diff --git a/v2realbot/ENTRY_backtest_strategyVykladaci.py b/v2realbot/ENTRY_backtest_strategyVykladaci.py index a8fd019..dadfc31 100644 --- a/v2realbot/ENTRY_backtest_strategyVykladaci.py +++ b/v2realbot/ENTRY_backtest_strategyVykladaci.py @@ -32,10 +32,10 @@ Více nakupuje oproti Dokupovaci. Tady vylozime a nakupujeme 5 pozic hned. Pri d Do budoucna vice ridit nakupy pri klesani - napr. vyložení jen 2-3 pozic a další dokupy až po triggeru. # """ -stratvars = AttributeDict(maxpozic = 250, +stratvars = AttributeDict(maxpozic = 400, chunk = 10, - MA = 3, - Trend = 3, + MA = 2, + Trend = 2, profit = 0.02, lastbuyindex=-6, pendingbuys={}, @@ -47,8 +47,9 @@ stratvars = AttributeDict(maxpozic = 250, blockbuy = 0, ticks2reset = 0.04, consolidation_bar_count = 10, - slope_lookback = 20, - minimum_slope = -0.23 + slope_lookback = 300, + lookback_offset = 20, + minimum_slope = -0.05, ) ##toto rozparsovat a strategii spustit stejne jako v main toml_string = """ @@ -108,6 +109,7 @@ def next(data, state: StrategyState): last_price = price2dec(state.interface.get_last_price(state.symbol)) #profit = float(state.vars.profit) price = last_price + state.ilog(e="BUY Vykladame", msg="first price"+str(price) + "pozic:"+str(vykladka), curve=curve, ema=state.indicators.ema[-1], trend=state.vars.Trend, price=price, vykladka=vykladka) ##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci state.buy_l(price=price, size=qty) print("prvni limitka na aktuální cenu. Další podle křivky", price, qty) @@ -140,7 +142,6 @@ def next(data, state: StrategyState): ## slope vyresi rychlé sesupy - jeste je treba podchytit pomalejsi sesupy - slope = 99 #minimum slope disabled if -1 @@ -156,15 +157,30 @@ def next(data, state: StrategyState): slope_lookback = int(state.vars.slope_lookback) minimum_slope = float(state.vars.minimum_slope) - if len(state.bars.close) > slope_lookback: - #slope = ((state.indicators.ema[-1] - state.indicators.ema[-slope_lookback])/slope_lookback)*100 - #PUVODNI slope = ((state.bars.close[-1] - state.bars.close[-slope_lookback])/slope_lookback)*100 - slope = ((state.bars.close[-1] - state.bars.close[-slope_lookback])/state.bars.close[-slope_lookback])*100 - #roc = ((state.indicators.ema[-1] - state.indicators.ema[-roc_lookback])/state.indicators.ema[-roc_lookback])*100 + if len(state.bars.close) > slope_lookback + state.vars.lookback_offset: + + #SLOPE INDICATOR POPULATION + #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. + #obsahuje statický indikátor pro vizualizaci + array_od = slope_lookback + state.vars.lookback_offset + array_do = slope_lookback + lookbackprice_array = state.bars.vwap[-array_od:-array_do] + #obycejný prumer hodnot + lookbackprice = sum(lookbackprice_array)/state.vars.lookback_offset + + #výpočet úhlu + slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100 state.indicators.slope.append(slope) + + state.statinds.angle = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=state.bars.time[-slope_lookback], lookbackprice=lookbackprice) + #state.indicators.roc.append(roc) print("slope", state.indicators.slope[-5:]) - #ic(state.indicators.roc[-5:]) + state.ilog(e="Slope "+str(slope), msg="lookback price:"+str(lookbackprice), lookbackoffset=state.vars.lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-5:]) + else: + state.ilog(e="Slope - not enough data", slope_lookback=slope_lookback) + except Exception as e: print("Exception in NEXT Indicator section", str(e)) state.ilog(e="EXCEPTION", msg="Exception