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gui js refactors + ilogs database

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This commit is contained in:
David Brazda
2023-05-05 18:20:52 +02:00
parent 4691599276
commit d9abc19c1f
26 changed files with 1105 additions and 305 deletions
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92
v2realbot/controller/services.py
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@ -6,11 +6,12 @@ from alpaca.data.requests import StockTradesRequest, StockBarsRequest
from alpaca.data.enums import DataFeed
from alpaca.data.timeframe import TimeFrame
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account
from v2realbot.common.model import StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveDetail, RunArchiveChange
from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string, json_serial
from v2realbot.common.model import StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveDetail, RunArchiveChange, Bar
from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours
from v2realbot.utils.ilog import delete_logs
from datetime import datetime
from threading import Thread, current_thread, Event, enumerate
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT
import importlib
from queue import Queue
from tinydb import TinyDB, Query, where
@ -117,7 +118,7 @@ def delete_stratin(id: UUID):
def inject_stratvars(id: UUID, stratvars_parsed_new: AttributeDict, stratvars_parsed_old: AttributeDict):
for i in db.runners:
if str(i.id) == str(id):
if str(i.strat_id) == str(id):
#inject only those changed, some of them cannot be changed (for example pendingbuys)
changed_keys = []
@ -180,7 +181,7 @@ def modify_stratin_running(si: StrategyInstance, id: UUID):
##enable realtime chart - inject given queue for strategy instance
##webservice listens to this queue
async def stratin_realtime_on(id: UUID, rtqueue: Queue):
async def runner_realtime_on(id: UUID, rtqueue: Queue):
for i in db.runners:
if str(i.id) == str(id):
i.run_instance.rtqueue = rtqueue
@ -189,7 +190,7 @@ async def stratin_realtime_on(id: UUID, rtqueue: Queue):
print("ERROR NOT FOUND")
return -2
async def stratin_realtime_off(id: UUID):
async def runner_realtime_off(id: UUID):
for i in db.runners:
if str(i.id) == str(id):
i.run_instance.rtqueue = None
@ -199,7 +200,7 @@ async def stratin_realtime_off(id: UUID):
return -2
##controller (run_stratefy, pause, stop, reload_params)
def pause_stratin(id: UUID):
def pause_runner(id: UUID):
for i in db.runners:
print(i.id)
if str(i.id) == id:
@ -215,7 +216,7 @@ def pause_stratin(id: UUID):
print("no ID found")
return (-1, "not running instance found")
def stop_stratin(id: UUID = None):
def stop_runner(id: UUID = None):
chng = []
for i in db.runners:
#print(i['id'])
@ -236,6 +237,13 @@ def stop_stratin(id: UUID = None):
return (-2, "not found" + str(id))
def is_stratin_running(id: UUID):
for i in db.runners:
if str(i.strat_id) == str(id):
if i.run_started is not None and i.run_stopped is None:
return True
return False
def is_runner_running(id: UUID):
for i in db.runners:
if str(i.id) == str(id):
if i.run_started is not None and i.run_stopped is None:
@ -280,14 +288,14 @@ def capsule(target: object, db: object):
i.run_pause_ev = None
i.run_stop_ev = None
#ukladame radek do historie (pozdeji refactor)
save_history(id=i.id, st=target, runner=i, reason=reason)
save_history(id=i.strat_id, st=target, runner=i, reason=reason)
#store in archive header and archive detail
archive_runner(runner=i, strat=target)
#mazeme runner po skonceni instance
db.runners.remove(i)
print("Runner STOPPED")
#stratin run
def run_stratin(id: UUID, runReq: RunRequest):
if runReq.mode == Mode.BT:
if runReq.bt_from is None:
@ -336,7 +344,12 @@ def run_stratin(id: UUID, runReq: RunRequest):
next=next,
init=init,
stratvars=stratvars,
open_rush=open_rush, close_rush=close_rush, pe=pe, se=se)
open_rush=open_rush,
close_rush=close_rush,
pe=pe,
se=se,
runner_id=id,
