diff --git a/v2realbot/ENTRY_ClassicSL_v01.py b/v2realbot/ENTRY_ClassicSL_v01.py
index bdd7621..ec92942 100644
--- a/v2realbot/ENTRY_ClassicSL_v01.py
+++ b/v2realbot/ENTRY_ClassicSL_v01.py
@@ -2,7 +2,7 @@ import os,sys
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from v2realbot.strategy.base import StrategyState
from v2realbot.strategy.StrategyOrderLimitVykladaciNormalizedMYSELL import StrategyOrderLimitVykladaciNormalizedMYSELL
-from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide, OrderType
+from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide, OrderType, Followup
from v2realbot.indicators.indicators import ema, natr, roc
from v2realbot.indicators.oscillators import rsi
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
@@ -1011,8 +1011,9 @@ def next(data, state: StrategyState):
return price2dec(float(state.avgp)+normalized_max_profit,3) if int(state.positions) > 0 else price2dec(float(state.avgp)-normalized_max_profit,3)
-
- def reverse_conditions_met(direction: TradeDirection):
+ #otestuje keyword podminky (napr. reverse_if, nebo exitadd_if)
+ def keyword_conditions_met(direction: TradeDirection, keyword: KW):
+ action = str(keyword).upper()
if direction == TradeDirection.LONG:
smer = "long"
else:
@@ -1022,7 +1023,7 @@ def next(data, state: StrategyState):
exit_cond_only_on_confirmed = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
if exit_cond_only_on_confirmed and data['confirmed'] == 0:
- state.ilog(lvl=0,e="REVERSAL CHECK COND ONLY ON CONFIRMED BAR")
+ state.ilog(lvl=0,e=f"{action} CHECK COND ONLY ON CONFIRMED BAR")
return False
#TOTO zatim u REVERSU neresime
@@ -1066,37 +1067,123 @@ def next(data, state: StrategyState):
# return False
#bereme bud exit condition signalu, ktery activeTrade vygeneroval+ fallback na general
- state.ilog(lvl=0,e=f"REVERSE CONDITIONS ENTRY {smer}", conditions=state.vars.conditions[KW.reverse])
+ state.ilog(lvl=0,e=f"{action} CONDITIONS ENTRY {smer}", conditions=state.vars.conditions[KW.reverse])
mother_signal = state.vars.activeTrade.generated_by
if mother_signal is not None:
- cond_dict = state.vars.conditions[KW.reverse][state.vars.activeTrade.generated_by][smer]
+ cond_dict = state.vars.conditions[keyword][state.vars.activeTrade.generated_by][smer]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
- state.ilog(lvl=1,e=f"REVERSE CONDITIONS of {mother_signal} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+ state.ilog(lvl=1,e=f"{action} CONDITIONS of {mother_signal} =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
#OR neprosly testujeme AND
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
- state.ilog(lvl=1,e=f"REVERSE CONDITIONS of {mother_signal} =AND= {result}", **conditions_met, cond_dict=cond_dict)
+ state.ilog(lvl=1,e=f"{action} CONDITIONS of {mother_signal} =AND= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
#pokud nemame mother signal nebo exit nevratil nic, fallback na common
- cond_dict = state.vars.conditions[KW.reverse]["common"][smer]
+ cond_dict = state.vars.conditions[keyword]["common"][smer]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
- state.ilog(lvl=1,e=f"REVERSE CONDITIONS of COMMON =OR= {result}", **conditions_met, cond_dict=cond_dict)
+ state.ilog(lvl=1,e=f"{action} CONDITIONS of COMMON =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
#OR neprosly testujeme AND
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
- state.ilog(lvl=0,e=f"REVERSE CONDITIONS of COMMON =AND= {result}", **conditions_met, cond_dict=cond_dict)
+ state.ilog(lvl=0,e=f"{action} CONDITIONS of COMMON =AND= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
+ #DECOMISSIONOVANI - nahrazeno obacnou keyword_conditions_met
+ # def reverse_conditions_met(direction: TradeDirection):
+ # if direction == TradeDirection.LONG:
+ # smer = "long"
+ # else:
+ # smer = "short"
+
+ # directive_name = "exit_cond_only_on_confirmed"
+ # exit_cond_only_on_confirmed = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+
+ # if exit_cond_only_on_confirmed and data['confirmed'] == 0:
+ # state.ilog(lvl=0,e="REVERSAL CHECK COND ONLY ON CONFIRMED BAR")
+ # return False
+
+ # #TOTO zatim u REVERSU neresime
