oprava rel profit + exit protection

v2realbot/controller/services.py

@@ -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

v2realbot/static/js/libs/prism/prism-log.js

@@ -36,7 +36,7 @@ Prism.languages.log = {
 			alias: ['info', 'keyword']
 		},
 		{
-			pattern: /\b(?:DBG|DEBUG|FINE|REVERSE|ADD|EXITADD|SIGNAL|PRECOND)\b/,
+			pattern: /\b(?:DBG|DEBUG|FINE|REVERSE|ADD|EXITADD|DONT_EXIT|SIGNAL|PRECOND)\b/,
 			alias: ['debug', 'keyword']
 		},
 		{

v2realbot/strategy/StrategyClassicSL.py

@@ -36,35 +36,34 @@ class StrategyClassicSL(Strategy):
         max_sum_profit_to_quit_rel = safe_get(self.state.vars, "max_sum_profit_to_quit_rel", None)
         max_sum_loss_to_quit_rel = safe_get(self.state.vars, "max_sum_loss_to_quit_rel", None)
 
+        rel_profit  = round(float(np.sum(self.state.rel_profit_cum)),5)
         if max_sum_profit_to_quit_rel is not None:
-            rel_profit  = round(float(np.mean(self.state.rel_profit_cum)),5)
             if rel_profit >= float(max_sum_profit_to_quit_rel):
-                self.state.ilog(e=f"QUITTING MAX SUM REL PROFIT REACHED {max_sum_profit_to_quit_rel=} {self.state.profit=} {rel_profit=}")
+                self.state.ilog(e=f"QUITTING MAX SUM REL PROFIT REACHED {max_sum_profit_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
                 self.state.vars.pending = "max_sum_profit_to_quit_rel"
-                send_to_telegram(f"QUITTING MAX SUM REL PROFIT REACHED {max_sum_profit_to_quit_rel=} {self.state.profit=} {rel_profit=}")
+                send_to_telegram(f"QUITTING MAX SUM REL PROFIT REACHED {max_sum_profit_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
                 self.se.set()
                 return True
         if max_sum_loss_to_quit_rel is not None:
-            rel_profit  = round(float(np.mean(self.state.rel_profit_cum)),5)
             if rel_profit < 0 and rel_profit <= float(max_sum_loss_to_quit_rel):
-                self.state.ilog(e=f"QUITTING MAX SUM REL LOSS REACHED {max_sum_loss_to_quit_rel=} {self.state.profit=} {rel_profit=}")
+                self.state.ilog(e=f"QUITTING MAX SUM REL LOSS REACHED {max_sum_loss_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
                 self.state.vars.pending = "max_sum_loss_to_quit_rel"
-                send_to_telegram(f"QUITTING MAX SUM REL LOSS REACHED {max_sum_loss_to_quit_rel=} {self.state.profit=} {rel_profit=}")
+                send_to_telegram(f"QUITTING MAX SUM REL LOSS REACHED {max_sum_loss_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
                 self.se.set()
                 return True
 
         if max_sum_profit_to_quit is not None:
             if float(self.state.profit) >= float(max_sum_profit_to_quit):
-                self.state.ilog(e=f"QUITTING MAX SUM ABS PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=} {rel_profit=}")
+                self.state.ilog(e=f"QUITTING MAX SUM ABS PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
                 self.state.vars.pending = "max_sum_profit_to_quit"
-                send_to_telegram(f"QUITTING MAX SUM ABS PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=} {rel_profit=}")
+                send_to_telegram(f"QUITTING MAX SUM ABS PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
                 self.se.set()
                 return True
         if max_sum_loss_to_quit is not None:
             if float(self.state.profit) < 0 and float(self.state.profit) <= float(max_sum_loss_to_quit):
-                self.state.ilog(e=f"QUITTING MAX SUM ABS LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=} {rel_profit=}")
+                self.state.ilog(e=f"QUITTING MAX SUM ABS LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
                 self.state.vars.pending = "max_sum_loss_to_quit"
-                send_to_telegram(f"QUITTING MAX SUM ABS LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=} {rel_profit=}")
+                send_to_telegram(f"QUITTING MAX SUM ABS LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
                 self.se.set()
                 return True
 
