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feature/mu
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feature/tr
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1
CODEOWNERS
Normal file
1
CODEOWNERS
Normal file
@ -0,0 +1 @@
|
||||
* @drew2323
|
||||
53
README.md
Normal file
53
README.md
Normal file
@ -0,0 +1,53 @@
|
||||
**README - V2TRADING - Advanced Algorithmic Trading Platform**
|
||||
|
||||
**Overview**
|
||||
Custom-built algorithmic trading platform for research, backtesting and automated trading. Trading engine capable of processing tick data, managing trades, and supporting backtesting in a highly accurate and efficient manner.
|
||||
|
||||
**Key Features**
|
||||
- **Trading Engine**: At the core of the platform is a trading engine that processes tick data in real time. This engine is responsible for aggregating data and managing the execution of trades, ensuring precision and speed in trade placement and execution.
|
||||
|
||||
- **High-Fidelity Backtesting Environment**: ability to backtest strategies with 1:1 precision - meaning a tick-by-tick backtesting. This level of precision in backtesting, down to millisecond accuracy, mirrors live trading environments and is vital for developing and testing high-frequency trading strategies.
|
||||
|
||||
- **Custom Data Aggregation:** The platform includes a data aggregator that allows for custom aggregation rules. This flexibility supports a variety of data analysis approaches, including non-time based bars and other unique criteria.
|
||||
|
||||
- **Indicators** Contains inbuild [tulipy](https://tulipindicators.org/list) [ta-lib](https://ta-lib.github.io/ta-lib-python/) and templates for custom build multioutputs stateful indicators.
|
||||
|
||||
- **Machine Learning Integration:** Recently, the platform has expanded to incorporate machine learning capabilities. This includes modules for both training and inference, supporting the complete ML lifecycle. These ML models can be utilized within trading strategies for classification and exploiting statistical advantages.
|
||||
|
||||
**Technology Stack**
|
||||
**Backend and API:** The backbone of the platform is built with Python, utilizing libraries such as FastAPI, NumPy, Keras, and JAX, ensuring high performance and scalability.
|
||||
**Frontend:** The client-side is developed with Vanilla JavaScript and jQuery, employing LightweightCharts for charting purposes. Additional modules enhance the platform's functionality. The frontend is slated for a future refactoring to modern frameworks like Vue.js and Vuetify for a more robust user interface.
|
||||
|
||||
While the platform is fully functional and growing, ongoing development is planned, particularly in the realm of frontend enhancements and further integration of advanced machine learning techniques.
|
||||
|
||||
**Contributions**
|
||||
Contributions to this project are welcome. Whether it's improving the frontend, enhancing the backend capabilities, or experimenting with new trading strategies and machine learning models, your input can help take this platform to the next level.
|
||||
|
||||
This repository represents a sophisticated and evolving tool for algorithmic traders, offering precision, speed, and a level of customization that is unparalleled in open-source systems. Join us in shaping the future of algorithmic trading.
|
||||
|
||||
<p align="center">
|
||||
Main screen with entry/exit points and stoploss lines<br>
|
||||
<img width="700" alt="Main screen with entry/exit points and stoploss lines" src="https://github.com/drew2323/v2trading/assets/28433232/751d5b0e-ef64-453f-8e76-89a39db679c5">
|
||||
</p>
|
||||
|
||||
<p align="center">
|
||||
Main screen with tick based indicators<br>
|
||||
<img width="700" alt="Main screen with tick based indicators" src="https://github.com/drew2323/v2trading/assets/28433232/4bf6128c-9b36-4e88-9da1-5a33319976a1">
|
||||
</p>
|
||||
|
||||
<p align="center">
|
||||
Indicator editor<br>
|
||||
<img width="700" alt="Indicator editor" src="https://github.com/drew2323/v2trading/assets/28433232/cc417393-7b88-4eea-afcb-3a00402d0a8d">
|
||||
</p>
|
||||
|
||||
<p align="center">
|
||||
Strategy editor<br>
|
||||
<img width="700" alt="Strategy editor" src="https://github.com/drew2323/v2trading/assets/28433232/74f67e7a-1efc-4f63-b763-7827b2337b6a">
|
||||
</p>
|
||||
|
||||
<p align="center">
|
||||
Strategy analytical tools<br>
|
||||
<img width="700" alt="Strategy analytical tools" src="https://github.com/drew2323/v2trading/assets/28433232/4bf8b3c3-e430-4250-831a-e5876bb6b743">
|
||||
</p>
|
||||
|
||||
|
||||
51
_run_scheduler.sh
Executable file
51
_run_scheduler.sh
Executable file
@ -0,0 +1,51 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Approach: (https://chat.openai.com/c/43be8685-b27b-4e3b-bd18-0856f8d23d7e)
|
||||
# cron runs this script every minute New York in range of 9:20 - 16:20 US time
|
||||
# Also this scripts writes the "heartbeat" message to log file, so the user knows
|
||||
#that cron is running
|
||||
|
||||
# Installation steps required:
|
||||
#chmod +x run_scheduler.sh
|
||||
#install tzdata package: sudo apt-get install tzdata
|
||||
#crontab -e
|
||||
#CRON_TZ=America/New_York
|
||||
# * 9-16 * * 1-5 /home/david/v2trading/run_scheduler.sh
|
||||
#
|
||||
# (Runs every minute of every hour on every day-of-week from Monday to Friday) US East time
|
||||
|
||||
# Path to the Python script
|
||||
PYTHON_SCRIPT="v2realbot/scheduler/scheduler.py"
|
||||
|
||||
# Log file path
|
||||
LOG_FILE="job.log"
|
||||
|
||||
# Timezone for New York
|
||||
TZ='America/New_York'
|
||||
NY_DATE_TIME=$(TZ=$TZ date +'%Y-%m-%d %H:%M:%S')
|
||||
echo "NY_DATE_TIME: $NY_DATE_TIME"
|
||||
|
||||
# Check if log file exists, create it if it doesn't
|
||||
if [ ! -f "$LOG_FILE" ]; then
|
||||
touch "$LOG_FILE"
|
||||
fi
|
||||
|
||||
# Check the last line of the log file
|
||||
LAST_LINE=$(tail -n 1 "$LOG_FILE")
|
||||
|
||||
# Cron trigger message
|
||||
CRON_TRIGGER="Cron trigger: $NY_DATE_TIME"
|
||||
|
||||
# Update the log
|
||||
if [[ "$LAST_LINE" =~ "Cron trigger:".* ]]; then
|
||||
# Replace the last line with the new trigger message
|
||||
sed -i '' '$ d' "$LOG_FILE"
|
||||
echo "$CRON_TRIGGER" >> "$LOG_FILE"
|
||||
else
|
||||
# Append a new cron trigger message
|
||||
echo "$CRON_TRIGGER" >> "$LOG_FILE"
|
||||
fi
|
||||
|
||||
|
||||
# FOR DEBUG - Run the Python script and append output to log file
|
||||
python3 "$PYTHON_SCRIPT" >> "$LOG_FILE" 2>&1
|
||||
7
deployall.sh
Executable file
7
deployall.sh
Executable file
@ -0,0 +1,7 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Navigate to your git repository directory
|
||||
|
||||
# Execute git commands
|
||||
git push deploytest master
|
||||
git push deploy master
|
||||
@ -30,10 +30,12 @@ dateparser==1.1.8
|
||||
decorator==5.1.1
|
||||
defusedxml==0.7.1
|
||||
dill==0.3.7
|
||||
dm-tree==0.1.8
|
||||
entrypoints==0.4
|
||||
exceptiongroup==1.1.3
|
||||
executing==1.2.0
|
||||
fastapi==0.95.0
|
||||
filelock==3.13.1
|
||||
Flask==2.2.3
|
||||
flatbuffers==23.5.26
|
||||
fonttools==4.39.0
|
||||
@ -46,7 +48,7 @@ google-auth-oauthlib==1.0.0
|
||||
google-pasta==0.2.0
|
||||
grpcio==1.58.0
|
||||
h11==0.14.0
|
||||
h5py==3.9.0
|
||||
h5py==3.10.0
|
||||
icecream==2.1.3
|
||||
idna==3.4
|
||||
imageio==2.31.6
|
||||
@ -54,12 +56,18 @@ importlib-metadata==6.1.0
|
||||
ipython==8.17.2
|
||||
ipywidgets==8.1.1
|
||||
itsdangerous==2.1.2
|
||||
jax==0.4.23
|
||||
jaxlib==0.4.23
|
||||
jedi==0.19.1
|
||||
Jinja2==3.1.2
|
||||
joblib==1.3.2
|
||||
jsonschema==4.17.3
|
||||
jupyterlab-widgets==3.0.9
|
||||
keras
|
||||
keras==3.0.2
|
||||
keras-core==0.1.7
|
||||
keras-nightly==3.0.3.dev2024010203
|
||||
keras-nlp-nightly==0.7.0.dev2024010203
|
||||
keras-tcn @ git+https://github.com/drew2323/keras-tcn.git@4bddb17a02cb2f31c9fe2e8f616b357b1ddb0e11
|
||||
kiwisolver==1.4.4
|
||||
libclang==16.0.6
|
||||
llvmlite==0.39.1
|
||||
@ -69,12 +77,12 @@ MarkupSafe==2.1.2
|
||||
matplotlib==3.8.2
|
||||
matplotlib-inline==0.1.6
|
||||
mdurl==0.1.2
|
||||
ml-dtypes==0.2.0
|
||||
mlroom @ git+https://github.com/drew2323/mlroom.git
|
||||
keras-tcn @ git+https://github.com/drew2323/keras-tcn.git
|
||||
ml-dtypes==0.3.1
|
||||
mlroom @ git+https://github.com/drew2323/mlroom.git@692900e274c4e0542d945d231645c270fc508437
|
||||
mplfinance==0.12.10b0
|
||||
msgpack==1.0.4
|
||||
mypy-extensions==1.0.0
|
||||
namex==0.0.7
|
||||
newtulipy==0.4.6
|
||||
numba==0.56.4
|
||||
numpy==1.23.5
|
||||
@ -85,6 +93,7 @@ packaging==23.0
|
||||
pandas==1.5.3
|
||||
param==1.13.0
|
||||
parso==0.8.3
|
||||
patsy==0.5.6
|
||||
pexpect==4.8.0
|
||||
Pillow==9.4.0
|
||||
plotly==5.13.1
|
||||
@ -111,6 +120,7 @@ python-multipart==0.0.6
|
||||
pytz==2022.7.1
|
||||
pytz-deprecation-shim==0.1.0.post0
|
||||
pyviz-comms==2.2.1
|
||||
PyWavelets==1.5.0
|
||||
PyYAML==6.0
|
||||
regex==2023.10.3
|
||||
requests==2.31.0
|
||||
@ -128,11 +138,21 @@ sniffio==1.3.0
|
||||
sseclient-py==1.7.2
|
||||
stack-data==0.6.3
|
||||
starlette==0.26.1
|
||||
statsmodels==0.14.1
|
||||
streamlit==1.20.0
|
||||
structlog==23.1.0
|
||||
TA-Lib==0.4.28
|
||||
tb-nightly==2.16.0a20240102
|
||||
tenacity==8.2.2
|
||||
tensorboard==2.15.1
|
||||
tensorboard-data-server==0.7.1
|
||||
tensorflow-addons==0.23.0
|
||||
tensorflow-estimator==2.15.0
|
||||
tensorflow-io-gcs-filesystem==0.34.0
|
||||
termcolor==2.3.0
|
||||
tf-estimator-nightly==2.14.0.dev2023080308
|
||||
tf-nightly==2.16.0.dev20240101
|
||||
tf_keras-nightly==2.16.0.dev2023123010
|
||||
threadpoolctl==3.2.0
|
||||
tinydb==4.7.1
|
||||
tinydb-serialization==2.1.0
|
||||
@ -143,12 +163,13 @@ toolz==0.12.0
|
||||
tornado==6.2
|
||||
tqdm==4.65.0
|
||||
traitlets==5.13.0
|
||||
typeguard==2.13.3
|
||||
typing_extensions==4.5.0
|
||||
tzdata==2023.2
|
||||
tzlocal==4.3
|
||||
urllib3==1.26.14
|
||||
uvicorn==0.21.1
|
||||
-e git+https://github.com/drew2323/v2trading.git@523905ece6d99bf48a8952d39ced6a13f3b9a84e#egg=v2realbot
|
||||
-e git+https://github.com/drew2323/v2trading.git@b58639454be921f9f0c9dd1880491cfcfdfdf3b7#egg=v2realbot
|
||||
validators==0.20.0
|
||||
wcwidth==0.2.9
|
||||
webencodings==0.5.1
|
||||
|
||||
45
restart.sh
Executable file
45
restart.sh
Executable file
@ -0,0 +1,45 @@
|
||||
#!/bin/bash
|
||||
|
||||
# file: restart.sh
|
||||
|
||||
# Usage: ./restart.sh [test|prod|all]
|
||||
|
||||
# Define server addresses
|
||||
TEST_SERVER="david@142.132.188.109"
|
||||
PROD_SERVER="david@5.161.179.223"
|
||||
|
||||
# Define the remote directory where the script is located
|
||||
REMOTE_DIR="v2trading"
|
||||
|
||||
# Check for argument
|
||||
if [ "$#" -ne 1 ]; then
|
||||
echo "Usage: $0 [test|prod|all]"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
# Function to restart a server
|
||||
restart_server() {
|
||||
local server=$1
|
||||
echo "Connecting to $server to restart the Python app..."
|
||||
ssh -t $server "cd $REMOTE_DIR && . ~/.bashrc && ./run.sh restart" # Sourcing .bashrc here
|
||||
echo "Operation completed on $server."
|
||||
}
|
||||
|
||||
# Select the server based on the input argument
|
||||
case $1 in
|
||||
test)
|
||||
restart_server $TEST_SERVER
|
||||
;;
|
||||
prod)
|
||||
restart_server $PROD_SERVER
|
||||
;;
|
||||
all)
|
||||
restart_server $TEST_SERVER
|
||||
restart_server $PROD_SERVER
|
||||
;;
|
||||
*)
|
||||
echo "Invalid argument: $1. Use 'test', 'prod', or 'all'."
|
||||
exit 1
|
||||
;;
|
||||
esac
|
||||
|
||||
@ -23,12 +23,12 @@ clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY,
|
||||
|
||||
#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)
|
||||
datetime_object_from = datetime.datetime(2024, 3, 9, 13, 29, 00, tzinfo=datetime.timezone.utc)
|
||||
datetime_object_to = datetime.datetime(2024, 3, 11, 20, 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.Minute, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP)
|
||||
|
||||
# bars = client.get_stock_bars(bar_request).df
|
||||
|
||||
|
||||
18
testy/createbatchimage.py
Normal file
18
testy/createbatchimage.py
Normal file
@ -0,0 +1,18 @@
|
||||
import argparse
|
||||
import v2realbot.reporting.metricstoolsimage as mt
|
||||
|
||||
# Parse the command-line arguments
|
||||
# parser = argparse.ArgumentParser(description="Generate trading report image with batch ID")
|
||||
# parser.add_argument("batch_id", type=str, help="The batch ID for the report")
|
||||
# args = parser.parse_args()
|
||||
|
||||
# batch_id = args.batch_id
|
||||
|
||||
# Generate the report image
|
||||
res, val = mt.generate_trading_report_image(batch_id="4d7dc163")
|
||||
|
||||
# Print the result
|
||||
if res == 0:
|
||||
print("BATCH REPORT CREATED")
|
||||
else:
|
||||
print(f"BATCH REPORT ERROR - {val}")
|
||||
89
testy/getrunnerdetail.py
Normal file
89
testy/getrunnerdetail.py
Normal file
@ -0,0 +1,89 @@
|
||||
|
||||
from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
|
||||
import v2realbot.controller.services as cs
|
||||
from v2realbot.utils.utils import slice_dict_lists,zoneUTC,safe_get, AttributeDict
|
||||
id = "b11c66d9-a9b6-475a-9ac1-28b11e1b4edf"
|
||||
state = AttributeDict(vars={})
|
||||
|
||||
##základ pro init_attached_data in strategy.init
|
||||
|
||||
# def get_previous_runner(state):
|
||||
# runner : Runner
|
||||
# res, runner = cs.get_runner(state.runner_id)
|
||||
# if res < 0:
|
||||
# print(f"Not running {id}")
|
||||
# return 0, None
|
||||
|
||||
# return 0, runner.batch_id
|
||||
|
||||
def attach_previous_data(state):
|
||||
runner : Runner
|
||||
#get batch_id of current runer
|
||||
res, runner = cs.get_runner(state.runner_id)
|
||||
if res < 0 or runner.batch_id is None:
|
||||
print(f"Couldnt get previous runner {val}")
|
||||
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 details from the runner
|
||||
res, val = cs.get_archived_runner_details_byID(last_runner)
|
||||
if res < 0:
|
||||
print(f"no archived runner {last_runner}")
|
||||
|
||||
detail = RunArchiveDetail(**val)
|
||||
#print("toto jsme si dotahnuli", detail.bars)
|
||||
|
||||
# from stratvars directives
|
||||
attach_previous_bars_indicators = safe_get(state.vars, "attach_previous_bars_indicators", 50)
|
||||
attach_previous_cbar_indicators = safe_get(state.vars, "attach_previous_cbar_indicators", 50)
|
||||
# [stratvars]
|
||||
# attach_previous_bars_indicators = 50
|
||||
# attach_previous_cbar_indicators = 50
|
||||
|
||||
#indicators datetime utc
|
||||
indicators = slice_dict_lists(d=detail.indicators[0],last_item=attach_previous_bars_indicators, time_to_datetime=True)
|
||||
|
||||
#time -datetime utc, updated - timestamp float
|
||||
bars = slice_dict_lists(d=detail.bars, last_item=attach_previous_bars_indicators, time_to_datetime=True)
|
||||
|
||||
#cbar_indicatzors #float
|
||||
cbar_inds = slice_dict_lists(d=detail.indicators[1],last_item=attach_previous_cbar_indicators)
|
||||
|
||||
#USE these as INITs - TADY SI TO JESTE ZASTAVIT a POROVNAT
|
||||
print(f"{state.indicators=} NEW:{indicators=}")
|
||||
state.indicators = indicators
|
||||
print(f"{state.bars=} NEW:{bars=}")
|
||||
state.bars = bars
|
||||
print(f"{state.cbar_indicators=} NEW:{cbar_inds=}")
|
||||
state.cbar_indicators = cbar_inds
|
||||
|
||||
print("BARS and INDS INITIALIZED")
|
||||
#bars
|
||||
|
||||
|
||||
#tady budou pripadne dalsi inicializace, z ext_data
|
||||
print("EXT_DATA", detail.ext_data)
|
||||
#podle urciteho nastaveni napr.v konfiguraci se pouziji urcite promenne
|
||||
|
||||
#pridavame dailyBars z extData
|
||||
# if hasattr(detail, "ext_data") and "dailyBars" in detail.ext_data:
|
||||
# state.dailyBars = detail.ext_data["dailyBars"]
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
attach_previous_data(state)
|
||||
74
testy/tablesizes.py
Normal file
74
testy/tablesizes.py
Normal file
@ -0,0 +1,74 @@
|
||||
import queue
|
||||
import sqlite3
|
||||
import threading
|
||||
from appdirs import user_data_dir
|
||||
|
||||
DATA_DIR = user_data_dir("v2realbot")
|
||||
sqlite_db_file = DATA_DIR + "/v2trading.db"
|
||||
|
||||
class ConnectionPool:
|
||||
def __init__(self, max_connections):
|
||||
self.max_connections = max_connections
|
||||
self.connections = queue.Queue(max_connections)
|
||||
self.lock = threading.Lock()
|
||||
|
||||
def get_connection(self):
|
||||
with self.lock:
|
||||
if self.connections.empty():
|
||||
return self.create_connection()
|
||||
else:
|
||||
return self.connections.get()
|
||||
|
||||
def release_connection(self, connection):
|
||||
with self.lock:
|
||||
self.connections.put(connection)
|
||||
|
||||
def create_connection(self):
|
||||
connection = sqlite3.connect(sqlite_db_file, check_same_thread=False)
|
||||
return connection
|
||||
|
||||
|
||||
pool = ConnectionPool(10)
|
||||
|
||||
def get_table_sizes_in_mb():
|
||||
# Connect to the SQLite database
|
||||
conn = pool.get_connection()
|
||||
cursor = conn.cursor()
|
||||
|
||||
# Get the list of tables
|
||||
cursor.execute("SELECT name FROM sqlite_master WHERE type='table';")
|
||||
tables = cursor.fetchall()
|
||||
|
||||
# Dictionary to store table sizes
|
||||
table_sizes = {}
|
||||
|
||||
for table in tables:
|
||||
table_name = table[0]
|
||||
|
||||
# Get total number of rows in the table
|
||||
cursor.execute(f"SELECT COUNT(*) FROM {table_name};")
|
||||
row_count = cursor.fetchone()[0]
|
||||
|
||||
if row_count > 0:
|
||||
# Sample a few rows (e.g., 10 rows) and calculate average row size
|
||||
cursor.execute(f"SELECT * FROM {table_name} LIMIT 10;")
|
||||
sample_rows = cursor.fetchall()
|
||||
total_sample_size = sum(sum(len(str(cell)) for cell in row) for row in sample_rows)
|
||||
avg_row_size = total_sample_size / len(sample_rows)
|
||||
|
||||
# Estimate table size in megabytes
|
||||
size_in_mb = (avg_row_size * row_count) / (1024 * 1024)
|
||||
else:
|
||||
size_in_mb = 0
|
||||
|
||||
table_sizes[table_name] = {'size_mb': size_in_mb, 'rows': row_count}
|
||||
|
||||
conn.close()
|
||||
return table_sizes
|
||||
|
||||
# Usage example
|
||||
db_path = 'path_to_your_database.db'
|
||||
table_sizes = get_table_sizes_in_mb()
|
||||
for table, info in table_sizes.items():
|
||||
print(f"Table: {table}, Size: {info['size_mb']} MB, Rows: {info['rows']}")
|
||||
|
||||
@ -3,7 +3,7 @@ sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
from v2realbot.strategy.base import StrategyState
|
||||
from v2realbot.strategy.StrategyOrderLimitVykladaciNormalizedMYSELL import StrategyOrderLimitVykladaciNormalizedMYSELL
|
||||
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account
|
||||
from v2realbot.utils.utils import zoneNY, print
|
||||
from v2realbot.utils.utils import zoneNY, print, fetch_calendar_data, send_to_telegram
|
||||
from v2realbot.utils.historicals import get_historical_bars
|
||||
from datetime import datetime, timedelta
|
||||
from rich import print as printanyway
|
||||
@ -16,9 +16,9 @@ from v2realbot.strategyblocks.newtrade.signals import signal_search
|
||||
from v2realbot.strategyblocks.activetrade.activetrade_hub import manage_active_trade
|
||||
from v2realbot.strategyblocks.inits.init_indicators import initialize_dynamic_indicators
|
||||
from v2realbot.strategyblocks.inits.init_directives import intialize_directive_conditions
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from v2realbot.strategyblocks.inits.init_attached_data import attach_previous_data
|
||||
from alpaca.trading.client import TradingClient
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR
|
||||
from alpaca.trading.models import Calendar
|
||||
from v2realbot.indicators.oscillators import rsi
|
||||
from v2realbot.indicators.moving_averages import sma
|
||||
@ -116,6 +116,10 @@ def init(state: StrategyState):
|
||||
#models
|
||||
state.vars.loaded_models = {}
|
||||
|
||||
#state attributes for martingale sizing mngmt
|
||||
state.vars["transferables"] = {}
|
||||
state.vars["transferables"]["martingale"] = dict(cont_loss_series_cnt=0)
|
||||
|
||||
#INITIALIZE CBAR INDICATORS - do vlastni funkce
|
||||
#state.cbar_indicators['ivwap'] = []
|
||||
state.vars.last_tick_price = 0
|
||||
@ -129,6 +133,9 @@ def init(state: StrategyState):
|
||||
initialize_dynamic_indicators(state)
|
||||
intialize_directive_conditions(state)
|
||||
|
||||
#attach part of yesterdays data, bars, indicators, cbar_indicators
|
||||
attach_previous_data(state)
|
||||
|
||||
#intitialize indicator mapping (for use in operation) - mozna presunout do samostatne funkce prip dat do base kdyz se osvedci
|
||||
local_dict_cbar_inds = {key: state.cbar_indicators[key] for key in state.cbar_indicators.keys() if key != "time"}
|
||||
local_dict_inds = {key: state.indicators[key] for key in state.indicators.keys() if key != "time"}
|
||||
@ -167,10 +174,13 @@ def init(state: StrategyState):
|
||||
today = time_to.date()
|
||||
several_days_ago = today - timedelta(days=60)
|
||||
#printanyway(f"{today=}",f"{several_days_ago=}")
|
||||
clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False)
|
||||
#clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False)
|
||||
#get all market days from here to 40days ago
|
||||
calendar_request = GetCalendarRequest(start=several_days_ago,end=today)
|
||||
cal_dates = clientTrading.get_calendar(calendar_request)
|
||||
|
||||
#calendar_request = GetCalendarRequest(start=several_days_ago,end=today)
|
||||
|
||||
cal_dates = fetch_calendar_data(several_days_ago, today)
|
||||
#cal_dates = clientTrading.get_calendar(calendar_request)
|
||||
|
||||
#find the first market day - 40days ago
|
||||
#history_datetime_from = zoneNY.localize(cal_dates[0].open)
|
||||
@ -197,7 +207,12 @@ def init(state: StrategyState):
|
||||
|
||||
#NOTE zatim pridano takto do baru dalsi indikatory
|
||||
#BUDE PREDELANO - v rámci custom rozliseni a static indikátoru
|
||||
|
||||
if state.dailyBars is None:
|
||||
print("Nepodařilo se načíst denní bary")
|
||||
err_msg = f"Nepodařilo se načíst denní bary (get_historical_bars) pro {state.symbol} od {history_datetime_from} do {history_datetime_to} ve strat.init. Probably wrong symbol?"
|
||||
send_to_telegram(err_msg)
|
||||
raise Exception(err_msg)
|
||||
|
||||
#RSI vraci pouze pro vsechny + prepend with zeros nepocita prvnich N (dle rsi length)
|
||||
rsi_calculated = rsi(state.dailyBars["vwap"], 14).tolist()
|
||||
num_zeros_to_prepend = len(state.dailyBars["vwap"]) - len(rsi_calculated)
|
||||
|
||||
@ -40,10 +40,10 @@
|
||||
from uuid import UUID, uuid4
|
||||
from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderType
|
||||
from v2realbot.common.model import TradeUpdate, Order
|
||||
#from rich import print
|
||||
from rich import print as printanyway
|
||||
import threading
|
||||
import asyncio
|
||||
from v2realbot.config import BT_DELAYS, DATA_DIR, BT_FILL_CONDITION_BUY_LIMIT, BT_FILL_CONDITION_SELL_LIMIT, BT_FILL_LOG_SURROUNDING_TRADES, BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_PRICE_MARKET_ORDER_PREMIUM
|
||||
from v2realbot.config import DATA_DIR
|
||||
from v2realbot.utils.utils import AttributeDict, ltp, zoneNY, trunc, count_decimals, print
|
||||
from v2realbot.utils.tlog import tlog
|
||||
from v2realbot.enums.enums import FillCondition
|
||||
@ -60,6 +60,7 @@ from v2realbot.utils.dash_save_html import make_static
|
||||
import dash_bootstrap_components as dbc
|
||||
from dash.dependencies import Input, Output
|
||||
from dash import dcc, html, dash_table, Dash
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
""""
|
||||
LATENCY DELAYS
|
||||
.000 trigger - last_trade_time (.4246266)
|
||||
@ -171,7 +172,7 @@ class Backtester:
|
||||
todel.append(order)
|
||||
elif not self.symbol or order.symbol == self.symbol:
|
||||
#pricteme mininimalni latency od submittu k fillu
|
||||
if order.submitted_at.timestamp() + BT_DELAYS.sub_to_fill > float(intime):
|
||||
if order.submitted_at.timestamp() + cfh.config_handler.get_val('BT_DELAYS','sub_to_fill') > float(intime):
|
||||
print(f"too soon for {order.id}")
|
||||
#try to execute
|
||||
else:
|
||||
@ -197,7 +198,7 @@ class Backtester:
|
||||
#Mazeme, jinak je to hruza
|
||||
#nechavame na konci trady, které muzeme potrebovat pro consekutivni pravidlo
|
||||
#osetrujeme, kdy je malo tradu a oriznuti by slo do zaporu
|
||||
del_to_index = index_end-2-BT_FILL_CONS_TRADES_REQUIRED
|
||||
del_to_index = index_end-2-cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED')
|
||||
del_to_index = del_to_index if del_to_index > 0 else 0
|
||||
del self.btdata[0:del_to_index]
|
||||
##ic("after delete",len(self.btdata[0:index_end]))
|
||||
@ -218,7 +219,7 @@ class Backtester:
|
||||
|
||||
fill_time = None
|
||||
fill_price = None
|
||||
order_min_fill_time = o.submitted_at.timestamp() + BT_DELAYS.sub_to_fill
|
||||
order_min_fill_time = o.submitted_at.timestamp() + cfh.config_handler.get_val('BT_DELAYS','sub_to_fill')
|
||||
#ic(order_min_fill_time)
|
||||
#ic(len(work_range))
|
||||
|
||||
@ -240,17 +241,18 @@ class Backtester:
|
||||
#NASTVENI PODMINEK PLNENI
|
||||
fast_fill_condition = i[1] <= o.limit_price
|
||||
slow_fill_condition = i[1] < o.limit_price
|
||||
if BT_FILL_CONDITION_BUY_LIMIT == FillCondition.FAST:
|
||||
fill_cond_buy_limit = cfh.config_handler.get_val('BT_FILL_CONDITION_BUY_LIMIT')
|
||||
if fill_cond_buy_limit == FillCondition.FAST:
|
||||
fill_condition = fast_fill_condition
|
||||
elif BT_FILL_CONDITION_BUY_LIMIT == FillCondition.SLOW:
|
||||
elif fill_cond_buy_limit == FillCondition.SLOW:
|
||||
fill_condition = slow_fill_condition
|
||||
else:
|
||||
print("unknow fill condition")
|
||||
return -1
|
||||
|
||||
if float(i[0]) > float(order_min_fill_time+BT_DELAYS.limit_order_offset) and fill_condition:
|
||||
if float(i[0]) > float(order_min_fill_time+cfh.config_handler.get_val('BT_DELAYS','limit_order_offset')) and fill_condition:
|
||||
consec_cnt += 1
|
||||
if consec_cnt == BT_FILL_CONS_TRADES_REQUIRED:
|
||||
if consec_cnt == cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED'):
|
||||
|
||||
#(1679081919.381649, 27.88)
|
||||
#ic(i)
|
||||
@ -261,10 +263,10 @@ class Backtester:
|
||||
#fill_price = i[1]
|
||||
|
||||
print("FILL LIMIT BUY at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "at",i[1])
|
||||
if BT_FILL_LOG_SURROUNDING_TRADES != 0:
|
||||
if cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES') != 0:
|
||||
#TODO loguru
|
||||
print("FILL SURR TRADES: before",work_range[index-BT_FILL_LOG_SURROUNDING_TRADES:index])
|
||||
print("FILL SURR TRADES: fill and after",work_range[index:index+BT_FILL_LOG_SURROUNDING_TRADES])
|
||||
print("FILL SURR TRADES: before",work_range[index-cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES'):index])
|
||||
print("FILL SURR TRADES: fill and after",work_range[index:index+cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')])
|
||||
break
|
||||
else:
|
||||
consec_cnt = 0
|
||||
@ -275,17 +277,18 @@ class Backtester:
|
||||
#NASTVENI PODMINEK PLNENI
|
||||
fast_fill_condition = i[1] >= o.limit_price
|
||||
slow_fill_condition = i[1] > o.limit_price
|
||||
if BT_FILL_CONDITION_SELL_LIMIT == FillCondition.FAST:
|
||||
fill_conf_sell_cfg = cfh.config_handler.get_val('BT_FILL_CONDITION_SELL_LIMIT')
|
||||
if fill_conf_sell_cfg == FillCondition.FAST:
|
||||
fill_condition = fast_fill_condition
|
||||
elif BT_FILL_CONDITION_SELL_LIMIT == FillCondition.SLOW:
|
||||
elif fill_conf_sell_cfg == FillCondition.SLOW:
|
||||
fill_condition = slow_fill_condition
|
||||
else:
|
||||
print("unknown fill condition")
|
||||
return -1
|
||||
|
||||
if float(i[0]) > float(order_min_fill_time+BT_DELAYS.limit_order_offset) and fill_condition:
|
||||
if float(i[0]) > float(order_min_fill_time+cfh.config_handler.get_val('BT_DELAYS','limit_order_offset')) and fill_condition:
|
||||
consec_cnt += 1
|
||||
if consec_cnt == BT_FILL_CONS_TRADES_REQUIRED:
|
||||
if consec_cnt == cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED'):
|
||||
#(1679081919.381649, 27.88)
|
||||
#ic(i)
|
||||
fill_time = i[0]
|
||||
@ -297,10 +300,11 @@ class Backtester:
|
||||
|
||||
#fill_price = i[1]
|
||||
print("FILL LIMIT SELL at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "at",i[1])
|
||||
if BT_FILL_LOG_SURROUNDING_TRADES != 0:
|
||||
surr_trades_cfg = cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')
|
||||
if surr_trades_cfg != 0:
|
||||
#TODO loguru
|
||||
print("FILL SELL SURR TRADES: before",work_range[index-BT_FILL_LOG_SURROUNDING_TRADES:index])
|
||||
print("FILL SELL SURR TRADES: fill and after",work_range[index:index+BT_FILL_LOG_SURROUNDING_TRADES])
|
||||
print("FILL SELL SURR TRADES: before",work_range[index-surr_trades_cfg:index])
|
||||
print("FILL SELL SURR TRADES: fill and after",work_range[index:index+surr_trades_cfg])
|
||||
break
|
||||
else:
|
||||
consec_cnt = 0
|
||||
@ -314,11 +318,16 @@ class Backtester:
|
||||
#ic(i)
|
||||
fill_time = i[0]
|
||||
fill_price = i[1]
|
||||
#přičteme MARKET PREMIUM z konfigurace (do budoucna mozna rozdilne pro BUY/SELL a nebo mozna z konfigurace pro dany itutl)
|
||||
#přičteme MARKET PREMIUM z konfigurace (je v pct nebo abs) (do budoucna mozna rozdilne pro BUY/SELL a nebo mozna z konfigurace pro dany titul)
|
||||
cfg_premium = cfh.config_handler.get_val('BT_FILL_PRICE_MARKET_ORDER_PREMIUM')
|
||||
if cfg_premium < 0: #configured as percentage
|
||||
premium = abs(cfg_premium) * fill_price / 100.0
|
||||
else: #configured as absolute value
|
||||
premium = cfg_premium
|
||||
if o.side == OrderSide.BUY:
|
||||
fill_price = fill_price + BT_FILL_PRICE_MARKET_ORDER_PREMIUM
|
||||
fill_price = fill_price + premium
|
||||
elif o.side == OrderSide.SELL:
|
||||
fill_price = fill_price - BT_FILL_PRICE_MARKET_ORDER_PREMIUM
|
||||
fill_price = fill_price - premium
|
||||
|
||||
print("FILL ",o.side,"MARKET at", fill_time, datetime.fromtimestamp(fill_time).astimezone(zoneNY), "cena", i[1])
|
||||
break
|
||||
@ -367,7 +376,7 @@ class Backtester:
|
||||
def _do_notification_with_callbacks(self, tradeupdate: TradeUpdate, time: float):
|
||||
|
||||
#do callbacku je třeba zpropagovat filltime čas (včetně latency pro notifikaci), aby se pripadne akce v callbacku udály s tímto časem
|
||||
self.time = time + float(BT_DELAYS.fill_to_not)
|
||||
self.time = time + float(cfh.config_handler.get_val('BT_DELAYS','fill_to_not'))
|
||||
print("current bt.time",self.time)
|
||||
#print("FILL NOTIFICATION: ", tradeupdate)
|
||||
res = asyncio.run(self.order_fill_callback(tradeupdate))
|
||||
@ -470,11 +479,11 @@ class Backtester:
|
||||
print("BT: submit order entry")
|
||||
|
||||
if not time or time < 0:
|
||||
print("time musi byt vyplneny")
|
||||
printanyway("time musi byt vyplneny")
|
||||
return -1
|
||||
|
||||
if not size or int(size) < 0:
|
||||
print("size musi byt vetsi nez 0")
|
||||
printanyway("size musi byt vetsi nez 0")
|
||||
return -1
|
||||
|
||||
if (order_type != OrderType.MARKET) and (order_type != OrderType.LIMIT):
|
||||
@ -482,11 +491,11 @@ class Backtester:
|
||||
return -1
|
||||
|
||||
if not side == OrderSide.BUY and not side == OrderSide.SELL:
|
||||
print("side buy/sell required")
|
||||
printanyway("side buy/sell required")
|
||||
return -1
|
||||
|
||||
if order_type == OrderType.LIMIT and count_decimals(price) > 2:
|
||||
print("only 2 decimals supported", price)
|
||||
printanyway("only 2 decimals supported", price)
|
||||
return -1
|
||||
|
||||
#pokud neexistuje klic v accountu vytvorime si ho
|
||||
@ -508,14 +517,14 @@ class Backtester:
|
||||
|
||||
actual_minus_reserved = int(self.account[symbol][0]) - reserved
|
||||
if actual_minus_reserved > 0 and actual_minus_reserved - int(size) < 0:
|
||||
print("not enough shares available to sell or shorting while long position",self.account[symbol][0],"reserved",reserved,"available",int(self.account[symbol][0]) - reserved,"selling",size)
|
||||
printanyway("not enough shares available to sell or shorting while long position",self.account[symbol][0],"reserved",reserved,"available",int(self.account[symbol][0]) - reserved,"selling",size)
|
||||
return -1
|
||||
|
||||
#if is shorting - check available cash to short
|
||||
if actual_minus_reserved <= 0:
|
||||
cena = price if price else self.get_last_price(time, self.symbol)
|
||||
if (self.cash - reserved_price - float(int(size)*float(cena))) < 0:
|
||||
print("not enough cash for shorting. cash",self.cash,"reserved",reserved,"available",self.cash-reserved,"needed",float(int(size)*float(cena)))
|
||||
printanyway("not enough cash for shorting. cash",self.cash,"reserved",reserved,"available",self.cash-reserved,"needed",float(int(size)*float(cena)))
|
||||
return -1
|
||||
|
||||
#check for available cash
|
||||
@ -534,14 +543,14 @@ class Backtester:
|
||||
|
||||
#jde o uzavreni shortu
|
||||
if actual_plus_reserved_qty < 0 and (actual_plus_reserved_qty + int(size)) > 0:
|
||||
print("nejprve je treba uzavrit short pozici pro buy res_qty, size", actual_plus_reserved_qty, size)
|
||||
printanyway("nejprve je treba uzavrit short pozici pro buy res_qty, size", actual_plus_reserved_qty, size)
|
||||
return -1
|
||||
|
||||
#jde o standardni long, kontroluju cash
|
||||
if actual_plus_reserved_qty >= 0:
|
||||
cena = price if price else self.get_last_price(time, self.symbol)
|
||||
if (self.cash - reserved_price - float(int(size)*float(cena))) < 0:
|
||||
print("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)))
|
||||
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)))
|
||||
return -1
|
||||
|
||||
id = str(uuid4())
|
||||
@ -568,11 +577,11 @@ class Backtester:
|
||||
print("BT: replace order entry",id,size,price)
|
||||
|
||||
if not price and not size:
|
||||
print("size or price required")
|
||||
printanyway("size or price required")
|
||||
return -1
|
||||
|
||||
if len(self.open_orders) == 0:
|
||||
print("BT: order doesnt exist")
|
||||
printanyway("BT: order doesnt exist")
|
||||
return 0
|
||||
#with lock:
|
||||
for o in self.open_orders:
|
||||
@ -600,7 +609,7 @@ class Backtester:
|
||||
"""
|
||||
print("BT: cancel order entry",id)
|
||||
if len(self.open_orders) == 0:
|
||||
print("BTC: order doesnt exist")
|
||||
printanyway("BTC: order doesnt exist")
|
||||
return 0
|
||||
#with lock:
|
||||
for o in self.open_orders:
|
||||
@ -820,10 +829,10 @@ class Backtester:
|
||||
Trades:''' + str(len(self.trades)))
|
||||
textik8 = html.Div('''
|
||||
Profit:''' + str(state.profit))
|
||||
textik9 = html.Div(f"{BT_FILL_CONS_TRADES_REQUIRED=}")
|
||||
textik10 = html.Div(f"{BT_FILL_LOG_SURROUNDING_TRADES=}")
|
||||
textik11 = html.Div(f"{BT_FILL_CONDITION_BUY_LIMIT=}")
|
||||
textik12 = html.Div(f"{BT_FILL_CONDITION_SELL_LIMIT=}")
|
||||
textik9 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONS_TRADES_REQUIRED')=}")
|
||||
textik10 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_LOG_SURROUNDING_TRADES')=}")
|
||||
textik11 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONDITION_BUY_LIMIT')=}")
|
||||
textik12 = html.Div(f"{cfh.config_handler.get_val('BT_FILL_CONDITION_SELL_LIMIT')=}")
|
||||
|
||||
orders_title = dcc.Markdown('## Open orders')
|
||||
trades_title = dcc.Markdown('## Trades')
|
||||
|
||||
@ -1,11 +1,8 @@
|
||||
from v2realbot.config import DATA_DIR
|
||||
import sqlite3
|
||||
import queue
|
||||
import threading
|
||||
import time
|
||||
from v2realbot.common.model import RunArchive, RunArchiveView
|
||||
from datetime import datetime
|
||||
import orjson
|
||||
from v2realbot.config import DATA_DIR
|
||||
|
||||
sqlite_db_file = DATA_DIR + "/v2trading.db"
|
||||
# Define the connection pool
|
||||
@ -31,7 +28,7 @@ class ConnectionPool:
|
||||
return connection
|
||||
|
||||
|
||||
def execute_with_retry(cursor: sqlite3.Cursor, statement: str, params = None, retry_interval: int = 1) -> sqlite3.Cursor:
|
||||
def execute_with_retry(cursor: sqlite3.Cursor, statement: str, params = None, retry_interval: int = 2) -> sqlite3.Cursor:
|
||||
"""get connection from pool and execute SQL statement with retry logic if required.
|
||||
|
||||
Args:
|
||||
@ -60,53 +57,4 @@ def execute_with_retry(cursor: sqlite3.Cursor, statement: str, params = None, re
|
||||
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=orjson.loads(row['metrics']) if row['metrics'] else None
|
||||
)
|
||||
|
||||
#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=orjson.loads(row['strat_json']),
|
||||
settings=orjson.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=orjson.loads(row['metrics']),
|
||||
stratvars_toml=row['stratvars_toml']
|
||||
)
|
||||
insert_queue = queue.Queue()
|
||||
@ -1,13 +1,16 @@
|
||||
from uuid import UUID
|
||||
from uuid import UUID, uuid4
|
||||
from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent,OrderType
|
||||
#from utils import AttributeDict
|
||||
from rich import print
|
||||
from typing import Any, Optional, List, Union
|
||||
from datetime import datetime, date
|
||||
from pydantic import BaseModel
|
||||
from v2realbot.enums.enums import Mode, Account
|
||||
from pydantic import BaseModel, Field
|
||||
from v2realbot.enums.enums import Mode, Account, SchedulerStatus, Moddus
|
||||
from alpaca.data.enums import Exchange
|
||||
|
||||
|
||||
|
||||
|
||||
#models for server side datatables
|
||||
# Model for individual column data
|
||||
class ColumnData(BaseModel):
|
||||
@ -91,12 +94,12 @@ class TestList(BaseModel):
|
||||
class Trade(BaseModel):
|
||||
symbol: str
|
||||
timestamp: datetime
|
||||
exchange: Optional[Union[Exchange, str]]
|
||||
exchange: Optional[Union[Exchange, str]] = None
|
||||
price: float
|
||||
size: float
|
||||
id: int
|
||||
conditions: Optional[List[str]]
|
||||
tape: Optional[str]
|
||||
conditions: Optional[List[str]] = None
|
||||
tape: Optional[str] = None
|
||||
|
||||
|
||||
#persisted object in pickle
|
||||
@ -111,8 +114,20 @@ class StrategyInstance(BaseModel):
|
||||
close_rush: int = 0
|
||||
stratvars_conf: str
|
||||
add_data_conf: str
|
||||
note: Optional[str]
|
||||
history: Optional[str]
|
||||
note: Optional[str] = None
|
||||
history: Optional[str] = None
|
||||
|
||||
def __setstate__(self, state: dict[Any, Any]) -> None:
|
||||
"""
|
||||
Hack to allow unpickling models stored from pydantic V1
|
||||
"""
|
||||
state.setdefault("__pydantic_extra__", {})
|
||||
state.setdefault("__pydantic_private__", {})
|
||||
|
||||
if "__pydantic_fields_set__" not in state:
|
||||
state["__pydantic_fields_set__"] = state.get("__fields_set__")
|
||||
|
||||
super().__setstate__(state)
|
||||
|
||||
class RunRequest(BaseModel):
|
||||
id: UUID
|
||||
@ -122,8 +137,8 @@ class RunRequest(BaseModel):
|
||||
debug: bool = False
|
||||
strat_json: Optional[str] = None
|
||||
ilog_save: bool = False
|
||||
bt_from: datetime = None
|
||||
bt_to: datetime = None
|
||||
bt_from: Optional[datetime] = None
|
||||
bt_to: Optional[datetime] = None
|
||||
#weekdays filter
|
||||
#pokud je uvedeny filtrujeme tyto dny
|
||||
weekdays_filter: Optional[list] = None
|
||||
@ -134,7 +149,33 @@ class RunRequest(BaseModel):
|
||||
cash: int = 100000
|
||||
skip_cache: Optional[bool] = False
|
||||
|
||||
|
||||
#Trida, která je nadstavbou runrequestu a pouzivame ji v scheduleru, je zde navic jen par polí
|
||||
class RunManagerRecord(BaseModel):
|
||||
moddus: Moddus
|
||||
id: UUID = Field(default_factory=uuid4)
|
||||
strat_id: UUID
|
||||
symbol: Optional[str] = None
|
||||
account: Account
|
||||
mode: Mode
|
||||
note: Optional[str] = None
|
||||
ilog_save: bool = False
|
||||
bt_from: Optional[datetime] = None
|
||||
bt_to: Optional[datetime] = None
|
||||
#weekdays filter
|
||||
#pokud je uvedeny filtrujeme tyto dny
|
||||
weekdays_filter: Optional[list] = None #list of strings 0-6 representing days to run
|
||||
#GENERATED ID v ramci runu, vaze vsechny runnery v batchovem behu
|
||||
batch_id: Optional[str] = None
|
||||
testlist_id: Optional[str] = None
|
||||
start_time: str #time (HH:MM) that start function is called
|
||||
stop_time: Optional[str] = None #time (HH:MM) that stop function is called
|
||||
status: SchedulerStatus
|
||||
last_processed: Optional[datetime] = None
|
||||
history: Optional[str] = None
|
||||
valid_from: Optional[datetime] = None # US East time zone daetime
|
||||
valid_to: Optional[datetime] = None # US East time zone daetime
|
||||
runner_id: Optional[UUID] = None #last runner_id from scheduler after stratefy is started
|
||||
strat_running: Optional[bool] = None #automatically updated field based on status of runner_id above, it is added by row_to_RunManagerRecord
|
||||
class RunnerView(BaseModel):
|
||||
id: UUID
|
||||
strat_id: UUID
|
||||
@ -164,10 +205,10 @@ class Runner(BaseModel):
|
||||
run_name: Optional[str] = None
|
||||
run_note: Optional[str] = None
|
||||
run_ilog_save: Optional[bool] = False
|
||||
run_trade_count: Optional[int]
|
||||
run_profit: Optional[float]
|
||||
run_positions: Optional[int]
|
||||
run_avgp: Optional[float]
|
||||
run_trade_count: Optional[int] = None
|
||||
run_profit: Optional[float] = None
|
||||
run_positions: Optional[int] = None
|
||||
run_avgp: Optional[float] = None
|
||||
run_strat_json: Optional[str] = None
|
||||
run_stopped: Optional[datetime] = None
|
||||
run_paused: Optional[datetime] = None
|
||||
@ -201,41 +242,41 @@ class Bar(BaseModel):
|
||||
low: float
|
||||
close: float
|
||||
volume: float
|
||||
trade_count: Optional[float]
|
||||
vwap: Optional[float]
|
||||
trade_count: Optional[float] = 0
|
||||
vwap: Optional[float] = 0
|
||||
|
||||
class Order(BaseModel):
|
||||
id: UUID
|
||||
submitted_at: datetime
|
||||
filled_at: Optional[datetime]
|
||||
canceled_at: Optional[datetime]
|
||||
filled_at: Optional[datetime] = None
|
||||
canceled_at: Optional[datetime] = None
|
||||
symbol: str
|
||||
qty: int
|
||||
status: OrderStatus
|
||||
order_type: OrderType
|
||||
filled_qty: Optional[int]
|
||||
filled_avg_price: Optional[float]
|
||||
filled_qty: Optional[int] = None
|
||||
filled_avg_price: Optional[float] = None
|
||||
side: OrderSide
|
||||
limit_price: Optional[float]
|
||||
limit_price: Optional[float] = None
|
||||
|
||||
#entita pro kazdy kompletni FILL, je navazana na prescribed_trade
|
||||
class TradeUpdate(BaseModel):
|
||||
event: Union[TradeEvent, str]
|
||||
execution_id: Optional[UUID]
|
||||
execution_id: Optional[UUID] = None
|
||||
order: Order
|
||||
timestamp: datetime
|
||||
position_qty: Optional[float]
|
||||
price: Optional[float]
|
||||
qty: Optional[float]
|
||||
value: Optional[float]
|
||||
cash: Optional[float]
|
||||
pos_avg_price: Optional[float]
|
||||
profit: Optional[float]
|
||||
profit_sum: Optional[float]
|
||||
rel_profit: Optional[float]
|
||||
rel_profit_cum: Optional[float]
|
||||
signal_name: Optional[str]
|
||||
prescribed_trade_id: Optional[str]
|
||||
position_qty: Optional[float] = None
|
||||
price: Optional[float] = None
|
||||
qty: Optional[float] = None
|
||||
value: Optional[float] = None
|
||||
cash: Optional[float] = None
|
||||
pos_avg_price: Optional[float] = None
|
||||
profit: Optional[float] = None
|
||||
profit_sum: Optional[float] = None
|
||||
rel_profit: Optional[float] = None
|
||||
rel_profit_cum: Optional[float] = None
|
||||
signal_name: Optional[str] = None
|
||||
prescribed_trade_id: Optional[str] = None
|
||||
|
||||
|
||||
class RunArchiveChange(BaseModel):
|
||||
@ -260,8 +301,7 @@ 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
|
||||
transferables: Optional[dict] = None #varaibles that are transferrable to next run
|
||||
settings: Optional[dict] = None
|
||||
ilog_save: Optional[bool] = False
|
||||
profit: float = 0
|
||||
@ -291,6 +331,8 @@ class RunArchiveView(BaseModel):
|
||||
end_positions: int = 0
|
||||
end_positions_avgp: float = 0
|
||||
metrics: Union[dict, str] = None
|
||||
batch_profit: float = 0 # Total profit for the batch - now calculated during query
|
||||
batch_count: int = 0 # Count of runs in the batch - now calculated during query
|
||||
|
||||
#same but with pagination
|
||||
class RunArchiveViewPagination(BaseModel):
|
||||
@ -301,7 +343,7 @@ class RunArchiveViewPagination(BaseModel):
|
||||
|
||||
#trida pro ukladani historie stoplossy do ext_data
|
||||
class SLHistory(BaseModel):
|
||||
id: Optional[UUID]
|
||||
id: Optional[UUID] = None
|
||||
time: datetime
|
||||
sl_val: float
|
||||
|
||||
@ -314,7 +356,7 @@ class RunArchiveDetail(BaseModel):
|
||||
indicators: List[dict]
|
||||
statinds: dict
|
||||
trades: List[TradeUpdate]
|
||||
ext_data: Optional[dict]
|
||||
ext_data: Optional[dict] = None
|
||||
|
||||
|
||||
class InstantIndicator(BaseModel):
|
||||
|
||||
88
v2realbot/common/transform.py
Normal file
88
v2realbot/common/transform.py
Normal file
@ -0,0 +1,88 @@
|
||||
from v2realbot.common.model import RunArchive, RunArchiveView, RunManagerRecord
|
||||
from datetime import datetime
|
||||
import orjson
|
||||
import v2realbot.controller.services as cs
|
||||
|
||||
#prevede dict radku zpatky na objekt vcetme retypizace
|
||||
def row_to_runmanager(row: dict) -> RunManagerRecord:
|
||||
|
||||
is_running = cs.is_runner_running(row['runner_id']) if row['runner_id'] else False
|
||||
|
||||
res = RunManagerRecord(
|
||||
moddus=row['moddus'],
|
||||
id=row['id'],
|
||||
strat_id=row['strat_id'],
|
||||
symbol=row['symbol'],
|
||||
mode=row['mode'],
|
||||
account=row['account'],
|
||||
note=row['note'],
|
||||
ilog_save=bool(row['ilog_save']),
|
||||
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,
|
||||
weekdays_filter=[int(x) for x in row['weekdays_filter'].split(',')] if row['weekdays_filter'] else [],
|
||||
batch_id=row['batch_id'],
|
||||
testlist_id=row['testlist_id'],
|
||||
start_time=row['start_time'],
|
||||
stop_time=row['stop_time'],
|
||||
status=row['status'],
|
||||
#last_started=zoneNY.localize(datetime.fromisoformat(row['last_started'])) if row['last_started'] else None,
|
||||
last_processed=datetime.fromisoformat(row['last_processed']) if row['last_processed'] else None,
|
||||
history=row['history'],
|
||||
valid_from=datetime.fromisoformat(row['valid_from']) if row['valid_from'] else None,
|
||||
valid_to=datetime.fromisoformat(row['valid_to']) if row['valid_to'] else None,
|
||||
runner_id = row['runner_id'] if row['runner_id'] and is_running else None, #runner_id is only present if it is running
|
||||
strat_running = is_running) #cant believe this when called from separate process as not current
|
||||
return res
|
||||
|
||||
#prevede dict radku zpatky na objekt vcetme retypizace
|
||||
def row_to_runarchiveview(row: dict) -> RunArchiveView:
|
||||
a = RunArchiveView(
|
||||
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=orjson.loads(row['metrics']) if row['metrics'] else None,
|
||||
batch_profit=int(row['batch_profit']) if row['batch_profit'] and row['batch_id'] else 0,
|
||||
batch_count=int(row['batch_count']) if row['batch_count'] and row['batch_id'] else 0,
|
||||
)
|
||||
return a
|
||||
|
||||
#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=orjson.loads(row['strat_json']),
|
||||
settings=orjson.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=orjson.loads(row['metrics']),
|
||||
stratvars_toml=row['stratvars_toml'],
|
||||
transferables=orjson.loads(row['transferables']) if row['transferables'] else None
|
||||
)
|
||||
@ -2,66 +2,31 @@ from alpaca.data.enums import DataFeed
|
||||
from v2realbot.enums.enums import Mode, Account, FillCondition
|
||||
from appdirs import user_data_dir
|
||||
from pathlib import Path
|
||||
import os
|
||||
from collections import defaultdict
|
||||
# Global flag to track if the ml module has been imported (solution for long import times of tensorflow)
|
||||
#the first occurence of using it will load it globally
|
||||
_ml_module_loaded = False
|
||||
|
||||
#directory for generated images and basic reports
|
||||
MEDIA_DIRECTORY = Path(__file__).parent.parent.parent / "media"
|
||||
RUNNER_DETAIL_DIRECTORY = Path(__file__).parent.parent.parent / "runner_detail"
|
||||
|
||||
#location of strat.log - it is used to fetch by gui
|
||||
LOG_PATH = Path(__file__).parent.parent
|
||||
LOG_FILE = Path(__file__).parent.parent / "strat.log"
|
||||
JOB_LOG_FILE = Path(__file__).parent.parent / "job.log"
|
||||
|
||||
#'0.0.0.0',
|
||||
#currently only prod server has acces to LIVE
|
||||
PROD_SERVER_HOSTNAMES = ['tradingeastcoast','David-MacBook-Pro.local'] #,'David-MacBook-Pro.local'
|
||||
TEST_SERVER_HOSTNAMES = ['tradingtest']
|
||||
|
||||
#TODO vybrane dat do config db a managovat pres GUI
|
||||
|
||||
#DEFAULT AGGREGATOR filter trades
|
||||
#NOTE pridana F - Inter Market Sweep Order - obcas vytvarela spajky
|
||||
AGG_EXCLUDED_TRADES = ['C','O','4','B','7','V','P','W','U','Z','F']
|
||||
|
||||
OFFLINE_MODE = False
|
||||
|
||||
# ilog lvls = 0,1 - 0 debug, 1 info
|
||||
ILOG_SAVE_LEVEL_FROM = 1
|
||||
|
||||
#minimalni vzdalenost mezi trady, kterou agregator pousti pro CBAR(0.001 - blokuje mensi nez 1ms)
|
||||
GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN = 0.003
|
||||
#normalized price for tick 0.01
|
||||
NORMALIZED_TICK_BASE_PRICE = 30.00
|
||||
LOG_RUNNER_EVENTS = False
|
||||
#no print in console
|
||||
QUIET_MODE = True
|
||||
#how many consecutive trades with the fill price are necessary for LIMIT fill to happen in backtesting
|
||||
#0 - optimistic, every knot high will fill the order
|
||||
#N - N consecutive trades required
|
||||
#not impl.yet
|
||||
#minimum is 1, na alpace live to vetsinou vychazi 7-8 u BAC, je to hodne podobne tomu, nez je cena překonaná pul centu. tzn. 7-8 a nebo FillCondition.SLOW
|
||||
BT_FILL_CONS_TRADES_REQUIRED = 2
|
||||
#during bt trade execution logs X-surrounding trades of the one that triggers the fill
|
||||
BT_FILL_LOG_SURROUNDING_TRADES = 10
|
||||
#fill condition for limit order in bt
|
||||
# fast - price has to be equal or bigger <=
|
||||
# slow - price has to be bigger <
|
||||
BT_FILL_CONDITION_BUY_LIMIT = FillCondition.SLOW
|
||||
BT_FILL_CONDITION_SELL_LIMIT = FillCondition.SLOW
|
||||
#TBD TODO not implemented yet
|
||||
BT_FILL_PRICE_MARKET_ORDER_PREMIUM = 0.005
|
||||
#backend counter of api requests
|
||||
COUNT_API_REQUESTS = False
|
||||
#stratvars that cannot be changed in gui
|
||||
STRATVARS_UNCHANGEABLES = ['pendingbuys', 'blockbuy', 'jevylozeno', 'limitka']
|
||||
DATA_DIR = user_data_dir("v2realbot")
|
||||
DATA_DIR = user_data_dir("v2realbot", False)
|
||||
MODEL_DIR = Path(DATA_DIR)/"models"
|
||||
#BT DELAYS
|
||||
#profiling
|
||||
PROFILING_NEXT_ENABLED = False
|
||||
PROFILING_OUTPUT_DIR = DATA_DIR
|
||||
|
||||
#FILL CONFIGURATION CLASS FOR BACKTESTING
|
||||
|
||||
#WIP
|
||||
#WIP - FILL CONFIGURATION CLASS FOR BACKTESTING
|
||||
class BT_FILL_CONF:
|
||||
""""
|
||||
Trida pro konfiguraci backtesting fillu pro dany symbol, pokud neexistuje tak fallback na obecny viz vyse-
|
||||
@ -75,24 +40,6 @@ class BT_FILL_CONF:
|
||||
self.BT_FILL_CONDITION_SELL_LIMIT=BT_FILL_CONDITION_SELL_LIMIT
|
||||
self.BT_FILL_PRICE_MARKET_ORDER_PREMIUM=BT_FILL_PRICE_MARKET_ORDER_PREMIUM
|
||||
|
||||
|
||||
""""
|
||||
LATENCY DELAYS for LIVE eastcoast
|
||||
.000 trigger - last_trade_time (.4246266)
|
||||
+.020 vstup do strategie a BUY (.444606)
|
||||
+.023 submitted (.469198)
|
||||
+.008 filled (.476695552)
|
||||
+.023 fill not(.499888)
|
||||
"""
|
||||
#TODO změnit názvy delay promennych vystizneji a obecneji
|
||||
class BT_DELAYS:
|
||||
trigger_to_strat: float = 0.020
|
||||
strat_to_sub: float = 0.023
|
||||
sub_to_fill: float = 0.008
|
||||
fill_to_not: float = 0.023
|
||||
#doplnit dle live
|
||||
limit_order_offset: float = 0
|
||||
|
||||
class Keys:
|
||||
def __init__(self, api_key, secret_key, paper, feed) -> None:
|
||||
self.API_KEY = api_key
|
||||
@ -101,7 +48,8 @@ class Keys:
|
||||
self.FEED = feed
|
||||
|
||||
# podle modu (PAPER, LIVE) vrati objekt
|
||||
# obsahujici klice pro pripojeni k alpace
|
||||
# obsahujici klice pro pripojeni k alpace - používá se pro Trading API a order updates websockets (pristupy relevantni per strategie)
|
||||
#pro real time data se bere LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, LIVE_DATA_FEED nize - jelikoz jde o server wide nastaveni
|
||||
def get_key(mode: Mode, account: Account):
|
||||
if mode not in [Mode.PAPER, Mode.LIVE]:
|
||||
print("has to be LIVE or PAPER only")
|
||||
@ -123,33 +71,82 @@ HEARTBEAT_TIMEOUT=5
|
||||
WEB_API_KEY="david"
|
||||
|
||||
#PRIMARY PAPER
|
||||
ACCOUNT1_PAPER_API_KEY = 'PKGGEWIEYZOVQFDRY70L'
|
||||
ACCOUNT1_PAPER_SECRET_KEY = 'O5Kt8X4RLceIOvM98i5LdbalItsX7hVZlbPYHy8Y'
|
||||
ACCOUNT1_PAPER_API_KEY = os.environ.get('ACCOUNT1_PAPER_API_KEY')
|
||||
ACCOUNT1_PAPER_SECRET_KEY = os.environ.get('ACCOUNT1_PAPER_SECRET_KEY')
|
||||
ACCOUNT1_PAPER_MAX_BATCH_SIZE = 1
|
||||
ACCOUNT1_PAPER_PAPER = True
|
||||
ACCOUNT1_PAPER_FEED = DataFeed.SIP
|
||||
#ACCOUNT1_PAPER_FEED = DataFeed.SIP
|
||||
|
||||
# Load the data feed type from environment variable
|
||||
data_feed_type_str = os.environ.get('ACCOUNT1_PAPER_FEED', 'iex') # Default to 'sip' if not set
|
||||
|
||||
# Convert the string to DataFeed enum
|
||||
try:
|
||||
ACCOUNT1_PAPER_FEED = DataFeed(data_feed_type_str)
|
||||
except ValueError:
|
||||
# Handle the case where the environment variable does not match any enum member
|
||||
print(f"Invalid data feed type: {data_feed_type_str} in ACCOUNT1_PAPER_FEED defaulting to 'iex'")
|
||||
ACCOUNT1_PAPER_FEED = DataFeed.SIP
|
||||
|
||||
#PRIMARY LIVE
|
||||
ACCOUNT1_LIVE_API_KEY = 'AKB5HD32LPDZC9TPUWJT'
|
||||
ACCOUNT1_LIVE_SECRET_KEY = 'Xq1wPSNOtwmlMTAd4cEmdKvNDgfcUYfrOaCccaAs'
|
||||
ACCOUNT1_LIVE_API_KEY = os.environ.get('ACCOUNT1_LIVE_API_KEY')
|
||||
ACCOUNT1_LIVE_SECRET_KEY = os.environ.get('ACCOUNT1_LIVE_SECRET_KEY')
|
||||
ACCOUNT1_LIVE_MAX_BATCH_SIZE = 1
|
||||
ACCOUNT1_LIVE_PAPER = False
|
||||
ACCOUNT1_LIVE_FEED = DataFeed.SIP
|
||||
#ACCOUNT1_LIVE_FEED = DataFeed.SIP
|
||||
|
||||
# Load the data feed type from environment variable
|
||||
data_feed_type_str = os.environ.get('ACCOUNT1_LIVE_FEED', 'iex') # Default to 'sip' if not set
|
||||
|
||||
# Convert the string to DataFeed enum
|
||||
try:
|
||||
ACCOUNT1_LIVE_FEED = DataFeed(data_feed_type_str)
|
||||
except ValueError:
|
||||
# Handle the case where the environment variable does not match any enum member
|
||||
print(f"Invalid data feed type: {data_feed_type_str} in ACCOUNT1_LIVE_FEED defaulting to 'iex'")
|
||||
ACCOUNT1_LIVE_FEED = DataFeed.IEX
|
||||
|
||||
#SECONDARY PAPER - Martin
|
||||
ACCOUNT2_PAPER_API_KEY = 'PKPDTCQLNHCBC2D9GQFB'
|
||||
ACCOUNT2_PAPER_SECRET_KEY = 'c1Z2V0gBleQmwHYCreqqTs45Jy33RqPGrofuSayz'
|
||||
ACCOUNT2_PAPER_API_KEY = os.environ.get('ACCOUNT2_PAPER_API_KEY')
|
||||
ACCOUNT2_PAPER_SECRET_KEY = os.environ.get('ACCOUNT2_PAPER_SECRET_KEY')
|
||||
ACCOUNT2_PAPER_MAX_BATCH_SIZE = 1
|
||||
ACCOUNT2_PAPER_PAPER = True
|
||||
ACCOUNT2_PAPER_FEED = DataFeed.IEX
|
||||
#ACCOUNT2_PAPER_FEED = DataFeed.IEX
|
||||
|
||||
# #SECONDARY PAPER
|
||||
# ACCOUNT2_PAPER_API_KEY = 'PK0OQHZG03PUZ1SC560V'
|
||||
# ACCOUNT2_PAPER_SECRET_KEY = 'cTglhm7kwRcZfFT27fQWz31sXaxadzQApFDW6Lat'
|
||||
# ACCOUNT2_PAPER_MAX_BATCH_SIZE = 1
|
||||
# ACCOUNT2_PAPER_PAPER = True
|
||||
# ACCOUNT2_PAPER_FEED = DataFeed.IEX
|
||||
# Load the data feed type from environment variable
|
||||
data_feed_type_str = os.environ.get('ACCOUNT2_PAPER_FEED', 'iex') # Default to 'sip' if not set
|
||||
|
||||
# Convert the string to DataFeed enum
|
||||
try:
|
||||
ACCOUNT2_PAPER_FEED = DataFeed(data_feed_type_str)
|
||||
except ValueError:
|
||||
# Handle the case where the environment variable does not match any enum member
|
||||
print(f"Invalid data feed type: {data_feed_type_str} in ACCOUNT2_PAPER_FEED defaulting to 'iex'")
|
||||
ACCOUNT2_PAPER_FEED = DataFeed.IEX
|
||||
|
||||
|
||||
#SECONDARY LIVE - Martin
|
||||
# ACCOUNT2_LIVE_API_KEY = os.environ.get('ACCOUNT2_LIVE_API_KEY')
|
||||
# ACCOUNT2_LIVE_SECRET_KEY = os.environ.get('ACCOUNT2_LIVE_SECRET_KEY')
|
||||
# ACCOUNT2_LIVE_MAX_BATCH_SIZE = 1
|
||||
# ACCOUNT2_LIVE_PAPER = True
|
||||
# #ACCOUNT2_LIVE_FEED = DataFeed.IEX
|
||||
|
||||
# # Load the data feed type from environment variable
|
||||
# data_feed_type_str = os.environ.get('ACCOUNT2_LIVE_FEED', 'iex') # Default to 'sip' if not set
|
||||
|
||||
# # Convert the string to DataFeed enum
|
||||
# try:
|
||||
# ACCOUNT2_LIVE_FEED = DataFeed(data_feed_type_str)
|
||||
# except ValueError:
|
||||
# # Handle the case where the environment variable does not match any enum member
|
||||
# print(f"Invalid data feed type: {data_feed_type_str} in ACCOUNT2_LIVE_FEED defaulting to 'iex'")
|
||||
# ACCOUNT2_LIVE_FEED = DataFeed.IEX
|
||||
|
||||
#zatim jsou LIVE_DATA nastaveny jako z account1_paper
|
||||
LIVE_DATA_API_KEY = ACCOUNT1_PAPER_API_KEY
|
||||
LIVE_DATA_SECRET_KEY = ACCOUNT1_PAPER_SECRET_KEY
|
||||
#LIVE_DATA_FEED je nastaveny v config_handleru
|
||||
|
||||
class KW:
|
||||
activate: str = "activate"
|
||||
|
||||
112
v2realbot/controller/configs.py
Normal file
112
v2realbot/controller/configs.py
Normal file
@ -0,0 +1,112 @@
|
||||
|
||||
import v2realbot.common.db as db
|
||||
from v2realbot.common.model import ConfigItem
|
||||
import v2realbot.utils.config_handler as ch
|
||||
|
||||
# region CONFIG db services
|
||||
#TODO vytvorit modul pro dotahovani z pythonu (get_from_config(var_name, def_value) {)- stejne jako v js
|
||||
#TODO zvazit presunuti do TOML z JSONu
|
||||
def get_all_config_items():
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT id, item_name, json_data FROM config_table')
|
||||
config_items = [{"id": row[0], "item_name": row[1], "json_data": row[2]} for row in cursor.fetchall()]
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
return 0, config_items
|
||||
|
||||
# Function to get a config item by ID
|
||||
def get_config_item_by_id(item_id):
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT item_name, json_data FROM config_table WHERE id = ?', (item_id,))
|
||||
row = cursor.fetchone()
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
if row is None:
|
||||
return -2, "not found"
|
||||
else:
|
||||
return 0, {"item_name": row[0], "json_data": row[1]}
|
||||
|
||||
# Function to get a config item by ID
|
||||
def get_config_item_by_name(item_name):
|
||||
#print(item_name)
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
query = f"SELECT item_name, json_data FROM config_table WHERE item_name = '{item_name}'"
|
||||
#print(query)
|
||||
cursor.execute(query)
|
||||
row = cursor.fetchone()
|
||||
#print(row)
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
if row is None:
|
||||
return -2, "not found"
|
||||
else:
|
||||
return 0, {"item_name": row[0], "json_data": row[1]}
|
||||
|
||||
# Function to create a new config item
|
||||
def create_config_item(config_item: ConfigItem):
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('INSERT INTO config_table (item_name, json_data) VALUES (?, ?)', (config_item.item_name, config_item.json_data))
|
||||
item_id = cursor.lastrowid
|
||||
conn.commit()
|
||||
print(item_id)
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
|
||||
return 0, {"id": item_id, "item_name":config_item.item_name, "json_data":config_item.json_data}
|
||||
except Exception as e:
|
||||
return -2, str(e)
|
||||
|
||||
# Function to update a config item by ID
|
||||
def update_config_item(item_id, config_item: ConfigItem):
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('UPDATE config_table SET item_name = ?, json_data = ? WHERE id = ?', (config_item.item_name, config_item.json_data, item_id))
|
||||
conn.commit()
|
||||
|
||||
#refresh active item je zatím řešena takto natvrdo při updatu položky "active_profile" a při startu aplikace
|
||||
if config_item.item_name == "active_profile":
|
||||
ch.config_handler.activate_profile()
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
return 0, {"id": item_id, **config_item.dict()}
|
||||
except Exception as e:
|
||||
return -2, str(e)
|
||||
|
||||
# Function to delete a config item by ID
|
||||
def delete_config_item(item_id):
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('DELETE FROM config_table WHERE id = ?', (item_id,))
|
||||
conn.commit()
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
return 0, {"id": item_id}
|
||||
|
||||
# endregion
|
||||
|
||||
#Example of using config directive
|
||||
# config_directive = "overrides"
|
||||
# ret, res = get_config_item_by_name(config_directive)
|
||||
# if ret < 0:
|
||||
# print(f"CONFIG OVERRIDE {config_directive} Error {res}")
|
||||
# else:
|
||||
# config = orjson.loads(res["json_data"])
|
||||
|
||||
# print("OVERRIDN CFG:", config)
|
||||
# for key, value in config.items():
|
||||
# if hasattr(cfg, key):
|
||||
# print(f"Overriding {key} with {value}")
|
||||
# setattr(cfg, key, value)
|
||||
|
||||
463
v2realbot/controller/run_manager.py
Normal file
463
v2realbot/controller/run_manager.py
Normal file
@ -0,0 +1,463 @@
|
||||
from typing import Any, List, Tuple
|
||||
from uuid import UUID, uuid4
|
||||
from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
|
||||
from v2realbot.utils.utils import validate_and_format_time, AttributeDict, zoneNY, zonePRG, safe_get, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram, concatenate_weekdays, transform_data
|
||||
from v2realbot.utils.ilog import delete_logs
|
||||
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
|
||||
from datetime import datetime
|
||||
from v2realbot.loader.trade_offline_streamer import Trade_Offline_Streamer
|
||||
from threading import Thread, current_thread, Event, enumerate
|
||||
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
|
||||
import importlib
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from alpaca.trading.client import TradingClient
|
||||
#from alpaca.trading.models import Calendar
|
||||
from queue import Queue
|
||||
from tinydb import TinyDB, Query, where
|
||||
from tinydb.operations import set
|
||||
import orjson
|
||||
import numpy as np
|
||||
from rich import print
|
||||
import pandas as pd
|
||||
from traceback import format_exc
|
||||
from datetime import timedelta, time
|
||||
from threading import Lock
|
||||
import v2realbot.common.db as db
|
||||
import v2realbot.common.transform as tr
|
||||
from sqlite3 import OperationalError, Row
|
||||
import v2realbot.strategyblocks.indicators.custom as ci
|
||||
from v2realbot.strategyblocks.inits.init_indicators import initialize_dynamic_indicators
|
||||
from v2realbot.strategyblocks.indicators.indicators_hub import populate_dynamic_indicators
|
||||
from v2realbot.interfaces.backtest_interface import BacktestInterface
|
||||
import os
|
||||
import v2realbot.reporting.metricstoolsimage as mt
|
||||
import gzip
|
||||
import os
|
||||
import msgpack
|
||||
import v2realbot.controller.services as cs
|
||||
import v2realbot.scheduler.ap_scheduler as aps
|
||||
|
||||
# Functions for your 'run_manager' table
|
||||
|
||||
# CREATE TABLE "run_manager" (
|
||||
# "moddus" TEXT NOT NULL,
|
||||
# "id" varchar(32),
|
||||
# "strat_id" varchar(32) NOT NULL,
|
||||
# "symbol" TEXT,
|
||||
# "account" TEXT NOT NULL,
|
||||
# "mode" TEXT NOT NULL,
|
||||
# "note" TEXT,
|
||||
# "ilog_save" BOOLEAN,
|
||||
# "bt_from" TEXT,
|
||||
# "bt_to" TEXT,
|
||||
# "weekdays_filter" TEXT,
|
||||
# "batch_id" TEXT,
|
||||
# "start_time" TEXT NOT NULL,
|
||||
# "stop_time" TEXT NOT NULL,
|
||||
# "status" TEXT NOT NULL,
|
||||
# "last_processed" TEXT,
|
||||
# "history" TEXT,
|
||||
# "valid_from" TEXT,
|
||||
# "valid_to" TEXT,
|
||||
# "testlist_id" TEXT,
|
||||
# "runner_id" varchar2(32),
|
||||
# PRIMARY KEY("id")
|
||||
# )
|
||||
|
||||
# CREATE INDEX idx_moddus ON run_manager (moddus);
|
||||
# CREATE INDEX idx_status ON run_manager (status);
|
||||
# CREATE INDEX idx_status_moddus ON run_manager (status, moddus);
|
||||
# CREATE INDEX idx_valid_from_to ON run_manager (valid_from, valid_to);
|
||||
# CREATE INDEX idx_stopped_batch_id ON runner_header (stopped, batch_id);
|
||||
# CREATE INDEX idx_search_value ON runner_header (strat_id, batch_id);
|
||||
|
||||
|
||||
##weekdays are stored as comma separated values
|
||||
# Fetching (assume 'weekdays' field is a comma-separated string)
|
||||
# weekday_str = record['weekdays']
|
||||
# weekdays = [int(x) for x in weekday_str.split(',')]
|
||||
|
||||
# # ... logic to check whether today's weekday is in 'weekdays'
|
||||
|
||||
# # Storing
|
||||
# weekdays = [1, 2, 5] # Example
|
||||
# weekday_str = ",".join(str(x) for x in weekdays)
|
||||
# update_data = {'weekdays': weekday_str}
|
||||
# # ... use in an SQL UPDATE statement
|
||||
|
||||
# for row in records:
|
||||
# row['weekdays_filter'] = [int(x) for x in row['weekdays_filter'].split(',')] if row['weekdays_filter'] else []
|
||||
|
||||
|
||||
#get stratin info return
|
||||
# strat : StrategyInstance = None
|
||||
# result, strat = cs.get_stratin("625760ac-6376-47fa-8989-1e6a3f6ab66a")
|
||||
# if result == 0:
|
||||
# print(strat)
|
||||
# else:
|
||||
# print("Error:", strat)
|
||||
|
||||
|
||||
# Fetch all
|
||||
#result, records = fetch_all_run_manager_records()
|
||||
|
||||
#TODO zvazit rozsireni vystupu o strat_status (running/stopped)
|
||||
|
||||
|
||||
def fetch_all_run_manager_records() -> list[RunManagerRecord]:
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
conn.row_factory = Row
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT * FROM run_manager')
|
||||
rows = cursor.fetchall()
|
||||
results = []
|
||||
#Transform row to object
|
||||
for row in rows:
|
||||
#add transformed object into result list
|
||||
results.append(tr.row_to_runmanager(row))
|
||||
|
||||
return 0, results
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
db.pool.release_connection(conn)
|
||||
|
||||
# Fetch by strategy_id
|
||||
# result, record = fetch_run_manager_record_by_id('625760ac-6376-47fa-8989-1e6a3f6ab66a')
|
||||
def fetch_run_manager_record_by_id(strategy_id) -> RunManagerRecord:
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
conn.row_factory = Row
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT * FROM run_manager WHERE id = ?', (str(strategy_id),))
|
||||
row = cursor.fetchone()
|
||||
if row is None:
|
||||
return -2, "not found"
|
||||
else:
|
||||
return 0, tr.row_to_runmanager(row)
|
||||
|
||||
except Exception as e:
|
||||
print("ERROR while fetching all records:", str(e) + format_exc())
|
||||
return -2, str(e) + format_exc()
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
db.pool.release_connection(conn)
|
||||
|
||||
def add_run_manager_record(new_record: RunManagerRecord):
|
||||
#validation/standardization of time
|
||||
new_record.start_time = validate_and_format_time(new_record.start_time)
|
||||
if new_record.start_time is None:
|
||||
return -2, f"Invalid start_time format {new_record.start_time}"
|
||||
|
||||
if new_record.stop_time is not None:
|
||||
new_record.stop_time = validate_and_format_time(new_record.stop_time)
|
||||
if new_record.stop_time is None:
|
||||
return -2, f"Invalid stop_time format {new_record.stop_time}"
|
||||
|
||||
if new_record.batch_id is None:
|
||||
new_record.batch_id = str(uuid4())[:8]
|
||||
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
|
||||
strat : StrategyInstance = None
|
||||
result, strat = cs.get_stratin(id=str(new_record.strat_id))
|
||||
if result == 0:
|
||||
new_record.symbol = strat.symbol
|
||||
else:
|
||||
return -1, f"Strategy {new_record.strat_id} not found"
|
||||
|
||||
cursor = conn.cursor()
|
||||
|
||||
# Construct a suitable INSERT query based on your RunManagerRecord fields
|
||||
insert_query = """
|
||||
INSERT INTO run_manager (moddus, id, strat_id, symbol,account, mode, note,ilog_save,
|
||||
bt_from, bt_to, weekdays_filter, batch_id,
|
||||
start_time, stop_time, status, last_processed,
|
||||
history, valid_from, valid_to, testlist_id)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
"""
|
||||
values = [
|
||||
new_record.moddus, str(new_record.id), str(new_record.strat_id), new_record.symbol, new_record.account, new_record.mode, new_record.note,
|
||||
int(new_record.ilog_save),
|
||||
new_record.bt_from.isoformat() if new_record.bt_from is not None else None,
|
||||
new_record.bt_to.isoformat() if new_record.bt_to is not None else None,
|
||||
",".join(str(x) for x in new_record.weekdays_filter) if new_record.weekdays_filter else None,
|
||||
new_record.batch_id, new_record.start_time,
|
||||
new_record.stop_time, new_record.status,
|
||||
new_record.last_processed.isoformat() if new_record.last_processed is not None else None,
|
||||
new_record.history,
|
||||
new_record.valid_from.isoformat() if new_record.valid_from is not None else None,
|
||||
new_record.valid_to.isoformat() if new_record.valid_to is not None else None,
|
||||
new_record.testlist_id
|
||||
]
|
||||
db.execute_with_retry(cursor, insert_query, values)
|
||||
conn.commit()
|
||||
|
||||
#Add APS scheduler job refresh
|
||||
res, result = aps.initialize_jobs()
|
||||
if res < 0:
|
||||
return -2, f"Error initializing jobs: {res} {result}"
|
||||
|
||||
return 0, new_record.id # Assuming success, you might return something more descriptive
|
||||
except Exception as e:
|
||||
print("ERROR while adding record:", str(e) + format_exc())
|
||||
return -2, str(e) + format_exc()
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
|
||||
# Update (example)
|
||||
# update_data = {'last_started': '2024-02-13 10:35:00'}
|
||||
# result, message = update_run_manager_record('625760ac-6376-47fa-8989-1e6a3f6ab66a', update_data)
|
||||
def update_run_manager_record(record_id, updated_record: RunManagerRecord):
|
||||
#validation/standardization of time
|
||||
updated_record.start_time = validate_and_format_time(updated_record.start_time)
|
||||
if updated_record.start_time is None:
|
||||
return -2, f"Invalid start_time format {updated_record.start_time}"
|
||||
|
||||
if updated_record.stop_time is not None:
|
||||
updated_record.stop_time = validate_and_format_time(updated_record.stop_time)
|
||||
if updated_record.stop_time is None:
|
||||
return -2, f"Invalid stop_time format {updated_record.stop_time}"
|
||||
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
|
||||
#strategy lookup check, if strategy still exists
|
||||
strat : StrategyInstance = None
|
||||
result, strat = cs.get_stratin(id=str(updated_record.strat_id))
|
||||
if result == 0:
|
||||
updated_record.symbol = strat.symbol
|
||||
else:
|
||||
return -1, f"Strategy {updated_record.strat_id} not found"
|
||||
|
||||
#remove values with None, so they are not updated
|
||||
#updated_record_dict = updated_record.dict(exclude_none=True)
|
||||
|
||||
# Construct update query and handle weekdays conversion
|
||||
update_query = 'UPDATE run_manager SET '
|
||||
update_params = []
|
||||
for key, value in updated_record.dict().items(): # Iterate over model attributes
|
||||
if key in ['id', 'strat_running']: # Skip updating the primary key
|
||||
continue
|
||||
update_query += f"{key} = ?, "
|
||||
if key == "ilog_save":
|
||||
value = int(value)
|
||||
elif key in ["strat_id", "runner_id"]:
|
||||
value = str(value) if value else None
|
||||
elif key == "weekdays_filter":
|
||||
value = ",".join(str(x) for x in value) if value else None
|
||||
elif key in ['valid_from', 'valid_to', 'bt_from', 'bt_to', 'last_processed']:
|
||||
value = value.isoformat() if value else None
|
||||
update_params.append(value)
|
||||
# if 'weekdays_filter' in updated_record.dict():
|
||||
# updated_record.weekdays_filter = ",".join(str(x) for x in updated_record.weekdays_filter)
|
||||
update_query = update_query[:-2] # Remove trailing comma and space
|
||||
update_query += ' WHERE id = ?'
|
||||
update_params.append(str(record_id))
|
||||
|
||||
db.execute_with_retry(cursor, update_query, update_params)
|
||||
#cursor.execute(update_query, update_params)
|
||||
conn.commit()
|
||||
|
||||
#Add APS scheduler job refresh
|
||||
res, result = aps.initialize_jobs()
|
||||
if res < 0:
|
||||
return -2, f"Error initializing jobs: {res} {result}"
|
||||
|
||||
except Exception as e:
|
||||
print("ERROR while updating record:", str(e) + format_exc())
|
||||
return -2, str(e) + format_exc()
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
return 0, record_id
|
||||
|
||||
# result, message = delete_run_manager_record('625760ac-6376-47fa-8989-1e6a3f6ab66a')
|
||||
def delete_run_manager_record(record_id):
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
db.execute_with_retry(cursor, 'DELETE FROM run_manager WHERE id = ?', (str(record_id),))
|
||||
#cursor.execute('DELETE FROM run_manager WHERE id = ?', (str(strategy_id),))
|
||||
conn.commit()
|
||||
except Exception as e:
|
||||
print("ERROR while deleting record:", str(e) + format_exc())
|
||||
return -2, str(e) + format_exc()
|
||||
finally:
|
||||
db.pool.release_connection(conn)
|
||||
return 0, record_id
|
||||
|
||||
def fetch_scheduled_candidates_for_start_and_stop(market_datetime_now, market) -> tuple[int, dict]:
|
||||
"""
|
||||
Fetches all active records from the 'run_manager' table where the mode is 'schedule'. It checks if the current
|
||||
time in the America/New_York timezone is within the operational intervals specified by 'start_time' and 'stop_time'
|
||||
for each record. This function is designed to correctly handle scenarios where the operational interval crosses
|
||||
midnight, as well as intervals contained within a single day.
|
||||
|
||||
The function localizes 'valid_from', 'valid_to', 'start_time', and 'stop_time' using the 'zoneNY' timezone object
|
||||
for accurate comparison with the current time.
|
||||
|
||||
Parameters:
|
||||
market_datetime_now (datetime): The current date and time in the America/New_York timezone.
|
||||
market (str): The market identifier.
|
||||
|
||||
Returns:
|
||||
Tuple[int, dict]: A tuple where the first element is a status code (0 for success, -2 for error), and the
|
||||
second element is a dictionary. This dictionary has keys 'start' and 'stop', each containing a list of
|
||||
RunManagerRecord objects meeting the respective criteria. If an error occurs, the second element is a
|
||||
descriptive error message.
|
||||
|
||||
Note:
|
||||
- This function assumes that the 'zoneNY' pytz timezone object is properly defined and configured to represent
|
||||
the America/New York timezone.
|
||||
- It also assumes that the 'run_manager' table exists in the database with the required columns.
|
||||
- 'start_time' and 'stop_time' are expected to be strings representing times in 24-hour format.
|
||||
- If 'valid_from', 'valid_to', 'start_time', or 'stop_time' are NULL in the database, they are considered as
|
||||
having unlimited boundaries.
|
||||
|
||||
Pozor: je jeste jeden okrajovy pripad, kdy by to nemuselo zafungovat: kdyby casy byly nastaveny pro
|
||||
beh strategie pres pulnoc, ale zapla by se pozdeji az po pulnoci
|
||||
(https://chat.openai.com/c/3c77674a-8a2c-45aa-afbd-ab140f473e07)
|
||||
|
||||
"""
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
conn.row_factory = Row
|
||||
cursor = conn.cursor()
|
||||
|
||||
# Get current datetime in America/New York timezone
|
||||
market_datetime_now_str = market_datetime_now.strftime('%Y-%m-%d %H:%M:%S')
|
||||
current_time_str = market_datetime_now.strftime('%H:%M')
|
||||
print("current_market_datetime_str:", market_datetime_now_str)
|
||||
print("current_time_str:", current_time_str)
|
||||
|
||||
# Select also supports scenarios where strategy runs overnight
|
||||
# SQL query to fetch records with active status and date constraints for both start and stop times
|
||||
query = """
|
||||
SELECT *,
|
||||
CASE
|
||||
WHEN start_time <= stop_time AND (? >= start_time AND ? < stop_time) OR
|
||||
start_time > stop_time AND (? >= start_time OR ? < stop_time) THEN 1
|
||||
ELSE 0
|
||||
END as is_start_time,
|
||||
CASE
|
||||
WHEN start_time <= stop_time AND (? >= stop_time OR ? < start_time) OR
|
||||
start_time > stop_time AND (? >= stop_time AND ? < start_time) THEN 1
|
||||
ELSE 0
|
||||
END as is_stop_time
|
||||
FROM run_manager
|
||||
WHERE status = 'active' AND moddus = 'schedule' AND
|
||||
((valid_from IS NULL OR strftime('%Y-%m-%d %H:%M:%S', valid_from) <= ?) AND
|
||||
(valid_to IS NULL OR strftime('%Y-%m-%d %H:%M:%S', valid_to) >= ?))
|
||||
"""
|
||||
cursor.execute(query, (current_time_str, current_time_str, current_time_str, current_time_str,
|
||||
current_time_str, current_time_str, current_time_str, current_time_str,
|
||||
market_datetime_now_str, market_datetime_now_str))
|
||||
rows = cursor.fetchall()
|
||||
|
||||
start_candidates = []
|
||||
stop_candidates = []
|
||||
for row in rows:
|
||||
run_manager_record = tr.row_to_runmanager(row)
|
||||
if row['is_start_time']:
|
||||
start_candidates.append(run_manager_record)
|
||||
if row['is_stop_time']:
|
||||
stop_candidates.append(run_manager_record)
|
||||
|
||||
results = {'start': start_candidates, 'stop': stop_candidates}
|
||||
|
||||
return 0, results
|
||||
except Exception as e:
|
||||
msg_err = f"ERROR while fetching records for start and stop times with datetime {market_datetime_now_str}: {str(e)} {format_exc()}"
|
||||
print(msg_err)
|
||||
return -2, msg_err
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
db.pool.release_connection(conn)
|
||||
|
||||
|
||||
def fetch_startstop_scheduled_candidates(market_datetime_now, time_check, market = "US") -> tuple[int, list[RunManagerRecord]]:
|
||||
"""
|
||||
Fetches all active records from the 'run_manager' table where moddus is schedule, the current date and time
|
||||
in the America/New_York timezone falls between the 'valid_from' and 'valid_to' datetime
|
||||
fields, and either 'start_time' or 'stop_time' matches the specified condition with the current time.
|
||||
If 'valid_from', 'valid_to', or the time column ('start_time'/'stop_time') are NULL, they are considered
|
||||
as having unlimited boundaries.
|
||||
|
||||
The function localizes the 'valid_from', 'valid_to', and the time column times using the 'zoneNY'
|
||||
timezone object for accurate comparison with the current time.
|
||||
|
||||
Parameters:
|
||||
market_datetime_now (datetime): Current datetime in the market timezone.
|
||||
market (str): The market for which to fetch candidates.
|
||||
time_check (str): Either 'start' or 'stop', indicating which time condition to check.
|
||||
|
||||
Returns:
|
||||
Tuple[int, list[RunManagerRecord]]: A tuple where the first element is a status code
|
||||
(0 for success, -2 for error), and the second element is a list of RunManagerRecord
|
||||
objects meeting the criteria. If an error occurs, the second element is a descriptive
|
||||
error message.
|
||||
|
||||
Note:
|
||||
This function assumes that the 'zoneNY' pytz timezone object is properly defined and
|
||||
configured to represent the America/New York timezone. It also assumes that the
|
||||
'run_manager' table exists in the database with the columns as described in the
|
||||
provided schema.
|
||||
"""
|
||||
if time_check not in ['start', 'stop']:
|
||||
return -2, "Invalid time_check parameter. Must be 'start' or 'stop'."
|
||||
|
||||
conn = db.pool.get_connection()
|
||||
try:
|
||||
conn.row_factory = Row
|
||||
cursor = conn.cursor()
|
||||
|
||||
# Get current datetime in America/New York timezone
|
||||
market_datetime_now_str = market_datetime_now.strftime('%Y-%m-%d %H:%M:%S')
|
||||
current_time_str = market_datetime_now.strftime('%H:%M')
|
||||
print("current_market_datetime_str:", market_datetime_now_str)
|
||||
print("current_time_str:", current_time_str)
|
||||
|
||||
# SQL query to fetch records with active status, date constraints, and time condition
|
||||
time_column = 'start_time' if time_check == 'start' else 'stop_time'
|
||||
query = f"""
|
||||
SELECT * FROM run_manager
|
||||
WHERE status = 'active' AND moddus = 'schedule' AND
|
||||
((valid_from IS NULL OR strftime('%Y-%m-%d %H:%M:%S', valid_from) <= ?) AND
|
||||
(valid_to IS NULL OR strftime('%Y-%m-%d %H:%M:%S', valid_to) >= ?)) AND
|
||||
({time_column} IS NULL OR {time_column} <= ?)
|
||||
"""
|
||||
cursor.execute(query, (market_datetime_now_str, market_datetime_now_str, current_time_str))
|
||||
rows = cursor.fetchall()
|
||||
results = [tr.row_to_runmanager(row) for row in rows]
|
||||
|
||||
return 0, results
|
||||
except Exception as e:
|
||||
msg_err = f"ERROR while fetching records based on {time_check} time with datetime {market_datetime_now_str}: {str(e)} {format_exc()}"
|
||||
print(msg_err)
|
||||
return -2, msg_err
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
db.pool.release_connection(conn)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
res, sada = fetch_startstop_scheduled_candidates(datetime.now().astimezone(zoneNY), "start")
|
||||
if res == 0:
|
||||
print(sada)
|
||||
else:
|
||||
print("Error:", sada)
|
||||
|
||||
# from apscheduler.schedulers.background import BackgroundScheduler
|
||||
# import time
|
||||
|
||||
# def print_hello():
|
||||
# print("Hello")
|
||||
|
||||
# def schedule_job():
|
||||
# scheduler = BackgroundScheduler()
|
||||
# scheduler.add_job(print_hello, 'interval', seconds=10)
|
||||
# scheduler.start()
|
||||
|
||||
# schedule_job()
|
||||
@ -14,7 +14,7 @@ from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeSt
|
||||
from datetime import datetime
|
||||
from v2realbot.loader.trade_offline_streamer import Trade_Offline_Streamer
|
||||
from threading import Thread, current_thread, Event, enumerate
|
||||
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE
|
||||
from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, ACCOUNT1_LIVE_FEED, DATA_DIR, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
|
||||
import importlib
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from alpaca.trading.client import TradingClient
|
||||
@ -24,23 +24,25 @@ from tinydb import TinyDB, Query, where
|
||||
from tinydb.operations import set
|
||||
import orjson
|
||||
import numpy as np
|
||||
from numpy import ndarray
|
||||
from rich import print
|
||||
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, row_to_runarchive, row_to_runarchiveview
|
||||
from v2realbot.common.db import pool, execute_with_retry
|
||||
import v2realbot.common.transform as tr
|
||||
from sqlite3 import OperationalError, Row
|
||||
import v2realbot.strategyblocks.indicators.custom as ci
|
||||
from v2realbot.strategyblocks.inits.init_indicators import initialize_dynamic_indicators
|
||||
from v2realbot.strategyblocks.indicators.indicators_hub import populate_dynamic_indicators
|
||||
from v2realbot.strategyblocks.inits.init_attached_data import attach_previous_data
|
||||
from v2realbot.interfaces.backtest_interface import BacktestInterface
|
||||
import os
|
||||
from v2realbot.reporting.metricstoolsimage import generate_trading_report_image
|
||||
import msgpack
|
||||
import v2realbot.reporting.metricstoolsimage as mt
|
||||
import gzip
|
||||
import os
|
||||
import msgpack
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
#import gc
|
||||
#from pyinstrument import Profiler
|
||||
#adding lock to ensure thread safety of TinyDB (in future will be migrated to proper db)
|
||||
@ -81,7 +83,7 @@ def get_all_stratins():
|
||||
else:
|
||||
return (0, [])
|
||||
|
||||
def get_stratin(id: UUID):
|
||||
def get_stratin(id: UUID) -> List[StrategyInstance]:
|
||||
for i in db.stratins:
|
||||
if str(i.id) == str(id):
|
||||
return (0, i)
|
||||
@ -106,7 +108,7 @@ def create_stratin(si: StrategyInstance):
|
||||
if res < 0:
|
||||
return (-1, "None")
|
||||
si.id = uuid4()
|
||||
print(si)
|
||||
#print(si)
|
||||
db.stratins.append(si)
|
||||
db.save()
|
||||
#print(db.stratins)
|
||||
@ -243,13 +245,14 @@ def pause_runner(id: UUID):
|
||||
return (0, "paused runner " + str(i.id))
|
||||
print("no ID found")
|
||||
return (-1, "not running instance found")
|
||||
|
||||
def stop_runner(id: UUID = None):
|
||||
#allows to delete runner based on runner_id, strat_id or all (both none)
|
||||
#podpruje i hodnotu strat_id v id
|
||||
def stop_runner(id: UUID = None, strat_id: UUID = None):
|
||||
chng = []
|
||||
try:
|
||||
for i in db.runners:
|
||||
#print(i['id'])
|
||||
if id is None or str(i.id) == id:
|
||||
if (id is None and strat_id is None) or str(i.id) == str(id) or str(i.strat_id) == str(strat_id) or str(i.strat_id) == str(id):
|
||||
chng.append(i.id)
|
||||
print("Sending STOP signal to Runner", i.id)
|
||||
#just sending the signal, update is done in stop after plugin
|
||||
@ -349,13 +352,28 @@ def capsule(target: object, db: object, inter_batch_params: dict = None):
|
||||
db.runners.remove(i)
|
||||
#vytvoreni report image pro RUNNER
|
||||
try:
|
||||
res, val = generate_trading_report_image(runner_ids=[str(i.id)])
|
||||
res, val = mt.generate_trading_report_image(runner_ids=[str(i.id)])
|
||||
if res == 0:
|
||||
print("DAILY REPORT IMAGE CREATED")
|
||||
else:
|
||||
print(f"Daily report ERROR - {val}")
|
||||
except Exception as e:
|
||||
print("Nepodarilo se vytvorit report image", str(e)+format_exc())
|
||||
err_msg = "Nepodarilo se vytvorit daily report image" + str(e)+format_exc()
|
||||
send_to_telegram(err_msg)
|
||||
print(err_msg)
|
||||
#PRO LIVE a PAPER pri vyplnenem batchi vytvarime batchovy soubor zde (pro BT ridi batch_manager)
|
||||
if i.run_mode in [Mode.LIVE, Mode.PAPER] and i.batch_id is not None:
|
||||
try:
|
||||
res, val = mt.generate_trading_report_image(batch_id=i.batch_id)
|
||||
if res == 0:
|
||||
print("BATCH REPORT CREATED")
|
||||
else:
|
||||
print(f"BATCH REPORT ERROR - {val}")
|
||||
except Exception as e:
|
||||
err_msg = f"Nepodarilo se vytvorit batchj report image pro {i.strat_id} a batch{i.batch_id}" + str(e)+format_exc()
|
||||
send_to_telegram(err_msg)
|
||||
print(err_msg)
|
||||
|
||||
target.release()
|
||||
print("Runner STOPPED")
|
||||
|
||||
@ -395,7 +413,7 @@ def run_batch_stratin(id: UUID, runReq: RunRequest):
|
||||
def get_market_days_in_interval(datefrom, dateto, note = None, id = None):
|
||||
#getting dates from calendat
|
||||
clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False, paper=True)
|
||||
calendar_request = GetCalendarRequest(start=datefrom,end=dateto)
|
||||
calendar_request = GetCalendarRequest(start=datefrom.date(),end=dateto.date())
|
||||
cal_dates = clientTrading.get_calendar(calendar_request)
|
||||
#list(Calendar)
|
||||
# Calendar
|
||||
@ -476,6 +494,9 @@ def run_batch_stratin(id: UUID, runReq: RunRequest):
|
||||
# bud ceka na dokonceni v runners nebo to bude ridit jinak a bude mit jednoho runnera?
|
||||
# nejak vymyslet.
|
||||
# logovani zatim jen do print
|
||||
|
||||
##OFFLINE BATCH RUN MANAGER (generuje batch_id, ridi datove provazani runnerů(inter_batch_data) a generuje batch report
|
||||
## a samozrejme spousti jednotlivé dny
|
||||
def batch_run_manager(id: UUID, runReq: RunRequest, rundays: list[RunDay]):
|
||||
#zde muzu iterovat nad intervaly
|
||||
#cekat az dobehne jeden interval a pak spustit druhy
|
||||
@ -567,14 +588,16 @@ def batch_run_manager(id: UUID, runReq: RunRequest, rundays: list[RunDay]):
|
||||
runReq = None
|
||||
#vytvoreni report image pro batch
|
||||
try:
|
||||
res, val = generate_trading_report_image(batch_id=batch_id)
|
||||
res, val = mt.generate_trading_report_image(batch_id=batch_id)
|
||||
if res == 0:
|
||||
print("BATCH REPORT CREATED")
|
||||
else:
|
||||
print(f"BATCH REPORT ERROR - {val}")
|
||||
|
||||
except Exception as e:
|
||||
print("Nepodarilo se vytvorit report image", str(e)+format_exc())
|
||||
err_msg = "Nepodarilo se vytvorit batch report image" + str(e)+format_exc()
|
||||
send_to_telegram(err_msg)
|
||||
print(err_msg)
|
||||
|
||||
#gc.collect()
|
||||
|
||||
@ -697,7 +720,7 @@ def get_trade_history(symbol: str, timestamp_from: float, timestamp_to:float):
|
||||
#datetime_object_from = datetime(2023, 4, 14, 15, 51, 38, tzinfo=zoneNY)
|
||||
#datetime_object_to = datetime(2023, 4, 14, 15, 51, 39, tzinfo=zoneNY)
|
||||
client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=False)
|
||||
trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
|
||||
trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = ACCOUNT1_LIVE_FEED, start=datetime_object_from, end=datetime_object_to)
|
||||
all_trades = client.get_stock_trades(trades_request)
|
||||
#print(all_trades[symbol])
|
||||
return 0, all_trades[symbol]
|
||||
@ -866,13 +889,9 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
|
||||
rectype=strat.state.rectype,
|
||||
cache_used=strat.dataloader.cache_used if isinstance(strat.dataloader, Trade_Offline_Streamer) else None,
|
||||
configs=dict(
|
||||
GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN=GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN,
|
||||
BT_FILL_CONS_TRADES_REQUIRED=BT_FILL_CONS_TRADES_REQUIRED,
|
||||
BT_FILL_LOG_SURROUNDING_TRADES=BT_FILL_LOG_SURROUNDING_TRADES,
|
||||
BT_FILL_CONDITION_BUY_LIMIT=BT_FILL_CONDITION_BUY_LIMIT,
|
||||
BT_FILL_CONDITION_SELL_LIMIT=BT_FILL_CONDITION_SELL_LIMIT))
|
||||
CONFIG_HANDLER=dict(profile=cfh.config_handler.active_profile, values=cfh.config_handler.active_config)))
|
||||
|
||||
|
||||
|
||||
#add profit of this batch iteration to batch_sum_profit
|
||||
if inter_batch_params is not None:
|
||||
inter_batch_params["batch_profit"] += round(float(strat.state.profit),2)
|
||||
@ -907,7 +926,8 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
|
||||
end_positions=strat.state.positions,
|
||||
end_positions_avgp=round(float(strat.state.avgp),3),
|
||||
metrics=results_metrics,
|
||||
stratvars_toml=runner.run_stratvars_toml
|
||||
stratvars_toml=runner.run_stratvars_toml,
|
||||
transferables=strat.state.vars["transferables"]
|
||||
)
|
||||
|
||||
#flatten indicators from numpy array
|
||||
@ -915,7 +935,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
|
||||
#pole indicatoru, kazdy ma svoji casovou osu time
|
||||
flattened_indicators_list = []
|
||||
for key, value in strat.state.indicators.items():
|
||||
if isinstance(value, ndarray):
|
||||
if isinstance(value, np.ndarray):
|
||||
#print("is numpy", key,value)
|
||||
flattened_indicators[key]= value.tolist()
|
||||
#print("changed numpy:",value.tolist())
|
||||
@ -925,7 +945,7 @@ def archive_runner(runner: Runner, strat: StrategyInstance, inter_batch_params:
|
||||
flattened_indicators_list.append(flattened_indicators)
|
||||
flattened_indicators = {}
|
||||
for key, value in strat.state.cbar_indicators.items():
|
||||
if isinstance(value, ndarray):
|
||||
if isinstance(value, np.ndarray):
|
||||
#print("is numpy", key,value)
|
||||
flattened_indicators[key]= value.tolist()
|
||||
#print("changed numpy:",value.tolist())
|
||||
@ -988,7 +1008,7 @@ def get_all_archived_runners() -> list[RunArchiveView]:
|
||||
rows = c.fetchall()
|
||||
results = []
|
||||
for row in rows:
|
||||
results.append(row_to_runarchiveview(row))
|
||||
results.append(tr.row_to_runarchiveview(row))
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
pool.release_connection(conn)
|
||||
@ -1018,7 +1038,7 @@ def get_all_archived_runners() -> list[RunArchiveView]:
|
||||
# c.execute(paginated_query)
|
||||
# rows = c.fetchall()
|
||||
|
||||
# results = [row_to_runarchiveview(row) for row in rows]
|
||||
# results = [tr.row_to_runarchiveview(row) for row in rows]
|
||||
|
||||
# finally:
|
||||
# conn.row_factory = None
|
||||
@ -1032,7 +1052,7 @@ def get_all_archived_runners() -> list[RunArchiveView]:
|
||||
|
||||
#new version to support search and ordering
|
||||
#TODO index nad strat_id a batch_id mam?
|
||||
def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArchiveViewPagination]:
|
||||
def get_all_archived_runners_p_original(request: DataTablesRequest) -> Tuple[int, RunArchiveViewPagination]:
|
||||
conn = pool.get_connection()
|
||||
search_value = request.search.value # Extract the search value from the request
|
||||
try:
|
||||
@ -1068,7 +1088,80 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
|
||||
c.execute(filtered_count_query, {'search_value': f'%{search_value}%'})
|
||||
filtered_count = c.fetchone()[0]
|
||||
|
||||
results = [row_to_runarchiveview(row) for row in rows]
|
||||
results = [tr.row_to_runarchiveview(row) for row in rows]
|
||||
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
pool.release_connection(conn)
|
||||
|
||||
try:
|
||||
obj = RunArchiveViewPagination(draw=request.draw, recordsTotal=total_count, recordsFiltered=filtered_count, data=results)
|
||||
return 0, obj
|
||||
except Exception as e:
|
||||
return -2, str(e) + format_exc()
|
||||
|
||||
|
||||
#new version with batch_id asc sortin https://chat.openai.com/c/64511445-5181-411b-b9d0-51d16930bf71
|
||||
#Tato verze správně groupuje záznamy se stejnym batch_id (podle maximalniho batche) a non batch zaznamy prolne mezi ne podle jeho stopped date - vlozi zaznam po nebo pred jednotlivou skupinu (dle jejiho max.date)
|
||||
#diky tomu se mi radi batche a nonbatche spravne a pokud do batche pridame zaznam zobrazi se nam batch nahore
|
||||
def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArchiveViewPagination]:
|
||||
conn = pool.get_connection()
|
||||
search_value = request.search.value # Extract the search value from the request
|
||||
try:
|
||||
conn.row_factory = Row
|
||||
c = conn.cursor()
|
||||
|
||||
# Total count query
|
||||
total_count_query = """
|
||||
SELECT COUNT(*) FROM runner_header
|
||||
WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value)
|
||||
"""
|
||||
c.execute(total_count_query, {'search_value': f'%{search_value}%'})
|
||||
total_count = c.fetchone()[0]
|
||||
|
||||
# Paginated query with advanced sorting logic
|
||||
paginated_query = f"""
|
||||
WITH GroupedData AS (
|
||||
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,
|
||||
MAX(stopped) OVER (PARTITION BY batch_id) AS max_stopped,
|
||||
SUM(profit) OVER (PARTITION BY batch_id) AS batch_profit,
|
||||
COUNT(*) OVER (PARTITION BY batch_id) AS batch_count
|
||||
FROM runner_header
|
||||
WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value)
|
||||
),
|
||||
InterleavedGroups AS (
|
||||
SELECT *,
|
||||
CASE
|
||||
WHEN batch_id IS NOT NULL THEN max_stopped
|
||||
ELSE stopped
|
||||
END AS sort_key
|
||||
FROM GroupedData
|
||||
)
|
||||
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,
|
||||
batch_profit, batch_count
|
||||
FROM InterleavedGroups
|
||||
ORDER BY
|
||||
sort_key DESC,
|
||||
CASE WHEN batch_id IS NOT NULL THEN 0 ELSE 1 END,
|
||||
stopped DESC
|
||||
LIMIT {request.length} OFFSET {request.start}
|
||||
"""
|
||||
c.execute(paginated_query, {'search_value': f'%{search_value}%'})
|
||||
rows = c.fetchall()
|
||||
|
||||
# Filtered count query
|
||||
filtered_count_query = """
|
||||
SELECT COUNT(*) FROM runner_header
|
||||
WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value)
|
||||
"""
|
||||
c.execute(filtered_count_query, {'search_value': f'%{search_value}%'})
|
||||
filtered_count = c.fetchone()[0]
|
||||
|
||||
results = [tr.row_to_runarchiveview(row) for row in rows]
|
||||
|
||||
finally:
|
||||
conn.row_factory = None
|
||||
@ -1103,7 +1196,7 @@ def get_archived_runner_header_byID(id: UUID) -> RunArchive:
|
||||
row = c.fetchone()
|
||||
|
||||
if row:
|
||||
return 0, row_to_runarchive(row)
|
||||
return 0, tr.row_to_runarchive(row)
|
||||
else:
|
||||
return -2, "not found"
|
||||
|
||||
@ -1129,17 +1222,43 @@ def get_archived_runner_header_byID(id: UUID) -> RunArchive:
|
||||
# else:
|
||||
# return 0, res
|
||||
|
||||
#vrátí seznam runneru s danym batch_id
|
||||
def get_archived_runnerslist_byBatchID(batch_id: str):
|
||||
# #vrátí seznam runneru s danym batch_id
|
||||
# def get_archived_runnerslist_byBatchID(batch_id: str):
|
||||
# conn = pool.get_connection()
|
||||
# try:
|
||||
# cursor = conn.cursor()
|
||||
# cursor.execute(f"SELECT runner_id FROM runner_header WHERE batch_id='{str(batch_id)}'")
|
||||
# runner_list = [row[0] for row in cursor.fetchall()]
|
||||
# finally:
|
||||
# pool.release_connection(conn)
|
||||
# return 0, runner_list
|
||||
|
||||
#update that allows to sort
|
||||
def get_archived_runnerslist_byBatchID(batch_id: str, sort_order: str = "asc"):
|
||||
"""
|
||||
Fetches all runner records by batch_id, sorted by the 'started' column.
|
||||
|
||||
:param batch_id: The batch ID to filter runners by.
|
||||
:param sort_order: The sort order of the 'started' column. Defaults to 'asc'.
|
||||
Accepts 'asc' for ascending or 'desc' for descending order.
|
||||
:return: A tuple with the first element being a status code and the second being the list of runner_ids.
|
||||
"""
|
||||
# Validate sort_order
|
||||
if sort_order.lower() not in ['asc', 'desc']:
|
||||
return -1, [] # Returning an error code and an empty list in case of invalid sort_order
|
||||
|
||||
conn = pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute(f"SELECT runner_id FROM runner_header WHERE batch_id='{str(batch_id)}'")
|
||||
query = f"""SELECT runner_id FROM runner_header
|
||||
WHERE batch_id=?
|
||||
ORDER BY datetime(started) {sort_order.upper()}"""
|
||||
cursor.execute(query, (batch_id,))
|
||||
runner_list = [row[0] for row in cursor.fetchall()]
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
return 0, runner_list
|
||||
|
||||
|
||||
def insert_archive_header(archeader: RunArchive):
|
||||
conn = pool.get_connection()
|
||||
try:
|
||||
@ -1148,11 +1267,11 @@ def insert_archive_header(archeader: RunArchive):
|
||||
|
||||
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)
|
||||
(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, transferables)
|
||||
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, orjson.dumps(archeader.strat_json).decode('utf-8'), orjson.dumps(archeader.settings).decode('utf-8'), archeader.ilog_save, archeader.profit, archeader.trade_count, archeader.end_positions, archeader.end_positions_avgp, orjson.dumps(archeader.metrics, default=json_serial, option=orjson.OPT_PASSTHROUGH_DATETIME).decode('utf-8'), archeader.stratvars_toml))
|
||||
(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, orjson.dumps(archeader.strat_json).decode('utf-8'), orjson.dumps(archeader.settings).decode('utf-8'), archeader.ilog_save, archeader.profit, archeader.trade_count, archeader.end_positions, archeader.end_positions_avgp, orjson.dumps(archeader.metrics, default=json_serial, option=orjson.OPT_PASSTHROUGH_DATETIME).decode('utf-8'), archeader.stratvars_toml, orjson.dumps(archeader.transferables).decode('utf-8')))
|
||||
|
||||
#retry not yet supported for statement format above
|
||||
#res = execute_with_retry(c,statement)
|
||||
@ -1571,9 +1690,17 @@ def preview_indicator_byTOML(id: UUID, indicator: InstantIndicator, save: bool =
|
||||
state.ind_mapping = {**local_dict_inds, **local_dict_bars, **local_dict_cbar_inds}
|
||||
#print("IND MAPPING DONE:", state.ind_mapping)
|
||||
|
||||
##intialize required vars from strat init
|
||||
state.vars["loaded_models"] = {}
|
||||
#state attributes for martingale sizing mngmt
|
||||
state.vars["transferables"] = {}
|
||||
state.vars["transferables"]["martingale"] = dict(cont_loss_series_cnt=0)
|
||||
|
||||
##intialize dynamic indicators
|
||||
initialize_dynamic_indicators(state)
|
||||
|
||||
#TODO vazit attached data (z toho potrebuji jen transferables, tzn. najit nejak predchozi runner a prelipnout transferables od zacatku)
|
||||
#nejspis upravit attach_previous_data a nebo udelat specialni verzi
|
||||
#attach_previous_data(state)
|
||||
|
||||
# print("subtype")
|
||||
# function = "ci."+subtype+"."+subtype
|
||||
@ -1757,107 +1884,18 @@ def delete_indicator_byName(id: UUID, indicator: InstantIndicator):
|
||||
print(str(e) + format_exc())
|
||||
return -2, str(e)
|
||||
|
||||
# region CONFIG db services
|
||||
#TODO vytvorit modul pro dotahovani z pythonu (get_from_config(var_name, def_value) {)- stejne jako v js
|
||||
#TODO zvazit presunuti do TOML z JSONu
|
||||
def get_all_config_items():
|
||||
conn = pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT id, item_name, json_data FROM config_table')
|
||||
config_items = [{"id": row[0], "item_name": row[1], "json_data": row[2]} for row in cursor.fetchall()]
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
return 0, config_items
|
||||
|
||||
# Function to get a config item by ID
|
||||
def get_config_item_by_id(item_id):
|
||||
conn = pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT item_name, json_data FROM config_table WHERE id = ?', (item_id,))
|
||||
row = cursor.fetchone()
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
if row is None:
|
||||
return -2, "not found"
|
||||
else:
|
||||
return 0, {"item_name": row[0], "json_data": row[1]}
|
||||
|
||||
# Function to get a config item by ID
|
||||
def get_config_item_by_name(item_name):
|
||||
#print(item_name)
|
||||
conn = pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
query = f"SELECT item_name, json_data FROM config_table WHERE item_name = '{item_name}'"
|
||||
#print(query)
|
||||
cursor.execute(query)
|
||||
row = cursor.fetchone()
|
||||
#print(row)
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
if row is None:
|
||||
return -2, "not found"
|
||||
else:
|
||||
return 0, {"item_name": row[0], "json_data": row[1]}
|
||||
|
||||
# Function to create a new config item
|
||||
def create_config_item(config_item: ConfigItem):
|
||||
conn = pool.get_connection()
|
||||
try:
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('INSERT INTO config_table (item_name, json_data) VALUES (?, ?)', (config_item.item_name, config_item.json_data))
|
||||
item_id = cursor.lastrowid
|
||||
conn.commit()
|
||||
print(item_id)
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
|
||||
return 0, {"id": item_id, "item_name":config_item.item_name, "json_data":config_item.json_data}
|
||||
except Exception as e:
|
||||
return -2, str(e)
|
||||
|
||||
# Function to update a config item by ID
|
||||
def update_config_item(item_id, config_item: ConfigItem):
|
||||
conn = pool.get_connection()
|
||||
try:
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('UPDATE config_table SET item_name = ?, json_data = ? WHERE id = ?', (config_item.item_name, config_item.json_data, item_id))
|
||||
conn.commit()
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
return 0, {"id": item_id, **config_item.dict()}
|
||||
except Exception as e:
|
||||
return -2, str(e)
|
||||
|
||||
# Function to delete a config item by ID
|
||||
def delete_config_item(item_id):
|
||||
conn = pool.get_connection()
|
||||
try:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('DELETE FROM config_table WHERE id = ?', (item_id,))
|
||||
conn.commit()
|
||||
finally:
|
||||
pool.release_connection(conn)
|
||||
return 0, {"id": item_id}
|
||||
|
||||
# endregion
|
||||
|
||||
#returns b
|
||||
def get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetime_object_to: datetime, timeframe: TimeFrame):
|
||||
"""Returns Bar object
|
||||
"""
|
||||
try:
|
||||
result = []
|
||||
client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=False)
|
||||
#datetime_object_from = datetime(2023, 2, 27, 18, 51, 38, tzinfo=datetime.timezone.utc)
|
||||
#datetime_object_to = datetime(2023, 2, 27, 21, 51, 39, tzinfo=datetime.timezone.utc)
|
||||
bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP)
|
||||
bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=datetime_object_from, end=datetime_object_to, feed=ACCOUNT1_LIVE_FEED)
|
||||
#print("before df")
|
||||
bars = client.get_stock_bars(bar_request)
|
||||
result = []
|
||||
##pridavame pro jistotu minutu z obou stran kvuli frontendu
|
||||
business_hours = {
|
||||
# monday = 0, tuesday = 1, ... same pattern as date.weekday()
|
||||
@ -1888,12 +1926,25 @@ def get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetim
|
||||
#bars.data[symbol]
|
||||
return 0, result
|
||||
except Exception as e:
|
||||
print(str(e) + format_exc())
|
||||
if OFFLINE_MODE:
|
||||
print("OFFLINE MODE ENABLED")
|
||||
return 0, []
|
||||
return -2, str(e)
|
||||
# Workaround of error when no data foun d AttributeError and has the specific message
|
||||
if isinstance(e, AttributeError) and str(e) == "'NoneType' object has no attribute 'items'":
|
||||
print("Caught the specific AttributeError: 'NoneType' object has no attribute 'items' means NO DATA FOUND")
|
||||
print(str(e) + format_exc())
|
||||
return 0, result
|
||||
else:
|
||||
print(str(e) + format_exc())
|
||||
if cfh.config_handler.get_val('OFFLINE_MODE'):
|
||||
print("OFFLINE MODE ENABLED")
|
||||
return 0, []
|
||||
return -2, str(e)
|
||||
# change_archived_runner
|
||||
# delete_archived_runner_details
|
||||
|
||||
|
||||
#Example of using config directive
|
||||
# config_directive = "python"
|
||||
# ret, res = get_config_item_by_name(config_directive)
|
||||
# if ret < 0:
|
||||
# print(f"Error {res}")
|
||||
# else:
|
||||
# config = orjson.loads(res["json_data"])
|
||||
# print(config)
|
||||
@ -52,6 +52,16 @@ class Account(str, Enum):
|
||||
"""
|
||||
ACCOUNT1 = "ACCOUNT1"
|
||||
ACCOUNT2 = "ACCOUNT2"
|
||||
|
||||
class Moddus(str, Enum):
|
||||
"""
|
||||
Moddus for RunManager record
|
||||
|
||||
schedule - scheduled record
|
||||
queue - queued record
|
||||
"""
|
||||
SCHEDULE = "schedule"
|
||||
QUEUE = "queue"
|
||||
class RecordType(str, Enum):
|
||||
"""
|
||||
Represents output of aggregator
|
||||
@ -64,6 +74,15 @@ class RecordType(str, Enum):
|
||||
CBARRENKO = "cbarrenko"
|
||||
TRADE = "trade"
|
||||
|
||||
class SchedulerStatus(str, Enum):
|
||||
"""
|
||||
ACTIVE - active scheduling
|
||||
SUSPENDED - suspended for scheduling
|
||||
"""
|
||||
|
||||
ACTIVE = "active"
|
||||
SUSPENDED = "suspended"
|
||||
|
||||
class Mode(str, Enum):
|
||||
"""
|
||||
LIVE - live on production
|
||||
@ -77,7 +96,6 @@ class Mode(str, Enum):
|
||||
BT = "backtest"
|
||||
PREP = "prep"
|
||||
|
||||
|
||||
class StartBarAlign(str, Enum):
|
||||
"""
|
||||
Represents first bar start time alignement according to timeframe
|
||||
|
||||
@ -2,9 +2,9 @@ from alpaca.trading.enums import OrderSide, OrderType
|
||||
from threading import Lock
|
||||
from v2realbot.interfaces.general_interface import GeneralInterface
|
||||
from v2realbot.backtesting.backtester import Backtester
|
||||
from v2realbot.config import BT_DELAYS, COUNT_API_REQUESTS
|
||||
from datetime import datetime
|
||||
from v2realbot.utils.utils import zoneNY
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
""""
|
||||
backtester methods can be called
|
||||
@ -19,7 +19,7 @@ class BacktestInterface(GeneralInterface):
|
||||
def __init__(self, symbol, bt: Backtester) -> None:
|
||||
self.symbol = symbol
|
||||
self.bt = bt
|
||||
self.count_api_requests = COUNT_API_REQUESTS
|
||||
self.count_api_requests = cfh.config_handler.get_val('COUNT_API_REQUESTS')
|
||||
self.mincnt = list([dict(minute=0,count=0)])
|
||||
#TODO time v API nejspis muzeme dat pryc a BT bude si to brat primo ze self.time (nezapomenout na + BT_DELAYS)
|
||||
# self.time = self.bt.time
|
||||
@ -43,33 +43,33 @@ class BacktestInterface(GeneralInterface):
|
||||
def buy(self, size = 1, repeat: bool = False):
|
||||
self.count()
|
||||
#add REST API latency
|
||||
return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.BUY,size=size,order_type = OrderType.MARKET)
|
||||
return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.BUY,size=size,order_type = OrderType.MARKET)
|
||||
|
||||
"""buy limit"""
|
||||
def buy_l(self, price: float, size: int = 1, repeat: bool = False, force: int = 0):
|
||||
self.count()
|
||||
return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.BUY,size=size,price=price,order_type = OrderType.LIMIT)
|
||||
return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.BUY,size=size,price=price,order_type = OrderType.LIMIT)
|
||||
|
||||
"""sell market"""
|
||||
def sell(self, size = 1, repeat: bool = False):
|
||||
self.count()
|
||||
return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.SELL,size=size,order_type = OrderType.MARKET)
|
||||
return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.SELL,size=size,order_type = OrderType.MARKET)
|
||||
|
||||
"""sell limit"""
|
||||
async def sell_l(self, price: float, size = 1, repeat: bool = False):
|
||||
self.count()
|
||||
return self.bt.submit_order(time=self.bt.time + BT_DELAYS.strat_to_sub,symbol=self.symbol,side=OrderSide.SELL,size=size,price=price,order_type = OrderType.LIMIT)
|
||||
return self.bt.submit_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),symbol=self.symbol,side=OrderSide.SELL,size=size,price=price,order_type = OrderType.LIMIT)
|
||||
|
||||
"""replace order"""
|
||||
async def repl(self, orderid: str, price: float = None, size: int = None, repeat: bool = False):
|
||||
self.count()
|
||||
return self.bt.replace_order(time=self.bt.time + BT_DELAYS.strat_to_sub,id=orderid,size=size,price=price)
|
||||
return self.bt.replace_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'),id=orderid,size=size,price=price)
|
||||
|
||||
"""cancel order"""
|
||||
#TBD exec predtim?
|
||||
def cancel(self, orderid: str):
|
||||
self.count()
|
||||
return self.bt.cancel_order(time=self.bt.time + BT_DELAYS.strat_to_sub, id=orderid)
|
||||
return self.bt.cancel_order(time=self.bt.time + cfh.config_handler.get_val('BT_DELAYS','strat_to_sub'), id=orderid)
|
||||
|
||||
"""get positions ->(size,avgp)"""
|
||||
#TBD exec predtim?
|
||||
|
||||
@ -40,7 +40,9 @@ class LiveInterface(GeneralInterface):
|
||||
|
||||
return market_order.id
|
||||
except Exception as e:
|
||||
print("Nepodarilo se odeslat buy", str(e))
|
||||
reason = "Nepodarilo se market buy:" + str(e) + format_exc()
|
||||
print(reason)
|
||||
send_to_telegram(reason)
|
||||
return -1
|
||||
|
||||
"""buy limit"""
|
||||
@ -65,7 +67,9 @@ class LiveInterface(GeneralInterface):
|
||||
|
||||
return limit_order.id
|
||||
except Exception as e:
|
||||
print("Nepodarilo se odeslat limitku", str(e))
|
||||
reason = "Nepodarilo se odeslat buy limitku:" + str(e) + format_exc()
|
||||
print(reason)
|
||||
send_to_telegram(reason)
|
||||
return -1
|
||||
|
||||
"""sell market"""
|
||||
@ -87,7 +91,9 @@ class LiveInterface(GeneralInterface):
|
||||
|
||||
return market_order.id
|
||||
except Exception as e:
|
||||
print("Nepodarilo se odeslat sell", str(e))
|
||||
reason = "Nepodarilo se odeslat sell:" + str(e) + format_exc()
|
||||
print(reason)
|
||||
send_to_telegram(reason)
|
||||
return -1
|
||||
|
||||
"""sell limit"""
|
||||
@ -112,8 +118,9 @@ class LiveInterface(GeneralInterface):
|
||||
return limit_order.id
|
||||
|
||||
except Exception as e:
|
||||
print("Nepodarilo se odeslat sell_l", str(e))
|
||||
#raise Exception(e)
|
||||
reason = "Nepodarilo se odeslat sell limitku:" + str(e) + format_exc()
|
||||
print(reason)
|
||||
send_to_telegram(reason)
|
||||
return -1
|
||||
|
||||
"""order replace"""
|
||||
@ -136,7 +143,9 @@ class LiveInterface(GeneralInterface):
|
||||
if e.code == 42210000: return orderid
|
||||
else:
|
||||
##mozna tady proste vracet vzdy ok
|
||||
print("Neslo nahradit profitku. Problem",str(e))
|
||||
reason = "Neslo nahradit profitku. Problem:" + str(e) + format_exc()
|
||||
print(reason)
|
||||
send_to_telegram(reason)
|
||||
return -1
|
||||
#raise Exception(e)
|
||||
|
||||
@ -150,7 +159,9 @@ class LiveInterface(GeneralInterface):
|
||||
#order doesnt exist
|
||||
if e.code == 40410000: return 0
|
||||
else:
|
||||
print("nepovedlo se zrusit objednavku", str(e))
|
||||
reason = "Nepovedlo se zrusit objednavku:" + str(e) + format_exc()
|
||||
print(reason)
|
||||
send_to_telegram(reason)
|
||||
#raise Exception(e)
|
||||
return -1
|
||||
|
||||
@ -178,7 +189,9 @@ class LiveInterface(GeneralInterface):
|
||||
#list of Orders (orderlist[0].id)
|
||||
return orderlist
|
||||
except Exception as e:
|
||||
print("Chyba pri dotazeni objednávek.", str(e))
|
||||
reason = "Chyba pri dotazeni objednávek:" + str(e) + format_exc()
|
||||
print(reason)
|
||||
send_to_telegram(reason)
|
||||
#raise Exception (e)
|
||||
return -1
|
||||
|
||||
|
||||
@ -11,10 +11,10 @@ import threading
|
||||
from copy import deepcopy
|
||||
from msgpack import unpackb
|
||||
import os
|
||||
from v2realbot.config import DATA_DIR, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, AGG_EXCLUDED_TRADES
|
||||
import pickle
|
||||
from v2realbot.config import DATA_DIR
|
||||
import dill
|
||||
import gzip
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
class TradeAggregator:
|
||||
def __init__(self,
|
||||
@ -25,7 +25,7 @@ class TradeAggregator:
|
||||
align: StartBarAlign = StartBarAlign.ROUND,
|
||||
mintick: int = 0,
|
||||
exthours: bool = False,
|
||||
excludes: list = AGG_EXCLUDED_TRADES,
|
||||
excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'),
|
||||
skip_cache: bool = False):
|
||||
"""
|
||||
UPDATED VERSION - vrací více záznamů
|
||||
@ -48,7 +48,7 @@ class TradeAggregator:
|
||||
self.excludes = excludes
|
||||
self.skip_cache = skip_cache
|
||||
|
||||
if mintick >= resolution:
|
||||
if resolution > 0 and mintick >= resolution:
|
||||
print("Mintick musi byt mensi nez resolution")
|
||||
raise Exception
|
||||
|
||||
@ -293,7 +293,7 @@ class TradeAggregator:
|
||||
self.diff_price = True
|
||||
self.last_price = data['p']
|
||||
|
||||
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
|
||||
if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
|
||||
self.trades_too_close = True
|
||||
else:
|
||||
self.trades_too_close = False
|
||||
@ -320,13 +320,13 @@ class TradeAggregator:
|
||||
#TODO: do budoucna vymyslet, kdyz bude mene tradu, tak to radit vzdy do spravneho intervalu
|
||||
#zarovname time prvniho baru podle timeframu kam patří (např. 5, 10, 15 ...) (ROUND)
|
||||
if self.align == StartBarAlign.ROUND and self.bar_start == 0:
|
||||
t = datetime.fromtimestamp(data['t'])
|
||||
t = datetime.fromtimestamp(data['t'], tz=zoneUTC)
|
||||
t = t - timedelta(seconds=t.second % self.resolution,microseconds=t.microsecond)
|
||||
self.bar_start = datetime.timestamp(t)
|
||||
#nebo pouzijeme datum tradu zaokrouhlene na vteriny (RANDOM)
|
||||
else:
|
||||
#ulozime si jeho timestamp (odtum pocitame resolution)
|
||||
t = datetime.fromtimestamp(int(data['t']))
|
||||
t = datetime.fromtimestamp(int(data['t']), tz=zoneUTC)
|
||||
#timestamp
|
||||
self.bar_start = int(data['t'])
|
||||
|
||||
@ -376,7 +376,7 @@ class TradeAggregator:
|
||||
if self.mintick != 0 and self.lastBarConfirmed:
|
||||
#d zacatku noveho baru musi ubehnout x sekund nez posilame updazte
|
||||
#pocatek noveho baru + Xs musi byt vetsi nez aktualni trade
|
||||
if (self.newBar['time'] + timedelta(seconds=self.mintick)) > datetime.fromtimestamp(data['t']):
|
||||
if (self.newBar['time'] + timedelta(seconds=self.mintick)) > datetime.fromtimestamp(data['t'], tz=zoneUTC):
|
||||
#print("waiting for mintick")
|
||||
return []
|
||||
else:
|
||||
@ -540,7 +540,7 @@ class TradeAggregator:
|
||||
self.diff_price = True
|
||||
self.last_price = data['p']
|
||||
|
||||
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
|
||||
if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
|
||||
self.trades_too_close = True
|
||||
else:
|
||||
self.trades_too_close = False
|
||||
@ -712,7 +712,7 @@ class TradeAggregator:
|
||||
self.diff_price = True
|
||||
self.last_price = data['p']
|
||||
|
||||
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
|
||||
if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
|
||||
self.trades_too_close = True
|
||||
else:
|
||||
self.trades_too_close = False
|
||||
@ -756,8 +756,14 @@ class TradeAggregator:
|
||||
Ve strategii je třeba počítat s tím, že open v nepotvrzeném baru není finální.
|
||||
"""""
|
||||
|
||||
if self.resolution < 0: # Treat as percentage
|
||||
reference_price = self.lastConfirmedBar['close'] if self.lastConfirmedBar is not None else float(data['p'])
|
||||
brick_size = abs(self.resolution) * reference_price / 100.0
|
||||
else: # Treat as absolute value pocet ticku
|
||||
brick_size = self.resolution
|
||||
|
||||
#pocet ticku např. 10ticků, případně pak na procenta
|
||||
brick_size = self.resolution
|
||||
#brick_size = self.resolution
|
||||
#potvrzene pripravene k vraceni
|
||||
confirmedBars = []
|
||||
#potvrdi existujici a nastavi k vraceni
|
||||
@ -866,7 +872,7 @@ class TradeAggregator:
|
||||
self.diff_price = True
|
||||
self.last_price = data['p']
|
||||
|
||||
if float(data['t']) - float(self.lasttimestamp) < GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN:
|
||||
if float(data['t']) - float(self.lasttimestamp) < cfh.config_handler.get_val('GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN'):
|
||||
self.trades_too_close = True
|
||||
else:
|
||||
self.trades_too_close = False
|
||||
@ -962,7 +968,7 @@ class TradeAggregator2Queue(TradeAggregator):
|
||||
Child of TradeAggregator - sends items to given queue
|
||||
In the future others will be added - TradeAggToTxT etc.
