refactoring archrunners+new ma inds

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

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
 
 

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