+ # # #POKUD je nastaven MIN PROFIT, zkontrolujeme ho a az pripadne pustime CONDITIONY
+ # # directive_name = "exit_cond_min_profit"
+ # # exit_cond_min_profit = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, None))
+
+ # # #máme nastavený exit_cond_min_profit
+ # # # zjistíme, zda jsme v daném profit a případně nepustíme dál
+ # # # , zjistíme aktuální cenu a přičteme k avgp tento profit a podle toho pustime dal
+
+ # # if exit_cond_min_profit is not None:
+ # # exit_cond_min_profit_normalized = normalize_tick(float(exit_cond_min_profit))
+ # # exit_cond_goal_price = price2dec(float(state.avgp)+exit_cond_min_profit_normalized,3) if int(state.positions) > 0 else price2dec(float(state.avgp)-exit_cond_min_profit_normalized,3)
+ # # curr_price = float(data["close"])
+ # # state.ilog(lvl=0,e=f"EXIT COND min profit {exit_cond_goal_price=} {exit_cond_min_profit=} {exit_cond_min_profit_normalized=} {curr_price=}")
+ # # if (int(state.positions) < 0 and curr_price<=exit_cond_goal_price) or (int(state.positions) > 0 and curr_price>=exit_cond_goal_price):
+ # # state.ilog(lvl=0,e=f"EXIT COND min profit PASS - POKRACUJEME")
+ # # else:
+ # # state.ilog(lvl=0,e=f"EXIT COND min profit NOT PASS")
+ # # return False
+
+ # #TOTO ZATIM NEMA VYZNAM
+ # # options = safe_get(state.vars, 'exit_conditions', None)
+ # # if options is None:
+ # # state.ilog(lvl=0,e="No options for exit conditions in stratvars")
+ # # return False
+
+ # # disable_exit_proteciton_when = dict(AND=dict(), OR=dict())
+
+ # # #preconditions
+ # # disable_exit_proteciton_when['disabled_in_config'] = safe_get(options, 'enabled', False) is False
+ # # #too good to be true (maximum profit)
+ # # #disable_sell_proteciton_when['tgtbt_reached'] = safe_get(options, 'tgtbt', False) is False
+ # # disable_exit_proteciton_when['disable_if_positions_above'] = int(safe_get(options, 'disable_if_positions_above', 0)) < abs(int(state.positions))
+
+ # # #testing preconditions
+ # # result, conditions_met = eval_cond_dict(disable_exit_proteciton_when)
+ # # if result:
+ # # state.ilog(lvl=0,e=f"EXIT_CONDITION for{smer} DISABLED by {conditions_met}", **conditions_met)
+ # # return False
+
+ # #bereme bud exit condition signalu, ktery activeTrade vygeneroval+ fallback na general
+ # state.ilog(lvl=0,e=f"REVERSE CONDITIONS ENTRY {smer}", conditions=state.vars.conditions[KW.reverse])
+
+ # mother_signal = state.vars.activeTrade.generated_by
+
+ # if mother_signal is not None:
+ # cond_dict = state.vars.conditions[KW.reverse][state.vars.activeTrade.generated_by][smer]
+ # result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
+ # state.ilog(lvl=1,e=f"REVERSE CONDITIONS of {mother_signal} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+ # if result:
+ # return True
+
+ # #OR neprosly testujeme AND
+ # result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
+ # state.ilog(lvl=1,e=f"REVERSE CONDITIONS of {mother_signal} =AND= {result}", **conditions_met, cond_dict=cond_dict)
+ # if result:
+ # return True
+
+
+ # #pokud nemame mother signal nebo exit nevratil nic, fallback na common
+ # cond_dict = state.vars.conditions[KW.reverse]["common"][smer]
+ # result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
+ # state.ilog(lvl=1,e=f"REVERSE CONDITIONS of COMMON =OR= {result}", **conditions_met, cond_dict=cond_dict)
+ # if result:
+ # return True
+
+ # #OR neprosly testujeme AND
+ # result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
+ # state.ilog(lvl=0,e=f"REVERSE CONDITIONS of COMMON =AND= {result}", **conditions_met, cond_dict=cond_dict)
+ # if result:
+ # return True
+
def exit_conditions_met(direction: TradeDirection):
if direction == TradeDirection.LONG:
smer = "long"
@@ -1276,9 +1363,9 @@ def next(data, state: StrategyState):
insert_SL_history()
state.ilog(lvl=1,e=f"SL TRAIL GOAL {smer} reached {move_SL_threshold} SL moved to {state.vars.activeTrade.stoploss_value}", offset_normalized=offset_normalized, def_SL_normalized=def_SL_normalized)
- def close_position(direction: TradeDirection, reason: str, reverse: bool = False):
- reversal_text = "REVERSAL" if reverse else ""
- state.ilog(lvl=1,e=f"CLOSING TRADE {reversal_text} {reason} {str(direction)}", curr_price=data["close"], trade=state.vars.activeTrade)