|
||||
"""
|
||||
def __init__(self, symbol: str, queue: Queue, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = AGG_EXCLUDED_TRADES, skip_cache: bool = False):
|
||||
def __init__(self, symbol: str, queue: Queue, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'), skip_cache: bool = False):
|
||||
super().__init__(rectype=rectype, resolution=resolution, minsize=minsize, update_ltp=update_ltp, align=align, mintick=mintick, exthours=exthours, excludes=excludes, skip_cache=skip_cache)
|
||||
self.queue = queue
|
||||
self.symbol = symbol
|
||||
@ -1007,7 +1013,7 @@ class TradeAggregator2List(TradeAggregator):
|
||||
""""
|
||||
stores records to the list
|
||||
"""
|
||||
def __init__(self, symbol: str, btdata: list, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = AGG_EXCLUDED_TRADES, skip_cache: bool = False):
|
||||
def __init__(self, symbol: str, btdata: list, rectype: RecordType = RecordType.BAR, resolution: int = 5, minsize: int = 100, update_ltp: bool = False, align: StartBarAlign = StartBarAlign.ROUND, mintick: int = 0, exthours: bool = False, excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES'), skip_cache: bool = False):
|
||||
super().__init__(rectype=rectype, resolution=resolution, minsize=minsize, update_ltp=update_ltp, align=align, mintick=mintick, exthours=exthours, excludes=excludes, skip_cache=skip_cache)
|
||||
self.btdata = btdata
|
||||
self.symbol = symbol
|
||||
|
||||
@ -1,14 +1,13 @@
|
||||
from v2realbot.loader.aggregator import TradeAggregator, TradeAggregator2List, TradeAggregator2Queue
|
||||
#from v2realbot.loader.cacher import get_cached_agg_data
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from alpaca.trading.client import TradingClient
|
||||
from alpaca.data.live import StockDataStream
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR, OFFLINE_MODE
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, DATA_DIR
|
||||
from alpaca.data.enums import DataFeed
|
||||
from alpaca.data.historical import StockHistoricalDataClient
|
||||
from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
|
||||
from threading import Thread, current_thread
|
||||
from v2realbot.utils.utils import parse_alpaca_timestamp, ltp, zoneNY
|
||||
from v2realbot.utils.utils import parse_alpaca_timestamp, ltp, zoneNY, send_to_telegram, fetch_calendar_data
|
||||
from v2realbot.utils.tlog import tlog
|
||||
from datetime import datetime, timedelta, date
|
||||
from threading import Thread
|
||||
@ -26,13 +25,15 @@ from tqdm import tqdm
|
||||
import time
|
||||
from traceback import format_exc
|
||||
from collections import defaultdict
|
||||
import requests
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
"""
|
||||
Trade offline data streamer, based on Alpaca historical data.
|
||||
"""
|
||||
class Trade_Offline_Streamer(Thread):
|
||||
#pro BT se pripojujeme vzdy k primarnimu uctu - pouze tahame historicka data + calendar
|
||||
client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
|
||||
clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False)
|
||||
#clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False)
|
||||
def __init__(self, time_from: datetime, time_to: datetime, btdata) -> None:
|
||||
# Call the Thread class's init function
|
||||
Thread.__init__(self)
|
||||
@ -64,6 +65,35 @@ class Trade_Offline_Streamer(Thread):
|
||||
def stop(self):
|
||||
pass
|
||||
|
||||
def fetch_stock_trades(self, symbol, start, end, max_retries=5, backoff_factor=1):
|
||||
"""
|
||||
Attempts to fetch stock trades with exponential backoff. Raises an exception if all retries fail.
|
||||
|
||||
:param symbol: The stock symbol to fetch trades for.
|
||||
:param start: The start time for the trade data.
|
||||
:param end: The end time for the trade data.
|
||||
:param max_retries: Maximum number of retries.
|
||||
:param backoff_factor: Factor to determine the next sleep time.
|
||||
:return: TradesResponse object.
|
||||
:raises: ConnectionError if all retries fail.
|
||||
"""
|
||||
stockTradeRequest = StockTradesRequest(symbol_or_symbols=symbol, start=start, end=end)
|
||||
last_exception = None
|
||||
|
||||
for attempt in range(max_retries):
|
||||
try:
|
||||
tradesResponse = self.client.get_stock_trades(stockTradeRequest)
|
||||
print("Remote Fetch DAY DATA Complete", start, end)
|
||||
return tradesResponse
|
||||
except Exception as e:
|
||||
print(f"Attempt {attempt + 1} failed: {e}")
|
||||
last_exception = e
|
||||
time.sleep(backoff_factor * (2 ** attempt))
|
||||
|
||||
print("All attempts to fetch data failed.")
|
||||
send_to_telegram(f"Failed to fetch stock trades after {max_retries} retries. Last exception: {str(last_exception)} and {format_exc()}")
|
||||
raise ConnectionError(f"Failed to fetch stock trades after {max_retries} retries. Last exception: {str(last_exception)} and {format_exc()}")
|
||||
|
||||
# Override the run() function of Thread class
|
||||
#odebrano async
|
||||
def main(self):
|
||||
@ -74,6 +104,8 @@ class Trade_Offline_Streamer(Thread):
|
||||
print("call add streams to queue first")
|
||||
return 0
|
||||
|
||||
cfh.config_handler.print_current_config()
|
||||
|
||||
#iterujeme nad streamy
|
||||
for i in self.streams:
|
||||
self.uniquesymbols.add(i.symbol)
|
||||
@ -107,25 +139,21 @@ class Trade_Offline_Streamer(Thread):
|
||||
#datetime.fromtimestamp(data['updated']).astimezone(zoneNY))
|
||||
#REFACTOR STARTS HERE
|
||||
#print(f"{self.time_from=} {self.time_to=}")
|
||||
|
||||
if OFFLINE_MODE:
|
||||
|
||||
if cfh.config_handler.get_val('OFFLINE_MODE'):
|
||||
#just one day - same like time_from
|
||||
den = str(self.time_to.date())
|
||||
bt_day = Calendar(date=den,open="9:30",close="16:00")
|
||||
cal_dates = [bt_day]
|
||||
else:
|
||||
calendar_request = GetCalendarRequest(start=self.time_from,end=self.time_to)
|
||||
|
||||
#toto zatim workaround - dat do retry funkce a obecne vymyslet exception handling, abych byl notifikovan a bylo videt okamzite v logu a na frontendu
|
||||
try:
|
||||
cal_dates = self.clientTrading.get_calendar(calendar_request)
|
||||
except Exception as e:
|
||||
print("CHYBA - retrying in 4s: " + str(e) + format_exc())
|
||||
time.sleep(5)
|
||||
cal_dates = self.clientTrading.get_calendar(calendar_request)
|
||||
start_date = self.time_from # Assuming this is your start date
|
||||
end_date = self.time_to # Assuming this is your end date
|
||||
cal_dates = fetch_calendar_data(start_date, end_date)
|
||||
|
||||
#zatim podpora pouze main session
|
||||
|
||||
live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
|
||||
|
||||
#zatim podpora pouze 1 symbolu, predelat na froloop vsech symbolu ze symbpole
|
||||
#minimalni jednotka pro CACHE je 1 den - a to jen marketopen to marketclose (extended hours not supported yet)
|
||||
for day in cal_dates:
|
||||
@ -168,9 +196,10 @@ class Trade_Offline_Streamer(Thread):
|
||||
# stream.send_cache_to_output(cache)
|
||||
# to_rem.append(stream)
|
||||
|
||||
#cache resime jen kdyz backtestujeme cely den
|
||||
#cache resime jen kdyz backtestujeme cely den a mame sip datapoint (iex necachujeme)
|
||||
#pokud ne tak ani necteme, ani nezapisujeme do cache
|
||||
if self.time_to >= day.close and self.time_from <= day.open:
|
||||
|
||||
if (self.time_to >= day.close and self.time_from <= day.open) and live_data_feed == DataFeed.SIP:
|
||||
#tento odstavec obchazime pokud je nastaveno "dont_use_cache"
|
||||
stream_btdata = self.to_run[symbpole[0]][0]
|
||||
cache_btdata, file_btdata = stream_btdata.get_cache(day.open, day.close)
|
||||
@ -213,14 +242,22 @@ class Trade_Offline_Streamer(Thread):
|
||||
print("Loading from Trade CACHE", file_path)
|
||||
#daily file doesnt exist
|
||||
else:
|
||||
# TODO refactor pro zpracovani vice symbolu najednou(multithreads), nyni predpokladame pouze 1
|
||||
stockTradeRequest = StockTradesRequest(symbol_or_symbols=symbpole[0], start=day.open,end=day.close)
|
||||
tradesResponse = self.client.get_stock_trades(stockTradeRequest)
|
||||
|
||||
#implement retry mechanism
|
||||
symbol = symbpole[0] # Assuming symbpole[0] is your target symbol
|
||||
day_open = day.open # Assuming day.open is the start time
|
||||
day_close = day.close # Assuming day.close is the end time
|
||||
|
||||
tradesResponse = self.fetch_stock_trades(symbol, day_open, day_close)
|
||||
|
||||
# # TODO refactor pro zpracovani vice symbolu najednou(multithreads), nyni predpokladame pouze 1
|
||||
# stockTradeRequest = StockTradesRequest(symbol_or_symbols=symbpole[0], start=day.open,end=day.close)
|
||||
# tradesResponse = self.client.get_stock_trades(stockTradeRequest)
|
||||
print("Remote Fetch DAY DATA Complete", day.open, day.close)
|
||||
|
||||
#pokud jde o dnešní den a nebyl konec trhu tak cache neukládáme
|
||||
if day.open < datetime.now().astimezone(zoneNY) < day.close:
|
||||
print("not saving trade cache, market still open today")
|
||||
#pokud jde o dnešní den a nebyl konec trhu tak cache neukládáme, pripadne pri iex datapointu necachujeme
|
||||
if (day.open < datetime.now().astimezone(zoneNY) < day.close) or live_data_feed == DataFeed.IEX:
|
||||
print("not saving trade cache, market still open today or IEX datapoint")
|
||||
#ic(datetime.now().astimezone(zoneNY))
|
||||
#ic(day.open, day.close)
|
||||
else:
|
||||
@ -258,7 +295,7 @@ class Trade_Offline_Streamer(Thread):
|
||||
cnt = 1
|
||||
|
||||
|
||||
for t in tqdm(tradesResponse[symbol]):
|
||||
for t in tqdm(tradesResponse[symbol], desc="Loading Trades"):
|
||||
|
||||
#protoze je zde cely den, poustime dal, jen ty relevantni
|
||||
#pokud je start_time < trade < end_time
|
||||
@ -271,6 +308,9 @@ class Trade_Offline_Streamer(Thread):
|
||||
#tmp = to_datetime(t['t'], utc=True).timestamp()
|
||||
|
||||
|
||||
#obcas se v response objevoval None radek
|
||||
if t is None:
|
||||
continue
|
||||
|
||||
datum = to_datetime(t['t'], utc=True)
|
||||
|
||||
|
||||
@ -4,7 +4,7 @@
|
||||
"""
|
||||
from v2realbot.loader.aggregator import TradeAggregator2Queue
|
||||
from alpaca.data.live import StockDataStream
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED
|
||||
from v2realbot.config import LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY
|
||||
from alpaca.data.historical import StockHistoricalDataClient
|
||||
from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
|
||||
from threading import Thread, current_thread
|
||||
@ -12,6 +12,7 @@ from v2realbot.utils.utils import parse_alpaca_timestamp, ltp
|
||||
from datetime import datetime, timedelta
|
||||
from threading import Thread, Lock
|
||||
from msgpack import packb
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
"""
|
||||
Shared streamer (can be shared amongst concurrently running strategies)
|
||||
@ -19,9 +20,12 @@ from msgpack import packb
|
||||
by strategies
|
||||
"""
|
||||
class Trade_WS_Streamer(Thread):
|
||||
|
||||
live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
|
||||
##tento ws streamer je pouze jeden pro vsechny, tzn. vyuziváme natvrdo placena data primarniho uctu (nezalezi jestli paper nebo live)
|
||||
client = StockDataStream(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True, websocket_params={}, feed=ACCOUNT1_PAPER_FEED)
|
||||
msg = f"Realtime Websocket connection will use FEED: {live_data_feed} and credential of ACCOUNT1"
|
||||
print(msg)
|
||||
#cfh.config_handler.print_current_config()
|
||||
client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=live_data_feed)
|
||||
#uniquesymbols = set()
|
||||
_streams = []
|
||||
#to_run = dict()
|
||||
@ -38,10 +42,23 @@ class Trade_WS_Streamer(Thread):
|
||||
return False
|
||||
|
||||
def add_stream(self, obj: TradeAggregator2Queue):
|
||||
print(Trade_WS_Streamer.msg)
|
||||
print("stav pred pridavanim", Trade_WS_Streamer._streams)
|
||||
Trade_WS_Streamer._streams.append(obj)
|
||||
if Trade_WS_Streamer.client._running is False:
|
||||
print("websocket zatim nebezi, pouze pridavame do pole")
|
||||
|
||||
#zde delame refresh clienta (pokud se zmenilo live_data_feed)
|
||||
|
||||
# live_data_feed = cfh.config_handler.get_val('LIVE_DATA_FEED')
|
||||
# #po otestování přepnout jen pokud se live_data_feed změnil
|
||||
# #if live_data_feed != Trade_WS_Streamer.live_data_feed:
|
||||
# # Trade_WS_Streamer.live_data_feed = live_data_feed
|
||||
# msg = f"REFRESH OF CLIENT! Realtime Websocket connection will use FEED: {live_data_feed} and credential of ACCOUNT1"
|
||||
# print(msg)
|
||||
# #cfh.config_handler.print_current_config()
|
||||
# Trade_WS_Streamer.client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=live_data_feed)
|
||||
|
||||
else:
|
||||
print("websocket client bezi")
|
||||
if self.symbol_exists(obj.symbol):
|
||||
@ -59,7 +76,12 @@ class Trade_WS_Streamer(Thread):
|
||||
#if it is the last item at all, stop the client from running
|
||||
if len(Trade_WS_Streamer._streams) == 0:
|
||||
print("removed last item from WS, stopping the client")
|
||||
Trade_WS_Streamer.client.stop()
|
||||
#Trade_WS_Streamer.client.stop_ws()
|
||||
#Trade_WS_Streamer.client.stop()
|
||||
#zkusíme explicitně zavolat kroky pro disconnect od ws
|
||||
if Trade_WS_Streamer.client._stop_stream_queue.empty():
|
||||
Trade_WS_Streamer.client._stop_stream_queue.put_nowait({"should_stop": True})
|
||||
Trade_WS_Streamer.client._should_run = False
|
||||
return
|
||||
|
||||
if not self.symbol_exists(obj.symbol):
|
||||
|
||||
@ -1,7 +1,7 @@
|
||||
import os,sys
|
||||
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
os.environ["KERAS_BACKEND"] = "jax"
|
||||
from v2realbot.config import WEB_API_KEY, DATA_DIR, MEDIA_DIRECTORY, LOG_FILE, MODEL_DIR
|
||||
from v2realbot.config import WEB_API_KEY, DATA_DIR, MEDIA_DIRECTORY, LOG_PATH, MODEL_DIR
|
||||
from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
|
||||
from datetime import datetime
|
||||
from rich import print
|
||||
@ -9,9 +9,8 @@ from fastapi import FastAPI, Depends, HTTPException, status, File, UploadFile, R
|
||||
from fastapi.security import APIKeyHeader
|
||||
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, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem, InstantIndicator, DataTablesRequest, AnalyzerInputs
|
||||
from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunnerView, RunRequest, Trade, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem, InstantIndicator, DataTablesRequest, AnalyzerInputs
|
||||
from fastapi import FastAPI, WebSocket, WebSocketDisconnect, Depends, HTTPException, status, WebSocketException, Cookie, Query
|
||||
from fastapi.responses import FileResponse, StreamingResponse, JSONResponse
|
||||
from fastapi.staticfiles import StaticFiles
|
||||
@ -39,6 +38,12 @@ import shutil
|
||||
from starlette.responses import JSONResponse
|
||||
import mlroom
|
||||
import mlroom.utils.mlutils as ml
|
||||
from typing import List
|
||||
import v2realbot.controller.run_manager as rm
|
||||
import v2realbot.scheduler.ap_scheduler as aps
|
||||
import re
|
||||
import v2realbot.controller.configs as cf
|
||||
import v2realbot.controller.services as cs
|
||||
#from async io import Queue, QueueEmpty
|
||||
#
|
||||
# install()
|
||||
@ -249,11 +254,13 @@ def _run_stratin(stratin_id: UUID, runReq: RunRequest):
|
||||
runReq.bt_to = zoneNY.localize(runReq.bt_to)
|
||||
#pokud jedeme nad test intervaly anebo je požadováno více dní - pouštíme jako batch day by day
|
||||
#do budoucna dát na FE jako flag
|
||||
if runReq.mode != Mode.LIVE and runReq.test_batch_id is not None or (runReq.bt_from.date() != runReq.bt_to.date()):
|
||||
#print(runReq)
|
||||
if runReq.mode not in [Mode.LIVE, Mode.PAPER] and (runReq.test_batch_id is not None or (runReq.bt_from is not None and runReq.bt_to is not None and runReq.bt_from.date() != runReq.bt_to.date())):
|
||||
res, id = cs.run_batch_stratin(id=stratin_id, runReq=runReq)
|
||||
else:
|
||||
if runReq.weekdays_filter is not None:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Weekday only for backtest mode with batch (not single day)")
|
||||
#not necessary for live/paper the weekdays are simply ignored, in the future maybe add validation if weekdays are presented
|
||||
#if runReq.weekdays_filter is not None:
|
||||
# raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Weekday only for backtest mode with batch (not single day)")
|
||||
res, id = cs.run_stratin(id=stratin_id, runReq=runReq)
|
||||
if res == 0: return id
|
||||
elif res < 0:
|
||||
@ -552,30 +559,68 @@ def _get_archived_runner_log_byID(runner_id: UUID, timestamp_from: float, timest
|
||||
else:
|
||||
raise HTTPException(status_code=404, detail=f"No logs found with id: {runner_id} and between {timestamp_from} and {timestamp_to}")
|
||||
|
||||
def remove_ansi_codes(text):
|
||||
ansi_escape = re.compile(r'\x1B[@-_][0-?]*[ -/]*[@-~]')
|
||||
return ansi_escape.sub('', text)
|
||||
|
||||
# endregion
|
||||
# A simple function to read the last lines of a file
|
||||
def tail(file_path, n=10, buffer_size=1024):
|
||||
with open(file_path, 'rb') as f:
|
||||
f.seek(0, 2) # Move to the end of the file
|
||||
file_size = f.tell()
|
||||
lines = []
|
||||
buffer = bytearray()
|
||||
# def tail(file_path, n=10, buffer_size=1024):
|
||||
# try:
|
||||
# with open(file_path, 'rb') as f:
|
||||
# f.seek(0, 2) # Move to the end of the file
|
||||
# file_size = f.tell()
|
||||
# lines = []
|
||||
# buffer = bytearray()
|
||||
|
||||
for i in range(file_size // buffer_size + 1):
|
||||
read_start = max(-buffer_size * (i + 1), -file_size)
|
||||
f.seek(read_start, 2)
|
||||
read_size = min(buffer_size, file_size - buffer_size * i)
|
||||
buffer[0:0] = f.read(read_size) # Prepend to buffer
|
||||
# for i in range(file_size // buffer_size + 1):
|
||||
# read_start = max(-buffer_size * (i + 1), -file_size)
|
||||
# f.seek(read_start, 2)
|
||||
# read_size = min(buffer_size, file_size - buffer_size * i)
|
||||
# buffer[0:0] = f.read(read_size) # Prepend to buffer
|
||||
|
||||
if buffer.count(b'\n') >= n + 1:
|
||||
break
|
||||
# if buffer.count(b'\n') >= n + 1:
|
||||
# break
|
||||
|
||||
lines = buffer.decode(errors='ignore').splitlines()[-n:]
|
||||
return lines
|
||||
# lines = buffer.decode(errors='ignore').splitlines()[-n:]
|
||||
# lines = [remove_ansi_codes(line) for line in lines]
|
||||
# return lines
|
||||
# except Exception as e:
|
||||
# return [str(e) + format_exc()]
|
||||
|
||||
#updated version that reads lines line by line
|
||||
def tail(file_path, n=10):
|
||||
try:
|
||||
with open(file_path, 'rb') as f:
|
||||
f.seek(0, 2) # Move to the end of the file
|
||||
file_size = f.tell()
|
||||
lines = []
|
||||
line = b''
|
||||
|
||||
f.seek(-1, 2) # Start at the last byte
|
||||
while len(lines) < n and f.tell() != 0:
|
||||
byte = f.read(1)
|
||||
if byte == b'\n':
|
||||
# Decode, remove ANSI codes, and append the line
|
||||
lines.append(remove_ansi_codes(line.decode(errors='ignore')))
|
||||
line = b''
|
||||
else:
|
||||
line = byte + line
|
||||
f.seek(-2, 1) # Move backwards by two bytes
|
||||
|
||||
if line:
|
||||
# Append any remaining line after removing ANSI codes
|
||||
lines.append(remove_ansi_codes(line.decode(errors='ignore')))
|
||||
|
||||
return lines[::-1] # Reverse the list to get the lines in correct order
|
||||
except Exception as e:
|
||||
return [str(e)]
|
||||
|
||||
|
||||
|
||||
@app.get("/log", dependencies=[Depends(api_key_auth)])
|
||||
def read_log(lines: int = 10):
|
||||
log_path = LOG_FILE
|
||||
def read_log(lines: int = 700, logfile: str = "strat.log"):
|
||||
log_path = LOG_PATH / logfile
|
||||
return {"lines": tail(log_path, lines)}
|
||||
|
||||
#get alpaca history bars
|
||||
@ -609,7 +654,7 @@ def _generate_report_image(runner_ids: list[UUID]):
|
||||
res, stream = generate_trading_report_image(runner_ids=runner_ids,stream=True)
|
||||
if res == 0: return StreamingResponse(stream, media_type="image/png",headers={"Content-Disposition": "attachment; filename=report.png"})
|
||||
elif res < 0:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error: {res}:{id}")
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error: {res}:{stream}")
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error: {str(e)}" + format_exc())
|
||||
|
||||
@ -645,7 +690,8 @@ def _generate_analysis(analyzerInputs: AnalyzerInputs):
|
||||
|
||||
if res == 0: return StreamingResponse(stream, media_type="image/png")
|
||||
elif res < 0:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error: {res}:{id}")
|
||||
print("Error when generating analysis: ",str(stream))
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error: {res}:{stream}")
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error: {str(e)}" + format_exc())
|
||||
|
||||
@ -674,7 +720,7 @@ def get_testlists():
|
||||
raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found")
|
||||
|
||||
# API endpoint to retrieve a single record by ID
|
||||
@app.get('/testlists/{record_id}')
|
||||
@app.get('/testlists/{record_id}', dependencies=[Depends(api_key_auth)])
|
||||
def get_testlist(record_id: str):
|
||||
res, testlist = cs.get_testlist_byID(record_id=record_id)
|
||||
|
||||
@ -684,7 +730,7 @@ def get_testlist(record_id: str):
|
||||
raise HTTPException(status_code=404, detail='Record not found')
|
||||
|
||||
# API endpoint to update a record
|
||||
@app.put('/testlists/{record_id}')
|
||||
@app.put('/testlists/{record_id}', dependencies=[Depends(api_key_auth)])
|
||||
def update_testlist(record_id: str, testlist: TestList):
|
||||
# Check if the record exists
|
||||
conn = pool.get_connection()
|
||||
@ -704,7 +750,7 @@ def update_testlist(record_id: str, testlist: TestList):
|
||||
return testlist
|
||||
|
||||
# API endpoint to delete a record
|
||||
@app.delete('/testlists/{record_id}')
|
||||
@app.delete('/testlists/{record_id}', dependencies=[Depends(api_key_auth)])
|
||||
def delete_testlist(record_id: str):
|
||||
# Check if the record exists
|
||||
conn = pool.get_connection()
|
||||
@ -727,7 +773,7 @@ def delete_testlist(record_id: str):
|
||||
# Get all config items
|
||||
@app.get("/config-items/", dependencies=[Depends(api_key_auth)])
|
||||
def get_all_items() -> list[ConfigItem]:
|
||||
res, sada = cs.get_all_config_items()
|
||||
res, sada = cf.get_all_config_items()
|
||||
if res == 0:
|
||||
return sada
|
||||
else:
|
||||
@ -737,7 +783,7 @@ def get_all_items() -> list[ConfigItem]:
|
||||
# Get a config item by ID
|
||||
@app.get("/config-items/{item_id}", dependencies=[Depends(api_key_auth)])
|
||||
def get_item(item_id: int)-> ConfigItem:
|
||||
res, sada = cs.get_config_item_by_id(item_id)
|
||||
res, sada = cf.get_config_item_by_id(item_id)
|
||||
if res == 0:
|
||||
return sada
|
||||
else:
|
||||
@ -746,7 +792,7 @@ def get_item(item_id: int)-> ConfigItem:
|
||||
# Get a config item by Name
|
||||
@app.get("/config-items-by-name/", dependencies=[Depends(api_key_auth)])
|
||||
def get_item(item_name: str)-> ConfigItem:
|
||||
res, sada = cs.get_config_item_by_name(item_name)
|
||||
res, sada = cf.get_config_item_by_name(item_name)
|
||||
if res == 0:
|
||||
return sada
|
||||
else:
|
||||
@ -755,7 +801,7 @@ def get_item(item_name: str)-> ConfigItem:
|
||||
# Create a new config item
|
||||
@app.post("/config-items/", dependencies=[Depends(api_key_auth)], status_code=status.HTTP_200_OK)
|
||||
def create_item(config_item: ConfigItem) -> ConfigItem:
|
||||
res, sada = cs.create_config_item(config_item)
|
||||
res, sada = cf.create_config_item(config_item)
|
||||
if res == 0: return sada
|
||||
else:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error not created: {res}:{id} {sada}")
|
||||
@ -764,11 +810,11 @@ def create_item(config_item: ConfigItem) -> ConfigItem:
|
||||
# Update a config item by ID
|
||||
@app.put("/config-items/{item_id}", dependencies=[Depends(api_key_auth)])
|
||||
def update_item(item_id: int, config_item: ConfigItem) -> ConfigItem:
|
||||
res, sada = cs.get_config_item_by_id(item_id)
|
||||
res, sada = cf.get_config_item_by_id(item_id)
|
||||
if res != 0:
|
||||
raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found")
|
||||
|
||||
res, sada = cs.update_config_item(item_id, config_item)
|
||||
res, sada = cf.update_config_item(item_id, config_item)
|
||||
if res == 0: return sada
|
||||
else:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error not created: {res}:{id}")
|
||||
@ -777,17 +823,77 @@ def update_item(item_id: int, config_item: ConfigItem) -> ConfigItem:
|
||||
# Delete a config item by ID
|
||||
@app.delete("/config-items/{item_id}", dependencies=[Depends(api_key_auth)])
|
||||
def delete_item(item_id: int) -> dict:
|
||||
res, sada = cs.get_config_item_by_id(item_id)
|
||||
res, sada = cf.get_config_item_by_id(item_id)
|
||||
if res != 0:
|
||||
raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail=f"No data found")
|
||||
|
||||
res, sada = cs.delete_config_item(item_id)
|
||||
res, sada = cf.delete_config_item(item_id)
|
||||
if res == 0: return sada
|
||||
else:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error not created: {res}:{id}")
|
||||
|
||||
# endregion
|
||||
|
||||
# region scheduler
|
||||
# 1. Fetch All RunManagerRecords
|
||||
@app.get("/run_manager_records/", dependencies=[Depends(api_key_auth)], response_model=List[RunManagerRecord])
|
||||
#TODO zvazit rozsireni vystupu o strat_status (running/stopped)
|
||||
def get_all_run_manager_records():
|
||||
result, records = rm.fetch_all_run_manager_records()
|
||||
if result != 0:
|
||||
raise HTTPException(status_code=status.HTTP_500_INTERNAL_SERVER_ERROR, detail="Error fetching records")
|
||||
return records
|
||||
|
||||
# 2. Fetch RunManagerRecord by ID
|
||||
@app.get("/run_manager_records/{record_id}", dependencies=[Depends(api_key_auth)], response_model=RunManagerRecord)
|
||||
#TODO zvazit rozsireni vystupu o strat_status (running/stopped)
|
||||
def get_run_manager_record(record_id: UUID):
|
||||
result, record = rm.fetch_run_manager_record_by_id(record_id)
|
||||
if result == -2: # Record not found
|
||||
raise HTTPException(status_code=status.HTTP_404_NOT_FOUND, detail="Record not found")
|
||||
elif result != 0:
|
||||
raise HTTPException(status_code=status.HTTP_500_INTERNAL_SERVER_ERROR, detail="Error fetching record")
|
||||
return record
|
||||
|
||||
# 3. Update RunManagerRecord
|
||||
@app.patch("/run_manager_records/{record_id}", dependencies=[Depends(api_key_auth)], status_code=status.HTTP_200_OK)
|
||||
def update_run_manager_record(record_id: UUID, update_data: RunManagerRecord):
|
||||
#make dates zone aware zoneNY
|
||||
# if update_data.valid_from is not None:
|
||||
# update_data.valid_from = zoneNY.localize(update_data.valid_from)
|
||||
# if update_data.valid_to is not None:
|
||||
# update_data.valid_to = zoneNY.localize(update_data.valid_to)
|
||||
result, message = rm.update_run_manager_record(record_id, update_data)
|
||||
if result == -2: # Update failed
|
||||
raise HTTPException(status_code=status.HTTP_400_BAD_REQUEST, detail=message)
|
||||
elif result != 0:
|
||||
raise HTTPException(status_code=status.HTTP_500_INTERNAL_SERVER_ERROR, detail=f"Error during update {result} {message}")
|
||||
return {"message": "Record updated successfully"}
|
||||
|
||||
# 4. Delete RunManagerRecord
|
||||
@app.delete("/run_manager_records/{record_id}", dependencies=[Depends(api_key_auth)], status_code=status.HTTP_200_OK)
|
||||
def delete_run_manager_record(record_id: UUID):
|
||||
result, message = rm.delete_run_manager_record(record_id)
|
||||
if result == -2: # Delete failed
|
||||
raise HTTPException(status_code=status.HTTP_400_BAD_REQUEST, detail=message)
|
||||
elif result != 0:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error during deletion {result} {message}")
|
||||
return {"message": "Record deleted successfully"}
|
||||
|
||||
@app.post("/run_manager_records/", status_code=status.HTTP_201_CREATED)
|
||||
def create_run_manager_record(new_record: RunManagerRecord, api_key_auth: Depends = Depends(api_key_auth)):
|
||||
#make date zone aware - convert to zoneNY
|
||||
# if new_record.valid_from is not None:
|
||||
# new_record.valid_from = zoneNY.localize(new_record.valid_from)
|
||||
# if new_record.valid_to is not None:
|
||||
# new_record.valid_to = zoneNY.localize(new_record.valid_to)
|
||||
|
||||
result, record_id = rm.add_run_manager_record(new_record)
|
||||
if result != 0:
|
||||
raise HTTPException(status_code=status.HTTP_406_NOT_ACCEPTABLE, detail=f"Error during record creation: {result} {record_id}")
|
||||
return {"id": record_id}
|
||||
# endregion
|
||||
|
||||
#model section
|
||||
#UPLOAD MODEL
|
||||
@app.post("/model/upload_model", dependencies=[Depends(api_key_auth)])
|
||||
@ -924,7 +1030,22 @@ if __name__ == "__main__":
|
||||
insert_thread = Thread(target=insert_queue2db)
|
||||
insert_thread.start()
|
||||
|
||||
#attach debugGER to be able to debug scheduler jobs (run in separate threads)
|
||||
# debugpy.listen(('localhost', 5678))
|
||||
# print("Waiting for debugger to attach...")
|
||||
# debugpy.wait_for_client() # Script will pause here until debugger is attached
|
||||
|
||||
#init scheduled tasks from schedule table
|
||||
#Add APS scheduler job refresh
|
||||
res, result = aps.initialize_jobs()
|
||||
if res < 0:
|
||||
#raise exception
|
||||
raise Exception(f"Error {res} initializing APS jobs, error {result}")
|
||||
|
||||
uvicorn.run("__main__:app", host="0.0.0.0", port=8000, reload=False)
|
||||
except Exception as e:
|
||||
print("Error intializing app: " + str(e) + format_exc())
|
||||
aps.scheduler.shutdown(wait=False)
|
||||
finally:
|
||||
print("closing insert_conn connection")
|
||||
insert_conn.close()
|
||||
|
||||
0
v2realbot/scheduler/__init__.py
Normal file
0
v2realbot/scheduler/__init__.py
Normal file
308
v2realbot/scheduler/ap_scheduler.py
Normal file
308
v2realbot/scheduler/ap_scheduler.py
Normal file
@ -0,0 +1,308 @@
|
||||
from uuid import UUID
|
||||
from typing import Any, List, Tuple
|
||||
from uuid import UUID, uuid4
|
||||
from v2realbot.enums.enums import Moddus, SchedulerStatus, RecordType, StartBarAlign, Mode, Account, OrderSide
|
||||
from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
|
||||
from v2realbot.utils.utils import validate_and_format_time, AttributeDict, zoneNY, zonePRG, safe_get, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram, concatenate_weekdays, transform_data
|
||||
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
|
||||
from datetime import datetime
|
||||
from v2realbot.config import JOB_LOG_FILE, STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY
|
||||
import numpy as np
|
||||
from rich import print as richprint
|
||||
import v2realbot.controller.services as cs
|
||||
import v2realbot.controller.run_manager as rm
|
||||
import v2realbot.scheduler.scheduler as sch
|
||||
from apscheduler.schedulers.background import BackgroundScheduler
|
||||
from apscheduler.triggers.cron import CronTrigger
|
||||
from apscheduler.job import Job
|
||||
|
||||
#NOTE zatím není podporováno spouštění strategie přes půlnoc - musí se dořešit weekday_filter
|
||||
#který je zatím jen jeden jak pro start_time tak stop_time - což by v případě strategií běžících
|
||||
#přes půlnoc nezafungovalo (stop by byl následující den a scheduler by jej nespustil)
|
||||
|
||||
def format_apscheduler_jobs(jobs: list[Job]) -> list[dict]:
|
||||
if not jobs:
|
||||
print("No scheduled jobs.")
|
||||
return
|
||||
|
||||
jobs_info = []
|
||||
|
||||
for job in jobs:
|
||||
job_info = {
|
||||
"Job ID": job.id,
|
||||
"Next Run Time": job.next_run_time,
|
||||
"Job Function": job.func.__name__,
|
||||
"Trigger": str(job.trigger),
|
||||
"Job Args": ', '.join(map(str, job.args)),
|
||||
"Job Kwargs": ', '.join(f"{k}={v}" for k, v in job.kwargs.items())
|
||||
}
|
||||
jobs_info.append(job_info)
|
||||
|
||||
return jobs_info
|
||||
|
||||
def get_day_of_week(weekdays_filter):
|
||||
if not weekdays_filter:
|
||||
return '*' # All days of the week
|
||||
return ','.join(map(str, weekdays_filter))
|
||||
|
||||
#initialize_jobs se spousti
|
||||
#- pri spusteni
|
||||
#- triggerovano z add/update a delete
|
||||
|
||||
#zatim cely refresh, v budoucnu upravime jen na zmene menene polozky - viz
|
||||
#https://chat.openai.com/c/2a1423ee-59df-47ff-b073-0c49ade51ed7
|
||||
|
||||
#pomocna funkce, ktera vraci strat_id, ktera jsou v scheduleru vickrat (logika pro ne se lisi)
|
||||
def stratin_occurences(all_records: list[RunManagerRecord]):
|
||||
# Count occurrences
|
||||
strat_id_counts = {}
|
||||
for record in all_records:
|
||||
if record.strat_id in strat_id_counts:
|
||||
strat_id_counts[record.strat_id] += 1
|
||||
else:
|
||||
strat_id_counts[record.strat_id] = 1
|
||||
|
||||
# Find strat_id values that appear twice or more
|
||||
repeated_strat_ids = [strat_id for strat_id, count in strat_id_counts.items() if count >= 2]
|
||||
|
||||
return 0, repeated_strat_ids
|
||||
|
||||
|
||||
def initialize_jobs(run_manager_records: RunManagerRecord = None):
|
||||
"""
|
||||
Initialize all scheduled jobs from RunManagerRecords with moddus = "schedule"
|
||||
Triggered on app init and update of table
|
||||
It deleted all "schedule_" prefixed jobs and schedule new ones base on runmanager table
|
||||
prefiX of "schedule_" in aps scheduler allows to distinguisd schedule types jobs and allows more jobs categories
|
||||
|
||||
Parameters
|
||||
----------
|
||||
run_manager_records : RunManagerRecord, optional
|
||||
RunManagerRecords to initialize the jobs from, by default None
|
||||
|
||||
Returns
|
||||
-------
|
||||
Tuple[int, Union[List[dict], str]]
|
||||
A tuple containing an error code and a message. If there is no error, the
|
||||
message will contain a list of dictionaries with information about the
|
||||
scheduled jobs, otherwise it will contain an error message.
|
||||
"""
|
||||
if run_manager_records is None:
|
||||
res, run_manager_records = rm.fetch_all_run_manager_records()
|
||||
if res < 0:
|
||||
err_msg= f"Error {res} fetching all runmanager records, error {run_manager_records}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
scheduled_jobs = scheduler.get_jobs()
|
||||
|
||||
#print(f"Current {len(scheduled_jobs)} scheduled jobs: {str(scheduled_jobs)}")
|
||||
for job in scheduled_jobs:
|
||||
if job.id.startswith("scheduler_"):
|
||||
scheduler.remove_job(job.id)
|
||||
record : RunManagerRecord = None
|
||||
for record in run_manager_records:
|
||||
if record.status == SchedulerStatus.ACTIVE and record.moddus == Moddus.SCHEDULE:
|
||||
day_of_week = get_day_of_week(record.weekdays_filter)
|
||||
|
||||
hour, minute = map(int, record.start_time.split(':'))
|
||||
start_trigger = CronTrigger(day_of_week=day_of_week, hour=hour, minute=minute,
|
||||
start_date=record.valid_from, end_date=record.valid_to, timezone=zoneNY)
|
||||
stop_hour, stop_minute = map(int, record.stop_time.split(':'))
|
||||
stop_trigger = CronTrigger(day_of_week=day_of_week, hour=stop_hour, minute=stop_minute,
|
||||
start_date=record.valid_from, end_date=record.valid_to, timezone=zoneNY)
|
||||
|
||||
# Schedule new jobs with the 'scheduler_' prefix
|
||||
scheduler.add_job(start_runman_record, start_trigger, id=f"scheduler_start_{record.id}", args=[record.id])
|
||||
scheduler.add_job(stop_runman_record, stop_trigger, id=f"scheduler_stop_{record.id}", args=[record.id])
|
||||
|
||||
#scheduler.add_job(print_hello, 'interval', seconds=10, id=f"scheduler_testinterval")
|
||||
scheduled_jobs = scheduler.get_jobs()
|
||||
print(f"APS jobs refreshed ({len(scheduled_jobs)})")
|
||||
current_jobs_dict = format_apscheduler_jobs(scheduled_jobs)
|
||||
richprint(current_jobs_dict)
|
||||
return 0, current_jobs_dict
|
||||
|
||||
#zastresovaci funkce resici error handling a printing
|
||||
def start_runman_record(id: UUID, market = "US", debug_date = None):
|
||||
record = None
|
||||
res, record, msg = _start_runman_record(id=id, market=market, debug_date=debug_date)
|
||||
|
||||
if record is not None:
|
||||
market_time_now = datetime.now().astimezone(zoneNY) if debug_date is None else debug_date
|
||||
record.last_processed = market_time_now
|
||||
formatted_date = market_time_now.strftime("%y.%m.%d %H:%M:%S")
|
||||
history_string = f"{formatted_date}"
|
||||
history_string += " STARTED" if res == 0 else "NOTE:" + msg if res == -1 else "ERROR:" + msg
|
||||
print(history_string)
|
||||
if record.history is None:
|
||||
record.history = history_string
|
||||
else:
|
||||
record.history += "\n" + history_string
|
||||
|
||||
rs, msg_rs = update_runman_record(record)
|
||||
if rs < 0:
|
||||
msg_rs = f"Error saving result to history: {msg_rs}"
|
||||
print(msg_rs)
|
||||
send_to_telegram(msg_rs)
|
||||
|
||||
|
||||
if res < -1:
|
||||
msg = f"START JOB: {id} ERROR\n" + msg
|
||||
send_to_telegram(msg)
|
||||
print(msg)
|
||||
else:
|
||||
print(f"START JOB: {id} FINISHED {res}")
|
||||
|
||||
|
||||
def update_runman_record(record: RunManagerRecord):
|
||||
#update record (nejspis jeste upravit - last_run a history)
|
||||
res, set = rm.update_run_manager_record(record.id, record)
|
||||
if res == 0:
|
||||
print(f"Record updated {set}")
|
||||
return 0, "OK"
|
||||
else:
|
||||
err_msg= f"STOP: Error updating {record.id} errir {set} with values {record}"
|
||||
return -2, err_msg#toto stopne zpracovani dalsich zaznamu pri chybe, zvazit continue
|
||||
|
||||
def stop_runman_record(id: UUID, market = "US", debug_date = None):
|
||||
res, record, msg = _stop_runman_record(id=id, market=market, debug_date=debug_date)
|
||||
#results : 0 - ok, -1 not running/already running/not specific, -2 error
|
||||
|
||||
#report vzdy zapiseme do history, pokud je record not None, pripadna chyba se stala po dotazeni recordu
|
||||
if record is not None:
|
||||
market_time_now = datetime.now().astimezone(zoneNY) if debug_date is None else debug_date
|
||||
record.last_processed = market_time_now
|
||||
formatted_date = market_time_now.strftime("%y.%m.%d %H:%M:%S")
|
||||
history_string = f"{formatted_date}"
|
||||
history_string += " STOPPED" if res == 0 else "NOTE:" + msg if res == -1 else "ERROR:" + msg
|
||||
print(history_string)
|
||||
if record.history is None:
|
||||
record.history = history_string
|
||||
else:
|
||||
record.history += "\n" + history_string
|
||||
|
||||
rs, msg_rs = update_runman_record(record)
|
||||
if rs < 0:
|
||||
msg_rs = f"Error saving result to history: {msg_rs}"
|
||||
print(msg_rs)
|
||||
send_to_telegram(msg_rs)
|
||||
|
||||
if res < -1:
|
||||
msg = f"STOP JOB: {id} ERROR\n" + msg
|
||||
send_to_telegram(msg)
|
||||
print(msg)
|
||||
else:
|
||||
print(f"STOP JOB: {id} FINISHED")
|
||||
|
||||
#start function that is called from the job
|
||||
def _start_runman_record(id: UUID, market = "US", debug_date = None):
|
||||
print(f"Start scheduled record {id}")
|
||||
|
||||
record : RunManagerRecord = None
|
||||
res, result = rm.fetch_run_manager_record_by_id(id)
|
||||
if res < 0:
|
||||
result = "Error fetching run manager record by id: " + str(id) + " Error: " + str(result)
|
||||
return res, record, result
|
||||
|
||||
record = result
|
||||
|
||||
if market is not None and market == "US":
|
||||
res, sada = sch.get_todays_market_times(market=market, debug_date=debug_date)
|
||||
if res == 0:
|
||||
market_time_now, market_open_datetime, market_close_datetime = sada
|
||||
print(f"OPEN:{market_open_datetime} CLOSE:{market_close_datetime}")
|
||||
else:
|
||||
sada = f"Market {market} Error getting market times (CLOSED): " + str(sada)
|
||||
return res, record, sada
|
||||
|
||||
if cs.is_stratin_running(record.strat_id):
|
||||
return -1, record, f"Stratin {record.strat_id} is already running"
|
||||
|
||||
res, result = sch.run_scheduled_strategy(record)
|
||||
if res < 0:
|
||||
result = "Error running strategy: " + str(result)
|
||||
return res, record, result
|
||||
else:
|
||||
record.runner_id = UUID(result)
|
||||
|
||||
return 0, record, record.runner_id
|
||||
|
||||
#stop function that is called from the job
|
||||
def _stop_runman_record(id: UUID, market = "US", debug_date = None):
|
||||
record = None
|
||||
#get all records
|
||||
print(f"Stopping record {id}")
|
||||
res, all_records = rm.fetch_all_run_manager_records()
|
||||
if res < 0:
|
||||
err_msg= f"Error {res} fetching all runmanager records, error {all_records}"
|
||||
return -2, record, err_msg
|
||||
|
||||
record : RunManagerRecord = None
|
||||
for rec in all_records:
|
||||
if rec.id == id:
|
||||
record = rec
|
||||
break
|
||||
|
||||
if record is None:
|
||||
return -2, record, f"Record id {id} not found"
|
||||
|
||||
#strat_ids that are repeated
|
||||
res, repeated_strat_ids = stratin_occurences(all_records)
|
||||
if res < 0:
|
||||
err_msg= f"Error {res} finding repeated strat_ids, error {repeated_strat_ids}"
|
||||
return -2, record, err_msg
|
||||
|
||||
if record.strat_running is True:
|
||||
#stopneme na zaklade record.runner_id
|
||||
#this code
|
||||
id_to_stop = record.runner_id
|
||||
|
||||
#pokud existuje manualne spustena stejna strategie a neni jich vic - je to jednoznacne - stopneme ji
|
||||
elif cs.is_stratin_running(record.strat_id) and record.strat_id not in repeated_strat_ids:
|
||||
#stopneme na zaklade record.strat_id
|
||||
id_to_stop = record.strat_id
|
||||
|
||||
else:
|
||||
msg = f"strategy {record.strat_id} not RUNNING or not distinctive (manually launched or two strat_ids in scheduler)"
|
||||
print(msg)
|
||||
return -1, record, msg
|
||||
|
||||
print(f"Requesting STOP {id_to_stop}")
|
||||
res, msg = cs.stop_runner(id=id_to_stop)
|
||||
if res < 0:
|
||||
msg = f"ERROR while STOPPING runner_id/strat_id {id_to_stop} {msg}"
|
||||
return -2, record, msg
|
||||
else:
|
||||
record.runner_id = None
|
||||
|
||||
return 0, record, "finished"
|
||||
|
||||
# Global scheduler instance
|
||||
scheduler = BackgroundScheduler(timezone=zoneNY)
|
||||
scheduler.start()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
#use naive datetoime
|
||||
debug_date = None
|
||||
debug_date = datetime(2024, 2, 16, 9, 37, 0, 0)
|
||||
#debug_date = datetime(2024, 2, 16, 10, 30, 0, 0)
|
||||
#debug_date = datetime(2024, 2, 16, 16, 1, 0, 0)
|
||||
|
||||
id = UUID("bc4ec7d2-249b-4799-a02f-f1ce66f83d4a")
|
||||
|
||||
if debug_date is not None:
|
||||
# Localize the naive datetime object to the Eastern timezone
|
||||
debug_date = zoneNY.localize(debug_date)
|
||||
#debugdate formatted as string in format "23.12.2024 9:30"
|
||||
formatted_date = debug_date.strftime("%d.%m.%Y %H:%M")
|
||||
print("Scheduler.py NY time: ", formatted_date)
|
||||
print("ISoformat", debug_date.isoformat())
|
||||
|
||||
# res, result = start_runman_record(id=id, market = "US", debug_date = debug_date)
|
||||
# print(f"CALL FINISHED, with {debug_date} RESULT: {res}, {result}")
|
||||
|
||||
|
||||
res, result = stop_runman_record(id=id, market = "US", debug_date = debug_date)
|
||||
print(f"CALL FINISHED, with {debug_date} RESULT: {res}, {result}")
|
||||
427
v2realbot/scheduler/scheduler.py
Normal file
427
v2realbot/scheduler/scheduler.py
Normal file
@ -0,0 +1,427 @@
|
||||
import json
|
||||
import datetime
|
||||
import v2realbot.controller.services as cs
|
||||
import v2realbot.controller.run_manager as rm
|
||||
from v2realbot.common.model import RunnerView, RunManagerRecord, StrategyInstance, Runner, RunRequest, Trade, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, Bar, RunArchiveChange, TestList, ConfigItem, InstantIndicator, DataTablesRequest, AnalyzerInputs
|
||||
from uuid import uuid4, UUID
|
||||
from v2realbot.utils.utils import json_serial, send_to_telegram, zoneNY, zonePRG, fetch_calendar_data
|
||||
from datetime import datetime, timedelta
|
||||
from traceback import format_exc
|
||||
from rich import print
|
||||
import requests
|
||||
from v2realbot.config import WEB_API_KEY
|
||||
|
||||
#Puvodni varainta schedulera, ktera mela bezet v pravidelnych intervalech
|
||||
#a spoustet scheduled items v RunManagerRecord
|
||||
#Nově bylo zrefaktorováno a využitý apscheduler - knihovna v pythonu
|
||||
#umožňující plánování jobů, tzn. nyní je každý scheduled záznam RunManagerRecord
|
||||
#naplanovany jako samostatni job a triggerován pouze jednou v daný čas pro start a stop
|
||||
#novy kod v aps_scheduler.py
|
||||
|
||||
def get_todays_market_times(market = "US", debug_date = None):
|
||||
try:
|
||||
if market == "US":
|
||||
#zjistit vsechny podminky - mozna loopovat - podminky jsou vlevo
|
||||
if debug_date is not None:
|
||||
nowNY = debug_date
|
||||
else:
|
||||
nowNY = datetime.now().astimezone(zoneNY)
|
||||
nowNY_date = nowNY.date()
|
||||
#is market open - nyni pouze US
|
||||
cal_dates = fetch_calendar_data(nowNY_date, nowNY_date)
|
||||
|
||||
if len(cal_dates) == 0:
|
||||
print("No Market Day today")
|
||||
return -1, "Market Closed"
|
||||
#zatim podpora pouze main session
|
||||
|
||||
#pouze main session
|
||||
market_open_datetime = zoneNY.localize(cal_dates[0].open)
|
||||
market_close_datetime = zoneNY.localize(cal_dates[0].close)
|
||||
return 0, (nowNY, market_open_datetime, market_close_datetime)
|
||||
else:
|
||||
return -1, "Market not supported"
|
||||
except Exception as e:
|
||||
err_msg = f"General error in {e} {format_exc()}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
def get_running_strategies():
|
||||
# Construct the URL for the local REST API endpoint on port 8000
|
||||
api_url = "http://localhost:8000/runners/"
|
||||
|
||||
# Headers for the request
|
||||
headers = {
|
||||
"X-API-Key": WEB_API_KEY
|
||||
}
|
||||
|
||||
try:
|
||||
# Make the GET request to the API with the headers
|
||||
response = requests.get(api_url, headers=headers)
|
||||
|
||||
# Check if the request was successful
|
||||
if response.status_code == 200:
|
||||
runners = response.json()
|
||||
print("Successfully fetched runners.")
