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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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22
testy/archive/alpacaGetHistoryBars.py
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@ -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)

142
testy/migrace/migracerunnerheader.py Normal file
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@ -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()))

44
testy/migrace/migracni skript.sql Normal file
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@ -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"
)

23
testy/valueremapping.py Normal file
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@ -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]))):])"

53
v2realbot/common/db.py
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@ -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()
#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']
)

25
v2realbot/common/model.py
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@ -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]

128
v2realbot/controller/services.py
View File

@ -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():
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()
#vrátí konkrétní
def get_archived_runner_header_byID(id: UUID):
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()
result = c.execute(f"SELECT data FROM runner_header WHERE runner_id='{str(id)}'")
res= result.fetchone()
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)
if res==None:
return -2, "not found"
return 0, results
#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 = Row
c = conn.cursor()
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 0, res
return -2, "not found"
finally:
conn.row_factory = None
pool.release_connection(conn)
#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}')"
#json_string = json.dumps(archeader, default=json_serial)
res = execute_with_retry(c,statement)
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

27
v2realbot/indicators/moving_averages.py
View File

@ -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

115
v2realbot/main.py
View File

@ -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")
print("migration code STARTED")
try:
# 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()
statement = f'ALTER TABLE "runner_header" ADD COLUMN "batch_id" TEXT'
res = c.execute(statement)
print(res)
print("table created")
conn.commit()
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:
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)])

2
v2realbot/static/index.html
View File

@ -251,12 +251,10 @@
<th>bt_from</th>
<th>bt_to</th>
<th>ilog</th>
<th>stratvars</th>
<th>profit</th>
<th>trade</th>
<th>pos</th>
<th>pos_avgp</th>
<th>json</th>
<th>metrics</th>
</tr>
</thead>

2
v2realbot/static/js/archivechart.js
View File

@ -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

234
v2realbot/static/js/archivetables.js
View File

@ -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();
@ -34,15 +72,79 @@ $(document).ready(function () {
}
});
//button compare arch
$('#button_compare_arch').click(function () {
window.$('#diffModal').modal('show');
rows = archiveRecords.rows('.selected').data();
id1 = rows[0].id
id2 = rows[1].id
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")
}
});
// 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);
});
//sem vstupuji dva nove natahnute objekty
function perform_compare(data1, data2) {
var record1 = new Object()
//console.log(JSON.stringify(rows))
record1 = JSON.parse(rows[0].strat_json)
record1 = JSON.parse(data1.strat_json)
//record1.json = rows[0].json
//record1.id = rows[0].id;
// record1.id2 = parseInt(rows[0].id2);
@ -57,10 +159,10 @@ $(document).ready(function () {
//ELEMENTS TO COMPARE
//profit sekce
console.log(rows[0].open_orders)
console.log(data1.metrics)
try {
record1["profit"] = JSON.parse(rows[0].open_orders).profit
record1["profit"] = JSON.parse(data1.metrics).profit
}
catch (e) {
console.log(e.message)
@ -73,7 +175,7 @@ $(document).ready(function () {
//jsonString1 = JSON.stringify(record1, null, 2);
var record2 = new Object()
record2 = JSON.parse(rows[1].strat_json)
record2 = JSON.parse(data2.strat_json)
// record2.id = rows[1].id;
// record2.id2 = parseInt(rows[1].id2);
@ -85,10 +187,10 @@ $(document).ready(function () {
// record2.close_rush = rows[1].close_rush;
//ELEMENTS TO COMPARE
console.log(rows[1].open_orders)
console.log(data2.metrics)
try {
record2["profit"] = JSON.parse(rows[1].open_orders).profit
record2["profit"] = JSON.parse(data2.metrics).profit
}
catch (e) {
console.log(e.message)
@ -101,8 +203,8 @@ $(document).ready(function () {
$('#diff_first').text(record1.name);
$('#diff_second').text(record2.name);
$('#diff_first_id').text(rows[0].id);
$('#diff_second_id').text(rows[1].id);
$('#diff_first_id').text(data1.id);
$('#diff_second_id').text(data2.id);
var delta = compareObjects(record1, record2)
const htmlMarkup2 = `<pre>{\n${generateHTML(record2, delta)}}\n</pre>`;
@ -113,6 +215,7 @@ $(document).ready(function () {
event.preventDefault();
//$('#button_compare').attr('disabled','disabled');
}
});
@ -144,19 +247,23 @@ $(document).ready(function () {
if (row == undefined) {
return
}
refresh_arch_and_callback(row, display_edit_modal)
function display_edit_modal(row) {
window.$('#editModalArchive').modal('show');
$('#editidarchive').val(row.id);
$('#editnote').val(row.note);
try {
metrics = JSON.parse(row.open_orders)
metrics = JSON.parse(row.metrics)
}
catch (e) {
metrics = row.open_orders
metrics = row.metrics
}
$('#metrics').val(JSON.stringify(metrics,null,2));
//$('#metrics').val(TOML.parse(row.open_orders));
//$('#metrics').val(TOML.parse(row.metrics));
if (row.stratvars_toml) {
$('#editstratvars').val(row.stratvars_toml);
}
@ -166,15 +273,20 @@ $(document).ready(function () {
$('#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);
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) {
@ -201,6 +313,7 @@ $(document).ready(function () {
$('#button_show_arch').attr('disabled',false);
}
})
}
});
})
@ -216,7 +329,72 @@ $(document).ready(function () {
//record1.json = rows[0].json
//TBD mozna zkopirovat jen urcite?
record1 = row
//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:"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));
}
});
//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
@ -229,7 +407,7 @@ $(document).ready(function () {
delete record1["stratvars_toml"];
delete record1["started"];
delete record1["stopped"];
delete record1["open_orders"];
delete record1["metrics"];
delete record1["settings"];
delete record1["stratvars"];
@ -241,24 +419,6 @@ $(document).ready(function () {
//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;
@ -303,6 +463,7 @@ $(document).ready(function () {
$('#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)

165
v2realbot/static/js/mytables.js
View File

@ -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
@ -341,33 +379,98 @@ $(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;
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(rows[1].stratvars_conf);
rec2.add_data_conf = TOML.parse(rows[1].add_data_conf);
rec2.note = rows[1].note;
// 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);
@ -386,6 +489,7 @@ $(document).ready(function () {
event.preventDefault();
//$('#button_compare').attr('disabled','disabled');
}
});
//button connect
@ -512,6 +616,11 @@ $(document).ready(function () {
if (row== undefined) {
return
}
refresh_stratin_and_callback(row, show_edit_modal)
function show_edit_modal(row) {
window.$('#recordModal').modal('show');
$('#id').val(row.id);
$('#id2').val(row.id2);
@ -528,6 +637,7 @@ $(document).ready(function () {
$('.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);
}
});
} );

4
v2realbot/static/js/utils.js
View File

@ -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 = []

2
v2realbot/static/main.css
View File

@ -252,7 +252,7 @@ html {
display: inline-block;
/* overflow: auto; */
height: 596px;
width: 32%;
/* width: 32%; */
}
.clearbutton {

36
v2realbot/strategyblocks/indicators/custom/ma.py Normal file
View File

@ -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

7
v2realbot/strategyblocks/indicators/custom/statement.py
View File

@ -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

38
v2realbot/strategyblocks/indicators/custom/vwma.py Normal file
View File

@ -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