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

@@ -495,6 +495,12 @@ function refresh_logfile() {
                     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/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)}")
+                    send_to_telegram(msg)
-                self.signal_stop = True
+                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)}")
+                    send_to_telegram(msg)
-                self.signal_stop = True
+                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)}")
+                    send_to_telegram(msg)
-                self.signal_stop = True
+                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)}")
+                    send_to_telegram(msg)
-                self.signal_stop = True
+                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