in NEXT Indicator section" + str(e)) @@ -177,7 +193,7 @@ def next(data, state: StrategyState): ##CONSOLIDATION PART kazdy Nty bar dle nastaveni if int(data["index"])%int(state.vars.consolidation_bar_count) == 0: print("***Consolidation ENTRY***") - state.ilog(e="Konzolidujeme") + state.ilog(e="***Konzolidujeme") orderlist = state.interface.get_open_orders(symbol=state.symbol, side=None) #print(orderlist) @@ -198,11 +214,11 @@ def next(data, state: StrategyState): if o.side == OrderSide.BUY: pendingbuys_new[str(o.id)]=float(o.limit_price) - state.ilog(e="Konzolidace", limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price) + state.ilog(e="Konzolidace limitky", msg="limitka stejna?:"+str((str(limitka_old)==str(state.vars.limitka))), limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price) #neni limitka, ale mela by byt - vytváříme ji if state.positions > 0 and state.vars.limitka is None: - state.ilog(e="Neni limitka, ale mela by být.") + state.ilog(e="Limitka neni, ale mela by být.") price=price2dec(float(state.avgp)+state.vars.profit) state.vars.limitka = asyncio.run(state.interface.sell_l(price=price, size=state.positions)) state.vars.limitka_price = price @@ -224,7 +240,7 @@ def next(data, state: StrategyState): else: state.vars.jevylozeno = 0 print("NEW jevylozeno", state.vars.jevylozeno) - state.ilog(e="Nove jevyloze", jevylozeno=state.vars.jevylozeno) + state.ilog(e="Nove jevylozeno", msg=state.vars.jevylozeno) #print(limitka) #print(pendingbuys_new) @@ -233,25 +249,25 @@ def next(data, state: StrategyState): #print(len(pendingbuys_new)) #print(jevylozeno) print("***CONSOLIDATION EXIT***") - + state.ilog(e="***Konzolidace konec") else: + state.ilog(e="No time for consolidation", msg=data["index"]) print("no time for consolidation", data["index"]) #HLAVNI ITERACNI LOG JESTE PRED AKCI - obsahuje aktualni hodnoty vetsiny parametru lp = state.interface.get_last_price(symbol=state.symbol) - state.ilog(e="ITER_ENTRY", last_price=lp, stratvars=state.vars) + state.ilog(e="ENTRY", msg="AVGP:"+str(state.avgp)+ "POS:" +str(state.positions), last_price=lp, stratvars=state.vars) #SLOPE ANGLE PROTECTION - state.ilog(e="SLOPE", curr_slope=slope, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-5:]) if slope < minimum_slope: print("OCHRANA SLOPE TOO HIGH") - state.ilog(e="SLOPE_EXCEEDED") + state.ilog(e="Slope too high "+str(slope)) if len(state.vars.pendingbuys)>0: print("CANCEL PENDINGBUYS") ic(state.vars.pendingbuys) res = asyncio.run(state.cancel_pending_buys()) ic(state.vars.pendingbuys) - state.ilog(e="Rusime pendingbuyes", pb=state.vars.pendingbuys) + state.ilog(e="Rusime pendingbuyes", pb=state.vars.pendingbuys, res=res) print("slope", slope) print("min slope", minimum_slope) @@ -264,7 +280,6 @@ def next(data, state: StrategyState): ic(state.time) #zatim vykladame full #positions = int(int(state.vars.maxpozic)/int(state.vars.chunk)) - state.ilog(e="BUY SIGNAL", ema=state.indicators.ema[-1], trend=state.vars.Trend) vyloz() ## testuje aktualni cenu od nejvyssi visici limitky @@ -281,10 +296,9 @@ def next(data, state: StrategyState): maxprice = max(state.vars.pendingbuys.values()) print("max cena v orderbuys", maxprice) if state.interface.get_last_price(state.symbol) > float(maxprice) + state.vars.ticks2reset: - print("ujelo to vice nez o " + str(state.vars.ticks2reset) + ", rusime limit buye") - state.ilog(e="Ujelo to o více " + str(state.vars.ticks2reset), msg="rusime PB buye") ##TODO