import populate_dynamic_slopeLP_indicator
+from v2realbot.strategyblocks.indicators.ema import populate_dynamic_ema_indicator
+from v2realbot.strategyblocks.indicators.RSI import populate_dynamic_RSI_indicator
+from v2realbot.strategyblocks.indicators.natr import populate_dynamic_natr_indicator
+from v2realbot.strategyblocks.indicators.atr import populate_dynamic_atr_indicator
+import numpy as np
+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
+import json
+
+def populate_all_indicators(data, state: StrategyState):
+
+    #TYTO MOZNA TAKY POSUNOUT OUT
+    def get_last_ind_vals():
+        last_ind_vals = {}
+        #print(state.indicators.items())
+        for key in state.indicators:
+            if key != 'time':
+                last_ind_vals[key] = state.indicators[key][-6:]
+        
+        for key in state.cbar_indicators:
+            if key != 'time':
+                last_ind_vals[key] = state.cbar_indicators[key][-6:]
+
+        # for key in state.secondary_indicators:
+        #     if key != 'time':
+        #         last_ind_vals[key] = state.secondary_indicators[key][-5:]   
+
+        return last_ind_vals
+    #zobrazí jak daleko od sebe chodí updaty (skupiny tradů co mění cenu) a průměr za 50jejich
+    def process_delta():
+        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'])
+
+        if len(state.vars.last_50_deltas) >=50:
+            state.vars.last_50_deltas.pop(0)
+        state.vars.last_50_deltas.append(last_update_delta)
+        avg_delta = np.mean(state.vars.last_50_deltas)
+        return last_update_delta, avg_delta
+    
+    conf_bar = data['confirmed']
+    last_update_delta, avg_delta = process_delta()
+    
+    state.ilog(lvl=1,e=f"-----{data['index']}-{conf_bar}--delta:{last_update_delta}---AVGdelta:{avg_delta}", data=data)
+
+    #kroky pro CONFIRMED BAR only
+    if conf_bar == 1:
+        #logika pouze pro potvrzeny bar
+        state.ilog(lvl=0,e="BAR potvrzeny")
+
+        #pri potvrzem CBARu nulujeme counter volume pro tick based indicator
+        state.vars.last_tick_volume = 0
+        state.vars.next_new = 1
+    #kroky pro CONTINOUS TICKS only
+    else:
+        #CBAR INDICATOR pro tick price a deltu VOLUME
+        populate_cbar_tick_price_indicator(data, state)
+        #TBD nize predelat na typizovane RSI (a to jak na urovni CBAR tak confirmed)
+        #populate_cbar_rsi_indicator()
+
+    #populate indicators, that have type in stratvars.indicators
+    populate_dynamic_indicators(data, state)
+
+    lp = data['close']
+
+
+    #TODO na toto se podivam, nejak moc zajasonovani a zpatky
+    #PERF PROBLEM
+    state.ilog(lvl=1,e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} SL:{state.vars.activeTrade.stoploss_value if state.vars.activeTrade is not None else None} profit:{round(float(state.profit),2)} Trades:{len(state.tradeList)} pend:{state.vars.pending}", activeTrade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)), prescribedTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)), pending=str(state.vars.pending))
+    inds = get_last_ind_vals()
+    state.ilog(lvl=1,e="Indikatory", **inds)
+
+def populate_dynamic_indicators(data, state: StrategyState):
+    #pro vsechny indikatory, ktere maji ve svych stratvars TYPE, poustime populaci daneho typu indikaotru
+    for indname, indsettings in state.vars.indicators.items():
+        for option,value in indsettings.items():
+            if option == "type":
+                if value == "slope":
+                    populate_dynamic_slope_indicator(data, state, name = indname)
+                #slope variant with continuous Left Point
+                elif value == "slopeLP":
+                    populate_dynamic_slopeLP_indicator(data, state, name = indname)
+                elif value == "RSI":
+                    populate_dynamic_RSI_indicator(data, state, name = indname)
+                elif value == "EMA":
+                    populate_dynamic_ema_indicator(data, state, name = indname)
+                elif value == "NATR":
+                    populate_dynamic_natr_indicator(data, state, name = indname)
+                elif value == "ATR":
+                    populate_dynamic_atr_indicator(data, state, name = indname)
+                elif value == "custom":
+                    populate_dynamic_custom_indicator(data, state, name = indname)
+
+
+
+

v2realbot/strategyblocks/indicators/natr.py

@@ -0,0 +1,33 @@
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.indicators.oscillators import rsi
+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.strategy.base import StrategyState
+from traceback import format_exc
+
+#NATR INDICATOR
+# type = NATR, ĺength = [14], on_confirmed_only = [true, false]
+def populate_dynamic_natr_indicator(data, state: StrategyState, name):
+    ind_type = "NATR"
+    options = safe_get(state.vars.indicators, name, None)
+    if options is None:
+        state.ilog(lvl=1,e=f"No options for {name} in stratvars")
+        return       
+    
+    #poustet kazdy tick nebo jenom na confirmed baru (on_confirmed_only = true)
+    on_confirmed_only = safe_get(options, 'on_confirmed_only', False)
+    natr_length = int(safe_get(options, "length",5))
+    if on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1):
+        try:
+            source_high = state.bars["high"][-natr_length:]
+            source_low = state.bars["low"][-natr_length:]
+            source_close = state.bars["close"][-natr_length:]
+            #if len(source) > ema_length:
+            natr_value = natr(source_high, source_low, source_close, natr_length)
+            val = round(natr_value[-1],4)
+            state.indicators[name][-1]= val
+            #state.indicators[name][-1]= round2five(val)
+            state.ilog(lvl=0,e=f"IND {name} NATR {val} {natr_length=}")
+            #else:
+            #    state.ilog(lvl=0,e=f"IND {name} EMA necháváme 0", message="not enough source data", source=source, ema_length=ema_length)
+        except Exception as e:
+            state.ilog(lvl=0,e=f"IND ERROR {name} NATR necháváme 0", message=str(e)+format_exc())

