static site pwd protected, load dotenv moved to config, aggregator vecotrized chng

requirements_new.txt

@@ -1,34 +1,21 @@
 absl-py==2.0.0
 alpaca==1.0.0
-alpaca-py==0.18.1
+alpaca-py==0.7.1
 altair==4.2.2
-annotated-types==0.6.0
 anyio==3.6.2
 appdirs==1.4.4
-appnope==0.1.3
-APScheduler==3.10.4
-argon2-cffi==23.1.0
-argon2-cffi-bindings==21.2.0
-arrow==1.3.0
 asttokens==2.2.1
 astunparse==1.6.3
-async-lru==2.0.4
 attrs==22.2.0
-Babel==2.15.0
-beautifulsoup4==4.12.3
 better-exceptions==0.3.3
 bleach==6.0.0
 blinker==1.5
-bottle==0.12.25
 cachetools==5.3.0
-CD==1.1.0
 certifi==2022.12.7
-cffi==1.16.0
 chardet==5.1.0
 charset-normalizer==3.0.1
 click==8.1.3
 colorama==0.4.6
-comm==0.1.4
 contourpy==1.0.7
 cycler==0.11.0
 dash==2.9.1
@@ -36,189 +23,90 @@ dash-bootstrap-components==1.4.1
 dash-core-components==2.0.0
 dash-html-components==2.0.0
 dash-table==5.0.0
-dateparser==1.1.8
-debugpy==1.8.1
 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==0.109.2
+fastapi==0.95.0
-fastjsonschema==2.19.1
-filelock==3.13.1
 Flask==2.2.3
 flatbuffers==23.5.26
 fonttools==4.39.0
-fpdf2==2.7.6
-fqdn==1.5.1
 gast==0.4.0
 gitdb==4.0.10
 GitPython==3.1.31
 google-auth==2.23.0
 google-auth-oauthlib==1.0.0
 google-pasta==0.2.0
-greenlet==3.0.3
 grpcio==1.58.0
 h11==0.14.0
-h5py==3.10.0
+h5py==3.9.0
-html2text==2024.2.26
-httpcore==1.0.5
-httpx==0.27.0
-humanize==4.9.0
 icecream==2.1.3
 idna==3.4
-imageio==2.31.6
 importlib-metadata==6.1.0
-ipykernel==6.29.4
-ipython==8.17.2
-ipywidgets==8.1.1
-isoduration==20.11.0
-itables==2.0.1
 itsdangerous==2.1.2
-jax==0.4.23
-jaxlib==0.4.23
-jedi==0.19.1
 Jinja2==3.1.2
 joblib==1.3.2
-json5==0.9.25
+jsonschema==4.17.3
-jsonpointer==2.4
+keras==2.13.1
-jsonschema==4.22.0
-jsonschema-specifications==2023.12.1
-jupyter-events==0.10.0
-jupyter-lsp==2.2.5
-jupyter_client==8.6.1
-jupyter_core==5.7.2
-jupyter_server==2.14.0
-jupyter_server_terminals==0.5.3
-jupyterlab==4.1.8
-jupyterlab-widgets==3.0.9
-jupyterlab_pygments==0.3.0
-jupyterlab_server==2.27.1
-kaleido==0.2.1
-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
-lightweight-charts @ git+https://github.com/drew2323/lightweight-charts-python@10fd42f785182edfbf6b46a19a4ef66e85985a23
-llvmlite==0.39.1
 Markdown==3.4.3
 markdown-it-py==2.2.0
 MarkupSafe==2.1.2
-matplotlib==3.8.2
+matplotlib==3.7.1
-matplotlib-inline==0.1.6
 mdurl==0.1.2
-mistune==3.0.2
-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
-nbclient==0.10.0
-nbconvert==7.16.4
-nbformat==5.10.4
-nest-asyncio==1.6.0
 newtulipy==0.4.6
-notebook_shim==0.2.4
+numpy==1.24.2
-numba==0.56.4
-numpy==1.23.5
 oauthlib==3.2.2
 opt-einsum==3.3.0
-orjson==3.9.10
-overrides==7.7.0
 packaging==23.0
-pandas==2.2.1
+pandas==1.5.3
-pandocfilters==1.5.1
 param==1.13.0
-parso==0.8.3
-patsy==0.5.6
-pexpect==4.8.0
 Pillow==9.4.0
-platformdirs==4.2.0
+plotly==5.13.1
-plotly==5.22.0
-prometheus_client==0.20.0
-prompt-toolkit==3.0.39
 proto-plus==1.22.2
 protobuf==3.20.3
-proxy-tools==0.1.0
-psutil==5.9.8
-ptyprocess==0.7.0
-pure-eval==0.2.2
 pyarrow==11.0.0
 pyasn1==0.4.8
 pyasn1-modules==0.2.8
-pycparser==2.22
 pyct==0.5.0
-pydantic==2.6.4
+pydantic==1.10.5
-pydantic_core==2.16.3
 pydeck==0.8.0
 Pygments==2.14.0
 pyinstrument==4.5.3
 Pympler==1.0.1
-pyobjc-core==10.3
-pyobjc-framework-Cocoa==10.3
-pyobjc-framework-Security==10.3
-pyobjc-framework-WebKit==10.3
 pyparsing==3.0.9
 pyrsistent==0.19.3
 pysos==1.3.0
 python-dateutil==2.8.2
 python-dotenv==1.0.0
-python-json-logger==2.0.7
-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
-pywebview==5.1
 PyYAML==6.0
-pyzmq==25.1.2
-referencing==0.35.1
-regex==2023.10.3
 requests==2.31.0
 requests-oauthlib==1.3.1
-rfc3339-validator==0.1.4
-rfc3986-validator==0.1.1
 rich==13.3.1
-rpds-py==0.18.0
 rsa==4.9
-schedule==1.2.1
+scikit-learn==1.3.1
-scikit-learn==1.3.2
 scipy==1.11.2
 seaborn==0.12.2
 semver==2.13.0
-Send2Trash==1.8.3
 six==1.16.0
 smmap==5.0.0
 sniffio==1.3.0
-soupsieve==2.5
-SQLAlchemy==2.0.27
 sseclient-py==1.7.2
-stack-data==0.6.3
+starlette==0.26.1
-starlette==0.36.3
-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==2.13.0
 tensorboard-data-server==0.7.1
-tensorflow-addons==0.23.0
+tensorflow==2.13.0
-tensorflow-estimator==2.15.0
+tensorflow-estimator==2.13.0
 tensorflow-io-gcs-filesystem==0.34.0
 termcolor==2.3.0
-terminado==0.18.1
-tf-estimator-nightly==2.14.0.dev2023080308
-tf-nightly==2.16.0.dev20240101
-tf_keras-nightly==2.16.0.dev2023123010
 threadpoolctl==3.2.0
-tinycss2==1.3.0
 tinydb==4.7.1
 tinydb-serialization==2.1.0
 tinyflux==0.4.0
@@ -227,24 +115,15 @@ tomli==2.0.1
 toolz==0.12.0
 tornado==6.2
 tqdm==4.65.0
-traitlets==5.13.0
+typing_extensions==4.5.0
-typeguard==2.13.3
-types-python-dateutil==2.9.0.20240316
-typing_extensions==4.9.0
 tzdata==2023.2
 tzlocal==4.3
-uri-template==1.3.0
 urllib3==1.26.14
 uvicorn==0.21.1
--e git+https://github.com/drew2323/v2trading.git@78f2162d59753c243e374dd52c305e111affebb9#egg=v2realbot
+#-e git+https://github.com/drew2323/v2trading.git@940348412f67ecd551ef8d0aaedf84452abf1320#egg=v2realbot
 validators==0.20.0
-vectorbtpro @ file:///Users/davidbrazda/Downloads/vectorbt.pro-2024.2.22
-wcwidth==0.2.9
-webcolors==1.13
 webencodings==0.5.1
-websocket-client==1.7.0
+websockets==10.4
-websockets==11.0.3
 Werkzeug==2.2.3
-widgetsnbextension==4.0.9
+wrapt==1.15.0
-wrapt==1.14.1
 zipp==3.15.0