toto nejak vymyslet - duplikovat? res = asyncio.run(state.cancel_pending_buys()) + state.ilog(e="UJELO to o více " + str(state.vars.ticks2reset), msg="zrusene pb buye", pb=state.vars.pendingbuys) #PENDING BUYS SPENT - PART @@ -336,6 +350,9 @@ def init(state: StrategyState): print("INIT v main",state.name) state.indicators['ema'] = [] state.indicators['slope'] = [] + #static indicators - those not series based + state.statinds['angle'] = {} + #state.indicators['roc'] = [] #state.ilog(e="INIT", stratvars=state.vars) @@ -351,15 +368,15 @@ def main(): name = os.path.basename(__file__) se = Event() pe = Event() - s = StrategyOrderLimitVykladaci(name = name, symbol = "BAC", account=Account.ACCOUNT2, next=next, init=init, stratvars=stratvars, open_rush=10, close_rush=0, pe=pe, se=se) + s = StrategyOrderLimitVykladaci(name = name, symbol = "BAC", account=Account.ACCOUNT1, next=next, init=init, stratvars=stratvars, open_rush=10, close_rush=0, pe=pe, se=se) s.set_mode(mode = Mode.BT, debug = False, - start = datetime(2023, 4, 10, 9, 30, 0, 0, tzinfo=zoneNY), - end = datetime(2023, 4, 10, 9, 35, 0, 0, tzinfo=zoneNY), + start = datetime(2023, 4, 14, 10, 42, 0, 0, tzinfo=zoneNY), + end = datetime(2023, 4, 14, 14, 35, 0, 0, tzinfo=zoneNY), cash=100000) #na sekundovem baru nezaokrouhlovat MAcko - s.add_data(symbol="BAC",rectype=RecordType.BAR,timeframe=5,minsize=100,update_ltp=True,align=StartBarAlign.ROUND,mintick=0, exthours=True) + s.add_data(symbol="BAC",rectype=RecordType.BAR,timeframe=2,minsize=100,update_ltp=True,align=StartBarAlign.ROUND,mintick=0, exthours=False) #s.add_data(symbol="C",rectype=RecordType.BAR,timeframe=1,filters=None,update_ltp=True,align=StartBarAlign.ROUND,mintick=0) s.start() diff --git a/v2realbot/static/index.html b/v2realbot/static/index.html index 0facb64..c7492bf 100644 --- a/v2realbot/static/index.html +++ b/v2realbot/static/index.html @@ -16,30 +16,6 @@
- - -
-
12233 Event
-
- Detaila mozna structured - Lorem ipsum dolor sit amet, consectetur adipisicing elit, - sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, - quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. -
-
- -
-
12233 Event
-
- Detaila mozna structured - Lorem ipsum dolor sit amet, consectetur adipisicing elit, - sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, - quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. -
-
- - -

Status: Not connected

@@ -286,7 +262,11 @@
-
+
+
+ + +
diff --git a/v2realbot/static/js/mychart.js b/v2realbot/static/js/mychart.js index 15ca211..b5832d0 100644 --- a/v2realbot/static/js/mychart.js +++ b/v2realbot/static/js/mychart.js @@ -29,7 +29,7 @@ const vwapSeries = chart.addLineSeries({ lastValueVisible: false }) -chart.timeScale().fitContent(); +//chart.timeScale().fitContent(); //TBD dynamicky zobrazovat vsechny indikatory //document.getElementById('chart').style.display = 'inline-block'; diff --git a/v2realbot/static/js/mytables.js b/v2realbot/static/js/mytables.js index d9aae48..0f4818b 100644 --- a/v2realbot/static/js/mytables.js +++ b/v2realbot/static/js/mytables.js @@ -399,6 +399,7 @@ $("#runModal").on('submit','#runForm', function(event){ localStorage.setItem("debug", $('#debug').val()); event.preventDefault(); $('#run').attr('disabled','disabled'); + var formData = $(this).serializeJSON(); //rename runid to id Object.defineProperty(formData, "id", Object.getOwnPropertyDescriptor(formData, "runid")); @@ -415,7 +416,13 @@ $("#runModal").on('submit','#runForm', function(event){ method:"PUT", contentType: "application/json", data: jsonString, - success:function(data){ + success:function(data){ + //pokud mame subscribnuto na RT + if ($('#subscribe').prop('checked')) { + //subscribe input value gets id of current runner + $('#runnerId').val($('#runid').val()); + $( "#bt-conn" ).trigger( "click" ); + } $('#runForm')[0].reset(); window.