refactoring archrunners+new ma inds

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)

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()))

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"
+)

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]))):])"
+