David Brazda
GitHub
1
CODEOWNERS
Normal file
1
CODEOWNERS
Normal file
@ -0,0 +1 @@
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* @drew2323
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106
run.sh
Normal file
106
run.sh
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@ -0,0 +1,106 @@
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#!/bin/bash
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|
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# file: runstop.sh
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#----
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# Simple script to start / stop / restart a python script in the background.
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#----
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#----
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# To Use:
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# Run "./run.sh start" to start, "./run.sh stop" to stop, and "./run.sh restart" to restart.
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#----
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#----BEGIN EDITABLE VARS----
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SCRIPT_TO_EXECUTE_PLUS_ARGS='v2realbot/main.py -u'
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OUTPUT_PID_FILE=running.pid
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OUTPUT_PID_PATH=$HOME
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PYTHON_TO_USE="python3"
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# If using 'virtualenv' with python, specify the local virtualenv dir.
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#VIRTUAL_ENV_DIR=""
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#----END EDITABLE VARS-------
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# Additions for handling strat.log backup
|
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HISTORY_DIR="$HOME/stratlogs"
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TIMESTAMP=$(date +"%Y%m%d-%H%M%S")
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LOG_FILE="strat.log"
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BACKUP_LOG_FILE="$HISTORY_DIR/${TIMESTAMP}_$LOG_FILE"
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# If virtualenv specified & exists, using that version of python instead.
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if [ -d "$VIRTUAL_ENV_DIR" ]; then
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PYTHON_TO_USE="$VIRTUAL_ENV_DIR/bin/python"
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fi
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start() {
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# Check and create history directory if it doesn't exist
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[ ! -d "$HISTORY_DIR" ] && mkdir -p "$HISTORY_DIR"
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# Check if strat.log exists and back it up
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if [ -f "$LOG_FILE" ]; then
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mv "$LOG_FILE" "$BACKUP_LOG_FILE"
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echo "Backed up log to $BACKUP_LOG_FILE"
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fi
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if [ ! -e "$OUTPUT_PID_PATH/$OUTPUT_PID_FILE" ]; then
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nohup "$PYTHON_TO_USE" ./$SCRIPT_TO_EXECUTE_PLUS_ARGS > strat.log 2>&1 & echo $! > "$OUTPUT_PID_PATH/$OUTPUT_PID_FILE"
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echo "Started $SCRIPT_TO_EXECUTE_PLUS_ARGS @ Process: $!"
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sleep .7
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echo "Created $OUTPUT_PID_FILE file in $OUTPUT_PID_PATH dir"
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else
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echo "$SCRIPT_TO_EXECUTE_PLUS_ARGS is already running."
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||||
fi
|
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}
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||||
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stop() {
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if [ -e "$OUTPUT_PID_PATH/$OUTPUT_PID_FILE" ]; then
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the_pid=$(<$OUTPUT_PID_PATH/$OUTPUT_PID_FILE)
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rm "$OUTPUT_PID_PATH/$OUTPUT_PID_FILE"
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echo "Deleted $OUTPUT_PID_FILE file in $OUTPUT_PID_PATH dir"
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kill "$the_pid"
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COUNTER=1
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while [ -e /proc/$the_pid ]
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do
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echo "$SCRIPT_TO_EXECUTE_PLUS_ARGS @: $the_pid is still running"
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sleep .7
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COUNTER=$[$COUNTER +1]
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||||
if [ $COUNTER -eq 20 ]; then
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kill -9 "$the_pid"
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||||
fi
|
||||
if [ $COUNTER -eq 40 ]; then
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exit 1
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||||
fi
|
||||
done
|
||||
echo "$SCRIPT_TO_EXECUTE_PLUS_ARGS @: $the_pid has finished"
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||||
else
|
||||
echo "$SCRIPT_TO_EXECUTE_PLUS_ARGS is not running."
|
||||
fi
|
||||
}
|
||||
|
||||
restart() {
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||||
stop
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||||
sleep 1
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||||
start
|
||||
}
|
||||
|
||||
case "$1" in
|
||||
start)
|
||||
start
|
||||
;;
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||||
stop)
|
||||
stop
|
||||
;;
|
||||
restart)
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||||
restart
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||||
;;
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*)
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||||
echo "Usage: $0 {start|stop|restart}"
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||||
exit 1
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||||
esac
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||||
exit 0
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@ -17,7 +17,7 @@ from v2realbot.strategyblocks.activetrade.activetrade_hub import manage_active_t
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from v2realbot.strategyblocks.inits.init_indicators import initialize_dynamic_indicators
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from v2realbot.strategyblocks.inits.init_directives import intialize_directive_conditions
|
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from alpaca.trading.client import TradingClient
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from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE
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from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR
|
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from alpaca.trading.models import Calendar
|
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from v2realbot.indicators.oscillators import rsi
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from v2realbot.indicators.moving_averages import sma
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@ -43,7 +43,7 @@ from v2realbot.common.model import TradeUpdate, Order
|
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#from rich import print
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import threading
|
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import asyncio
|
