backend: slope support, gui:add json
This commit is contained in:
David Brazda
15
testy/testSlope.py
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15
testy/testSlope.py
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@ -0,0 +1,15 @@
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sma = list
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sma = [28.90, 28.91, 28.91, 28.92, 28.97, 28.99]
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slope_lookback = 4
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roc_lookback = 4
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slope = (sma[-1] - sma[-slope_lookback])/slope_lookback
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roc = ((sma[-1] - sma[-roc_lookback])/sma[-roc_lookback])*100
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print(slope)
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# -1 až 0 klesání
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# 0 až 1 stoupání
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3
testy/testTelegram.py
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3
testy/testTelegram.py
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@ -0,0 +1,3 @@
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from v2realbot.utils.utils import send_to_telegram
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send_to_telegram("nazdarek")
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@ -45,7 +45,10 @@ stratvars = AttributeDict(maxpozic = 250,
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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],
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blockbuy = 0,
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ticks2reset = 0.04,
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consolidation_bar_count = 10)
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consolidation_bar_count = 10,
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slope_lookback = 20,
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minimum_slope = -0.23
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)
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##toto rozparsovat a strategii spustit stejne jako v main
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toml_string = """
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[[strategies]]
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@ -106,7 +109,7 @@ def next(data, state: StrategyState):
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price = last_price
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##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
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state.buy_l(price=price, size=qty)
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print("prvni limitka na aktuální cenu. Další podle křicvky", price, qty)
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print("prvni limitka na aktuální cenu. Další podle křivky", price, qty)
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for i in range(0,vykladka-1):
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price = price2dec(float(price - curve[i]))
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if price == last_price:
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@ -133,24 +136,55 @@ def next(data, state: StrategyState):
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return 0
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try:
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## slope vyresi rychlé sesupy - jeste je treba podchytit pomalejsi sesupy
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slope = 99
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#minimum slope disabled if -1
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#roc_lookback = 20
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#print(state.vars.MA, "MACKO")
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#print(state.bars.hlcc4)
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state.indicators.ema = ema(state.bars.close, state.vars.MA) #state.bars.vwap
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#trochu prasarna, EMAcko trunc na 3 mista - kdyz se osvedci, tak udelat efektivne
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state.indicators.ema = [trunc(i,3) for i in state.indicators.ema]
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ic(state.vars.MA, state.vars.Trend, state.indicators.ema[-5:])
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slope_lookback = int(state.vars.slope_lookback)
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minimum_slope = float(state.vars.minimum_slope)
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if len(state.bars.close) > slope_lookback:
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#slope = ((state.indicators.ema[-1] - state.indicators.ema[-slope_lookback])/slope_lookback)*100
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#PUVODNI slope = ((state.bars.close[-1] - state.bars.close[-slope_lookback])/slope_lookback)*100
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slope = ((state.bars.close[-1] - state.bars.close[-slope_lookback])/state.bars.close[-slope_lookback])*100
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#roc = ((state.indicators.ema[-1] - state.indicators.ema[-roc_lookback])/state.indicators.ema[-roc_lookback])*100
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state.indicators.slope.append(slope)
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#state.indicators.roc.append(roc)
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ic(state.indicators.slope[-5:])
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#ic(state.indicators.roc[-5:])
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except Exception as e:
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print("No data for MA yet", str(e))
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print("Exception in NEXT Indicator section", str(e))
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print("is falling",isfalling(state.indicators.ema,state.vars.Trend))
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print("is rising",isrising(state.indicators.ema,state.vars.Trend))
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#and data['index'] > state.vars.lastbuyindex+state.vars.Trend:
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#neni vylozeno muzeme nakupovat
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#SLOPE ANGLE PROTECTION
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if slope < minimum_slope:
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print("OCHRANA SLOPE TOO HIGH")
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if len(state.vars.pendingbuys)>0:
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print("CANCEL PENDINGBUYS")
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ic(state.vars.pendingbuys)
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res = asyncio.run(state.cancel_pending_buys())
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ic(state.vars.pendingbuys)
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print("slope", slope)
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print("min slope", minimum_slope)
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if ic(state.vars.jevylozeno) == 0:
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print("Neni vylozeno, muzeme testovat nakup")
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if isfalling(state.indicators.ema,state.vars.Trend):
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if isfalling(state.indicators.ema,state.vars.Trend) and slope > minimum_slope:
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print("BUY MARKET")
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ic(data['updated'])
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ic(state.time)
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@ -167,7 +201,7 @@ def next(data, state: StrategyState):
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#TODO predelat mechanismus ticků (zrelativizovat), aby byl pouzitelny na tituly s ruznou cenou
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#TODO spoustet 1x za X iteraci nebo cas
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if state.vars.jevylozeno == 1:
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#pokud mame vylozeno a cena je vetsi nez 0.04
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#pokud mame vylozeno a cena je vetsi nez tick2reset
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if len(state.vars.pendingbuys)>0:
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maxprice = max(state.vars.pendingbuys.values())
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print("max cena v orderbuys", maxprice)
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@ -264,6 +298,8 @@ def init(state: StrategyState):
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#place to declare new vars
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print("INIT v main",state.name)
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state.indicators['ema'] = []
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state.indicators['slope'] = []
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#state.indicators['roc'] = []
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def main():
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Binary file not shown.
@ -517,7 +517,7 @@ class Backtester:
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#with lock:
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for o in self.open_orders:
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#print(o)
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if o.symbol == symbol:
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if o.symbol == symbol and o.canceled_at is None:
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if side is None or o.side == side:
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res.append(o)
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return res
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@ -235,6 +235,7 @@ def capsule(target: object, db: object):
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reason = "SHUTDOWN OK"
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except Exception as e:
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reason = "SHUTDOWN Exception:" + str(e)
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print(str(e))
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print(reason)
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finally:
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# remove runners after thread is stopped and save results to stratin history
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Binary file not shown.
@ -147,7 +147,7 @@ class LiveInterface(GeneralInterface):
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return a
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except APIError as e:
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#order doesnt exist
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if e.code == 40410000: return 0,0
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if e.code == 40410000: return 0
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else:
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print("nepovedlo se zrusit objednavku", str(e))
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#raise Exception(e)
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@ -11,7 +11,7 @@ from fastapi import FastAPI, Depends, HTTPException, status
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from fastapi.security import APIKeyHeader
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import uvicorn
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from uuid import UUID
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import controller.services as cs
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import v2realbot.controller.services as cs
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from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest
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from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
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from fastapi.responses import HTMLResponse, FileResponse
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@ -79,7 +79,13 @@
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</div>
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<div id="stratin-table" class="flex-items">
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<div id="stratin-table">
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<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>
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<button id="button_add" class="btn btn-success">Add</button>
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<button id="button_add_json" class="btn btn-success">Add JSON</button>
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<button id="button_edit" class="btn btn-success">Edit</button>
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<button id="button_dup" class="btn btn-success">Duplicate</button>
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<button id="button_copy" class="btn btn-success">Copy JSON</button>
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<button id="button_delete" class="btn btn-success">Delete</button>
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<button id="button_run" class="btn btn-success">Run Strategy</button>
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<table id="stratinTable" class="display" style="width:100%">
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<thead>
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<tr>
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@ -192,6 +198,28 @@
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</form>
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</div>
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</div>
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<div id="jsonModal" class="modal fade">
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<div class="modal-dialog">
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<form method="post" id="jsonForm">
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<div class="modal-content">
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<div class="modal-header">
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<button type="button" class="close" data-dismiss="modal">×</button>
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<h4 class="modal-title_json"><i class="fa fa-plus"></i> Add JSON Record</h4>
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</div>
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<div class="modal-body">
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<div class="form-group">
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<label for="jsontext" class="control-label">JSON</label>
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<textarea class="form-control" rows="7" id="jsontext" name="jsontext" required></textarea>
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</div>
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</div>
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<div class="modal-footer">
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<input type="submit" name="json_add" id="json_add" class="btn btn-info" value="Add" />
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<button type="button" class="btn btn-default" data-dismiss="modal">Close</button>
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</div>
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</div>
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</form>
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</div>
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</div>
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<div id="runModal" class="modal fade">
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<div class="modal-dialog">
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<form method="post" id="runForm">
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@ -1,5 +1,5 @@
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//const chartOptions = { layout: { textColor: 'black', background: { type: 'solid', color: 'white' } } };
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const chartOptions = { width: 1200, height: 600}
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const chartOptions = { width: 1200, height: 600, leftPriceScale: {visible: true}}
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const chart = LightweightCharts.createChart(document.getElementById('chart'), chartOptions);
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chart.applyOptions({ timeScale: { visible: true, timeVisible: true, secondsVisible: true }, crosshair: {
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mode: LightweightCharts.CrosshairMode.Normal, labelVisible: true
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@ -64,6 +64,7 @@ $(document).ready(function () {
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$('#button_stop').attr('disabled','disabled');
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$('#button_edit').attr('disabled','disabled');
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$('#button_dup').attr('disabled','disabled');
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$('#button_copy').attr('disabled','disabled');
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$('#button_delete').attr('disabled','disabled');
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$('#button_run').attr('disabled','disabled');
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@ -72,6 +73,7 @@ $(document).ready(function () {
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if ($(this).hasClass('selected')) {
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$(this).removeClass('selected');
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$('#button_dup').attr('disabled','disabled');
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$('#button_copy').attr('disabled','disabled');
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$('#button_edit').attr('disabled','disabled');
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$('#button_delete').attr('disabled','disabled');
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$('#button_run').attr('disabled','disabled');
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@ -79,6 +81,7 @@ $(document).ready(function () {
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stratinRecords.$('tr.selected').removeClass('selected');
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$(this).addClass('selected');
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$('#button_dup').attr('disabled',false);
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$('#button_copy').attr('disabled',false);
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$('#button_edit').attr('disabled',false);
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$('#button_delete').attr('disabled',false);
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$('#button_run').attr('disabled',false);
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@ -105,6 +108,28 @@ $(document).ready(function () {
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stratinRecords.ajax.reload();
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})
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//button refresh
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$('#button_copy').click(function () {
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event.preventDefault();
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$('#button_copy').attr('disabled','disabled');
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row = stratinRecords.row('.selected').data();
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const rec = new Object()
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rec.id2 = parseInt(row.id2);
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rec.name = row.name;
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rec.symbol = row.symbol;
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rec.class_name = row.class_name;
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rec.script = row.script;
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rec.open_rush = row.open_rush;
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rec.close_rush = row.close_rush;
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rec.stratvars_conf = row.stratvars_conf;
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rec.add_data_conf = row.add_data_conf;
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rec.note = row.note;
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rec.history = "";
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jsonString = JSON.stringify(rec);
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navigator.clipboard.writeText(jsonString);
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$('#button_copy').attr('disabled', false);
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})
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//button duplicate
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$('#button_dup').click(function () {
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row = stratinRecords.row('.selected').data();
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@ -250,6 +275,7 @@ $(document).ready(function () {
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$('#action').val('addRecord');
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$('#save').val('Add');
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});
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//edit button
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$('#button_edit').click(function () {
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row = stratinRecords.row('.selected').data();
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@ -279,6 +305,10 @@ $(document).ready(function () {
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$('#save').val('Delete');
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});
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//json add button
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$('#button_add_json').click(function () {
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window.$('#jsonModal').modal('show');
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});
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} );
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//stratin table
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@ -441,7 +471,7 @@ $("#recordModal").on('submit','#recordForm', function(event){
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})
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}
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else {
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//code for add
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//code for edit
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event.preventDefault();
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$('#save').attr('disabled','disabled');
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var formData = $(this).serializeJSON();
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@ -474,7 +504,40 @@ $("#recordModal").on('submit','#recordForm', function(event){
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});
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//delete
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//add json modal
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$("#jsonModal").on('submit','#jsonForm', function(event){
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event.preventDefault();
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$('#json_add').attr('disabled','disabled');
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jsonString = $('#jsontext').val();
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$.ajax({
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url:"/stratins/",
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beforeSend: function (xhr) {
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xhr.setRequestHeader('X-API-Key',
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API_KEY); },
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method:"POST",
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contentType: "application/json",
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dataType: "json",
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data: jsonString,
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success:function(data){
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$('#jsonForm')[0].reset();
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window.$('#jsonModal').modal('hide');
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$('#json_add').attr('disabled', false);
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setTimeout(function () {
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runnerRecords.ajax.reload();
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stratinRecords.ajax.reload();
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}, 750)
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},
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error: function(xhr, status, error) {
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var err = eval("(" + xhr.responseText + ")");
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window.alert(JSON.stringify(xhr));
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console.log(JSON.stringify(xhr));
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$('#json_add').attr('disabled', false);
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}
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})
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});
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//delete modal
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$("#delModal").on('submit','#delForm', function(event){
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event.preventDefault();
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$('#delete').attr('disabled','disabled');
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@ -1,3 +1,4 @@
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const momentumIndicatorNames = ["roc", "slope"]
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var indList = []
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var ws = null;
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function connect(event) {
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@ -54,7 +55,7 @@ function connect(event) {
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if (parsed_data.hasOwnProperty("indicators")) {
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var indicators = parsed_data.indicators
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//if there are indicators it means there must be at least two keys (first time is there everytime)
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//if there are indicators it means there must be at least two keys (except time which is always present)
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if (Object.keys(indicators).length > 1) {
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for (const [key, value] of Object.entries(indicators)) {
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if (key !== "time") {
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@ -63,10 +64,19 @@ function connect(event) {
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if (searchObject == undefined) {
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console.log("object new - init and add")
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var obj = {name: key, series: null}
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if (momentumIndicatorNames.includes(key)) {
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obj.series = chart.addLineSeries({
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priceScaleId: 'left',
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title: key,
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lineWidth: 1,
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})
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}
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else {
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obj.series = chart.addLineSeries({
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title: key,
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lineWidth: 1,
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})
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}
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obj.series.update({
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time: indicators.time,
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value: value});
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@ -24,7 +24,7 @@
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.legend {
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position: absolute;
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color: #050505;
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left: 60px;
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left: 115px;
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top: 99px;
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z-index: 1;
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font-size: 16px;
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@ -116,7 +116,9 @@ class StrategyOrderLimitVykladaci(Strategy):
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ic(key)
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#nejprve vyhodime z pendingbuys
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self.state.vars.pendingbuys.pop(key, False)
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self.interface.cancel(key)
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res = self.interface.cancel(key)
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if res < 0:
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print("ERROR CANCEL PENDING BUYS")
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self.state.vars.pendingbuys={}
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self.state.vars.jevylozeno = 0
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print("cancel pending buys end")
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Binary file not shown.
Binary file not shown.
@ -334,7 +334,11 @@ class Strategy:
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if len(self.state.indicators) > 0:
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rt_out["indicators"] = dict()
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for key, value in self.state.indicators.items():
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rt_out["indicators"][key] = value[-1]
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#odchyceny pripad, kdy indikatory jsou inicializovane, ale jeste v nich nejsou data, pak do WS nic neposilame
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try:
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rt_out["indicators"][key]= value[-1]
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except IndexError:
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pass
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print(rt_out)
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print("RTQUEUE INSERT")
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@ -344,10 +348,6 @@ class Strategy:
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print("RTQUEUE", self.rtqueue)
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# inicializace poplatna typu strategie (např. u LIMITu dotažení existující limitky)
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def strat_init(self):
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pass
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@ -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):
|
||||
|
||||
Reference in New Issue
Block a user