v2realbot/strategyblocks/indicators/slope.py

@@ -0,0 +1,132 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.indicators.oscillators import rsi
+import numpy as np
+from traceback import format_exc
+
+def populate_dynamic_slope_indicator(data, state: StrategyState, name):
+    options = safe_get(state.vars.indicators, name, None)
+    if options is None:
+        state.ilog(lvl=1,e="No options for slow slope in stratvars")
+        return
+    
+    if safe_get(options, "type", False) is False or safe_get(options, "type", False) != "slope":
+        state.ilog(lvl=1,e="Type error")
+        return
+    
+    #poustet kazdy tick nebo jenom na confirmed baru (on_confirmed_only = true)
+    on_confirmed_only = safe_get(options, 'on_confirmed_only', False)
+
+    #SLOW SLOPE INDICATOR
+    #úhel stoupání a klesání vyjádřený mezi -1 až 1
+    #pravý bod přímky je aktuální cena, levý je průměr X(lookback offset) starších hodnot od slope_lookback.
+    #VYSTUPY:    state.indicators[name], 
+    #            state.indicators[nameMA]
+    #            statický indikátor (angle) - stejneho jmena pro vizualizaci uhlu
+
+    if on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1):
+        try:
+            slope_lookback = safe_get(options, 'slope_lookback', 100)
+            lookback_priceline = safe_get(options, 'lookback_priceline', None)
+            lookback_offset = safe_get(options, 'lookback_offset', 25)
+            minimum_slope =  safe_get(options, 'minimum_slope', 25)
+            maximum_slope = safe_get(options, "maximum_slope",0.9)
+
+            #jako levy body pouzivame lookback_priceline INDIKATOR vzdaleny slope_lookback barů
+            if lookback_priceline is not None:
+                    try:
+                        lookbackprice = state.indicators[lookback_priceline][-slope_lookback-1]
+                        lookbacktime = state.bars.updated[-slope_lookback-1]
+                    except IndexError:
+                        max_delka = len(state.indicators[lookback_priceline])
+                        lookbackprice = state.indicators[lookback_priceline][-max_delka]
+                        lookbacktime = state.bars.updated[-max_delka]
+
+            else:
+            #NEMAME LOOKBACK PRICLINE - pouzivame stary způsob výpočtu, toto pozdeji decomissionovat
+                #lookback has to be even
+                if lookback_offset % 2 != 0:
+                    lookback_offset += 1
+
+                #TBD pripdadne /2
+                if len(state.bars.close) > (slope_lookback + lookback_offset):
+                    #test prumer nejvyssi a nejnizsi hodnoty 
+                    # if name == "slope":
+
+                    #levy bod bude vzdy vzdaleny o slope_lookback
+                    #ten bude prumerem hodnot lookback_offset a to tak ze polovina offsetu z kazde strany
+                    array_od = slope_lookback + int(lookback_offset/2)
+                    array_do = slope_lookback - int(lookback_offset/2)
+
+                    #lookbackprice_array = state.bars.vwap[-array_od:-array_do]
+                    #lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
+
+                    #jako optimalizace pouzijeme NUMPY
+                    lookbackprice = np.mean(state.bars.vwap[-array_od:-array_do])
+                    # Round the lookback price to 3 decimal places
+                    lookbackprice = round(lookbackprice, 3)
+                        #lookbackprice = round((min(lookbackprice_array)+max(lookbackprice_array))/2,3)
+                    # else:
+                    #     #puvodni lookback a od te doby dozadu offset
+                    #     array_od = slope_lookback + lookback_offset
+                    #     array_do = slope_lookback
+                    #     lookbackprice_array = state.bars.vwap[-array_od:-array_do]
+                    #     #obycejný prumer hodnot
+                    #     lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
+                    
+                    lookbacktime = state.bars.time[-slope_lookback]
+                else:
+                    #kdyz neni  dostatek hodnot, pouzivame jako levy bod open hodnotu close[0]
+                    #lookbackprice = state.bars.vwap[0]
+                    
+                    #dalsi vyarianta-- lookback je pole z toho všeho co mame
+                    #lookbackprice = Average(state.bars.vwap)
+
+                    
+
+                    #pokud neni dostatek, bereme vzdy prvni petinu z dostupnych barů
+                    # a z ní uděláme průměr
+                    cnt = len(state.bars.close)
+                    if cnt>5:
+                        sliced_to = int(cnt/5)
+                        
+                        lookbackprice = np.mean(state.bars.vwap[:sliced_to])
+                        #lookbackprice= Average(state.bars.vwap[:sliced_to])
+                        lookbacktime = state.bars.time[int(sliced_to/2)]
+                    else:
+                        lookbackprice = np.mean(state.bars.vwap)
+                        #lookbackprice = Average(state.bars.vwap)
+                        lookbacktime = state.bars.time[0]
+                    
+                    state.ilog(lvl=1,e=f"IND {name} slope - not enough data bereme left bod open", slope_lookback=slope_lookback, lookbackprice=lookbackprice)
+
+            #výpočet úhlu - a jeho normalizace
+            slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
+            slope = round(slope, 4)
+            state.indicators[name][-1]=slope
+
+            #angle je ze slope, ale pojmenovavame ho podle MA
+            state.statinds[name] = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=lookbacktime, lookbackprice=lookbackprice, minimum_slope=minimum_slope, maximum_slope=maximum_slope)
+
+            #slope MA vyrovna vykyvy ve slope
+            slope_MA_length = safe_get(options, 'MA_length', None)
+            slopeMA = None
+            last_slopesMA = None
+            #pokud je nastavena MA_length tak vytvarime i MAcko dane delky na tento slope
+            if slope_MA_length is not None:
+                source = state.indicators[name][-slope_MA_length:]
+                slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
+                slopeMA = round(slopeMAseries[-1],4)
+                state.indicators[name+"MA"][-1]=slopeMA
+                last_slopesMA = state.indicators[name+"MA"][-10:]
+
+            lb_priceline_string = "from "+lookback_priceline if lookback_priceline is not None else ""
+
+            state.ilog(lvl=1,e=f"IND {name} {lb_priceline_string} {slope=} {slopeMA=}", msg=f"{lookbackprice=} {lookbacktime=}", lookback_priceline=lookback_priceline, lookbackprice=lookbackprice, lookbacktime=lookbacktime, slope_lookback=slope_lookback, lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators[name][-10:], last_slopesMA=last_slopesMA)
+            #dale pracujeme s timto MAckovanym slope
+            #slope = slopeMA         
+
+        except Exception as e:
+            print(f"Exception in {name} slope Indicator section", str(e))
+            state.ilog(lvl=1,e=f"EXCEPTION in {name}", msg="Exception in slope Indicator section" + str(e) + format_exc())