|
||||
strat_ids = []
|
||||
ids = []
|
||||
|
||||
for runner_view in runners:
|
||||
strat_ids.append(UUID(runner_view["strat_id"]))
|
||||
ids.append(UUID(runner_view["id"]))
|
||||
|
||||
return 0, (strat_ids, ids)
|
||||
else:
|
||||
err_msg = f"Failed to fetch runners. Status Code: {response.status_code}, Response: {response.text}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
except requests.RequestException as e:
|
||||
err_msg = f"Request failed: {str(e)}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
def stop_strategy(runner_id):
|
||||
# Construct the URL for the local REST API endpoint on port 8000 #option 127.0.0.1
|
||||
api_url = f"http://localhost:8000/runners/{runner_id}/stop"
|
||||
|
||||
# Headers for the request
|
||||
headers = {
|
||||
"X-API-Key": WEB_API_KEY
|
||||
}
|
||||
|
||||
try:
|
||||
# Make the PUT request to the API with the headers
|
||||
response = requests.put(api_url, headers=headers)
|
||||
|
||||
# Check if the request was successful
|
||||
if response.status_code == 200:
|
||||
print(f"Runner/strat_id {runner_id} stopped successfully.")
|
||||
return 0, runner_id
|
||||
else:
|
||||
err_msg = f"Failed to stop runner {runner_id}. Status Code: {response.status_code}, Response: {response.text}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
except requests.RequestException as e:
|
||||
err_msg = f"Request failed: {str(e)}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
def fetch_stratin(stratin_id):
|
||||
# Construct the URL for the REST API endpoint
|
||||
api_url = f"http://localhost:8000/stratins/{stratin_id}"
|
||||
|
||||
# Headers for the request
|
||||
headers = {
|
||||
"X-API-Key": WEB_API_KEY
|
||||
}
|
||||
|
||||
try:
|
||||
# Make the GET request to the API with the headers
|
||||
response = requests.get(api_url, headers=headers)
|
||||
|
||||
# Check if the request was successful
|
||||
if response.status_code == 200:
|
||||
# Parse the response as a StrategyInstance object
|
||||
strategy_instance = response.json()
|
||||
#strategy_instance = response # Assuming the response is in JSON format
|
||||
print(f"StrategyInstance fetched: {stratin_id}")
|
||||
return 0, strategy_instance
|
||||
else:
|
||||
err_msg = f"Failed to fetch StrategyInstance {stratin_id}. " \
|
||||
f"Status Code: {response.status_code}, Response: {response.text}"
|
||||
print(err_msg)
|
||||
return -1, err_msg
|
||||
except requests.RequestException as e:
|
||||
err_msg = f"Request failed: {str(e)}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
#return list of strat_ids that are in the scheduled table more than once
|
||||
#TODO toto je workaround dokud nebude canndidates logika ze selectu nyni presunuta na fetch_all_run_manager_records a logiku v pythonu
|
||||
def stratin_occurences():
|
||||
#get all records
|
||||
res, all_records = rm.fetch_all_run_manager_records()
|
||||
if res < 0:
|
||||
err_msg= f"Error {res} fetching all runmanager records, error {all_records}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
# Count occurrences
|
||||
strat_id_counts = {}
|
||||
for record in all_records:
|
||||
if record.strat_id in strat_id_counts:
|
||||
strat_id_counts[record.strat_id] += 1
|
||||
else:
|
||||
strat_id_counts[record.strat_id] = 1
|
||||
|
||||
# Find strat_id values that appear twice or more
|
||||
repeated_strat_ids = [strat_id for strat_id, count in strat_id_counts.items() if count >= 2]
|
||||
|
||||
return 0, repeated_strat_ids
|
||||
|
||||
# in case debug_date is not provided, it takes current time of the given market
|
||||
#V budoucnu zde bude loopa pro kazdy obsluhovany market, nyni pouze US
|
||||
def startstop_scheduled(debug_date = None, market = "US") -> tuple[int, str]:
|
||||
res, sada = get_todays_market_times(market=market, debug_date=debug_date)
|
||||
if res == 0:
|
||||
market_time_now, market_open_datetime, market_close_datetime = sada
|
||||
print(f"OPEN:{market_open_datetime} CLOSE:{market_close_datetime}")
|
||||
else:
|
||||
return res, sada
|
||||
|
||||
#its market day
|
||||
res, candidates = rm.fetch_scheduled_candidates_for_start_and_stop(market_time_now, market)
|
||||
if res == 0:
|
||||
print(f"Candidates fetched, start: {len(candidates['start'])} stop: {len(candidates['stop'])}")
|
||||
else:
|
||||
return res, candidates
|
||||
|
||||
if candidates is None or (len(candidates["start"]) == 0 and len(candidates["stop"]) == 0):
|
||||
return -1, f"No candidates found for {market_time_now} and {market}"
|
||||
#do budoucna, az budou runnery persistovane, bude stav kazde strategie v RunManagerRecord
|
||||
#get current runners (mozna optimalizace, fetch per each section start/stop)
|
||||
res, sada = get_running_strategies()
|
||||
if res < 0:
|
||||
err_msg= f"Error fetching running strategies, error {sada}"
|
||||
print(err_msg)
|
||||
send_to_telegram(err_msg)
|
||||
return -2, err_msg
|
||||
strat_ids_running, runnerids_running = sada
|
||||
print(f"Currently running: {len(strat_ids_running)}")
|
||||
|
||||
#IERATE over START CAndidates
|
||||
record: RunManagerRecord = None
|
||||
print(f"START - Looping over {len(candidates['start'])} candidates")
|
||||
for record in candidates['start']:
|
||||
print("Candidate: ", record)
|
||||
|
||||
if record.weekdays_filter is not None and len(record.weekdays_filter) > 0:
|
||||
curr_weekday = market_time_now.weekday()
|
||||
if curr_weekday not in record.weekdays_filter:
|
||||
print(f"Strategy {record.strat_id} not started, today{curr_weekday} not in weekdays filter {record.weekdays_filter}")
|
||||
continue
|
||||
#one strat_id can run only once at time
|
||||
if record.strat_id in strat_ids_running:
|
||||
msg = f"strategy already {record.strat_id} is running"
|
||||
continue
|
||||
|
||||
res, result = run_scheduled_strategy(record)
|
||||
if res < 0:
|
||||
send_to_telegram(result)
|
||||
print(result)
|
||||
else:
|
||||
record.runner_id = UUID(result)
|
||||
strat_ids_running.append(record.strat_id)
|
||||
runnerids_running.append(record.runner_id)
|
||||
|
||||
record.last_processed = market_time_now
|
||||
history_string = f"{market_time_now.isoformat()} strategy STARTED" if res == 0 else "ERROR:" + result
|
||||
|
||||
if record.history is None:
|
||||
record.history = history_string
|
||||
else:
|
||||
record.history += "\n" + history_string
|
||||
|
||||
#update record (nejspis jeste upravit - last_run a history)
|
||||
res, set = rm.update_run_manager_record(record.id, record)
|
||||
if res == 0:
|
||||
print(f"Record in db updated {set}")
|
||||
#return 0, set
|
||||
else:
|
||||
err_msg= f"Error updating {record.id} errir {set} with values {record}. Process stopped."
|
||||
print(err_msg)
|
||||
send_to_telegram(msg)
|
||||
return -2, err_msg #toto stopne dalsi zpracovani, zvazit continue
|
||||
|
||||
#if stop candidates, then fetch existing runners
|
||||
stop_candidates_cnt = len(candidates['stop'])
|
||||
|
||||
if stop_candidates_cnt > 0:
|
||||
res, repeated_strat_ids = stratin_occurences()
|
||||
if res < 0:
|
||||
err_msg= f"Error {res} in callin stratin_occurences, error {repeated_strat_ids}"
|
||||
send_to_telegram(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
#dalsi OPEN ISSUE pri STOPu:
|
||||
# má STOP_TIME strategie záviset na dni v týdnu? jinými slovy pokud je strategie
|
||||
# nastavená na 9:30-10 v pondělí. Mohu si ji manuálně spustit v úterý a systém ji neshodí?
|
||||
# Zatím to je postaveno, že předpis určuje okno, kde má strategie běžet a mimo tuto dobu bude
|
||||
# automaticky shozena. Druhou možností je potom, že scheduler si striktně hlídá jen strategie,
|
||||
# které byly jím zapnuté a ostatní jsou mu putna. V tomto případě pak např. později ručně spuštěmá
|
||||
# strategie (např. kvůli opravě bugu) bude scheduler ignorovat a nevypne ji i kdyz je nastavena na vypnuti.
|
||||
# Dopady: weekdays pri stopu a stratin_occurences
|
||||
|
||||
#IERATE over STOP Candidates
|
||||
record: RunManagerRecord = None
|
||||
print(f"STOP - Looping over {stop_candidates_cnt} candidates")
|
||||
for record in candidates['stop']:
|
||||
print("Candidate: ", record)
|
||||
|
||||
#Tento šelmostroj se stratin_occurences tu je jen proto, aby scheduler zafungoval i na manualne spustene strategie (ve vetsine pripadu)
|
||||
# Při stopu evaluace kandidátů na vypnutí
|
||||
# - pokud mám v schedules jen 1 strategii s konkretnim strat_id, můžu jet přes strat_id - bezici strategie s timto strat_id bude vypnuta (i manualne startnuta)
|
||||
# - pokud jich mám více, musím jet přes runnery uložené v schedules
|
||||
# (v tomto případě je omezení: ručně pouštěna strategii nebude automaticky
|
||||
# stopnuta - systém neví, která to je)
|
||||
|
||||
#zjistime zda strategie bezi
|
||||
|
||||
#strategii mame v scheduleru pouze jednou, muzeme pouzit strat_id
|
||||
if record.strat_id not in repeated_strat_ids:
|
||||
if record.strat_id not in strat_ids_running:
|
||||
msg = f"strategy {record.strat_id} NOT RUNNING"
|
||||
print(msg)
|
||||
continue
|
||||
else:
|
||||
#do stop
|
||||
id_to_stop = record.strat_id
|
||||
#strat_id je pouzito v scheduleru vicekrat, musime pouzit runner_id
|
||||
elif record.runner_id is not None and record.runner_id in runnerids_running:
|
||||
#do stop
|
||||
id_to_stop = record.runner_id
|
||||
#no distinctive condition
|
||||
else:
|
||||
#dont do anything
|
||||
print(f"strategy {record.strat_id} not RUNNING or not distinctive (manually launched or two strat_ids in scheduler)")
|
||||
continue
|
||||
|
||||
print(f"Requesting STOP {id_to_stop}")
|
||||
res, msg = stop_strategy(id_to_stop)
|
||||
if res < 0:
|
||||
msg = f"ERROR while STOPPING runner_id/strat_id {id_to_stop} {msg}"
|
||||
send_to_telegram(msg)
|
||||
else:
|
||||
if record.strat_id in strat_ids_running:
|
||||
strat_ids_running.remove(record.strat_id)
|
||||
if record.runner_id is not None and record.runner_id in runnerids_running:
|
||||
runnerids_running.remove(record.runner_id)
|
||||
record.runner_id = None
|
||||
|
||||
record.last_processed = market_time_now
|
||||
history_string = f"{market_time_now.isoformat()} strategy {record.strat_id}" + "STOPPED" if res == 0 else "ERROR:" + msg
|
||||
if record.history is None:
|
||||
record.history = history_string
|
||||
else:
|
||||
record.history += "\n" + history_string
|
||||
|
||||
#update record (nejspis jeste upravit - last_run a history)
|
||||
res, set = rm.update_run_manager_record(record.id, record)
|
||||
if res == 0:
|
||||
print(f"Record updated {set}")
|
||||
else:
|
||||
err_msg= f"Error updating {record.id} errir {set} with values {record}"
|
||||
print(err_msg)
|
||||
send_to_telegram(err_msg)
|
||||
return -2, err_msg#toto stopne zpracovani dalsich zaznamu pri chybe, zvazit continue
|
||||
|
||||
return 0, "DONE"
|
||||
|
||||
##LIVE or PAPER
|
||||
#tato verze využívate REST API, po predelani jobu na apscheduler uz muze vyuzivat prime volani cs.run_stratin
|
||||
#TODO predelat
|
||||
def run_scheduled_strategy(record: RunManagerRecord):
|
||||
#get strat_json
|
||||
sada : StrategyInstance = None
|
||||
res, sada = fetch_stratin(record.strat_id)
|
||||
if res == 0:
|
||||
# #TODO toto overit jestli je stejny vystup jako JS
|
||||
# print("Sada", sada)
|
||||
# #strategy_instance = StrategyInstance(**sada)
|
||||
strat_json = json.dumps(sada, default=json_serial)
|
||||
# Replace escaped characters with their unescaped versions so it matches the JS output
|
||||
#strat_json = strat_json.replace('\\r\\n', '\r\n')
|
||||
#print(f"Strat_json fetched, {strat_json}")
|
||||
else:
|
||||
err_msg= f"Strategy {record.strat_id} not found. ERROR {sada}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
#TBD mozna customizovat NOTE
|
||||
|
||||
#pokud neni batch_id pak vyhgeneruju a ulozim do db
|
||||
# if record.batch_id is None:
|
||||
# record.batch_id = str(uuid4())[:8]
|
||||
|
||||
api_url = f"http://localhost:8000/stratins/{record.strat_id}/run"
|
||||
|
||||
# Initialize RunRequest with record values
|
||||
runReq = {
|
||||
"id": str(record.strat_id),
|
||||
"strat_json": strat_json,
|
||||
"mode": record.mode,
|
||||
"account": record.account,
|
||||
"ilog_save": record.ilog_save,
|
||||
"weekdays_filter": record.weekdays_filter,
|
||||
"test_batch_id": record.testlist_id,
|
||||
"batch_id": record.batch_id or str(uuid4())[:8],
|
||||
"bt_from": record.bt_from.isoformat() if record.bt_from else None,
|
||||
"bt_to": record.bt_to.isoformat() if record.bt_to else None,
|
||||
"note": f"SCHED {record.start_time}-" + record.stop_time if record.stop_time else "" + record.note if record.note is not None else ""
|
||||
}
|
||||
|
||||
# Headers for the request
|
||||
headers = {
|
||||
"X-API-Key": WEB_API_KEY
|
||||
}
|
||||
|
||||
try:
|
||||
# Make the PUT request to the API with the headers
|
||||
response = requests.put(api_url, json=runReq, headers=headers)
|
||||
|
||||
# Check if the request was successful
|
||||
if response.status_code == 200:
|
||||
print(f"Strategy {record.strat_id} started successfully.")
|
||||
return 0, response.json()
|
||||
else:
|
||||
err_msg = f"Strategy {record.strat_id} NOT started. Status Code: {response.status_code}, Response: {response.text}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
except requests.RequestException as e:
|
||||
err_msg = f"Request failed: {str(e)}"
|
||||
print(err_msg)
|
||||
return -2, err_msg
|
||||
|
||||
# #intiializae RunRequest with record values
|
||||
# runReq = RunRequest(id=record.strat_id,
|
||||
# strat_json=strat_json,
|
||||
# mode=record.mode,
|
||||
# account=record.account,
|
||||
# ilog_save=record.ilog_save,
|
||||
# weekdays_filter=record.weekdays_filter,
|
||||
# test_batch_id=record.testlist_id,
|
||||
# batch_id=record.batch_id,
|
||||
# bt_from=record.bt_from,
|
||||
# bt_to=record.bt_to,
|
||||
# note=record.note)
|
||||
# #call rest API to start strategy
|
||||
|
||||
|
||||
# #start strategy
|
||||
# res, sada = cs.run_stratin(id=record.strat_id, runReq=runReq, inter_batch_params=None)
|
||||
# if res == 0:
|
||||
# print(f"Strategy {sada} started")
|
||||
# return 0, sada
|
||||
# else:
|
||||
# err_msg= f"Strategy {record.strat_id} NOT started. ERROR {sada}"
|
||||
# print(err_msg)
|
||||
# return -2, err_msg
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
#use naive datetoime
|
||||
debug_date = None
|
||||
debug_date = datetime(2024, 2, 16, 16, 37, 0, 0)
|
||||
#debug_date = datetime(2024, 2, 16, 10, 30, 0, 0)
|
||||
#debug_date = datetime(2024, 2, 16, 16, 1, 0, 0)
|
||||
|
||||
if debug_date is not None:
|
||||
# Localize the naive datetime object to the Eastern timezone
|
||||
debug_date = zoneNY.localize(debug_date)
|
||||
#debugdate formatted as string in format "23.12.2024 9:30"
|
||||
formatted_date = debug_date.strftime("%d.%m.%Y %H:%M")
|
||||
print("Scheduler.py NY time: ", formatted_date)
|
||||
print("ISoformat", debug_date.isoformat())
|
||||
|
||||
res, msg = startstop_scheduled(debug_date=debug_date, market="US")
|
||||
print(f"CALL FINISHED, with {debug_date} RESULT: {res}, {msg}")
|
||||
@ -26,7 +26,7 @@
|
||||
|
||||
|
||||
<!-- <script src="https://code.jquery.com/jquery-3.6.4.js" integrity="sha256-a9jBBRygX1Bh5lt8GZjXDzyOB+bWve9EiO7tROUtj/E=" crossorigin="anonymous"></script> -->
|
||||
<script src="/static/js/libs/jquery-3.6.4.js" integrity="sha256-a9jBBRygX1Bh5lt8GZjXDzyOB+bWve9EiO7tROUtj/E=" crossorigin="anonymous"></script>
|
||||
<script src="/static/js/libs/jquery-3.6.4.js"></script>
|
||||
|
||||
<!-- <script src="https://cdn.datatables.net/1.13.4/js/jquery.dataTables.min.js"></script> -->
|
||||
<script src="/static/js/libs/jquery.dataTables.min.js"></script>
|
||||
@ -57,7 +57,7 @@
|
||||
<!-- <script src="https://code.jquery.com/jquery-3.5.1.js"></script> -->
|
||||
|
||||
|
||||
<link rel="stylesheet" href="/static/main.css?v=1.06">
|
||||
<link rel="stylesheet" href="/static/main.css?v=1.07">
|
||||
<!-- <script src="https://cdnjs.cloudflare.com/ajax/libs/mousetrap/1.4.6/mousetrap.min.js"></script> -->
|
||||
|
||||
<script src="/static/js/libs/mousetrap.min.js"></script>
|
||||
@ -298,6 +298,251 @@
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<!-- SCHEDULER -->
|
||||
<div id="runmanager-table" class="flex-items">
|
||||
<label data-bs-toggle="collapse" data-bs-target="#runmanager-table-inner">
|
||||
<h4>Run Manager</h4>
|
||||
</label>
|
||||
<div id="runmanager-table-inner" class="collapse show collapsible-section" style="width:58%">
|
||||
<div id="controls">
|
||||
<button title="Create new" id="button_add_sched" class="btn btn-outline-success btn-sm">Add</button>
|
||||
<button title="Edit selected" id="button_edit_sched" class="btn btn-outline-success btn-sm">Edit</button>
|
||||
<button title="Delete selected" id="button_delete_sched" class="btn btn-outline-success btn-sm">Delete</button>
|
||||
<button title="History" id="button_history_sched" class="btn btn-outline-success btn-sm">History</button>
|
||||
<button title="Refresh" id="button_refresh_sched" class="btn btn-outline-success btn-sm">Refresh</button>
|
||||
<div class="btn-group btn-group-toggle" data-toggle="buttons">
|
||||
<!-- <input type="radio" class="btn-check" name="filterOptions" id="filterNone" autocomplete="off" checked>
|
||||
<label class="btn btn-outline-primary" for="filterNone">All</label> -->
|
||||
|
||||
<input type="radio" class="btn-check" name="filterOptions" id="filterSchedule" autocomplete="off" checked>
|
||||
<label class="btn btn-outline-primary" for="filterSchedule">Scheduled</label>
|
||||
|
||||
<input type="radio" class="btn-check" name="filterOptions" id="filterQueue" autocomplete="off">
|
||||
<label class="btn btn-outline-primary" for="filterQueue">Queued</label>
|
||||
</div>
|
||||
</div>
|
||||
<table id="runmanagerTable" class="table-striped table dataTable" style="width:100%; border-color: #dce1dc;">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Id</th>
|
||||
<th>Type</th>
|
||||
<th>Strat_Id</th>
|
||||
<th>Symbol</th>
|
||||
<th>Account</th>
|
||||
<th>Mode</th>
|
||||
<th>Note</th>
|
||||
<th>Log</th>
|
||||
<th>BT_from</th>
|
||||
<th>BT_to</th>
|
||||
<th>days</th>
|
||||
<th>batch_id</th>
|
||||
<th>start</th>
|
||||
<th>stop</th>
|
||||
<th>status</th>
|
||||
<th>last_processed</th>
|
||||
<th>history</th>
|
||||
<th>valid_from</th>
|
||||
<th>valid_to</th>
|
||||
<th>testlist_id</th>
|
||||
<th>Running</th>
|
||||
<th>RunnerId</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody></tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div id="delModalRunmanager" class="modal fade">
|
||||
<div class="modal-dialog">
|
||||
<form method="post" id="delFormRunmanager">
|
||||
<div class="modal-content">
|
||||
<div class="modal-header">
|
||||
<h4 class="modal-title"><i class="fa fa-plus"></i> Delete record</h4>
|
||||
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
||||
</div>
|
||||
<div class="modal-body">
|
||||
<div class="form-group">
|
||||
<label for="delidrunmanager" class="form-label">Id</label>
|
||||
<!-- <div id="listofids"></div> -->
|
||||
<input type="text" class="form-control" id="delidrunmanager" name="id" placeholder="id" readonly>
|
||||
</div>
|
||||
</div>
|
||||
<div class="modal-footer">
|
||||
<input type="submit" name="delete" id="deleterunmanager" class="btn btn-primary" value="Delete" />
|
||||
<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
|
||||
</div>
|
||||
</div>
|
||||
</form>
|
||||
</div>
|
||||
</div>
|
||||
<div id="addeditModalRunmanager" class="modal fade">
|
||||
<div class="modal-dialog">
|
||||
<form method="post" id="addeditFormRunmanager">
|
||||
<div class="modal-content">
|
||||
<div class="modal-header">
|
||||
<h4 class="modal-title_run"><i class="fa fa-plus"></i> Add scheduler record</h4>
|
||||
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
||||
</div>
|
||||
<div class="modal-body">
|
||||
<div class="form-group">
|
||||
<label for="runmanid" class="form-label">Record Id</label>
|
||||
<input type="text" class="form-control" id="runmanid" name="id" placeholder="auto generated id" readonly>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="runmanmoddus" class="form-label">Type</label>
|
||||
<input type="text" class="form-control" id="runmanmoddus" name="moddus" readonly>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="runmanstrat_id" class="form-label">StrategyId</label>
|
||||
<input type="text" class="form-control" id="runmanstrat_id" name="strat_id" placeholder="strategy id">
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="runmode" class="form-label">Mode</label>
|
||||
<select class="form-control" id="runmanmode" name="mode"><option value="paper">paper</option><option value="live">live</option><option value="backtest">backtest</option><option value="prep">prep</option></select>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="account" class="form-label">Account</label>
|
||||
<select class="form-control" id="runmanaccount" name="account"><option value="ACCOUNT1">ACCOUNT1</option><option value="ACCOUNT2">ACCOUNT2</option></select>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="status" class="form-label">Status</label>
|
||||
<select class="form-control" id="runmanstatus" name="status"><option value="active">active</option><option value="suspended">suspended</option></select>
|
||||
</div>
|
||||
<div class="form-group" id="runmanstart_time_div">
|
||||
<label for="start" class="form-label">Start Time</label>
|
||||
<input type="text" class="form-control" id="runmanstart_time" name="start_time" value="9:30" step="1">
|
||||
</div>
|
||||
<div class="form-group" id="runmanstop_time_div">
|
||||
<label for="stop" class="form-label">Stop Time</label>
|
||||
<input type="text-local" class="form-control" id="runmanstop_time" name="stop_time" value="16:00" step="1">
|
||||
</div>
|
||||
|
||||
<!-- pro budouci queueing backtestu -->
|
||||
<div class="form-group" id="runmanbt_from_div">
|
||||
<label for="bt_from" class="form-label">bt_from</label>
|
||||
<input type="datetime-local" class="form-control" id="runmanbt_from" name="bt_from" placeholder="2023-04-06T09:00:00Z" step="1">
|
||||
</div>
|
||||
<div class="form-group" id="runmanbt_to_div">
|
||||
<label for="bt_to" class="form-label">bt_to</label>
|
||||
<input type="datetime-local" class="form-control" id="runmanbt_to" name="bt_to" placeholder="2023-04-06T09:00:00Z" step="1">
|
||||
</div>
|
||||
<div class="form-group" id="runmantestlist_id_div">
|
||||
<label for="test_batch_id" class="form-label">Test List ID</label>
|
||||
<input type="text" class="form-control" id="runmantestlist_id" name="testlist_id" placeholder="test intervals ID">
|
||||
</div>
|
||||
<!-- pro budouci queueing backtestu -->
|
||||
|
||||
<!-- Initial Checkbox for Enabling Weekday Selection -->
|
||||
<div class="form-group">
|
||||
<div style="display:inline-flex">
|
||||
<label for="runman_enable_weekdays" class="form-label">Limit to Weekdays</label>
|
||||
<input type="checkbox" class="form-check" id="runman_enable_weekdays" name="enable_weekdays" aria-label="Enable Weekday Selection">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- Weekday Checkboxes -->
|
||||
<div class="form-group weekday-checkboxes" style="display:none;">
|
||||
<!-- <label class="form-label">Select Weekdays:</label> -->
|
||||
<div>
|
||||
<input type="checkbox" id="monday" name="weekdays" value="monday">
|
||||
<label for="monday">Monday</label>
|
||||
</div>
|
||||
<div>
|
||||
<input type="checkbox" id="tuesday" name="weekdays" value="tuesday">
|
||||
<label for="tuesday">Tuesday</label>
|
||||
</div>
|
||||
<div>
|
||||
<input type="checkbox" id="wednesday" name="weekdays" value="wednesday">
|
||||
<label for="wednesday">Wednesday</label>
|
||||
</div>
|
||||
<div>
|
||||
<input type="checkbox" id="thursday" name="weekdays" value="thursday">
|
||||
<label for="thursday">Thursday</label>
|
||||
</div>
|
||||
<div>
|
||||
<input type="checkbox" id="friday" name="weekdays" value="friday">
|
||||
<label for="friday">Friday</label>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="form-group" id="runmanvalid_from_div">
|
||||
<label for="runmanvalid_from" class="form-label">Valid from</label>
|
||||
<input type="datetime-local" class="form-control" id="runmanvalid_from" name="valid_from" placeholder="2023-04-06T09:00:00Z" step="1">
|
||||
</div>
|
||||
<div class="form-group" id="runmanvalid_to_div">
|
||||
<label for="runmanvalid_to" class="form-label">Valid to</label>
|
||||
<input type="datetime-local" class="form-control" id="runmanvalid_to" name="valid_to" placeholder="2023-04-06T09:00:00Z" step="1">
|
||||
</div>
|
||||
|
||||
<div class="form-group">
|
||||
<label for="batch_id" class="form-label">Batch ID</label>
|
||||
<input type="text" class="form-control" id="runmanbatch_id" name="batch_id" placeholder="batch id">
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<div style="display:inline-flex">
|
||||
<label for="ilog_save" class="form-label">Enable logs</label>
|
||||
<input type="checkbox" class="form-check" id="runmanilog_save" name="ilog_save" aria-label="Enable logs">
|
||||
</div>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="note" class="form-label">note</label>
|
||||
<textarea class="form-control" rows="1" id="runmannote" name="note"></textarea>
|
||||
</div>
|
||||
</div>
|
||||
<div class="modal-footer">
|
||||
<input type="hidden" name="runner_id" id="runmanrunner_id" />
|
||||
<input type="hidden" name="history" id="runmanhistory" />
|
||||
<input type="hidden" name="last_processed" id="runmanlast_processed" />
|
||||
<!--<input type="hidden" name="action" id="action" value="" />-->
|
||||
<input type="submit" id="runmanagersubmit" class="btn btn-primary" value="Add" />
|
||||
<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
|
||||
</div>
|
||||
</div>
|
||||
</form>
|
||||
</div>
|
||||
</div>
|
||||
<div id="historyModalRunmanager" class="modal fade">
|
||||
<div class="modal-dialog">
|
||||
<form method="post" id="historyModalRunmanagerForm">
|
||||
<div class="modal-content">
|
||||
<div class="modal-header">
|
||||
<h4 class="modal-title"><i class="fa fa-plus"></i>View History</h4>
|
||||
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
||||
</div>
|
||||
<div class="modal-body">
|
||||
<div class="form-group">
|
||||
<label for="RunmanId" class="form-label">Id</label>
|
||||
<input type="text" class="form-control" id="RunmanId" name="id" placeholder="id" readonly>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="Runmanlast_processed" class="form-label">Last processed</label>
|
||||
<input type="text" class="form-control" id="Runmanlast_processed" name="last_processed" readonly>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="Runmanhistory" class="form-label">History</label>
|
||||
<textarea class="form-control" rows="8" id="Runmanhistory" name="history" readonly></textarea>
|
||||
</div>
|
||||
<!-- <div class="form-group">
|
||||
<label for="metrics" class="form-label">Metrics</label>
|
||||
<textarea class="form-control" rows="8" id="metrics" name="metrics"></textarea>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="stratvars" class="form-label">Stratvars</label>
|
||||
<textarea class="form-control" rows="8" id="editstratvars" name="stratvars"></textarea>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="strat_json" class="form-label">Strat JSON</label>
|
||||
<textarea class="form-control" rows="6" id="editstratjson" name="stratjson"></textarea>
|
||||
</div> -->
|
||||
</div>
|
||||
<div class="modal-footer">
|
||||
<!-- <input type="submit" name="delete" id="editarchive" class="btn btn-primary" value="Edit" /> -->
|
||||
<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
|
||||
</div>
|
||||
</div>
|
||||
</form>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div id="archive-table" class="flex-items">
|
||||
<label data-bs-toggle="collapse" data-bs-target="#archive-table-inner">
|
||||
@ -316,6 +561,7 @@
|
||||
<button id="button_refresh" class="refresh btn btn-outline-success btn-sm">Refresh</button>
|
||||
<button title="Compare selected days" id="button_compare_arch" class="refresh btn btn-outline-success btn-sm">Compare</button>
|
||||
<button title="Run selected day" id="button_runagain_arch" class="refresh btn btn-outline-success btn-sm">Run Again(r)</button>
|
||||
<button title="Runs LIVE/PAPER in BT mode with same dates" id="button_runbt_arch" class="refresh btn btn-outline-success btn-sm">Backtest same period</button>
|
||||
<button title="Select all days on the page" id="button_selpage" class="btn btn-outline-success btn-sm">Select all</button>
|
||||
<button title="Export selected days to XML" id="button_export_xml" class="btn btn-outline-success btn-sm">Export xml</button>
|
||||
<button title="Export selected days to CSV" id="button_export_csv" class="btn btn-outline-success btn-sm">Export csv</button>
|
||||
@ -350,7 +596,9 @@
|
||||
<th>pos</th>
|
||||
<th>avgp</th>
|
||||
<th>metrics</th>
|
||||
<th>batchid</th>
|
||||
<th>batchid</th>
|
||||
<th>batchprofit</th>
|
||||
<th>batchcount</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody></tbody>
|
||||
@ -403,27 +651,34 @@
|
||||
</div>
|
||||
<div id="logModal" class="modal fade" style="--bs-modal-width: 825px;">
|
||||
<div class="modal-dialog">
|
||||
<div class="modal-content">
|
||||
<div class="modal-header">
|
||||
<h4 class="modal-title"><i class="fa fa-plus"></i>Log</h4>
|
||||
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
||||
<div class="modal-content">
|
||||
<div class="modal-header">
|
||||
<h4 class="modal-title"><i class="fa fa-plus"></i>Log</h4>
|
||||
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
||||
</div>
|
||||
<div class="modal-body">
|
||||
<div class="form-group">
|
||||
<label for="logFileSelect" class="form-label">Select Log File</label>
|
||||
<select class="form-select" id="logFileSelect" aria-label="Log file select">
|
||||
<!-- <option selected>Select a log file</option> -->
|
||||
<option value="strat.log" selected>strat.log</option>
|
||||
<option value="job.log">job.log</option>
|
||||
</select>
|
||||
</div>
|
||||
<div class="modal-body">
|
||||
<div class="form-group">
|
||||
<label for="logHere" class="form-label">Log</label>
|
||||
<div id="log-container">
|
||||
<pre id="log-content"></pre>
|
||||
</div>
|
||||
<!-- <input type="text" class="form-control" id="delidarchive" name="delidarchive" placeholder="id"> -->
|
||||
</div>
|
||||
</div>
|
||||
<div class="modal-footer">
|
||||
<button type="button" class="btn btn-primary" id="logRefreshButton" value="Refresh">Refresh</button>
|
||||
<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
|
||||
<div class="form-group mt-3">
|
||||
<label for="logHere" class="form-label">Log</label>
|
||||
<div id="log-container">
|
||||
<pre id="log-content"></pre>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="modal-footer">
|
||||
<button type="button" class="btn btn-primary" id="logRefreshButton" value="Refresh">Refresh</button>
|
||||
<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">Close</button>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div id="editModalArchive" class="modal fade">
|
||||
<div class="modal-dialog">
|
||||
<form method="post" id="editFormArchive">
|
||||
@ -449,6 +704,10 @@
|
||||
<label for="stratvars" class="form-label">Stratvars</label>
|
||||
<textarea class="form-control" rows="8" id="editstratvars" name="stratvars"></textarea>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="stratvars" class="form-label">Transferables</label>
|
||||
<textarea class="form-control" rows="8" id="edittransferables" name="stratvars"></textarea>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label for="strat_json" class="form-label">Strat JSON</label>
|
||||
<textarea class="form-control" rows="6" id="editstratjson" name="stratjson"></textarea>
|
||||
@ -887,39 +1146,43 @@
|
||||
<BR>
|
||||
</div>
|
||||
</div>
|
||||
<script src="/static/js/config.js?v=1.02"></script>
|
||||
<script src="/static/js/config.js?v=1.04"></script>
|
||||
<!-- tady zacina polska docasna lokalizace -->
|
||||
<!-- <script type="text/javascript" src="https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js"></script> -->
|
||||
<script type="text/javascript" src="/static/js/libs/lightweightcharts/lightweight-charts.standalone.production410.js"></script>
|
||||
<script src="/static/js/dynamicbuttons.js?v=1.03"></script>
|
||||
<script src="/static/js/dynamicbuttons.js?v=1.05"></script>
|
||||
|
||||
|
||||
<!-- <script src="/static/js/utils.js?v=1.01"></script> -->
|
||||
<!-- new util structure and exports and colors -->
|
||||
<script src="/static/js/utils/utils.js?v=1.02"></script>
|
||||
<script src="/static/js/utils/exports.js?v=1.02"></script>
|
||||
<script src="/static/js/utils/colors.js?v=1.02"></script>
|
||||
<script src="/static/js/utils/utils.js?v=1.06"></script>
|
||||
<script src="/static/js/utils/exports.js?v=1.04"></script>
|
||||
<script src="/static/js/utils/colors.js?v=1.04"></script>
|
||||
|
||||
|
||||
<script src="/static/js/instantindicators.js?v=1.01"></script>
|
||||
<script src="/static/js/archivechart.js?v=1.03"></script>
|
||||
<script src="/static/js/instantindicators.js?v=1.04"></script>
|
||||
<script src="/static/js/archivechart.js?v=1.05"></script>
|
||||
|
||||
<!-- <script src="/static/js/archivetables.js?v=1.05"></script> -->
|
||||
<!-- archiveTables split into separate files -->
|
||||
<script src="/static/js/tables/archivetable/init.js?v=1.07"></script>
|
||||
<script src="/static/js/tables/archivetable/functions.js?v=1.06"></script>
|
||||
<script src="/static/js/tables/archivetable/modals.js?v=1.05"></script>
|
||||
<script src="/static/js/tables/archivetable/handlers.js?v=1.05"></script>
|
||||
<script src="/static/js/tables/archivetable/init.js?v=1.12"></script>
|
||||
<script src="/static/js/tables/archivetable/functions.js?v=1.10"></script>
|
||||
<script src="/static/js/tables/archivetable/modals.js?v=1.07"></script>
|
||||
<script src="/static/js/tables/archivetable/handlers.js?v=1.09"></script>
|
||||
|
||||
<!-- Runmanager functionality -->
|
||||
<script src="/static/js/tables/runmanager/init.js?v=1.1"></script>
|
||||
<script src="/static/js/tables/runmanager/functions.js?v=1.08"></script>
|
||||
<script src="/static/js/tables/runmanager/modals.js?v=1.07"></script>
|
||||
<script src="/static/js/tables/runmanager/handlers.js?v=1.07"></script>
|
||||
|
||||
|
||||
<script src="/static/js/livewebsocket.js?v=1.01"></script>
|
||||
<script src="/static/js/realtimechart.js?v=1.01"></script>
|
||||
<script src="/static/js/mytables.js?v=1.01"></script>
|
||||
<script src="/static/js/livewebsocket.js?v=1.02"></script>
|
||||
<script src="/static/js/realtimechart.js?v=1.02"></script>
|
||||
<script src="/static/js/mytables.js?v=1.02"></script>
|
||||
<script src="/static/js/testlist.js?v=1.01"></script>
|
||||
<script src="/static/js/ml.js?v=1.02"></script>
|
||||
<script src="/static/js/common.js?v=1.01"></script>
|
||||
<script src="/static/js/configform.js?v=1.01"></script>
|
||||
|
||||
<!-- <script src="/static/js/scheduler.js?v=1.01"></script> -->
|
||||
</body>
|
||||
</html>
|
||||
@ -638,7 +638,7 @@ $(document).ready(function () {
|
||||
else{
|
||||
$('#editstratvars').val(JSON.stringify(row.stratvars,null,2));
|
||||
}
|
||||
|
||||
$('#edittransferables').val(JSON.stringify(row.transferables,null,2));
|
||||
|
||||
$('#editstratjson').val(row.strat_json);
|
||||
}
|
||||
|
||||
@ -621,7 +621,6 @@ $(document).ready(function () {
|
||||
})
|
||||
});
|
||||
|
||||
|
||||
//button run
|
||||
$('#button_run').click(function () {
|
||||
row = stratinRecords.row('.selected').data();
|
||||
@ -953,7 +952,18 @@ var runnerRecords =
|
||||
render: function ( data, type, row ) {
|
||||
return format_date(data)
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [4], //symbol
|
||||
render: function ( data, type, row ) {
|
||||
if (type === 'display') {
|
||||
//console.log("arch")
|
||||
var color = getColorForId(row.strat_id);
|
||||
return '<span style="color:' + color + ';">'+data+'</span>';
|
||||
}
|
||||
return data;
|
||||
},
|
||||
},
|
||||
],
|
||||
// select: {
|
||||
// style: 'multi'
|
||||
|
||||
@ -78,10 +78,11 @@ function get_detail_and_chart(row) {
|
||||
})
|
||||
}
|
||||
|
||||
//rerun stratin
|
||||
function run_day_again() {
|
||||
//rerun stratin (use to rerun strategy and also to rerun live/paper as bt on same period)
|
||||
function run_day_again(turnintobt=false) {
|
||||
row = archiveRecords.row('.selected').data();
|
||||
$('#button_runagain_arch').attr('disabled',true);
|
||||
var button_name = turnintobt ? '#button_runbt_arch' : '#button_runagain_arch'
|
||||
$(button_name).attr('disabled',true)
|
||||
|
||||
var record1 = new Object()
|
||||
//console.log(JSON.stringify(rows))
|
||||
@ -142,7 +143,7 @@ function run_day_again() {
|
||||
//console.log("Result from second request:", result2);
|
||||
|
||||
//console.log("calling compare")
|
||||
rerun_strategy(result1, result2)
|
||||
rerun_strategy(result1, result2, turnintobt)
|
||||
// Perform your action with the results from both requests
|
||||
// Example:
|
||||
|
||||
@ -154,13 +155,22 @@ function run_day_again() {
|
||||
});
|
||||
|
||||
|
||||
function rerun_strategy(archRunner, stratData) {
|
||||
function rerun_strategy(archRunner, stratData, turnintobt) {
|
||||
record1 = archRunner
|
||||
//console.log(record1)
|
||||
|
||||
var note_prefix = "RERUN "
|
||||
if ((turnintobt) && ((record1.mode == 'live') || (record1.mode == 'paper'))) {
|
||||
record1.mode = 'backtest'
|
||||
record1.bt_from = record1.started
|
||||
record1.bt_to = record1.stopped
|
||||
note_prefix = "BT SAME PERIOD "
|
||||
}
|
||||
|
||||
record1.note = note_prefix + record1.note
|
||||