+ def close_position(direction: TradeDirection, reason: str, followup: Followup = None):
+ followup_text = str(followup) if followup is not None else ""
+ state.ilog(lvl=1,e=f"CLOSING TRADE {followup_text} {reason} {str(direction)}", curr_price=data["close"], trade=state.vars.activeTrade)
if direction == TradeDirection.SHORT:
res = state.buy(size=abs(int(state.positions)))
if isinstance(res, int) and res < 0:
@@ -1297,8 +1384,8 @@ def next(data, state: StrategyState):
state.vars.pending = state.vars.activeTrade.id
state.vars.activeTrade = None
state.vars.last_exit_index = data["index"]
- if reverse:
- state.vars.reverse_requested = True
+ if followup is not None:
+ state.vars.requested_followup = followup
def eval_close_position():
curr_price = float(data['close'])
@@ -1324,21 +1411,33 @@ def next(data, state: StrategyState):
directive_name = 'reverse_for_SL_exit_short'
reverse_for_SL_exit = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
-
- close_position(direction=TradeDirection.SHORT, reason="SL REACHED", reverse=reverse_for_SL_exit)
+ followup_action = Followup.REVERSE if reverse_for_SL_exit else None
+ close_position(direction=TradeDirection.SHORT, reason="SL REACHED", followup=followup_action)
return
#REVERSE BASED ON REVERSE CONDITIONS
- if reverse_conditions_met(TradeDirection.SHORT):
- close_position(direction=TradeDirection.SHORT, reason="REVERSE COND MET", reverse=True)
+ if keyword_conditions_met(direction=TradeDirection.SHORT, keyword=KW.reverse):
+ close_position(direction=TradeDirection.SHORT, reason="REVERSE COND MET", followup=Followup.REVERSE)
+ return
+
+ #EXIT ADD CONDITIONS MET (exit and add)
+ if keyword_conditions_met(direction=TradeDirection.SHORT, keyword=KW.exitadd):
+ close_position(direction=TradeDirection.SHORT, reason="EXITADD COND MET", followup=Followup.ADD)
return
#CLOSING BASED ON EXIT CONDITIONS
if exit_conditions_met(TradeDirection.SHORT):
directive_name = 'reverse_for_cond_exit_short'
- reverse_for_cond_exit = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
-
- close_position(direction=TradeDirection.SHORT, reason="EXIT COND MET", reverse=reverse_for_cond_exit)
+ reverse_for_cond_exit_short = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+ directive_name = 'add_for_cond_exit_short'
+ add_for_cond_exit_short = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+ if reverse_for_cond_exit_short:
+ followup_action = Followup.REVERSE
+ elif add_for_cond_exit_short:
+ followup_action = Followup.ADD
+ else:
+ followup_action = None
+ close_position(direction=TradeDirection.SHORT, reason="EXIT COND MET", followup=followup_action)
return
#PROFIT
@@ -1359,22 +1458,34 @@ def next(data, state: StrategyState):
if curr_price < state.vars.activeTrade.stoploss_value:
directive_name = 'reverse_for_SL_exit_long'
reverse_for_SL_exit = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
-
- close_position(direction=TradeDirection.LONG, reason="SL REACHED", reverse=reverse_for_SL_exit)
+ followup_action = Followup.REVERSE if reverse_for_SL_exit else None
+ close_position(direction=TradeDirection.LONG, reason="SL REACHED", followup=followup_action)
return
#REVERSE BASED ON REVERSE CONDITIONS
- if reverse_conditions_met(TradeDirection.LONG):
- close_position(direction=TradeDirection.LONG, reason="REVERSE COND MET", reverse=True)
+ if keyword_conditions_met(TradeDirection.LONG, KW.reverse):
+ close_position(direction=TradeDirection.LONG, reason="REVERSE COND MET", followup=Followup.REVERSE)
+ return
+
+ #EXIT ADD CONDITIONS MET (exit and add)
+ if keyword_conditions_met(TradeDirection.LONG, KW.exitadd):
+ close_position(direction=TradeDirection.LONG, reason="EXITADD COND MET", followup=Followup.ADD)
return
#EXIT CONDITIONS
if exit_conditions_met(TradeDirection.LONG):
directive_name = 'reverse_for_cond_exit_long'
- reverse_for_cond_exit = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
-
- close_position(direction=TradeDirection.LONG, reason="EXIT CONDS MET", reverse=reverse_for_cond_exit)
+ reverse_for_cond_exit_long = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+ directive_name = 'add_for_cond_exit_long'
+ add_for_cond_exit_long = get_override_for_active_trade(directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+ if reverse_for_cond_exit_long:
+ followup_action = Followup.REVERSE
+ elif add_for_cond_exit_long:
+ followup_action = Followup.ADD
+ else:
+ followup_action = None
+ close_position(direction=TradeDirection.LONG, reason="EXIT CONDS MET", followup=followup_action)
return
#PROFIT
@@ -1520,13 +1631,13 @@ def next(data, state: StrategyState):
#TESTUJEME GO SIGNAL
cond_dict = state.vars.conditions[KW.go][signalname][smer]
result, conditions_met = evaluate_directive_conditions(cond_dict, "OR")
- state.ilog(lvl=0,e=f"EVAL GO SIGNAL {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
+ state.ilog(lvl=1,e=f"EVAL GO SIGNAL {smer} =OR= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
#OR neprosly testujeme AND
result, conditions_met = evaluate_directive_conditions(cond_dict, "AND")
- state.ilog(lvl=0,e=f"EVAL GO SIGNAL {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
+ state.ilog(lvl=1,e=f"EVAL GO SIGNAL {smer} =AND= {result}", **conditions_met, cond_dict=cond_dict)
if result:
return True
@@ -1598,11 +1709,11 @@ def next(data, state: StrategyState):
state.ilog(lvl=1,e=f"PRECOND GENERAL not met {cond_met}", message=cond_met, precond_check=precond_check)
return False
- state.ilog(lvl=0,e=f"{signalname} ALL PRECOND MET")
+ state.ilog(lvl=1,e=f"{signalname} ALL PRECOND MET")
return True
def execute_signal_generator(name):
- state.ilog(lvl=1,e=f"SIGNAL SEARCH for {name}", cond_go=state.vars.conditions[KW.go][name], cond_dontgo=state.vars.conditions[KW.dont_go][name], cond_activate=state.vars.conditions[KW.activate][name] )
+ state.ilog(lvl=0,e=f"SIGNAL SEARCH for {name}", cond_go=state.vars.conditions[KW.go][name], cond_dontgo=state.vars.conditions[KW.dont_go][name], cond_activate=state.vars.conditions[KW.activate][name] )
options = safe_get(state.vars.signals, name, None)
if options is None:
@@ -1814,7 +1925,7 @@ def init(state: StrategyState):
state.vars.conditions.setdefault(KW.go,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.go+"_" + smer +"_if", section=section)
state.vars.conditions.setdefault(KW.exit,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section)
state.vars.conditions.setdefault(KW.reverse,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.reverse+"_" + smer +"_if", section=section)
-
+ state.vars.conditions.setdefault(KW.exitadd,{}).setdefault(signalname,{})[smer] = get_conditions_from_configuration(action=KW.exitadd+"_" + smer +"_if", section=section)
# state.vars.work_dict_dont_do[signalname+"_"+ smer] = get_work_dict_with_directive(starts_with=signalname+"_dont_"+ smer +"_if")
# state.vars.work_dict_signal_if[signalname+"_"+ smer] = get_work_dict_with_directive(starts_with=signalname+"_"+smer+"_if")
@@ -1823,7 +1934,7 @@ def init(state: StrategyState):
for smer in TradeDirection:
state.vars.conditions.setdefault(KW.exit,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.exit+"_" + smer +"_if", section=section)
state.vars.conditions.setdefault(KW.reverse,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.reverse+"_" + smer +"_if", section=section)
-
+ state.vars.conditions.setdefault(KW.exitadd,{}).setdefault("common",{})[smer] = get_conditions_from_configuration(action=KW.exitadd+"_" + smer +"_if", section=section)
#init klice v extData pro ulozeni historie SL
state.extData["sl_history"] = []
@@ -1835,7 +1946,7 @@ def init(state: StrategyState):
#obsahuje pripravene Trady ve frontě
state.vars.prescribedTrades = []
#flag pro reversal
- state.vars.reverse_requested = False
+ state.vars.requested_followup = None
#TODO presunout inicializaci work_dict u podminek - sice hodnoty nepujdou zmenit, ale zlepsi se performance
#pripadne udelat refresh kazdych x-iterací
diff --git a/v2realbot/__pycache__/config.cpython-310.pyc b/v2realbot/__pycache__/config.cpython-310.pyc
index 828af3e..56c196a 100644
Binary files a/v2realbot/__pycache__/config.cpython-310.pyc and b/v2realbot/__pycache__/config.cpython-310.pyc differ
diff --git a/v2realbot/config.py b/v2realbot/config.py
index f6abb4f..1a22f74 100644
--- a/v2realbot/config.py
+++ b/v2realbot/config.py