@@ -135,7 +134,7 @@ class StrategyClassicSL(Strategy):
                     #TODO pokud mame partial exit, tak se spravne vypocita relativni profit, ale
                     #  je jen na mensi mnozszvi take z nej delat cum_calculate je blbost - OPRAVIT
                     self.state.rel_profit_cum.append(rel_profit)
-                    rel_profit_cum_calculated = round(np.mean(self.state.rel_profit_cum),5)
+                    rel_profit_cum_calculated = round(np.sum(self.state.rel_profit_cum),5)
 
                 self.state.ilog(e=f"BUY notif - SHORT PROFIT:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)} rel:{float(rel_profit)} rel_cum:{round(rel_profit_cum_calculated,7)}", msg=str(data.event), rel_profit_cum=str(self.state.rel_profit_cum), bought_amount=bought_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
 
@@ -264,7 +263,7 @@ class StrategyClassicSL(Strategy):
                 #pokud jde o finalni FILL - pridame do pole relativnich profit (ze ktereho se pocita kumulativni relativni profit)
                 if data.event == TradeEvent.FILL:
                     self.state.rel_profit_cum.append(rel_profit)
-                    rel_profit_cum_calculated = round(np.mean(self.state.rel_profit_cum),5)
+                    rel_profit_cum_calculated = round(np.sum(self.state.rel_profit_cum),5)
 
                 self.state.ilog(e=f"SELL notif - PROFIT:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)} rel:{float(rel_profit)} rel_cum:{round(rel_profit_cum_calculated,7)}", msg=str(data.event), rel_profit_cum = str(self.state.rel_profit_cum), sold_amount=sold_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
 

v2realbot/strategy/base.py

@@ -706,6 +706,7 @@ class StrategyState:
         self.resolution = None
         self.runner_id = runner_id
         self.bt = bt
+        self.dont_exit_already_activated = False
         self.ilog_save = ilog_save
         self.sl_optimizer_short = optimsl.SLOptimizer(ptm.TradeDirection.SHORT)
         self.sl_optimizer_long = optimsl.SLOptimizer(ptm.TradeDirection.LONG)

v2realbot/strategyblocks/activetrade/close/close_position.py

@@ -38,6 +38,7 @@ def close_position(state, data, direction: TradeDirection, reason: str, followup
     
     #pri uzavreni tradu zapisujeme SL history - lepsi zorbazeni v grafu
     insert_SL_history(state)
+    state.dont_exit_already_activated = False
     state.vars.pending = state.vars.activeTrade.id
     state.vars.activeTrade = None   
     state.vars.last_exit_index = data["index"]    

v2realbot/strategyblocks/activetrade/close/conditions.py

@@ -21,34 +21,53 @@ def dontexit_protection_met(state, data, direction: TradeDirection):
     else:
         smer = "short"
 
-    mother_signal = state.vars.activeTrade.generated_by
+    #zapracovana optimalizace, kdy po aktivovanem DONTEXITU to opet klesne pod profit a neprodá se
+    #vyreseno pri kazde aktivaci se vyplni flag already_activated
+    #pri naslednem false podminky se v pripade, ze je aktivovany flag posle True - 
+    #take se vyrusi v closu
+    def process_result(result):
+        if result:
+            state.dont_exit_already_activated = True
+            return True
+        else:
+            return False
 
-    if mother_signal is not None:
+    def evaluate_result():
-        #TESTUJEME DONT_EXIT_
+        mother_signal = state.vars.activeTrade.generated_by
-        cond_dict = state.vars.conditions[KW.dont_exit][mother_signal][smer]
+
+        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, already_activated=str(state.dont_exit_already_activated))
+            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, already_activated=str(state.dont_exit_already_activated))
+            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 {mother_signal} {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+        state.ilog(lvl=1,e=f"DONT_EXIT common {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict, already_activated=str(state.dont_exit_already_activated))
         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)
+        state.ilog(lvl=1,e=f"DONT_EXIT common {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict, already_activated=str(state.dont_exit_already_activated))
-        if result:
+        return result
-            return True
+
-        
+    #nejprve evaluujeme vsechny podminky
-    cond_dict = state.vars.conditions[KW.dont_exit]["common"][smer]            
+    result = evaluate_result()
-    #OR 
+
-    result, conditions_met = evaluate_directive_conditions(state, cond_dict, "OR")
+    #pak evaluujeme vysledek a vracíme
-    state.ilog(lvl=1,e=f"DONT_EXIT common {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+    return process_result(result)
-    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:

v2realbot/strategyblocks/activetrade/close/evaluate_close.py

@@ -96,6 +96,13 @@ def eval_close_position(state: StrategyState, data):
                 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
+            #pokud je cena horsi, ale byla uz dont exit aktivovany - pak prodavame také
+            elif state.dont_exit_already_activated == True:
+                #TODO toto mozna take na direktivu, timto neprodavame pokud porkacuje trend - EXIT_PROT_BOUNCE_IMMEDIATE
+                #if dontexit_protection_met(state=state, data=data,direction=TradeDirection.SHORT) is False:
+                close_position(state=state, data=data, direction=TradeDirection.SHORT, reason=f"EXIT PROTECTION BOUNCE {state.dont_exit_already_activated=}")
+                state.dont_exit_already_activated = False
+                return
 
             #FORCED EXIT PRI KONCI DNE
             if eod_exit_activated(state, data, TradeDirection.SHORT):
@@ -177,7 +184,14 @@ def eval_close_position(state: StrategyState, data):
                 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
-
+            #pokud je cena horsi, ale byl uz dont exit aktivovany - pak prodavame také
+            elif state.dont_exit_already_activated == True:
+                #TODO toto mozna take na direktivu, timto neprodavame pokud porkacuje trend - EXIT_PROT_BOUNCE_IMMEDIATE
+                # if dontexit_protection_met(state=state, data=data,direction=TradeDirection.LONG) is False:
+                close_position(state=state, data=data, direction=TradeDirection.LONG, reason=f"EXIT PROTECTION BOUNCE {state.dont_exit_already_activated=}")
+                state.dont_exit_already_activated = False
+                return
+            
             #FORCED EXIT PRI KONCI DNE
             if eod_exit_activated(state, data, TradeDirection.LONG):
                     close_position(state=state, data=data, direction=TradeDirection.LONG, reason="EOD EXIT ACTIVATED")

v2realbot/strategyblocks/indicators/indicators_hub.py

@@ -55,7 +55,7 @@ def populate_all_indicators(data, state: StrategyState):
     #TODO tento lof patri spis do nextu classic SL - je poplatny typu stratefie
     #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} GP:{state.vars.activeTrade.goal_price if state.vars.activeTrade is not None else None} profit:{round(float(state.profit),2)} profit_rel:{round(np.mean(state.rel_profit_cum),6) if len(state.rel_profit_cum)>0 else 0} Trades:{len(state.tradeList)} pend:{state.vars.pending}", rel_profit_cum=str(state.rel_profit_cum), 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))
+    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} GP:{state.vars.activeTrade.goal_price if state.vars.activeTrade is not None else None} profit:{round(float(state.profit),2)} profit_rel:{round(np.sum(state.rel_profit_cum),6) if len(state.rel_profit_cum)>0 else 0} Trades:{len(state.tradeList)} pend:{state.vars.pending}", rel_profit_cum=str(state.rel_profit_cum), 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))
     
     #kroky pro CONFIRMED BAR only
     if conf_bar == 1: