diff --git a/testy/archive/alpacaGetHistoryBars.py b/testy/archive/alpacaGetHistoryBars.py index 32700b0..559e63b 100644 --- a/testy/archive/alpacaGetHistoryBars.py +++ b/testy/archive/alpacaGetHistoryBars.py @@ -9,25 +9,37 @@ from alpaca.data.models import BarSet, QuoteSet, TradeSet from alpaca.data.timeframe import TimeFrame # import mplfinance as mpf import pandas as pd +from rich import print from v2realbot.utils.utils import zoneNY from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY +from alpaca.trading.requests import GetCalendarRequest +from alpaca.trading.client import TradingClient parametry = {} # no keys required #client = CryptoHistoricalDataClient() client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False) -datetime_object_from = datetime.datetime(2023, 2, 27, 18, 51, 38, tzinfo=datetime.timezone.utc) -datetime_object_to = datetime.datetime(2023, 2, 27, 21, 51, 39, tzinfo=datetime.timezone.utc) -bar_request = StockBarsRequest(symbol_or_symbols="BAC",timeframe=TimeFrame.Minute, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP) +clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False) + +#get previous days bar + +datetime_object_from = datetime.datetime(2023, 10, 11, 4, 0, 00, tzinfo=datetime.timezone.utc) +datetime_object_to = datetime.datetime(2023, 10, 16, 16, 1, 00, tzinfo=datetime.timezone.utc) +calendar_request = GetCalendarRequest(start=datetime_object_from,end=datetime_object_to) +cal_dates = clientTrading.get_calendar(calendar_request) +print(cal_dates) +bar_request = StockBarsRequest(symbol_or_symbols="BAC",timeframe=TimeFrame.Day, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP) # bars = client.get_stock_bars(bar_request).df -bars = client.get_stock_bars(bar_request) +bars: BarSet = client.get_stock_bars(bar_request) #bars = bars.drop(['symbol']) #print(bars.df.close) #bars = bars.tz_convert('America/New_York') -print(bars.data["BAC"]) +#print(len(bars)) +print(bars) +#print(bars.data["BAC"][0]) #print(bars.df.columns) #Index(['open', 'high', 'low', 'close', 'volume', 'trade_count', 'vwap'], dtype='object') # bars.df.set_index('timestamp', inplace=True) diff --git a/testy/migrace/migracerunnerheader.py b/testy/migrace/migracerunnerheader.py new file mode 100644 index 0000000..e025246 --- /dev/null +++ b/testy/migrace/migracerunnerheader.py @@ -0,0 +1,142 @@ +import sqlite3 +from v2realbot.config import DATA_DIR +from v2realbot.utils.utils import json_serial +from uuid import UUID, uuid4 +import json +from datetime import datetime +from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account +from v2realbot.common.model import RunArchiveDetail, RunArchive, RunArchiveView +from tinydb import TinyDB, Query, where +from v2realbot.common.db import pool, execute_with_retry + + + +# Helper function to transform a row to a RunArchive object +def row_to_object(row: dict) -> RunArchive: + return RunArchive( + id=row.get('id'), + strat_id=row.get('strat_id'), + batch_id=row.get('batch_id'), + symbol=row.get('symbol'), + name=row.get('name'), + note=row.get('note'), + started=row.get('started'), + stopped=row.get('stopped'), + mode=row.get('mode'), + account=row.get('account'), + bt_from=row.get('bt_from'), + bt_to=row.get('bt_to'), + strat_json=row.get('strat_json'), + stratvars=row.get('stratvars'), + settings=row.get('settings'), + ilog_save=row.get('ilog_save'), + profit=row.get('profit'), + trade_count=row.get('trade_count'), + end_positions=row.get('end_positions'), + end_positions_avgp=row.get('end_positions_avgp'), + metrics=row.get('open_orders'), + #metrics=json.loads(row.get('metrics')) if row.get('metrics') else None, + stratvars_toml=row.get('stratvars_toml') + ) + +def get_all_archived_runners(): + conn = pool.get_connection() + try: + conn.row_factory = lambda c, r: json.loads(r[0]) + c = conn.cursor() + res = c.execute(f"SELECT data FROM runner_header") + finally: + conn.row_factory = None + pool.release_connection(conn) + return 0, res.fetchall() + +def insert_archive_header(archeader: RunArchive): + conn = pool.get_connection() + try: + c = conn.cursor() + json_string = json.dumps(archeader, default=json_serial) + if archeader.batch_id is not None: + statement = f"INSERT INTO runner_header (runner_id, batch_id, ra) VALUES ('{str(archeader.id)}','{str(archeader.batch_id)}','{json_string}')" + else: + statement = f"INSERT INTO runner_header (runner_id, ra) VALUES ('{str(archeader.id)}','{json_string}')" + + res = execute_with_retry(c,statement) + conn.commit() + finally: + pool.release_connection(conn) + return res.rowcount + +set = list[RunArchive] + +def migrate_to_columns(ra: RunArchive): + conn = pool.get_connection() + try: + + c = conn.cursor() + # statement = f"""UPDATE runner_header SET + # strat_id='{str(ra.strat_id)}', + # batch_id='{ra.batch_id}', + # symbol='{ra.symbol}', + # name='{ra.name}', + # note='{ra.note}', + # started='{ra.started}', + # stopped='{ra.stopped}', + # mode='{ra.mode}', + # account='{ra.account}', + # bt_from='{ra.bt_from}', + # bt_to='{ra.bt_to}', + # strat_json='ra.strat_json)', + # settings='{ra.settings}', + # ilog_save='{ra.ilog_save}', + # profit='{ra.profit}', + # trade_count='{ra.trade_count}', + # end_positions='{ra.end_positions}', + # end_positions_avgp='{ra.end_positions_avgp}', + # metrics='{ra.metrics}', + # stratvars_toml="{ra.stratvars_toml}" + # WHERE runner_id='{str(ra.strat_id)}' + # """ + # print(statement) + + res = c.execute(''' + UPDATE runner_header + SET strat_id=?, batch_id=?, symbol=?, name=?, note=?, started=?, stopped=?, mode=?, account=?, bt_from=?, bt_to=?, strat_json=?, settings=?, ilog_save=?, profit=?, trade_count=?, end_positions=?, end_positions_avgp=?, metrics=?, stratvars_toml=? + WHERE runner_id=? + ''', + (str(ra.strat_id), ra.batch_id, ra.symbol, ra.name, ra.note, ra.started, ra.stopped, ra.mode, ra.account, ra.bt_from, ra.bt_to, json.dumps(ra.strat_json), json.dumps(ra.settings), ra.ilog_save, ra.profit, ra.trade_count, ra.end_positions, ra.end_positions_avgp, json.dumps(ra.metrics), ra.stratvars_toml, str(ra.id))) + + conn.commit() + finally: + + pool.release_connection(conn) + return 0, res + +res, set = get_all_archived_runners() +print(f"fetched {len(set)}") +for row in set: + ra: RunArchive = row_to_object(row) + print(f"item {ra.id}") + res, val = migrate_to_columns(ra) + print(res,val) + print("migrated", ra.id) + + +#print(set) + +# def migrate(): +# set = list[RunArchiveDetail] +# #res, set = get_all_archived_runners_detail() +# print(f"fetched {len(set)}") +# for row in set: +# #insert_archive_detail(row) +# print(f"inserted {row['id']}") + + +# idecko = uuid4() + +# runArchiveDetail: RunArchiveDetail = RunArchiveDetail(id = idecko, +# name="nazev runneru", +# bars=bars, +# indicators=[dict(time=[])], +# statinds=dict(neco=233,zase=333), +# trades=list(dict())) \ No newline at end of file diff --git a/testy/migrace/migracni skript.sql b/testy/migrace/migracni skript.sql new file mode 100644 index 0000000..56a6338 --- /dev/null +++ b/testy/migrace/migracni skript.sql @@ -0,0 +1,44 @@ + +CREATE TABLE "sqlb_temp_table_1" ( + "runner_id" varchar(32) NOT NULL, + "strat_id" TEXT, + "batch_id" TEXT, + "symbol" TEXT, + "name" TEXT, + "note" TEXT, + "started" TEXT, + "stopped" TEXT, + "mode" TEXT, + "account" TEXT, + "bt_from" TEXT, + "bt_to" TEXT, + "strat_json" TEXT, + "settings" TEXT, + "ilog_save" INTEGER, + "profit" NUMERIC, + "trade_count" INTEGER, + "end_positions" INTEGER, + "end_positions_avgp" NUMERIC, + "metrics" TEXT, + "stratvars_toml" TEXT, + "data" json NOT NULL, + PRIMARY KEY("runner_id") +); +INSERT INTO "main"."sqlb_temp_table_1" ("batch_id","data","runner_id") SELECT "batch_id","data","runner_id" FROM "main"."runner_header" +PRAGMA defer_foreign_keys; +PRAGMA defer_foreign_keys = '1'; +DROP TABLE "main"."runner_header" +ALTER TABLE "main"."sqlb_temp_table_1" RENAME TO "runner_header" +PRAGMA defer_foreign_keys = '0'; + +CREATE INDEX "index_runner_header_batch" ON "runner_header" ( + "batch_id" +) + +CREATE INDEX "index_runner_header_pk" ON "runner_header" ( + "runner_id" +) + +CREATE INDEX "index_runner_header_strat" ON "runner_header" ( + "strat_id" +) diff --git a/testy/valueremapping.py b/testy/valueremapping.py new file mode 100644 index 0000000..bd86095 --- /dev/null +++ b/testy/valueremapping.py @@ -0,0 +1,23 @@ + + +import numpy as np + + +arr = np.array(values) + +# Find the current value and the minimum and maximum values +current_value = arr[-1] +min_value = np.min(arr) +max_value = np.max(arr) + +#remapping to -1 and 1 + + +remapped_value = 2 * (current_value - min_value) / (max_value - min_value) - 1 + + +#remap to range 0 and 1 +remapped_value = (atr10[-1] - np.min(atr10)) / (np.max(atr10) - np.min(atr10)) + + cp.statement = "np.mean(vwap[-(abs(int(50*atr10r[-1]))):])" + diff --git a/v2realbot/common/db.py b/v2realbot/common/db.py index 69ea6ce..72d6c48 100644 --- a/v2realbot/common/db.py +++ b/v2realbot/common/db.py @@ -3,6 +3,9 @@ import sqlite3 import queue import threading import time +from v2realbot.common.model import RunArchive, RunArchiveView +from datetime import datetime +import json sqlite_db_file = DATA_DIR + "/v2trading.db" # Define the connection pool @@ -50,9 +53,57 @@ def execute_with_retry(cursor: sqlite3.Cursor, statement: str, retry_interval: i else: raise e - #for pool of connections if necessary pool = ConnectionPool(10) #for one shared connection (used for writes only in WAL mode) insert_conn = sqlite3.connect(sqlite_db_file, check_same_thread=False) -insert_queue = queue.Queue() \ No newline at end of file +insert_queue = queue.Queue() + +#prevede dict radku zpatky na objekt vcetme retypizace +def row_to_runarchiveview(row: dict) -> RunArchiveView: + return RunArchive( + id=row['runner_id'], + strat_id=row['strat_id'], + batch_id=row['batch_id'], + symbol=row['symbol'], + name=row['name'], + note=row['note'], + started=datetime.fromisoformat(row['started']) if row['started'] else None, + stopped=datetime.fromisoformat(row['stopped']) if row['stopped'] else None, + mode=row['mode'], + account=row['account'], + bt_from=datetime.fromisoformat(row['bt_from']) if row['bt_from'] else None, + bt_to=datetime.fromisoformat(row['bt_to']) if row['bt_to'] else None, + ilog_save=bool(row['ilog_save']), + profit=float(row['profit']), + trade_count=int(row['trade_count']), + end_positions=int(row['end_positions']), + end_positions_avgp=float(row['end_positions_avgp']), + metrics=json.loads(row['metrics']), + ) + +#prevede dict radku zpatky na objekt vcetme retypizace +def row_to_runarchive(row: dict) -> RunArchive: + return RunArchive( + id=row['runner_id'], + strat_id=row['strat_id'], + batch_id=row['batch_id'], + symbol=row['symbol'], + name=row['name'], + note=row['note'], + started=datetime.fromisoformat(row['started']) if row['started'] else None, + stopped=datetime.fromisoformat(row['stopped']) if row['stopped'] else None, + mode=row['mode'], + account=row['account'], + bt_from=datetime.fromisoformat(row['bt_from']) if row['bt_from'] else None, + bt_to=datetime.fromisoformat(row['bt_to']) if row['bt_to'] else None, + strat_json=json.loads(row['strat_json']), + settings=json.loads(row['settings']), + ilog_save=bool(row['ilog_save']), + profit=float(row['profit']), + trade_count=int(row['trade_count']), + end_positions=int(row['end_positions']), + end_positions_avgp=float(row['end_positions_avgp']), + metrics=json.loads(row['metrics']), + stratvars_toml=row['stratvars_toml'] + ) \ No newline at end of file diff --git a/v2realbot/common/model.py b/v2realbot/common/model.py index 3df0871..ba2f1a4 100644 --- a/v2realbot/common/model.py +++ b/v2realbot/common/model.py @@ -198,6 +198,7 @@ class RunArchiveChange(BaseModel): id: UUID note: str +#do budoucna pouzit SQLAlchemy #Contains archive of running strategies (runner) - master class RunArchive(BaseModel): #unique id of algorun @@ -215,6 +216,7 @@ class RunArchive(BaseModel): bt_from: Optional[datetime] = None bt_to: Optional[datetime] = None strat_json: Optional[str] = None + ##bude decomiss, misto toho stratvars_toml stratvars: Optional[dict] = None settings: Optional[dict] = None ilog_save: Optional[bool] = False @@ -222,9 +224,30 @@ class RunArchive(BaseModel): trade_count: int = 0 end_positions: int = 0 end_positions_avgp: float = 0 - open_orders: Union[dict, str] = None + metrics: Union[dict, str] = None stratvars_toml: Optional[str] = None +#For gui view master table +class RunArchiveView(BaseModel): + id: UUID + strat_id: UUID + batch_id: Optional[str] = None + symbol: str + name: str + note: Optional[str] = None + started: datetime + stopped: Optional[datetime] = None + mode: Mode + account: Account + bt_from: Optional[datetime] = None + bt_to: Optional[datetime] = None + ilog_save: Optional[bool] = False + profit: float = 0 + trade_count: int = 0 + end_positions: int = 0 + end_positions_avgp: float = 0 + metrics: Union[dict, str] = None + #trida pro ukladani historie stoplossy do ext_data class SLHistory(BaseModel): id: Optional[UUID] diff --git a/v2realbot/controller/services.py b/v2realbot/controller/services.py index 41fe4db..af7a249 100644 --- a/v2realbot/controller/services.py +++ b/v2realbot/controller/services.py @@ -6,7 +6,7 @@ from alpaca.data.requests import StockTradesRequest, StockBarsRequest from alpaca.data.enums import DataFeed from alpaca.data.timeframe import TimeFrame from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide -from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem +from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem from v2realbot.utils.utils import AttributeDict, zoneNY, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram from v2realbot.utils.ilog import delete_logs from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType @@ -27,8 +27,8 @@ 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 -from sqlite3 import OperationalError +from v2realbot.common.db import pool, execute_with_retry, row_to_runarchive, row_to_runarchiveview +from sqlite3 import OperationalError, Row #from pyinstrument import Profiler #adding lock to ensure thread safety of TinyDB (in future will be migrated to proper db) lock = Lock() @@ -680,14 +680,14 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param res["profit"]["short_cnt"] = short_cnt res["profit"]["long_profit"] = round(long_profit,2) res["profit"]["short_profit"] = round(short_profit,2) - res["profit"]["long_wins"] = round(long_wins,2) - res["profit"]["long_losses"] = round(long_losses,2) - res["profit"]["short_wins"] = round(short_wins,2) - res["profit"]["short_losses"] = round(short_losses,2) res["profit"]["max_profit"] = round(max_profit,2) res["profit"]["max_profit_time"] = str(max_profit_time) res["profit"]["max_loss"] = round(max_loss,2) res["profit"]["max_loss_time"] = str(max_loss_time) + res["profit"]["long_wins"] = round(long_wins,2) + res["profit"]["long_losses"] = round(long_losses,2) + res["profit"]["short_wins"] = round(short_wins,2) + res["profit"]["short_losses"] = round(short_losses,2) #vlozeni celeho listu res["prescr_trades"]=json.loads(json.dumps(strat.state.vars.prescribedTrades, default=json_serial)) @@ -747,13 +747,12 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params: bt_from=bp_from, bt_to = bp_to, strat_json = runner.run_strat_json, - stratvars = strat.state.vars, settings = settings, profit=round(float(strat.state.profit),2), trade_count=len(strat.state.tradeList), end_positions=strat.state.positions, end_positions_avgp=round(float(strat.state.avgp),3), - open_orders=json.dumps(results_metrics, default=json_serial), + metrics=results_metrics, stratvars_toml=runner.run_stratvars_toml ) @@ -825,32 +824,69 @@ def migrate_archived_runners() -> list[RunArchive]: print("Exception in migration: " + str(e) + format_exc()) return -2, str(e) + format_exc() -def get_all_archived_runners(): + +def get_all_archived_runners() -> list[RunArchiveView]: conn = pool.get_connection() try: - conn.row_factory = lambda c, r: json.loads(r[0]) + conn.row_factory = Row c = conn.cursor() - res = c.execute(f"SELECT data FROM runner_header") + c.execute(f"SELECT runner_id, strat_id, batch_id, symbol, name, note, started, stopped, mode, account, bt_from, bt_to, ilog_save, profit, trade_count, end_positions, end_positions_avgp, metrics FROM runner_header") + rows = c.fetchall() + results = [] + for row in rows: + results.append(row_to_runarchiveview(row)) finally: conn.row_factory = None pool.release_connection(conn) - return 0, res.fetchall() + return 0, results -#vrátí konkrétní -def get_archived_runner_header_byID(id: UUID): +#DECOMMS +# def get_all_archived_runners(): +# conn = pool.get_connection() +# try: +# conn.row_factory = lambda c, r: json.loads(r[0]) +# c = conn.cursor() +# res = c.execute(f"SELECT data FROM runner_header") +# finally: +# conn.row_factory = None +# pool.release_connection(conn) +# return 0, res.fetchall() + +#vrati cely kompletni zaznam RunArchive +def get_archived_runner_header_byID(id: UUID) -> RunArchive: conn = pool.get_connection() try: - conn.row_factory = lambda c, r: json.loads(r[0]) + conn.row_factory = Row c = conn.cursor() - result = c.execute(f"SELECT data FROM runner_header WHERE runner_id='{str(id)}'") - res= result.fetchone() + c.execute(f"SELECT * FROM runner_header WHERE runner_id='{str(id)}'") + row = c.fetchone() + + if row: + return 0, row_to_runarchive(row) + else: + return -2, "not found" + finally: conn.row_factory = None pool.release_connection(conn) - if res==None: - return -2, "not found" - else: - return 0, res + + +#DECOMM +# #vrátí vsechny datakonkrétní +# def get_archived_runner_header_byID(id: UUID): +# conn = pool.get_connection() +# try: +# conn.row_factory = lambda c, r: json.loads(r[0]) +# c = conn.cursor() +# result = c.execute(f"SELECT data FROM runner_header WHERE runner_id='{str(id)}'") +# res= result.fetchone() +# finally: +# conn.row_factory = None +# pool.release_connection(conn) +# if res==None: +# return -2, "not found" +# else: +# return 0, res #vrátí seznam runneru s danym batch_id def get_archived_runnerslist_byBatchID(batch_id: str): @@ -867,13 +903,18 @@ def insert_archive_header(archeader: RunArchive): conn = pool.get_connection() try: c = conn.cursor() - json_string = json.dumps(archeader, default=json_serial) - if archeader.batch_id is not None: - statement = f"INSERT INTO runner_header (runner_id, batch_id, data) VALUES ('{str(archeader.id)}','{str(archeader.batch_id)}','{json_string}')" - else: - statement = f"INSERT INTO runner_header (runner_id, data) VALUES ('{str(archeader.id)}','{json_string}')" - - res = execute_with_retry(c,statement) + #json_string = json.dumps(archeader, default=json_serial) + + res = c.execute(""" + INSERT INTO runner_header + (runner_id, strat_id, batch_id, symbol, name, note, started, stopped, mode, account, bt_from, bt_to, strat_json, settings, ilog_save, profit, trade_count, end_positions, end_positions_avgp, metrics, stratvars_toml) + VALUES + (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) + """, + (str(archeader.id), str(archeader.strat_id), archeader.batch_id, archeader.symbol, archeader.name, archeader.note, archeader.started, archeader.stopped, archeader.mode, archeader.account, archeader.bt_from, archeader.bt_to, json.dumps(archeader.strat_json), json.dumps(archeader.settings), archeader.ilog_save, archeader.profit, archeader.trade_count, archeader.end_positions, archeader.end_positions_avgp, json.dumps(archeader.metrics, default=json_serial), archeader.stratvars_toml)) + + #retry not yet supported for statement format above + #res = execute_with_retry(c,statement) conn.commit() finally: pool.release_connection(conn) @@ -884,14 +925,21 @@ def edit_archived_runners(runner_id: UUID, archChange: RunArchiveChange): try: res, sada = get_archived_runner_header_byID(id=runner_id) if res == 0: - archOriginal = RunArchive(**sada) - archOriginal.note = archChange.note + + #updatujeme pouze note try: conn = pool.get_connection() c = conn.cursor() - json_string = json.dumps(archOriginal, default=json_serial) - statement = f"UPDATE runner_header SET data = '{json_string}' WHERE runner_id='{str(runner_id)}'" - res = execute_with_retry(c,statement) + + res = c.execute(''' + UPDATE runner_header + SET note=? + WHERE runner_id=? + ''', + (archChange.note, str(runner_id))) + + #retry not yet supported here + #res = execute_with_retry(c,statement) #print(res) conn.commit() finally: @@ -901,7 +949,9 @@ def edit_archived_runners(runner_id: UUID, archChange: RunArchiveChange): return -1, f"Could not find arch runner {runner_id} {res} {sada}" except Exception as e: - return -2, str(e) + errmsg = str(e) + format_exc() + print(errmsg) + return -2, errmsg #delete runner in archive and archive detail and runner logs #predelano do JEDNE TRANSAKCE diff --git a/v2realbot/indicators/moving_averages.py b/v2realbot/indicators/moving_averages.py index 30bf63b..745d218 100644 --- a/v2realbot/indicators/moving_averages.py +++ b/v2realbot/indicators/moving_averages.py @@ -96,6 +96,13 @@ def trima(data: Any, period: int = 50, use_series=False) -> Any: trima = ti.trima(data, period) return pd.Series(trima) if use_series else trima +def tema(data: Any, period: int = 50, use_series=False) -> Any: + if check_series(data): + use_series = True + data = convert_to_numpy(data) + tema = ti.tema(data, period) + return pd.Series(tema) if use_series else tema + def macd(data: Any, short_period: int = 12, long_period: int = 26, signal_period: int = 9, use_series=False) -> Any: if check_series(data): @@ -106,3 +113,23 @@ def macd(data: Any, short_period: int = 12, long_period: int = 26, signal_period df = pd.DataFrame({'macd': macd, 'macd_signal': macd_signal, 'macd_histogram': macd_histogram}) return df return macd, macd_signal, macd_histogram + +def ema(data, period: int = 50, use_series=False): + if check_series(data): + use_series = True + data = convert_to_numpy(data) + ema = ti.ema(data, period=period) + return pd.Series(ema) if use_series else ema + +def sma(data, period: int = 50, use_series=False): + """ + Finding the moving average of a dataset + Args: + data: (list) A list containing the data you want to find the moving average of + period: (int) How far each average set should be + """ + if check_series(data): + use_series = True + data = convert_to_numpy(data) + sma = ti.sma(data, period=period) + return pd.Series(sma) if use_series else sma \ No newline at end of file diff --git a/v2realbot/main.py b/v2realbot/main.py index 1433787..2cf3eb7 100644 --- a/v2realbot/main.py +++ b/v2realbot/main.py @@ -11,7 +11,7 @@ import uvicorn from uuid import UUID import v2realbot.controller.services as cs from v2realbot.utils.ilog import get_log_window -from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest, Trade, RunArchive, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem +from v2realbot.common.model import StrategyInstance, RunnerView, RunRequest, Trade, RunArchive, RunArchiveView, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query from fastapi.responses import FileResponse from fastapi.staticfiles import StaticFiles @@ -285,19 +285,105 @@ def migrate(): if not os.path.exists(lock_file): #migration code - print("migration code done") - conn = pool.get_connection() + print("migration code STARTED") try: - conn.row_factory = lambda c, r: json.loads(r[0]) - c = conn.cursor() - statement = f'ALTER TABLE "runner_header" ADD COLUMN "batch_id" TEXT' - res = c.execute(statement) - print(res) - print("table created") - conn.commit() + # Helper function to transform a row to a RunArchive object + def row_to_object(row: dict) -> RunArchive: + return RunArchive( + id=row.get('id'), + strat_id=row.get('strat_id'), + batch_id=row.get('batch_id'), + symbol=row.get('symbol'), + name=row.get('name'), + note=row.get('note'), + started=row.get('started'), + stopped=row.get('stopped'), + mode=row.get('mode'), + account=row.get('account'), + bt_from=row.get('bt_from'), + bt_to=row.get('bt_to'), + strat_json=row.get('strat_json'), + stratvars=row.get('stratvars'), + settings=row.get('settings'), + ilog_save=row.get('ilog_save'), + profit=row.get('profit'), + trade_count=row.get('trade_count'), + end_positions=row.get('end_positions'), + end_positions_avgp=row.get('end_positions_avgp'), + metrics=row.get('open_orders'), + #metrics=json.loads(row.get('metrics')) if row.get('metrics') else None, + stratvars_toml=row.get('stratvars_toml') + ) + + def get_all_archived_runners(): + conn = pool.get_connection() + try: + conn.row_factory = lambda c, r: json.loads(r[0]) + c = conn.cursor() + res = c.execute(f"SELECT data FROM runner_header") + finally: + conn.row_factory = None + pool.release_connection(conn) + return 0, res.fetchall() + + set = list[RunArchive] + + def migrate_to_columns(ra: RunArchive): + conn = pool.get_connection() + try: + + c = conn.cursor() + # statement = f"""UPDATE runner_header SET + # strat_id='{str(ra.strat_id)}', + # batch_id='{ra.batch_id}', + # symbol='{ra.symbol}', + # name='{ra.name}', + # note='{ra.note}', + # started='{ra.started}', + # stopped='{ra.stopped}', + # mode='{ra.mode}', + # account='{ra.account}', + # bt_from='{ra.bt_from}', + # bt_to='{ra.bt_to}', + # strat_json='ra.strat_json)', + # settings='{ra.settings}', + # ilog_save='{ra.ilog_save}', + # profit='{ra.profit}', + # trade_count='{ra.trade_count}', + # end_positions='{ra.end_positions}', + # end_positions_avgp='{ra.end_positions_avgp}', + # metrics='{ra.metrics}', + # stratvars_toml="{ra.stratvars_toml}" + # WHERE runner_id='{str(ra.strat_id)}' + # """ + # print(statement) + + res = c.execute(''' + UPDATE runner_header + SET strat_id=?, batch_id=?, symbol=?, name=?, note=?, started=?, stopped=?, mode=?, account=?, bt_from=?, bt_to=?, strat_json=?, settings=?, ilog_save=?, profit=?, trade_count=?, end_positions=?, end_positions_avgp=?, metrics=?, stratvars_toml=? + WHERE runner_id=? + ''', + (str(ra.strat_id), ra.batch_id, ra.symbol, ra.name, ra.note, ra.started, ra.stopped, ra.mode, ra.account, ra.bt_from, ra.bt_to, json.dumps(ra.strat_json), json.dumps(ra.settings), ra.ilog_save, ra.profit, ra.trade_count, ra.end_positions, ra.end_positions_avgp, json.dumps(ra.metrics), ra.stratvars_toml, str(ra.id))) + + conn.commit() + finally: + + pool.release_connection(conn) + return 0, res + + res, set = get_all_archived_runners() + print(f"fetched {len(set)}") + for row in set: + ra: RunArchive = row_to_object(row) + print(f"item {ra.id}") + res, val = migrate_to_columns(ra) + print(res,val) + print("migrated", ra.id) + + + + finally: - conn.row_factory = None - pool.release_connection(conn) open(lock_file, 'w').close() return 0 @@ -317,15 +403,24 @@ def migrate(): #ARCHIVE RUNNERS SECTION # region Archive runners -#get all archived runners header +#get all archived runners headers - just RunArchiveView @app.get("/archived_runners/", dependencies=[Depends(api_key_auth)]) -def _get_all_archived_runners() -> list[RunArchive]: +def _get_all_archived_runners() -> list[RunArchiveView]: res, set =cs.get_all_archived_runners() if res == 0: return set else: raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found") +#get complete header data for specific archivedRunner = RunArchive +@app.get("/archived_runners/{runner_id}", dependencies=[Depends(api_key_auth)]) +def _get_archived_runner_header_byID(runner_id: UUID) -> RunArchive: + res, set =cs.get_archived_runner_header_byID(runner_id) + if res == 0: + return set + else: + raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found") + #delete archive runner from header and detail @app.delete("/archived_runners/", dependencies=[Depends(api_key_auth)], status_code=status.HTTP_200_OK) def _delete_archived_runners_byIDs(runner_ids: list[UUID]): @@ -342,7 +437,7 @@ def _edit_archived_runners(archChange: RunArchiveChange, runner_id: UUID): elif res == -1: raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"Error not found: {res}:{runner_id}") else: - raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error not changed: {res}:{runner_id}") + raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error not changed: {res}:{runner_id}:{id}") #get all archived runners detail @app.get("/archived_runners_detail/", dependencies=[Depends(api_key_auth)]) diff --git a/v2realbot/static/index.html b/v2realbot/static/index.html index 9c4a3b1..42ac7bf 100644 --- a/v2realbot/static/index.html +++ b/v2realbot/static/index.html @@ -250,13 +250,11 @@ account bt_from bt_to - ilog - stratvars + ilog profit trade pos pos_avgp - json metrics diff --git a/v2realbot/static/js/archivechart.js b/v2realbot/static/js/archivechart.js index cabae2a..3e3c8ec 100644 --- a/v2realbot/static/js/archivechart.js +++ b/v2realbot/static/js/archivechart.js @@ -906,7 +906,7 @@ function chart_archived_run(archRecord, data, oneMinuteBars) { $("#statusAccount").text(archRecord.account) $("#statusIlog").text("Logged:" + archRecord.ilog_save) $("#statusStratvars").text(((archRecord.strat_json)?archRecord.strat_json:archRecord.stratvars),null,2) - $("#statusSettings").text(JSON.stringify(archRecord.open_orders,null,2) + " " + JSON.stringify(archRecord.settings,null,2)) + $("#statusSettings").text(JSON.stringify(archRecord.metrics,null,2) + " " + JSON.stringify(archRecord.settings,null,2)) //TBD other dynamically created indicators diff --git a/v2realbot/static/js/archivetables.js b/v2realbot/static/js/archivetables.js index 205423a..2e43c39 100644 --- a/v2realbot/static/js/archivetables.js +++ b/v2realbot/static/js/archivetables.js @@ -1,4 +1,42 @@ //ARCHIVE TABLES + +function refresh_arch_and_callback(row, callback) { + console.log("entering refresh") + var request = $.ajax({ + url: "/archived_runners/"+row.id, + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"GET", + contentType: "application/json", + dataType: "json", + success:function(data){ + console.log("fetched data ok") + //console.log(JSON.stringify(data,null,2)); + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + console.log(JSON.stringify(xhr)); + } + }); + + // Handling the responses of both requests + $.when(request).then(function(response) { + // Both requests have completed successfully + //console.log("Result from request:", response); + console.log("Response received. calling callback") + //call callback function + callback(response) + + }, function(error) { + // Handle errors from either request here + // Example: + console.error("Error from first request:", error); + console.log("requesting id error") + }); +} + $(document).ready(function () { archiveRecords.ajax.reload(); @@ -34,85 +72,150 @@ $(document).ready(function () { } }); - //button compare arch $('#button_compare_arch').click(function () { window.$('#diffModal').modal('show'); rows = archiveRecords.rows('.selected').data(); - var record1 = new Object() - //console.log(JSON.stringify(rows)) - record1 = JSON.parse(rows[0].strat_json) - //record1.json = rows[0].json - //record1.id = rows[0].id; - // record1.id2 = parseInt(rows[0].id2); - //record1.name = rows[0].name; - // record1.symbol = rows[0].symbol; - // record1.class_name = rows[0].class_name; - // record1.script = rows[0].script; - // record1.open_rush = rows[0].open_rush; - // record1.close_rush = rows[0].close_rush; - //console.log(record1.stratvars_conf) + id1 = rows[0].id + id2 = rows[1].id - //ELEMENTS TO COMPARE + var request1 = $.ajax({ + url: "/archived_runners/"+id1, + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"GET", + contentType: "application/json", + dataType: "json", + success:function(data){ + console.log("first request ok") + console.log(JSON.stringify(data,null,2)); + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + console.log(JSON.stringify(xhr)); + console.log("first request error") + } + }); + var request2 = $.ajax({ + url: "/archived_runners/"+id2, + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"GET", + contentType: "application/json", + dataType: "json", + success:function(data){ + console.log("first request ok") + console.log(JSON.stringify(data,null,2)); + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + console.log(JSON.stringify(xhr)); + console.log("first request error") + } + }); - //profit sekce - console.log(rows[0].open_orders) + // Handling the responses of both requests + $.when(request1, request2).then(function(response1, response2) { + // Both requests have completed successfully + var result1 = response1[0]; + var result2 = response2[0]; + console.log("Result from first request:", result1); + console.log("Result from second request:", result2); + console.log("calling compare") + perform_compare(result1, result2) + // Perform your action with the results from both requests + // Example: - try { - record1["profit"] = JSON.parse(rows[0].open_orders).profit + }, function(error1, error2) { + // Handle errors from either request here + // Example: + console.error("Error from first request:", error1); + console.error("Error from second request:", error2); + }); + + //sem vstupuji dva nove natahnute objekty + function perform_compare(data1, data2) { + + var record1 = new Object() + //console.log(JSON.stringify(rows)) + + record1 = JSON.parse(data1.strat_json) + //record1.json = rows[0].json + //record1.id = rows[0].id; + // record1.id2 = parseInt(rows[0].id2); + //record1.name = rows[0].name; + // record1.symbol = rows[0].symbol; + // record1.class_name = rows[0].class_name; + // record1.script = rows[0].script; + // record1.open_rush = rows[0].open_rush; + // record1.close_rush = rows[0].close_rush; + //console.log(record1.stratvars_conf) + + //ELEMENTS TO COMPARE + + //profit sekce + console.log(data1.metrics) + + try { + record1["profit"] = JSON.parse(data1.metrics).profit + } + catch (e) { + console.log(e.message) + } + + record1.stratvars_conf = TOML.parse(record1.stratvars_conf); + record1.add_data_conf = TOML.parse(record1.add_data_conf); + // record1.note = rows[0].note; + // record1.history = ""; + //jsonString1 = JSON.stringify(record1, null, 2); + + var record2 = new Object() + record2 = JSON.parse(data2.strat_json) + + // record2.id = rows[1].id; + // record2.id2 = parseInt(rows[1].id2); + //record2.name = rows[1].name; + // record2.symbol = rows[1].symbol; + // record2.class_name = rows[1].class_name; + // record2.script = rows[1].script; + // record2.open_rush = rows[1].open_rush; + // record2.close_rush = rows[1].close_rush; + + //ELEMENTS TO COMPARE + console.log(data2.metrics) + + try { + record2["profit"] = JSON.parse(data2.metrics).profit + } + catch (e) { + console.log(e.message) + } + record2.stratvars_conf = TOML.parse(record2.stratvars_conf); + record2.add_data_conf = TOML.parse(record2.add_data_conf); + // record2.note = rows[1].note; + // record2.history = ""; + //jsonString2 = JSON.stringify(record2, null, 2); + + $('#diff_first').text(record1.name); + $('#diff_second').text(record2.name); + $('#diff_first_id').text(data1.id); + $('#diff_second_id').text(data2.id); + + var delta = compareObjects(record1, record2) + const htmlMarkup2 = `
{\n${generateHTML(record2, delta)}}\n
`; + document.getElementById('second').innerHTML = htmlMarkup2; + + const htmlMarkup1 = `
{\n${generateHTML(record1, delta)}}\n
`; + document.getElementById('first').innerHTML = htmlMarkup1; + + event.preventDefault(); + //$('#button_compare').attr('disabled','disabled'); } - catch (e) { - console.log(e.message) - } - - record1.stratvars_conf = TOML.parse(record1.stratvars_conf); - record1.add_data_conf = TOML.parse(record1.add_data_conf); - // record1.note = rows[0].note; - // record1.history = ""; - //jsonString1 = JSON.stringify(record1, null, 2); - - var record2 = new Object() - record2 = JSON.parse(rows[1].strat_json) - - // record2.id = rows[1].id; - // record2.id2 = parseInt(rows[1].id2); - //record2.name = rows[1].name; - // record2.symbol = rows[1].symbol; - // record2.class_name = rows[1].class_name; - // record2.script = rows[1].script; - // record2.open_rush = rows[1].open_rush; - // record2.close_rush = rows[1].close_rush; - - //ELEMENTS TO COMPARE - console.log(rows[1].open_orders) - - try { - record2["profit"] = JSON.parse(rows[1].open_orders).profit - } - catch (e) { - console.log(e.message) - } - record2.stratvars_conf = TOML.parse(record2.stratvars_conf); - record2.add_data_conf = TOML.parse(record2.add_data_conf); - // record2.note = rows[1].note; - // record2.history = ""; - //jsonString2 = JSON.stringify(record2, null, 2); - - $('#diff_first').text(record1.name); - $('#diff_second').text(record2.name); - $('#diff_first_id').text(rows[0].id); - $('#diff_second_id').text(rows[1].id); - - var delta = compareObjects(record1, record2) - const htmlMarkup2 = `
{\n${generateHTML(record2, delta)}}\n
`; - document.getElementById('second').innerHTML = htmlMarkup2; - - const htmlMarkup1 = `
{\n${generateHTML(record1, delta)}}\n
`; - document.getElementById('first').innerHTML = htmlMarkup1; - - event.preventDefault(); - //$('#button_compare').attr('disabled','disabled'); }); @@ -144,63 +247,73 @@ $(document).ready(function () { if (row == undefined) { return } - window.$('#editModalArchive').modal('show'); - $('#editidarchive').val(row.id); - $('#editnote').val(row.note); + + refresh_arch_and_callback(row, display_edit_modal) + + function display_edit_modal(row) { + window.$('#editModalArchive').modal('show'); + $('#editidarchive').val(row.id); + $('#editnote').val(row.note); - try { - metrics = JSON.parse(row.open_orders) + try { + metrics = JSON.parse(row.metrics) + } + catch (e) { + metrics = row.metrics + } + $('#metrics').val(JSON.stringify(metrics,null,2)); + //$('#metrics').val(TOML.parse(row.metrics)); + if (row.stratvars_toml) { + $('#editstratvars').val(row.stratvars_toml); + } + else{ + $('#editstratvars').val(JSON.stringify(row.stratvars,null,2)); + } + + + $('#editstratjson').val(row.strat_json); } - catch (e) { - metrics = row.open_orders - } - $('#metrics').val(JSON.stringify(metrics,null,2)); - //$('#metrics').val(TOML.parse(row.open_orders)); - if (row.stratvars_toml) { - $('#editstratvars').val(row.stratvars_toml); - } - else{ - $('#editstratvars').val(JSON.stringify(row.stratvars,null,2)); - } - - - $('#editstratjson').val(row.strat_json); }); //show button $('#button_show_arch').click(function () { + row = archiveRecords.row('.selected').data(); if (row == undefined) { return } - $('#button_show_arch').attr('disabled',true); - $.ajax({ - url:"/archived_runners_detail/"+row.id, - beforeSend: function (xhr) { - xhr.setRequestHeader('X-API-Key', - API_KEY); }, - method:"GET", - contentType: "application/json", - dataType: "json", - success:function(data){ - $('#button_show_arch').attr('disabled',false); - $('#chartContainerInner').addClass("show"); - //$("#lines").html("
"+JSON.stringify(row.stratvars,null,2)+"
") - - //$('#chartArchive').append(JSON.stringify(data,null,2)); - console.log(JSON.stringify(data,null,2)); - //if lower res is required call prepare_data otherwise call chart_archived_run() - //get other base resolutions - prepare_data(row, 1, "Min", data) - }, - error: function(xhr, status, error) { - var err = eval("(" + xhr.responseText + ")"); - window.alert(JSON.stringify(xhr)); - //console.log(JSON.stringify(xhr)); - $('#button_show_arch').attr('disabled',false); - } - }) + + refresh_arch_and_callback(row, get_detail_and_show) + + function get_detail_and_show(row) { + $.ajax({ + url:"/archived_runners_detail/"+row.id, + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"GET", + contentType: "application/json", + dataType: "json", + success:function(data){ + $('#button_show_arch').attr('disabled',false); + $('#chartContainerInner').addClass("show"); + //$("#lines").html("
"+JSON.stringify(row.stratvars,null,2)+"
") + + //$('#chartArchive').append(JSON.stringify(data,null,2)); + console.log(JSON.stringify(data,null,2)); + //if lower res is required call prepare_data otherwise call chart_archived_run() + //get other base resolutions + prepare_data(row, 1, "Min", data) + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + //console.log(JSON.stringify(xhr)); + $('#button_show_arch').attr('disabled',false); + } + }) + } }); }) @@ -216,93 +329,141 @@ $(document).ready(function () { //record1.json = rows[0].json //TBD mozna zkopirovat jen urcite? - record1 = row - console.log(record1) - //smazeneme nepotrebne a pridame potrebne - //do budoucna predelat na vytvoreni noveho objektu - //nebudeme muset odstanovat pri kazdem pridani noveho atributu v budoucnu - delete record1["end_positions"]; - delete record1["end_positions_avgp"]; - delete record1["profit"]; - delete record1["trade_count"]; - delete record1["stratvars_toml"]; - delete record1["started"]; - delete record1["stopped"]; - delete record1["open_orders"]; - delete record1["settings"]; - delete record1["stratvars"]; - - record1.note = "RERUN " + record1.note - - if (record1.bt_from == "") {delete record1["bt_from"];} - if (record1.bt_to == "") {delete record1["bt_to"];} - - //mazeme, pouze rerunujeme single - record1["test_batch_id"]; - - //najdeme ve stratinu radek s danym ID a z tohoto radku a sestavime strat_json - var idToFind = record1.strat_id; // Replace with the specific ID you want to find - - var foundRow = stratinRecords.rows().eq(0).filter(function (rowIdx) { - return stratinRecords.row(rowIdx).data().id === idToFind; - }); - - if (foundRow.length > 0) { - // Get the data of the first matching row - var stratData = stratinRecords.row(foundRow[0]).data(); - console.log(stratData); - } else { - // Handle the case where no matching row is found - console.log("No strategy with ID " + idToFind + " found."); - window.alert("No strategy with ID " + idToFind + " found.") - return - } - - const rec = new Object() - rec.id2 = parseInt(stratData.id2); - rec.name = stratData.name; - rec.symbol = stratData.symbol; - rec.class_name = stratData.class_name; - rec.script = stratData.script; - rec.open_rush = stratData.open_rush; - rec.close_rush = stratData.close_rush; - rec.stratvars_conf = stratData.stratvars_conf; - rec.add_data_conf = stratData.add_data_conf; - rec.note = stratData.note; - rec.history = ""; - strat_json = JSON.stringify(rec, null, 2); - record1.strat_json = strat_json - - //zkopirujeme strat_id do id a smazeme strat_id - record1.id = record1.strat_id - delete record1["strat_id"]; - - console.log("record1 pred odeslanim", record1) - jsonString = JSON.stringify(record1); - - $.ajax({ - url:"/stratins/"+record1.id+"/run", + //getting required data (detail of the archived runner + stratin to be run) + var request1 = $.ajax({ + url: "/archived_runners/"+row.id, beforeSend: function (xhr) { xhr.setRequestHeader('X-API-Key', - API_KEY); }, - method:"PUT", + API_KEY); }, + method:"GET", contentType: "application/json", - data: jsonString, - success:function(data){ - $('#button_runagain_arch').attr('disabled',false); - setTimeout(function () { - runnerRecords.ajax.reload(); - stratinRecords.ajax.reload(); - }, 1500); + dataType: "json", + success:function(data){ + console.log("fetched data ok") + console.log(JSON.stringify(data,null,2)); }, error: function(xhr, status, error) { var err = eval("(" + xhr.responseText + ")"); window.alert(JSON.stringify(xhr)); - //console.log(JSON.stringify(xhr)); - $('#button_runagain_arch').attr('disabled',false); + console.log(JSON.stringify(xhr)); } - }) + }); + + //nalaodovat data pro strategii + var request2 = $.ajax({ + url: "/stratins/"+row.strat_id, + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"GET", + contentType: "application/json", + dataType: "json", + success:function(data){ + console.log("fetched data ok") + console.log(JSON.stringify(data,null,2)); + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + console.log(JSON.stringify(xhr)); + } + }); + + + // Handling the responses of both requests + $.when(request1, request2).then(function(response1, response2) { + // Both requests have completed successfully + var result1 = response1[0]; + var result2 = response2[0]; + + console.log("Result from first request:", result1); + console.log("Result from second request:", result2); + + console.log("calling compare") + rerun_strategy(result1, result2) + // Perform your action with the results from both requests + // Example: + + }, function(error1, error2) { + // Handle errors from either request here + // Example: + console.error("Error from first request:", error1); + console.error("Error from second request:", error2); + }); + + + function rerun_strategy(archRunner, stratData) { + record1 = archRunner + console.log(record1) + + //smazeneme nepotrebne a pridame potrebne + //do budoucna predelat na vytvoreni noveho objektu + //nebudeme muset odstanovat pri kazdem pridani noveho atributu v budoucnu + delete record1["end_positions"]; + delete record1["end_positions_avgp"]; + delete record1["profit"]; + delete record1["trade_count"]; + delete record1["stratvars_toml"]; + delete record1["started"]; + delete record1["stopped"]; + delete record1["metrics"]; + delete record1["settings"]; + delete record1["stratvars"]; + + record1.note = "RERUN " + record1.note + + if (record1.bt_from == "") {delete record1["bt_from"];} + if (record1.bt_to == "") {delete record1["bt_to"];} + + //mazeme, pouze rerunujeme single + record1["test_batch_id"]; + + const rec = new Object() + rec.id2 = parseInt(stratData.id2); + rec.name = stratData.name; + rec.symbol = stratData.symbol; + rec.class_name = stratData.class_name; + rec.script = stratData.script; + rec.open_rush = stratData.open_rush; + rec.close_rush = stratData.close_rush; + rec.stratvars_conf = stratData.stratvars_conf; + rec.add_data_conf = stratData.add_data_conf; + rec.note = stratData.note; + rec.history = ""; + strat_json = JSON.stringify(rec, null, 2); + record1.strat_json = strat_json + + //zkopirujeme strat_id do id a smazeme strat_id + record1.id = record1.strat_id + delete record1["strat_id"]; + + console.log("record1 pred odeslanim", record1) + jsonString = JSON.stringify(record1); + + $.ajax({ + url:"/stratins/"+record1.id+"/run", + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"PUT", + contentType: "application/json", + data: jsonString, + success:function(data){ + $('#button_runagain_arch').attr('disabled',false); + setTimeout(function () { + runnerRecords.ajax.reload(); + stratinRecords.ajax.reload(); + }, 1500); + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + //console.log(JSON.stringify(xhr)); + $('#button_runagain_arch').attr('disabled',false); + } + }) + } }) @@ -412,14 +573,11 @@ var archiveRecords = {data: 'bt_from', visible: true}, {data: 'bt_to', visible: true}, {data: 'ilog_save', visible: true}, - {data: 'stratvars', visible: false}, {data: 'profit'}, {data: 'trade_count', visible: true}, {data: 'end_positions', visible: true}, {data: 'end_positions_avgp', visible: true}, - {data: 'strat_json', visible: false}, - {data: 'open_orders', visible: true}, - {data: 'stratvars_toml', visible: false}, + {data: 'metrics', visible: true}, ], paging: false, processing: false, @@ -470,7 +628,7 @@ var archiveRecords = }, }, { - targets: [18], + targets: [16], render: function ( data, type, row ) { try { data = JSON.parse(data) diff --git a/v2realbot/static/js/mytables.js b/v2realbot/static/js/mytables.js index 7e4055a..2c6da0e 100644 --- a/v2realbot/static/js/mytables.js +++ b/v2realbot/static/js/mytables.js @@ -38,6 +38,44 @@ function is_stratin_running(id) { return running } +function refresh_stratin_and_callback(row, callback) { + var request = $.ajax({ + url: "/stratin/"+row.id, + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"GET", + contentType: "application/json", + dataType: "json", + success:function(data){ + console.log("fetched data ok") + console.log(JSON.stringify(data,null,2)); + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + console.log(JSON.stringify(xhr)); + } + }); + + // Handling the responses of both requests + $.when(request).then(function(response) { + // Both requests have completed successfully + var result = response[0]; + + console.log("Result from first request:", result); + console.log("calling compare") + //call callback function + callback(result) + + }, function(error) { + // Handle errors from either request here + // Example: + console.error("Error from first request:", error); + console.log("requesting id error") + }); +} + let editor; //STRATIN and RUNNERS TABELS @@ -341,51 +379,117 @@ $(document).ready(function () { $('#button_compare').click(function () { window.$('#diffModal').modal('show'); rows = stratinRecords.rows('.selected').data(); - const rec1 = new Object() - rec1.id = rows[0].id; - rec1.id2 = parseInt(rows[0].id2); - rec1.name = rows[0].name; - rec1.symbol = rows[0].symbol; - rec1.class_name = rows[0].class_name; - rec1.script = rows[0].script; - rec1.open_rush = rows[0].open_rush; - rec1.close_rush = rows[0].close_rush; - rec1.stratvars_conf = TOML.parse(rows[0].stratvars_conf); - rec1.add_data_conf = TOML.parse(rows[0].add_data_conf); - rec1.note = rows[0].note; - rec1.history = ""; - //jsonString1 = JSON.stringify(rec1, null, 2); - const rec2 = new Object() - rec2.id = rows[1].id; - rec2.id2 = parseInt(rows[1].id2); - rec2.name = rows[1].name; - rec2.symbol = rows[1].symbol; - rec2.class_name = rows[1].class_name; - rec2.script = rows[1].script; - rec2.open_rush = rows[1].open_rush; - rec2.close_rush = rows[1].close_rush; - rec2.stratvars_conf = TOML.parse(rows[1].stratvars_conf); - rec2.add_data_conf = TOML.parse(rows[1].add_data_conf); - rec2.note = rows[1].note; - rec2.history = ""; - //jsonString2 = JSON.stringify(rec2, null, 2); + id1 = rows[0].id + id2 = rows[1].id + + //get up to date data + var request1 = $.ajax({ + url: "/stratins/"+id1, + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"GET", + contentType: "application/json", + dataType: "json", + success:function(data){ + console.log("first request ok") + console.log(JSON.stringify(data,null,2)); + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + console.log(JSON.stringify(xhr)); + console.log("first request error") + } + }); + var request2 = $.ajax({ + url: "/stratins/"+id2, + beforeSend: function (xhr) { + xhr.setRequestHeader('X-API-Key', + API_KEY); }, + method:"GET", + contentType: "application/json", + dataType: "json", + success:function(data){ + console.log("first request ok") + console.log(JSON.stringify(data,null,2)); + }, + error: function(xhr, status, error) { + var err = eval("(" + xhr.responseText + ")"); + window.alert(JSON.stringify(xhr)); + console.log(JSON.stringify(xhr)); + console.log("first request error") + } + }); + + // Handling the responses of both requests + $.when(request1, request2).then(function(response1, response2) { + // Both requests have completed successfully + var result1 = response1[0]; + var result2 = response2[0]; + console.log("Result from first request:", result1); + console.log("Result from second request:", result2); + console.log("calling compare") + perform_compare(result1, result2) + // Perform your action with the results from both requests + // Example: + + }, function(error1, error2) { + // Handle errors from either request here + // Example: + console.error("Error from first request:", error1); + console.error("Error from second request:", error2); + }); + + function perform_compare(rec1, rec2) { + + // const rec1 = new Object() + // rec1.id = rows[0].id; + // rec1.id2 = parseInt(rows[0].id2); + // rec1.name = rows[0].name; + // rec1.symbol = rows[0].symbol; + // rec1.class_name = rows[0].class_name; + // rec1.script = rows[0].script; + // rec1.open_rush = rows[0].open_rush; + // rec1.close_rush = rows[0].close_rush; + rec1.stratvars_conf = TOML.parse(rec1.stratvars_conf); + rec1.add_data_conf = TOML.parse(rec1.add_data_conf); + // rec1.note = rows[0].note; + rec1.history = ""; + //jsonString1 = JSON.stringify(rec1, null, 2); + + // const rec2 = new Object() + // rec2.id = rows[1].id; + // rec2.id2 = parseInt(rows[1].id2); + // rec2.name = rows[1].name; + // rec2.symbol = rows[1].symbol; + // rec2.class_name = rows[1].class_name; + // rec2.script = rows[1].script; + // rec2.open_rush = rows[1].open_rush; + // rec2.close_rush = rows[1].close_rush; + rec2.stratvars_conf = TOML.parse(rec2.stratvars_conf); + rec2.add_data_conf = TOML.parse(rec2.add_data_conf); + // rec2.note = rows[1].note; + rec2.history = ""; + //jsonString2 = JSON.stringify(rec2, null, 2); - //document.getElementById('first').innerHTML = '
'+JSON.stringify(rec1, null, 2)+'
' - $('#diff_first').text(rec1.name); - $('#diff_second').text(rec2.name); + //document.getElementById('first').innerHTML = '
'+JSON.stringify(rec1, null, 2)+'
' + $('#diff_first').text(rec1.name); + $('#diff_second').text(rec2.name); - var delta = compareObjects(rec1, rec2) - const htmlMarkup2 = `
{\n${generateHTML(rec2, delta)}}\n
`; - document.getElementById('second').innerHTML = htmlMarkup2; + var delta = compareObjects(rec1, rec2) + const htmlMarkup2 = `
{\n${generateHTML(rec2, delta)}}\n
`; + document.getElementById('second').innerHTML = htmlMarkup2; - //var delta1 = compareObjects(rec2, rec1) - const htmlMarkup1 = `
{\n${generateHTML(rec1, delta)}}\n
`; - document.getElementById('first').innerHTML = htmlMarkup1; + //var delta1 = compareObjects(rec2, rec1) + const htmlMarkup1 = `
{\n${generateHTML(rec1, delta)}}\n
`; + document.getElementById('first').innerHTML = htmlMarkup1; - event.preventDefault(); - //$('#button_compare').attr('disabled','disabled'); + event.preventDefault(); + //$('#button_compare').attr('disabled','disabled'); + } }); //button connect @@ -512,22 +616,28 @@ $(document).ready(function () { if (row== undefined) { return } - window.$('#recordModal').modal('show'); - $('#id').val(row.id); - $('#id2').val(row.id2); - $('#name').val(row.name); - $('#symbol').val(row.symbol); - $('#class_name').val(row.class_name); - $('#script').val(row.script); - $('#open_rush').val(row.open_rush); - $('#close_rush').val(row.close_rush); - $('#stratvars_conf').val(row.stratvars_conf); - $('#add_data_conf').val(row.add_data_conf); - $('#note').val(row.note); - $('#history').val(row.history); - $('.modal-title').html(" Edit Records"); - $('#action').val('updateRecord'); - $('#save').val('Save'); + + refresh_stratin_and_callback(row, show_edit_modal) + + function show_edit_modal(row) { + + window.$('#recordModal').modal('show'); + $('#id').val(row.id); + $('#id2').val(row.id2); + $('#name').val(row.name); + $('#symbol').val(row.symbol); + $('#class_name').val(row.class_name); + $('#script').val(row.script); + $('#open_rush').val(row.open_rush); + $('#close_rush').val(row.close_rush); + $('#stratvars_conf').val(row.stratvars_conf); + $('#add_data_conf').val(row.add_data_conf); + $('#note').val(row.note); + $('#history').val(row.history); + $('.modal-title').html(" Edit Records"); + $('#action').val('updateRecord'); + $('#save').val('Save'); + } }); //delete button @@ -549,6 +659,12 @@ $(document).ready(function () { if (row== undefined) { return } + + //refresh item and then call methods + refresh_stratin_and_callback(row, show_stratvars_edit_modal) + + function show_stratvars_edit_modal(row) { + $('#stratvar_id').val(row.id); require(["vs/editor/editor.main"], () => { editor = monaco.editor.create(document.getElementById('stratvars_editor'), { @@ -560,6 +676,7 @@ $(document).ready(function () { }); window.$('#stratvarsModal').modal('show'); //$('#stratvars_editor_val').val(row.stratvars_conf); + } }); } ); diff --git a/v2realbot/static/js/utils.js b/v2realbot/static/js/utils.js index c52a5dc..47085d1 100644 --- a/v2realbot/static/js/utils.js +++ b/v2realbot/static/js/utils.js @@ -3,8 +3,8 @@ API_KEY = localStorage.getItem("api-key") var chart = null // var colors = ["#8B1874","#B71375","#B46060","#61c740","#BE6DB7","#898121","#4389d9","#00425A","#B5D5C5","#e61957","#8B1874","#B71375","#B46060","#61c740","#BE6DB7","#898121","#4389d9","#00425A","#B5D5C5","#e61957"] // var reset_colors = ["#8B1874","#B71375","#B46060","#61c740","#BE6DB7","#898121","#4389d9","#00425A","#B5D5C5","#e61957","#8B1874","#B71375","#B46060","#61c740","#BE6DB7","#898121","#4389d9","#00425A","#B5D5C5","#e61957"] -var colors = ["#8B1874","#B71375","#B46060","#61c740","#BE6DB7","#898121","#4389d9","#00425A","#B5D5C5","#e61957","#7B0E60","#9B2888","#BD38A0","#A30F68","#6E0B50","#CA2183","#E6319B","#A04C54","#643848","#CA7474","#E68D8D","#4F9C34","#3B7128","#73DF4D","#95EF65","#A857A4","#824690","#D087CC","#E2A1DF","#79711B","#635D17","#99912B","#B1A73D","#3779C9","#2B68B3","#5599ED","#77A9F7","#004C67","#00687D","#A1C6B5","#8CC6A5","#C9E6D5","#E4F6EA","#D2144A","#A60F3B","#FA2463","#FF3775"]; -var reset_colors = ["#8B1874","#B71375","#B46060","#61c740","#BE6DB7","#898121","#4389d9","#00425A","#B5D5C5","#e61957","#7B0E60","#9B2888","#BD38A0","#A30F68","#6E0B50","#CA2183","#E6319B","#A04C54","#643848","#CA7474","#E68D8D","#4F9C34","#3B7128","#73DF4D","#95EF65","#A857A4","#824690","#D087CC","#E2A1DF","#79711B","#635D17","#99912B","#B1A73D","#3779C9","#2B68B3","#5599ED","#77A9F7","#004C67","#00687D","#A1C6B5","#8CC6A5","#C9E6D5","#E4F6EA","#D2144A","#A60F3B","#FA2463","#FF3775"]; +var colors = ["#8B1874","#B71375","#B46060","#61c740","#BE6DB7","#898121","#4389d9","#B5D5C5","#e61957","#7B0E60","#9B2888","#BD38A0","#A30F68","#6E0B50","#CA2183","#E6319B","#A04C54","#643848","#CA7474","#E68D8D","#4F9C34","#3B7128","#73DF4D","#95EF65","#A857A4","#824690","#D087CC","#E2A1DF","#79711B","#635D17","#99912B","#B1A73D","#3779C9","#2B68B3","#5599ED","#77A9F7","#004C67","#00687D","#A1C6B5","#8CC6A5","#C9E6D5","#E4F6EA","#D2144A","#A60F3B","#FA2463","#FF3775"]; +var reset_colors = ["#8B1874","#B71375","#B46060","#61c740","#BE6DB7","#898121","#4389d9","#B5D5C5","#e61957","#7B0E60","#9B2888","#BD38A0","#A30F68","#6E0B50","#CA2183","#E6319B","#A04C54","#643848","#CA7474","#E68D8D","#4F9C34","#3B7128","#73DF4D","#95EF65","#A857A4","#824690","#D087CC","#E2A1DF","#79711B","#635D17","#99912B","#B1A73D","#3779C9","#2B68B3","#5599ED","#77A9F7","#004C67","#00687D","#A1C6B5","#8CC6A5","#C9E6D5","#E4F6EA","#D2144A","#A60F3B","#FA2463","#FF3775"]; var indList = [] diff --git a/v2realbot/static/main.css b/v2realbot/static/main.css index f694729..0796961 100644 --- a/v2realbot/static/main.css +++ b/v2realbot/static/main.css @@ -252,7 +252,7 @@ html { display: inline-block; /* overflow: auto; */ height: 596px; - width: 32%; + /* width: 32%; */ } .clearbutton { diff --git a/v2realbot/strategyblocks/indicators/custom/ma.py b/v2realbot/strategyblocks/indicators/custom/ma.py new file mode 100644 index 0000000..2de3c9b --- /dev/null +++ b/v2realbot/strategyblocks/indicators/custom/ma.py @@ -0,0 +1,36 @@ +from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print, safe_get, is_still, is_window_open, eval_cond_dict, crossed_down, crossed_up, crossed, is_pivot, json_serial, pct_diff, create_new_bars, slice_dict_lists +from v2realbot.strategy.base import StrategyState +import v2realbot.indicators.moving_averages as mi +from v2realbot.strategyblocks.indicators.helpers import get_source_series +from rich import print as printanyway +from traceback import format_exc +from v2realbot.ml.ml import ModelML +import numpy as np +from collections import defaultdict +from v2realbot.strategyblocks.indicators.helpers import value_or_indicator + + +#IMPLEMENTS different types of moving averages +def ma(state, params): + funcName = "ma" + type = safe_get(params, "type", "ema") + source = safe_get(params, "source", None) + lookback = safe_get(params, "lookback",14) + + #lookback muze byt odkaz na indikator, pak berem jeho hodnotu + lookback = int(value_or_indicator(state, lookback)) + + source_series = get_source_series(state, source) + + #pokud je mene elementu, pracujeme s tim co je + if len(source_series) > lookback: + source_series = source_series[-lookback:] + + type = "mi."+type + ma_function = eval(type) + + ma_value = ma_function(source_series, lookback) + val = round(ma_value[-1],4) + + state.ilog(lvl=1,e=f"INSIDE {funcName} {val} {type=} {source=} {lookback=}", **params) + return 0, val \ No newline at end of file diff --git a/v2realbot/strategyblocks/indicators/custom/statement.py b/v2realbot/strategyblocks/indicators/custom/statement.py index 8d08e3a..6e8e91a 100644 --- a/v2realbot/strategyblocks/indicators/custom/statement.py +++ b/v2realbot/strategyblocks/indicators/custom/statement.py @@ -17,12 +17,17 @@ def statement(state: StrategyState, params): if operation is None : return -2, "required param missing" + state.ilog(lvl=1,e=f"BEFORE {funcName} {operation=}", **params) + #pro zacatek eval val = eval(operation, None, state.ind_mapping) + + if not np.isfinite(val): + val = 0 #val = ne.evaluate(operation, state.ind_mapping) - state.ilog(lvl=1,e=f"INSIDE {funcName} {operation=} res:{val}", **params) + state.ilog(lvl=1,e=f"AFTER {funcName} {operation=} res:{val}", **params) return 0, val diff --git a/v2realbot/strategyblocks/indicators/custom/vwma.py b/v2realbot/strategyblocks/indicators/custom/vwma.py new file mode 100644 index 0000000..9b33367 --- /dev/null +++ b/v2realbot/strategyblocks/indicators/custom/vwma.py @@ -0,0 +1,38 @@ +#volume weighted exp average +from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, print, safe_get, is_still, is_window_open, eval_cond_dict, crossed_down, crossed_up, crossed, is_pivot, json_serial, pct_diff, create_new_bars, slice_dict_lists +from v2realbot.strategy.base import StrategyState +from v2realbot.indicators.moving_averages import vwma as ext_vwma +from v2realbot.strategyblocks.indicators.helpers import get_source_series +from rich import print as printanyway +from traceback import format_exc +from v2realbot.ml.ml import ModelML +import numpy as np +from collections import defaultdict +from v2realbot.strategyblocks.indicators.helpers import value_or_indicator + +# Volume(or reference_source) Weighted moving Average +def vwma(state, params): + funcName = "vwma" + source = safe_get(params, "source", None) + ref_source = safe_get(params, "ref_source", "volume") + lookback = safe_get(params, "lookback",14) + + #lookback muze byt odkaz na indikator, pak berem jeho hodnotu + lookback = int(value_or_indicator(state, lookback)) + + source_series = get_source_series(state, source) + ref_source_series = get_source_series(state, ref_source) + + pocet_clenu = len(source_series) + #pokud je mene elementu, pracujeme s tim co je + if pocet_clenu < lookback: + lookback = pocet_clenu + + source_series = source_series[-lookback:] + ref_source_series = ref_source_series[-lookback:] + + vwma_value = ext_vwma(source_series, ref_source_series, lookback) + val = round(vwma_value[-1],4) + + state.ilog(lvl=1,e=f"INSIDE {funcName} {val} {source=} {ref_source=} {lookback=}", **params) + return 0, val \ No newline at end of file