@@ -104,8 +104,13 @@ ACCOUNT2_PAPER_PAPER = True
ACCOUNT2_PAPER_FEED = DataFeed.IEX
class KW:
+ activate: str = "activate"
dont_go: str = "dont_go"
go: str = "go"
- activate: str = "activate"
+ # wip addsize: str = "addsize"
exit: str = "exit"
- reverse: str = "reverse"
\ No newline at end of file
+ #wip exitsize: str = "exitsize"
+ exitadd: str = "exitadd"
+ reverse: str = "reverse"
+ #exitaddsize: str = "exitaddsize"
+
diff --git a/v2realbot/enums/__pycache__/enums.cpython-310.pyc b/v2realbot/enums/__pycache__/enums.cpython-310.pyc
index d44164a..dfd5fa1 100644
Binary files a/v2realbot/enums/__pycache__/enums.cpython-310.pyc and b/v2realbot/enums/__pycache__/enums.cpython-310.pyc differ
diff --git a/v2realbot/enums/enums.py b/v2realbot/enums/enums.py
index 805951a..c05ff71 100644
--- a/v2realbot/enums/enums.py
+++ b/v2realbot/enums/enums.py
@@ -12,6 +12,10 @@ class Order:
self.filled_time = filled_time
self.limit_price = limit_price
+class Followup(str, Enum):
+ REVERSE = "reverse"
+ ADD = "add"
+
class FillCondition(str, Enum):
"""
Execution settings:
diff --git a/v2realbot/main.py b/v2realbot/main.py
index f982f87..6b67a55 100644
--- a/v2realbot/main.py
+++ b/v2realbot/main.py
@@ -27,8 +27,10 @@ from queue import Queue, Empty
from threading import Thread
import asyncio
from v2realbot.common.db import insert_queue, insert_conn, pool
-from v2realbot.utils.utils import json_serial
+from v2realbot.utils.utils import json_serial, send_to_telegram
from uuid import uuid4
+from sqlite3 import OperationalError
+from time import sleep
#from async io import Queue, QueueEmpty
# install()
@@ -519,17 +521,25 @@ def insert_queue2db():
# Retrieve data from the queue
data = insert_queue.get()
- # Unpack the data
- runner_id, loglist = data
-
- c = insert_conn.cursor()
- insert_data = []
- for i in loglist:
- row = (str(runner_id), i["time"], json.dumps(i, default=json_serial))
- insert_data.append(row)
- c.executemany("INSERT INTO runner_logs VALUES (?,?,?)", insert_data)
- insert_conn.commit()
- # Mark the task as done in the queue
+ try:
+ # Unpack the data
+ runner_id, loglist = data
+ c = insert_conn.cursor()
+ insert_data = []
+ for i in loglist:
+ row = (str(runner_id), i["time"], json.dumps(i, default=json_serial))
+ insert_data.append(row)
+ c.executemany("INSERT INTO runner_logs VALUES (?,?,?)", insert_data)
+ insert_conn.commit()
+ # Mark the task as done in the queue
+ except OperationalError as e:
+ send_to_telegram("insert logs daemon returned" + str(e) + "RETRYING")
+ if "database is locked" in str(e):
+ # Database is locked, wait for a while and retry
+ insert_queue.put(data) # Put the data back into the queue for retry
+ sleep(1) # You can adjust the sleep duration
+ else:
+ raise # If it's another error, raise it
#join cekej na dokonceni vsech
for i in cs.db.runners:
diff --git a/v2realbot/static/js/archivechart.js b/v2realbot/static/js/archivechart.js
index ebcc5ab..f9ec99e 100644
--- a/v2realbot/static/js/archivechart.js
+++ b/v2realbot/static/js/archivechart.js
@@ -8,6 +8,7 @@ console.log("CHART_SHOW_TEXT archchart", CHART_SHOW_TEXT)
// var volumeSeries = null
var markersLine = null
var avgBuyLine = null
+var profitLine = null
var slLine = []
//TRANSFORM object returned from REST API get_arch_run_detail
//to series and markers required by lightweigth chart
@@ -111,6 +112,7 @@ function transform_data(data) {
//get markers - avgp line for all buys
var avgp_buy_line = []
var avgp_markers = []
+ var sum_profit_line = []
var markers = []
var markers_line = []
var last_timestamp = 0.1
@@ -139,9 +141,9 @@ function transform_data(data) {
last_timestamp = timestamp
iterator = 0.002
}
- //puvodne bylo pro buy
- //pro sell muzeme teoreticky taky mit buyline (pri shortu)
- if ((trade.order.side == "buy") || (trade.order.side == "sell")) {
+
+ //AVG BUY LINE - zatim docasne vypiname
+ if (((trade.order.side == "buy") || (trade.order.side == "sell")) && 1==2) {
//avgp lajnu vytvarime jen pokud je v tradeventu prumerna cena
if ((trade.pos_avg_price !== null) && (trade.pos_avg_price !== 0)) {
//line pro avgp markers
@@ -161,6 +163,26 @@ function transform_data(data) {
}
}
+ if ((trade.order.side == "buy") || (trade.order.side == "sell")) {
