refactor RSI SELL

This commit is contained in:
David Brazda
2023-05-25 20:17:56 +02:00
parent 8cf2956720
commit bf7c1773bd
16 changed files with 736 additions and 231 deletions

View File

@ -458,6 +458,8 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
#flatten indicators from numpy array
flattened_indicators = {}
#pole indicatoru, kazdy ma svoji casovou osu time
flattened_indicators_list = []
for key, value in strat.state.indicators.items():
if isinstance(value, ndarray):
#print("is numpy", key,value)
@ -466,11 +468,22 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
else:
#print("is not numpy", key, value)
flattened_indicators[key]= value
flattened_indicators_list.append(flattened_indicators)
flattened_indicators = {}
for key, value in strat.state.cbar_indicators.items():
if isinstance(value, ndarray):
#print("is numpy", key,value)
flattened_indicators[key]= value.tolist()
#print("changed numpy:",value.tolist())
else:
#print("is not numpy", key, value)
flattened_indicators[key]= value
flattened_indicators_list.append(flattened_indicators)
runArchiveDetail: RunArchiveDetail = RunArchiveDetail(id = runner.id,
name=runner.run_name,
bars=strat.state.bars,
indicators=flattened_indicators,
indicators=flattened_indicators_list,
statinds=strat.state.statinds,
trades=strat.state.tradeList)
resh = db_arch_h.insert(runArchive.__dict__)