research/prepare_aggregatied_data.ipynb

@@ -5,7 +5,7 @@
    "metadata": {},
    "source": [
     "# Loading trades and vectorized aggregation\n",
-    "This notebook fetches the trades from remote or local cache and aggregates them to bars of given type (time, volume, dollar) and resolution\n",
+    "Describes how to fetch trades (remote/cached) and use new vectorized aggregation to aggregate bars of given type (time, volume, dollar) and resolution\n",
     "\n",
     "`fetch_trades_parallel` enables to fetch trades of given symbol and interval, also can filter conditions and minimum size. return `trades_df`\n",
     "`aggregate_trades` acceptss `trades_df` and ressolution and type of bars (VOLUME, TIME, DOLLAR) and return aggregated ohlcv dataframe `ohlcv_df`"
@@ -1594,7 +1594,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.10.10"
+   "version": "3.10.11"
   }
  },
  "nbformat": 4,

research/strat_LINREG_MULTI/v1_SINGLE.ipynb

@@ -43885,6 +43885,7 @@
     "\n",
     "# thirtymin_slope_to_compare.vbt.plot(fig=fig, add_trace_kwargs=dict(secondary_y=True), trace_kwargs=dict(name=\"30min slope\",\n",
     "#                                                                                         line=dict(color=\"yellow\"),\n",
+    "                                                                                        \n",
     "#                                                                                         fill=None,\n",
     "#                                                                                         connectgaps=True,\n",
     "#                                                                                         ))\n",