$('#runModal').modal('hide'); $('#run').attr('disabled', false); diff --git a/v2realbot/static/js/mywebsocket.js b/v2realbot/static/js/mywebsocket.js index 1977473..e591f73 100644 --- a/v2realbot/static/js/mywebsocket.js +++ b/v2realbot/static/js/mywebsocket.js @@ -2,8 +2,11 @@ const momentumIndicatorNames = ["roc", "slope"] var indList = [] var pbiList = [] var ws = null; +var logcnt = 0 var positionsPriceLine = null var limitkaPriceLine = null +var angleSeries = 1 + function connect(event) { var runnerId = document.getElementById("runnerId") try { @@ -21,7 +24,7 @@ function connect(event) { ws.onmessage = function(event) { var parsed_data = JSON.parse(event.data) - console.log(JSON.stringify(parsed_data)) + //console.log(JSON.stringify(parsed_data)) //check received data and display lines if (parsed_data.hasOwnProperty("bars")) { @@ -38,6 +41,7 @@ function connect(event) { } if (parsed_data.hasOwnProperty("bars")) { + console.log("mame bary") var bar = parsed_data.bars candlestickSeries.update(bar); volumeSeries.update({ @@ -53,7 +57,7 @@ function connect(event) { //loglist if (parsed_data.hasOwnProperty("iter_log")) { iterLogList = parsed_data.iter_log - console.log("Incoming logline object") + //console.log("Incoming logline object") var lines = document.getElementById('lines') var line = document.createElement('div') @@ -63,21 +67,38 @@ function connect(event) { lines.appendChild(line) iterLogList.forEach((logLine) => { - console.log("logline item") - console.log(JSON.stringify(logLine,null,2)) - row = logLine.time + " " + logLine.event + ":" + logLine.message; + //console.log("logline item") + //console.log(JSON.stringify(logLine,null,2)) + + //
+ //
12233 Event
+ //
+ // Detaila mozna structured + // Lorem ipsum dolor sit amet, consectetur adipisicing elit, + // sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, + // quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. + //
+ //
+ + + logcnt++; + row = '
'+logLine.time + " " + logLine.event + ' - '+ logLine.message+'
' str_row = JSON.stringify(logLine.details, null, 2) + + row_detail = '
' + str_row + '
' + var lines = document.getElementById('lines') var line = document.createElement('div') line.classList.add("line") - //const newLine = document.createTextNode(row) + line.insertAdjacentHTML( 'beforeend', row ); + line.insertAdjacentHTML( 'beforeend', row_detail ); //line.appendChild(newLine) - var pre = document.createElement("span") - pre.classList.add("pidi") - const stLine = document.createTextNode(str_row) - pre.appendChild(stLine) - line.appendChild(pre) + //var pre = document.createElement("span") + //pre.classList.add("pidi") + //const stLine = document.createTextNode(str_row) + //pre.appendChild(stLine) + //line.appendChild(pre) lines.appendChild(line) }); $('#messages').animate({ @@ -100,7 +121,7 @@ function connect(event) { candlestickSeries.removePriceLine(limitkaPriceLine) } limitkaPriceLine = candlestickSeries.createPriceLine(limitkaLine); - } + } if (parsed_data.hasOwnProperty("pendingbuys")) { @@ -108,7 +129,7 @@ function connect(event) { //vymazeme vsechny