backend: slope support, gui:add json

testy/testSlope.py

@@ -0,0 +1,15 @@
+
+sma = list
+
+sma = [28.90, 28.91, 28.91, 28.92, 28.97, 28.99]
+slope_lookback = 4
+roc_lookback = 4
+
+slope = (sma[-1] - sma[-slope_lookback])/slope_lookback
+roc = ((sma[-1] - sma[-roc_lookback])/sma[-roc_lookback])*100
+
+print(slope)
+
+
+# -1 až 0 klesání
+# 0 až 1 stoupání

testy/testTelegram.py

@@ -0,0 +1,3 @@
+from v2realbot.utils.utils import send_to_telegram
+
+send_to_telegram("nazdarek")

v2realbot/ENTRY_backtest_strategyVykladaci.py

@@ -45,7 +45,10 @@ stratvars = AttributeDict(maxpozic = 250,
                           curve = [0.01, 0.01, 0.01, 0, 0.02, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01],
                           blockbuy = 0,
                           ticks2reset = 0.04,
-                          consolidation_bar_count = 10)
+                          consolidation_bar_count = 10,
+                          slope_lookback = 20,
+                          minimum_slope = -0.23
+                          )
 ##toto rozparsovat a strategii spustit stejne jako v main
 toml_string = """
 [[strategies]]
@@ -106,7 +109,7 @@ def next(data, state: StrategyState):
         price = last_price
         ##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
         state.buy_l(price=price, size=qty)
-        print("prvni limitka na aktuální cenu. Další podle křicvky", price, qty)
+        print("prvni limitka na aktuální cenu. Další podle křivky", price, qty)
         for i in range(0,vykladka-1):
             price = price2dec(float(price - curve[i]))
             if price == last_price:
@@ -133,24 +136,55 @@ def next(data, state: StrategyState):
             return 0
 
     try:
+
+        ## slope vyresi rychlé sesupy - jeste je treba podchytit pomalejsi sesupy
+
+
+        slope = 99
+        #minimum slope disabled if -1
+
+
+        #roc_lookback = 20
         #print(state.vars.MA, "MACKO")
         #print(state.bars.hlcc4)
         state.indicators.ema = ema(state.bars.close, state.vars.MA) #state.bars.vwap
         #trochu prasarna, EMAcko trunc na 3 mista - kdyz se osvedci, tak udelat efektivne
         state.indicators.ema = [trunc(i,3) for i in state.indicators.ema]
         ic(state.vars.MA, state.vars.Trend, state.indicators.ema[-5:])
+
+        slope_lookback = int(state.vars.slope_lookback)
+        minimum_slope = float(state.vars.minimum_slope)
+
+        if len(state.bars.close) > slope_lookback:
+            #slope = ((state.indicators.ema[-1] - state.indicators.ema[-slope_lookback])/slope_lookback)*100
+            #PUVODNI slope = ((state.bars.close[-1] - state.bars.close[-slope_lookback])/slope_lookback)*100
+            slope = ((state.bars.close[-1] - state.bars.close[-slope_lookback])/state.bars.close[-slope_lookback])*100
+            #roc = ((state.indicators.ema[-1] - state.indicators.ema[-roc_lookback])/state.indicators.ema[-roc_lookback])*100
+            state.indicators.slope.append(slope)
+            #state.indicators.roc.append(roc)
+            ic(state.indicators.slope[-5:])
+            #ic(state.indicators.roc[-5:])
     except Exception as e:
-        print("No data for MA yet", str(e))
+        print("Exception in NEXT Indicator section", str(e))
 
     print("is falling",isfalling(state.indicators.ema,state.vars.Trend))
     print("is rising",isrising(state.indicators.ema,state.vars.Trend))
 
-    #and data['index'] > state.vars.lastbuyindex+state.vars.Trend:
+    #SLOPE ANGLE PROTECTION
-    #neni vylozeno muzeme nakupovat
+    if slope < minimum_slope:
+        print("OCHRANA SLOPE TOO HIGH")
+        if len(state.vars.pendingbuys)>0:
+            print("CANCEL PENDINGBUYS")
+            ic(state.vars.pendingbuys)
+            res = asyncio.run(state.cancel_pending_buys())
+            ic(state.vars.pendingbuys)
+        print("slope", slope)
+        print("min slope", minimum_slope)
+
     if ic(state.vars.jevylozeno) == 0:
         print("Neni vylozeno, muzeme testovat nakup")
 
