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bugfix

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This commit is contained in:
David Brazda
2023-05-09 16:49:21 +02:00
parent daae08d534
commit dcf2407806
4 changed files with 6 additions and 6 deletions
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6
testy/moduleTests/liveInterfaceTest.py
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@ -1,5 +1,5 @@
from v2realbot.config import Keys, get_key from v2realbot.config import Keys, get_key
from v2realbot.enums.enums import Mode, Account, OrderSide from v2realbot.enums.enums import Mode, Account, OrderSide, OrderType
from v2realbot.interfaces.live_interface import LiveInterface from v2realbot.interfaces.live_interface import LiveInterface
from msgpack import packb, unpackb from msgpack import packb, unpackb
key = get_key(mode=Mode.PAPER, account=Account.ACCOUNT1) key = get_key(mode=Mode.PAPER, account=Account.ACCOUNT1)
@ -20,7 +20,7 @@ if int(data["index"])%int(consolidation_bar_count) == 0:
print("***Consolidation ENTRY***") print("***Consolidation ENTRY***")
orderlist = li.get_open_orders(symbol=symbol, side=None) orderlist = li.get_open_orders(symbol=symbol, side=None)
#print(orderlist) print(orderlist)
pendingbuys_new = {} pendingbuys_new = {}
limitka = None limitka = None
jevylozeno = 1 jevylozeno = 1
@ -29,7 +29,7 @@ if int(data["index"])%int(consolidation_bar_count) == 0:
print("Puvodni LIMITKA", limitka) print("Puvodni LIMITKA", limitka)
limitka = o.id limitka = o.id
print("Přepsaná LIMITKA", limitka) print("Přepsaná LIMITKA", limitka)
if o.side == OrderSide.BUY: if o.side == OrderSide.BUY and o.order_type == OrderType.LIMIT:
pendingbuys_new[str(o.id)]=o.limit_price pendingbuys_new[str(o.id)]=o.limit_price
if pendingbuys_new != pendingbuys: if pendingbuys_new != pendingbuys:

4
v2realbot/ENTRY_backtest_strategyVykladaci.py
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@ -2,7 +2,7 @@ import os,sys
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from v2realbot.strategy.base import StrategyState from v2realbot.strategy.base import StrategyState
from v2realbot.strategy.StrategyOrderLimitVykladaci import StrategyOrderLimitVykladaci from v2realbot.strategy.StrategyOrderLimitVykladaci import StrategyOrderLimitVykladaci
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide, OrderType
from v2realbot.indicators.indicators import ema from v2realbot.indicators.indicators import ema
from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, dict_replace_value, print, safe_get from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, dict_replace_value, print, safe_get
from datetime import datetime from datetime import datetime
@ -305,7 +305,7 @@ def next(data, state: StrategyState):
print("prepocitavam filledmnozstvi od limitka_qty a filled_qty", limitka_qty, limitka_filled_qty) print("prepocitavam filledmnozstvi od limitka_qty a filled_qty", limitka_qty, limitka_filled_qty)
limitka_qty = int(limitka_qty) - int(limitka_filled_qty) limitka_qty = int(limitka_qty) - int(limitka_filled_qty)
##TODO sem pridat upravu ceny ##TODO sem pridat upravu ceny
if o.side == OrderSide.BUY: if o.side == OrderSide.BUY and o.order_type == OrderType.LIMIT:
pendingbuys_new[str(o.id)]=float(o.limit_price) pendingbuys_new[str(o.id)]=float(o.limit_price)
state.ilog(e="Konzolidace limitky", msg=f"stejna:{(str(limitka_old)==str(state.vars.limitka))}", limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price, limitka_qty=limitka_qty, limitka_filled_qty=limitka_filled_qty) state.ilog(e="Konzolidace limitky", msg=f"stejna:{(str(limitka_old)==str(state.vars.limitka))}", limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price, limitka_qty=limitka_qty, limitka_filled_qty=limitka_filled_qty)

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v2realbot/enums/__pycache__/enums.cpython-310.pyc
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2
v2realbot/enums/enums.py
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@ -1,5 +1,5 @@
from enum import Enum from enum import Enum
from alpaca.trading.enums import OrderSide, OrderStatus from alpaca.trading.enums import OrderSide, OrderStatus, OrderType
class Order: class Order:
def __init__(self, id: str, status: OrderStatus, side: OrderSide, symbol: str, qty: int, limit_price: float = None, filled_qty: int = 0, filled_avg_price: float = 0, filled_time: float = None) -> None: def __init__(self, id: str, status: OrderStatus, side: OrderSide, symbol: str, qty: int, limit_price: float = None, filled_qty: int = 0, filled_avg_price: float = 0, filled_time: float = None) -> None:
self.id = id self.id = id