predchozi instance pendingbuys if (pbiList.length) { - console.log(pbiList) + //console.log(pbiList) pbiList.forEach((line) => { candlestickSeries.removePriceLine(line) }); @@ -116,9 +137,9 @@ function connect(event) { } //zobrazime pendingbuys a ulozime instance do pole - console.log("pred loopem") + //console.log("pred loopem") for (const [orderid, price] of Object.entries(pendingbuys)) { - console.log("v loopu", price) + //console.log("v loopu", price) const pbLine = { price: parseFloat(price), color: "#e3a059", @@ -149,52 +170,99 @@ function connect(event) { candlestickSeries.removePriceLine(positionsPriceLine) } positionsPriceLine = candlestickSeries.createPriceLine(posLine); - } + } + + if (parsed_data.hasOwnProperty("statinds")) { + console.log("got static indicators") + var statinds = parsed_data.statinds + if (Object.keys(statinds).length > 0) { + console.log("got static indicators") + console.log(JSON.stringify(statinds)) + + for (const [klic, hodnota] of Object.entries(statinds)) { + console.log(JSON.stringify(klic)) + console.log(JSON.stringify(hodnota)) + + if (klic === "angle") { + + //nejsou vsechny hodnoty + if (Object.keys(hodnota).length > 0) { + console.log("angle nalezen"); + console.log(JSON.stringify(hodnota)); + if (angleSeries !== 1) { + console.log("angle neni jedna" + toString(angleSeries)) + chart.removeSeries(angleSeries) + } + + angleSeries = chart.addLineSeries({ + //title: key, + lineWidth: 2, + lineStyle: 2, + color: "#d432e6", + lastValueVisible: false, + priceLineVisible: false + }) + dataPoints = [{time: hodnota.lookbacktime, value: hodnota.lookbackprice},{ time: hodnota.time, value: hodnota.price}] + console.log("pridano") + console.log(toString(dataPoints)) + angleSeries.setData(dataPoints) + } + } + } + + + + + + + + + + } + } if (parsed_data.hasOwnProperty("indicators")) { + console.log("jsme uvnitr indikatoru") var indicators = parsed_data.indicators //if there are indicators it means there must be at least two keys (except time which is always present) if (Object.keys(indicators).length > 1) { for (const [key, value] of Object.entries(indicators)) { if (key !== "time") { - //if indicator exists in array, initialize it and store reference to array + //if indicator doesnt exists in array, initialize it and store reference to array const searchObject= indList.find((obj) => obj.name==key); if (searchObject == undefined) { - console.log("object new - init and add") + //console.log("object new - init and add") var obj = {name: key, series: null} if (momentumIndicatorNames.includes(key)) { obj.series = chart.addLineSeries({ priceScaleId: 'left', title: key, - lineWidth: 1, - }) + lineWidth: 1 + }); } else { obj.series = chart.addLineSeries({ //title: key, lineWidth: 1, lastValueVisible: false - }) + }); } obj.series.update({ time: indicators.time, value: value}); - indList.push(obj) + indList.push(obj); } - //indicator exists in an array, let update it + //indicator exists in an array, lets update it else { - console.log("object found - update") + //console.log("object found - update") searchObject.series.update({ time: indicators.time, value: value }); } } - - console.log(`${key}: ${value}`); } } - //chart.timeScale().fitContent(); } } ws.onclose = function(event) { diff --git a/v2realbot/static/main.css b/v2realbot/static/main.css index 0f61487..68843f6 100644 --- a/v2realbot/static/main.css +++ b/v2realbot/static/main.css @@ -61,6 +61,6 @@ pre { } .pidi { - display: block; + /* display: block; */ font-size: smaller; } \ No newline at end of file diff --git a/v2realbot/strategy/StrategyOrderLimitVykladaci.py b/v2realbot/strategy/StrategyOrderLimitVykladaci.py index e8b6613..49ede6a 100644 --- a/v2realbot/strategy/StrategyOrderLimitVykladaci.py +++ b/v2realbot/strategy/StrategyOrderLimitVykladaci.py @@ -18,12 +18,12 @@ class StrategyOrderLimitVykladaci(Strategy): async def orderUpdateBuy(self, data: TradeUpdate): o: Order = data.order - self.state.ilog(e="NOT:BUY_NOT_INCOMING", status=o.status, orderid=str(o.id)) + self.state.ilog(e="Příchozí BUY notifikace", msg="order status:"+o.status, status=o.status, orderid=str(o.id)) if o.status == OrderStatus.FILLED or o.status == OrderStatus.CANCELED: #pokud existuje objednavka v pendingbuys - vyhodime ji if self.state.vars.pendingbuys.pop(str(o.id), False): - self.state.ilog(e="NOT:BUY_NOT_DELETE_PB", msg="mazeme z pendingu", orderid=str(o.id), pb=self.state.vars.pendingbuys) + self.state.ilog(e="Příchozí BUY notifikace - mazeme ji z pb", msg="order status:"+o.status, orderid=str(o.id), pb=self.state.vars.pendingbuys) print("limit buy filled or cancelled. Vyhazujeme z pendingbuys.") ic(self.state.vars.pendingbuys) @@ -37,7 +37,7 @@ class StrategyOrderLimitVykladaci(Strategy): price=price2dec(float(o.filled_avg_price)+self.state.vars.profit) self.state.vars.limitka = await self.interface.sell_l(price=price, size=o.filled_qty) self.state.vars.limitka_price = price - self.state.ilog(e="NOT:BUY_NOT_LIMITKA_CREATE", msg="limitka neni vytvarime", orderid=str(o.id), limitka=str(self.state.vars.limitka), limtka_price=self.state.vars.limitka_price) + self.state.ilog(e="Příchozí BUY notif - vytvarime limitku", msg="order status:"+o.status, orderid=str(o.id), limitka=str(self.state.vars.limitka), limtka_price=self.state.vars.limitka_price) else: #avgp, pos self.state.avgp, self.state.positions = self.state.interface.pos() @@ -46,9 +46,9 @@ class StrategyOrderLimitVykladaci(Strategy): puvodni = self.state.vars.limitka self.state.vars.limitka = await self.interface.repl(price=cena,orderid=self.state.vars.limitka,size=int(self.state.positions)) self.state.vars.limitka_price = cena - self.state.ilog(e="NOT:BUY_NOT_LIMITKA_REPLACE", msg="limitka existuje-replace", orderid=str(o.id), limitka=str(self.state.vars.limitka), limtka_price=self.state.vars.limitka_price, puvodni_limitka=str(puvodni)) + self.state.ilog(e="Příchozí BUY notif - menime limitku", msg="order status:"+o.status, orderid=str(o.id), limitka=str(self.state.vars.limitka), limtka_price=self.state.vars.limitka_price, puvodni_limitka=str(puvodni)) except APIError as e: - self.state.ilog(e="NOT:BUY_NOT_LIMITKA_REPLACE_ERROR", msg=str(e), orderid=str(o.id), limitka=str(self.state.vars.limitka), limitka_price=self.state.vars.limitka_price, puvodni_limitka=str(puvodni)) + self.state.ilog(e="API ERROR pri zmene limitky", msg=str(e), orderid=str(o.id), limitka=str(self.state.vars.limitka), limitka_price=self.state.vars.limitka_price, puvodni_limitka=str(puvodni)) #stejne parametry - stava se pri rychle obratce, nevadi if e.code == 42210000: return 0,0 @@ -58,7 +58,7 @@ class StrategyOrderLimitVykladaci(Strategy): async def orderUpdateSell(self, data: TradeUpdate): if data.event == TradeEvent.PARTIAL_FILL: - self.state.ilog(e="NOT:SELL_PARTIAL_FILL", msg="pouze update pozic", orderid=str(data.order.id)) + self.state.ilog(e="SELL notifikace - Partial fill", msg="pouze update