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

v2realbot/backtesting/backtester.py

@@ -524,7 +524,7 @@ class Backtester:
             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:
-                    printanyway("not enough cash for shorting. cash",self.cash,"reserved",reserved,"available",self.cash-reserved,"needed",float(int(size)*float(cena)))
+                    printanyway("ERROR: 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
@@ -550,7 +550,7 @@ class Backtester:
             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:
-                    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)))
+                    printanyway("ERROR: not enough cash to buy long. cash",self.cash,"reserved_qty",reserved_qty,"reserved_price",reserved_price, "available",self.cash-reserved_price,"needed",float(int(size)*float(cena)))
                     return -1
 
         id = str(uuid4())

v2realbot/controller/services.py

@@ -3,7 +3,7 @@ from uuid import UUID, uuid4
 import pickle
 from alpaca.data.historical import StockHistoricalDataClient
 from alpaca.data.requests import StockTradesRequest, StockBarsRequest
-from alpaca.data.enums import DataFeed
+from alpaca.data.enums import DataFeed 
 from alpaca.data.timeframe import TimeFrame
 from v2realbot.strategy.base import StrategyState
 from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide
@@ -1114,7 +1114,7 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
         # 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)
+        WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value OR symbol like :search_value OR name like :search_value)
         """
         c.execute(total_count_query, {'search_value': f'%{search_value}%'})
         total_count = c.fetchone()[0]
@@ -1129,7 +1129,7 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
                 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)
+            WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value OR symbol like :search_value OR name like :search_value)
         ),
         InterleavedGroups AS (
             SELECT *,
@@ -1156,7 +1156,7 @@ def get_all_archived_runners_p(request: DataTablesRequest) -> Tuple[int, RunArch
         # 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)
+        WHERE (:search_value = '' OR strat_id LIKE :search_value OR batch_id LIKE :search_value OR symbol like :search_value OR name like :search_value)
         """
         c.execute(filtered_count_query, {'search_value': f'%{search_value}%'})
         filtered_count = c.fetchone()[0]

v2realbot/static/index.html

@@ -667,14 +667,14 @@
                                 </div>
                                 <div class="form-group mt-3">
                                     <label for="logHere" class="form-label">Log</label>
-                                    <div id="log-container">
-                                        <pre id="log-content"></pre>
+                                    <div id="log-container"style="height:700px;border:1px solid black;">
+                                        <!-- <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>
+                                <button type="button" class="btn btn-secondary" id="closeLogModal" data-bs-dismiss="modal">Close</button>
                             </div>
                         </div>
                     </div>
@@ -1166,9 +1166,9 @@
         <!-- <script src="/static/js/archivetables.js?v=1.05"></script> -->
         <!-- archiveTables split into separate files -->
         <script src="/static/js/tables/archivetable/init.js?v=1.12"></script>
-        <script src="/static/js/tables/archivetable/functions.js?v=1.10"></script>
+        <script src="/static/js/tables/archivetable/functions.js?v=1.11"></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>
+        <script src="/static/js/tables/archivetable/handlers.js?v=1.11"></script>
 
         <!-- Runmanager functionality -->
         <script src="/static/js/tables/runmanager/init.js?v=1.1"></script>
@@ -1178,7 +1178,7 @@
 
         <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/mytables.js?v=1.03"></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>

v2realbot/static/js/mytables.js

@@ -90,9 +90,55 @@ $(document).ready(function () {
 
         monaco.languages.register({ id: 'python' });
         monaco.languages.register({ id: 'json' });
+        //Register mylogs language
+        monaco.languages.register({ id: 'mylogs' });
         // Register the TOML language
+        monaco.languages.setLanguageConfiguration('mylogs', {
+            comments: {
+                lineComment: '//',  // Adjust if your logs use a different comment symbol
+            },
+            brackets: [['[', ']'], ['{', '}']], // Array and object brackets
+            autoClosingPairs: [
+                { open: '{', close: '}', notIn: ['string'] },
+                { open: '"', close: '"', notIn: ['string', 'comment'] }, 
+                { open: "'", close: "'", notIn: ['string', 'comment'] }, 
+            ],
+        });
+        monaco.languages.setMonarchTokensProvider('mylogs', {
+            tokenizer: {
+                root: [
+                    [/#.*/, 'comment'], // Comments (if applicable)
+        
+                    // Timestamps 
+                    [/\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}\.\d+/, 'timestamp'], 
+        
+                    // Log Levels 
+                    [/\b(INFO|DEBUG|WARNING|ERROR|CRITICAL)\b/, 'log-level'],
+        
+                    // Strings 
+                    [/".*"/, 'string'], 
+                    [/'.*'/, 'string'],
+        
+                    // Key-Value Pairs
+                    [/[A-Za-z_]+\s*:/, 'key'],  
+                    [/-?\d+\.\d+/, 'number.float'], // Floating-point
+                    [/-?\d+/, 'number.integer'],    // Integers 
+                    [/\btrue\b/, 'boolean.true'],
+                    [/\bfalse\b/, 'boolean.false'],
+        
+                    // Other Words and Symbols
+                    [/[A-Za-z_]+/, 'identifier'],
+                    [/[ \t\r\n]+/, 'white'], 
+                    [/[\[\]{}(),]/, 'delimiter'], // Expand if more delimiters exist 
+                ]
+            }
+        });
+        
+        
         monaco.languages.register({ id: 'toml' });
 