//nebudeme muset odstanovat pri kazdem pridani noveho atributu v budoucnu
|
||||
//smazeneme nepotrebne a pridame potrebne
|
||||
//do budoucna predelat na vytvoreni noveho objektu
|
||||
//nebudeme muset odstanovat pri kazdem pridani noveho atributu v budoucnu
|
||||
delete record1["end_positions"];
|
||||
delete record1["end_positions_avgp"];
|
||||
delete record1["profit"];
|
||||
@ -172,8 +182,6 @@ function run_day_again() {
|
||||
delete record1["settings"];
|
||||
delete record1["stratvars"];
|
||||
|
||||
record1.note = "RERUN " + record1.note
|
||||
|
||||
if (record1.bt_from == "") {delete record1["bt_from"];}
|
||||
if (record1.bt_to == "") {delete record1["bt_to"];}
|
||||
|
||||
@ -212,7 +220,7 @@ function run_day_again() {
|
||||
contentType: "application/json",
|
||||
data: jsonString,
|
||||
success:function(data){
|
||||
$('#button_runagain_arch').attr('disabled',false);
|
||||
$(button_name).attr('disabled',false);
|
||||
setTimeout(function () {
|
||||
runnerRecords.ajax.reload();
|
||||
stratinRecords.ajax.reload();
|
||||
@ -222,7 +230,7 @@ function run_day_again() {
|
||||
var err = eval("(" + xhr.responseText + ")");
|
||||
window.alert(JSON.stringify(xhr));
|
||||
//console.log(JSON.stringify(xhr));
|
||||
$('#button_runagain_arch').attr('disabled',false);
|
||||
$(button_name).attr('disabled',false);
|
||||
}
|
||||
})
|
||||
}
|
||||
@ -453,8 +461,10 @@ function display_batch_report(batch_id) {
|
||||
}
|
||||
|
||||
function refresh_logfile() {
|
||||
logfile = $("#logFileSelect").val()
|
||||
lines = 700
|
||||
$.ajax({
|
||||
url:"/log?lines=30",
|
||||
url:"/log?lines="+lines+"&logfile="+logfile,
|
||||
beforeSend: function (xhr) {
|
||||
xhr.setRequestHeader('X-API-Key',
|
||||
API_KEY); },
|
||||
@ -466,7 +476,8 @@ function refresh_logfile() {
|
||||
$('#log-content').html("no records");
|
||||
}
|
||||
else {
|
||||
$('#log-content').html(response.lines.join('\n'));
|
||||
var escapedLines = response.lines.map(line => escapeHtml(line));
|
||||
$('#log-content').html(escapedLines.join('\n'));
|
||||
}
|
||||
},
|
||||
error: function(xhr, status, error) {
|
||||
@ -476,6 +487,14 @@ function refresh_logfile() {
|
||||
})
|
||||
}
|
||||
|
||||
function escapeHtml(text) {
|
||||
return text
|
||||
.replace(/&/g, "&")
|
||||
.replace(/</g, "<")
|
||||
.replace(/>/g, ">")
|
||||
.replace(/"/g, """)
|
||||
.replace(/'/g, "'");
|
||||
}
|
||||
function delete_arch_rows(ids) {
|
||||
$.ajax({
|
||||
url:"/archived_runners/",
|
||||
@ -530,6 +549,7 @@ function generateStorageKey(batchId) {
|
||||
function disable_arch_buttons() {
|
||||
//disable buttons (enable on row selection)
|
||||
$('#button_runagain_arch').attr('disabled','disabled');
|
||||
$('#button_runbt_arch').attr('disabled','disabled');
|
||||
$('#button_show_arch').attr('disabled','disabled');
|
||||
$('#button_delete_arch').attr('disabled','disabled');
|
||||
$('#button_delete_batch').attr('disabled','disabled');
|
||||
@ -552,4 +572,10 @@ function enable_arch_buttons() {
|
||||
$('#button_report').attr('disabled',false);
|
||||
$('#button_export_xml').attr('disabled',false);
|
||||
$('#button_export_csv').attr('disabled',false);
|
||||
|
||||
//Backtest same period button is displayed only when row with mode paper/live is selected
|
||||
row = archiveRecords.row('.selected').data();
|
||||
if ((row.mode == 'paper') || (row.mode == 'live')) {
|
||||
$('#button_runbt_arch').attr('disabled',false);
|
||||
}
|
||||
}
|
||||
@ -363,6 +363,10 @@ $(document).ready(function () {
|
||||
refresh_logfile()
|
||||
});
|
||||
|
||||
$('#logFileSelect').change(function() {
|
||||
refresh_logfile();
|
||||
});
|
||||
|
||||
//button to open log modal
|
||||
$('#button_show_log').click(function () {
|
||||
window.$('#logModal').modal('show');
|
||||
@ -441,7 +445,7 @@ $(document).ready(function () {
|
||||
$('#editstratvars').val(JSON.stringify(row.stratvars,null,2));
|
||||
}
|
||||
|
||||
|
||||
$('#edittransferables').val(JSON.stringify(row.transferables,null,2));
|
||||
$('#editstratjson').val(row.strat_json);
|
||||
}
|
||||
});
|
||||
@ -458,6 +462,11 @@ $(document).ready(function () {
|
||||
//run again button
|
||||
$('#button_runagain_arch').click(run_day_again)
|
||||
|
||||
//run in bt mode
|
||||
$('#button_runbt_arch').click(function() {
|
||||
run_day_again(true);
|
||||
});
|
||||
|
||||
//workaround pro spatne oznacovani selectu i pro group-headery
|
||||
// $('#archiveTable tbody').on('click', 'tr.group-header', function(event) {
|
||||
// var $row = $(this);
|
||||
|
||||
@ -42,6 +42,8 @@ function initialize_archiveRecords() {
|
||||
{data: 'end_positions_avgp', visible: true},
|
||||
{data: 'metrics', visible: true},
|
||||
{data: 'batch_id', visible: true},
|
||||
{data: 'batch_profit', visible: false},
|
||||
{data: 'batch_count', visible: false},
|
||||
],
|
||||
paging: true,
|
||||
processing: true,
|
||||
@ -68,30 +70,32 @@ function initialize_archiveRecords() {
|
||||
{
|
||||
targets: [5],
|
||||
render: function ( data, type, row ) {
|
||||
now = new Date(data)
|
||||
if (type == "sort") {
|
||||
return new Date(data).getTime();
|
||||
}
|
||||
//data = "2024-02-26T19:29:13.400621-05:00"
|
||||
// Create a date object from the string, represents given moment in time in UTC time
|
||||
var date = new Date(data);
|
||||
|
||||
tit = date.toLocaleString('cs-CZ', {
|
||||
timeZone: 'America/New_York',
|
||||
})
|
||||
|
||||
if (isToday(now)) {
|
||||
if (isToday(date)) {
|
||||
//console.log("volame isToday s", date)
|
||||
//return local time only
|
||||
return '<div title="'+tit+'">'+ 'dnes ' + format_date(data,false,true)+'</div>'
|
||||
return '<div title="'+tit+'">'+ 'dnes ' + format_date(data,true,true)+'</div>'
|
||||
}
|
||||
else
|
||||
{
|
||||
//return local datetime
|
||||
return '<div title="'+tit+'">'+ format_date(data,false,false)+'</div>'
|
||||
return '<div title="'+tit+'">'+ format_date(data,true,false)+'</div>'
|
||||
}
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [6],
|
||||
render: function ( data, type, row ) {
|
||||
now = new Date(data)
|
||||
if (type == "sort") {
|
||||
return new Date(data).getTime();
|
||||
}
|
||||
@ -100,14 +104,14 @@ function initialize_archiveRecords() {
|
||||
timeZone: 'America/New_York',
|
||||
})
|
||||
|
||||
if (isToday(now)) {
|
||||
if (isToday(date)) {
|
||||
//return local time only
|
||||
return '<div title="'+tit+'" class="token level comment">'+ 'dnes ' + format_date(data,false,true)+'</div>'
|
||||
return '<div title="'+tit+'" class="token level comment">'+ 'dnes ' + format_date(data,true,true)+'</div>'
|
||||
}
|
||||
else
|
||||
{
|
||||
//return local datetime
|
||||
return '<div title="'+tit+'" class="token level number">'+ format_date(data,false,false)+'</div>'
|
||||
return '<div title="'+tit+'" class="token level number">'+ format_date(data,true,false)+'</div>'
|
||||
}
|
||||
},
|
||||
},
|
||||
@ -237,6 +241,8 @@ function initialize_archiveRecords() {
|
||||
var groupId = group ? group : 'no-batch-id-' + firstRowData.id;
|
||||
var stateKey = 'dt-group-state-' + groupId;
|
||||
var state = localStorage.getItem(stateKey);
|
||||
var profit = firstRowData.batch_profit
|
||||
var itemCount = firstRowData.batch_count
|
||||
|
||||
// Iterate over each row in the group to set the data attribute
|
||||
// zaroven pro kazdy node nastavime viditelnost podle nastaveni
|
||||
@ -252,10 +258,10 @@ function initialize_archiveRecords() {
|
||||
});
|
||||
|
||||
// Initialize variables for the group
|
||||
var itemCount = 0;
|
||||
//var itemCount = 0;
|
||||
var period = '';
|
||||
var batch_note = '';
|
||||
var profit = '';
|
||||
//var profit = '';
|
||||
var started = null;
|
||||
var stratinId = null;
|
||||
var symbol = null;
|
||||
@ -284,13 +290,23 @@ function initialize_archiveRecords() {
|
||||
|
||||
//pokud mame batch_id podivame se zda jeho nastaveni uz nema a pokud ano pouzijeme to
|
||||
//pokud nemame tak si ho loadneme
|
||||
//Tento kod parsuje informace do header hlavicky podle notes, je to relevantni pouze pro
|
||||
//backtest batche, nikoliv pro paper a live, kde pocet dni je neznamy a poznamka se muze menit
|
||||
//do budoucna tento parsing na frontendu bude nahrazen batch tabulkou v db, ktera persistuje
|
||||
//tyto data
|
||||
if (group) {
|
||||
const existingBatch = batchHeaders.find(batch => batch.batch_id == group);
|
||||
//jeste neni v poli batchu - udelame hlavicku
|
||||
if (!existingBatch) {
|
||||
itemCount = extractNumbersFromString(firstRowData.note);
|
||||
try {profit = firstRowData.metrics.profit.batch_sum_profit;}
|
||||
catch (e) {profit = 'NA'}
|
||||
// itemCount = extractNumbersFromString(firstRowData.note);
|
||||
// if (!itemCount) {
|
||||
// itemCount="NA"
|
||||
// }
|
||||
|
||||
// try { profit = firstRowData.metrics.profit.batch_sum_profit;}
|
||||
// catch (e) {profit = 'NA'}
|
||||
|
||||
// if (!profit) {profit = 'NA'}
|
||||
period = firstRowData.note ? firstRowData.note.substring(0, 14) : '';
|
||||
try {
|
||||
batch_note = firstRowData.note ? firstRowData.note.split("N:")[1].trim() : ''
|
||||
@ -298,15 +314,22 @@ function initialize_archiveRecords() {
|
||||
started = firstRowData.started
|
||||
stratinId = firstRowData.strat_id
|
||||
symbol = firstRowData.symbol
|
||||
if (period.startsWith("SCHED")) {
|
||||
period = "SCHEDULER";
|
||||
}
|
||||
var newBatchHeader = {batch_id:group, batch_note:batch_note, profit:profit, itemCount:itemCount, period:period, started:started, stratinId:stratinId, symbol:symbol};
|
||||
batchHeaders.push(newBatchHeader)
|
||||
}
|
||||
//uz je v poli, ale mame novejsi (pribyl v ramci backtestu napr.) - updatujeme
|
||||
else if (new Date(existingBatch.started) < new Date(firstRowData.started)) {
|
||||
itemCount = extractNumbersFromString(firstRowData.note);
|
||||
try {profit = firstRowData.metrics.profit.batch_sum_profit;}
|
||||
catch (e) {profit = 'NA'}
|
||||
// try {itemCount = extractNumbersFromString(firstRowData.note);}
|
||||
// catch (e) {itemCount = 'NA'}
|
||||
// try {profit = firstRowData.metrics.profit.batch_sum_profit;}
|
||||
// catch (e) {profit = 'NA'}
|
||||
period = firstRowData.note ? firstRowData.note.substring(0, 14) : '';
|
||||
if (period.startsWith("SCHED")) {
|
||||
period = "SCHEDULER";
|
||||
}
|
||||
try {
|
||||
batch_note = firstRowData.note ? firstRowData.note.split("N:")[1].trim() : ''
|
||||
} catch (e) { batch_note = ''}
|
||||
|
||||
100
v2realbot/static/js/tables/runmanager/functions.js
Normal file
100
v2realbot/static/js/tables/runmanager/functions.js
Normal file
@ -0,0 +1,100 @@
|
||||
function refresh_runmanager_and_callback(row, callback) {
|
||||
//console.log("entering refresh")
|
||||
var request = $.ajax({
|
||||
url: "/run_manager_records/"+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")
|
||||
});
|
||||
}
|
||||
|
||||
function delete_runmanager_row(id) {
|
||||
$.ajax({
|
||||
url:"/run_manager_records/"+id,
|
||||
beforeSend: function (xhr) {
|
||||
xhr.setRequestHeader('X-API-Key',
|
||||
API_KEY); },
|
||||
method:"DELETE",
|
||||
contentType: "application/json",
|
||||
dataType: "json",
|
||||
// data: JSON.stringify(ids),
|
||||
success:function(data){
|
||||
$('#delFormRunmanager')[0].reset();
|
||||
window.$('#delModalRunmanager').modal('hide');
|
||||
$('#deleterunmanager').attr('disabled', false);
|
||||
//console.log(data)
|
||||
runmanagerRecords.ajax.reload();
|
||||
disable_runmanager_buttons()
|
||||
},
|
||||
error: function(xhr, status, error) {
|
||||
var err = eval("(" + xhr.responseText + ")");
|
||||
window.alert(JSON.stringify(xhr));
|
||||
console.log(JSON.stringify(xhr));
|
||||
$('#deleterunmanager').attr('disabled', false);
|
||||
//archiveRecords.ajax.reload();
|
||||
}
|
||||
})
|
||||
}
|
||||
|
||||
//enable/disable based if row(s) selected
|
||||
function disable_runmanager_buttons() {
|
||||
//disable buttons (enable on row selection)
|
||||
//$('#button_add_sched').attr('disabled','disabled');
|
||||
$('#button_edit_sched').attr('disabled','disabled');
|
||||
$('#button_delete_sched').attr('disabled','disabled');
|
||||
$('#button_history_sched').attr('disabled','disabled');
|
||||
}
|
||||
|
||||
function enable_runmanager_buttons() {
|
||||
//enable buttons
|
||||
//$('#button_add_sched').attr('disabled',false);
|
||||
$('#button_edit_sched').attr('disabled',false);
|
||||
$('#button_delete_sched').attr('disabled',false);
|
||||
$('#button_history_sched').attr('disabled',false);
|
||||
}
|
||||
|
||||
// Function to update options
|
||||
function updateSelectOptions(type) {
|
||||
var allOptions = {
|
||||
'paper': '<option value="paper">paper</option>',
|
||||
'live': '<option value="live">live</option>',
|
||||
'backtest': '<option value="backtest">backtest</option>',
|
||||
'prep': '<option value="prep">prep</option>'
|
||||
};
|
||||
|
||||
var allowedOptions = (type === "schedule") ? ['paper', 'live'] : Object.keys(allOptions);
|
||||
|
||||
var $select = $('#runmanmode');
|
||||
$select.empty(); // Clear current options
|
||||
|
||||
allowedOptions.forEach(function(opt) {
|
||||
$select.append(allOptions[opt]); // Append allowed options
|
||||
});
|
||||
}
|
||||
296
v2realbot/static/js/tables/runmanager/handlers.js
Normal file
296
v2realbot/static/js/tables/runmanager/handlers.js
Normal file
@ -0,0 +1,296 @@
|
||||
/* <button title="Create new" id="button_add_sched" class="btn btn-outline-success btn-sm">Add</button>
|
||||
<button title="Edit selected" id="button_edit_sched" class="btn btn-outline-success btn-sm">Edit</button>
|
||||
<button title="Delete selected" id="button_delete_sched" class="btn btn-outline-success btn-sm">Delete</button>
|
||||
|
||||
|
||||
id="delModalRunmanager"
|
||||
id="addeditModalRunmanager" id="runmanagersubmit" == "Add vs Edit"
|
||||
*/
|
||||
|
||||
// Function to apply filter
|
||||
function applyFilter(filter) {
|
||||
switch (filter) {
|
||||
case 'filterSchedule':
|
||||
runmanagerRecords.column(1).search('schedule').draw();
|
||||
break;
|
||||
case 'filterQueue':
|
||||
runmanagerRecords.column(1).search('queue').draw();
|
||||
break;
|
||||
// default:
|
||||
// runmanagerRecords.search('').columns().search('').draw();
|
||||
// break;
|
||||
}
|
||||
}
|
||||
|
||||
// Function to get the ID of current active filter
|
||||
function getCurrentFilter() {
|
||||
var activeFilter = $('input[name="filterOptions"]:checked').attr('id');
|
||||
console.log("activeFilter", activeFilter)
|
||||
return activeFilter;
|
||||
}
|
||||
|
||||
// Function to show/hide input fields based on the current filter
|
||||
function updateInputFields() {
|
||||
var activeFilter = getCurrentFilter();
|
||||
|
||||
switch (activeFilter) {
|
||||
case 'filterSchedule':
|
||||
$('#runmantestlist_id_div').hide();
|
||||
$('#runmanbt_from_div').hide();
|
||||
$('#runmanbt_to_div').hide();
|
||||
|
||||
$('#runmanvalid_from_div').show();
|
||||
$('#runmanvalid_to_div').show();
|
||||
$('#runmanstart_time_div').show();
|
||||
$('#runmanstop_time_div').show();
|
||||
break;
|
||||
case 'filterQueue':
|
||||
$('#runmantestlist_id_div').show();
|
||||
$('#runmanbt_from_div').show();
|
||||
$('#runmanbt_to_div').show();
|
||||
|
||||
$('#runmanvalid_from_div').hide();
|
||||
$('#runmanvalid_to_div').hide();
|
||||
$('#runmanstart_time_div').hide();
|
||||
$('#runmanstop_time_div').hide();
|
||||
break;
|
||||
default:
|
||||
//$('#inputForSchedule, #inputForQueue').hide();
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
//event handlers for runmanager table
|
||||
$(document).ready(function () {
|
||||
initialize_runmanagerRecords();
|
||||
runmanagerRecords.ajax.reload();
|
||||
disable_runmanager_buttons();
|
||||
|
||||
//on click on #button_refresh_sched call runmanagerRecords.ajax.reload()
|
||||
$('#button_refresh_sched').click(function () {
|
||||
runmanagerRecords.ajax.reload();
|
||||
});
|
||||
|
||||
// Event listener for changes in the radio buttons
|
||||
$('input[name="filterOptions"]').on('change', function() {
|
||||
var selectedFilter = $(this).attr('id');
|
||||
applyFilter(selectedFilter);
|
||||
// Save the selected filter to local storage
|
||||
localStorage.setItem('selectedFilter', selectedFilter);
|
||||
});
|
||||
|
||||
|
||||
// Load the last selected filter from local storage and apply it
|
||||
var lastSelectedFilter = localStorage.getItem('selectedFilter');
|
||||
if (lastSelectedFilter) {
|
||||
$('#' + lastSelectedFilter).prop('checked', true).change();
|
||||
}
|
||||
|
||||
//listen for changes on weekday enabling button
|
||||
$('#runman_enable_weekdays').change(function() {
|
||||
if ($(this).is(':checked')) {
|
||||
$('.weekday-checkboxes').show();
|
||||
} else {
|
||||
$('.weekday-checkboxes').hide();
|
||||
}
|
||||
});
|
||||
|
||||
//selectable rows in runmanager table
|
||||
$('#runmanagerTable tbody').on('click', 'tr', function () {
|
||||
if ($(this).hasClass('selected')) {
|
||||
//$(this).removeClass('selected');
|
||||
//aadd here condition that disable is called only when there is no other selected class on tr[data-group-name]
|
||||
// Check if there are no other selected rows before disabling buttons
|
||||
if ($('#runmanagerTable tr.selected').length === 1) {
|
||||
disable_runmanager_buttons();
|
||||
}
|
||||
//disable_arch_buttons()
|
||||
} else {
|
||||
//archiveRecords.$('tr.selected').removeClass('selected');
|
||||
$(this).addClass('selected');
|
||||
enable_runmanager_buttons()
|
||||
}
|
||||
});
|
||||
|
||||
|
||||
//delete button
|
||||
$('#button_delete_sched').click(function () {
|
||||
row = runmanagerRecords.row('.selected').data();
|
||||
window.$('#delModalRunmanager').modal('show');
|
||||
$('#delidrunmanager').val(row.id);
|
||||
// $('#action').val('delRecord');
|
||||
// $('#save').val('Delete');
|
||||
});
|
||||
|
||||
//button add
|
||||
$('#button_add_sched').click(function () {
|
||||
window.$('#addeditModalRunmanager').modal('show');
|
||||
$('#addeditFormRunmanager')[0].reset();
|
||||
//$("#runmanid").prop('readonly', false);
|
||||
if (getCurrentFilter() == 'filterQueue') {
|
||||
mode = 'queue';
|
||||
} else {
|
||||
mode = 'schedule';
|
||||
}
|
||||
//set modus
|
||||
$('#runmanmoddus').val(mode);
|
||||
//updates fields according to selected type
|
||||
updateInputFields();
|
||||
updateSelectOptions(mode);
|
||||
// Initially, check the value of "batch" and enable/disable "btfrom" and "btto" accordingly
|
||||
if ($("#runmantestlist_id").val() !== "") {
|
||||
$("#runmanbt_from, #runmanbt_to").prop("disabled", true);
|
||||
} else {
|
||||
$("#runmanbt_from, #runmanbt_to").prop("disabled", false);
|
||||
}
|
||||
|
||||
// Listen for changes in the "batch" input and diasble/enable "btfrom" and "btto" accordingly
|
||||
$("#runmantestlist_id").on("input", function() {
|
||||
if ($(this).val() !== "") {
|
||||
// If "batch" is not empty, disable "from" and "to"
|
||||
$("#runmanbt_from, #runmanbt_to").prop("disabled", true);
|
||||
} else {
|
||||
// If "batch" is empty, enable "from" and "to"
|
||||
$("#runmanbt_from, #runmanbt_to").prop("disabled", false);
|
||||
}
|
||||
});
|
||||
|
||||
$('.modal-title_run').html("<i class='fa fa-plus'></i> Add Record");
|
||||
$('#runmanagersubmit').val('Add');
|
||||
$('#runmanager_enable_weekdays').prop('checked', false);
|
||||
$('.weekday-checkboxes').hide();
|
||||
});
|
||||
|
||||
//edit button
|
||||
$('#button_edit_sched').click(function () {
|
||||
row = runmanagerRecords.row('.selected').data();
|
||||
if (row == undefined) {
|
||||
return
|
||||
}
|
||||
window.$('#addeditModalRunmanager').modal('show');
|
||||
//set fields as readonly
|
||||
//$("#runmanid").prop('readonly', true);
|
||||
//$("#runmanmoddus").prop('readonly', true);
|
||||
console.log("pred editem puvodni row", row)
|
||||
refresh_runmanager_and_callback(row, show_edit_modal)
|
||||
|
||||
function show_edit_modal(row) {
|
||||
console.log("pred editem refreshnuta row", row);
|
||||
$('#addeditFormRunmanager')[0].reset();
|
||||
$('.modal-title_run').html("<i class='fa fa-plus'></i> Edit Record");
|
||||
$('#runmanagersubmit').val('Edit');
|
||||
|
||||
//updates fields according to selected type
|
||||
updateInputFields();
|
||||
// get shared attributess
|
||||
$('#runmanid').val(row.id);
|
||||
$('#runmanhistory').val(row.history);
|
||||
$('#runmanlast_processed').val(row.last_processed);
|
||||
$('#runmanstrat_id').val(row.strat_id);
|
||||
$('#runmanmode').val(row.mode);
|
||||
$('#runmanmoddus').val(row.moddus);
|
||||
$('#runmanaccount').val(row.account);
|
||||
$('#runmanstatus').val(row.status);
|
||||
$('#runmanbatch_id').val(row.batch_id);
|
||||
$('#runmanrunner_id').val(row.runner_id);
|
||||
$("#runmanilog_save").prop("checked", row.ilog_save);
|
||||
$('#runmannote').val(row.note);
|
||||
|
||||
$('#runmantestlist_id').val(row.testlist_id);
|
||||
$('#runmanbt_from').val(row.bt_from);
|
||||
$('#runmanbt_to').val(row.bt_to);
|
||||
|
||||
$('#runmanvalid_from').val(row.valid_from);
|
||||
$('#runmanvalid_to').val(row.valid_to);
|
||||
$('#runmanstart_time').val(row.start_time);
|
||||
$('#runmanstop_time').val(row.stop_time);
|
||||
|
||||
// Initially, check the value of "batch" and enable/disable "from" and "to" accordingly
|
||||
if ($("#runmantestlist_id").val() !== "") {
|
||||
$("#runmanbt_from, #runmanbt_to").prop("disabled", true);
|
||||
} else {
|
||||
$("#runmanbt_from, #runmanbt_to").prop("disabled", false);
|
||||
}
|
||||
|
||||
// Listen for changes in the "batch" input
|
||||
$("#runmantestlist_id").on("input", function() {
|
||||
if ($(this).val() !== "") {
|
||||
// If "batch" is not empty, disable "from" and "to"
|
||||
$("#runmanbt_from, #runmanbt_to").prop("disabled", true);
|
||||
} else {
|
||||
// If "batch" is empty, enable "from" and "to"
|
||||
$("#runmanbt_from, #runmanbt_to").prop("disabled", false);
|
||||
}
|
||||
});
|
||||
|
||||
type = $('#runmanmoddus').val();
|
||||
updateSelectOptions(type);
|
||||
|
||||
//add weekdays_filter transformation from string "1,2,3" to array [1,2,3]
|
||||
|
||||
// Assuming you have row.weekend_filter available here
|
||||
var weekdayFilter = row.weekdays_filter;
|
||||
|
||||
//
|
||||
|
||||
if (weekdayFilter) {
|
||||
$('#runman_enable_weekdays').prop('checked', true);
|
||||
$(".weekday-checkboxes").show();
|
||||
|
||||
// Map numbers to weekday names
|
||||
var dayOfWeekMap = {
|
||||
"0": "monday",
|
||||
"1": "tuesday",
|
||||
"2": "wednesday",
|
||||
"3": "thursday",
|
||||
"4": "friday",
|
||||
"5": "saturday", // Adjust if needed for your mapping
|
||||
"6": "sunday" // Adjust if needed for your mapping
|
||||
};
|
||||
|
||||
// Iterate through the selected days
|
||||
$.each(weekdayFilter, function(index, dayIndex) {
|
||||
var dayOfWeek = dayOfWeekMap[dayIndex];
|
||||
if (dayOfWeek) { // Make sure the day exists in the map
|
||||
$("#" + dayOfWeek).prop("checked", true);
|
||||
}
|
||||
});
|
||||
}
|
||||
else {
|
||||
$('#runman_enable_weekdays').prop('checked', false);
|
||||
$(".weekday-checkboxes").hide();
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
});
|
||||
|
||||
//edit button
|
||||
$('#button_history_sched').click(function () {
|
||||
row = runmanagerRecords.row('.selected').data();
|
||||
if (row == undefined) {
|
||||
return
|
||||
}
|
||||
window.$('#historyModalRunmanager').modal('show');
|
||||
//set fields as readonly
|
||||
//$("#runmanid").prop('readonly', true);
|
||||
//$("#runmanmoddus").prop('readonly', true);
|
||||
//console.log("pred editem puvodni row", row)
|
||||
refresh_runmanager_and_callback(row, show_history_modal)
|
||||
|
||||
function show_history_modal(row) {
|
||||
//console.log("pred editem refreshnuta row", row);
|
||||
$('#historyModalRunmanagerForm')[0].reset();
|
||||
// get shared attributess
|
||||
$('#RunmanId').val(row.id);
|
||||
var date = new Date(row.last_processed);
|
||||
formatted = date.toLocaleString('cs-CZ', {
|
||||
timeZone: 'America/New_York',
|
||||
})
|
||||
$('#Runmanlast_processed').val(formatted);
|
||||
$('#Runmanhistory').val(row.history);
|
||||
}
|
||||
});
|
||||
|
||||
});
|
||||
321
v2realbot/static/js/tables/runmanager/init.js
Normal file
321
v2realbot/static/js/tables/runmanager/init.js
Normal file
@ -0,0 +1,321 @@
|
||||
var runmanagerRecords = null
|
||||
|
||||
//ekvivalent to ready
|
||||
function initialize_runmanagerRecords() {
|
||||
|
||||
//archive table
|
||||
runmanagerRecords =
|
||||
$('#runmanagerTable').DataTable( {
|
||||
ajax: {
|
||||
url: '/run_manager_records/',
|
||||
dataSrc: '',
|
||||
method:"GET",
|
||||
contentType: "application/json",
|
||||
// dataType: "json",
|
||||
beforeSend: function (xhr) {
|
||||
xhr.setRequestHeader('X-API-Key',
|
||||
API_KEY); },
|
||||
data: function (d) {
|
||||
return JSON.stringify(d);
|
||||
},
|
||||
error: function(xhr, status, error) {
|
||||
//var err = eval("(" + xhr.responseText + ")");
|
||||
//window.alert(JSON.stringify(xhr));
|
||||
console.log(JSON.stringify(xhr));
|
||||
}
|
||||
},
|
||||
columns: [ { data: 'id' },
|
||||
{ data: 'moddus' },
|
||||
{ data: 'strat_id' },
|
||||
{data: 'symbol'},
|
||||
{data: 'account'},
|
||||
{data: 'mode'},
|
||||
{data: 'note'},
|
||||
{data: 'ilog_save'},
|
||||
{data: 'bt_from'},
|
||||
{data: 'bt_to'},
|
||||
{data: 'weekdays_filter', visible: true},
|
||||
{data: 'batch_id', visible: true},
|
||||
{data: 'start_time', visible: true},
|
||||
{data: 'stop_time', visible: true},
|
||||
{data: 'status'},
|
||||
{data: 'last_processed', visible: true},
|
||||
{data: 'history', visible: false},
|
||||
{data: 'valid_from', visible: true},
|
||||
{data: 'valid_to', visible: true},
|
||||
{data: 'testlist_id', visible: true},
|
||||
{data: 'strat_running', visible: true},
|
||||
{data: 'runner_id', visible: true},
|
||||
],
|
||||
paging: true,
|
||||
processing: true,
|
||||
serverSide: false,
|
||||
columnDefs: [
|
||||
{ //history
|
||||
targets: [6],
|
||||
render: function(data, type, row, meta) {
|
||||
if (!data) return data;
|
||||
var stateClass = 'truncated-text';
|
||||
var uniqueId = 'note-' + row.id;
|
||||
|
||||
if (localStorage.getItem(uniqueId) === 'expanded') {
|
||||
stateClass = 'expanded-text';
|
||||
}
|
||||
|
||||
if (type === 'display') {
|
||||
return '<div class="' + stateClass + '" id="' + uniqueId + '">' + data + '</div>';
|
||||
}
|
||||
return data;
|
||||
},
|
||||
},
|
||||
{ //iloc_save
|
||||
targets: [7],
|
||||
render: function ( data, type, row ) {
|
||||
//if ilog_save true
|
||||
if (data) {
|
||||
return '<span class="material-symbols-outlined">done_outline</span>'
|
||||
}
|
||||
else {
|
||||
return null
|
||||
}
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [10], //weekdays
|
||||
render: function (data, type, row) {
|
||||
if (!data) return data;
|
||||
// Map each number in the array to a weekday
|
||||
var weekdays = ["monday", "tuesday", "wednesday", "thursday", "friday", "saturday", "sunday"];
|
||||
return data.map(function(dayNumber) {
|
||||
return weekdays[dayNumber];
|
||||
}).join(', ');
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [0, 21], //interni id, runner_id
|
||||
render: function ( data, type, row ) {
|
||||
if (!data) return data;
|
||||
if (type === 'display') {
|
||||
return '<div class="tdnowrap" data-bs-toggle="tooltip" data-bs-placement="top" title="'+data+'">'+data+'</div>';
|
||||
}
|
||||
return data;
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [2], //strat_id
|
||||
render: function ( data, type, row ) {
|
||||
if (type === 'display') {
|
||||
//console.log("arch")
|
||||
var color = getColorForId(data);
|
||||
return '<div class="tdnowrap" data-bs-toggle="tooltip" data-bs-placement="top" title="'+data+'"><span class="color-tag" style="background-color:' + color + ';"></span>'+data+'</div>';
|
||||
}
|
||||
return data;
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [3,12,13], //symbol, start_time, stop_time
|
||||
render: function ( data, type, row ) {
|
||||
if (type === 'display') {
|
||||
//console.log("arch")
|
||||
var color = getColorForId(row.strat_id);
|
||||
return '<span style="color:' + color + ';">'+data+'</span>';
|
||||
}
|
||||
return data;
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [16], //history
|
||||
render: function ( data, type, row ) {
|
||||
if (type === 'display') {
|
||||
if (!data) data = "";
|
||||
return '<div data-bs-toggle="tooltip" data-bs-placement="top" title="'+data+'">'+data+'</div>';
|
||||
}
|
||||
return data;
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [14], //status
|
||||
render: function ( data, type, row ) {
|
||||
if (type === 'display') {
|
||||
//console.log("arch")
|
||||
var color = data == "active" ? "#3f953f" : "#f84c4c";
|
||||
return '<span style="color:' + color + ';">'+data+'</span>';
|
||||
}
|
||||
return data;
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [20], //strat_running
|
||||
render: function ( data, type, row ) {
|
||||
if (type === 'display') {
|
||||
if (!data) data = "";
|
||||
console.log("running", data)
|
||||
//var color = data == "active" ? "#3f953f" : "#f84c4c";
|
||||
data = data ? "running" : ""
|
||||
return '<div title="' + row.runner_id + '" style="color:#3f953f;">'+data+'</div>';
|
||||
}
|
||||
return data;
|
||||
},
|
||||
},
|
||||
// {
|
||||
// targets: [0,17],
|
||||
// render: function ( data, type, row ) {
|
||||
// if (!data) return data
|
||||
// return '<div class="tdnowrap" title="'+data+'">'+data+'</i>'
|
||||
// },
|
||||
// },
|
||||
{
|
||||
targets: [15,17, 18, 8, 9], //start, stop, valid_from, valid_to, bt_from, bt_to, last_proccessed
|
||||
render: function ( data, type, row ) {
|
||||
if (!data) return data
|
||||
if (type == "sort") {
|
||||
return new Date(data).getTime();
|
||||
}
|
||||
var date = new Date(data);
|
||||
tit = date.toLocaleString('cs-CZ', {
|
||||
timeZone: 'America/New_York',
|
||||
})
|
||||
return '<div title="'+tit+'">'+ format_date(data,true,false)+'</div>'
|
||||
// if (isToday(now)) {
|
||||
// //return local time only
|
||||
// return '<div title="'+tit+'">'+ 'dnes ' + format_date(data,true,true)+'</div>'
|
||||
// }
|
||||
// else
|
||||
// {
|
||||
// //return local datetime
|
||||
// return '<div title="'+tit+'">'+ format_date(data,true,false)+'</div>'
|
||||
// }
|
||||
},
|
||||
},
|
||||
// {
|
||||
// targets: [6],
|
||||
// render: function ( data, type, row ) {
|
||||
// now = new Date(data)
|
||||
// if (type == "sort") {
|
||||
// return new Date(data).getTime();
|
||||
// }
|
||||
// var date = new Date(data);
|
||||
// tit = date.toLocaleString('cs-CZ', {
|
||||
// timeZone: 'America/New_York',
|
||||
// })
|
||||
|
||||
// if (isToday(now)) {
|
||||
// //return local time only
|
||||
// return '<div title="'+tit+'" class="token level comment">'+ 'dnes ' + format_date(data,false,true)+'</div>'
|
||||
// }
|
||||
// else
|
||||
// {
|
||||
// //return local datetime
|
||||
// return '<div title="'+tit+'" class="token level number">'+ format_date(data,false,false)+'</div>'
|
||||
// }
|
||||
// },
|
||||
// },
|
||||
// {
|
||||
// targets: [9,10],
|
||||
// render: function ( data, type, row ) {
|
||||
// if (type == "sort") {
|
||||
// return new Date(data).getTime();
|
||||
// }
|
||||
// //console.log(data)
|
||||
// //market datetime
|
||||
// return data ? format_date(data, true) : data
|
||||
// },
|
||||
// },
|
||||
// {
|
||||
// targets: [2],
|
||||
// render: function ( data, type, row ) {
|
||||
// return '<div class="tdname tdnowrap" title="'+data+'">'+data+'</div>'
|
||||
// },
|
||||
// },
|
||||
// // {
|
||||
// // targets: [4],
|
||||
// // render: function ( data, type, row ) {
|
||||
// // return '<div class="tdname tdnowrap" title="'+data+'">'+data+'</div>'
|
||||
// // },
|
||||
// // },
|
||||
// {
|
||||
// targets: [16],
|
||||
// render: function ( data, type, row ) {
|
||||
// //console.log("metrics", data)
|
||||
// try {
|
||||
// data = JSON.parse(data)
|
||||
// }
|
||||
// catch (error) {
|
||||
// //console.log(error)
|
||||
// }
|
||||
// var res = JSON.stringify(data)
|
||||
// var unquoted = res.replace(/"([^"]+)":/g, '$1:')
|
||||
|
||||
// //zobrazujeme jen kratkou summary pokud mame, jinak davame vse, do titlu davame vzdy vse
|
||||
// //console.log(data)
|
||||
// short = null
|
||||
// if ((data) && (data.profit) && (data.profit.sum)) {
|
||||
// short = data.profit.sum
|
||||
// }
|
||||
// else {
|
||||
// short = unquoted
|
||||
// }
|
||||
// return '<div class="tdmetrics" title="'+unquoted+'">'+short+'</div>'
|
||||
// },
|
||||
// },
|
||||
// {
|
||||
// targets: [4],
|
||||
// render: function ( data, type, row ) {
|
||||
// return '<div class="tdnote" title="'+data+'">'+data+'</div>'
|
||||
// },
|
||||
// },
|
||||
// {
|
||||
// targets: [13,14,15],
|
||||
// render: function ( data, type, row ) {
|
||||
// return '<div class="tdsmall">'+data+'</div>'
|
||||
// },
|
||||
// },
|
||||
// {
|
||||
// targets: [11],
|
||||
// render: function ( data, type, row ) {
|
||||
// //if ilog_save true
|
||||
// if (data) {
|
||||
// return '<span class="material-symbols-outlined">done_outline</span>'
|
||||
// }
|
||||
// else {
|
||||
// return null
|
||||
// }
|
||||
// },
|
||||
// },
|
||||
{
|
||||
targets: [4], //account
|
||||
render: function ( data, type, row ) {
|
||||
//if ilog_save true
|
||||
if (data == "ACCOUNT1") {
|
||||
res="ACC1"
|
||||
}
|
||||
else if (data == "ACCOUNT2") {
|
||||
res="ACC2"
|
||||
}
|
||||
else { res=data}
|
||||
return res
|
||||
},
|
||||
},
|
||||
{
|
||||
targets: [5], //mode
|
||||
render: function ( data, type, row ) {
|
||||
//if ilog_save true
|
||||
if (data == "backtest") {
|
||||
res="bt"
|
||||
}
|
||||
else { res=data}
|
||||
return res
|
||||
},
|
||||
}
|
||||
],
|
||||
order: [[1, 'asc']],
|
||||
select: {
|
||||
info: true,
|
||||
style: 'multi',
|
||||
//selector: 'tbody > tr:not(.group-header)'
|
||||
selector: 'tbody > tr:not(.group-header)'
|
||||
},
|
||||
paging: true
|
||||
});
|
||||
|
||||
}
|
||||
195
v2realbot/static/js/tables/runmanager/modals.js
Normal file
195
v2realbot/static/js/tables/runmanager/modals.js
Normal file
@ -0,0 +1,195 @@
|
||||
//delete modal
|
||||
$("#delModalRunmanager").on('submit','#delFormRunmanager', function(event){
|
||||
event.preventDefault();
|
||||
$('#deleterunmanager').attr('disabled','disabled');
|
||||
|
||||
//get val from #delidrunmanager
|
||||
id = $('#delidrunmanager').val();
|
||||
delete_runmanager_row(id);
|
||||
});
|
||||
|
||||
//add api
|
||||
// fetch(`/run_manager_records/`, {
|
||||
// method: 'POST',
|
||||
// headers: {
|
||||
// 'Content-Type': 'application/json',
|
||||
// 'X-API-Key': API_KEY
|
||||
// },
|
||||
// body: JSON.stringify(newRecord)
|
||||
// })
|
||||
|
||||
// fetch(`/run_manager_records/${recordId}`, {
|
||||
// method: 'PATCH',
|
||||
// headers: {
|
||||
// 'Content-Type': 'application/json',
|
||||
// 'X-API-Key': API_KEY
|
||||
// },
|
||||
// body: JSON.stringify(updatedData)
|
||||
// })
|
||||
|
||||
function getCheckedWeekdays() {
|
||||
const checkboxes = document.querySelectorAll('input[name="weekdays_filter[]"]:checked');
|
||||
const selectedDays = Array.from(checkboxes).map(checkbox => checkbox.value);
|
||||
return selectedDays;
|
||||
}
|
||||
|
||||
|
||||
//submit form
|
||||
$("#addeditModalRunmanager").on('submit','#addeditFormRunmanager', function(event){
|
||||
//event.preventDefault();
|
||||
//code for add
|
||||
if ($('#runmanagersubmit').val() == "Add") {
|
||||
|
||||
event.preventDefault();
|
||||
//set id as editable
|
||||
$('#runmanagersubmit').attr('disabled','disabled');
|
||||
//trow = runmanagerRecords.row('.selected').data();
|
||||
//note = $('#editnote').val()
|
||||
|
||||
// Handle weekdays functionality
|
||||
var weekdays = [];
|
||||
if ($('#runman_enable_weekdays').is(':checked')) {
|
||||
$('#addeditFormRunmanager input[name="weekdays"]:checked').each(function() {
|
||||
var weekday = $(this).val();
|
||||
switch(weekday) {
|
||||
case 'monday': weekdays.push(0); break;
|
||||
case 'tuesday': weekdays.push(1); break;
|
||||
case 'wednesday': weekdays.push(2); break;
|
||||
case 'thursday': weekdays.push(3); break;
|
||||
case 'friday': weekdays.push(4); break;
|
||||
// Add cases for Saturday and Sunday if needed
|
||||
}
|
||||
});
|
||||
}
|
||||
console.log("weekdays pole", weekdays)
|
||||
|
||||
var formData = $(this).serializeJSON();
|
||||
console.log("formData", formData)
|
||||
|
||||
delete formData["enable_weekdays"]
|
||||
delete formData["weekdays"]
|
||||
|
||||
//pokud je zatrzeno tak aplikujeme filter, jinak nevyplnujeme
|
||||
if (weekdays.length > 0) {
|
||||
formData.weekdays_filter = weekdays
|
||||
}
|
||||
console.log(formData)
|
||||
if ($('#runmanilog_save').prop('checked')) {
|
||||
formData.ilog_save = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
formData.ilog_save = false;
|
||||
}
|
||||
|
||||
//if (formData.batch_id == "") {delete formData["batch_id"];}
|
||||
|
||||
//projede vsechny atributy a kdyz jsou "" tak je smaze, default nahradi backend
|
||||
for (let key in formData) {
|
||||
if (formData.hasOwnProperty(key) && formData[key] === "") {
|
||||
delete formData[key];
|
||||
}
|
||||
}
|
||||
|
||||
jsonString = JSON.stringify(formData);
|
||||
console.log("json string pro formData pred odeslanim", jsonString)
|
||||
$.ajax({
|
||||
url:"/run_manager_records/",
|
||||
beforeSend: function (xhr) {
|
||||
xhr.setRequestHeader('X-API-Key',
|
||||
API_KEY); },
|
||||
method:"POST",
|
||||
contentType: "application/json",
|
||||
// dataType: "json",
|
||||
data: jsonString,
|
||||
success:function(data){
|
||||
$('#addeditFormRunmanager')[0].reset();
|
||||
window.$('#addeditModalRunmanager').modal('hide');
|
||||
$('#runmanagersubmit').attr('disabled', false);
|
||||
runmanagerRecords.ajax.reload();
|
||||
disable_runmanager_buttons();
|
||||
},
|
||||
error: function(xhr, status, error) {
|
||||
var err = eval("(" + xhr.responseText + ")");
|
||||
window.alert(JSON.stringify(xhr));
|
||||
console.log(JSON.stringify(xhr));
|
||||
$('#runmanagersubmit').attr('disabled', false);
|
||||
}
|
||||
})
|
||||
}
|
||||
//code for edit
|
||||
else {
|
||||
event.preventDefault();
|
||||
$('#runmanagersubmit').attr('disabled','disabled');
|
||||
//trow = runmanagerRecords.row('.selected').data();
|
||||
//note = $('#editnote').val()
|
||||
|
||||
// Handle weekdays functionality
|
||||
var weekdays = [];
|
||||
if ($('#runman_enable_weekdays').is(':checked')) {
|
||||
$('#addeditFormRunmanager input[name="weekdays"]:checked').each(function() {
|
||||
var weekday = $(this).val();
|
||||
switch(weekday) {
|
||||
case 'monday': weekdays.push(0); break;
|
||||
case 'tuesday': weekdays.push(1); break;
|
||||
case 'wednesday': weekdays.push(2); break;
|
||||
case 'thursday': weekdays.push(3); break;
|
||||
case 'friday': weekdays.push(4); break;
|
||||
// Add cases for Saturday and Sunday if needed
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
var formData = $(this).serializeJSON();
|
||||
delete formData["enable_weekdays"]
|
||||
delete formData["weekdays"]
|
||||
|
||||
//pokud je zatrzeno tak aplikujeme filter, jinak nevyplnujeme
|
||||
if (weekdays.length > 0) {
|
||||
formData.weekdays_filter = weekdays
|
||||
}
|
||||
console.log(formData)
|
||||
if ($('#runmanilog_save').prop('checked')) {
|
||||
formData.ilog_save = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
formData.ilog_save = false;
|
||||
}
|
||||
|
||||
//projede formatributy a kdyz jsou "" tak je smaze, default nahradi backend - tzn. smaze se puvodni hodnota
|
||||
for (let key in formData) {
|
||||
if (formData.hasOwnProperty(key) && formData[key] === "") {
|
||||
delete formData[key];
|
||||
}
|
||||
}
|
||||
|
||||
jsonString = JSON.stringify(formData);
|
||||
console.log("EDIT json string pro formData pred odeslanim", jsonString);
|
||||
$.ajax({
|
||||
url:"/run_manager_records/"+formData.id,
|
||||
beforeSend: function (xhr) {
|
||||
xhr.setRequestHeader('X-API-Key',
|
||||
API_KEY); },
|
||||
method:"PATCH",
|
||||
contentType: "application/json",
|
||||
// dataType: "json",
|
||||
data: jsonString,
|
||||
success:function(data){
|
||||
console.log("EDIT success data", data);
|
||||
$('#addeditFormRunmanager')[0].reset();
|
||||
window.$('#addeditModalRunmanager').modal('hide');
|
||||
$('#runmanagersubmit').attr('disabled', false);
|
||||
runmanagerRecords.ajax.reload();
|
||||
disable_runmanager_buttons();
|
||||
},
|
||||
error: function(xhr, status, error) {
|
||||
var err = eval("(" + xhr.responseText + ")");
|
||||
window.alert(JSON.stringify(xhr));
|
||||
console.log(JSON.stringify(xhr));
|
||||
$('#runmanagersubmit').attr('disabled', false);
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
});
|
||||
@ -990,12 +990,26 @@ JSON.safeStringify = (obj, indent = 2) => {
|
||||
return retVal;
|
||||
};
|
||||
|
||||
function isToday(someDate) {
|
||||
const today = new Date()
|
||||
return someDate.getDate() == today.getDate() &&
|
||||
someDate.getMonth() == today.getMonth() &&
|
||||
someDate.getFullYear() == today.getFullYear()
|
||||
}
|
||||
|
||||
function isToday(someDate) {
|
||||
// Convert input date to Eastern Time
|
||||
var dateInEastern = new Date(someDate.toLocaleString('en-US', { timeZone: 'America/New_York' }));
|
||||
//console.log("vstupuje ",someDate)
|
||||
//console.log("americky ",dateInEastern)
|
||||
// Get today's date in Eastern Time
|
||||
var todayInEastern = new Date(new Date().toLocaleString('en-US', { timeZone: 'America/New_York' }));
|
||||
|
||||
return dateInEastern.getDate() === todayInEastern.getDate() &&
|
||||
dateInEastern.getMonth() === todayInEastern.getMonth() &&
|
||||
dateInEastern.getFullYear() === todayInEastern.getFullYear();
|
||||
}
|
||||
// function isToday(someDate) {
|
||||
|
||||
// const today = new Date()
|
||||
// return someDate.getDate() == today.getDate() &&
|
||||
// someDate.getMonth() == today.getMonth() &&
|
||||
// someDate.getFullYear() == today.getFullYear()
|
||||
// }
|
||||
|
||||
//https://www.w3schools.com/jsref/jsref_tolocalestring.asp
|
||||
function format_date(datum, markettime = false, timeonly = false) {
|
||||
|
||||
@ -250,6 +250,17 @@ strong {
|
||||
--bs-form-invalid-border-color: #ea868f;
|
||||
}
|
||||
|
||||
.btn-check:checked+.btn, .btn.active, .btn.show, .btn:first-child:active, :not(.btn-check)+.btn:active {
|
||||
color: var(--bs-btn-active-color);
|
||||
background-color: #3a5962;
|
||||
border-color: #3a5962;
|
||||
}
|
||||
|
||||
.btn-outline-primary {
|
||||
--bs-btn-color: #94b1b3;
|
||||
--bs-btn-border-color: #3a5a62;
|
||||
}
|
||||
|
||||
.form-label {
|
||||
margin-top: 0.5em;
|
||||
color: var(--bs-emphasis-color);
|
||||
|
||||
@ -9,7 +9,7 @@ from alpaca.trading.enums import TradeEvent, OrderStatus
|
||||
from v2realbot.indicators.indicators import ema
|
||||
import orjson
|
||||
from datetime import datetime
|
||||
#from rich import print
|
||||
from rich import print as printanyway
|
||||
from random import randrange
|
||||
from alpaca.common.exceptions import APIError
|
||||
import numpy as np
|
||||
@ -41,14 +41,16 @@ class StrategyClassicSL(Strategy):
|
||||
if rel_profit >= float(max_sum_profit_to_quit_rel):
|
||||
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)}")
|
||||
self.state.vars.pending = "max_sum_profit_to_quit_rel"
|
||||
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)}")
|
||||
if self.mode not in [Mode.BT, Mode.PREP]:
|
||||
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)}")
|
||||
self.signal_stop = True
|
||||
return True
|
||||
if max_sum_loss_to_quit_rel is not None:
|
||||
if rel_profit < 0 and rel_profit <= float(max_sum_loss_to_quit_rel):
|
||||
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)}")
|
||||
self.state.vars.pending = "max_sum_loss_to_quit_rel"
|
||||
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)}")
|
||||
if self.mode not in [Mode.BT, Mode.PREP]:
|
||||
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)}")
|
||||
self.signal_stop = True
|
||||
return True
|
||||
|
||||
@ -56,14 +58,16 @@ class StrategyClassicSL(Strategy):
|
||||
if float(self.state.profit) >= float(max_sum_profit_to_quit):
|
||||
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)}")
|
||||
self.state.vars.pending = "max_sum_profit_to_quit"
|
||||
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)}")
|
||||
if self.mode not in [Mode.BT, Mode.PREP]:
|
||||
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)}")
|
||||
self.signal_stop = True
|
||||
return True
|
||||
if max_sum_loss_to_quit is not None:
|
||||
if float(self.state.profit) < 0 and float(self.state.profit) <= float(max_sum_loss_to_quit):
|
||||
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)}")
|
||||
self.state.vars.pending = "max_sum_loss_to_quit"
|
||||
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)}")
|
||||
if self.mode not in [Mode.BT, Mode.PREP]:
|
||||
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)}")
|
||||
self.signal_stop = True
|
||||
return True
|
||||
|
||||
@ -149,6 +153,10 @@ class StrategyClassicSL(Strategy):
|
||||
self.state.rel_profit_cum.append(rel_profit)
|
||||
rel_profit_cum_calculated = round(np.sum(self.state.rel_profit_cum),5)
|
||||
|
||||
#pro martingale updatujeme loss_series_cnt
|
||||
self.state.vars["transferables"]["martingale"]["cont_loss_series_cnt"] = 0 if rel_profit > 0 else self.state.vars["transferables"]["martingale"]["cont_loss_series_cnt"]+1
|
||||
self.state.ilog(lvl=1, e=f"update cont_loss_series_cnt na {self.state.vars['transferables']['martingale']['cont_loss_series_cnt']}")
|
||||
|
||||
self.state.ilog(e=f"BUY notif - SHORT PROFIT: {partial_exit=} {partial_last=} {round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)} rel:{float(rel_profit)} rel_cum:{round(rel_profit_cum_calculated,7)}", msg=str(data.event), rel_profit_cum=str(self.state.rel_profit_cum), bought_amount=bought_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
|
||||
|
||||
#zapsat profit do prescr.trades
|
||||
@ -185,7 +193,8 @@ class StrategyClassicSL(Strategy):
|
||||
setattr(tradeData, "rel_profit_cum", rel_profit_cum_calculated)
|
||||
|
||||
#test na maximalni profit/loss, pokud vypiname pak uz nedelame pripdany reverzal
|
||||
if await self.stop_when_max_profit_loss() is False:
|
||||
#kontrolu na max loss provadime az u FILLu, kdy je znama celkova castka
|
||||
if data.event == TradeEvent.FILL and await self.stop_when_max_profit_loss() is False:
|
||||
|
||||
#pIF REVERSAL REQUIRED - reverse position is added to prescr.Trades with same signal name
|
||||
#jen při celém FILLU
|
||||
@ -293,6 +302,10 @@ class StrategyClassicSL(Strategy):
|
||||
self.state.rel_profit_cum.append(rel_profit)
|
||||
rel_profit_cum_calculated = round(np.sum(self.state.rel_profit_cum),5)
|
||||
|
||||
#pro martingale updatujeme loss_series_cnt
|
||||
self.state.vars["transferables"]["martingale"]["cont_loss_series_cnt"] = 0 if rel_profit > 0 else self.state.vars["transferables"]["martingale"]["cont_loss_series_cnt"]+1
|
||||
self.state.ilog(lvl=1, e=f"update cont_loss_series_cnt na {self.state.vars['transferables']['martingale']['cont_loss_series_cnt']}")
|
||||
|
||||
self.state.ilog(e=f"SELL notif - LONG PROFIT {partial_exit=} {partial_last=}:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)} rel:{float(rel_profit)} rel_cum:{round(rel_profit_cum_calculated,7)}", msg=str(data.event), rel_profit_cum = str(self.state.rel_profit_cum), sold_amount=sold_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
|
||||
|
||||
#zapsat profit do prescr.trades
|
||||
@ -328,7 +341,8 @@ class StrategyClassicSL(Strategy):
|
||||
setattr(tradeData, "rel_profit_cum", rel_profit_cum_calculated)
|
||||
#sem nejspis update skutecne vstupni ceny (celk.mnozstvi(order.qty) a avg_costs), to same i druhy smer
|
||||
|
||||
if await self.stop_when_max_profit_loss() is False:
|
||||
#kontrolu na max loss provadime az u FILLu, kdy je znama celkova castka
|
||||
if data.event == TradeEvent.FILL and await self.stop_when_max_profit_loss() is False:
|
||||
|
||||
#IF REVERSAL REQUIRED - reverse position is added to prescr.Trades with same signal name
|
||||
if data.event == TradeEvent.FILL and self.state.vars.requested_followup is not None:
|
||||
@ -417,12 +431,12 @@ class StrategyClassicSL(Strategy):
|
||||
#jde o uzavreni short pozice
|
||||
if int(self.state.positions) < 0 and (int(self.state.positions) + int(sizer)) > 0:
|
||||
self.state.ilog(e="buy nelze nakoupit vic nez shortuji", positions=self.state.positions, size=size)
|
||||
print("buy nelze nakoupit vic nez shortuji")
|
||||
printanyway("buy nelze nakoupit vic nez shortuji")
|
||||
return -2
|
||||
|
||||
if int(self.state.positions) >= self.state.vars.maxpozic:
|
||||
self.state.ilog(e="buy Maxim mnozstvi naplneno", positions=self.state.positions)
|
||||
print("max mnostvi naplneno")
|
||||
printanyway("max mnostvi naplneno")
|
||||
return 0
|
||||
|
||||
self.state.blockbuy = 1
|
||||
@ -441,13 +455,13 @@ class StrategyClassicSL(Strategy):
|
||||
#jde o uzavreni long pozice
|
||||
if int(self.state.positions) > 0 and (int(self.state.positions) - int(size)) < 0:
|
||||
self.state.ilog(e="nelze prodat vic nez longuji", positions=self.state.positions, size=size)
|
||||
print("nelze prodat vic nez longuji")
|
||||
printanyway("nelze prodat vic nez longuji")
|
||||
return -2
|
||||
|
||||
#pokud shortuji a mam max pozic
|
||||
if int(self.state.positions) < 0 and abs(int(self.state.positions)) >= self.state.vars.maxpozic:
|
||||
self.state.ilog(e="short - Maxim mnozstvi naplneno", positions=self.state.positions, size=size)
|
||||
print("max mnostvi naplneno")
|
||||
printanyway("short - Maxim mnozstvi naplneno")
|
||||
return 0
|
||||
|
||||
#self.state.blocksell = 1
|
||||
|
||||
@ -6,7 +6,7 @@ from v2realbot.utils.utils import AttributeDict, zoneNY, is_open_rush, is_close_
|
||||
from v2realbot.utils.tlog import tlog
|
||||
from v2realbot.utils.ilog import insert_log, insert_log_multiple_queue
|
||||
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Order, Account
|
||||
from v2realbot.config import BT_DELAYS, get_key, HEARTBEAT_TIMEOUT, QUIET_MODE, LOG_RUNNER_EVENTS, ILOG_SAVE_LEVEL_FROM,PROFILING_NEXT_ENABLED, PROFILING_OUTPUT_DIR, AGG_EXCLUDED_TRADES
|
||||
from v2realbot.config import get_key, HEARTBEAT_TIMEOUT, PROFILING_NEXT_ENABLED, PROFILING_OUTPUT_DIR
|
||||
import queue
|
||||
#from rich import print
|
||||
from v2realbot.loader.aggregator import TradeAggregator2Queue, TradeAggregator2List, TradeAggregator
|
||||
@ -29,6 +29,7 @@ from rich import print as printnow
|
||||
from collections import defaultdict
|
||||
import v2realbot.strategyblocks.activetrade.sl.optimsl as optimsl
|
||||
from tqdm import tqdm
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
if PROFILING_NEXT_ENABLED:
|
||||
from pyinstrument import Profiler
|
||||
@ -93,7 +94,7 @@ class Strategy:
|
||||
align: StartBarAlign = StartBarAlign.ROUND,
|
||||
mintick: int = 0,
|
||||
exthours: bool = False,
|
||||
excludes: list = AGG_EXCLUDED_TRADES):
|
||||
excludes: list = cfh.config_handler.get_val('AGG_EXCLUDED_TRADES')):
|
||||
|
||||
##TODO vytvorit self.datas_here containing dict - queue - SYMBOL - RecType -
|
||||
##zatim natvrdo
|
||||
@ -327,8 +328,8 @@ class Strategy:
|
||||
elif self.rectype == RecordType.TRADE:
|
||||
self.state.last_trade_time = item['t']
|
||||
if self.mode == Mode.BT or self.mode == Mode.PREP:
|
||||
self.bt.time = self.state.last_trade_time + BT_DELAYS.trigger_to_strat
|
||||
self.state.time = self.state.last_trade_time + BT_DELAYS.trigger_to_strat
|
||||
self.bt.time = self.state.last_trade_time + cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')
|
||||
self.state.time = self.state.last_trade_time + cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')
|
||||
elif self.mode == Mode.LIVE or self.mode == Mode.PAPER:
|
||||
self.state.time = datetime.now().timestamp()
|
||||
#ic('time updated')
|
||||
@ -424,7 +425,7 @@ class Strategy:
|
||||
|
||||
#main strat loop
|
||||
print(self.name, "Waiting for DATA",self.q1.qsize())
|
||||
with tqdm(total=self.q1.qsize()) as pbar:
|
||||
with tqdm(total=self.q1.qsize(), desc=self.name + "-Ingesting Aggregated") as pbar:
|
||||
while True:
|
||||
try:
|
||||
#block 5s, after that check signals
|
||||
@ -655,7 +656,7 @@ class Strategy:
|
||||
if len(self.state.iter_log_list) > 0:
|
||||
rt_out["iter_log"] = self.state.iter_log_list
|
||||
|
||||
#print(rt_out)
|
||||
printnow(rt_out)
|
||||
|
||||
print("RTQUEUE INSERT")
|
||||
#send current values to Realtime display on frontend
|
||||
@ -805,7 +806,7 @@ class StrategyState:
|
||||
self.iter_log_list = None
|
||||
|
||||
def ilog(self, e: str = None, msg: str = None, lvl: int = 1, **kwargs):
|
||||
if lvl < ILOG_SAVE_LEVEL_FROM:
|
||||
if lvl < cfh.config_handler.get_val('ILOG_SAVE_LEVEL_FROM'):
|
||||
return
|
||||
|
||||
if self.mode == Mode.LIVE or self.mode == Mode.PAPER:
|
||||
@ -829,6 +830,4 @@ class StrategyState:
|
||||
row = dict(time=time, event=e, message=msg, details=kwargs)
|
||||
self.iter_log_list.append(row)
|
||||
row["name"] = self.name
|
||||
print(row)
|
||||
#zatim obecny parametr -predelat per RUN?
|
||||
#if LOG_RUNNER_EVENTS: insert_log(self.runner_id, time=self.time, logdict=row)
|
||||
print(row)
|
||||
26
v2realbot/strategyblocks/indicators/custom/classes/DWT.py
Normal file
26
v2realbot/strategyblocks/indicators/custom/classes/DWT.py
Normal file
@ -0,0 +1,26 @@
|
||||
from v2realbot.strategyblocks.indicators.custom.classes.indicatorbase import IndicatorBase
|
||||
import pywt
|
||||
import numpy as np
|
||||
|
||||
class DWT(IndicatorBase):
|
||||
def __init__(self, state=None, wavelet='db1', levels=2):
|
||||
super().__init__(state)
|
||||
self.wavelet = wavelet
|
||||
self.levels = levels
|
||||
|
||||
def next(self, close):
|
||||
coeffs = pywt.wavedec(close, self.wavelet, level=self.levels)
|
||||
# Zeroing out all detail coefficients
|
||||
coeffs = [coeffs[0]] + [np.zeros_like(c) for c in coeffs[1:]]
|
||||
|
||||
# Reconstruct the signal using only the approximation coefficients
|
||||
reconstructed_signal = pywt.waverec(coeffs, self.wavelet)
|
||||
|
||||
# Handle length difference
|
||||
length_difference = len(close) - len(reconstructed_signal)
|
||||
if length_difference > 0:
|
||||
reconstructed_signal = np.pad(reconstructed_signal, (0, length_difference), 'constant', constant_values=(0, 0))
|
||||
|
||||
self.state.indicators["MultiLevelDWT"] = reconstructed_signal.tolist()
|
||||
|
||||
return float(reconstructed_signal[-1])
|
||||
@ -10,6 +10,7 @@ class SuperTrendTV(IndicatorBase):
|
||||
See conversation: [Indicator Plugin Builder](https://chat.openai.com/g/g-aCKuSmbIe-indicator-plugin-builder/c/1ad650dc-05f1-4cf6-b936-772c0ea86ffa)
|
||||
inspirace https://www.tradingview.com/script/r6dAP7yi/
|
||||
"""
|
||||
|
||||
def __init__(self, atr_period=10, atr_multiplier=3.0, state=None):
|
||||
super().__init__(state)
|
||||
self.atr_period = atr_period
|
||||
@ -19,7 +20,7 @@ class SuperTrendTV(IndicatorBase):
|
||||
self.closes = deque(maxlen=atr_period)
|
||||
self.up = None
|
||||
self.down = None
|
||||
self.trend = 1
|
||||
self.trend = 0
|
||||
|
||||
def next(self, high, low, close):
|
||||
self.highs.append(high[-1])
|
||||
@ -44,7 +45,14 @@ class SuperTrendTV(IndicatorBase):
|
||||
self.up = max(up, self.up) if close[-2] > self.up else up
|
||||
self.down = min(dn, self.down) if close[-2] < self.down else dn
|
||||
|
||||
previous_trend = self.trend
|
||||
self.trend = 1 if (self.trend == -1 and close[-1] > self.down) else -1 if (self.trend == 1 and close[-1] < self.up) else self.trend
|
||||
# Update trend for the first time if it's still at initial state
|
||||
if self.trend == 0:
|
||||
self.trend = 1 if close[-1] > self.down else -1 if close[-1] < self.up else 0
|
||||
else:
|
||||
# Update trend based on previous values if it's not at initial state
|
||||
self.trend = 1 if (self.trend == -1 and close[-1] > self.down) else -1 if (self.trend == 1 and close[-1] < self.up) else self.trend
|
||||
|
||||
#previous_trend = self.trend
|
||||
#self.trend = 1 if (self.trend == -1 and close[-1] > self.down) else -1 if (self.trend == 1 and close[-1] < self.up) else self.trend
|
||||
|
||||
return [self.up, self.down, self.trend]
|
||||
|
||||
103
v2realbot/strategyblocks/inits/init_attached_data.py
Normal file
103
v2realbot/strategyblocks/inits/init_attached_data.py
Normal file
@ -0,0 +1,103 @@
|
||||
|
||||
from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
|
||||
import v2realbot.controller.services as cs
|
||||
from v2realbot.utils.utils import slice_dict_lists,zoneUTC,safe_get, AttributeDict, filter_timeseries_by_timestamp
|
||||
#id = "b11c66d9-a9b6-475a-9ac1-28b11e1b4edf"
|
||||
#state = AttributeDict(vars={})
|
||||
from rich import print
|
||||
|
||||
def attach_previous_data(state):
|
||||
"""""
|
||||
Attaches data from previous runner of the same batch.
|
||||
"""""
|
||||
print("ATTACHING PREVIOUS DATA")
|
||||
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)
|
||||
|
||||
# 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)
|
||||
@ -4,9 +4,9 @@ from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, Foll
|
||||
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus
|
||||
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.utils.directive_utils import get_conditions_from_configuration
|
||||
import mlroom.utils.mlutils as ml
|
||||
#import mlroom.utils.mlutils as ml
|
||||
from v2realbot.common.model import SLHistory
|
||||
from v2realbot.config import KW, MODEL_DIR
|
||||
from v2realbot.config import KW, MODEL_DIR, _ml_module_loaded
|
||||
from uuid import uuid4
|
||||
from datetime import datetime
|
||||
#import random
|
||||
@ -17,8 +17,14 @@ from rich import print as printanyway
|
||||
from threading import Event
|
||||
from traceback import format_exc
|
||||
|
||||
def load_ml_model(modelname, modelversion, MODEL_DIR):
|
||||
global ml
|
||||
import mlroom.utils.mlutils as ml
|
||||
return ml.load_model(modelname, modelversion, None, MODEL_DIR)
|
||||
|
||||
def initialize_dynamic_indicators(state):
|
||||
#pro vsechny indikatory, ktere maji ve svych stratvars TYPE inicializujeme
|
||||
|
||||
##ßprintanyway(state.vars, state)
|
||||
dict_copy = state.vars.indicators.copy()
|
||||
for indname, indsettings in dict_copy.items():
|
||||
@ -68,7 +74,8 @@ def initialize_dynamic_indicators(state):
|
||||
modelname = safe_get(indsettings["cp"], 'name', None)
|
||||
modelversion = safe_get(indsettings["cp"], 'version', "1")
|
||||
if modelname is not None:
|
||||
state.vars.loaded_models[modelname] = ml.load_model(modelname, modelversion, None, MODEL_DIR)
|
||||
state.vars.loaded_models[modelname] = load_ml_model(modelname, modelversion, MODEL_DIR)
|
||||
# state.vars.loaded_models[modelname] = ml.load_model(modelname, modelversion, None, MODEL_DIR)
|
||||
if state.vars.loaded_models[modelname] is not None:
|
||||
printanyway(f"model {modelname} loaded")
|
||||
else:
|
||||
|
||||
@ -78,6 +78,7 @@ def execute_prescribed_trades(state: StrategyState, data):
|
||||
size = state.vars.chunk
|
||||
res = state.sell(size=size)
|
||||
if isinstance(res, int) and res < 0:
|
||||
print(f"error in required operation SHORT {res}")
|
||||
raise Exception(f"error in required operation SHORT {res}")
|
||||
#defaultní goalprice nastavujeme az v notifikaci
|
||||
|
||||
|
||||
@ -9,6 +9,7 @@ from traceback import format_exc
|
||||
from v2realbot.strategyblocks.newtrade.conditions import go_conditions_met, common_go_preconditions_check
|
||||
from v2realbot.strategyblocks.indicators.helpers import get_source_series
|
||||
import numpy as np
|
||||
from scipy.interpolate import interp1d
|
||||
|
||||
def get_size(state: StrategyState, data, signaloptions: dict, direction: TradeDirection):
|
||||
return state.vars.chunk * get_multiplier(state, signaloptions, direction)
|
||||
@ -133,11 +134,31 @@ def get_multiplier(state: StrategyState, data, signaloptions: dict, direction: T
|
||||
state.ilog(lvl=1,e=f"SIZER - Pattern source and size axis must be set", options=str(options))
|
||||
return multiplier
|
||||
|
||||
state.ilog(lvl=1,e=f"SIZER - Input value of {pattern_source} value {input_value}", options=options, time=state.time)
|
||||
multiplier = np.interp(input_value, pattern_source_axis, pattern_size_axis)
|
||||
state.ilog(lvl=1,e=f"SIZER - Input value of {pattern_source} value {input_value}", options=options, time=state.time)
|
||||
|
||||
#puvodni jednoducha interpolace
|
||||
#multiplier = np.interp(input_value, pattern_source_axis, pattern_size_axis)
|
||||
|
||||
# Updated interpolation function for smoother results
|
||||
# Create the interpolation function
|
||||
f = interp1d(pattern_source_axis, pattern_size_axis, kind='cubic')
|
||||
|
||||
# Interpolate the input value using the interpolation function
|
||||
multiplier = f(input_value)
|
||||
state.ilog(lvl=1,e=f"SIZER - Interpolated value {multiplier}", input_value=input_value, pattern_source_axis=pattern_source_axis, pattern_size_axis=pattern_size_axis, options=options, time=state.time)
|
||||
|
||||
if multiplier > 1 or multiplier <= 0:
|
||||
martingale_enabled = utls.safe_get(options, "martingale_enabled", False)
|
||||
|
||||
#pocet ztrátových obchodů v řadě mi udává multiplikátor (0 - 1, 1 ztráta 2x, 3 v řadě - 4x atp.)
|
||||
if martingale_enabled:
|
||||
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
|
||||
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
|
||||
return multiplier
|
||||
|
||||
585
v2realbot/tools/createbatchimage.py
Normal file
585
v2realbot/tools/createbatchimage.py
Normal file
@ -0,0 +1,585 @@
|
||||
import argparse
|
||||
#import v2realbot.reporting.metricstoolsimage as mt
|
||||
import matplotlib
|
||||
import matplotlib.dates as mdates
|
||||
matplotlib.use('Agg') # Set the Matplotlib backend to 'Agg'
|
||||
import matplotlib.pyplot as plt
|
||||
import seaborn as sns
|
||||
import pandas as pd
|
||||
from datetime import datetime
|
||||
from typing import List
|
||||
from enum import Enum
|
||||
import numpy as np
|
||||
import v2realbot.controller.services as cs
|
||||
#from rich import print
|
||||
from v2realbot.common.PrescribedTradeModel import TradeDirection, TradeStatus, Trade, TradeStoplossType
|
||||
from v2realbot.utils.utils import isrising, isfalling,zoneNY, price2dec, safe_get
|
||||
from pathlib import Path
|
||||
from v2realbot.config import WEB_API_KEY, DATA_DIR, MEDIA_DIRECTORY
|
||||
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide
|
||||
from io import BytesIO
|
||||
from v2realbot.utils.historicals import get_historical_bars
|
||||
from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
|
||||
import mlroom.utils.ext_services as es
|
||||
from v2realbot.common.db import pool, execute_with_retry
|
||||
from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict
|
||||
import tqdm
|
||||
|
||||
# start_date = datetime(2020, 1, 1, 0, 0, 0, 0, zoneNY)
|
||||
# end_date = datetime(2024, 1, 2, 0, 0, 0, 0, zoneNY)
|
||||
# bars= get_historical_bars("BLK", start_date, end_date, TimeFrame.Hour)
|
||||
# print("bars for given period",bars)
|
||||
|
||||
#upload image to the remote server scp 4bea3a54.png david@142.132.188.109:/home/david/media/basic/
|
||||
|
||||
#zkopirovany a upravena funkce, ktera umi vybrat cilovy server
|
||||
def generate_trading_report_image(runner_ids: list = None, batch_id: str = None, stream: bool = False, server: str = None):
|
||||
|
||||
#TODO dopracovat drawdown a minimalni a maximalni profity nikoliv cumulovane, zamyslet se
|
||||
#TODO list of runner_ids
|
||||
#TODO pridelat na vytvoreni runnera a batche, samostatne REST API + na remove archrunnera
|
||||
|
||||
if runner_ids is None and batch_id is None:
|
||||
return -2, f"runner_id or batch_id must be present"
|
||||
|
||||
if batch_id is not None:
|
||||
res, runner_ids = es.get_archived_runners_list_by_batch_id(batch_id, server)
|
||||
if res != 0:
|
||||
print(f"no batch {batch_id} found")
|
||||
return -1, f"no batch {batch_id} found"
|
||||
|
||||
trades = []
|
||||
symbol = None
|
||||
mode = None
|
||||
sada_list = []
|
||||
for id in tqdm.tqdm(runner_ids):
|
||||
#get runner
|
||||
res, sada =es.get_archived_runner_header_by_id(id, server)
|
||||
if res != 0:
|
||||
print(f"no runner {id} found")
|
||||
return -1, f"no runner {id} found"
|
||||
|
||||
#sada = AttributeDict(**sada)
|
||||
|
||||
print("archrunner")
|
||||
print(sada)
|
||||
|
||||
sada["started"]=datetime.fromisoformat(sada['started']) if sada['started'] else None
|
||||
sada["stopped"]=datetime.fromisoformat(sada['stopped']) if sada['stopped'] else None
|
||||
sada["bt_from"]=datetime.fromisoformat(sada['bt_from']) if sada['bt_from'] else None
|
||||
sada["bt_to"]=datetime.fromisoformat(sada['bt_to']) if sada['bt_to'] else None
|
||||
|
||||
sada_list.append(sada)
|
||||
|
||||
symbol = sada["symbol"]
|
||||
mode = sada["mode"]
|
||||
# Parse trades
|
||||
|
||||
trades_dicts = sada["metrics"]["prescr_trades"]
|
||||
|
||||
for trade_dict in trades_dicts:
|
||||
trade_dict['last_update'] = datetime.fromtimestamp(trade_dict.get('last_update')).astimezone(zoneNY) if trade_dict['last_update'] is not None else None
|
||||
trade_dict['entry_time'] = datetime.fromtimestamp(trade_dict.get('entry_time')).astimezone(zoneNY) if trade_dict['entry_time'] is not None else None
|
||||
trade_dict['exit_time'] = datetime.fromtimestamp(trade_dict.get('exit_time')).astimezone(zoneNY) if trade_dict['exit_time'] is not None else None
|
||||
trades.append(Trade(**trade_dict))
|
||||
|
||||
#print(trades)
|
||||
|
||||
#get from to dates
|
||||
#calculate start a end z min a max dni - jelikoz muze byt i seznam runner_ids a nejenom batch, pripadne testovaci sady
|
||||
if mode in [Mode.BT,Mode.PREP]:
|
||||
start_date = min(runner["bt_from"] for runner in sada_list)
|
||||
end_date = max(runner["bt_to"] for runner in sada_list)
|
||||
else:
|
||||
start_date = min(runner["started"] for runner in sada_list)
|
||||
end_date = max(runner["stopped"] for runner in sada_list)
|
||||
|
||||
#hour bars for backtested period
|
||||
print(start_date,end_date)
|
||||
bars= get_historical_bars(symbol, start_date, end_date, TimeFrame.Hour)
|
||||
print("bars for given period",bars)
|
||||
"""Bars a dictionary with the following keys:
|
||||
* high: A list of high prices
|
||||
* low: A list of low prices
|
||||
* volume: A list of volumes
|
||||
* close: A list of close prices
|
||||
* hlcc4: A list of HLCC4 indicators
|
||||
* open: A list of open prices
|
||||
* time: A list of times in UTC (ISO 8601 format)
|
||||
* trades: A list of number of trades
|
||||
* resolution: A list of resolutions (all set to 'D')
|
||||
* confirmed: A list of booleans (all set to True)
|
||||
* vwap: A list of VWAP indicator
|
||||
* updated: A list of booleans (all set to True)
|
||||
* index: A list of integers (from 0 to the length of the list of daily bars)
|
||||
"""
|
||||
|
||||
# Filter to only use trades with status 'CLOSED'
|
||||
closed_trades = [trade for trade in trades if trade.status == TradeStatus.CLOSED]
|
||||
|
||||
if len(closed_trades) == 0:
|
||||
return -1, "image generation no closed trades"
|
||||
|
||||
# Data extraction for the plots
|
||||
exit_times = [trade.exit_time for trade in closed_trades if trade.exit_time is not None]
|
||||
##cumulative_profits = [trade.profit_sum for trade in closed_trades if trade.profit_sum is not None]
|
||||
|
||||
profits = [trade.profit for trade in closed_trades if trade.profit is not None]
|
||||
cumulative_profits = np.cumsum(profits)
|
||||
wins = [trade.profit for trade in closed_trades if trade.profit > 0]
|
||||
losses = [trade.profit for trade in closed_trades if trade.profit < 0]
|
||||
|
||||
wins_long = [trade.profit for trade in closed_trades if trade.profit > 0 and trade.direction == TradeDirection.LONG]
|
||||
losses_long = [trade.profit for trade in closed_trades if trade.profit < 0 and trade.direction == TradeDirection.LONG]
|
||||
wins_short = [trade.profit for trade in closed_trades if trade.profit > 0 and trade.direction == TradeDirection.SHORT]
|
||||
losses_short = [trade.profit for trade in closed_trades if trade.profit < 0 and trade.direction == TradeDirection.SHORT]
|
||||
|
||||
directions = [trade.direction for trade in closed_trades]
|
||||
|
||||
long_profits = [trade.profit for trade in closed_trades if trade.direction == TradeDirection.LONG and trade.profit is not None]
|
||||
short_profits = [trade.profit for trade in closed_trades if trade.direction == TradeDirection.SHORT and trade.profit is not None]
|
||||
|
||||
# Setting up dark mode for the plots
|
||||
plt.style.use('dark_background')
|
||||
|
||||
# Optionally, you can further customize colors, labels, and axes
|
||||
params = {
|
||||
'axes.titlesize': 9,
|
||||
'axes.labelsize': 8,
|
||||
'xtick.labelsize': 9,
|
||||
'ytick.labelsize': 9,
|
||||
'axes.labelcolor': '#a9a9a9', #a1a3aa',
|
||||
'axes.facecolor': '#121722', #'#0e0e0e', #202020', # Dark background for plot area
|
||||
'axes.grid': False, # Turn off the grid globally
|
||||
'grid.color': 'gray', # If the grid is on, set grid line color
|
||||
'grid.linestyle': '--', # Grid line style
|
||||
'grid.linewidth': 1,
|
||||
'xtick.color': '#a9a9a9',
|
||||
'ytick.color': '#a9a9a9',
|
||||
'axes.edgecolor': '#a9a9a9'
|
||||
}
|
||||
plt.rcParams.update(params)
|
||||
|
||||
|
||||
#Custom dark theme similar to the provided image
|
||||
# dark_finance_theme = {
|
||||
# 'background': '#1a1a1a', # Very dark (almost black) background
|
||||
# 'text': '#eaeaea', # Light grey text for readability
|
||||
# 'grid': '#333333', # Dark grey grid lines
|
||||
# 'accent': '#2e91e5', # Bright blue accent for main elements
|
||||
# 'secondary': '#e15f99', # Secondary pink/magenta color for highlights
|
||||
# 'highlight': '#fcba03', # Gold-like color for special highlights
|
||||
# }
|
||||
|
||||
# # Apply the theme settings
|
||||
# plt.style.use('dark_background')
|
||||
# plt.rcParams.update({
|
||||
# 'figure.facecolor': dark_finance_theme['background'],
|
||||
# 'axes.facecolor': dark_finance_theme['background'],
|
||||
# 'axes.edgecolor': dark_finance_theme['text'],
|
||||
# 'axes.labelcolor': dark_finance_theme['text'],
|
||||
# 'axes.titlesize': 12,
|
||||
# 'axes.labelsize': 10,
|
||||
# 'xtick.color': dark_finance_theme['text'],
|
||||
# 'xtick.labelsize': 8,
|
||||
# 'ytick.color': dark_finance_theme['text'],
|
||||
# 'ytick.labelsize': 8,
|
||||
# 'grid.color': dark_finance_theme['grid'],
|
||||
# 'grid.linestyle': '-',
|
||||
# 'grid.linewidth': 0.6,
|
||||
# 'legend.facecolor': dark_finance_theme['background'],
|
||||
# 'legend.edgecolor': dark_finance_theme['background'],
|
||||
# 'legend.fontsize': 10,
|
||||
# 'text.color': dark_finance_theme['text'],
|
||||
# 'lines.color': dark_finance_theme['accent'],
|
||||
# 'patch.edgecolor': dark_finance_theme['accent'],
|
||||
# })
|
||||
|
||||
if len(closed_trades) > 100:
|
||||
fig, axs = plt.subplots(3, 4, figsize=(15, 10))
|
||||
else:
|
||||
# Create a combined figure for all plots 11,7 ideal na 3,4
|
||||
fig, axs = plt.subplots(3, 4, figsize=(12, 7))
|
||||
|
||||
#TITLE
|
||||
title = ""
|
||||
cnt_ids = len(runner_ids)
|
||||
if batch_id is not None:
|
||||
title = "Batch: "+str(batch_id)+ " "
|
||||
|
||||
title += "Days: " + str(cnt_ids)
|
||||
if cnt_ids == 1:
|
||||
title += " ("+str(runner_ids[0])[0:14]+") "
|
||||
|
||||
if sada["mode"] == Mode.BT:
|
||||
datum = sada["bt_from"]
|
||||
else:
|
||||
datum = sada["started"]
|
||||
|
||||
title += datum.strftime("%d.%m.%Y %H:%M")
|
||||
|
||||
|
||||
# Add a title to the figure
|
||||
fig.suptitle(title, fontsize=15, color='white')
|
||||
|
||||
# Plot 1: Overall Profit Summary Chart
|
||||
total_wins = int(sum(wins))
|
||||
total_losses = int(sum(losses))
|
||||
net_profit = int(sum(profits))
|
||||
sns.barplot(x=['Total', 'Wins','Losses'],
|
||||
y=[net_profit, total_wins, total_losses],
|
||||
ax=axs[0, 0])
|
||||
axs[0, 0].set_title('Overall Profit Summary')
|
||||
# Define the offset for placing text inside the bars
|
||||
offset = max(total_wins, abs(total_losses), net_profit) * 0.05 # 5% of the highest (or lowest) bar value
|
||||
|
||||
# Function to place text annotation
|
||||
def place_annotation(ax, x, value, offset):
|
||||
va = 'top' if value >= 0 else 'bottom'
|
||||
y = value - offset if value >= 0 else value + offset
|
||||
ax.text(x, y, f'{value}', ha='center', va=va, color='black', fontsize=12)
|
||||
|
||||
# Annotate the Total Wins, Losses, and Net Profit bars
|
||||
place_annotation(axs[0, 0], 0, net_profit, offset)
|
||||
place_annotation(axs[0, 0], 1, total_wins, offset)
|
||||
place_annotation(axs[0, 0], 2, total_losses, offset)
|
||||
|
||||
# Plot 2: LONG - profit summary
|
||||
total_wins_long = int(sum(wins_long))
|
||||
total_losses_long = int(sum(losses_long))
|
||||
total_long = total_wins_long + total_losses_long
|
||||
sns.barplot(x=['Total', 'Wins','Losses'],
|
||||
y=[total_long, total_wins_long, total_losses_long],
|
||||
ax=axs[0, 1])
|
||||
axs[0, 1].set_title('LONG Profit Summary')
|
||||
# Define the offset for placing text inside the bars
|
||||
offset = max(total_wins_long, abs(total_losses_long)) * 0.05 # 5% of the highest (or lowest) bar value
|
||||
|
||||
place_annotation(axs[0, 1], 0, total_long, offset)
|
||||
place_annotation(axs[0, 1], 1, total_wins_long, offset)
|
||||
place_annotation(axs[0, 1], 2, total_losses_long, offset)
|
||||
|
||||
|
||||
# Plot 3: SHORT - profit summary
|
||||
total_wins_short =int(sum(wins_short))
|
||||
total_losses_short = int(sum(losses_short))
|
||||
total_short = total_wins_short + total_losses_short
|
||||
sns.barplot(x=['Total', 'Wins', 'Losses'],
|
||||
y=[total_short, total_wins_short,
|
||||
total_losses_short],
|
||||
ax=axs[0, 2])
|
||||
axs[0, 2].set_title('SHORT Profit Summary')
|
||||
# Define the offset for placing text inside the bars
|
||||
offset = max(total_wins_short, abs(total_losses_short)) * 0.05 # 5% of the highest (or lowest) bar value
|
||||
|
||||
place_annotation(axs[0, 2], 0, total_short, offset)
|
||||
place_annotation(axs[0, 2], 1, total_wins_short, offset)
|
||||
place_annotation(axs[0, 2], 2, total_losses_short, offset)
|
||||
|
||||
# Plot 4: Trade Counts Bar Chart
|
||||
long_count = len([trade for trade in closed_trades if trade.direction == TradeDirection.LONG])
|
||||
short_count = len([trade for trade in closed_trades if trade.direction == TradeDirection.SHORT])
|
||||
sns.barplot(x=['Long Trades', 'Short Trades'], y=[long_count, short_count], ax=axs[0, 3])
|
||||
axs[0, 3].set_title('Trade Counts')
|
||||
offset = max(long_count, short_count) * 0.05 # 5% of the highest (or lowest) bar value
|
||||
|
||||
place_annotation(axs[0, 3], 0, long_count, offset)
|
||||
place_annotation(axs[0, 3], 1, short_count, offset)
|
||||
|
||||
#PLOT 5 - Heatman (exit time)
|
||||
# Creating a DataFrame for the heatmap
|
||||
heatmap_data_list = []
|
||||
for trade in trades:
|
||||
if trade.status == TradeStatus.CLOSED:
|
||||
day = trade.exit_time.strftime('%m-%d') # Format date as 'MM-DD'
|
||||
#day = trade.exit_time.date()
|
||||
hour = trade.exit_time.hour
|
||||
profit = trade.profit
|
||||
heatmap_data_list.append({'Day': day, 'Hour': hour, 'Profit': profit})
|
||||
|
||||
try:
|
||||
heatmap_data = pd.DataFrame(heatmap_data_list)
|
||||
heatmap_data = heatmap_data.groupby(['Day', 'Hour']).sum().reset_index()
|
||||
heatmap_pivot = heatmap_data.pivot(index='Day', columns='Hour', values='Profit')
|
||||
|
||||
# Heatmap of Profits
|
||||
sns.heatmap(heatmap_pivot, cmap='viridis', ax=axs[1, 0])
|
||||
axs[1, 0].set_title('Heatmap of Profits (based on Exit time)')
|
||||
axs[1, 0].set_xlabel('Hour of Day')
|
||||
axs[1, 0].set_ylabel('Day')
|
||||
except KeyError:
|
||||
# Handle the case where there is no data
|
||||
axs[1, 0].text(0.5, 0.5, 'No data available',
|
||||
horizontalalignment='center',
|
||||
verticalalignment='center',
|
||||
transform=axs[1, 0].transAxes)
|
||||
axs[1, 0].set_title('Heatmap of Profits (based on Exit time)')
|
||||
|
||||
# Plot 6: Profit/Loss Distribution Histogram
|
||||
sns.histplot(profits, bins=30, ax=axs[1, 1], kde=True, color='skyblue')
|
||||
axs[1, 1].set_title('Profit/Loss Distribution')
|
||||
axs[1, 1].set_xlabel('Profit/Loss')
|
||||
axs[1, 1].set_ylabel('Frequency')
|
||||
|
||||
# Plot 7
|
||||
# - for 1 den: Position Size Distribution
|
||||
# - for more days: Trade Duration vs. Profit/Loss
|
||||
if len(runner_ids) == 1:
|
||||
|
||||
sizes = [trade.size for trade in closed_trades if trade.size is not None]
|
||||
if sizes:
|
||||
size_counts = {size: sizes.count(size) for size in set(sizes)}
|
||||
sns.barplot(x=list(size_counts.keys()), y=list(size_counts.values()), ax=axs[1, 2])
|
||||
axs[1, 2].set_title('Position Size Distribution')
|
||||
else:
|
||||
# Handle the case where there is no data
|
||||
axs[1, 2].text(0.5, 0.5, 'No data available',
|
||||
horizontalalignment='center',
|
||||
verticalalignment='center',
|
||||
transform=axs[1, 2].transAxes)
|
||||
axs[1, 2].set_title('Position Size Distribution')
|
||||
else:
|
||||
trade_durations = []
|
||||
trade_profits = []
|
||||
#trade_volumes = [] # Assuming you have a way to measure the size/volume of each trade
|
||||
trade_types = [] # 'Long' or 'Short'
|
||||
|
||||
for trade in trades:
|
||||
if trade.status == TradeStatus.CLOSED:
|
||||
duration = (trade.exit_time - trade.entry_time).total_seconds() / 60 # Duration in minutes (3600 for hours)
|
||||
trade_durations.append(duration)
|
||||
trade_profits.append(trade.profit)
|
||||
##trade_volumes.append(trade.size) # or any other measure of trade size
|
||||
trade_types.append('Long' if trade.direction == TradeDirection.LONG else 'Short')
|
||||
|
||||
# Trade Duration vs. Profit/Loss
|
||||
scatter_data = pd.DataFrame({
|
||||
'Duration': trade_durations,
|
||||
'Profit': trade_profits,
|
||||
#'Volume': trade_volumes,
|
||||
'Type': trade_types
|
||||
})
|
||||
#sns.scatterplot(data=scatter_data, x='Duration', y='Profit', size='Volume', hue='Type', ax=axs[1, 2])
|
||||
sns.scatterplot(data=scatter_data, x='Duration', y='Profit', hue='Type', ax=axs[1, 2])
|
||||
axs[1, 2].set_title('Trade Duration vs. Profit/Loss')
|
||||
axs[1, 2].set_xlabel('Duration (Minutes)')
|
||||
axs[1, 2].set_ylabel('Profit/Loss')
|
||||
|
||||
|
||||
#Plot 8 Cumulative profit - bud 1 den nebo vice dni + pridame pod to vyvoj ceny
|
||||
# Extract the closing prices and times
|
||||
closing_prices = bars.get('close',[]) if bars is not None else []
|
||||
#times = bars['time'] # Assuming this is a list of pandas Timestamp objects
|
||||
times = pd.to_datetime(bars['time']) if bars is not None else [] # Ensure this is a Pandas datetime series
|
||||
# # Plot the closing prices over time
|
||||
# axs[0, 4].plot(times, closing_prices, color='blue')
|
||||
# axs[0, 4].tick_params(axis='x', rotation=45) # Rotate date labels if necessar
|
||||
# axs[0, 4].xaxis.set_major_formatter(mdates.DateFormatter('%H', tz=zoneNY))
|
||||
|
||||
if len(runner_ids)== 1:
|
||||
if cumulative_profits.size > 0:
|
||||
# Plot 3: Cumulative Profit Over Time with Max Profit Point
|
||||
max_profit_time = exit_times[np.argmax(cumulative_profits)]
|
||||
max_profit = max(cumulative_profits)
|
||||
min_profit_time = exit_times[np.argmin(cumulative_profits)]
|
||||
min_profit = min(cumulative_profits)
|
||||
|
||||
#Plot Cumulative Profit Over Time with Max Profit Point on the primary y-axis
|
||||
# Create a secondary y-axis for the closing prices
|
||||
ax2 = axs[1, 3].twinx()
|
||||
ax2.plot(times, closing_prices, label='Closing Price', color='orange')
|
||||
ax2.set_ylabel('Closing Price', color='orange')
|
||||
ax2.tick_params(axis='y', labelcolor='orange')
|
||||
|
||||
# Set the limits for the x-axis to cover the full range of 'times'
|
||||
if isinstance(times, pd.DatetimeIndex):
|
||||
axs[1, 3].set_xlim(times.min(), times.max())
|
||||
sns.lineplot(x=exit_times, y=cumulative_profits, ax=axs[1, 3], color='limegreen')
|
||||
axs[1, 3].scatter(max_profit_time, max_profit, color='green', label='Max Profit')
|
||||
axs[1, 3].scatter(min_profit_time, min_profit, color='red', label='Min Profit')
|
||||
axs[1, 3].set_xlabel('Time')
|
||||
axs[1, 3].set_ylabel('Cumulative Profit', color='limegreen')
|
||||
axs[1, 3].tick_params(axis='y', labelcolor='limegreen')
|
||||
axs[1, 3].xaxis.set_major_formatter(mdates.DateFormatter('%H', tz=zoneNY))
|
||||
# Add legends to the plot
|
||||
# lines, labels = axs[1, 3].get_legend_handles_labels()
|
||||
# lines2, labels2 = ax2.get_legend_handles_labels()
|
||||
# axs[1, 3].legend(lines + lines2, labels + labels2, loc='upper left')
|
||||
else:
|
||||
# Handle the case where cumulative_profits is empty
|
||||
axs[1, 3].text(0.5, 0.5, 'No profit data available',
|
||||
horizontalalignment='center',
|
||||
verticalalignment='center',
|
||||
transform=axs[1, 3].transAxes)
|
||||
axs[1, 3].set_title('Cumulative Profit Over Time')
|
||||
else:
|
||||
# Calculate cumulative profit
|
||||
# Additional Plot: Cumulative Profit Over Time
|
||||
# Sort trades by exit time
|
||||
|
||||
# # Set the limits for the x-axis to cover the full range of 'times'
|
||||
# axs[1, 3].set_xlim(times.min(), times.max())
|
||||
|
||||
sorted_trades = sorted([trade for trade in trades if trade.status == TradeStatus.CLOSED],
|
||||
key=lambda x: x.exit_time)
|
||||
cumulative_profits_sorted = np.cumsum([trade.profit for trade in sorted_trades])
|
||||
exit_times_sorted = [trade.exit_time for trade in sorted_trades if trade.exit_time is not None]
|
||||
|
||||
# Create a secondary y-axis for the closing prices
|
||||
ax2 = axs[1, 3].twinx()
|
||||
ax2.plot(times, closing_prices, label='Closing Price', color='orange')
|
||||
ax2.set_ylabel('Closing Price', color='orange')
|
||||
ax2.tick_params(axis='y', labelcolor='orange')
|
||||
|
||||
axs[1, 3].set_xlim(times.min(), times.max())
|
||||
# Plot Cumulative Profit Over Time on the primary y-axis
|
||||
axs[1, 3].plot(exit_times_sorted, cumulative_profits_sorted, label='Cumulative Profit', color='blue')
|
||||
axs[1, 3].set_xlabel('Time')
|
||||
axs[1, 3].set_ylabel('Cumulative Profit', color='blue')
|
||||
axs[1, 3].tick_params(axis='y', labelcolor='blue')
|
||||
|
||||
# Format dates on the x-axis
|
||||
axs[1, 3].xaxis.set_major_formatter(mdates.DateFormatter('%d.%m.', tz=zoneNY))
|
||||
axs[1, 3].tick_params(axis='x', rotation=45) # Rotate date labels if necessary
|
||||
|
||||
# Set the title
|
||||
axs[1, 3].set_title('Cumulative Profit and Closing Price Over Time')
|
||||
|
||||
# Add legends to the plot
|
||||
# axs[1, 3].legend(loc='upper left')
|
||||
# ax2.legend(loc='upper right')
|
||||
|
||||
# Plot 9
|
||||
# - for 1 day: Daily Relative Profit Chart
|
||||
# - for more days: Heatmap of Profits (based on Entry time)
|
||||
if len(runner_ids) == 1:
|
||||
daily_rel_profits = [trade.rel_profit for trade in closed_trades if trade.rel_profit is not None]
|
||||
sns.lineplot(x=range(len(daily_rel_profits)), y=daily_rel_profits, ax=axs[2, 0])
|
||||
axs[2, 0].set_title('Daily Relative Profit')
|
||||
else:
|
||||
# Creating a DataFrame for the heatmap
|
||||
heatmap_data_list = []
|
||||
for trade in trades:
|
||||
if trade.status == TradeStatus.CLOSED:
|
||||
day = trade.entry_time.strftime('%m-%d') # Format date as 'MM-DD'
|
||||
#day = trade.entry_time.date()
|
||||
hour = trade.entry_time.hour
|
||||
profit = trade.profit
|
||||
heatmap_data_list.append({'Day': day, 'Hour': hour, 'Profit': profit})
|
||||
|
||||
heatmap_data = pd.DataFrame(heatmap_data_list)
|
||||
heatmap_data = heatmap_data.groupby(['Day', 'Hour']).sum().reset_index()
|
||||
heatmap_pivot = heatmap_data.pivot(index='Day', columns='Hour', values='Profit')
|
||||
|
||||
# Heatmap of Profits
|
||||
sns.heatmap(heatmap_pivot, cmap='viridis', ax=axs[2, 0])
|
||||
axs[2, 0].set_title('Heatmap of Profits (based on Entry time)')
|
||||
axs[2, 0].set_xlabel('Hour of Day')
|
||||
axs[2, 0].set_ylabel('Day')
|
||||
|
||||
# Plot 10: Profits Based on Hour of the Day (Entry)
|
||||
entry_hours = [trade.entry_time.hour for trade in closed_trades if trade.entry_time is not None]
|
||||
profits_by_hour = {}
|
||||
for hour, trade in zip(entry_hours, closed_trades):
|
||||
if hour not in profits_by_hour:
|
||||
profits_by_hour[hour] = 0
|
||||
profits_by_hour[hour] += trade.profit
|
||||
|
||||
# Sorting by hour for plotting
|
||||
sorted_hours = sorted(profits_by_hour.keys())
|
||||
sorted_profits = [profits_by_hour[hour] for hour in sorted_hours]
|
||||
|
||||
if sorted_profits:
|
||||
sns.barplot(x=sorted_hours, y=sorted_profits, ax=axs[2, 1])
|
||||
axs[2, 1].set_title('Profits by Hour of Day (Entry)')
|
||||
axs[2, 1].set_xlabel('Hour of Day')
|
||||
axs[2, 1].set_ylabel('Profit')
|
||||
else:
|
||||
# Handle the case where sorted_profits is empty
|
||||
axs[2, 1].text(0.5, 0.5, 'No data available',
|
||||
horizontalalignment='center',
|
||||
verticalalignment='center',
|
||||
transform=axs[2, 1].transAxes)
|
||||
axs[2, 1].set_title('Profits by Hour of Day (Entry)')
|
||||
|
||||
# Plot 11: Profits Based on Hour of the Day - based on Exit
|
||||
exit_hours = [trade.exit_time.hour for trade in closed_trades if trade.exit_time is not None]
|
||||
profits_by_hour = {}
|
||||
for hour, trade in zip(exit_hours, closed_trades):
|
||||
if hour not in profits_by_hour:
|
||||
profits_by_hour[hour] = 0
|
||||
profits_by_hour[hour] += trade.profit
|
||||
|
||||
# Sorting by hour for plotting
|
||||
sorted_hours = sorted(profits_by_hour.keys())
|
||||
sorted_profits = [profits_by_hour[hour] for hour in sorted_hours]
|
||||
|
||||
if sorted_profits:
|
||||
sns.barplot(x=sorted_hours, y=sorted_profits, ax=axs[2, 2])
|
||||
axs[2, 2].set_title('Profits by Hour of Day (Exit)')
|
||||
axs[2, 2].set_xlabel('Hour of Day')
|
||||
axs[2, 2].set_ylabel('Profit')
|
||||
else:
|
||||
# Handle the case where sorted_profits is empty
|
||||
axs[2, 2].text(0.5, 0.5, 'No data available',
|
||||
horizontalalignment='center',
|
||||
verticalalignment='center',
|
||||
transform=axs[2, 2].transAxes)
|
||||
axs[2, 2].set_title('Profits by Hour of Day (Exit)')
|
||||
|
||||
# Plot 12: Calculate profits by day of the week
|
||||
day_of_week_profits = {i: 0 for i in range(7)} # Dictionary to store profits for each day of the week
|
||||
|
||||
for trade in trades:
|
||||
if trade.status == TradeStatus.CLOSED:
|
||||
day_of_week = trade.exit_time.weekday() # Monday is 0 and Sunday is 6
|
||||
day_of_week_profits[day_of_week] += trade.profit
|
||||
|
||||
days = ['Mo', 'Tue', 'Wed', 'Thu', 'Fri']
|
||||
# Additional Plot: Strategy Performance by Day of the Week
|
||||
axs[2, 3].bar(days, [day_of_week_profits[i] for i in range(5)])
|
||||
axs[2, 3].set_title('Profit by Day of the Week')
|
||||
axs[2, 3].set_xlabel('Day of the Week')
|
||||
axs[2, 3].set_ylabel('Cumulative Profit')
|
||||
|
||||
#filename
|
||||
file = batch_id if batch_id is not None else runner_ids[0]
|
||||
image_file_name = f"{file}.png"
|
||||
image_path = str(MEDIA_DIRECTORY / "basic" / image_file_name)
|
||||
|
||||
# Adjust layout and save the combined plot as an image
|
||||
plt.tight_layout()
|
||||
|
||||
if stream is False:
|
||||
plt.savefig(image_path)
|
||||
plt.close()
|
||||
return 0, None
|
||||
else:
|
||||
# Return the image as a BytesIO stream
|
||||
img_stream = BytesIO()
|
||||
plt.savefig(img_stream, format='png')
|
||||
plt.close()
|
||||
img_stream.seek(0) # Rewind the stream to the beginning
|
||||
return 0, img_stream
|
||||
|
||||
##Generates BATCH REPORT again for the given batch_id
|
||||
##USAGE: python createbatchimage.py <batch_id>
|
||||
#Parse the command-line arguments
|
||||
#parser = argparse.ArgumentParser(description="Generate trading report image with batch ID")
|
||||
# parser.add_argument("server", type=str, help="The server IP for the report")
|
||||
# parser.add_argument("batch_id", type=str, help="The batch ID for the report")
|
||||
# args = parser.parse_args()
|
||||
|
||||
# batch_id = args.batch_id
|
||||
# server = args.server
|
||||
|
||||
# Generate the report image, using local copy, which will replace the current e0639b45 4bea3a54
|
||||
res, val = generate_trading_report_image(batch_id="4bea3a54", server="142.132.188.109")
|
||||
|
||||
# Print the result
|
||||
if res == 0:
|
||||
print("BATCH REPORT CREATED")
|
||||
else:
|
||||
print(f"BATCH REPORT ERROR - {val}")
|
||||
|
||||
|
||||
@ -1,6 +1,6 @@
|
||||
import numpy as np
|
||||
from scipy.interpolate import interp1d
|
||||
import matplotlib.pyplot as plt
|
||||
|
||||
# Sem zadat pattern X a Y pro VIZUALIZACI
|
||||
|
||||
#minutes
|
||||
@ -14,16 +14,34 @@ pattern_y = [0.1, 0.5, 0.8, 1, 0.6, 0.1]
|
||||
#celkový profit
|
||||
|
||||
# Generating a range of input values for interpolation
|
||||
input_values = np.linspace(min(pattern_x), max(pattern_x), 500)
|
||||
multipliers = np.interp(input_values, pattern_x, pattern_y)
|
||||
input_values = np.linspace(min(pattern_x), max(pattern_x), 1000) # Increase the number of points
|
||||
|
||||
# Plotting
|
||||
# Bezier interpolation
|
||||
interp_func = interp1d(pattern_x, pattern_y, kind='cubic')
|
||||
multipliers_cubic = interp_func(input_values)
|
||||
|
||||
multipliers_linear = np.interp(input_values, pattern_x, pattern_y)
|
||||
|
||||
|
||||
# Plotting multipliers_linear and multipliers_cubic on the same canvas
|
||||
plt.figure(figsize=(10, 6))
|
||||
plt.plot(pattern_x, pattern_y, 'o', label='Original Points')
|
||||
plt.plot(input_values, multipliers, label='Interpolated Values')
|
||||
plt.plot(input_values, multipliers_linear, label='Linear Interpolation')
|
||||
plt.plot(input_values, multipliers_cubic, label='Cubic Interpolation')
|
||||
plt.xlabel('X values')
|
||||
plt.ylabel('Interpolated Multipliers')
|
||||
plt.title('Interpolation Chart')
|
||||
plt.title('Interpolation Comparison')
|
||||
plt.legend()
|
||||
plt.grid(True)
|
||||
plt.show()
|
||||
|
||||
# # Plotting multipliers_cubic
|
||||
# plt.figure(figsize=(10, 6))
|
||||
# plt.plot(pattern_x, pattern_y, 'o', label='Original Points')
|
||||
# plt.plot(input_values, multipliers_cubic, label='Cubic Interpolation')
|
||||
# plt.xlabel('X values')
|
||||
# plt.ylabel('Interpolated Multipliers')
|
||||
# plt.title('Cubic Interpolation Chart')
|
||||
# plt.legend()
|
||||
# plt.grid(True)
|
||||
# plt.show()
|
||||
|
||||
64
v2realbot/utils/config_defaults.py
Normal file
64
v2realbot/utils/config_defaults.py
Normal file
@ -0,0 +1,64 @@
|
||||
from alpaca.data.enums import DataFeed
|
||||
from v2realbot.enums.enums import FillCondition
|
||||
|
||||
#Separate file that contains default values for all config variables
|
||||
#they are loaded by the config_handler and then can be overriden on the fly
|
||||
#by configuration profiles
|
||||
|
||||
#note if the type is not simple (enum etc.) dont forget to add it to config_handler get_val function to transform
|
||||
|
||||
#PREMIUM pro MARKET order, if positive it means absolute value (0.005), if negative it means pct (0.0167) #0.005 is approximately 0.0167% of base price 30.
|
||||
BT_FILL_PRICE_MARKET_ORDER_PREMIUM=0.005
|
||||
#no dense print in the console
|
||||
QUIET_MODE=True
|
||||
BT_FILL_CONS_TRADES_REQUIRED=2
|
||||
BT_FILL_LOG_SURROUNDING_TRADES= 10
|
||||
LIVE_DATA_FEED=DataFeed.IEX
|
||||
OFFLINE_MODE = False
|
||||
#minimalni vzdalenost mezi trady, kterou agregator pousti pro CBAR(0.001 - blokuje mensi nez 1ms)
|
||||
GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN = 0.003
|
||||
#normalized price for tick 0.01
|
||||
NORMALIZED_TICK_BASE_PRICE = 30.00
|
||||
|
||||
#DEFAULT AGGREGATOR filter trades
|
||||
#NOTE pridana F - Inter Market Sweep Order - obcas vytvarela spajky
|
||||
AGG_EXCLUDED_TRADES = ['C','O','4','B','7','V','P','W','U','Z','F']
|
||||
#how many consecutive trades with the fill price are necessary for LIMIT fill to happen in backtesting
|
||||
#0 - optimistic, every knot high will fill the order
|
||||
#N - N consecutive trades required
|
||||
#not impl.yet
|
||||
#minimum is 1, na alpace live to vetsinou vychazi 7-8 u BAC, je to hodne podobne tomu, nez je cena překonaná pul centu. tzn. 7-8 a nebo FillCondition.SLOW
|
||||
BT_FILL_CONS_TRADES_REQUIRED = 2
|
||||
#during bt trade execution logs X-surrounding trades of the one that triggers the fill
|
||||
BT_FILL_LOG_SURROUNDING_TRADES = 10
|
||||
#fill condition for limit order in bt
|
||||
# fast - price has to be equal or bigger <=
|
||||
# slow - price has to be bigger <
|
||||
BT_FILL_CONDITION_BUY_LIMIT = FillCondition.SLOW
|
||||
BT_FILL_CONDITION_SELL_LIMIT = FillCondition.SLOW
|
||||
#backend counter of api requests
|
||||
COUNT_API_REQUESTS = False
|
||||
# ilog lvls = 0,1 - 0 debug, 1 info
|
||||
ILOG_SAVE_LEVEL_FROM = 1
|
||||
#currently only prod server has acces to LIVE
|
||||
PROD_SERVER_HOSTNAMES = ['tradingeastcoast','David-MacBook-Pro.local'] #,'David-MacBook-Pro.local'
|
||||
TEST_SERVER_HOSTNAMES = ['tradingtest']
|
||||
|
||||
""""
|
||||
LATENCY DELAYS for LIVE eastcoast
|
||||
.000 trigger - last_trade_time (.4246266)
|
||||
+.020 vstup do strategie a BUY (.444606)
|
||||
+.023 submitted (.469198)
|
||||
+.008 filled (.476695552)
|
||||
+.023 fill not(.499888)
|
||||
"""
|
||||
BT_DELAYS = {
|
||||
"trigger_to_strat": 0.020,
|
||||
"strat_to_sub": 0.023,
|
||||
"sub_to_fill": 0.008,
|
||||
"fill_to_not": 0.023,
|
||||
#doplnit dle live
|
||||
"limit_order_offset": 0,
|
||||
}
|
||||
|
||||
#cfh.config_handler.get_val('BT_DELAYS','trigger_to_strat')
|
||||
118
v2realbot/utils/config_handler.py
Normal file
118
v2realbot/utils/config_handler.py
Normal file
@ -0,0 +1,118 @@
|
||||
import v2realbot.controller.configs as cfgservices
|
||||
import orjson
|
||||
from traceback import format_exc
|
||||
from alpaca.data.enums import DataFeed
|
||||
import v2realbot.utils.config_defaults as config_defaults
|
||||
from v2realbot.enums.enums import FillCondition
|
||||
from rich import print
|
||||
|
||||
def aggregate_configurations(module):
|
||||
return {key: getattr(module, key) for key in dir(module) if key.isupper()}
|
||||
|
||||
#config handler - signleton pattern
|
||||
#details https://chat.openai.com/share/e056af70-76da-4dbe-93a1-ecf99f0b0f29
|
||||
#it is initialized on app start, loading default and updating based on active_profile settings
|
||||
#also there is handler for updating active_profile which changes it immediately (in controller.config.update_config_item)
|
||||
class ConfigHandler:
|
||||
_instance = None
|
||||
|
||||
#this ensure that it is created only once
|
||||
def __new__(cls):
|
||||
if cls._instance is None:
|
||||
cls._instance = super(ConfigHandler, cls).__new__(cls)
|
||||
# Initialize your default config here in __new__, since it's only done once
|
||||
# Default configuration
|
||||
# Dynamically create the configuration dictionary
|
||||
cls.default_config = aggregate_configurations(config_defaults)
|
||||
cls._instance.active_config = cls._instance.default_config.copy()
|
||||
cls._instance.active_profile = "default"
|
||||
#if there is profile to be activated, it is loaded overriding default
|
||||
cls._instance.activate_profile()
|
||||
return cls._instance
|
||||
|
||||
def load_profile(self, profile_name):
|
||||
"""
|
||||
Load configuration profiles, JSON with all profiles is stored in config item 'profiles'
|
||||
"""
|
||||
try:
|
||||
config_directive = "profiles"
|
||||
ret, res = cfgservices.get_config_item_by_name(config_directive)
|
||||
if ret < 0:
|
||||
print(f"CONFIG OVERRIDE {config_directive} Error {res}")
|
||||
return
|
||||
else:
|
||||
fetched_dict = orjson.loads(res["json_data"])
|
||||
override_configuration = fetched_dict.get(profile_name, None)
|
||||
if override_configuration is not None:
|
||||
#first reset to default then override profile on top of them
|
||||
self.active_config = self.default_config.copy()
|
||||
self.active_config.update(override_configuration)
|
||||
self.active_profile = profile_name
|
||||
print(f"Profile {profile_name} loaded successfully.")
|
||||
print("Current values:", self.active_config)
|
||||
else:
|
||||
print(f"Profile {profile_name} does not exist in config item: {config_directive}")
|
||||
except Exception as e:
|
||||
print(f"Error while fetching {profile_name} error:" + str(e) + format_exc())
|
||||
|
||||
def activate_profile(self):
|
||||
"""
|
||||
Activates the profiles which is stored in configuration as currently active.
|
||||
"""
|
||||
try:
|
||||
config_directive = "active_profile"
|
||||
ret, res = cfgservices.get_config_item_by_name(config_directive)
|
||||
if ret < 0:
|
||||
print(f"ERROR fetching item {config_directive} Error {res}")
|
||||
return
|
||||
else:
|
||||
fetched_dict = orjson.loads(res["json_data"])
|
||||
active_profile = fetched_dict.get("ACTIVE_PROFILE", None)
|
||||
if active_profile is not None:
|
||||
print("Activating profile", active_profile)
|
||||
self.load_profile(active_profile)
|
||||
else:
|
||||
print("No ACTIVE_PROFILE element in config item: " + config_directive)
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error while activating profile:" + str(e) + format_exc())
|
||||
|
||||
def get_val(self, key, subkey=None):
|
||||
"""
|
||||
Retrieve a configuration value by key and optionally transforms to appropriate type
|
||||
|
||||
Also supports nested dictionaries - with subkeys
|
||||
"""
|
||||
value = self.active_config.get(key, None)
|
||||
if subkey and isinstance(value, dict):
|
||||
return value.get(subkey, None)
|
||||
match key:
|
||||
case "LIVE_DATA_FEED":
|
||||
return DataFeed(value) # Convert to DataFeed enum
|
||||
case "BT_FILL_CONDITION_BUY_LIMIT":
|
||||
return FillCondition(value)
|
||||
case "BT_FILL_CONDITION_SELL_LIMIT":
|
||||
return FillCondition(value)
|
||||
# Add cases for other enumeration conversions as needed
|
||||
case _:
|
||||
return value
|
||||
|
||||
def print_current_config(self):
|
||||
print(f"Active profile {self.active_profile} conf_values: {str(self.active_config)}")
|
||||
|
||||
# Global configuratio - it is imported by modules that need it. In the future can be changed to Dependency Ingestion (each service will have the config instance as input parameter)
|
||||
config_handler = ConfigHandler()
|
||||
print(f"{config_handler.active_profile=}")
|
||||
print("config handler initialized")
|
||||
|
||||
#this is how to get value
|
||||
#config_handler.get_val('BT_FILL_PRICE_MARKET_ORDER_PREMIUM')
|
||||
|
||||
# config_handler.load_profile('profile1') # Assuming 'profile1.json' exists
|
||||
# print(f"{config_handler.active_profile=}")
|
||||
|
||||
# config_handler.load_profile('profile2') # Assuming 'profile1.json' exists
|
||||
# print(f"{config_handler.active_profile=}")
|
||||
|
||||
# config_handler.activate_profile() # Switch to profile according to active_profile directive
|
||||
|
||||
@ -3,8 +3,8 @@ from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, Stoc
|
||||
from alpaca.data import Quote, Trade, Snapshot, Bar
|
||||
from alpaca.data.models import BarSet, QuoteSet, TradeSet
|
||||
from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
|
||||
from v2realbot.utils.utils import zoneNY
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
|
||||
from v2realbot.utils.utils import zoneNY, send_to_telegram
|
||||
from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED
|
||||
from alpaca.data.enums import DataFeed
|
||||
from datetime import datetime, timedelta
|
||||
import pandas as pd
|
||||
@ -12,6 +12,8 @@ from rich import print
|
||||
from collections import defaultdict
|
||||
from pandas import to_datetime
|
||||
from msgpack.ext import Timestamp
|
||||
import time
|
||||
from traceback import format_exc
|
||||
|
||||
def convert_historical_bars(daily_bars):
|
||||
"""Converts a list of daily bars into a dictionary with the specified keys.
|
||||
@ -49,6 +51,9 @@ def convert_historical_bars(daily_bars):
|
||||
for i in range(len(daily_bars)):
|
||||
bar = daily_bars[i]
|
||||
|
||||
if bar is None:
|
||||
continue
|
||||
|
||||
# Calculate the HLCC4 indicator
|
||||
hlcc4 = (bar['h'] + bar['l'] + bar['c'] + bar['o']) / 4
|
||||
datum = to_datetime(bar['t'], utc=True)
|
||||
@ -80,15 +85,48 @@ def get_todays_open():
|
||||
pass
|
||||
|
||||
##vrati historicke bary v nasem formatu
|
||||
def get_historical_bars(symbol: str, time_from: datetime, time_to: datetime, timeframe: TimeFrame):
|
||||
stock_client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
|
||||
# snapshotRequest = StockSnapshotRequest(symbol_or_symbols=[symbol], feed=DataFeed.SIP)
|
||||
# snapshotResponse = stock_client.get_stock_snapshot(snapshotRequest)
|
||||
# print("snapshot", snapshotResponse)
|
||||
# def get_historical_bars(symbol: str, time_from: datetime, time_to: datetime, timeframe: TimeFrame):
|
||||
# stock_client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
|
||||
# # snapshotRequest = StockSnapshotRequest(symbol_or_symbols=[symbol], feed=DataFeed.SIP)
|
||||
# # snapshotResponse = stock_client.get_stock_snapshot(snapshotRequest)
|
||||
# # print("snapshot", snapshotResponse)
|
||||
|
||||
bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=time_from, end=time_to, feed=DataFeed.SIP)
|
||||
bars: BarSet = stock_client.get_stock_bars(bar_request)
|
||||
#print("puvodni bars", bars["BAC"])
|
||||
if bars[symbol][0] is None:
|
||||
return None
|
||||
return convert_historical_bars(bars[symbol])
|
||||
# bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=time_from, end=time_to, feed=DataFeed.SIP)
|
||||
# bars: BarSet = stock_client.get_stock_bars(bar_request)
|
||||
# #print("puvodni bars", bars["BAC"])
|
||||
# if bars[symbol][0] is None:
|
||||
# return None
|
||||
# return convert_historical_bars(bars[symbol])
|
||||
|
||||
def get_historical_bars(symbol: str, time_from: datetime, time_to: datetime, timeframe: TimeFrame, max_retries=5, backoff_factor=1):
|
||||
"""
|
||||
Fetches historical bar data with retries on failure.
|
||||
|
||||
:param symbol: Stock symbol.
|
||||
:param time_from: Start time for the data.
|
||||
:param time_to: End time for the data.
|
||||
:param timeframe: Timeframe for the data.
|
||||
:param max_retries: Maximum number of retries.
|
||||
:param backoff_factor: Factor to determine the next sleep time.
|
||||
:return: Converted historical bar data.
|
||||
:raises: Exception if all retries fail.
|
||||
"""
|
||||
stock_client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
|
||||
bar_request = StockBarsRequest(symbol_or_symbols=symbol, timeframe=timeframe, start=time_from, end=time_to, feed=ACCOUNT1_PAPER_FEED)
|
||||
|
||||
last_exception = None
|
||||
|
||||
for attempt in range(max_retries):
|
||||
try:
|
||||
bars = stock_client.get_stock_bars(bar_request)
|
||||
if bars[symbol][0] is None:
|
||||
return None
|
||||
return convert_historical_bars(bars[symbol])
|
||||
except Exception as e:
|
||||
print(f"Load historical bars Attempt {attempt + 1} failed: {str(e)} and {format_exc()}")
|
||||
last_exception = e
|
||||
time.sleep(backoff_factor * (2 ** attempt))
|
||||
|
||||
print("All attempts to fetch historical bar data failed.")
|
||||
send_to_telegram(f"Failed to fetch historical bar data after {max_retries} retries. Last exception: {str(last_exception)} and {format_exc()}")
|
||||
raise Exception(f"Failed to fetch historical bar data after {max_retries} retries. Last exception: {str(last_exception)} and {format_exc()}")
|
||||
|
||||
@ -6,7 +6,7 @@ import json
|
||||
from datetime import datetime
|
||||
from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account
|
||||
from v2realbot.common.db import pool, insert_queue
|
||||
import sqlite3
|
||||
|
||||
|
||||
|
||||
#standardne vraci pole tuplů, kde clen tuplu jsou sloupce
|
||||
|
||||
@ -1,11 +1,11 @@
|
||||
import socket
|
||||
from v2realbot.enums.enums import Env
|
||||
from v2realbot.config import PROD_SERVER_HOSTNAMES, TEST_SERVER_HOSTNAMES
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
def get_environment():
|
||||
"""Determine if the current server is production or test based on hostname."""
|
||||
hostname = socket.gethostname()
|
||||
if hostname in PROD_SERVER_HOSTNAMES:
|
||||
if hostname in cfh.config_handler.get_val('PROD_SERVER_HOSTNAMES'):
|
||||
return Env.PROD
|
||||
else:
|
||||
return Env.TEST
|
||||
|
||||
@ -13,7 +13,7 @@ from v2realbot.common.model import StrategyInstance, Runner, RunArchive, RunArch
|
||||
from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeStatus, TradeStoplossType
|
||||
from typing import List
|
||||
import tomli
|
||||
from v2realbot.config import DATA_DIR, QUIET_MODE,NORMALIZED_TICK_BASE_PRICE
|
||||
from v2realbot.config import DATA_DIR, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
|
||||
import requests
|
||||
from uuid import UUID
|
||||
#from decimal import Decimal
|
||||
@ -26,6 +26,81 @@ import pandas as pd
|
||||
from collections import deque
|
||||
import socket
|
||||
import numpy as np
|
||||
from alpaca.trading.requests import GetCalendarRequest
|
||||
from alpaca.trading.client import TradingClient
|
||||
import time as timepkg
|
||||
from traceback import format_exc
|
||||
import re
|
||||
import tempfile
|
||||
import shutil
|
||||
from filelock import FileLock
|
||||
import v2realbot.utils.config_handler as cfh
|
||||
|
||||
def validate_and_format_time(time_string):
|
||||
"""
|
||||
Validates if the given time string is in the format HH:MM or H:MM.
|
||||
If valid, returns the standardized time string in HH:MM format.
|
||||
|
||||
Args:
|
||||
time_string (str): The time string to validate.
|
||||
|
||||
Returns:
|
||||
str or None: Standardized time string in HH:MM format if valid,
|
||||
None otherwise.
|
||||
"""
|
||||
# Regular expression for matching the time format H:MM or HH:MM
|
||||
time_pattern = re.compile(r'^([0-1]?[0-9]|2[0-3]):([0-5][0-9])$')
|
||||
|
||||
# Checking if the time string matches the pattern
|
||||
if time_pattern.match(time_string):
|
||||
# Standardize the time format to HH:MM
|
||||
standardized_time = datetime.strptime(time_string, '%H:%M').strftime('%H:%M')
|
||||
return standardized_time
|
||||
else:
|
||||
return None
|
||||
|
||||
#Alpaca Calendar wrapper with retry
|
||||
def fetch_calendar_data(start, end, max_retries=5, backoff_factor=1):
|
||||
"""
|
||||
Attempts to fetch calendar data with exponential backoff. Raises an exception if all retries fail.
|
||||
|
||||
TODO sem pridat local caching mechanism
|
||||
|
||||
:param client: Alpaca API client instance.
|
||||
:param start: The start date for the calendar data.
|
||||
:param end: The end date for the calendar data.
|
||||
:param max_retries: Maximum number of retries.
|
||||
:param backoff_factor: Factor to determine the next sleep time.
|
||||
:return: Calendar data.
|
||||
:raises: ConnectionError if all retries fail.
|
||||
"""
|
||||
# Ensure start and end are of type datetime.date
|
||||
if isinstance(start, datetime):
|
||||
start = start.date()
|
||||
if isinstance(end, datetime):
|
||||
end = end.date()
|
||||
|
||||
# Verify that start and end are datetime.date objects after conversion
|
||||
if not all([isinstance(start, date), isinstance(end, date)]):
|
||||
raise ValueError("start and end must be datetime.date objects")
|
||||
|
||||
clientTrading = TradingClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=False)
|
||||
calendar_request = GetCalendarRequest(start=start, end=end)
|
||||
last_exception = None
|
||||
|
||||
for attempt in range(max_retries):
|
||||
try:
|
||||
cal_dates = clientTrading.get_calendar(calendar_request)
|
||||
richprint("Calendar data fetch successful", start, end)
|
||||
return cal_dates
|
||||
except Exception as e:
|
||||
richprint(f"Attempt {attempt + 1} failed: {e}")
|
||||
last_exception = e
|
||||
timepkg.sleep(backoff_factor * (2 ** attempt))
|
||||
|
||||
richprint("****All attempts to fetch calendar data failed.****")
|
||||
send_to_telegram(f"FETCH_CALENDER_DATA_FAILED. {str(last_exception)} and {format_exc()} BACKEST STOPPED" )
|
||||
raise ConnectionError(f"Failed to fetch calendar data after {max_retries} retries. Last exception: {str(last_exception)} and {format_exc()}")
|
||||
|
||||
def concatenate_weekdays(weekday_filter):
|
||||
# Mapping of weekdays where 0 is Monday and 6 is Sunday
|
||||
@ -37,21 +112,45 @@ def concatenate_weekdays(weekday_filter):
|
||||
# Concatenate the weekday strings
|
||||
return ','.join(weekday_strings)
|
||||
|
||||
def slice_dict_lists(d, last_item, to_tmstp = False):
|
||||
def filter_timeseries_by_timestamp(timeseries, timestamp):
|
||||
"""
|
||||
Filter a timeseries dictionary, returning a new dictionary with entries
|
||||
where the time value is greater than the provided timestamp.
|
||||
|
||||
Parameters:
|
||||
- timeseries (dict): The original timeseries dictionary.
|
||||
- timestamp (float): The timestamp to filter the timeseries by.
|
||||
|
||||
Returns:
|
||||
- dict: A new timeseries dictionary filtered based on the provided timestamp.
|
||||
"""
|
||||
# Find indices where time values are greater than the provided timestamp
|
||||
indices = [i for i, time in enumerate(timeseries['time']) if time > timestamp]
|
||||
|
||||
# Create a new dictionary with values filtered by the indices
|
||||
filtered_timeseries = {key: [value[i] for i in indices] for key, value in timeseries.items()}
|
||||
|
||||
return filtered_timeseries
|
||||
|
||||
def slice_dict_lists(d, last_item, to_tmstp = False, time_to_datetime = False):
|
||||
"""Slices every list in the dictionary to the last last_item items.
|
||||
|
||||
Args:
|
||||
d: A dictionary.
|
||||
last_item: The number of items to keep at the end of each list.
|
||||
to_tmstp: For "time" elements change it to timestamp from datetime if required.
|
||||
|
||||
to_tmstp: For "time" elements change it from datetime to timestamp from datetime if required.
|
||||
time_to_datetime: For "time" elements change it from timestamp to datetime UTC if required.
|
||||
Returns:
|
||||
A new dictionary with the sliced lists.
|
||||
|
||||
datetime.fromtimestamp(data['updated']).astimezone(zoneUTC)
|
||||
"""
|
||||
sliced_d = {}
|
||||
for key in d.keys():
|
||||
if key == "time" and to_tmstp:
|
||||
sliced_d[key] = [datetime.timestamp(t) for t in d[key][-last_item:]]
|
||||
elif key == "time" and time_to_datetime:
|
||||
sliced_d[key] = [datetime.fromtimestamp(t).astimezone(zoneUTC) for t in d[key][-last_item:]]
|
||||
else:
|
||||
sliced_d[key] = d[key][-last_item:]
|
||||
return sliced_d
|
||||
@ -392,11 +491,11 @@ def get_tick(price: float, normalized_ticks: float = 0.01):
|
||||
u cen pod 30, vrací 0.01. U cen nad 30 vrací pomerne zvetsene,
|
||||
|
||||
"""
|
||||
if price<NORMALIZED_TICK_BASE_PRICE:
|
||||
if price<cfh.config_handler.get_val('NORMALIZED_TICK_BASE_PRICE'):
|
||||
return normalized_ticks
|
||||
else:
|
||||
#ratio of price vs base price
|
||||
ratio = price/NORMALIZED_TICK_BASE_PRICE
|
||||
ratio = price/cfh.config_handler.get_val('NORMALIZED_TICK_BASE_PRICE')
|
||||
return price2dec(ratio*normalized_ticks)
|
||||
|
||||
def eval_cond_dict(cond: dict) -> tuple[bool, str]:
|
||||
@ -550,6 +649,7 @@ def json_serial(obj):
|
||||
Intervals: lambda obj: obj.__dict__,
|
||||
SLHistory: lambda obj: obj.__dict__,
|
||||
InstantIndicator: lambda obj: obj.__dict__,
|
||||
StrategyInstance: lambda obj: obj.__dict__,
|
||||
}
|
||||
|
||||
serializer = type_map.get(type(obj))
|
||||
@ -583,18 +683,30 @@ def parse_toml_string(tomlst: str):
|
||||
return (0, dict_replace_value(tomlst,"None",None))
|
||||
|
||||
#class to persist
|
||||
|
||||
# A FileLock is used to prevent concurrent access to the cache file.
|
||||
# The __init__ method reads the existing cache file within the lock to ensure it's not being written to simultaneously by another process.
|
||||
# The save method writes to a temporary file first and then atomically moves it to the desired file location. This prevents the issue of partial file writes in case the process is interrupted during the write.
|
||||
#Zatim temporary fix, aby nezapisoval jiny process
|
||||
#predtim nez bude implementovano ukladani do db
|
||||
#pro ostatni processy je dostupne rest api get stratin
|
||||
class Store:
|
||||
stratins : List[StrategyInstance] = []
|
||||
stratins: List[StrategyInstance] = []
|
||||
runners: List[Runner] = []
|
||||
|
||||
def __init__(self) -> None:
|
||||
self.lock = FileLock(DATA_DIR + "/strategyinstances.lock")
|
||||
self.db_file = DATA_DIR + "/strategyinstances.cache"
|
||||
if os.path.exists(self.db_file):
|
||||
with open (self.db_file, 'rb') as fp:
|
||||
with self.lock, open(self.db_file, 'rb') as fp:
|
||||
self.stratins = pickle.load(fp)
|
||||
|
||||
def save(self):
|
||||
with open(self.db_file, 'wb') as fp:
|
||||
pickle.dump(self.stratins, fp)
|
||||
with self.lock:
|
||||
temp_fd, temp_path = tempfile.mkstemp(dir=DATA_DIR)
|
||||
with os.fdopen(temp_fd, 'wb') as temp_file:
|
||||
pickle.dump(self.stratins, temp_file)
|
||||
shutil.move(temp_path, self.db_file)
|
||||
|
||||
qu = Queue()
|
||||
|
||||
@ -604,7 +716,7 @@ zoneUTC = pytz.utc
|
||||
zonePRG = pytz.timezone('Europe/Amsterdam')
|
||||
|
||||
def print(*args, **kwargs):
|
||||
if QUIET_MODE:
|
||||
if cfh.config_handler.get_val('QUIET_MODE'):
|
||||
pass
|
||||
else:
|
||||
####ic(*args, **kwargs)
|
||||
|
||||
Reference in New Issue
Block a user