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refactoring archrunners+new ma inds

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This commit is contained in:
David Brazda
2023-10-18 16:08:16 +02:00
parent 5d904f0fb0
commit fe5c3fa5bf
18 changed files with 1139 additions and 320 deletions
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120
v2realbot/controller/services.py
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@ -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