+
+
         // Define the TOML language configuration
         monaco.languages.setLanguageConfiguration('toml', {
         comments: {

v2realbot/static/js/tables/archivetable/functions.js

@@ -6,6 +6,7 @@ let editor_diff_arch1
 let editor_diff_arch2
 var archData = null
 var batchHeaders = []
+var editorLog = null
 
 function refresh_arch_and_callback(row, callback) {
     //console.log("entering refresh")
@@ -472,13 +473,34 @@ function refresh_logfile() {
         contentType: "application/json",
         dataType: "json",
         success:function(response){
+            if (editorLog) {
+                editorLog.dispose();
+            }
             if (response.lines.length == 0) {
-                $('#log-content').html("no records");
+                value = "no records";
+                // $('#log-content').html("no records");
             }
             else {
-                var escapedLines = response.lines.map(line => escapeHtml(line));
-                $('#log-content').html(escapedLines.join('\n'));  
-            }	
+                //console.log(response.lines)
+                //var escapedLines = response.lines.map(line => escapeHtml(line));
+                value = response.lines.join('\n')
+                // $('#log-content').html(escapedLines.join('\n'));  
+            }
+            require(["vs/editor/editor.main"], () => {
+                editorLog = monaco.editor.create(document.getElementById('log-container'), {
+                    value: value,
+                    language: 'mylogs',
+                    theme: 'tomlTheme-dark',
+                    automaticLayout: true,
+                    readOnly: true
+                });
+                });
+                // Focus at the end of the file:
+                const model = editorLog.getModel();
+                const lastLineNumber = model.getLineCount();
+                const lastLineColumn = model.getLineMaxColumn(lastLineNumber);
+                editorLog.setPosition({ lineNumber: lastLineNumber, column: lastLineColumn });
+                editorLog.revealPosition({ lineNumber: lastLineNumber, column: lastLineColumn });
         },
         error: function(xhr, status, error) {
             var err = eval("(" + xhr.responseText + ")");

v2realbot/static/js/tables/archivetable/handlers.js

@@ -265,8 +265,8 @@ $(document).ready(function () {
 
             $('#diff_first').text(record1.name);
             $('#diff_second').text(record2.name);
-            $('#diff_first_id').text(data1.id);
-            $('#diff_second_id').text(data2.id);
+            $('#diff_first_id').text(data1.id + ' Batch: ' + data1.batch_id);
+            $('#diff_second_id').text(data2.id + ' Batch: ' + data2.batch_id);
 
             //monaco
             require(["vs/editor/editor.main"], () => {
@@ -358,8 +358,13 @@ $(document).ready(function () {
         })
     });
 
+    $('#closeLogModal').click(function () {
+        editorLog.dispose()
+    });
+
     //button to query log
     $('#logRefreshButton').click(function () {
+        editorLog.dispose()
         refresh_logfile()
     });
 

v2realbot/strategy/StrategyClassicSL.py

@@ -35,40 +35,62 @@ class StrategyClassicSL(Strategy):
 
         max_sum_profit_to_quit_rel = safe_get(self.state.vars, "max_sum_profit_to_quit_rel", None)
         max_sum_loss_to_quit_rel = safe_get(self.state.vars, "max_sum_loss_to_quit_rel", None)
+        #load typ direktivy hard/soft cutoff
+        hard_cutoff = safe_get(self.state.vars, "hard_cutoff", False)
 
         rel_profit  = round(float(np.sum(self.state.rel_profit_cum)),5)
         if max_sum_profit_to_quit_rel is not None:
             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)}")
+                msg = f"QUITTING {hard_cutoff=} MAX SUM REL PROFIT REACHED {max_sum_profit_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}"
+                printanyway(msg)
+                self.state.ilog(e=msg)
                 self.state.vars.pending = "max_sum_profit_to_quit_rel"
                 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
+                    send_to_telegram(msg)
+                if hard_cutoff:
+                    self.hard_stop = True
+                else:
+                    self.soft_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)}")
+                msg=f"QUITTING {hard_cutoff=} MAX SUM REL LOSS REACHED {max_sum_loss_to_quit_rel=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}"
+                printanyway(msg)
+                self.state.ilog(e=msg)
                 self.state.vars.pending = "max_sum_loss_to_quit_rel"
                 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
+                    send_to_telegram(msg)
+                if hard_cutoff:
+                    self.hard_stop = True
+                else:
+                    self.soft_stop = True
                 return True
 
         if max_sum_profit_to_quit is not None:
             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)}")
+                msg = f"QUITTING {hard_cutoff=} MAX SUM ABS PROFIT REACHED {max_sum_profit_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}"
+                printanyway(msg)
+                self.state.ilog(e=msg)
                 self.state.vars.pending = "max_sum_profit_to_quit"
                 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
+                    send_to_telegram(msg)
+                if hard_cutoff:
+                    self.hard_stop = True
+                else:
+                    self.soft_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)}")
+                msg = f"QUITTING {hard_cutoff=} MAX SUM ABS LOSS REACHED {max_sum_loss_to_quit=} {self.state.profit=} {rel_profit=} relprofits:{str(self.state.rel_profit_cum)}"
+                printanyway(msg)
+                self.state.ilog(e=msg)
                 self.state.vars.pending = "max_sum_loss_to_quit"
                 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
+                    send_to_telegram(msg)
+                if hard_cutoff:
+                    self.hard_stop = True
+                else:
+                    self.soft_stop = True
                 return True
 
         return False
@@ -414,7 +436,7 @@ class StrategyClassicSL(Strategy):
         populate_all_indicators(item, self.state)
         
         #pro přípravu dat next nevoláme
-        if self.mode == Mode.PREP:
+        if self.mode == Mode.PREP or self.soft_stop:
             return
         else:
             self.next(item, self.state)

v2realbot/strategy/base.py

@@ -80,7 +80,8 @@ class Strategy:
         self.pe = pe
         self.se = se
         #signal stop - internal
-        self.signal_stop = False
+        self.hard_stop = False #indikuje hard stop, tedy vypnuti strategie
+        self.soft_stop = False #indikuje soft stop (napr. při dosažení max zisku/ztráty), tedy pokracovani strategie, vytvareni dat, jen bez obchodu
 
     #prdelat queue na dynamic - podle toho jak bud uchtit pracovat s multiresolutions
     #zatim jen jedna q1
@@ -433,7 +434,7 @@ class Strategy:
                     #printnow(current_thread().name, "Items waiting in queue:", self.q1.qsize())
                 except queue.Empty:
                     #check internal signals - for profit/loss optim etc - valid for runner
-                    if self.signal_stop:
+                    if self.hard_stop:
                         print(current_thread().name, "Stopping signal - internal")
                         break     
                     
@@ -454,7 +455,7 @@ class Strategy:
                 if item == "last" or self.se.is_set():
                     print(current_thread().name, "stopping")
                     break
-                elif self.signal_stop:
+                elif self.hard_stop:
                     print(current_thread().name, "Stopping signal - internal")
                     break                     
                 elif self.pe.is_set():

v2realbot/strategyblocks/newtrade/signals.py

@@ -78,7 +78,7 @@ def execute_signal_generator(state, data, name):
                                     last_update=datetime.fromtimestamp(state.time).astimezone(zoneNY),
                                     status=TradeStatus.READY,
                                     generated_by=name,
-                                    size=multiplier*state.vars.chunk,
+                                    size=int(multiplier*state.vars.chunk),
                                     size_multiplier = multiplier,
                                     direction=TradeDirection.LONG,
                                     entry_price=None,
@@ -90,7 +90,7 @@ def execute_signal_generator(state, data, name):
                     last_update=datetime.fromtimestamp(state.time).astimezone(zoneNY),
                     status=TradeStatus.READY,
                     generated_by=name,
-                    size=multiplier*state.vars.chunk,
+                    size=int(multiplier*state.vars.chunk),
                     size_multiplier = multiplier,
                     direction=TradeDirection.SHORT,
                     entry_price=None,

v2realbot/strategyblocks/newtrade/sizing.py

@@ -151,13 +151,17 @@ def get_multiplier(state: StrategyState, data, signaloptions: dict, direction: T
 
     #pocet ztrátových obchodů v řadě mi udává multiplikátor (0 - 1, 1 ztráta 2x, 3 v řadě - 4x atp.)
     if martingale_enabled:
+
+        #martingale base - základ umocňování - klasicky 2
+        base = float(utls.safe_get(options, "martingale_base", 2))
+        #pocet aktuálních konsekutivních ztrát
         cont_loss_series_cnt = state.vars["transferables"]["martingale"]["cont_loss_series_cnt"]
         if cont_loss_series_cnt == 0:
             multiplier = 1
         else:
-            multiplier = 2 ** cont_loss_series_cnt
+            multiplier = base ** cont_loss_series_cnt
         state.ilog(lvl=1,e=f"SIZER - MARTINGALE {multiplier}", options=options, time=state.time, cont_loss_series_cnt=cont_loss_series_cnt)
-
+        
     if (martingale_enabled is False and multiplier > 1) or multiplier <= 0:
         state.ilog(lvl=1,e=f"SIZER - Mame nekde problem MULTIPLIER mimo RANGE ERROR {multiplier}", options=options, time=state.time)
         multiplier = 1