v2realbot/strategyblocks/indicators/slopeLP.py

@@ -0,0 +1,124 @@
+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.strategy.base import StrategyState
+from v2realbot.indicators.indicators import ema, natr, roc
+from v2realbot.indicators.oscillators import rsi
+from traceback import format_exc
+#SLOPE LP
+def populate_dynamic_slopeLP_indicator(data, state: StrategyState, name):
+    ind_type = "slopeLP"
+    options = safe_get(state.vars.indicators, name, None)
+    if options is None:
+        state.ilog(lvl=1,e=f"No options for {name} in stratvars")
+        return
+    
+    if safe_get(options, "type", False) is False or safe_get(options, "type", False) != ind_type:
+        state.ilog(lvl=1,e="Type error")
+        return
+    
+    #poustet kazdy tick nebo jenom na confirmed baru (on_confirmed_only = true)
+    on_confirmed_only = safe_get(options, 'on_confirmed_only', False)
+
+    #pocet baru po kterých se levy bod z BUY prepne opet na standadni vypocet (prumer)
+    #kdyz se dlouho neprodává a cena nejde dolu, tak aby se nezastavilo nakupovani
+    back_to_standard_after = int(safe_get(options, 'back_to_standard_after', 0))
+
+    #slopeLP INDIKATOR
+    #levy bod je nejdrive standardne automaticky vypočtený podle hodnoty lookbacku (např. -8, offset 4)
+    #při nákupu se BUY POINT se stává levým bodem (až do doby kdy není lookbackprice nižší, pak pokračuje lookbackprice)
+    #při prodeji se SELL POINT se stává novým levým bodem (až do doby kdy není lookbackprice vyšší, pak pokračuje lookbackprice)
+    #zatím implementovat prvni část (mimo části ..až do doby) - tu pak dodelat podle vysledku, pripadne ji neimplementovat vubec a misto toho 
+    #udelat slope RESET pri dosazeni urciteho pozitivniho nebo negativni slopu
+
+    #zkusime nejdriv: levy bod automat, po nakupu je levy bod cena nakupu
+
+    #VYSTUPY:    state.indicators[name], 
+    #            state.indicators[nameMA]
+    #            statický indikátor (angle) - stejneho jmena pro vizualizaci uhlu
+
+    if on_confirmed_only is False or (on_confirmed_only is True and data['confirmed']==1):
+        try:
+            #slow_slope = 99
+            slope_lookback = safe_get(options, 'slope_lookback', 100)
+            minimum_slope =  safe_get(options, 'minimum_slope', 25)
+            maximum_slope = safe_get(options, "maximum_slope",0.9)
+            lookback_offset = safe_get(options, 'lookback_offset', 25)
+            
+            #typ leveho bodu [lastbuy - cena posledniho nakupu, baropen - cena otevreni baru]
+            leftpoint = safe_get(options, 'leftpoint', "lastbuy")
+
+            #lookback has to be even
+            if lookback_offset % 2 != 0:
+                lookback_offset += 1
+
+            if leftpoint == "lastbuy":
+                if len(state.bars.close) > (slope_lookback + lookback_offset):
+                    #test prumer nejvyssi a nejnizsi hodnoty 
+                    # if name == "slope":
+
+                    #levy bod bude vzdy vzdaleny o slope_lookback
+                    #ten bude prumerem hodnot lookback_offset a to tak ze polovina offsetu z kazde strany
+                    array_od = slope_lookback + int(lookback_offset/2)
+                    array_do = slope_lookback - int(lookback_offset/2)
+                    lookbackprice_array = state.bars.vwap[-array_od:-array_do]
+                    #cas nastavujeme vzdy podle nastaveni (zatim)
+                    lookbacktime = state.bars.time[-slope_lookback]
+
+                    #pokud mame aktivni pozice, nastavime lookbackprice a time podle posledniho tradu
+                    #pokud se ale dlouho nenakupuje (uplynulo od posledniho nakupu vic nez back_to_standard_after baru), tak se vracime k prumeru
+                    if state.avgp > 0 and state.bars.index[-1] < int(state.vars.last_buy_index)+back_to_standard_after:
+                        lb_index = -1 - (state.bars.index[-1] - int(state.vars.last_buy_index))
+                        lookbackprice = state.bars.vwap[lb_index]
+                        state.ilog(lvl=0,e=f"IND {name} slope {leftpoint}- LEFT POINT OVERRIDE bereme ajko cenu lastbuy {lookbackprice=} {lookbacktime=} {lb_index=}")
+                    else:
+                        #dame na porovnani jen prumer
+                        lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
+                            #lookbackprice = round((min(lookbackprice_array)+max(lookbackprice_array))/2,3)
+                        # else:
+                        #     #puvodni lookback a od te doby dozadu offset
+                        #     array_od = slope_lookback + lookback_offset
+                        #     array_do = slope_lookback
+                        #     lookbackprice_array = state.bars.vwap[-array_od:-array_do]
+                        #     #obycejný prumer hodnot
+                        #     lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
+                        
+                        lookbacktime = state.bars.time[-slope_lookback]
+                        state.ilog(lvl=0,e=f"IND {name} slope {leftpoint} - LEFT POINT STANDARD {lookbackprice=} {lookbacktime=}")
+                else:
+                    #kdyz neni  dostatek hodnot, pouzivame jako levy bod open hodnotu close[0]
+                    lookbackprice = state.bars.close[0]
+                    lookbacktime = state.bars.time[0]
+                    state.ilog(lvl=0,e=f"IND {name} slope - not enough data bereme left bod open", slope_lookback=slope_lookback)
+            elif leftpoint == "baropen":
+                lookbackprice = state.bars.open[-1]
+                lookbacktime = state.bars.time[-1]
+                state.ilog(lvl=0,e=f"IND {name} slope {leftpoint}- bereme cenu bar OPENu ", lookbackprice=lookbackprice, lookbacktime=lookbacktime)
+            else:
+                state.ilog(lvl=0,e=f"IND {name} UNKNOW LEFT POINT TYPE {leftpoint=}")
+
+            #výpočet úhlu - a jeho normalizace
+            slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
+            slope = round(slope, 4)
+            state.indicators[name][-1]=slope
+
+            #angle ze slope
+            state.statinds[name] = dict(time=state.bars.updated[-1], price=state.bars.close[-1], lookbacktime=lookbacktime, lookbackprice=lookbackprice, minimum_slope=minimum_slope, maximum_slope=maximum_slope)
+
+            #slope MA vyrovna vykyvy ve slope
+            slope_MA_length = safe_get(options, 'MA_length', None)
+            slopeMA = None
+            last_slopesMA = None
+            #pokud je nastavena MA_length tak vytvarime i MAcko dane delky na tento slope
+            if slope_MA_length is not None:
+                source = state.indicators[name][-slope_MA_length:]
+                slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
+                slopeMA = round(slopeMAseries[-1],5)
+                state.indicators[name+"MA"][-1]=slopeMA
+                last_slopesMA = state.indicators[name+"MA"][-10:]
+
+            state.ilog(lvl=0,e=f"{name=} {slope=} {slopeMA=}", msg=f"{lookbackprice=}", lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators[name][-10:], last_slopesMA=last_slopesMA)
+            #dale pracujeme s timto MAckovanym slope
+            #slope = slopeMA         
+
+        except Exception as e:
+            print(f"Exception in {name} slope Indicator section", str(e))
+            state.ilog(lvl=1,e=f"EXCEPTION in {name}", msg="Exception in slope Indicator section" + str(e) + format_exc())