pozic", orderid=str(data.order.id)) ic("partial fill jen udpatujeme pozice") self.state.avgp, self.state.positions = self.interface.pos() elif data.event == TradeEvent.FILL or data.event == TradeEvent.CANCELED: @@ -74,7 +74,7 @@ class StrategyOrderLimitVykladaci(Strategy): self.state.vars.lastbuyindex = -5 self.state.vars.jevylozeno = 0 await self.state.cancel_pending_buys() - self.state.ilog(e="NOT:SELL_FILL_OR_CANCEL", msg="mazeme limitku a pb", orderid=str(data.order.id), pb=self.state.vars.pendingbuys) + self.state.ilog(e="Příchozí SELL - FILL nebo CANCEL - mazeme limitku a pb", msg="order status:"+ data.order.status, orderid=str(data.order.id), pb=self.state.vars.pendingbuys) #this parent method is called by strategy just once before waiting for first data def strat_init(self): @@ -89,7 +89,7 @@ class StrategyOrderLimitVykladaci(Strategy): def buy(self, size = None, repeat: bool = False): print("overriden method to size&check maximum ") if int(self.state.positions) >= self.state.vars.maxpozic: - self.state.ilog(e="BUY_REQ_MAX_POS_REACHED", msg="Pozadavek na buy, max pozic", curr_positions=self.state.positions) + self.state.ilog(e="buy Maxim mnozstvi naplneno", curr_positions=self.state.positions) print("max mnostvi naplneno") return 0 if size is None: @@ -105,13 +105,13 @@ class StrategyOrderLimitVykladaci(Strategy): def buy_l(self, price: float = None, size = None, repeat: bool = False): print("entering overriden BUY") if int(self.state.positions) >= self.state.vars.maxpozic: - self.state.ilog(e="BUY_REQ_MAX_POS_REACHED", msg="Pozadavek na buy, max pozic", price=price, size=size, curr_positions=self.state.positions) + self.state.ilog(e="buyl Maxim mnozstvi naplneno", price=price, size=size, curr_positions=self.state.positions) return 0 if size is None: size=self.state.vars.chunk if price is None: price=price2dec((self.state.interface.get_last_price(self.symbol))) ic(price) print("odesilame LIMIT s cenou/qty", price, size) - self.state.ilog(e="BUY_REQ_ORDER_SENDING", msg="Pozadavek na buy, odesilame do if", price=price, size=size) + self.state.ilog(e="odesilame buy_l do if", price=price, size=size) order = self.state.interface.buy_l(price=price, size=size) print("ukladame pendingbuys") self.state.vars.pendingbuys[str(order)]=price @@ -119,11 +119,11 @@ class StrategyOrderLimitVykladaci(Strategy): self.state.vars.lastbuyindex = self.state.bars['index'][-1] ic(self.state.blockbuy) ic(self.state.vars.lastbuyindex) - self.state.ilog(e="BUY_REQ_ORDER_SENT", msg="Uloženo do pb", order=str(order), pb=self.state.vars.pendingbuys) + self.state.ilog(e="Odslano a ulozeno do pb", order=str(order), pb=self.state.vars.pendingbuys) async def cancel_pending_buys(self): print("cancel pending buys called.") - self.state.ilog(e="CANCEL_ALL_PB_REQUESTED", pb=self.state.vars.pendingbuys) + self.state.ilog(e="Rusime pendingy", pb=self.state.vars.pendingbuys) ##proto v pendingbuys pridano str(), protoze UUIN nejde serializovat ##padalo na variable changed during iteration, pridano if len(self.state.vars.pendingbuys)>0: @@ -133,9 +133,9 @@ class StrategyOrderLimitVykladaci(Strategy): #nejprve vyhodime z pendingbuys self.state.vars.pendingbuys.pop(key, False) res = self.interface.cancel(key) - self.state.ilog(e="PB_CANCELLED", orderid=key, res=str(res)) + self.state.ilog(e="Pendingy zrusen pro"+str(key), orderid=str(key), res=str(res)) print("CANCEL PENDING BUYS RETURN", res) self.state.vars.pendingbuys={} self.state.vars.jevylozeno = 0 