+ //avgp lajnu vytvarime jen pokud je v tradeventu prumerna cena
+ if ((trade.profit_sum !== null)) {
+ //line pro avgp markers
+ obj["time"] = timestamp;
+ obj["value"] = trade.profit_sum.toFixed(1);
+ sum_profit_line.push(obj)
+
+ //avgp markers pro prumernou cenu aktualnich pozic
+ // a_markers["time"] = timestamp
+ // a_markers["position"] = "aboveBar"
+ // a_markers["color"] = "#e8c76d"
+ // a_markers["shape"] = "arrowDown"
+ // a_markers["text"] = trade.profit_sum.toFixed(1);
+ // //if (CHART_SHOW_TEXT)
+ // //a_markers["text"] = trade.position_qty + " " + parseFloat(trade.pos_avg_price).toFixed(3)
+ // //a_markers["text"] = CHART_SHOW_TEXT ? trade.position_qty + "/" + parseFloat(trade.pos_avg_price).toFixed(3) :trade.position_qty
+ // avgp_markers.push(a_markers)
+ }
+ }
//buy sell markery
@@ -172,7 +194,7 @@ function transform_data(data) {
//marker["shape"] = (trade.order.side == "buy") ? "arrowUp" : "arrowDown"
marker["shape"] = (trade.order.side == "buy") ? "arrowUp" : "arrowDown"
//marker["text"] = trade.qty + "/" + trade.price
- qt_optimized = (trade.qty % 1000 === 0) ? (trade.qty / 1000).toFixed(1) + 'K' : trade.qty
+ qt_optimized = (trade.order.qty % 1000 === 0) ? (trade.order.qty / 1000).toFixed(1) + 'K' : trade.order.qty
if (CHART_SHOW_TEXT) {
//včetně qty
@@ -215,8 +237,10 @@ function transform_data(data) {
markers_line.sort(sorter)
avgp_buy_line.sort(sorter)
avgp_markers.sort(sorter)
+ sum_profit_line.sort(sorter)
- transformed["avgp_buy_line"] = avgp_buy_line
+ transformed["avgp_buy_line"] = avgp_buy_line
+ transformed["sum_profit_line"] = sum_profit_line
transformed["avgp_markers"] = avgp_markers
transformed["markers"] = markers
transformed["markers_line"] = markers_line
@@ -366,7 +390,15 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
}
container1.append(indbuttonElement);
+
display_buy_markers();
+ //TADY JSEM SKONCIL - toto nize predelat na hide button pro display bar markers
+ // btnElement = document.getElementById("pricelineButtons")
+ // var indbuttonElement = populate_indicator_buttons(false);
+ // if (btnElement) {
+ // container1.removeChild(btnElement);
+ // }
+ //container1.append(indbuttonElement);
if (last_range) {
chart.timeScale().setVisibleRange(last_range);
@@ -604,6 +636,11 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
//displays (redraws) buy markers
function display_buy_markers() {
+
+ if (profitLine) {
+ chart.removeSeries(profitLine)
+ }
+
if (avgBuyLine) {
chart.removeSeries(avgBuyLine)
}
@@ -650,10 +687,31 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
slLine.push(slLine_temp)
//xx
- })
+ })
//}
+ if (transformed_data["sum_profit_line"].length > 0) {
+ profitLine = chart.addLineSeries({
+ // title: "avgpbuyline",
+ color: '#e8c76d',
+ // color: 'transparent',
+ lineWidth: 1,
+ lastValueVisible: false
+ });
+
+ profitLine.applyOptions({
+ lastValueVisible: false,
+ priceLineVisible: false,
+ priceScaleId: "own"
+ });
+
+
+ profitLine.setData(transformed_data["sum_profit_line"]);
+ //profitLine.setMarkers(transformed_data["sum_profit_line_markers"]);
+ }
+
+
if (transformed_data["avgp_buy_line"].length > 0) {
avgBuyLine = chart.addLineSeries({
// title: "avgpbuyline",
@@ -714,6 +772,7 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
toolTip.innerHTML = "";
var data = param.seriesData.get(markersLine);
var data2 = param.seriesData.get(avgBuyLine);
+ var profitdata = param.seriesData.get(profitLine);
if ((data !== undefined) || (data2 !== undefined)) {
//param.seriesData.forEach((value, key) => {
//console.log("key",key)
@@ -733,9 +792,11 @@ function chart_archived_run(archRecord, data, oneMinuteBars) {
buy_price = parseFloat(data2.value).toFixed(3)
}
- toolTip.innerHTML += `POS:${tradeDetails.get(param.time).position_qty}/${buy_price}
T:${tradeDetails.get(param.time).qty}/${data.value}
`;
-
- //inspirace
+ toolTip.innerHTML += `POS:${tradeDetails.get(param.time).position_qty}/${buy_price}
T:${tradeDetails.get(param.time).order.qty}/${data.value}
`;
+ if (profitdata !== undefined) {
+ toolTip.innerHTML += `P:${parseFloat(profitdata.value).toFixed(1)}
`
+ }
+ //inspirace
// toolTip.innerHTML = `Apple Inc.
// ${Math.round(100 * price) / 100}
//
diff --git a/v2realbot/strategy/StrategyClassicSL.py b/v2realbot/strategy/StrategyClassicSL.py
index 0668aaa..727210d 100644
--- a/v2realbot/strategy/StrategyClassicSL.py
+++ b/v2realbot/strategy/StrategyClassicSL.py
@@ -1,7 +1,7 @@
from v2realbot.strategy.base import Strategy
from v2realbot.utils.utils import parse_alpaca_timestamp, ltp, AttributeDict,trunc,price2dec, zoneNY, print, json_serial, safe_get, get_tick, send_to_telegram
from v2realbot.utils.tlog import tlog, tlog_exception
-from v2realbot.enums.enums import Mode, Order, Account, RecordType
+from v2realbot.enums.enums import Mode, Order, Account, RecordType, Followup
#from alpaca.trading.models import TradeUpdate
from v2realbot.common.model import TradeUpdate
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus
@@ -25,7 +25,7 @@ class StrategyClassicSL(Strategy):
super().__init__(name, symbol, next, init, account, mode, stratvars, open_rush, close_rush, pe, se, runner_id, ilog_save)
#zkontroluje zda aktualni profit/loss - nedosahnul limit a pokud ano tak vypne strategii
- async def check_max_profit_loss(self):
+ async def stop_when_max_profit_loss(self):
self.state.ilog(e="CHECK MAX PROFIT")
max_sum_profit_to_quit = safe_get(self.state.vars, "max_sum_profit_to_quit", None)
max_sum_loss_to_quit = safe_get(self.state.vars, "max_sum_loss_to_quit", None)
@@ -36,15 +36,19 @@ class StrategyClassicSL(Strategy):
self.state.vars.pending = "max_sum_profit_to_quit"
send_to_telegram(f"QUITTING MAX SUM PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=}")
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 LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=}")
self.state.vars.pending = "max_sum_loss_to_quit"
send_to_telegram(f"QUITTING MAX SUM LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=}")
self.se.set()
+ return True
+
+ return False
- async def add_reversal(self, direction: TradeDirection, size: int, signal_name: str):
+ async def add_followup(self, direction: TradeDirection, size: int, signal_name: str):
trade_to_add = Trade(
id=uuid4(),
last_update=datetime.fromtimestamp(self.state.time).astimezone(zoneNY),
@@ -57,9 +61,9 @@ class StrategyClassicSL(Strategy):
self.state.vars.prescribedTrades.append(trade_to_add)
- self.state.vars.reverse_requested = None
+ self.state.vars.requested_followup = None
- self.state.ilog(e=f"REVERZAL {direction} added to prescr.trades {signal_name=} {size=}", trade=trade_to_add)
+ self.state.ilog(e=f"FOLLOWUP {direction} added to prescr.trades {signal_name=} {size=}", trade=trade_to_add)
async def orderUpdateBuy(self, data: TradeUpdate):
o: Order = data.order
@@ -92,23 +96,27 @@ class StrategyClassicSL(Strategy):
trade.profit_sum = self.state.profit
signal_name = trade.generated_by
+ if data.event == TradeEvent.FILL:
#zapsat update profitu do tradeList
- for tradeData in self.state.tradeList:
- if tradeData.execution_id == data.execution_id:
- #pridat jako attribut, aby proslo i na LIVE a PAPPER, kde se bere TradeUpdate z Alpaca
- setattr(tradeData, "profit", trade_profit)
- setattr(tradeData, "profit_sum", self.state.profit)
- setattr(tradeData, "signal_name", signal_name)
- #self.state.ilog(f"updatnut tradeList o profit", tradeData=json.loads(json.dumps(tradeData, default=json_serial)))
+ for tradeData in self.state.tradeList:
+ if tradeData.execution_id == data.execution_id:
+ #pridat jako attribut, aby proslo i na LIVE a PAPPER, kde se bere TradeUpdate z Alpaca
+ setattr(tradeData, "profit", trade_profit)
+ setattr(tradeData, "profit_sum", self.state.profit)
+ setattr(tradeData, "signal_name", signal_name)
+ #self.state.ilog(f"updatnut tradeList o profit", tradeData=json.loads(json.dumps(tradeData, default=json_serial)))
- #test na maximalni profit/loss
- await self.check_max_profit_loss()
-
- #pIF REVERSAL REQUIRED - reverse position is added to prescr.Trades with same signal name
- #jen při celém FILLU
- if data.event == TradeEvent.FILL and self.state.vars.reverse_requested:
- await self.add_reversal(direction=TradeDirection.LONG, size=o.qty, signal_name=signal_name)
+ #test na maximalni profit/loss, pokud vypiname pak uz nedelame pripdany reverzal
+ if await self.stop_when_max_profit_loss() is False:
+ #pIF REVERSAL REQUIRED - reverse position is added to prescr.Trades with same signal name
+ #jen při celém FILLU
+ if data.event == TradeEvent.FILL and self.state.vars.requested_followup is not None:
+ if self.state.vars.requested_followup == Followup.REVERSE:
+ await self.add_followup(direction=TradeDirection.LONG, size=o.qty, signal_name=signal_name)
+ elif self.state.vars.requested_followup == Followup.ADD:
+ #zatim stejna SIZE
+ await self.add_followup(direction=TradeDirection.SHORT, size=o.qty, signal_name=signal_name)
else:
#zjistime nazev signalu a updatneme do tradeListu - abychom meli svazano
for trade in self.state.vars.prescribedTrades:
@@ -161,20 +169,25 @@ class StrategyClassicSL(Strategy):
trade.profit_sum = self.state.profit
signal_name = trade.generated_by
- #zapsat update profitu do tradeList
- for tradeData in self.state.tradeList:
- if tradeData.execution_id == data.execution_id:
- #pridat jako attribut, aby proslo i na LIVE a PAPPER, kde se bere TradeUpdate z Alpaca
- setattr(tradeData, "profit", trade_profit)
- setattr(tradeData, "profit_sum", self.state.profit)
- setattr(tradeData, "signal_name", signal_name)
- #self.state.ilog(f"updatnut tradeList o profi {str(tradeData)}")
+ if data.event == TradeEvent.FILL:
+ #zapsat update profitu do tradeList
+ for tradeData in self.state.tradeList:
+ if tradeData.execution_id == data.execution_id:
+ #pridat jako attribut, aby proslo i na LIVE a PAPPER, kde se bere TradeUpdate z Alpaca
+ setattr(tradeData, "profit", trade_profit)
+ setattr(tradeData, "profit_sum", self.state.profit)
+ setattr(tradeData, "signal_name", signal_name)
+ #self.state.ilog(f"updatnut tradeList o profi {str(tradeData)}")
- await self.check_max_profit_loss()
+ if await self.stop_when_max_profit_loss() is False:
- #IF REVERSAL REQUIRED - reverse position is added to prescr.Trades with same signal name
- if data.event == TradeEvent.FILL and self.state.vars.reverse_requested:
- await self.add_reversal(direction=TradeDirection.SHORT, size=data.order.qty, signal_name=signal_name)
+ #IF REVERSAL REQUIRED - reverse position is added to prescr.Trades with same signal name
+ if data.event == TradeEvent.FILL and self.state.vars.requested_followup is not None:
+ if self.state.vars.requested_followup == Followup.REVERSE:
+ await self.add_followup(direction=TradeDirection.SHORT, size=data.order.qty, signal_name=signal_name)
+ elif self.state.vars.requested_followup == Followup.ADD:
+ #zatim stejna SIZE
+ await self.add_followup(direction=TradeDirection.LONG, size=data.order.qty, signal_name=signal_name)
else:
#zjistime nazev signalu a updatneme do tradeListu - abychom meli svazano
@@ -206,6 +219,7 @@ class StrategyClassicSL(Strategy):
#pri chybe api nechavame puvodni hodnoty
if a != -1:
self.state.avgp, self.state.positions = a,p
+ else: self.state.ilog(e=f"Chyba pri dotažení self.interface.pos() {a}")
#ic(self.state.avgp, self.state.positions)
#this parent method is called by strategy just once before waiting for first data