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from v2realbot.config import BT_DELAYS, DATA_DIR, BT_FILL_CONDITION_BUY_LIMIT, BT_FILL_CONDITION_SELL_LIMIT, BT_FILL_LOG_SURROUNDING_TRADES, BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_PRICE_MARKET_ORDER_PREMIUM
|
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from v2realbot.config import DATA_DIR
|
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from v2realbot.utils.utils import AttributeDict, ltp, zoneNY, trunc, count_decimals, print
|
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from v2realbot.utils.tlog import tlog
|
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from v2realbot.enums.enums import FillCondition
|
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@ -60,6 +60,7 @@ from v2realbot.utils.dash_save_html import make_static
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import dash_bootstrap_components as dbc
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from dash.dependencies import Input, Output
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from dash import dcc, html, dash_table, Dash
|
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import v2realbot.utils.config_handler as cfh
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""""
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LATENCY DELAYS
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.000 trigger - last_trade_time (.4246266)
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@ -171,7 +172,7 @@ class Backtester:
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todel.append(order)
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elif not self.symbol or order.symbol == self.symbol:
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#pricteme mininimalni latency od submittu k fillu
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if order.submitted_at.timestamp() + BT_DELAYS.sub_to_fill > float(intime):
|
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if order.submitted_at.timestamp() + cfh.config_handler.get_val('BT_DELAYS','sub_to_fill') > float(intime):
|
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print(f"too soon for {order.id}")
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#try to execute
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else:
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@ -197,7 +198,7 @@ class Backtester:
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#Mazeme, jinak je to hruza
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#nechavame na konci trady, které muzeme potrebovat pro consekutivni pravidlo
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#osetrujeme, kdy je malo tradu a oriznuti by slo do zaporu
|
||||
del_to_index = index_end-2-BT_FILL_CONS_TRADES_REQUIRED
|
||||
del_to_index = index_end-2-cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED')
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del_to_index = del_to_index if del_to_index > 0 else 0
|
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del self.btdata[0:del_to_index]
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##ic("after delete",len(self.btdata[0:index_end]))
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@ -218,7 +219,7 @@ class Backtester:
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||||
fill_time = None
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||||
fill_price = None
|
||||
order_min_fill_time = o.submitted_at.timestamp() + BT_DELAYS.sub_to_fill
|
||||
order_min_fill_time = o.submitted_at.timestamp() + cfh.config_handler.get_val('BT_DELAYS','sub_to_fill')
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||||
#ic(order_min_fill_time)
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||||
#ic(len(work_range))
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||||
|
||||
@ -240,17 +241,18 @@ class Backtester:
|
||||
#NASTVENI PODMINEK PLNENI
|
||||
fast_fill_condition = i[1] <= o.limit_price
|
||||
slow_fill_condition = i[1] < o.limit_price
|
||||
if BT_FILL_CONDITION_BUY_LIMIT == FillCondition.FAST:
|
||||
fill_cond_buy_limit = cfh.config_handler.get_val('BT_FILL_CONDITION_BUY_LIMIT')
|
||||
if fill_cond_buy_limit == FillCondition.FAST:
|
||||
fill_condition = fast_fill_condition
|
||||
elif BT_FILL_CONDITION_BUY_LIMIT == FillCondition.SLOW:
|
||||
elif fill_cond_buy_limit == FillCondition.SLOW:
|
||||
fill_condition = slow_fill_condition
|
||||
else:
|
||||
print("unknow fill condition")
|
||||
return -1
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|
||||
if float(i[0]) > float(order_min_fill_time+BT_DELAYS.limit_order_offset) and fill_condition:
|
||||
if float(i[0]) > float(order_min_fill_time+cfh.config_handler.get_val('BT_DELAYS','limit_order_offset')) and fill_condition:
|
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consec_cnt += 1
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if consec_cnt == BT_FILL_CONS_TRADES_REQUIRED:
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if consec_cnt == cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED'):
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#(1679081919.381649, 27.88)
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#ic(i)
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@ -261,10 +263,10 @@ class Backtester:
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#fill_price = i[1]
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print("FILL LIMIT BUY at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "at",i[1])
|
||||
if BT_FILL_LOG_SURROUNDING_TRADES != 0:
|
||||
if cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES') != 0:
|
||||
#TODO loguru
|
||||
print("FILL SURR TRADES: before",work_range[index-BT_FILL_LOG_SURROUNDING_TRADES:index])
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||||
print("FILL SURR TRADES: fill and after",work_range[index:index+BT_FILL_LOG_SURROUNDING_TRADES])
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print("FILL SURR TRADES: before",work_range[index-cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES'):index])
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print("FILL SURR TRADES: fill and after",work_range[index:index+cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')])
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break
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else:
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consec_cnt = 0
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@ -275,17 +277,18 @@ class Backtester:
|
||||
#NASTVENI PODMINEK PLNENI
|
||||
fast_fill_condition = i[1] >= o.limit_price
|
||||
slow_fill_condition = i[1] > o.limit_price
|
||||
if BT_FILL_CONDITION_SELL_LIMIT == FillCondition.FAST:
|
||||
fill_conf_sell_cfg = cfh.config_handler.get_val('BT_FILL_CONDITION_SELL_LIMIT')
|
||||
if fill_conf_sell_cfg == FillCondition.FAST:
|
||||
fill_condition = fast_fill_condition
|
||||
elif BT_FILL_CONDITION_SELL_LIMIT == FillCondition.SLOW:
|
||||
elif fill_conf_sell_cfg == FillCondition.SLOW:
|
||||
fill_condition = slow_fill_condition
|
||||
else:
|
||||
print("unknown fill condition")
|
||||
return -1
|
||||
|
||||
if float(i[0]) > float(order_min_fill_time+BT_DELAYS.limit_order_offset) and fill_condition:
|
||||
if float(i[0]) > float(order_min_fill_time+cfh.config_handler.get_val('BT_DELAYS','limit_order_offset')) and fill_condition:
|
||||
consec_cnt += 1
|
||||
if consec_cnt == BT_FILL_CONS_TRADES_REQUIRED:
|
||||
if consec_cnt == cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED'):
|
||||
#(1679081919.381649, 27.88)
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||||
#ic(i)
|
||||
fill_time = i[0]
|
||||
@ -297,10 +300,11 @@ class Backtester:
|
||||
|
||||
#fill_price = i[1]
|
||||
print("FILL LIMIT SELL at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "at",i[1])
|
||||
if BT_FILL_LOG_SURROUNDING_TRADES != 0:
|
||||
surr_trades_cfg = cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')
|
||||
if surr_trades_cfg != 0:
|
||||
#TODO loguru
|
||||
print("FILL SELL SURR TRADES: before",work_range[index-BT_FILL_LOG_SURROUNDING_TRADES:index])
|
||||
print("FILL SELL SURR TRADES: fill and after",work_range[index:index+BT_FILL_LOG_SURROUNDING_TRADES])
|
||||
print("FILL SELL SURR TRADES: before",work_range[index-surr_trades_cfg:index])
|
||||
print("FILL SELL SURR TRADES: fill and after",work_range[index:index+surr_trades_cfg])
|
||||
break
|
||||
else:
|
||||
consec_cnt = 0
|
||||
@ -314,11 +318,16 @@ class Backtester:
|
||||
#ic(i)
|
||||
fill_time = i[0]
|
||||
fill_price = i[1]
|
||||
#přičteme MARKET PREMIUM z konfigurace (do budoucna mozna rozdilne pro BUY/SELL a nebo mozna z konfigurace pro dany itutl)
|
||||
#přičteme MARKET PREMIUM z konfigurace (je v pct nebo abs) (do budoucna mozna rozdilne pro BUY/SELL a nebo mozna z konfigurace pro dany titul)
|
||||
cfg_premium = cfh.config_handler.get_val('BT_FILL_PRICE_MARKET_ORDER_PREMIUM')
|
||||
if cfg_premium < 0: #configured as percentage
|
||||
premium = abs(cfg_premium) * fill_price / 100.0
|
||||
else: #configured as absolute value
|
||||
premium = cfg_premium
|
||||
if o.side == OrderSide.BUY:
|
||||
fill_price = fill_price + BT_FILL_PRICE_MARKET_ORDER_PREMIUM
|
||||
fill_price = fill_price + premium
|
||||
elif o.side == OrderSide.SELL:
|
||||
fill_price = fill_price - BT_FILL_PRICE_MARKET_ORDER_PREMIUM
|
||||
fill_price = fill_price - premium
|
||||
|
||||
print("FILL ",o.side,"MARKET at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "cena", i[1])
|
||||
break
|
||||
@ -367,7 +376,7 @@ class Backtester:
|
||||
def _do_notification_with_callbacks(self, tradeupdate: TradeUpdate, time: float):
|
||||
|
||||
#do callbacku je třeba zpropagovat filltime čas (včetně latency pro notifikaci), aby se pripadne akce v callbacku udály s tímto časem
|
||||
self.time = time + float(BT_DELAYS.fill_to_not)
|
||||
self.time = time + float(cfh.config_handler.get_val('BT_DELAYS','fill_to_not'))
|
||||
print("current bt.time",self.time)
|
||||
#print("FILL NOTIFICATION: ", tradeupdate)
|
||||
res = asyncio.run(self.order_fill_callback(tradeupdate))
|
||||
@ -820,10 +829,10 @@ class Backtester:
|
||||
Trades:''' + str(len(self.trades)))
|
||||
textik8 = html.Div('''
|
||||
Profit:''' + str(state.profit))
|
||||
textik9 = html.Div(f"{BT_FILL_CONS_TRADES_REQUIRED=}")
|
||||
textik10 = html.Div(f"{BT_FILL_LOG_SURROUNDING_TRADES=}")
|
||||
textik11 = html.Div(f"{BT_FILL_CONDITION_BUY_LIMIT=}")
|
||||
textik12 = html.Div(f"{BT_FILL_CONDITION_SELL_LIMIT=}")
|
||||
textik9 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED')=}")
|
||||
textik10 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')=}")
|
||||
textik11 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONDITION_BUY_LIMIT')=}")
|
||||
textik12 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONDITION_SELL_LIMIT')=}")
|
||||
|
||||
orders_title = dcc.Markdown('## Open orders')
|
||||
trades_title = dcc.Markdown('## Trades')
|
||||
|
||||
@ -8,9 +8,6 @@ from collections import defaultdict
|
||||
#the first occurence of using it will load it globally
|
||||
_ml_module_loaded = False
|
||||
|
||||
#TBD - konfiguracni dict issue #148
|
||||
#CFG: defaultdict = defaultdict(None)
|
||||
|
||||
#directory for generated images and basic reports
|
||||
MEDIA_DIRECTORY = Path(__file__).parent.parent.parent / "media"
|
||||
RUNNER_DETAIL_DIRECTORY = Path(__file__).parent.parent.parent / "runner_detail"
|
||||
@ -20,58 +17,16 @@ LOG_PATH = Path(__file__).parent.parent
|
||||
LOG_FILE = Path(__file__).parent.parent / "strat.log"
|
||||
JOB_LOG_FILE = Path(__file__).parent.parent / "job.log"
|
||||
|
||||
#'0.0.0.0',
|
||||
#currently only prod server has acces to LIVE
|
||||
PROD_SERVER_HOSTNAMES = ['tradingeastcoast','David-MacBook-Pro.local'] #,'David-MacBook-Pro.local'
|
||||
TEST_SERVER_HOSTNAMES = ['tradingtest']
|
||||
|
||||
#TODO vybrane dat do config db a managovat pres GUI
|
||||
|
||||
#DEFAULT AGGREGATOR filter trades
|
||||
#NOTE pridana F - Inter Market Sweep Order - obcas vytvarela spajky
|
||||
AGG_EXCLUDED_TRADES = ['C','O','4','B','7','V','P','W','U','Z','F']
|
||||
|
||||
OFFLINE_MODE = False
|
||||
|
||||
# ilog lvls = 0,1 - 0 debug, 1 info
|
||||
ILOG_SAVE_LEVEL_FROM = 1
|
||||
|
||||
#minimalni vzdalenost mezi trady, kterou agregator pousti pro CBAR(0.001 - blokuje mensi nez 1ms)
|
||||
GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN = 0.003
|
||||
#normalized price for tick 0.01
|
||||
NORMALIZED_TICK_BASE_PRICE = 30.00
|
||||
LOG_RUNNER_EVENTS = False
|
||||
#no print in console
|
||||
QUIET_MODE = True
|
||||
#how many consecutive trades with the fill price are necessary for LIMIT fill to happen in backtesting
|
||||
#0 - optimistic, every knot high will fill the order
|
||||
#N - N consecutive trades required
|
||||
#not impl.yet
|
||||
#minimum is 1, na alpace live to vetsinou vychazi 7-8 u BAC, je to hodne podobne tomu, nez je cena překonaná pul centu. tzn. 7-8 a nebo FillCondition.SLOW
|
||||
BT_FILL_CONS_TRADES_REQUIRED = 2
|
||||
#during bt trade execution logs X-surrounding trades of the one that triggers the fill
|
||||
BT_FILL_LOG_SURROUNDING_TRADES = 10
|
||||
#fill condition for limit order in bt
|
||||
# fast - price has to be equal or bigger <=
|
||||
# slow - price has to be bigger <
|
||||
BT_FILL_CONDITION_BUY_LIMIT = FillCondition.SLOW
|
||||
BT_FILL_CONDITION_SELL_LIMIT = FillCondition.SLOW
|
||||
#TBD TODO not implemented yet
|
||||
BT_FILL_PRICE_MARKET_ORDER_PREMIUM = 0.005
|
||||
#backend counter of api requests
|
||||
COUNT_API_REQUESTS = False
|
||||
#stratvars that cannot be changed in gui
|
||||
STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
|
||||
DATA_DIR = user_data_dir("v2realbot", "david")
|
||||
DATA_DIR = user_data_dir("v2realbot", False)
|
||||
MODEL_DIR = Path(DATA_DIR)/"models"
|
||||
#BT DELAYS
|
||||
#profiling
|
||||
PROFILING_NEXT_ENABLED = False
|
||||
PROFILING_OUTPUT_DIR = DATA_DIR
|
||||
|
||||
#FILL CONFIGURATION CLASS FOR BACKTESTING
|
||||
|
||||
#WIP
|
||||
#WIP - FILL CONFIGURATION CLASS FOR BACKTESTING
|
||||
class BT_FILL_CONF:
|
||||
""""
|
||||
Trida pro konfiguraci backtesting fillu pro dany symbol, pokud neexistuje tak fallback na obecny viz vyse-
|
||||
@ -85,24 +40,6 @@ class BT_FILL_CONF:
|
||||
self.BT_FILL_CONDITION_SELL_LIMIT=BT_FILL_CONDITION_SELL_LIMIT
|
||||
self.BT_FILL_PRICE_MARKET_ORDER_PREMIUM=BT_FILL_PRICE_MARKET_ORDER_PREMIUM
|
||||
|
||||
|
||||
""""
|
||||
LATENCY DELAYS for LIVE eastcoast
|
||||
.000 trigger - last_trade_time (.4246266)
|
||||
+.020 vstup do strategie a BUY (.444606)
|
||||
+.023 submitted (.469198)
|
||||
+.008 filled (.476695552)
|
||||
+.023 fill not(.499888)
|
||||
"""
|
||||
#TODO změnit názvy delay promennych vystizneji a obecneji
|
||||
class BT_DELAYS:
|
||||
trigger_to_strat: float = 0.020
|
||||
strat_to_sub: float = 0.023
|
||||
sub_to_fill: float = 0.008
|
||||
fill_to_not: float = 0.023
|
||||
#doplnit dle live
|
||||
limit_order_offset: float = 0
|
||||
|
||||
class Keys:
|
||||
def __init__(self, api_key, secret_key, paper, feed) -> None:
|
||||
self.API_KEY = api_key
|
||||
@ -209,19 +146,7 @@ except ValueError:
|
||||
#zatim jsou LIVE_DATA nastaveny jako z account1_paper
|
||||
LIVE_DATA_API_KEY = ACCOUNT1_PAPER_API_KEY
|
||||
LIVE_DATA_SECRET_KEY = ACCOUNT1_PAPER_SECRET_KEY
|
||||
|
||||
# Load the data feed type from environment variable
|
||||
data_feed_type_str = os.environ.get('LIVE_DATA_FEED', 'iex') # Default to 'sip' if not set
|
||||
|
||||
# Convert the string to DataFeed enum
|
||||
try:
|
||||
LIVE_DATA_FEED = DataFeed(data_feed_type_str)
|
||||
except ValueError:
|
||||
# Handle the case where the environment variable does not match any enum member
|
||||
print(f"Invalid data feed type: {data_feed_type_str} in LIVE_DATA_FEED defaulting to 'iex'")
|
||||
LIVE_DATA_FEED = DataFeed.IEX
|
||||
|
||||
# LIVE_DATA_FEED = DataFeed.IEX
|
||||
#LIVE_DATA_FEED je nastaveny v config_handleru
|
||||
|
||||
class KW:
|
||||
activate: str = "activate"
|
||||
|
||||
@ -1,30 +1,31 @@
|
||||
import config as cfg
|
||||
from v2realbot.common.db import pool
|
||||
|
||||
import v2realbot.common.db as db
|
||||
from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
|
||||
import orjson
|
||||
import v2realbot.utils.config_handler as ch
|
||||
|
||||
# region CONFIG db services
|
||||
#TODO vytvorit modul pro dotahovani z pythonu (get_from_config(var_name, def_value) {)- stejne jako v js
|
||||
#TODO zvazit presunuti do TOML z JSONu
|
||||
def get_all_config_items():
|
||||
conn = pool.get_connection()
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT id, item_name, json_data FROM config_table')
|
||||
config_items = [{"id": row[0], "item_name": row[1], "json_data": row[2]} for row in cursor.fetchall()]
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
db.pool.release_connection(conn)
|
||||
return 0, config_items
|
||||
|
||||
# Function to get a config item by ID
|
||||
def get_config_item_by_id(item_id):
|
||||
conn = pool.get_connection()
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT item_name, json_data FROM config_table WHERE id = ?', (item_id,))
|
||||
row = cursor.fetchone()
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
db.pool.release_connection(conn)
|
||||
if row is None:
|
||||
return -2, "not found"
|
||||
else:
|
||||
@ -33,7 +34,7 @@ def get_config_item_by_id(item_id):
|
||||
# Function to get a config item by ID
|
||||
def get_config_item_by_name(item_name):
|
||||
#print(item_name)
|
||||
conn = pool.get_connection()
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
query = f"SELECT item_name, json_data FROM config_table WHERE item_name = '{item_name}'"
|
||||
@ -42,7 +43,7 @@ def get_config_item_by_name(item_name):
|
||||
row = cursor.fetchone()
|
||||
#print(row)
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
db.pool.release_connection(conn)
|
||||
if row is None:
|
||||
return -2, "not found"
|
||||
else:
|
||||
@ -50,7 +51,7 @@ def get_config_item_by_name(item_name):
|
||||
|
||||
# Function to create a new config item
|
||||
def create_config_item(config_item: ConfigItem):
|
||||
conn = pool.get_connection()
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
@ -59,7 +60,7 @@ def create_config_item(config_item: ConfigItem):
|
||||
conn.commit()
|
||||
print(item_id)
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
db.pool.release_connection(conn)
|
||||
|
||||
return 0, {"id": item_id, "item_name":config_item.item_name, "json_data":config_item.json_data}
|
||||
except Exception as e:
|
||||
@ -67,27 +68,31 @@ def create_config_item(config_item: ConfigItem):
|
||||
|
||||
# Function to update a config item by ID
|
||||
def update_config_item(item_id, config_item: ConfigItem):
|
||||
conn = pool.get_connection()
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('UPDATE config_table SET item_name = ?, json_data = ? WHERE id = ?', (config_item.item_name, config_item.json_data, item_id))
|
||||
conn.commit()
|
||||
|
||||
#refresh active item je zatím řešena takto natvrdo při updatu položky "active_profile" a při startu aplikace
|
||||
if config_item.item_name == "active_profile":
|
||||
ch.config_handler.activate_profile()
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
db.pool.release_connection(conn)
|
||||
return 0, {"id": item_id, **config_item.dict()}
|
||||
except Exception as e:
|
||||
return -2, str(e)
|
||||
|
||||
# Function to delete a config item by ID
|
||||
def delete_config_item(item_id):
|
||||
conn = pool.get_connection()
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('DELETE FROM config_table WHERE id = ?', (item_id,))
|
||||
conn.commit()
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
db.pool.release_connection(conn)
|
||||
return 0, {"id": item_id}
|
||||
|
||||
# endregion
|
||||
|
||||
@ -7,7 +7,7 @@ from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeSt
|
||||
from datetime import datetime
|
||||
from v2realbot.loader.trade_offline_streamer import Trade_Offline_Streamer
|
||||
from threading import Thread, current_thread, Event, enumerate
|
||||
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE
|
||||
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
|
||||
import importlib
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from alpaca.trading.client import TradingClient
|
||||
|
||||
@ -14,7 +14,7 @@ from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeSt
|
||||
from datetime import datetime
|
||||
from v2realbot.loader.trade_offline_streamer import Trade_Offline_Streamer
|
||||
from threading import Thread, current_thread, Event, enumerate
|
||||
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, ACCOUNT1_LIVE_FEED, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE, LIVE_DATA_FEED
|
||||
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, ACCOUNT1_LIVE_FEED, DATA_DIR, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
|
||||
import importlib
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from alpaca.trading.client import TradingClient
|
||||
@ -29,7 +29,8 @@ import pandas as pd
|
||||
from traceback import format_exc
|
||||
from datetime import timedelta, time
|
||||
from threading import Lock
|
||||
from v2realbot.common.db import pool, execute_with_retry, row_to_runarchive, row_to_runarchiveview
|
||||
from v2realbot.common.db import pool, execute_with_retry
|
||||
import v2realbot.common.transform as tr
|
||||
from sqlite3 import OperationalError, Row
|
||||
import v2realbot.strategyblocks.indicators.custom as ci
|
||||
from v2realbot.strategyblocks.inits.init_indicators import initialize_dynamic_indicators
|
||||
@ -40,6 +41,7 @@ import v2realbot.reporting.metricstoolsimage as mt
|
||||
import gzip
|
||||
import os
|
||||
import msgpack
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
#import gc
|
||||
#from pyinstrument import Profiler
|
||||
#adding lock to ensure thread safety of TinyDB (in future will be migrated to proper db)
|
||||
@ -886,14 +888,9 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
|
||||
rectype=strat.state.rectype,
|
||||
cache_used=strat.dataloader.cache_used if isinstance(strat.dataloader, Trade_Offline_Streamer) else None,
|
||||
configs=dict(
|
||||
LIVE_DATA_FEED=str(LIVE_DATA_FEED),
|
||||
GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN=GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN,
|
||||
BT_FILL_CONS_TRADES_REQUIRED=BT_FILL_CONS_TRADES_REQUIRED,
|
||||
BT_FILL_LOG_SURROUNDING_TRADES=BT_FILL_LOG_SURROUNDING_TRADES,
|
||||
BT_FILL_CONDITION_BUY_LIMIT=BT_FILL_CONDITION_BUY_LIMIT,
|
||||
BT_FILL_CONDITION_SELL_LIMIT=BT_FILL_CONDITION_SELL_LIMIT))
|
||||
CONFIG_HANDLER=dict(profile=cfh.config_handler.active_profile, values=cfh.config_handler.active_config)))
|
||||
|
||||
|
||||
|
||||
#add profit of this batch iteration to batch_sum_profit
|
||||
if inter_batch_params is not None:
|
||||
inter_batch_params["batch_profit"] += round(float(strat.state.profit),2)
|
||||
@ -1009,7 +1006,7 @@ def get_all_archived_runners() -> list[RunArchiveView]:
|
||||
rows = c.fetchall()
|
||||
results = []
|
||||
for row in rows:
|
||||
results.append(row_to_runarchiveview(row))
|
||||
results.append(tr.row_to_runarchiveview(row))
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
pool.release_connection(conn)
|
||||
@ -1039,7 +1036,7 @@ def get_all_archived_runners() -> list[RunArchiveView]:
|
||||
# c.execute(paginated_query)
|
||||
# rows = c.fetchall()
|
||||
|
||||
# results = [row_to_runarchiveview(row) for row in rows]
|
||||
# results = [tr.row_to_runarchiveview(row) for row in rows]
|
||||
|
||||
# finally:
|
||||
# conn.row_factory = None
|
||||
@ -1089,7 +1086,7 @@ def get_all_archived_runners_p_original(request: DataTablesRequest) -> Tuple[int
|
||||
c.execute(filtered_count_query, {'search_value': f'%{search_value}%'})
|
||||
filtered_count = c.fetchone()[0]
|
||||
|
||||
results = [row_to_runarchiveview(row) for row in rows]
|
||||
results = [tr.row_to_runarchiveview(row) for row in rows]
|
||||
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
@ -1162,7 +1159,7 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
|
||||
c.execute(filtered_count_query, {'search_value': f'%{search_value}%'})
|
||||
filtered_count = c.fetchone()[0]
|
||||
|
||||
results = [row_to_runarchiveview(row) for row in rows]
|
||||
results = [tr.row_to_runarchiveview(row) for row in rows]
|
||||
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
@ -1197,7 +1194,7 @@ def get_archived_runner_header_byID(id: UUID) -> RunArchive:
|
||||
row = c.fetchone()
|
||||
|
||||
if row:
|
||||
return 0, row_to_runarchive(row)
|
||||
return 0, tr.row_to_runarchive(row)
|
||||
else:
|
||||
return -2, "not found"
|
||||
|
||||
@ -1903,7 +1900,7 @@ def get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetim
|
||||
return 0, result
|
||||
else:
|
||||
print(str(e) + format_exc())
|
||||
if OFFLINE_MODE:
|
||||
if cfh.config_handler.get_val('OFFLINE_MODE'):
|
||||
print("OFFLINE MODE ENABLED")
|
||||
return 0, []
|
||||
return -2, str(e)
|
||||
|
||||
@ -2,9 +2,9 @@ from alpaca.trading.enums import OrderSide, OrderType
|
||||
from threading import Lock
|
||||
from v2realbot.interfaces.general_interface import GeneralInterface
|
||||
from v2realbot.backtesting.backtester import Backtester
|
||||
from v2realbot.config import BT_DELAYS, COUNT_API_REQUESTS
|
||||
from datetime import datetime
|
||||
from v2realbot.utils.utils import zoneNY
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
""""
|
||||
backtester methods can be called
|
||||
@ -19,7 +19,7 @@ class BacktestInterface(GeneralInterface):
|
||||
def __init__(self, symbol, bt: Backtester) -> None:
|
||||
self.symbol = symbol
|
||||
self.bt = bt
|
||||
self.count_api_requests = COUNT_API_REQUESTS
|
||||
self.count_api_requests = cfh.config_handler.get_val('COUNT_API_REQUESTS')
|
||||
self.mincnt = list([dict(minute=0,count=0)])
|
||||
#TODO time v API nejspis muzeme dat pryc a BT bude si to brat primo ze self.time (nezapomenout na + BT_DELAYS)
|
||||
# self.time = self.bt.time
|
||||
@ -43,33 +43,33 @@ class BacktestInterface(GeneralInterface):
|
||||
def buy(self, size = 1, repeat: bool = False):
|
||||
self.count()
|
||||
#add REST API latency
|
||||
return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.BUY,size=size,order_type = OrderType.MARKET)
|
||||
return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.BUY,size=size,order_type = OrderType.MARKET)
|
||||
|
||||
"""buy limit"""
|
||||
def buy_l(self, price: float, size: int = 1, repeat: bool = False, force: int = 0):
|
||||
self.count()
|
||||
return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.BUY,size=size,price=price,order_type = OrderType.LIMIT)
|
||||
return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.BUY,size=size,price=price,order_type = OrderType.LIMIT)
|
||||
|
||||
"""sell market"""
|
||||
def sell(self, size = 1, repeat: bool = False):
|
||||
self.count()
|
||||
return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.SELL,size=size,order_type = OrderType.MARKET)
|
||||
return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.SELL,size=size,order_type = OrderType.MARKET)
|
||||
|
||||
"""sell limit"""
|
||||
async def sell_l(self, price: float, size = 1, repeat: bool = False):
|
||||
self.count()
|
||||
return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.SELL,size=size,price=price,order_type = OrderType.LIMIT)
|
||||
return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.SELL,size=size,price=price,order_type = OrderType.LIMIT)
|
||||
|
||||
"""replace order"""
|
||||
async def repl(self, orderid: str, price: float = None, size: int = None, repeat: bool = False):
|
||||
self.count()
|
||||
return self.bt.replace_order(time=self.bt.time + BT_DELAYS.strat_to_sub,id=orderid,size=size,price=price)
|
||||
return self.bt.replace_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),id=orderid,size=size,price=price)
|
||||
|
||||
"""cancel order"""
|
||||
#TBD exec predtim?
|
||||
def cancel(self, orderid: str):
|
||||
self.count()
|
||||
return self.bt.cancel_order(time=self.bt.time + BT_DELAYS.strat_to_sub, id=orderid)
|
||||
return self.bt.cancel_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'), id=orderid)
|
||||
|
||||
"""get positions ->(size,avgp)"""
|
||||
#TBD exec predtim?
|
||||
|
||||
@ -11,10 +11,10 @@ import threading
|
||||
from copy import deepcopy
|
||||
from msgpack import unpackb
|
||||
import os
|
||||
from v2realbot.config import DATA_DIR, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, AGG_EXCLUDED_TRADES
|
||||
import pickle
|
||||
from v2realbot.config import DATA_DIR
|
||||
import dill
|
||||
import gzip
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
class TradeAggregator:
|
||||
def __init__(self,
|
||||
@ -25,7 +25,7 @@ class TradeAggregator:
|
||||
align: StartBarAlign = StartBarAlign.ROUND,
|
||||
mintick: int = 0,
|
||||
exthours: bool = False,
|
||||
excludes: list = AGG_EXCLUDED_TRADES,
|
||||
excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'),
|
||||
skip_cache: bool = False):
|
||||
"""
|
||||
UPDATED VERSION - vrací více záznamů
|
||||
@ -293,7 +293,7 @@ class TradeAggregator:
|
||||
self.diff_price = True
|
||||
self.last_price = data['p']
|
||||
|
||||
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
|
||||
if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
|
||||
self.trades_too_close = True
|
||||
else:
|
||||
self.trades_too_close = False
|
||||
@ -540,7 +540,7 @@ class TradeAggregator:
|
||||
self.diff_price = True
|
||||
self.last_price = data['p']
|
||||
|
||||
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
|
||||
if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
|
||||
self.trades_too_close = True
|
||||
else:
|
||||
self.trades_too_close = False
|
||||
@ -712,7 +712,7 @@ class TradeAggregator:
|
||||
self.diff_price = True
|
||||
self.last_price = data['p']
|
||||
|
||||
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
|
||||
if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
|
||||
self.trades_too_close = True
|
||||
else:
|
||||
self.trades_too_close = False
|
||||
@ -872,7 +872,7 @@ class TradeAggregator:
|
||||
self.diff_price = True
|
||||
self.last_price = data['p']
|
||||
|
||||
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
|
||||
if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
|
||||
self.trades_too_close = True
|
||||
else:
|
||||
self.trades_too_close = False
|
||||
@ -968,7 +968,7 @@ class TradeAggregator2Queue(TradeAggregator):
|
||||
Child of TradeAggregator - sends items to given queue
|
||||
In the future others will be added - TradeAggToTxT etc.
|
||||
"""
|
||||
def __init__(self, symbol: str, queue: Queue, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = AGG_EXCLUDED_TRADES, skip_cache: bool = False):
|
||||
def __init__(self, symbol: str, queue: Queue, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'), skip_cache: bool = False):
|
||||
super().__init__(rectype=rectype, resolution=resolution, minsize=minsize, update_ltp=update_ltp, align=align, mintick=mintick, exthours=exthours, excludes=excludes, skip_cache=skip_cache)
|
||||
self.queue = queue
|
||||
self.symbol = symbol
|
||||
@ -1013,7 +1013,7 @@ class TradeAggregator2List(TradeAggregator):
|
||||
""""
|
||||
stores records to the list
|
||||
"""
|
||||
def __init__(self, symbol: str, btdata: list, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = AGG_EXCLUDED_TRADES, skip_cache: bool = False):
|
||||
def __init__(self, symbol: str, btdata: list, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'), skip_cache: bool = False):
|
||||
super().__init__(rectype=rectype, resolution=resolution, minsize=minsize, update_ltp=update_ltp, align=align, mintick=mintick, exthours=exthours, excludes=excludes, skip_cache=skip_cache)
|
||||
self.btdata = btdata
|
||||
self.symbol = symbol
|
||||
|
||||
@ -2,7 +2,7 @@ from v2realbot.loader.aggregator import TradeAggregator, TradeAggregator2List, T
|
||||
#from v2realbot.loader.cacher import get_cached_agg_data
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from alpaca.data.live import StockDataStream
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE, LIVE_DATA_FEED
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR
|
||||
from alpaca.data.enums import DataFeed
|
||||
from alpaca.data.historical import StockHistoricalDataClient
|
||||
from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
|
||||
@ -26,6 +26,7 @@ import time
|
||||
from traceback import format_exc
|
||||
from collections import defaultdict
|
||||
import requests
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
"""
|
||||
Trade offline data streamer, based on Alpaca historical data.
|
||||
"""
|
||||
@ -103,6 +104,8 @@ class Trade_Offline_Streamer(Thread):
|
||||
print("call add streams to queue first")
|
||||
return 0
|
||||
|
||||
cfh.config_handler.print_current_config()
|
||||
|
||||
#iterujeme nad streamy
|
||||
for i in self.streams:
|
||||
self.uniquesymbols.add(i.symbol)
|
||||
@ -136,8 +139,8 @@ class Trade_Offline_Streamer(Thread):
|
||||
#datetime.fromtimestamp(data['updated']).astimezone(zoneNY))
|
||||
#REFACTOR STARTS HERE
|
||||
#print(f"{self.time_from=} {self.time_to=}")
|
||||
|
||||
if OFFLINE_MODE:
|
||||
|
||||
if cfh.config_handler.get_val('OFFLINE_MODE'):
|
||||
#just one day - same like time_from
|
||||
den = str(self.time_to.date())
|
||||
bt_day = Calendar(date=den,open="9:30",close="16:00")
|
||||
@ -149,6 +152,8 @@ class Trade_Offline_Streamer(Thread):
|
||||
|
||||
#zatim podpora pouze main session
|
||||
|
||||
live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
|
||||
|
||||
#zatim podpora pouze 1 symbolu, predelat na froloop vsech symbolu ze symbpole
|
||||
#minimalni jednotka pro CACHE je 1 den - a to jen marketopen to marketclose (extended hours not supported yet)
|
||||
for day in cal_dates:
|
||||
@ -194,7 +199,7 @@ class Trade_Offline_Streamer(Thread):
|
||||
#cache resime jen kdyz backtestujeme cely den a mame sip datapoint (iex necachujeme)
|
||||
#pokud ne tak ani necteme, ani nezapisujeme do cache
|
||||
|
||||
if (self.time_to >= day.close and self.time_from <= day.open) and LIVE_DATA_FEED == DataFeed.SIP:
|
||||
if (self.time_to >= day.close and self.time_from <= day.open) and live_data_feed == DataFeed.SIP:
|
||||
#tento odstavec obchazime pokud je nastaveno "dont_use_cache"
|
||||
stream_btdata = self.to_run[symbpole[0]][0]
|
||||
cache_btdata, file_btdata = stream_btdata.get_cache(day.open, day.close)
|
||||
@ -251,7 +256,7 @@ class Trade_Offline_Streamer(Thread):
|
||||
print("Remote Fetch DAY DATA Complete", day.open, day.close)
|
||||
|
||||
#pokud jde o dnešní den a nebyl konec trhu tak cache neukládáme, pripadne pri iex datapointu necachujeme
|
||||
if (day.open < datetime.now().astimezone(zoneNY) < day.close) or LIVE_DATA_FEED == DataFeed.IEX:
|
||||
if (day.open < datetime.now().astimezone(zoneNY) < day.close) or live_data_feed == DataFeed.IEX:
|
||||
print("not saving trade cache, market still open today or IEX datapoint")
|
||||
#ic(datetime.now().astimezone(zoneNY))
|
||||
#ic(day.open, day.close)
|
||||
|
||||
@ -4,7 +4,7 @@
|
||||
"""
|
||||
from v2realbot.loader.aggregator import TradeAggregator2Queue
|
||||
from alpaca.data.live import StockDataStream
|
||||
from v2realbot.config import LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, LIVE_DATA_FEED
|
||||
from v2realbot.config import LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY
|
||||
from alpaca.data.historical import StockHistoricalDataClient
|
||||
from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
|
||||
from threading import Thread, current_thread
|
||||
@ -12,6 +12,7 @@ from v2realbot.utils.utils import parse_alpaca_timestamp, ltp
|
||||
from datetime import datetime, timedelta
|
||||
from threading import Thread, Lock
|
||||
from msgpack import packb
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
"""
|
||||
Shared streamer (can be shared amongst concurrently running strategies)
|
||||
@ -19,11 +20,12 @@ from msgpack import packb
|
||||
by strategies
|
||||
"""
|
||||
class Trade_WS_Streamer(Thread):
|
||||
|
||||
live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
|
||||
##tento ws streamer je pouze jeden pro vsechny, tzn. vyuziváme natvrdo placena data primarniho uctu (nezalezi jestli paper nebo live)
|
||||
msg = f"Realtime Websocket connection will use FEED: {LIVE_DATA_FEED} and credential of ACCOUNT1"
|
||||
msg = f"Realtime Websocket connection will use FEED: {live_data_feed} and credential of ACCOUNT1"
|
||||
print(msg)
|
||||
client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=LIVE_DATA_FEED)
|
||||
#cfh.config_handler.print_current_config()
|
||||
client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=live_data_feed)
|
||||
#uniquesymbols = set()
|
||||
_streams = []
|
||||
#to_run = dict()
|
||||
@ -45,6 +47,18 @@ class Trade_WS_Streamer(Thread):
|
||||
Trade_WS_Streamer._streams.append(obj)
|
||||
if Trade_WS_Streamer.client._running is False:
|
||||
print("websocket zatim nebezi, pouze pridavame do pole")
|
||||
|
||||
#zde delame refresh clienta (pokud se zmenilo live_data_feed)
|
||||
|
||||
# live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
|
||||
# #po otestování přepnout jen pokud se live_data_feed změnil
|
||||
# #if live_data_feed != Trade_WS_Streamer.live_data_feed:
|
||||
# # Trade_WS_Streamer.live_data_feed = live_data_feed
|
||||
# msg = f"REFRESH OF CLIENT! Realtime Websocket connection will use FEED: {live_data_feed} and credential of ACCOUNT1"
|
||||
# print(msg)
|
||||
# #cfh.config_handler.print_current_config()
|
||||
# Trade_WS_Streamer.client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=live_data_feed)
|
||||
|
||||
else:
|
||||
print("websocket client bezi")
|
||||
if self.symbol_exists(obj.symbol):
|
||||
|
||||
@ -9,8 +9,6 @@ from fastapi import FastAPI, Depends, HTTPException, status, File, UploadFile, R
|
||||
from fastapi.security import APIKeyHeader
|
||||
import uvicorn
|
||||
from uuid import UUID
|
||||
import v2realbot.controller.services as cs
|
||||
import v2realbot.controller.configs as cf
|
||||
from v2realbot.utils.ilog import get_log_window
|
||||
from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunnerView, RunRequest, Trade, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem, InstantIndicator, DataTablesRequest, AnalyzerInputs
|
||||
from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
|
||||
@ -44,6 +42,8 @@ from typing import List
|
||||
import v2realbot.controller.run_manager as rm
|
||||
import v2realbot.scheduler.ap_scheduler as aps
|
||||
import re
|
||||
import v2realbot.controller.configs as cf
|
||||
import v2realbot.controller.services as cs
|
||||
#from async io import Queue, QueueEmpty
|
||||
#
|
||||
# install()
|
||||
@ -813,7 +813,7 @@ def update_item(item_id: int, config_item: ConfigItem) -> ConfigItem:
|
||||
if res != 0:
|
||||
raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found")
|
||||
|
||||
res, sada = cs.update_config_item(item_id, config_item)
|
||||
res, sada = cf.update_config_item(item_id, config_item)
|
||||
if res == 0: return sada
|
||||
else:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error not created: {res}:{id}")
|
||||
|
||||
@ -6,7 +6,7 @@ from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunDay, S
|
||||
from v2realbot.utils.utils import validate_and_format_time, AttributeDict, zoneNY, zonePRG, safe_get, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram, concatenate_weekdays, transform_data
|
||||
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
|
||||
from datetime import datetime
|
||||
from v2realbot.config import JOB_LOG_FILE, STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE
|
||||
from v2realbot.config import JOB_LOG_FILE, STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
|
||||
import numpy as np
|
||||
from rich import print as richprint
|
||||
import v2realbot.controller.services as cs
|
||||
|
||||
@ -6,7 +6,7 @@ from v2realbot.utils.utils import AttributeDict, zoneNY, is_open_rush, is_close_
|
||||
from v2realbot.utils.tlog import tlog
|
||||
from v2realbot.utils.ilog import insert_log, insert_log_multiple_queue
|
||||
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Order, Account
|
||||
from v2realbot.config import BT_DELAYS, get_key, HEARTBEAT_TIMEOUT, QUIET_MODE, LOG_RUNNER_EVENTS, ILOG_SAVE_LEVEL_FROM,PROFILING_NEXT_ENABLED, PROFILING_OUTPUT_DIR, AGG_EXCLUDED_TRADES
|
||||
from v2realbot.config import get_key, HEARTBEAT_TIMEOUT, PROFILING_NEXT_ENABLED, PROFILING_OUTPUT_DIR
|
||||
import queue
|
||||
#from rich import print
|
||||
from v2realbot.loader.aggregator import TradeAggregator2Queue, TradeAggregator2List, TradeAggregator
|
||||
@ -29,6 +29,7 @@ from rich import print as printnow
|
||||
from collections import defaultdict
|
||||
import v2realbot.strategyblocks.activetrade.sl.optimsl as optimsl
|
||||
from tqdm import tqdm
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
if PROFILING_NEXT_ENABLED:
|
||||
from pyinstrument import Profiler
|
||||
@ -93,7 +94,7 @@ class Strategy:
|
||||
align: StartBarAlign = StartBarAlign.ROUND,
|
||||
mintick: int = 0,
|
||||
exthours: bool = False,
|
||||
excludes: list = AGG_EXCLUDED_TRADES):
|
||||
excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES')):
|
||||
|
||||
##TODO vytvorit self.datas_here containing dict - queue - SYMBOL - RecType -
|
||||
##zatim natvrdo
|
||||
@ -327,8 +328,8 @@ class Strategy:
|
||||
elif self.rectype == RecordType.TRADE:
|
||||
self.state.last_trade_time = item['t']
|
||||
if self.mode == Mode.BT or self.mode == Mode.PREP:
|
||||
self.bt.time = self.state.last_trade_time + BT_DELAYS.trigger_to_strat
|
||||
self.state.time = self.state.last_trade_time + BT_DELAYS.trigger_to_strat
|
||||
self.bt.time = self.state.last_trade_time + cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')
|
||||
self.state.time = self.state.last_trade_time + cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')
|
||||
elif self.mode == Mode.LIVE or self.mode == Mode.PAPER:
|
||||
self.state.time = datetime.now().timestamp()
|
||||
#ic('time updated')
|
||||
@ -805,7 +806,7 @@ class StrategyState:
|
||||
self.iter_log_list = None
|
||||
|
||||
def ilog(self, e: str = None, msg: str = None, lvl: int = 1, **kwargs):
|
||||
if lvl < ILOG_SAVE_LEVEL_FROM:
|
||||
if lvl < cfh.config_handler.get_val('ILOG_SAVE_LEVEL_FROM'):
|
||||
return
|
||||
|
||||
if self.mode == Mode.LIVE or self.mode == Mode.PAPER:
|
||||
@ -829,6 +830,4 @@ class StrategyState:
|
||||
row = dict(time=time, event=e, message=msg, details=kwargs)
|
||||
self.iter_log_list.append(row)
|
||||
row["name"] = self.name
|
||||
print(row)
|
||||
#zatim obecny parametr -predelat per RUN?
|
||||
#if LOG_RUNNER_EVENTS: insert_log(self.runner_id, time=self.time, logdict=row)
|
||||
print(row)
|
||||
@ -21,7 +21,7 @@ from io import BytesIO
|
||||
from v2realbot.utils.historicals import get_historical_bars
|
||||
from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
|
||||
import mlroom.utils.ext_services as es
|
||||
from v2realbot.common.db import pool, execute_with_retry, row_to_runarchive, row_to_runarchiveview
|
||||
from v2realbot.common.db import pool, execute_with_retry
|
||||
from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict
|
||||
import tqdm
|
||||
|
||||
|
||||
64
v2realbot/utils/config_defaults.py
Normal file
64
v2realbot/utils/config_defaults.py
Normal file
@ -0,0 +1,64 @@
|
||||
from alpaca.data.enums import DataFeed
|
||||
from v2realbot.enums.enums import FillCondition
|
||||
|
||||
#Separate file that contains default values for all config variables
|
||||
#they are loaded by the config_handler and then can be overriden on the fly
|
||||
#by configuration profiles
|
||||
|
||||
#note if the type is not simple (enum etc.) dont forget to add it to config_handler get_val function to transform
|
||||
|
||||
#PREMIUM pro MARKET order, if positive it means absolute value (0.005), if negative it means pct (0.0167) #0.005 is approximately 0.0167% of base price 30.
|
||||
BT_FILL_PRICE_MARKET_ORDER_PREMIUM=0.005
|
||||
#no dense print in the console
|
||||
QUIET_MODE=True
|
||||
BT_FILL_CONS_TRADES_REQUIRED=2
|
||||
BT_FILL_LOG_SURROUNDING_TRADES= 10
|
||||
LIVE_DATA_FEED=DataFeed.IEX
|
||||
OFFLINE_MODE = False
|
||||
#minimalni vzdalenost mezi trady, kterou agregator pousti pro CBAR(0.001 - blokuje mensi nez 1ms)
|
||||
GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN = 0.003
|
||||
#normalized price for tick 0.01
|
||||
NORMALIZED_TICK_BASE_PRICE = 30.00
|
||||
|
||||
#DEFAULT AGGREGATOR filter trades
|
||||
#NOTE pridana F - Inter Market Sweep Order - obcas vytvarela spajky
|
||||
AGG_EXCLUDED_TRADES = ['C','O','4','B','7','V','P','W','U','Z','F']
|
||||
#how many consecutive trades with the fill price are necessary for LIMIT fill to happen in backtesting
|
||||
#0 - optimistic, every knot high will fill the order
|
||||
#N - N consecutive trades required
|
||||
#not impl.yet
|
||||
#minimum is 1, na alpace live to vetsinou vychazi 7-8 u BAC, je to hodne podobne tomu, nez je cena překonaná pul centu. tzn. 7-8 a nebo FillCondition.SLOW
|
||||
BT_FILL_CONS_TRADES_REQUIRED = 2
|
||||
#during bt trade execution logs X-surrounding trades of the one that triggers the fill
|
||||
BT_FILL_LOG_SURROUNDING_TRADES = 10
|
||||
#fill condition for limit order in bt
|
||||
# fast - price has to be equal or bigger <=
|
||||
# slow - price has to be bigger <
|
||||
BT_FILL_CONDITION_BUY_LIMIT = FillCondition.SLOW
|
||||
BT_FILL_CONDITION_SELL_LIMIT = FillCondition.SLOW
|
||||
#backend counter of api requests
|
||||
COUNT_API_REQUESTS = False
|
||||
# ilog lvls = 0,1 - 0 debug, 1 info
|
||||
ILOG_SAVE_LEVEL_FROM = 1
|
||||
#currently only prod server has acces to LIVE
|
||||
PROD_SERVER_HOSTNAMES = ['tradingeastcoast','David-MacBook-Pro.local'] #,'David-MacBook-Pro.local'
|
||||
TEST_SERVER_HOSTNAMES = ['tradingtest']
|
||||
|
||||
""""
|
||||
LATENCY DELAYS for LIVE eastcoast
|
||||
.000 trigger - last_trade_time (.4246266)
|
||||
+.020 vstup do strategie a BUY (.444606)
|
||||
+.023 submitted (.469198)
|
||||
+.008 filled (.476695552)
|
||||
+.023 fill not(.499888)
|
||||
"""
|
||||
BT_DELAYS = {
|
||||
"trigger_to_strat": 0.020,
|
||||
"strat_to_sub": 0.023,
|
||||
"sub_to_fill": 0.008,
|
||||
"fill_to_not": 0.023,
|
||||
#doplnit dle live
|
||||
"limit_order_offset": 0,
|
||||
}
|
||||
|
||||
#cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')
|
||||
118
v2realbot/utils/config_handler.py
Normal file
118
v2realbot/utils/config_handler.py
Normal file
@ -0,0 +1,118 @@
|
||||
import v2realbot.controller.configs as cfgservices
|
||||
import orjson
|
||||
from traceback import format_exc
|
||||
from alpaca.data.enums import DataFeed
|
||||
import v2realbot.utils.config_defaults as config_defaults
|
||||
from v2realbot.enums.enums import FillCondition
|
||||
from rich import print
|
||||
|
||||
def aggregate_configurations(module):
|
||||
return {key: getattr(module, key) for key in dir(module) if key.isupper()}
|
||||
|
||||
#config handler - signleton pattern
|
||||
#details https://chat.openai.com/share/e056af70-76da-4dbe-93a1-ecf99f0b0f29
|
||||
#it is initialized on app start, loading default and updating based on active_profile settings
|
||||
#also there is handler for updating active_profile which changes it immediately (in controller.config.update_config_item)
|
||||
class ConfigHandler:
|
||||
_instance = None
|
||||
|
||||
#this ensure that it is created only once
|
||||
def __new__(cls):
|
||||
if cls._instance is None:
|
||||
cls._instance = super(ConfigHandler, cls).__new__(cls)
|
||||
# Initialize your default config here in __new__, since it's only done once
|
||||
# Default configuration
|
||||
# Dynamically create the configuration dictionary
|
||||
cls.default_config = aggregate_configurations(config_defaults)
|
||||
cls._instance.active_config = cls._instance.default_config.copy()
|
||||
cls._instance.active_profile = "default"
|
||||
#if there is profile to be activated, it is loaded overriding default
|
||||
cls._instance.activate_profile()
|
||||
return cls._instance
|
||||
|
||||
def load_profile(self, profile_name):
|
||||
"""
|
||||
Load configuration profiles, JSON with all profiles is stored in config item 'profiles'
|
||||
"""
|
||||
try:
|
||||
config_directive = "profiles"
|
||||
ret, res = cfgservices.get_config_item_by_name(config_directive)
|
||||
if ret < 0:
|
||||
print(f"CONFIG OVERRIDE {config_directive} Error {res}")
|
||||
return
|
||||
else:
|
||||
fetched_dict = orjson.loads(res["json_data"])
|
||||
override_configuration = fetched_dict.get(profile_name, None)
|
||||
if override_configuration is not None:
|
||||
#first reset to default then override profile on top of them
|
||||
self.active_config = self.default_config.copy()
|
||||
self.active_config.update(override_configuration)
|
||||
self.active_profile = profile_name
|
||||
print(f"Profile {profile_name} loaded successfully.")
|
||||
print("Current values:", self.active_config)
|
||||
else:
|
||||
print(f"Profile {profile_name} does not exist in config item: {config_directive}")
|
||||
except Exception as e:
|
||||
print(f"Error while fetching {profile_name} error:" + str(e) + format_exc())
|
||||
|
||||
def activate_profile(self):
|
||||
"""
|
||||
Activates the profiles which is stored in configuration as currently active.
|
||||
"""
|
||||
try:
|
||||
config_directive = "active_profile"
|
||||
ret, res = cfgservices.get_config_item_by_name(config_directive)
|
||||
if ret < 0:
|
||||
print(f"ERROR fetching item {config_directive} Error {res}")
|
||||
return
|
||||
else:
|
||||
fetched_dict = orjson.loads(res["json_data"])
|
||||
active_profile = fetched_dict.get("ACTIVE_PROFILE", None)
|
||||
if active_profile is not None:
|
||||
print("Activating profile", active_profile)
|
||||
self.load_profile(active_profile)
|
||||
else:
|
||||
print("No ACTIVE_PROFILE element in config item: " + config_directive)
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error while activating profile:" + str(e) + format_exc())
|
||||
|
||||
def get_val(self, key, subkey=None):
|
||||
"""
|
||||
Retrieve a configuration value by key and optionally transforms to appropriate type
|
||||
|
||||
Also supports nested dictionaries - with subkeys
|
||||
"""
|
||||
value = self.active_config.get(key, None)
|
||||
if subkey and isinstance(value, dict):
|
||||
return value.get(subkey, None)
|
||||
match key:
|
||||
case "LIVE_DATA_FEED":
|
||||
return DataFeed(value) # Convert to DataFeed enum
|
||||
case "BT_FILL_CONDITION_BUY_LIMIT":
|
||||
return FillCondition(value)
|
||||
case "BT_FILL_CONDITION_SELL_LIMIT":
|
||||
return FillCondition(value)
|
||||
# Add cases for other enumeration conversions as needed
|
||||
case _:
|
||||
return value
|
||||
|
||||
def print_current_config(self):
|
||||
print(f"Active profile {self.active_profile} conf_values: {str(self.active_config)}")
|
||||
|
||||
# Global configuratio - it is imported by modules that need it. In the future can be changed to Dependency Ingestion (each service will have the config instance as input parameter)
|
||||
config_handler = ConfigHandler()
|
||||
print(f"{config_handler.active_profile=}")
|
||||
print("config handler initialized")
|
||||
|
||||
#this is how to get value
|
||||
#config_handler.get_val('BT_FILL_PRICE_MARKET_ORDER_PREMIUM')
|
||||
|
||||
# config_handler.load_profile('profile1') # Assuming 'profile1.json' exists
|
||||
# print(f"{config_handler.active_profile=}")
|
||||
|
||||
# config_handler.load_profile('profile2') # Assuming 'profile1.json' exists
|
||||
# print(f"{config_handler.active_profile=}")
|
||||
|
||||
# config_handler.activate_profile() # Switch to profile according to active_profile directive
|
||||
|
||||
@ -6,7 +6,7 @@ import json
|
||||
from datetime import datetime
|
||||
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account
|
||||
from v2realbot.common.db import pool, insert_queue
|
||||
import sqlite3
|
||||
|
||||
|
||||
|
||||
#standardne vraci pole tuplů, kde clen tuplu jsou sloupce
|
||||
|
||||
@ -1,11 +1,11 @@
|
||||
import socket
|
||||
from v2realbot.enums.enums import Env
|
||||
from v2realbot.config import PROD_SERVER_HOSTNAMES, TEST_SERVER_HOSTNAMES
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
def get_environment():
|
||||
"""Determine if the current server is production or test based on hostname."""
|
||||
hostname = socket.gethostname()
|
||||
if hostname in PROD_SERVER_HOSTNAMES:
|
||||
if hostname in cfh.config_handler.get_val('PROD_SERVER_HOSTNAMES'):
|
||||
return Env.PROD
|
||||
else:
|
||||
return Env.TEST
|
||||
|
||||
@ -13,7 +13,7 @@ from v2realbot.common.model import StrategyInstance, Runner, RunArchive, RunArch
|
||||
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
|
||||
from typing import List
|
||||
import tomli
|
||||
from v2realbot.config import DATA_DIR, QUIET_MODE,NORMALIZED_TICK_BASE_PRICE,ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
|
||||
from v2realbot.config import DATA_DIR, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
|
||||
import requests
|
||||
from uuid import UUID
|
||||
#from decimal import Decimal
|
||||
@ -34,6 +34,7 @@ import re
|
||||
import tempfile
|
||||
import shutil
|
||||
from filelock import FileLock
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
def validate_and_format_time(time_string):
|
||||
"""
|
||||
@ -456,11 +457,11 @@ def get_tick(price: float, normalized_ticks: float = 0.01):
|
||||
u cen pod 30, vrací 0.01. U cen nad 30 vrací pomerne zvetsene,
|
||||
|
||||
"""
|
||||
if price<NORMALIZED_TICK_BASE_PRICE:
|
||||
if price<cfh.config_handler.get_val('NORMALIZED_TICK_BASE_PRICE'):
|
||||
return normalized_ticks
|
||||
else:
|
||||
#ratio of price vs base price
|
||||
ratio = price/NORMALIZED_TICK_BASE_PRICE
|
||||
ratio = price/cfh.config_handler.get_val('NORMALIZED_TICK_BASE_PRICE')
|
||||
return price2dec(ratio*normalized_ticks)
|
||||
|
||||
def eval_cond_dict(cond: dict) -> tuple[bool, str]:
|
||||
@ -681,7 +682,7 @@ zoneUTC = pytz.utc
|
||||
zonePRG = pytz.timezone('Europe/Amsterdam')
|
||||
|
||||
def print(*args, **kwargs):
|
||||
if QUIET_MODE:
|
||||
if cfh.config_handler.get_val('QUIET_MODE'):
|
||||
pass
|
||||
else:
|
||||
####ic(*args, **kwargs)
|
||||
|
||||
Reference in New Issue
Block a user