print("cancel pending buys end") - self.state.ilog(e="CANCEL_ALL_PB_FINISHED", pb=self.state.vars.pendingbuys) + self.state.ilog(e="Dokončeno zruseni vsech pb", pb=self.state.vars.pendingbuys) diff --git a/v2realbot/strategy/__pycache__/StrategyOrderLimitVykladaci.cpython-310.pyc b/v2realbot/strategy/__pycache__/StrategyOrderLimitVykladaci.cpython-310.pyc index 70bd52c..b70d00a 100644 Binary files a/v2realbot/strategy/__pycache__/StrategyOrderLimitVykladaci.cpython-310.pyc and b/v2realbot/strategy/__pycache__/StrategyOrderLimitVykladaci.cpython-310.pyc differ diff --git a/v2realbot/strategy/__pycache__/base.cpython-310.pyc b/v2realbot/strategy/__pycache__/base.cpython-310.pyc index bbca36c..78550ae 100644 Binary files a/v2realbot/strategy/__pycache__/base.cpython-310.pyc and b/v2realbot/strategy/__pycache__/base.cpython-310.pyc differ diff --git a/v2realbot/strategy/base.py b/v2realbot/strategy/base.py index 782948c..85e51cd 100644 --- a/v2realbot/strategy/base.py +++ b/v2realbot/strategy/base.py @@ -338,9 +338,16 @@ class Strategy: #odchyceny pripad, kdy indikatory jsou inicializovane, ale jeste v nich nejsou data, pak do WS nic neposilame try: rt_out["indicators"][key]= value[-1] + #zatim takto odchycene identifikatory, ktere nemaji list, ale dict - do budoucna predelat na samostatny typ "indicators_static" except IndexError: pass - + + #same for static indicators + if len(self.state.statinds) > 0: + rt_out["statinds"] = dict() + for key, value in self.state.statinds.items(): + rt_out["statinds"][key] = value + #vkladame average price and positions, pokud existuji #self.state.avgp , self.state.positions rt_out["positions"] = dict(time=self.state.time, positions=self.state.positions, avgp=self.state.avgp) @@ -363,8 +370,9 @@ class Strategy: print("RTQUEUE INSERT") #send current values to Realtime display on frontend #all datetime values are converted to timestamp - self.rtqueue.put(json.dumps(rt_out, default=json_serial)) - print("RTQUEUE", self.rtqueue) + if self.rtqueue is not None: + self.rtqueue.put(json.dumps(rt_out, default=json_serial)) + print("RTQUEUE", self.rtqueue) #cleaning iterlog lsit #TODO pridat cistku i mimo RT blok @@ -466,6 +474,7 @@ class StrategyState: self.bars = AttributeDict(bars) self.trades = AttributeDict(trades) self.indicators = AttributeDict(time=[]) + self.statinds = AttributeDict() #these methods can be overrided by StrategyType (to add or alter its functionality) self.buy = self.interface.buy self.buy_l = self.interface.buy_l diff --git a/v2realbot/utils/__pycache__/utils.cpython-310.pyc b/v2realbot/utils/__pycache__/utils.cpython-310.pyc index b6375bb..4042b81 100644 Binary files a/v2realbot/utils/__pycache__/utils.cpython-310.pyc and b/v2realbot/utils/__pycache__/utils.cpython-310.pyc differ diff --git a/v2realbot/utils/utils.py b/v2realbot/utils/utils.py index d8684fa..25ff9f6 100644 --- a/v2realbot/utils/utils.py +++ b/v2realbot/utils/utils.py @@ -15,6 +15,7 @@ from typing import List import tomli from v2realbot.config import DATA_DIR import requests +from uuid import UUID def send_to_telegram(message): apiToken = '5836666362:AAGPuzwp03tczMQTwTBiHW6VsZZ-1RCMAEE' @@ -35,7 +36,9 @@ def json_serial(obj): if isinstance(obj, (datetime, date)): return obj.timestamp() - raise TypeError ("Type %s not serializable" % type(obj)) + if isinstance(obj, UUID): + return str(obj) + raise TypeError (str(obj)+"Type %s not serializable" % type(obj)) def parse_toml_string(tomlst: str): try: