Compare commits
4 Commits
feature/ar
...
bug/attach
| Author | SHA1 | Date | |
|---|---|---|---|
| 50ad60fa12 | |||
| adc7c3c1b6 | |||
| a6343abe88 | |||
| 075984fcff |
@ -524,7 +524,7 @@ class Backtester:
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if actual_minus_reserved <= 0:
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cena = price if price else self.get_last_price(time, self.symbol)
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if (self.cash - reserved_price - float(int(size)*float(cena))) < 0:
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printanyway("not enough cash for shorting. cash",self.cash,"reserved",reserved,"available",self.cash-reserved,"needed",float(int(size)*float(cena)))
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printanyway("ERROR: not enough cash for shorting. cash",self.cash,"reserved",reserved,"available",self.cash-reserved,"needed",float(int(size)*float(cena)))
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return -1
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#check for available cash
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@ -550,7 +550,7 @@ class Backtester:
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if actual_plus_reserved_qty >= 0:
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cena = price if price else self.get_last_price(time, self.symbol)
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if (self.cash - reserved_price - float(int(size)*float(cena))) < 0:
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printanyway("not enough cash to buy long. cash",self.cash,"reserved_qty",reserved_qty,"reserved_price",reserved_price, "available",self.cash-reserved_price,"needed",float(int(size)*float(cena)))
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printanyway("ERROR: not enough cash to buy long. cash",self.cash,"reserved_qty",reserved_qty,"reserved_price",reserved_price, "available",self.cash-reserved_price,"needed",float(int(size)*float(cena)))
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return -1
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id = str(uuid4())
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@ -3,7 +3,7 @@ from uuid import UUID, uuid4
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import pickle
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from alpaca.data.historical import StockHistoricalDataClient
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from alpaca.data.requests import StockTradesRequest, StockBarsRequest
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from alpaca.data.enums import DataFeed
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from alpaca.data.enums import DataFeed
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from alpaca.data.timeframe import TimeFrame
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from v2realbot.strategy.base import StrategyState
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from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide
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@ -1114,7 +1114,7 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
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# Total count query
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total_count_query = """
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SELECT COUNT(*) FROM runner_header
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WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value)
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WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value OR symbol like :search_value OR name like :search_value)
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"""
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c.execute(total_count_query, {'search_value': f'%{search_value}%'})
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total_count = c.fetchone()[0]
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@ -1129,7 +1129,7 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
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SUM(profit) OVER (PARTITION BY batch_id) AS batch_profit,
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COUNT(*) OVER (PARTITION BY batch_id) AS batch_count
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FROM runner_header
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WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value)
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WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value OR symbol like :search_value OR name like :search_value)
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),
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InterleavedGroups AS (
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SELECT *,
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@ -1156,7 +1156,7 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
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# Filtered count query
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filtered_count_query = """
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SELECT COUNT(*) FROM runner_header
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WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value)
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WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value OR symbol like :search_value OR name like :search_value)
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"""
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c.execute(filtered_count_query, {'search_value': f'%{search_value}%'})
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filtered_count = c.fetchone()[0]
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@ -667,14 +667,14 @@
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</div>
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<div class="form-group mt-3">
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<label for="logHere" class="form-label">Log</label>
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<div id="log-container">
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<pre id="log-content"></pre>
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<div id="log-container"style="height:700px;border:1px solid black;">
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<!-- <pre id="log-content"></pre> -->
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</div>
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</div>
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</div>
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<div class="modal-footer">
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<button type="button" class="btn btn-primary" id="logRefreshButton" value="Refresh">Refresh</button>
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<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
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<button type="button" class="btn btn-secondary" id="closeLogModal" data-bs-dismiss="modal">Close</button>
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</div>
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</div>
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</div>
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@ -1166,9 +1166,9 @@
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<!-- <script src="/static/js/archivetables.js?v=1.05"></script> -->
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<!-- archiveTables split into separate files -->
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<script src="/static/js/tables/archivetable/init.js?v=1.12"></script>
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<script src="/static/js/tables/archivetable/functions.js?v=1.10"></script>
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<script src="/static/js/tables/archivetable/functions.js?v=1.11"></script>
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<script src="/static/js/tables/archivetable/modals.js?v=1.07"></script>
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<script src="/static/js/tables/archivetable/handlers.js?v=1.09"></script>
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<script src="/static/js/tables/archivetable/handlers.js?v=1.11"></script>
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<!-- Runmanager functionality -->
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<script src="/static/js/tables/runmanager/init.js?v=1.1"></script>
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@ -1178,7 +1178,7 @@
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<script src="/static/js/livewebsocket.js?v=1.02"></script>
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<script src="/static/js/realtimechart.js?v=1.02"></script>
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<script src="/static/js/mytables.js?v=1.02"></script>
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<script src="/static/js/mytables.js?v=1.03"></script>
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<script src="/static/js/testlist.js?v=1.01"></script>
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<script src="/static/js/ml.js?v=1.02"></script>
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<script src="/static/js/common.js?v=1.01"></script>
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@ -90,9 +90,55 @@ $(document).ready(function () {
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monaco.languages.register({ id: 'python' });
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monaco.languages.register({ id: 'json' });
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//Register mylogs language
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monaco.languages.register({ id: 'mylogs' });
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// Register the TOML language
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monaco.languages.setLanguageConfiguration('mylogs', {
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comments: {
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lineComment: '//', // Adjust if your logs use a different comment symbol
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},
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brackets: [['[', ']'], ['{', '}']], // Array and object brackets
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autoClosingPairs: [
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{ open: '{', close: '}', notIn: ['string'] },
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{ open: '"', close: '"', notIn: ['string', 'comment'] },
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{ open: "'", close: "'", notIn: ['string', 'comment'] },
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],
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});
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monaco.languages.setMonarchTokensProvider('mylogs', {
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tokenizer: {
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root: [
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[/#.*/, 'comment'], // Comments (if applicable)
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// Timestamps
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[/\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}\.\d+/, 'timestamp'],
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// Log Levels
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[/\b(INFO|DEBUG|WARNING|ERROR|CRITICAL)\b/, 'log-level'],
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// Strings
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[/".*"/, 'string'],
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[/'.*'/, 'string'],
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// Key-Value Pairs
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[/[A-Za-z_]+\s*:/, 'key'],
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[/-?\d+\.\d+/, 'number.float'], // Floating-point
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[/-?\d+/, 'number.integer'], // Integers
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[/\btrue\b/, 'boolean.true'],
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[/\bfalse\b/, 'boolean.false'],
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// Other Words and Symbols
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[/[A-Za-z_]+/, 'identifier'],
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[/[ \t\r\n]+/, 'white'],
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[/[\[\]{}(),]/, 'delimiter'], // Expand if more delimiters exist
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]
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}
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});
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monaco.languages.register({ id: 'toml' });
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// Define the TOML language configuration
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monaco.languages.setLanguageConfiguration('toml', {
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comments: {
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@ -6,6 +6,7 @@ let editor_diff_arch1
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let editor_diff_arch2
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var archData = null
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var batchHeaders = []
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var editorLog = null
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function refresh_arch_and_callback(row, callback) {
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//console.log("entering refresh")
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@ -472,13 +473,34 @@ function refresh_logfile() {
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contentType: "application/json",
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dataType: "json",
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success:function(response){
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if (editorLog) {
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editorLog.dispose();
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}
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if (response.lines.length == 0) {
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$('#log-content').html("no records");
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value = "no records";
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// $('#log-content').html("no records");
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}
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else {
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var escapedLines = response.lines.map(line => escapeHtml(line));
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$('#log-content').html(escapedLines.join('\n'));
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}
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//console.log(response.lines)
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//var escapedLines = response.lines.map(line => escapeHtml(line));
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value = response.lines.join('\n')
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// $('#log-content').html(escapedLines.join('\n'));
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}
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require(["vs/editor/editor.main"], () => {
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editorLog = monaco.editor.create(document.getElementById('log-container'), {
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value: value,
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language: 'mylogs',
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theme: 'tomlTheme-dark',
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automaticLayout: true,
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readOnly: true
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});
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});
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// Focus at the end of the file:
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const model = editorLog.getModel();
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const lastLineNumber = model.getLineCount();
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const lastLineColumn = model.getLineMaxColumn(lastLineNumber);
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editorLog.setPosition({ lineNumber: lastLineNumber, column: lastLineColumn });
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editorLog.revealPosition({ lineNumber: lastLineNumber, column: lastLineColumn });
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},
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error: function(xhr, status, error) {
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var err = eval("(" + xhr.responseText + ")");
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@ -265,8 +265,8 @@ $(document).ready(function () {
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$('#diff_first').text(record1.name);
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$('#diff_second').text(record2.name);
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$('#diff_first_id').text(data1.id);
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$('#diff_second_id').text(data2.id);
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$('#diff_first_id').text(data1.id + ' Batch: ' + data1.batch_id);
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$('#diff_second_id').text(data2.id + ' Batch: ' + data2.batch_id);
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//monaco
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require(["vs/editor/editor.main"], () => {
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@ -358,8 +358,13 @@ $(document).ready(function () {
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})
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});
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$('#closeLogModal').click(function () {
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editorLog.dispose()
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});
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//button to query log
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$('#logRefreshButton').click(function () {
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editorLog.dispose()
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refresh_logfile()
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});
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@ -35,40 +35,62 @@ class StrategyClassicSL(Strategy):
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max_sum_profit_to_quit_rel = safe_get(self.state.vars, "max_sum_profit_to_quit_rel", None)
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max_sum_loss_to_quit_rel = safe_get(self.state.vars, "max_sum_loss_to_quit_rel", None)
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#load typ direktivy hard/soft cutoff
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hard_cutoff = safe_get(self.state.vars, "hard_cutoff", False)
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rel_profit = round(float(np.sum(self.state.rel_profit_cum)),5)
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if max_sum_profit_to_quit_rel is not None:
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if rel_profit >= float(max_sum_profit_to_quit_rel):
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self.state.ilog(e=f"QUITTING MAX SUM REL PROFIT REACHED {max_sum_profit_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
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msg = f"QUITTING {hard_cutoff=} MAX SUM REL PROFIT REACHED {max_sum_profit_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}"
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printanyway(msg)
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self.state.ilog(e=msg)
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self.state.vars.pending = "max_sum_profit_to_quit_rel"
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if self.mode not in [Mode.BT, Mode.PREP]:
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send_to_telegram(f"QUITTING MAX SUM REL PROFIT REACHED {max_sum_profit_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
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self.signal_stop = True
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send_to_telegram(msg)
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if hard_cutoff:
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self.hard_stop = True
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else:
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self.soft_stop = True
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return True
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if max_sum_loss_to_quit_rel is not None:
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if rel_profit < 0 and rel_profit <= float(max_sum_loss_to_quit_rel):
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self.state.ilog(e=f"QUITTING MAX SUM REL LOSS REACHED {max_sum_loss_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
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msg=f"QUITTING {hard_cutoff=} MAX SUM REL LOSS REACHED {max_sum_loss_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}"
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printanyway(msg)
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self.state.ilog(e=msg)
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self.state.vars.pending = "max_sum_loss_to_quit_rel"
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if self.mode not in [Mode.BT, Mode.PREP]:
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send_to_telegram(f"QUITTING MAX SUM REL LOSS REACHED {max_sum_loss_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
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self.signal_stop = True
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send_to_telegram(msg)
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if hard_cutoff:
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self.hard_stop = True
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else:
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self.soft_stop = True
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return True
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if max_sum_profit_to_quit is not None:
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if float(self.state.profit) >= float(max_sum_profit_to_quit):
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self.state.ilog(e=f"QUITTING MAX SUM ABS PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
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msg = f"QUITTING {hard_cutoff=} MAX SUM ABS PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}"
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printanyway(msg)
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self.state.ilog(e=msg)
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self.state.vars.pending = "max_sum_profit_to_quit"
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if self.mode not in [Mode.BT, Mode.PREP]:
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send_to_telegram(f"QUITTING MAX SUM ABS PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
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self.signal_stop = True
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send_to_telegram(msg)
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if hard_cutoff:
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self.hard_stop = True
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else:
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self.soft_stop = True
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return True
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if max_sum_loss_to_quit is not None:
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if float(self.state.profit) < 0 and float(self.state.profit) <= float(max_sum_loss_to_quit):
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self.state.ilog(e=f"QUITTING MAX SUM ABS LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
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msg = f"QUITTING {hard_cutoff=} MAX SUM ABS LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}"
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printanyway(msg)
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self.state.ilog(e=msg)
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self.state.vars.pending = "max_sum_loss_to_quit"
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if self.mode not in [Mode.BT, Mode.PREP]:
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send_to_telegram(f"QUITTING MAX SUM ABS LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}")
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self.signal_stop = True
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send_to_telegram(msg)
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if hard_cutoff:
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self.hard_stop = True
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else:
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self.soft_stop = True
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return True
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return False
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@ -414,7 +436,7 @@ class StrategyClassicSL(Strategy):
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populate_all_indicators(item, self.state)
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#pro přípravu dat next nevoláme
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if self.mode == Mode.PREP:
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if self.mode == Mode.PREP or self.soft_stop:
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return
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else:
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self.next(item, self.state)
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@ -80,7 +80,8 @@ class Strategy:
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self.pe = pe
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self.se = se
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#signal stop - internal
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self.signal_stop = False
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self.hard_stop = False #indikuje hard stop, tedy vypnuti strategie
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self.soft_stop = False #indikuje soft stop (napr. při dosažení max zisku/ztráty), tedy pokracovani strategie, vytvareni dat, jen bez obchodu
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#prdelat queue na dynamic - podle toho jak bud uchtit pracovat s multiresolutions
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#zatim jen jedna q1
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@ -433,7 +434,7 @@ class Strategy:
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#printnow(current_thread().name, "Items waiting in queue:", self.q1.qsize())
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except queue.Empty:
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#check internal signals - for profit/loss optim etc - valid for runner
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if self.signal_stop:
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if self.hard_stop:
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print(current_thread().name, "Stopping signal - internal")
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break
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@ -454,7 +455,7 @@ class Strategy:
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if item == "last" or self.se.is_set():
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print(current_thread().name, "stopping")
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break
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elif self.signal_stop:
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elif self.hard_stop:
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print(current_thread().name, "Stopping signal - internal")
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break
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elif self.pe.is_set():
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@ -5,99 +5,108 @@ from v2realbot.utils.utils import slice_dict_lists,zoneUTC,safe_get, AttributeDi
|
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#id = "b11c66d9-a9b6-475a-9ac1-28b11e1b4edf"
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#state = AttributeDict(vars={})
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from rich import print
|
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from traceback import format_exc
|
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def attach_previous_data(state):
|
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"""""
|
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Attaches data from previous runner of the same batch.
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"""""
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print("ATTACHING PREVIOUS DATA")
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runner : Runner
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#get batch_id of current runer
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res, runner = cs.get_runner(state.runner_id)
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if res < 0:
|
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if runner.batch_id is None:
|
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print(f"No batch_id found for runner {runner.id}")
|
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try:
|
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runner : Runner
|
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#get batch_id of current runer
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res, runner = cs.get_runner(state.runner_id)
|
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if res < 0:
|
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if runner.batch_id is None:
|
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print(f"No batch_id found for runner {runner.id}")
|
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else:
|
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print(f"Couldnt get previous runner {state.runner_id} error: {runner}")
|
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return None
|
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|
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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)
|
||||
else:
|
||||
print(f"Couldnt get previous runner {state.runner_id} error: {runner}")
|
||||
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())
|
||||
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)
|
||||
@ -78,7 +78,7 @@ def execute_signal_generator(state, data, name):
|
||||
last_update=datetime.fromtimestamp(state.time).astimezone(zoneNY),
|
||||
status=TradeStatus.READY,
|
||||
generated_by=name,
|
||||
size=multiplier*state.vars.chunk,
|
||||
size=int(multiplier*state.vars.chunk),
|
||||
size_multiplier = multiplier,
|
||||
direction=TradeDirection.LONG,
|
||||
entry_price=None,
|
||||
@ -90,7 +90,7 @@ def execute_signal_generator(state, data, name):
|
||||
last_update=datetime.fromtimestamp(state.time).astimezone(zoneNY),
|
||||
status=TradeStatus.READY,
|
||||
generated_by=name,
|
||||
size=multiplier*state.vars.chunk,
|
||||
size=int(multiplier*state.vars.chunk),
|
||||
size_multiplier = multiplier,
|
||||
direction=TradeDirection.SHORT,
|
||||
entry_price=None,
|
||||
|
||||
@ -151,13 +151,17 @@ def get_multiplier(state: StrategyState, data, signaloptions: dict, direction: T
|
||||
|
||||
#pocet ztrátových obchodů v řadě mi udává multiplikátor (0 - 1, 1 ztráta 2x, 3 v řadě - 4x atp.)
|
||||
if martingale_enabled:
|
||||
|
||||
#martingale base - základ umocňování - klasicky 2
|
||||
base = float(utls.safe_get(options, "martingale_base", 2))
|
||||
#pocet aktuálních konsekutivních ztrát
|
||||
cont_loss_series_cnt = state.vars["transferables"]["martingale"]["cont_loss_series_cnt"]
|
||||
if cont_loss_series_cnt == 0:
|
||||
multiplier = 1
|
||||
else:
|
||||
multiplier = 2 ** cont_loss_series_cnt
|
||||
multiplier = base ** cont_loss_series_cnt
|
||||
state.ilog(lvl=1,e=f"SIZER - MARTINGALE {multiplier}", options=options, time=state.time, cont_loss_series_cnt=cont_loss_series_cnt)
|
||||
|
||||
|
||||
if (martingale_enabled is False and multiplier > 1) or multiplier <= 0:
|
||||
state.ilog(lvl=1,e=f"SIZER - Mame nekde problem MULTIPLIER mimo RANGE ERROR {multiplier}", options=options, time=state.time)
|
||||
multiplier = 1
|
||||
|
||||
Reference in New Issue
Block a user