testdoc.md

@@ -1,107 +0,0 @@
-# Plotly
-
-* MAKE_SUBPLOT Defines layout (if more then 1x1 or secondary y axis are required)
-
-```python
-fig = vbt.make_subplots(rows=2, cols=1, shared_xaxes=True, 
-                        specs=[[{"secondary_y": True}], [{"secondary_y": False}]], 
-                        vertical_spacing=0.02, subplot_titles=("Row 1 title", "Row 2 title"))
-```
-
-Then the different [sr/df generic accessor](http://5.161.179.223:8000/static/js/vbt/api/generic/accessors/index.html#vectorbtpro.generic.accessors.GenericAccessor.areaplot) are added with ADD_TRACE_KWARGS and TRACE_KWARGS. Other types of plot available in [plotting module](http://5.161.179.223:8000/static/js/vbt/api/generic/plotting/index.html)
-
-```python
-#using accessor
-close.vbt.plot(fig=fig, add_trace_kwargs=dict(secondary_y=False,row=1, col=1), trace_kwargs=dict(line=dict(color="blue")))
-indvolume.vbt.barplot(fig=fig, add_trace_kwargs=dict(secondary_y=False, row=2, col=1))
-#using plotting module
-vbt.Bar(indvolume, fig=fig, add_trace_kwargs=dict(secondary_y=False, row=2, col=1))
-```
-
-* ADD_TRACE_KWARGS - determines positioning withing subplot
-```python
-add_trace_kwargs=dict(secondary_y=False,row=1, col=1)
-```
-* TRACE_KWARGS - other styling of trace
-```python
-trace_kwargs=dict(name="LONGS",
-                  line=dict(color="#ffe476"),
-                  marker=dict(color="limegreen"),
-                  fill=None,
-                  connectgaps=True)
-```
-
-## Example
-
-```python
-    fig = vbt.make_subplots(rows=2, cols=1, shared_xaxes=True, 
-                            specs=[[{"secondary_y": True}], [{"secondary_y": False}]], 
-                            vertical_spacing=0.02, subplot_titles=("Price and Indicators", "Volume"))
-
-    # Plotting the close price
-    close.vbt.plot(fig=fig, add_trace_kwargs=dict(secondary_y=False,row=1, col=1), trace_kwargs=dict(line=dict(color="blue")))
-```
-
-# Data
-## Resampling
-```python
-t1data = basic_data[['open', 'high', 'low', 'close', 'volume','vwap','buyvolume','sellvolume']].resample("1T")
-t1data = t1data.transform(lambda df: df.between_time('09:30', '16:00').dropna()) #main session data only, no nans
-
-t5data = basic_data[['open', 'high', 'low', 'close', 'volume','vwap','buyvolume','sellvolume']].resample("5T")
-t5data = t5data.transform(lambda df: df.between_time('09:30', '16:00').dropna())
-
-dailydata = basic_data[['open', 'high', 'low', 'close', 'volume', 'vwap']].resample("D").dropna()
-
-#realign 5min close to 1min so it can be compared with 1min
-t5data_close_realigned = t5data.close.vbt.realign_closing("1T").between_time('09:30', '16:00').dropna() 
-#same with open
-t5data.open.vbt.realign_opening("1h")
-```
-### Define resample function for custom column
-Example of custom feature config [Binance Data](http://5.161.179.223:8000/static/js/vbt/api/data/custom/binance/index.html#vectorbtpro.data.custom.binance.BinanceData.feature_config).
-Other [reduced functions available](http://5.161.179.223:8000/static/js/vbt/api/generic/nb/apply_reduce/index.html). (mean, min, max, median, nth ...)
-```python
-from vectorbtpro.utils.config import merge_dicts, Config, HybridConfig
-from vectorbtpro import _typing as tp
-from vectorbtpro.generic import nb as generic_nb
-
-_feature_config: tp.ClassVar[Config] = HybridConfig(
-    {
-        "buyvolume": dict(
-            resample_func=lambda self, obj, resampler: obj.vbt.resample_apply(
-                resampler,
-                generic_nb.sum_reduce_nb,
-            )
-        ),
-        "sellvolume": dict(
-            resample_func=lambda self, obj, resampler: obj.vbt.resample_apply(
-                resampler,
-                generic_nb.sum_reduce_nb,
-            )
-        )
-    }
-)
-
-basic_data._feature_config = _feature_config
-```
-
-### Validate resample
-```python
-t2dataclose = t2data.close.rename("15MIN - realigned").vbt.realign_closing("1T")
-fig = t1data.close.rename("1MIN").vbt.plot()
-t2data.close.rename("15MIN").vbt.plot(fig=fig)
-t2dataclose.vbt.plot(fig=fig)
-```
-## Persisting
-```python
-basic_data.to_parquet(partition_by="day", compression="gzip")  
-day_data = vbt.ParquetData.pull("BAC", filters=[("group", "==", "2024-05-03")]) 
-vbt.print_dir_tree("BTC-USD")#overeni directory structure
-```
-# Discover
-```python
-vbt.phelp(vbt.talib(“atr”).run) #parameters it accepts
-vbt.pdir(pf) - get available properties and methods
-vbt.pprint(basic_data) #to get correct shape, info about instance
-```

v2realbot/config.py

@@ -32,7 +32,7 @@ PROFILING_OUTPUT_DIR = DATA_DIR
 
 #NALOADUJEME DOTENV ENV VARIABLES
 if load_dotenv(ENV_FILE, verbose=True) is False:
-    print(f"Error loading.env file {ENV_FILE}. Now depending on ENV VARIABLES set externally.")
+    raise Exception(f"Error loading.env file {ENV_FILE}")
 else:
     print(f"Loaded env variables from file {ENV_FILE}")