-        if isfalling(state.indicators.ema,state.vars.Trend):
+        if isfalling(state.indicators.ema,state.vars.Trend) and slope > minimum_slope:
             print("BUY MARKET")
             ic(data['updated'])
             ic(state.time)
@@ -167,7 +201,7 @@ def next(data, state: StrategyState):
     #TODO predelat mechanismus ticků (zrelativizovat), aby byl pouzitelny na tituly s ruznou cenou
     #TODO spoustet 1x za X iteraci nebo cas
     if state.vars.jevylozeno == 1:
-        #pokud mame vylozeno a cena je vetsi nez 0.04 
+        #pokud mame vylozeno a cena je vetsi nez tick2reset 
             if len(state.vars.pendingbuys)>0:
                 maxprice = max(state.vars.pendingbuys.values())
                 print("max cena v orderbuys", maxprice)
@@ -264,6 +298,8 @@ def init(state: StrategyState):
     #place to declare new vars
     print("INIT v main",state.name)
     state.indicators['ema'] = []
+    state.indicators['slope'] = []
+    #state.indicators['roc'] = []
 
 def main():
 

v2realbot/backtesting/backtester.py

@@ -517,7 +517,7 @@ class Backtester:
         #with lock:
         for o in self.open_orders:
             #print(o)
-            if o.symbol == symbol:
+            if o.symbol == symbol and o.canceled_at is None:
                 if side is None or o.side == side:
                     res.append(o)
         return res

v2realbot/controller/services.py

@@ -235,6 +235,7 @@ def capsule(target: object, db: object):
         reason = "SHUTDOWN OK"
     except Exception as e:
         reason = "SHUTDOWN Exception:" + str(e)
+        print(str(e))
         print(reason)
     finally:
         # remove runners after thread is stopped and save results to stratin history

v2realbot/interfaces/live_interface.py

@@ -147,7 +147,7 @@ class LiveInterface(GeneralInterface):
             return a
         except APIError as e:
             #order doesnt exist
-            if e.code == 40410000: return 0,0
+            if e.code == 40410000: return 0
             else:
                 print("nepovedlo se zrusit objednavku", str(e))
                 #raise Exception(e)

v2realbot/main.py

@@ -11,7 +11,7 @@ from fastapi import FastAPI, Depends, HTTPException, status
 from fastapi.security import APIKeyHeader
 import uvicorn
 from uuid import UUID
-import controller.services as cs
+import v2realbot.controller.services as cs
 from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest
 from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
 from fastapi.responses import HTMLResponse, FileResponse

v2realbot/static/index.html

@@ -79,7 +79,13 @@
             </div>
             <div id="stratin-table" class="flex-items">
                 <div id="stratin-table">
-                <button id="button_add" class="btn btn-success">Add</button><button id="button_edit" class="btn btn-success">Edit</button><button id="button_dup" class="btn btn-success">Duplicate</button><button id="button_delete" class="btn btn-success">Delete</button><button id="button_run" class="btn btn-success">Run Strategy</button>
+                <button id="button_add" class="btn btn-success">Add</button>
+                <button id="button_add_json" class="btn btn-success">Add JSON</button>
+                <button id="button_edit" class="btn btn-success">Edit</button>
+                <button id="button_dup" class="btn btn-success">Duplicate</button>
+                <button id="button_copy" class="btn btn-success">Copy JSON</button>
+                <button id="button_delete" class="btn btn-success">Delete</button>
+                <button id="button_run" class="btn btn-success">Run Strategy</button>
                 <table id="stratinTable" class="display" style="width:100%">
                     <thead>
                         <tr>
@@ -192,6 +198,28 @@
                         </form>
                     </div>
                 </div>
+                <div id="jsonModal" class="modal fade">
+                    <div class="modal-dialog">
+                        <form method="post" id="jsonForm">
+                            <div class="modal-content">
+                                <div class="modal-header">
+                                    <button type="button" class="close" data-dismiss="modal">×</button>
+                                    <h4 class="modal-title_json"><i class="fa fa-plus"></i> Add JSON Record</h4>
+                                </div>
+                                <div class="modal-body">
+                                    <div class="form-group">
+                                        <label for="jsontext" class="control-label">JSON</label>
+                                        <textarea class="form-control" rows="7" id="jsontext" name="jsontext" required></textarea>		
+                                    </div>				
+                                </div>
+                                <div class="modal-footer">
+                                    <input type="submit" name="json_add" id="json_add" class="btn btn-info" value="Add" />
+                                    <button type="button" class="btn btn-default" data-dismiss="modal">Close</button>
+                                </div>
+                            </div>
+                        </form>
+                    </div>
+                </div>
                 <div id="runModal" class="modal fade">
                     <div class="modal-dialog">
                         <form method="post" id="runForm">