ilog_save=runReq.ilog_save)
print("instance vytvorena", instance)
#set mode
if runReq.mode == Mode.LIVE or runReq.mode == Mode.PAPER:
@ -359,7 +372,9 @@ def run_stratin(id: UUID, runReq: RunRequest):
vlakno.start()
print("Spuštěna", instance.name)
##storing the attributtes - pozor pri stopu je zase odstranit
runner = Runner(id = i.id,
#id runneru je nove id, stratin se dava dalsiho parametru
runner = Runner(id = id,
strat_id = i.id,
run_started = datetime.now(zoneNY),
run_pause_ev = pe,
run_name = name,
@ -368,13 +383,14 @@ def run_stratin(id: UUID, runReq: RunRequest):
run_stop_ev = se,
run_thread = vlakno,
run_account = runReq.account,
run_ilog_save = runReq.ilog_save,
run_mode = runReq.mode,
run_instance = instance)
db.runners.append(runner)
print(db.runners)
print(i)
print(enumerate())
return (0, i.id)
return (0, id)
except Exception as e:
return (-2, "Exception: "+str(e))
return (-2, "not found")
@ -403,9 +419,17 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
else:
bp_from = None
bp_to = None
id = uuid4()
runArchive: RunArchive = RunArchive(id = id,
strat_id = runner.id,
settings = dict(resolution=strat.state.timeframe,
rectype=strat.state.rectype,
configs=dict(
BT_FILL_CONS_TRADES_REQUIRED=BT_FILL_CONS_TRADES_REQUIRED,
BT_FILL_LOG_SURROUNDING_TRADES=BT_FILL_LOG_SURROUNDING_TRADES,
BT_FILL_CONDITION_BUY_LIMIT=BT_FILL_CONDITION_BUY_LIMIT,
BT_FILL_CONDITION_SELL_LIMIT=BT_FILL_CONDITION_SELL_LIMIT))
runArchive: RunArchive = RunArchive(id = runner.id,
strat_id = runner.strat_id,
name=runner.run_name,
note=runner.run_note,
symbol=runner.run_symbol,
@ -413,9 +437,11 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
stopped=runner.run_stopped,
mode=runner.run_mode,
account=runner.run_account,
ilog_save=runner.run_ilog_save,
bt_from=bp_from,
bt_to = bp_to,
stratvars = strat.state.vars,
settings = settings,
profit=round(float(strat.state.profit),2),
trade_count=len(strat.state.tradeList),
end_positions=strat.state.positions,
@ -434,7 +460,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance):
print("is not numpy", key, value)
flattened_indicators[key]= value
runArchiveDetail: RunArchiveDetail = RunArchiveDetail(id = id,
runArchiveDetail: RunArchiveDetail = RunArchiveDetail(id = runner.id,
name=runner.run_name,
bars=strat.state.bars,
indicators=flattened_indicators,
@ -452,14 +478,15 @@ def get_all_archived_runners():
res = db_arch_h.all()
return 0, res
#delete runner in archive and archive detail
#delete runner in archive and archive detail and runner logs
def delete_archived_runners_byID(id: UUID):
try:
resh = db_arch_h.remove(where('id') == id)
resd = db_arch_d.remove(where('id') == id)
if len(resh) == 0 or len(resd) == 0:
return -1, "not found "+str(resh) + " " + str(resd)
return 0, str(resh) + " " + str(resd)
reslogs = delete_logs(id)
if len(resh) == 0 or len(resd) == 0 or reslogs ==0:
return -1, "not found "+str(resh) + " " + str(resd) + " " + str(reslogs)
return 0, str(resh) + " " + str(resd) + " " + str(reslogs)
except Exception as e:
return -2, str(e)
@ -493,7 +520,30 @@ def get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetim
#datetime_object_from = datetime(2023, 2, 27, 18, 51, 38, tzinfo=datetime.timezone.utc)
#datetime_object_to = datetime(2023, 2, 27, 21, 51, 39, tzinfo=datetime.timezone.utc)
bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP)
#print("before df")
bars = client.get_stock_bars(bar_request)
result = []
for row in bars.data[symbol]:
if is_open_hours(row.timestamp):
result.append(row)
# print("df", bars)
# print(bars.info())
# bars = bars.droplevel(0)
# print("after drop", bars)
# print(bars.info())
# print("before tz", bars)
# bars = bars.tz_convert('America/New_York')
# print("before time", bars)
# bars = bars.between_time("9:30","16:00")
# print("after time", bars)
# bars = bars.reset_index()
# bars = bars.to_dict(orient="records")
#print(ohlcvList)
#ohlcvList = {}
#bars = {}
return 0, bars.data[symbol]
except Exception as e:
return -2, str(e)