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keys to env variables, optimalizations

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This commit is contained in:
David Brazda
2024-02-10 21:02:00 +07:00
parent d8bcc4bb8f
commit eff78e8157
5 changed files with 62 additions and 24 deletions
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14
v2realbot/strategyblocks/newtrade/sizing.py
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@ -9,6 +9,7 @@ from traceback import format_exc
from v2realbot.strategyblocks.newtrade.conditions import go_conditions_met, common_go_preconditions_check
from v2realbot.strategyblocks.indicators.helpers import get_source_series
import numpy as np
from scipy.interpolate import interp1d
def get_size(state: StrategyState, data, signaloptions: dict, direction: TradeDirection):
return state.vars.chunk * get_multiplier(state, signaloptions, direction)
@ -133,8 +134,17 @@ def get_multiplier(state: StrategyState, data, signaloptions: dict, direction: T
state.ilog(lvl=1,e=f"SIZER - Pattern source and size axis must be set", options=str(options))
return multiplier
state.ilog(lvl=1,e=f"SIZER - Input value of {pattern_source} value {input_value}", options=options, time=state.time)
multiplier = np.interp(input_value, pattern_source_axis, pattern_size_axis)
state.ilog(lvl=1,e=f"SIZER - Input value of {pattern_source} value {input_value}", options=options, time=state.time)
#puvodni jednoducha interpolace
#multiplier = np.interp(input_value, pattern_source_axis, pattern_size_axis)
# Updated interpolation function for smoother results
# Create the interpolation function
f = interp1d(pattern_source_axis, pattern_size_axis, kind='cubic')
# Interpolate the input value using the interpolation function
multiplier = f(input_value)
state.ilog(lvl=1,e=f"SIZER - Interpolated value {multiplier}", input_value=input_value, pattern_source_axis=pattern_source_axis, pattern_size_axis=pattern_size_axis, options=options, time=state.time)
if multiplier > 1 or multiplier <= 0: