consolidation process added

testy/moduleTests/backtestInterfaceTest.py

@@ -0,0 +1,46 @@
+from v2realbot.config import Keys, get_key
+from v2realbot.enums.enums import Mode, Account, OrderSide
+from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderType
+from v2realbot.common.model import TradeUpdate, Order
+from v2realbot.interfaces.live_interface import LiveInterface
+from v2realbot.interfaces.backtest_interface import BacktestInterface
+from v2realbot.backtesting.backtester import Backtester
+from datetime import datetime
+from v2realbot.utils.utils  import zoneNY
+from uuid import UUID, uuid4
+
+def callback():
+    print("callback entry")
+
+
+start = datetime(2023, 4, 10, 9, 30, 0, 0, tzinfo=zoneNY)
+end =   datetime(2023, 4, 10, 9, 35, 0, 0, tzinfo=zoneNY)
+btdata: list = []
+cash=10000
+#key = get_key(mode=Mode.PAPER, account=Account.ACCOUNT1)
+symbol = "BAC"  
+
+bt = Backtester(symbol = symbol, order_fill_callback= callback, btdata=btdata, cash=cash, bp_from=start, bp_to=end)
+
+bt.open_orders = [Order(id=uuid4(),
+                        submitted_at = datetime(2023, 3, 17, 9, 30, 0, 0, tzinfo=zoneNY),
+                        symbol = "BAC",
+                        qty = 1,
+                        status = OrderStatus.ACCEPTED,
+                        order_type = OrderType.LIMIT,
+                        side = OrderSide.SELL,
+                        limit_price=22.4),
+                    Order(id=uuid4(),
+                        submitted_at = datetime(2023, 3, 17, 9, 30, 00, 0, tzinfo=zoneNY),
+                        symbol = "BAC",
+                        qty = 1,
+                        order_type = OrderType.MARKET,
+                        status = OrderStatus.ACCEPTED,
+                        side = OrderSide.BUY)]
+
+bt_interface = BacktestInterface(symbol=symbol, bt=bt)
+
+orderlist = bt.get_open_orders(symbol=symbol, side=None)
+
+print(orderlist)
+print(len(orderlist))

testy/moduleTests/liveInterfaceTest.py

@@ -0,0 +1,57 @@
+from v2realbot.config import Keys, get_key
+from v2realbot.enums.enums import Mode, Account, OrderSide
+from v2realbot.interfaces.live_interface import LiveInterface
+from msgpack import packb, unpackb
+key = get_key(mode=Mode.PAPER, account=Account.ACCOUNT1)
+symbol = "BAC"
+li = LiveInterface(symbol=symbol, key=key)
+
+
+##tady jsem skoncil - otestovat tento kod na variantach 
+# pendinbuys na PAPER
+#pak dat do Vykladaci ENTRY a otestovat i na BT
+data = {}
+data["index"] = 30
+consolidation_bar_count = 10
+pendingbuys = {'22dd3fe21-2c61-4ddd-b7df-cbdb3c1f7b79': '29.63', 'fe7b4baa-ef61-4867-b111-b1c3fc016dce': '29.59', '40253d42-bc00-4476-8f7a-28449fc00080': '29.57'}
+ 
+##konzolidace kazdy Nty bar dle nastaveni
+if int(data["index"])%int(consolidation_bar_count) == 0:
+    print("***Consolidation ENTRY***")
+
+    orderlist = li.get_open_orders(symbol=symbol, side=None)
+    #print(orderlist)
+    pendingbuys_new = {}
+    limitka = None
+    jevylozeno = 1
+    for o in orderlist:
+        if o.side == OrderSide.SELL:
+            print("Puvodni LIMITKA", limitka)
+            limitka = o.id
+            print("Přepsaná LIMITKA", limitka)
+        if o.side == OrderSide.BUY:
+            pendingbuys_new[str(o.id)]=o.limit_price
+
+    if pendingbuys_new != pendingbuys:
+        print("ROZDILNA PENDINGBUYS přepsána")
+        print("OLD",pendingbuys)
+        pendingbuys = unpackb(packb(pendingbuys_new))
+        print("NEW", pendingbuys)
+    print("OLD jevylozeno",jevylozeno)
+    if len(pendingbuys) > 0:
+        jevylozeno = 1
+    else:
+        jevylozeno = 0
+    print("NEW jevylozeno",jevylozeno)
+
+    #print(limitka)
+    #print(pendingbuys_new)
+    #print(pendingbuys)
+    #print(len(pendingbuys))
+    #print(len(pendingbuys_new))
+    #print(jevylozeno)
+    print("***CONSOLIDATION EXIT***")
+
+else:
+    print("no time for consolidation", data["index"])
+