na FE: runagain button + compare profits func
This commit is contained in:
David Brazda
@ -427,6 +427,24 @@ def next(data, state: StrategyState):
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val = pct_diff(num1=float(source1_series[-1]),num2=float(source2_series[-1]))
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return 0, val
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#strength, absolute change of parameter between current value and lookback value (n-past)
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#used for example to measure unusual peaks
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def delta(params):
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funcName = "delta"
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source = safe_get(params, "source", None)
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lookback = safe_get(params, "lookback",1)
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if source in ["open","high","low","close","vwap","hlcc4"]:
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source_series = state.bars[source]
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else:
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source_series = state.indicators[source]
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lookbackval = source_series[-lookback-1]
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currval = source_series[-1]
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delta = currval - lookbackval
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state.ilog(lvl=1,e=f"INSIDE {funcName} {delta} {source=} {lookback=}", currval=currval, lookbackval=lookbackval, **params)
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return 0, delta
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#rate of change - last value of source indicator vs lookback value of lookback_priceline indicator
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def slope(params):
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funcName = "slope"
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Binary file not shown.
@ -207,7 +207,7 @@ class RunArchive(BaseModel):
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trade_count: int = 0
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end_positions: int = 0
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end_positions_avgp: float = 0
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open_orders: Union[dict, int] = None
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open_orders: Union[dict, str] = None
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stratvars_toml: Optional[str] = None
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#trida pro ukladani historie stoplossy do ext_data
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@ -564,12 +564,13 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
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max_positions = max_positions[max_positions['side'] == OrderSide.SELL]
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max_positions = max_positions.drop(columns=['side'], axis=1)
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res = dict(profit={})
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#filt = max_positions['side'] == 'OrderSide.BUY'
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res = dict(zip(max_positions['qty'], max_positions['count']))
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res["pos_cnt"] = dict(zip(max_positions['qty'], max_positions['count']))
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#naplneni batch sum profitu
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if inter_batch_params is not None:
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res["batch_sum_profit"] = inter_batch_params["batch_profit"]
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res["profit"]["batch_sum_profit"] = inter_batch_params["batch_profit"]
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#metrikz z prescribedTrades, pokud existuji
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try:
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@ -603,16 +604,16 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
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short_losses += trade.profit
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if trade.profit > 0:
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short_wins += trade.profit
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res["long_cnt"] = long_cnt
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res["short_cnt"] = short_cnt
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res["long_profit"] = round(long_profit,2)
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res["short_profit"] = round(short_profit,2)
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res["long_losses"] = round(long_losses,2)
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res["short_losses"] = round(short_losses,2)
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res["long_wins"] = round(long_wins,2)
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res["short_wins"] = round(short_wins,2)
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res["max_profit"] = round(max_profit,2)
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res["max_profit_time"] = str(max_profit_time)
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res["profit"]["long_cnt"] = long_cnt
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res["profit"]["short_cnt"] = short_cnt
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res["profit"]["long_profit"] = round(long_profit,2)
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res["profit"]["short_profit"] = round(short_profit,2)
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res["profit"]["long_losses"] = round(long_losses,2)
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res["profit"]["short_losses"] = round(short_losses,2)
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res["profit"]["long_wins"] = round(long_wins,2)
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res["profit"]["short_wins"] = round(short_wins,2)
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res["profit"]["max_profit"] = round(max_profit,2)
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res["profit"]["max_profit_time"] = str(max_profit_time)
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#vlozeni celeho listu
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res["prescr_trades"]=json.loads(json.dumps(strat.state.vars.prescribedTrades, default=json_serial))
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@ -673,7 +674,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
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trade_count=len(strat.state.tradeList),
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end_positions=strat.state.positions,
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end_positions_avgp=round(float(strat.state.avgp),3),
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open_orders=results_metrics,
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open_orders=json.dumps(results_metrics, default=json_serial),
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stratvars_toml=runner.run_stratvars_toml
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)
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@ -181,6 +181,7 @@
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<button id="button_show_arch" class="btn btn-outline-success btn-sm">Show</button>
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<button id="button_refresh" class="refresh btn btn-outline-success btn-sm">Refresh</button>
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<button id="button_compare_arch" class="refresh btn btn-outline-success btn-sm">Compare</button>
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<button id="button_runagain_arch" class="refresh btn btn-outline-success btn-sm">Run Again</button>
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<!-- <button id="button_stopall" class="btn btn-outline-success btn-sm">Stop All</button>
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<button id="button_refresh" class="btn btn-outline-success btn-sm">Refresh</button> -->
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</div>
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@ -8,6 +8,7 @@ $(document).ready(function () {
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});
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//disable buttons (enable on row selection)
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$('#button_runagain_arch').attr('disabled','disabled');
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$('#button_show_arch').attr('disabled','disabled');
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$('#button_delete_arch').attr('disabled','disabled');
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$('#button_edit_arch').attr('disabled','disabled');
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@ -18,6 +19,7 @@ $(document).ready(function () {
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if ($(this).hasClass('selected')) {
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//$(this).removeClass('selected');
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$('#button_show_arch').attr('disabled','disabled');
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$('#button_runagain_arch').attr('disabled','disabled');
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$('#button_delete_arch').attr('disabled','disabled');
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$('#button_edit_arch').attr('disabled','disabled');
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$('#button_compare_arch').attr('disabled','disabled');
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@ -25,6 +27,7 @@ $(document).ready(function () {
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//archiveRecords.$('tr.selected').removeClass('selected');
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$(this).addClass('selected');
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$('#button_show_arch').attr('disabled',false);
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$('#button_runagain_arch').attr('disabled',false);
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$('#button_delete_arch').attr('disabled',false);
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$('#button_edit_arch').attr('disabled',false);
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$('#button_compare_arch').attr('disabled',false);
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@ -51,6 +54,18 @@ $(document).ready(function () {
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// record1.close_rush = rows[0].close_rush;
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//console.log(record1.stratvars_conf)
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//ELEMENTS TO COMPARE
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//profit sekce
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console.log(rows[0].open_orders)
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try {
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record1["profit"] = JSON.parse(rows[0].open_orders).profit
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}
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catch (e) {
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console.log(e.message)
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}
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record1.stratvars_conf = TOML.parse(record1.stratvars_conf);
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record1.add_data_conf = TOML.parse(record1.add_data_conf);
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// record1.note = rows[0].note;
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@ -69,6 +84,15 @@ $(document).ready(function () {
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// record2.open_rush = rows[1].open_rush;
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// record2.close_rush = rows[1].close_rush;
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//ELEMENTS TO COMPARE
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console.log(rows[1].open_orders)
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try {
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record2["profit"] = JSON.parse(rows[1].open_orders).profit
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}
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catch (e) {
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console.log(e.message)
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}
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record2.stratvars_conf = TOML.parse(record2.stratvars_conf);
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record2.add_data_conf = TOML.parse(record2.add_data_conf);
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// record2.note = rows[1].note;
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@ -117,7 +141,15 @@ $(document).ready(function () {
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window.$('#editModalArchive').modal('show');
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$('#editidarchive').val(row.id);
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$('#editnote').val(row.note);
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$('#metrics').val(JSON.stringify(row.open_orders,null,2));
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try {
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metrics = JSON.parse(row.open_orders)
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}
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catch (e) {
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metrics = row.open_orders
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}
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$('#metrics').val(JSON.stringify(metrics,null,2));
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//$('#metrics').val(TOML.parse(row.open_orders));
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if (row.stratvars_toml) {
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$('#editstratvars').val(row.stratvars_toml);
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@ -163,6 +195,108 @@ $(document).ready(function () {
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});
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})
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//run again button
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$('#button_runagain_arch').click(function () {
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row = archiveRecords.row('.selected').data();
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$('#button_runagain_arch').attr('disabled',true);
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var record1 = new Object()
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//console.log(JSON.stringify(rows))
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//record1 = JSON.parse(rows[0].strat_json)
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//record1.json = rows[0].json
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//TBD mozna zkopirovat jen urcite?
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record1 = row
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console.log(record1)
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//smazeneme nepotrebne a pridame potrebne
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//do budoucna predelat na vytvoreni noveho objektu
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//nebudeme muset odstanovat pri kazdem pridani noveho atributu v budoucnu
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delete record1["end_positions"];
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delete record1["end_positions_avgp"];
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delete record1["profit"];
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delete record1["trade_count"];
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delete record1["stratvars_toml"];
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delete record1["started"];
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delete record1["stopped"];
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delete record1["open_orders"];
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delete record1["settings"];
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delete record1["stratvars"];
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record1.note = "RERUN " + record1.note
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if (record1.bt_from == "") {delete record1["bt_from"];}
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if (record1.bt_to == "") {delete record1["bt_to"];}
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//mazeme, pouze rerunujeme single
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record1["test_batch_id"];
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//najdeme ve stratinu radek s danym ID a z tohoto radku a sestavime strat_json
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var idToFind = record1.strat_id; // Replace with the specific ID you want to find
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var foundRow = stratinRecords.rows().eq(0).filter(function (rowIdx) {
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return stratinRecords.row(rowIdx).data().id === idToFind;
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});
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if (foundRow.length > 0) {
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// Get the data of the first matching row
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var stratData = stratinRecords.row(foundRow[0]).data();
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console.log(stratData);
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} else {
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// Handle the case where no matching row is found
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console.log("No strategy with ID " + idToFind + " found.");
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window.alert("No strategy with ID " + idToFind + " found.")
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return
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}
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const rec = new Object()
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rec.id2 = parseInt(stratData.id2);
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rec.name = stratData.name;
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rec.symbol = stratData.symbol;
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rec.class_name = stratData.class_name;
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rec.script = stratData.script;
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rec.open_rush = stratData.open_rush;
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rec.close_rush = stratData.close_rush;
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rec.stratvars_conf = stratData.stratvars_conf;
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rec.add_data_conf = stratData.add_data_conf;
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rec.note = stratData.note;
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rec.history = "";
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strat_json = JSON.stringify(rec, null, 2);
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record1.strat_json = strat_json
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//zkopirujeme strat_id do id a smazeme strat_id
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record1.id = record1.strat_id
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delete record1["strat_id"];
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console.log("record1 pred odeslanim", record1)
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jsonString = JSON.stringify(record1);
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$.ajax({
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url:"/stratins/"+record1.id+"/run",
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beforeSend: function (xhr) {
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xhr.setRequestHeader('X-API-Key',
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API_KEY); },
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method:"PUT",
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contentType: "application/json",
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data: jsonString,
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success:function(data){
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$('#button_runagain_arch').attr('disabled',false);
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setTimeout(function () {
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runnerRecords.ajax.reload();
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stratinRecords.ajax.reload();
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}, 1500);
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},
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error: function(xhr, status, error) {
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var err = eval("(" + xhr.responseText + ")");
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window.alert(JSON.stringify(xhr));
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//console.log(JSON.stringify(xhr));
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$('#button_runagain_arch').attr('disabled',false);
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}
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})
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})
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//edit modal
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$("#editModalArchive").on('submit','#editFormArchive', function(event){
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event.preventDefault();
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@ -325,6 +459,13 @@ var archiveRecords =
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{
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targets: [18],
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render: function ( data, type, row ) {
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try {
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data = JSON.parse(data)
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}
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catch (error) {
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}
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var res = JSON.stringify(data)
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const unquoted = res.replace(/"([^"]+)":/g, '$1:')
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return '<div class="tdmetrics" title="'+unquoted+'">'+unquoted+'</div>'
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