hard stop / soft stop for cutoff (#177) martingale base

v2realbot/strategyblocks/inits/init_attached_data.py

@@ -5,108 +5,99 @@ from v2realbot.utils.utils import slice_dict_lists,zoneUTC,safe_get, AttributeDi
 #id = "b11c66d9-a9b6-475a-9ac1-28b11e1b4edf"
 #state = AttributeDict(vars={})
 from rich import print
-from traceback import format_exc
 
 def attach_previous_data(state):
     """""
     Attaches data from previous runner of the same batch.
     """""
     print("ATTACHING PREVIOUS DATA")
-    try:
-        runner : Runner
-        #get batch_id of current runer
-        res, runner = cs.get_runner(state.runner_id)
-        if res < 0:
-            if runner.batch_id is None:
-                print(f"No batch_id found for runner {runner.id}")
-            else:
-                print(f"Couldnt get previous runner {state.runner_id} error: {runner}")
-            return None
-        
-        batch_id = runner.batch_id
-        #batch_id = "6a6b0bcf"
-        res, runner_ids =cs.get_archived_runnerslist_byBatchID(batch_id, "desc")
-        if res < 0:
-            msg = f"error whne fetching runners of batch {batch_id} {runner_ids}"
-            print(msg)
-            return None
-        
-        if runner_ids is None or len(runner_ids) == 0:
-            print(f"NO runners found for batch {batch_id} {runner_ids}")
-            return None
-        
-        last_runner = runner_ids[0]
-        print("Previous runner identified:", last_runner)
-
-        #get archived header - to get transferables
-        runner_header : RunArchive = None
-        res, runner_header = cs.get_archived_runner_header_byID(last_runner)
-        if res < 0:
-            print(f"Error when fetching runner header {last_runner}")
-            return None
-
-        state.vars["transferables"] = runner_header.transferables
-        print("INITIALIZED transferables", state.vars["transferables"])
-
-
-        #get details from the runner
-        print(f"Fetching runner details of {last_runner}")
-        res, val = cs.get_archived_runner_details_byID(last_runner)
-        if res < 0:
-            print(f"no archived runner {last_runner}")
-            return None
-
-        detail = RunArchiveDetail(**val)
-        #print("toto jsme si dotahnuli", detail.bars)
-
-        if len(detail.bars["time"]) == 0:
-            print(f"no bars for runner {last_runner}")
-            return None
-
-        # from stratvars directives 
-        attach_previous_bar_data = safe_get(state.vars, "attach_previous_bar_data", 50)
-        attach_previous_tick_data = safe_get(state.vars, "attach_previous_tick_data", None)
-        
-        #indicators datetime utc
-        indicators = slice_dict_lists(d=detail.indicators[0],last_item=attach_previous_bar_data, time_to_datetime=True)
-
-        #time -datetime utc, updated - timestamp float
-        bars = slice_dict_lists(d=detail.bars, last_item=attach_previous_bar_data, time_to_datetime=True)
-
-        cbar_ids = {}
-        #zarovname tick spolu s bar daty
-        if attach_previous_tick_data is None:
-            oldest_timestamp = bars["updated"][0]
-
-            #returns only values older that oldest_timestamp
-            cbar_inds = filter_timeseries_by_timestamp(detail.indicators[1], oldest_timestamp)
+    runner : Runner
+    #get batch_id of current runer
+    res, runner = cs.get_runner(state.runner_id)
+    if res < 0:
+        if runner.batch_id is None:
+            print(f"No batch_id found for runner {runner.id}")
         else:
-            cbar_inds = slice_dict_lists(d=detail.indicators[1],last_item=attach_previous_tick_data)
-
-        #USE these as INITs - TADY SI TO JESTE ZASTAVIT a POROVNAT
-        #print("state.indicatorsL", state.indicators, "NEW:", indicators)
-        state.indicators = AttributeDict(**indicators)
-        print("transfered indicators:", len(state.indicators["time"]))
-        #print("state.bars", state.bars, "NEW:", bars)
-        state.bars = AttributeDict(bars)
-        print("transfered bars:", len(state.bars["time"]))
-        #print("state.cbar_indicators", state.cbar_indicators, "NEW:", cbar_inds)
-        state.cbar_indicators = AttributeDict(cbar_inds)
-        print("transfered ticks:", len(state.cbar_indicators["time"]))
-
-        print("TRANSFERABLEs INITIALIZED")
-        #bars
-        #transferable_state_vars = ["martingale", "batch_profit"]
-        #1. pri initu se tyto klice v state vars se namapuji do ext_data ext_data["transferrables"]["martingale"] = state.vars["martingale"]
-        #2. pri transferu se vse z ext_data["trasferrables"] dá do stejnénné state.vars["martingale"]
-        #3. na konci dne se uloží do sloupce transferables v RunArchive
-
-        #pridavame dailyBars z extData
-        # if hasattr(detail, "ext_data") and "dailyBars" in detail.ext_data:
-        #     state.dailyBars = detail.ext_data["dailyBars"]
-        return
-    except Exception as e:
-        print(str(e)+format_exc())
+            print(f"Couldnt get previous runner {state.runner_id} error: {runner}")
         return None
+    
+    batch_id = runner.batch_id
+    #batch_id = "6a6b0bcf"
+    res, runner_ids =cs.get_archived_runnerslist_byBatchID(batch_id, "desc")
+    if res < 0:
+        msg = f"error whne fetching runners of batch {batch_id} {runner_ids}"
+        print(msg)
+        return None
+    
+    if runner_ids is None or len(runner_ids) == 0:
+        print(f"NO runners found for batch {batch_id} {runner_ids}")
+        return None
+    
+    last_runner = runner_ids[0]
+    print("Previous runner identified:", last_runner)
+
+    #get archived header - to get transferables
+    runner_header : RunArchive = None
+    res, runner_header = cs.get_archived_runner_header_byID(last_runner)
+    if res < 0:
+        print(f"Error when fetching runner header {last_runner}")
+        return None
+
+    state.vars["transferables"] = runner_header.transferables
+    print("INITIALIZED transferables", state.vars["transferables"])
+
+
+    #get details from the runner
+    print(f"Fetching runner details of {last_runner}")
+    res, val = cs.get_archived_runner_details_byID(last_runner)
+    if res < 0:
+        print(f"no archived runner {last_runner}")
+        return None
+
+    detail = RunArchiveDetail(**val)
+    #print("toto jsme si dotahnuli", detail.bars)
+
+    # from stratvars directives 
+    attach_previous_bar_data = safe_get(state.vars, "attach_previous_bar_data", 50)
+    attach_previous_tick_data = safe_get(state.vars, "attach_previous_tick_data", None)
+    
+    #indicators datetime utc
+    indicators = slice_dict_lists(d=detail.indicators[0],last_item=attach_previous_bar_data, time_to_datetime=True)
+
+    #time -datetime utc, updated - timestamp float
+    bars = slice_dict_lists(d=detail.bars, last_item=attach_previous_bar_data, time_to_datetime=True)
+
+    #zarovname tick spolu s bar daty
+    if attach_previous_tick_data is None:
+        oldest_timestamp = bars["updated"][0]
+
+        #returns only values older that oldest_timestamp
+        cbar_inds = filter_timeseries_by_timestamp(detail.indicators[1], oldest_timestamp)
+    else:
+        cbar_inds = slice_dict_lists(d=detail.indicators[1],last_item=attach_previous_tick_data)
+
+    #USE these as INITs - TADY SI TO JESTE ZASTAVIT a POROVNAT
+    #print("state.indicatorsL", state.indicators, "NEW:", indicators)
+    state.indicators = AttributeDict(**indicators)
+    print("transfered indicators:", len(state.indicators["time"]))
+    #print("state.bars", state.bars, "NEW:", bars)
+    state.bars = AttributeDict(bars)
+    print("transfered bars:", len(state.bars["time"]))
+    #print("state.cbar_indicators", state.cbar_indicators, "NEW:", cbar_inds)
+    state.cbar_indicators = AttributeDict(cbar_inds)
+    print("transfered ticks:", len(state.cbar_indicators["time"]))
+
+    print("TRANSFERABLEs INITIALIZED")
+    #bars
+    #transferable_state_vars = ["martingale", "batch_profit"]
+    #1. pri initu se tyto klice v state vars se namapuji do ext_data ext_data["transferrables"]["martingale"] = state.vars["martingale"]
+    #2. pri transferu se vse z ext_data["trasferrables"] dá do stejnénné state.vars["martingale"]
+    #3. na konci dne se uloží do sloupce transferables v RunArchive
+
+    #pridavame dailyBars z extData
+    # if hasattr(detail, "ext_data") and "dailyBars" in detail.ext_data:
+    #     state.dailyBars = detail.ext_data["dailyBars"]
+    return
+
 # if __name__ == "__main__":
 #     attach_previous_data(state)