v2realbot/static/js/mychart.js

@@ -1,5 +1,5 @@
 //const chartOptions = { layout: { textColor: 'black', background: { type: 'solid', color: 'white' } } };
-const chartOptions = { width: 1200, height: 600}
+const chartOptions = { width: 1200, height: 600, leftPriceScale: {visible: true}}
 const chart = LightweightCharts.createChart(document.getElementById('chart'), chartOptions);
 chart.applyOptions({ timeScale: { visible: true, timeVisible: true, secondsVisible: true }, crosshair: {
     mode: LightweightCharts.CrosshairMode.Normal, labelVisible: true

v2realbot/static/js/mytables.js

@@ -64,6 +64,7 @@ $(document).ready(function () {
     $('#button_stop').attr('disabled','disabled');
     $('#button_edit').attr('disabled','disabled');
     $('#button_dup').attr('disabled','disabled');
+    $('#button_copy').attr('disabled','disabled');
     $('#button_delete').attr('disabled','disabled');
     $('#button_run').attr('disabled','disabled');
 
@@ -72,6 +73,7 @@ $(document).ready(function () {
         if ($(this).hasClass('selected')) {
             $(this).removeClass('selected');
             $('#button_dup').attr('disabled','disabled');
+            $('#button_copy').attr('disabled','disabled');
             $('#button_edit').attr('disabled','disabled');
             $('#button_delete').attr('disabled','disabled');
             $('#button_run').attr('disabled','disabled');
@@ -79,6 +81,7 @@ $(document).ready(function () {
             stratinRecords.$('tr.selected').removeClass('selected');
             $(this).addClass('selected');
             $('#button_dup').attr('disabled',false);
+            $('#button_copy').attr('disabled',false);
             $('#button_edit').attr('disabled',false);
             $('#button_delete').attr('disabled',false);
             $('#button_run').attr('disabled',false);
@@ -105,6 +108,28 @@ $(document).ready(function () {
         stratinRecords.ajax.reload();
     })
 
+    //button refresh
+    $('#button_copy').click(function () {
+        event.preventDefault();
+        $('#button_copy').attr('disabled','disabled');
+        row = stratinRecords.row('.selected').data();
+        const rec = new Object()
+        rec.id2 = parseInt(row.id2);
+        rec.name = row.name;
+        rec.symbol = row.symbol;
+        rec.class_name = row.class_name;
+        rec.script = row.script;
+        rec.open_rush = row.open_rush;
+        rec.close_rush = row.close_rush;
+        rec.stratvars_conf = row.stratvars_conf;
+        rec.add_data_conf = row.add_data_conf;
+        rec.note = row.note;
+        rec.history = "";
+        jsonString = JSON.stringify(rec);
+        navigator.clipboard.writeText(jsonString);
+        $('#button_copy').attr('disabled', false);
+    })
+
    //button duplicate
    $('#button_dup').click(function () {
     row = stratinRecords.row('.selected').data();
@@ -250,6 +275,7 @@ $(document).ready(function () {
 		$('#action').val('addRecord');
 		$('#save').val('Add');
     });
+
     //edit button
     $('#button_edit').click(function () {
         row = stratinRecords.row('.selected').data();
@@ -279,6 +305,10 @@ $(document).ready(function () {
         $('#save').val('Delete');
 
     });
+    //json add button
+    $('#button_add_json').click(function () {
+        window.$('#jsonModal').modal('show');
+    });
 } );
 
 //stratin table
@@ -441,7 +471,7 @@ $("#recordModal").on('submit','#recordForm', function(event){
         })
     }
     else {
-        //code for add
+        //code for edit
         event.preventDefault();
         $('#save').attr('disabled','disabled');
         var formData = $(this).serializeJSON();
@@ -474,7 +504,40 @@ $("#recordModal").on('submit','#recordForm', function(event){
 
 });	
 
-//delete
+//add json modal
+$("#jsonModal").on('submit','#jsonForm', function(event){
+    event.preventDefault();
+    $('#json_add').attr('disabled','disabled');
+    jsonString = $('#jsontext').val();
+    $.ajax({
+        url:"/stratins/",
+        beforeSend: function (xhr) {
+            xhr.setRequestHeader('X-API-Key',
+                API_KEY); },
+        method:"POST",
+        contentType: "application/json",
+        dataType: "json",
+        data: jsonString,
+        success:function(data){				
+            $('#jsonForm')[0].reset();
+            window.$('#jsonModal').modal('hide');				
+            $('#json_add').attr('disabled', false);
+            setTimeout(function () {
+                runnerRecords.ajax.reload();
+                stratinRecords.ajax.reload();
+                }, 750)
+        },
+        error: function(xhr, status, error) {
+            var err = eval("(" + xhr.responseText + ")");
+            window.alert(JSON.stringify(xhr));
+            console.log(JSON.stringify(xhr));
+            $('#json_add').attr('disabled', false);
+        }
+    })
+});
+
+
+//delete modal
 $("#delModal").on('submit','#delForm', function(event){
         event.preventDefault();
         $('#delete').attr('disabled','disabled');

v2realbot/static/js/mywebsocket.js

@@ -1,3 +1,4 @@
+const momentumIndicatorNames = ["roc", "slope"]
 var indList = []
 var ws = null;
 function connect(event) {
@@ -54,7 +55,7 @@ function connect(event) {
 
         if (parsed_data.hasOwnProperty("indicators")) { 
             var indicators = parsed_data.indicators
-            //if there are indicators it means there must be at least two keys (first time is there everytime)
+            //if there are indicators it means there must be at least two keys (except time which is always present)
             if (Object.keys(indicators).length > 1) {
                 for (const [key, value] of Object.entries(indicators)) {
                     if (key !== "time") {
@@ -63,10 +64,19 @@ function connect(event) {
                         if (searchObject == undefined) {
                             console.log("object new - init and add")
                             var obj = {name: key, series: null}
-                            obj.series = chart.addLineSeries({
+                            if (momentumIndicatorNames.includes(key)) {
-                                title: key,
+                                obj.series = chart.addLineSeries({
-                                lineWidth: 1,
+                                    priceScaleId: 'left',
-                            })
+                                    title: key,
+                                    lineWidth: 1,
+                                })                               
+                            }
+                            else {
+                                obj.series = chart.addLineSeries({
+                                    title: key,
+                                    lineWidth: 1,
+                                })
+                            }
                             obj.series.update({
                                 time: indicators.time,
                                 value: value});

v2realbot/static/main.css

@@ -24,7 +24,7 @@
 .legend {
     position: absolute;
     color: #050505;
-    left: 60px;
+    left: 115px;
     top: 99px;
     z-index: 1;
     font-size: 16px;

v2realbot/strategy/StrategyOrderLimitVykladaci.py

@@ -116,7 +116,9 @@ class StrategyOrderLimitVykladaci(Strategy):
                 ic(key)
                 #nejprve vyhodime z pendingbuys
                 self.state.vars.pendingbuys.pop(key, False)
-                self.interface.cancel(key)
+                res = self.interface.cancel(key)
+                if res < 0:
+                    print("ERROR CANCEL PENDING BUYS")
         self.state.vars.pendingbuys={}        
         self.state.vars.jevylozeno = 0
         print("cancel pending buys end")

v2realbot/strategy/base.py

@@ -334,7 +334,11 @@ class Strategy:
             if len(self.state.indicators) > 0:
                 rt_out["indicators"] = dict()
                 for key, value in self.state.indicators.items():
-                        rt_out["indicators"][key] = value[-1]
+                        #odchyceny pripad, kdy indikatory jsou inicializovane, ale jeste v nich nejsou data, pak do WS nic neposilame
+                        try:
+                            rt_out["indicators"][key]= value[-1]
+                        except IndexError:
+                            pass
             print(rt_out)
 
             print("RTQUEUE INSERT")
@@ -344,10 +348,6 @@ class Strategy:
             print("RTQUEUE", self.rtqueue)
 
 
-
-
-
-
     # inicializace poplatna typu strategie (např. u LIMITu dotažení existující limitky)
     def strat_init(self):
         pass

v2realbot/utils/utils.py

@@ -14,6 +14,18 @@ from v2realbot.common.model import StrategyInstance, Runner
 from typing import List
 import tomli
 from v2realbot.config import DATA_DIR
+import requests
+
+def send_to_telegram(message):
+    apiToken = '5836666362:AAGPuzwp03tczMQTwTBiHW6VsZZ-1RCMAEE'
+    chatID = '5029424778'
+    apiURL = f'https://api.telegram.org/bot{apiToken}/sendMessage'
+
+    try:
+        response = requests.post(apiURL, json={'chat_id': chatID, 'text': message})
+        print(response.text)
+    except Exception as e:
+        print(e)
 
 #datetime to timestamp
 def json_serial(obj):