v2realbot/strategyblocks/inits/init_directives.py

@@ -0,0 +1,84 @@
+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 intialize_directive_conditions(state):
+    #inciializace pro akce: short, long, dont_short, dont_long, activate
+
+    state.vars.conditions = {}
+
+    #KEYWORDS_if_CONDITION = value
+    # např. go_short_if_below = 10
+
+    #possible KEYWORDS in directive: (AND/OR) support
+    #  go_DIRECTION(go_long_if, go_short_if)
+    #  dont_go_DIRECTION (dont_long_if, dont_short_if)
+    #  exit_DIRECTION (exit_long_if, exit_short_if)
+    #  activate (activate_if)
+
+    #possible CONDITIONs:
+    # below, above, falling, rising, crossed_up, crossed_down
+
+    #Tyto mohou byt bud v sekci conditions a nebo v samostatne sekci common
+
+    #pro kazdou sekci "conditions" v signals
+    #si vytvorime podminkove dictionary pro kazdou akci
+    #projdeme vsechny singaly
+
+
+    #nejprve genereujeme ze SIGNALu
+    for signalname, signalsettings in state.vars.signals.items():
+
+        if "conditions" in signalsettings:
+            section = signalsettings["conditions"]
+
+            #directivy non direction related
+            state.vars.conditions.setdefault(KW.activate,{})[signalname] = get_conditions_from_configuration(action=KW.activate+"_if", section=section)
+
+            #direktivy direction related
+            for smer in TradeDirection:
+                #IDEA navrhy condition dictionary - ty v signal sekci
+                # state.vars.conditions["nazev_evaluacni_sekce"]["nazevsignalu_smer"] = #sada podminek
+                #signal related
+                # state.vars.conditions["activate"]["trendfollow"] = #sada podminek
+                # state.vars.conditions["dont_go"]["trendfollow"]["long"] = #sada podminek
+                # state.vars.conditions["go"]["trendfollow"]["short"] = #sada podminek
+                # state.vars.conditions["exit"]["trendfollow"]["long"] = #sada podminek
+                #common
+                # state.vars.conditions["exit"]["common"]["long"] = #sada podminek
+                # state.vars.conditions["exit"]["common"]["long"] = #sada podminek
+
+                state.vars.conditions.setdefault(KW.dont_go,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.dont_go+"_" + smer +"_if", section=section)
+                state.vars.conditions.setdefault(KW.dont_exit,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.dont_exit+"_" + smer +"_if", section=section)
+                state.vars.conditions.setdefault(KW.go,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.go+"_" + smer +"_if", section=section)
+                state.vars.conditions.setdefault(KW.exit,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section)
+                state.vars.conditions.setdefault(KW.reverse,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.reverse+"_" + smer +"_if", section=section)
+                state.vars.conditions.setdefault(KW.exitadd,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.exitadd+"_" + smer +"_if", section=section)
+                state.vars.conditions.setdefault(KW.slreverseonly,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.slreverseonly+"_" + smer +"_if", section=section)
+                # state.vars.work_dict_dont_do[signalname+"_"+ smer] = get_work_dict_with_directive(starts_with=signalname+"_dont_"+ smer +"_if")
+                # state.vars.work_dict_signal_if[signalname+"_"+ smer] = get_work_dict_with_directive(starts_with=signalname+"_"+smer+"_if")
+
+    #POTOM generujeme z obecnych sekci, napr. EXIT.EXIT_CONDITIONS, kde je fallback pro signal exity
+    section = state.vars.exit["conditions"]
+    for smer in TradeDirection:
+        state.vars.conditions.setdefault(KW.exit,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section)
+        state.vars.conditions.setdefault(KW.dont_exit,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.dont_exit+"_" + smer +"_if", section=section)
+        state.vars.conditions.setdefault(KW.reverse,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.reverse+"_" + smer +"_if", section=section)
+        state.vars.conditions.setdefault(KW.exitadd,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.exitadd+"_" + smer +"_if", section=section)
+        state.vars.conditions.setdefault(KW.slreverseonly,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.slreverseonly+"_" + smer +"_if", section=section)

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"]}')

v2realbot/strategyblocks/newtrade/conditions.py

@@ -0,0 +1,163 @@
+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
+from v2realbot.strategyblocks.indicators.indicators_hub import populate_all_indicators
+from v2realbot.strategyblocks.indicators.helpers import evaluate_directive_conditions
+
+#preconditions and conditions of LONG/SHORT SIGNAL
+def go_conditions_met(state, data, signalname: str, direction: TradeDirection):
+    if direction == TradeDirection.LONG:
+        smer = "long"
+    else:
+        smer = "short"
+    #preconditiony dle smer
+
+    #SPECIFICKE DONT BUYS - direktivy zacinajici dont_buy
+    #dont_buy_below = value nebo nazev indikatoru
+    #dont_buy_above = value nebo hazev indikatoru
+
+    #TESTUJEME SPECIFICKY DONT_GO - 
+    #u techto ma smysl pouze OR 
+    cond_dict = state.vars.conditions[KW.dont_go][signalname][smer]
+    result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+    state.ilog(lvl=1,e=f"SPECIFIC PRECOND {smer} {result}", **conditions_met, cond_dict=cond_dict)
+    if result:
+        return False
+    
+    # #OR neprosly testujeme AND
+    # result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
+    # state.ilog(lvl=0,e=f"EXIT CONDITIONS of activeTrade {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
+    # if result:
+    #     return True
+
+    #tyto timto nahrazeny - dat do konfigurace (dont_short_when, dont_long_when)
+    #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['slope_too_high'] = slope_too_high()
+    #dont_buy_when['rsi_is_zero'] = (state.indicators.RSI14[-1] == 0)
+    #dont_buy_when['reverse_position_waiting_amount_not_0'] = (state.vars.reverse_position_waiting_amount != 0)
+
+    #u indikatoru muzoun byt tyto directivy pro generovani signaliu long/short
+    # long_if_crossed_down - kdyz prekrocil dolu, VALUE: hodnota nebo nazev indikatoru
+    # long_if_crossed_up - kdyz prekrocil nahoru, VALUE: hodnota nebo nazev indikatoru
+    # long_if_crossed - kdyz krosne obema smery, VALUE: hodnota nebo nazev indikatoru
+    # long_if_falling - kdyz je klesajici po N, VALUE: hodnota
+    # long_if_rising - kdyz je rostouci po N, VALUE: hodnota
+    # long_if_below - kdyz je pod prahem, VALUE: hodnota nebo nazev indikatoru
+    # long_if_above - kdyz je nad prahem, VALUE: hodnota nebo nazev indikatoru
+    # long_if_pivot_a - kdyz je pivot A. VALUE: delka nohou
+    # long_if_pivot_v - kdyz je pivot V. VALUE: delka nohou
+    
+    # direktivy se mohou nachazet v podsekci AND nebo OR - daneho indikatoru (nebo na volno, pak = OR)
+    # OR - staci kdyz plati jedna takova podminka a buysignal je aktivni
+    # AND - musi platit vsechny podminky ze vsech indikatoru, aby byl buysignal aktivni
+
+    #populate work dict - muze byt i jen jednou v INIT nebo 1x za cas
+    #dict oindexovane podminkou (OR/AND) obsahuje vsechny buy_if direktivy v tuplu (nazevind,direktiva,hodnota
+    # {'AND': [('nazev indikatoru', 'nazev direktivy', 'hodnotadirektivy')], 'OR': []}
+    #work_dict_signal_if = get_work_dict_with_directive(starts_with=signalname+"_"+smer+"_if")
+    
+    #TESTUJEME GO SIGNAL
+    cond_dict = state.vars.conditions[KW.go][signalname][smer]
+    result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+    state.ilog(lvl=1,e=f"EVAL GO SIGNAL {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+    if result:
+        return True
+    
+    #OR neprosly testujeme AND
+    result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+    state.ilog(lvl=1,e=f"EVAL GO SIGNAL {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
+    if result:
+        return True
+    
+    return False
+
+#obecne precondition preds vstupem - platne jak pro condition based tak pro plugin
+def common_go_preconditions_check(state, data, signalname: str, options: dict):
+    #ZAKLADNI KONTROLY ATRIBUTU s fallbackem na obecné
+    #check working windows (open - close, in minutes from the start of marker)
+
+    window_open = safe_get(options, "window_open",safe_get(state.vars, "window_open",0))
+    window_close = safe_get(options, "window_close",safe_get(state.vars, "window_close",390))
+
+    if is_window_open(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), window_open, window_close) is False:
+        state.ilog(lvl=1,e=f"SIGNAL {signalname} - WINDOW CLOSED", msg=f"{window_open=} {window_close=} ")
+        return False           
+
+    min_bar_index = safe_get(options, "min_bar_index",safe_get(state.vars, "min_bar_index",0))
+    if int(data["index"]) < int(min_bar_index):
+        state.ilog(lvl=1,e=f"MIN BAR INDEX {min_bar_index} waiting - TOO SOON", currindex=data["index"])
+        return False
+
+    next_signal_offset = safe_get(options, "next_signal_offset_from_last_exit",safe_get(state.vars, "next_signal_offset_from_last_exit",0))
+
+    if state.vars.last_exit_index is not None:
+        index_to_compare = int(state.vars.last_exit_index)+int(next_signal_offset) 
+        if index_to_compare > int(data["index"]):
+            state.ilog(lvl=1,e=f"NEXT SIGNAL OFFSET from EXIT {next_signal_offset} waiting - TOO SOON", currindex=data["index"], index_to_compare=index_to_compare, last_exit_index=state.vars.last_exit_index)
+            return False
+
+    # if is_open_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), open_rush) or is_close_rush(datetime.fromtimestamp(data['updated']).astimezone(zoneNY), close_rush):
+    #     state.ilog(lvl=0,e=f"SIGNAL {signalname} - WINDOW CLOSED", msg=f"{open_rush=} {close_rush=} ")
+    #     return False
+
+    #natvrdo nebo na podminku
+    activated = safe_get(options, "activated", True)
+
+    #check activation
+    if activated is False:
+        state.ilog(lvl=1,e=f"{signalname} not ACTIVATED")
+        cond_dict = state.vars.conditions[KW.activate][signalname]
+        result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+        state.ilog(lvl=1,e=f"EVAL ACTIVATION CONDITION =OR= {result}", **conditions_met, cond_dict=cond_dict)
+
+        if result is False:            
+            #OR neprosly testujeme AND
+            result, conditions_met = evaluate_directive_conditions(state, cond_dict, "AND")
+            state.ilog(lvl=1,e=f"EVAL ACTIVATION CONDITION  =AND= {result}", **conditions_met, cond_dict=cond_dict)
+
+        if result is False:
+            state.ilog(lvl=1,e=f"not ACTIVATED")
+            return False
+        else:
+            state.ilog(lvl=1,e=f"{signalname} JUST ACTIVATED")
+            state.vars.signals[signalname]["activated"] = True
+    
+    # OBECNE PRECONDITIONS - typu dont_do_when
+    precond_check = dict(AND=dict(), OR=dict())
+
+    # #OBECNE DONT BUYS
+    if safe_get(options, "signal_only_on_confirmed",safe_get(state.vars, "signal_only_on_confirmed",True)):
+        precond_check['bar_not_confirmed'] = (data['confirmed'] == 0)
+    # #od posledniho vylozeni musi ubehnout N baru
+    # dont_buy_when['last_buy_offset_too_soon'] =  data['index'] < (int(state.vars.lastbuyindex) + int(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)
+
+    #obecne open_rush platne pro vsechny
+    #precond_check['on_confirmed_only'] = safe_get(options, 'on_confirmed_only', False) - chybi realizace podminky, pripadne dodelat na short_on_confirmed
+
+    # #testing preconditions
+    result, cond_met = eval_cond_dict(precond_check)
+    if result:
+        state.ilog(lvl=1,e=f"PRECOND GENERAL not met {cond_met}", message=cond_met, precond_check=precond_check)
+        return False
+    
+    state.ilog(lvl=1,e=f"{signalname} ALL PRECOND MET")
+    return True

v2realbot/strategyblocks/newtrade/plugins/asr.py

@@ -0,0 +1,2 @@
+#ASR signal plugin
+#WIP

v2realbot/strategyblocks/newtrade/prescribedtrades.py

@@ -0,0 +1,78 @@
+from v2realbot.strategy.base import StrategyState
+from v2realbot.common.PrescribedTradeModel import TradeDirection, TradeStatus
+from v2realbot.utils.utils import zoneNY, json_serial
+from datetime import datetime
+#import random
+import json
+from v2realbot.strategyblocks.activetrade.helpers import insert_SL_history, get_default_sl_value, normalize_tick
+
+def execute_prescribed_trades(state: StrategyState, data):
+    ##evaluate prescribed trade, prvni eligible presuneme do activeTrade, zmenime stav and vytvorime objednavky
+    
+    if state.vars.activeTrade is not None or len(state.vars.prescribedTrades) == 0:
+        return
+    #evaluate long (price/market)
+    state.ilog(lvl=1,e="evaluating prescr trades", trades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)))
+    for trade in state.vars.prescribedTrades:
+        if trade.status == TradeStatus.READY and trade.direction == TradeDirection.LONG and (trade.entry_price is None or trade.entry_price >= data['close']):
+            trade.status = TradeStatus.ACTIVATED
+            trade.last_update = datetime.fromtimestamp(state.time).astimezone(zoneNY)
+            state.ilog(lvl=1,e=f"evaluated LONG", trade=json.loads(json.dumps(trade, default=json_serial)), prescrTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)))
+            state.vars.activeTrade = trade
+            state.vars.last_buy_index = data["index"]
+            state.vars.last_in_index = data["index"]
+            break
+    #evaluate shorts
+    if not state.vars.activeTrade:
+        for trade in state.vars.prescribedTrades:
+            if trade.status == TradeStatus.READY and trade.direction == TradeDirection.SHORT and (trade.entry_price is None or trade.entry_price <= data['close']):
+                state.ilog(lvl=1,e=f"evaluaed SHORT", trade=json.loads(json.dumps(trade, default=json_serial)), prescTrades=json.loads(json.dumps(state.vars.prescribedTrades, default=json_serial)))
+                trade.status = TradeStatus.ACTIVATED
+                trade.last_update = datetime.fromtimestamp(state.time).astimezone(zoneNY)
+                state.vars.activeTrade = trade
+                state.vars.last_buy_index = data["index"]
+                state.vars.last_in_index = data["index"]
+                break
+
+    #odeslani ORDER + NASTAVENI STOPLOSS (zatim hardcoded)
+    if state.vars.activeTrade:
+        if state.vars.activeTrade.direction == TradeDirection.LONG:
+            state.ilog(lvl=1,e="odesilame LONG ORDER", trade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)))
+            if state.vars.activeTrade.size is not None:
+                size = state.vars.activeTrade.size
+            else:
+                size = state.vars.chunk
+            res = state.buy(size=size)
+            if isinstance(res, int) and res < 0:
+                raise Exception(f"error in required operation LONG {res}")
+            #nastaveni SL az do notifikace, kdy je známá
+            #pokud neni nastaveno SL v prescribe, tak nastavuji default dle stratvars
+            if state.vars.activeTrade.stoploss_value is None:
+                sl_defvalue = get_default_sl_value(state, direction=state.vars.activeTrade.direction)
+                #normalizuji dle aktualni ceny 
+                sl_defvalue_normalized = normalize_tick(state, data,sl_defvalue)
+                state.vars.activeTrade.stoploss_value = float(data['close']) - sl_defvalue_normalized
+                insert_SL_history(state)
+                state.ilog(lvl=1,e=f"Nastaveno SL na {sl_defvalue}, priced normalized: {sl_defvalue_normalized} price: {state.vars.activeTrade.stoploss_value }")
+            state.vars.pending = state.vars.activeTrade.id
+        elif state.vars.activeTrade.direction == TradeDirection.SHORT:
+            state.ilog(lvl=1,e="odesilame SHORT ORDER",trade=json.loads(json.dumps(state.vars.activeTrade, default=json_serial)))
+            if state.vars.activeTrade.size is not None:
+                size = state.vars.activeTrade.size
+            else:
+                size = state.vars.chunk
+            res = state.sell(size=size)
+            if isinstance(res, int) and res < 0:
+                raise Exception(f"error in required operation SHORT {res}")
+            #pokud neni nastaveno SL v prescribe, tak nastavuji default dle stratvars
+            if state.vars.activeTrade.stoploss_value is None:
+                sl_defvalue = get_default_sl_value(state, direction=state.vars.activeTrade.direction)
+                #normalizuji dle aktualni ceny 
+                sl_defvalue_normalized = normalize_tick(state, data, sl_defvalue)
+                state.vars.activeTrade.stoploss_value = float(data['close']) + sl_defvalue_normalized
+                insert_SL_history(state)
+                state.ilog(lvl=1,e=f"Nastaveno SL na {sl_defvalue}, priced normalized: {sl_defvalue_normalized} price: {state.vars.activeTrade.stoploss_value }")
+            state.vars.pending = state.vars.activeTrade.id
+        else:
+            state.ilog(lvl=1,e="unknow direction")
+            state.vars.activeTrade = None

v2realbot/strategyblocks/newtrade/signals.py

@@ -0,0 +1,92 @@
+from v2realbot.strategy.base import StrategyState
+from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus
+from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print, safe_get
+from v2realbot.config import KW
+from uuid import uuid4
+from datetime import datetime
+from rich import print as printanyway
+from traceback import format_exc
+from v2realbot.strategyblocks.newtrade.conditions import go_conditions_met, common_go_preconditions_check
+
+def signal_search(state: StrategyState, data):
+    # SIGNAL sekce ve stratvars obsahuje signaly: Ty se skladaji z obecnych parametru a podsekce podminek.
+    # Obecne parametry mohou overridnout root parametry nebo dalsi upresneni(napr. plugin). Podsekce CONDITIONS,obsahuji podminky vstup a vystupu
+    # OBECNE:
+    # [stratvars.signals.trend2]
+    # signal_only_on_confirmed = true
+    # open_rush = 2
+    # close_rush = 6000
+    # short_enabled = false
+    # long_enabled = false
+    # activated = true
+    # profit = 0.2
+    # max_profit = 0.4
+    # PODMINKY:
+    # [stratvars.signals.trend2.conditions]
+    # slope20.AND.in_long_if_above = 0.23
+    # slope10.AND.in_long_if_rising = 5
+    # slope10.out_long_if_crossed_down = -0.1
+    # slope10.in_short_if_crossed_down = -0.1
+    # slope10.out_short_if_above = 0
+    # ema.AND.short_if_below = 28
+
+    for signalname, signalsettings in state.vars.signals.items():
+        execute_signal_generator(state, data, signalname)
+
+    # #vysledek je vložení Trade Prescription a to bud s cenou nebo immediate
+    # pokud je s cenou ceka se na cenu, pokud immmediate tak se hned provede
+    # to vse za predpokladu, ze neni aktivni trade
+
+def execute_signal_generator(state, data, name):
+    state.ilog(lvl=0,e=f"SIGNAL SEARCH for {name}", cond_go=state.vars.conditions[KW.go][name], cond_dontgo=state.vars.conditions[KW.dont_go][name], cond_activate=state.vars.conditions[KW.activate][name] )
+    options = safe_get(state.vars.signals, name, None)
+
+    if options is None:
+        state.ilog(lvl=1,e="No options for {name} in stratvars")
+        return
+    
+    if common_go_preconditions_check(state, data, signalname=name, options=options) is False:
+        return
+
+    # signal_plugin = "reverzni"
+    # signal_plugin_run_once_at_index = 3
+    #pokud existuje plugin, tak pro signal search volame plugin a ignorujeme conditiony
+    signal_plugin = safe_get(options, 'plugin', None)
+    signal_plugin_run_once_at_index = safe_get(options, 'signal_plugin_run_once_at_index', 3)
+
+    #pokud je plugin True, spusti se kod
+    if signal_plugin is not None and signal_plugin_run_once_at_index==data["index"]:
+        try:
+            custom_function = eval(signal_plugin)
+            custom_function()
+        except NameError:
+            state.ilog(lvl=1,e="Custom plugin {signal_plugin} not found")
+    else:
+        short_enabled = safe_get(options, "short_enabled",safe_get(state.vars, "short_enabled",True))
+        long_enabled = safe_get(options, "long_enabled",safe_get(state.vars, "long_enabled",True))
+        #common signals based on 1) configured signals in stratvars
+        #toto umoznuje jednoduchy prescribed trade bez ceny
+        if short_enabled is False:
+            state.ilog(lvl=1,e=f"{name} SHORT DISABLED")
+        if long_enabled is False:
+            state.ilog(lvl=1,e=f"{name} LONG DISABLED")
+        if long_enabled and go_conditions_met(state, data,signalname=name, direction=TradeDirection.LONG):
+            state.vars.prescribedTrades.append(Trade(
+                                    id=uuid4(),
+                                    last_update=datetime.fromtimestamp(state.time).astimezone(zoneNY),
+                                    status=TradeStatus.READY,
+                                    generated_by=name,
+                                    direction=TradeDirection.LONG,
+                                    entry_price=None,
+                                    stoploss_value = None))
+        elif short_enabled and go_conditions_met(state, data, signalname=name, direction=TradeDirection.SHORT):
+            state.vars.prescribedTrades.append(Trade(
+                    id=uuid4(),
+                    last_update=datetime.fromtimestamp(state.time).astimezone(zoneNY),
+                    status=TradeStatus.READY,
+                    generated_by=name,
+                    direction=TradeDirection.SHORT,
+                    entry_price=None,
+                    stoploss_value = None))
+        else:
+            state.ilog(lvl=0,e=f"{name} NO SIGNAL")

v2realbot/utils/directive_utils.py

@@ -19,6 +19,10 @@ def get_conditions_from_configuration(action: str, section: dict):
     
     for indname, condition in section.items():
         #prvnim je vzdy indikator na ktery se direktiva odkazuje, tzn. projedeme vsechny tyto indikatory
+
+        # #pokud je zde neco jineho nez dict, tak ignorujeme
+        if not isinstance(condition, dict):
+            continue
         for directive, value in condition.items():
             if directive.startswith(action):
                 reslist["OR"].append((indname, directive, value))