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finalni instant indikatory + save do arch

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This commit is contained in:
David Brazda
2023-10-24 18:49:39 +02:00
parent 0c4fb20c66
commit de5382d04a
17 changed files with 455 additions and 234 deletions
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167
v2realbot/controller/services.py
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@ -7,7 +7,7 @@ from alpaca.data.enums import DataFeed
from alpaca.data.timeframe import TimeFrame
from v2realbot.strategy.base import StrategyState
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide
from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem
from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator
from v2realbot.utils.utils import AttributeDict, zoneNY, zonePRG, safe_get, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram
from v2realbot.utils.ilog import delete_logs
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
@ -32,6 +32,8 @@ from threading import Lock
from v2realbot.common.db import pool, execute_with_retry, row_to_runarchive, row_to_runarchiveview
from sqlite3 import OperationalError, Row
import v2realbot.strategyblocks.indicators.custom as ci
from v2realbot.strategyblocks.inits.init_indicators import initialize_dynamic_indicators
from v2realbot.strategyblocks.indicators.indicators_hub import populate_dynamic_indicators
from v2realbot.interfaces.backtest_interface import BacktestInterface
#from pyinstrument import Profiler
@ -1071,12 +1073,15 @@ def update_archive_detail(id: UUID, archdetail: RunArchiveDetail):
try:
c = conn.cursor()
json_string = json.dumps(archdetail, default=json_serial)
statement = f"UPDATE runner_detail SET data = '{json_string}' WHERE runner_id='{str(id)}'"
res = execute_with_retry(c,statement)
statement = "UPDATE runner_detail SET data = ? WHERE runner_id = ?"
params = (json_string, str(id))
##statement = f"UPDATE runner_detail SET data = '{json_string}' WHERE runner_id='{str(id)}'"
##print(statement)
res = execute_with_retry(cursor=c,statement=statement,params=params)
conn.commit()
finally:
pool.release_connection(conn)
return res.rowcount
return 0, res.rowcount
def insert_archive_detail(archdetail: RunArchiveDetail):
conn = pool.get_connection()
@ -1111,15 +1116,40 @@ def get_testlists():
# endregion
#WIP - possibility to add TOML indicator
# open issues: hodnoty dalsich indikatoru
def preview_indicator_byTOML(id: UUID, toml: str):
#WIP - instant indicators
def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator):
try:
res, toml_parsed = parse_toml_string(toml)
if indicator.name is None:
return (-2, "name is required")
#print("na zacatku", indicator.toml)
tomlino = indicator.toml
jmeno = indicator.name
#print("tomlino",tomlino)
#print("jmeno",jmeno)
# indicator = AttributeDict(**indicator.__dict__)
# print(indicator)
# def format_toml_string(toml_string):
# return f"'''{toml_string.strip()}'''"
# print("before",indicator['toml'])
# indicator['toml'] = format_toml_string(indicator['toml'])
# print(indicator['toml'])
# print("jmeno", str(indicator.name))
# row = f"[stratvars]\n[stratvars.indicators.{str(indicator.name)}]\n"
# print(row, end='')
# row = "[stratvars]\n[stratvars.indicators.{indicator.name}]\n"
# print(row.format(indicator=indicator))
# print(row)
res, toml_parsed = parse_toml_string(tomlino)
if res < 0:
return (-2, "toml invalid")
print("parsed toml", toml_parsed)
#print("parsed toml", toml_parsed)
subtype = safe_get(toml_parsed, 'subtype', False)
if subtype is None:
@ -1133,16 +1163,6 @@ def preview_indicator_byTOML(id: UUID, toml: str):
if res < 0:
return (-2, "no archived runner {id}")
# class RunArchiveDetail(BaseModel):
# id: UUID
# name: str
# bars: dict
# #trades: Optional[dict]
# indicators: List[dict]
# statinds: dict
# trades: List[TradeUpdate]
# ext_data: Optional[dict]
#TODO - conditional udelat podminku
# if value == "conditional":
# conditions = state.vars.indicators[indname]["cp"]["conditions"]
@ -1156,57 +1176,140 @@ def preview_indicator_byTOML(id: UUID, toml: str):
detail = RunArchiveDetail(**val)
#print("toto jsme si dotahnuli", detail.bars)
#pokud tento indikator jiz je v detailu, tak ho odmazeme
if indicator.name in detail.indicators[0]:
del detail.indicators[0][indicator.name]
#new dicts
new_bars = {key: [] for key in detail.bars.keys()}
new_bars = AttributeDict(**new_bars)
new_data = {key: None for key in detail.bars.keys()}
new_data= AttributeDict(**new_data)
new_inds = {key: [] for key in detail.indicators[0].keys()}
new_inds = AttributeDict(**new_inds)
interface = BacktestInterface(symbol="X", bt=None)
state = StrategyState(name="XX", symbol = "X", stratvars = toml, interface=interface)
##dame nastaveni indikatoru do tvaru, ktery stratvars ocekava (pro dynmaicke inicializace)
stratvars = AttributeDict(indicators=AttributeDict(**{jmeno:toml_parsed}))
print("stratvars", stratvars)
state = StrategyState(name="XX", symbol = "X", stratvars = AttributeDict(**stratvars), interface=interface)
#inicializujeme novy indikator v cilovem dict a stavovem inds.
