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oprava rel profit + exit protection

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This commit is contained in:
David Brazda
2023-11-16 17:09:27 +01:00
parent ce24c43218
commit cc64026ade
8 changed files with 72 additions and 38 deletions
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6
v2realbot/controller/services.py
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@ -669,7 +669,7 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
res["profit"]["batch_sum_rel_profit"] = inter_batch_params["batch_rel_profit"]
#rel_profit zprumerovane
res["profit"]["daily_rel_profit_avg"] = float(np.mean(strat.state.rel_profit_cum)) if len(strat.state.rel_profit_cum) > 0 else 0
res["profit"]["daily_rel_profit_avg"] = float(np.sum(strat.state.rel_profit_cum)) if len(strat.state.rel_profit_cum) > 0 else 0
#rel_profit rozepsane zisky
res["profit"]["daily_rel_profit_list"] = strat.state.rel_profit_cum
@ -728,7 +728,7 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
mpt_string = "PT"+str(max_profit_time.hour)+":"+str(max_profit_time.minute) if max_profit_time is not None else ""
mlt_string ="LT"+str(max_loss_time.hour)+":"+str(max_loss_time.minute) if max_loss_time is not None else ""
rp_string = "RP" + str(float(np.mean(strat.state.rel_profit_cum))) if len(strat.state.rel_profit_cum) >0 else "noRP"
rp_string = "RP" + str(float(np.sum(strat.state.rel_profit_cum))) if len(strat.state.rel_profit_cum) >0 else "noRP"
##summary pro rychle zobrazeni P333L-222 PT9:30 PL10:30
res["profit"]["sum"]="P"+str(int(max_profit))+"L"+str(int(max_loss))+" "+ mpt_string+" " + mlt_string + rp_string + " "+str(strat.state.rel_profit_cum)
@ -768,7 +768,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
#add profit of this batch iteration to batch_sum_profit
if inter_batch_params is not None:
inter_batch_params["batch_profit"] += round(float(strat.state.profit),2)
inter_batch_params["batch_rel_profit"] += float(np.mean(strat.state.rel_profit_cum)) if len(strat.state.rel_profit_cum) > 0 else 0
inter_batch_params["batch_rel_profit"] += float(np.sum(strat.state.rel_profit_cum)) if len(strat.state.rel_profit_cum) > 0 else 0
#WIP