targetema labeler

v2realbot/loader/trade_offline_streamer.py

@@ -169,7 +169,7 @@ class Trade_Offline_Streamer(Thread):
 
             #cache resime jen kdyz backtestujeme cely den
             #pokud ne tak ani necteme, ani nezapisujeme do cache
-            if self.time_to >= day.close:
+            if self.time_to >= day.close and self.time_from <= day.open:
                 #tento odstavec obchazime pokud je nastaveno "dont_use_cache"
                 stream_btdata = self.to_run[symbpole[0]][0]
                 cache_btdata, file_btdata = stream_btdata.get_cache(day.open, day.close)

v2realbot/strategyblocks/indicators/custom/target.py

@@ -159,7 +159,8 @@ def pct_delta(base, second_number):
 def add_pct(pct, value):
     """
     Add a percentage to a value. If pct is negative it is subtracted.
-
+    print(add_pct(1,100))
+    
     Parameters:
     pct (float): The percentage to add (e.g., 10 for 10%).
     value (float): The original value.

v2realbot/strategyblocks/indicators/custom/targetema.py

@@ -0,0 +1,79 @@
+from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, 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, find_index_optimized
+from rich import print as printanyway
+from traceback import format_exc
+import numpy as np
+from collections import defaultdict
+
+#target algorithm for ML
+""""
+GOLDEN CROSS
+Target algorithm. 
+
+if divergence of ema_slow and source is above/below threshold it labels the area as 1 or -1.
+Where
+- start is last crossing of source with ema and 
+- end is the current position -1
+"""""
+def targetema(state, params, name):
+    funcName = "targetema"
+    window_length_value = safe_get(params, "window_length_value", None)
+    window_length_unit= safe_get(params, "window_length_unit", "position")
+
+    source = safe_get(params, "source", None)
+    source_series = get_source_series(state, source, True)
+    ema_slow = safe_get(params, "ema_slow", None)
+    ema_slow_series = get_source_series(state, ema_slow, True)
+    ema_div = safe_get(params, "ema_div", None)
+    ema_div_series = get_source_series(state, ema_div)
+    div_pos_threshold = safe_get(params, "div_pos_threshold", None)
+    div_neg_threshold = safe_get(params, "div_neg_threshold", None)
+    #mezi start a end price musi byt tento threshold
+    req_min_pct_chng = float(safe_get(params, "req_min_pct_chng", 0.04))   #required PCT chng
+
+    if div_pos_threshold is not None and ema_div_series[-1] > div_pos_threshold:
+
+        # Finding first index where vwap is smaller than ema_slow (last cross)
+        idx = np.where(source_series < ema_slow_series)[0]
+        if idx.size > 0:
+            #if the value on the cross has min_pct from current price to qualify
+            qual_price = source_series[idx[-1]] * (1 + req_min_pct_chng/100)
+            qualified = qual_price < source_series[-1]
+            if qualified:
+                first_idx = -len(source_series) + idx[-1]
+                #fill target list with 1 from crossed point until last
+                target_list = get_source_series(state, name)
+                target_list[first_idx:] = [1] * abs(first_idx)
+            return 0, 0
+    elif div_neg_threshold is not None and ema_div_series[-1] < div_neg_threshold:
+
+        # Finding first index where vwap is smaller than ema_slow (last cross) and price at cross must respect min PCT threshold
+        idx = np.where(source_series > ema_slow_series)[0]
+        if idx.size > 0:
+            #porovname zda mezi aktualni cenou a cenou v crossu je dostatecna pro kvalifikaci
+            qual_price = source_series[idx[-1]] * (1 - req_min_pct_chng/100)
+            qualified = qual_price>source_series[-1]
+            if qualified:
+                first_idx = -len(source_series) + idx[-1]
+                #fill target list with 1 from crossed point until last
+                target_list = get_source_series(state, name)
+                target_list[first_idx:] = [-1] * abs(first_idx)
+            return 0, 0
+
+    return 0, 0
+
+def add_pct(pct, value):
+    """
+    Add a percentage to a value. If pct is negative it is subtracted.
+    print(add_pct(1,100))
+    
+    Parameters:
+    pct (float): The percentage to add (e.g., 10 for 10%).
+    value (float): The original value.
+
+    Returns:
+    float: The new value after adding the percentage.
+    """
+    return value * (1 + pct / 100)

v2realbot/strategyblocks/indicators/helpers.py

@@ -1,7 +1,7 @@
 from v2realbot.utils.utils import isrising, isfalling,isfallingc, isrisingc, 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
-
+import numpy as np
 
 """
 TODO pripadne dat do 
@@ -98,28 +98,33 @@ def get_source_or_MA(state, indicator):
             except KeyError:
                 return state.cbar_indicators[indicator]
 
-def get_source_series(state, source: str):
+def get_source_series(state, source: str, numpy: bool = False):
     """
     Podporujeme krome klice v bar a indikatoru a dalsi doplnujici, oddelene _ napr. dailyBars_close
     vezme serii static.dailyBars[close]
     """
-
+    ret_list = None
     split_index = source.find("|")
     if split_index == -1:
         try:
-            return state.bars[source]
+            ret_list = state.bars[source]
         except KeyError:
             try:
-                return state.indicators[source]
+                ret_list = state.indicators[source]
             except KeyError:
                 try:
-                    return state.cbar_indicators[source]
+                    ret_list = state.cbar_indicators[source]
                 except KeyError:
-                    return None
+                    pass
     else:
         dict_name = source[:split_index]
         key = source[split_index + 1:]
-        return getattr(state, dict_name)[key]
+        ret_list = getattr(state, dict_name)[key]
+    
+    if ret_list is not None and numpy:
+        ret_list = np.array(ret_list)
+    
+    return ret_list
 
 #TYTO NEJSPIS DAT do util
 #vrati true pokud dany indikator prekrocil threshold dolu