new_inds[indicator.name] = []
new_inds[indicator.name] = []
state.bars = new_bars
state.indicators = new_inds
new_inds["new"] = []
print("delka",len(detail.bars["close"]))
#intitialize indicator mapping - in order to use eval in expression
local_dict_inds = {key: state.indicators[key] for key in state.indicators.keys() if key != "time"}
local_dict_bars = {key: state.bars[key] for key in state.bars.keys() if key != "time"}
state.ind_mapping = {**local_dict_inds, **local_dict_bars}
print("IND MAPPING DONE:", state.ind_mapping)
##intialize dynamic indicators
initialize_dynamic_indicators(state)
print("subtype")
function = "ci."+subtype+"."+subtype
print("funkce", function)
custom_function = eval(function)
# print("subtype")
# function = "ci."+subtype+"."+subtype
# print("funkce", function)
# custom_function = eval(function)
#iterujeme nad bary a on the fly pridavame novou hodnotu do vsech indikatoru a nakonec nad tim spustime indikator
#tak muzeme v toml pouzit i hodnoty ostatnich indikatoru
for i in range(len(detail.bars["close"])):
for key in detail.bars:
state.bars[key].append(detail.bars[key][i])
#naplnime i data aktualne
new_data[key] = state.bars[key][-1]
for key in detail.indicators[0]:
state.indicators[key].append(detail.indicators[0][key][i])
new_inds["new"].append(0)
new_inds[indicator.name].append(0)
try:
res_code, new_val = custom_function(state, custom_params)
if res_code == 0:
new_inds["new"][-1]=new_val
populate_dynamic_indicators(new_data, state)
# res_code, new_val = custom_function(state, custom_params)
# if res_code == 0:
# new_inds[indicator.name][-1]=new_val
except Exception as e:
print(str(e) + format_exc())
print("Done", f"delka {len(new_inds['new'])}", new_inds["new"])
return 0, new_inds["new"]
print("Done - static", f"delka {len(state.indicators[indicator.name])}", state.indicators[indicator.name])
#print("Done", f"delka {len(new_inds[indicator.name])}", new_inds[indicator.name])
new_inds[indicator.name] = state.indicators[indicator.name]
#ukládáme do ArchRunneru
detail.indicators[0][indicator.name] = new_inds[indicator.name]
#do ext dat ukladame jmeno indikatoru (podle toho oznacuje jako zmenene)
#inicializace ext_data a instantindicator pokud neexistuje
if hasattr(detail, "ext_data"):
if "instantindicators" not in detail.ext_data:
detail.ext_data["instantindicators"] = []
else:
setattr(detail, "ext_data", dict(instantindicators=[]))
#pokud tam je tak odebereme
for ind in detail.ext_data["instantindicators"]:
if ind["name"] == indicator.name:
detail.ext_data["instantindicators"].remove(ind)
print("removed old from EXT_DATA")
#a pridame aktualni
detail.ext_data["instantindicators"].append(indicator)
print("added to EXT_DATA")
#updatneme ArchRunner
res, val = update_archive_detail(id, detail)
if res == 0:
print(f"arch runner {id} updated")
return 0, new_inds[indicator.name]
except Exception as e:
print(str(e) + format_exc())
return -2, str(e)
def delete_indicator_byName(id: UUID, indicator: InstantIndicator):
try:
#dotahne runner details
res, val = get_archived_runner_details_byID(id)
if res < 0:
return (-2, "no archived runner {id}")
detail = RunArchiveDetail(**val)
#print("toto jsme si dotahnuli", detail.bars)
#pokud tento indikator je v detailu
if indicator.name in detail.indicators[0]:
del detail.indicators[0][indicator.name]
print("values removed from indicators")
#do ext dat ukladame jmeno indikatoru (podle toho oznacuje jako zmenene)
if hasattr(detail, "ext_data") and "instantindicators" in detail.ext_data:
for ind in detail.ext_data["instantindicators"]:
if ind["name"] == indicator.name:
detail.ext_data["instantindicators"].remove(ind)
print("removed from EXT_DATA")
#updatneme ArchRunner
res, val = update_archive_detail(id, detail)
if res == 0:
print("Archive udpated")
return 0, val
except Exception as e:
print(str(e) + format_exc())
return -2, str(e)
# region CONFIG db services
#TODO vytvorit modul pro dotahovani z pythonu (get_from_config(var_name, def_value) {)- stejne jako v js