init fixes2

* research added

* fix module inits

requirements_new.txt

@@ -1,21 +1,34 @@
 absl-py==2.0.0
 alpaca==1.0.0
-alpaca-py==0.7.1
+alpaca-py==0.18.1
 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
@@ -23,90 +36,189 @@ 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==0.95.0
+fastapi==0.109.2
+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==3.9.0
+h5py==3.10.0
+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
-jsonschema==4.17.3
-keras==2.13.1
+json5==0.9.25
+jsonpointer==2.4
+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==3.7.1
+matplotlib==3.8.2
+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
-numpy==1.24.2
+notebook_shim==0.2.4
+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==1.5.3
+pandas==2.2.1
+pandocfilters==1.5.1
 param==1.13.0
+parso==0.8.3
+patsy==0.5.6
+pexpect==4.8.0
 Pillow==9.4.0
-plotly==5.13.1
+platformdirs==4.2.0
+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==1.10.5
+pydantic==2.6.4
+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
-scikit-learn==1.3.1
+schedule==1.2.1
+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
-starlette==0.26.1
+stack-data==0.6.3
+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==2.13.0
+tensorboard==2.15.1
 tensorboard-data-server==0.7.1
-tensorflow==2.13.0
-tensorflow-estimator==2.13.0
+tensorflow-addons==0.23.0
+tensorflow-estimator==2.15.0
 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
@@ -115,15 +227,24 @@ tomli==2.0.1
 toolz==0.12.0
 tornado==6.2
 tqdm==4.65.0
-typing_extensions==4.5.0
+traitlets==5.13.0
+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@940348412f67ecd551ef8d0aaedf84452abf1320#egg=v2realbot
+-e git+https://github.com/drew2323/v2trading.git@78f2162d59753c243e374dd52c305e111affebb9#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
-websockets==10.4
+websocket-client==1.7.0
+websockets==11.0.3
 Werkzeug==2.2.3
-wrapt==1.15.0
+widgetsnbextension==4.0.9
+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",
-    "Describes how to fetch trades (remote/cached) and use new vectorized aggregation to aggregate bars of given type (time, volume, dollar) and resolution\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",
     "\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": "3.10.11"
+   "version": "3.10.10"
   }
  },
  "nbformat": 4,

research/strat_LINREG_MULTI/v1_SINGLE.ipynb

@@ -43884,8 +43884,7 @@
     "#                                                                                     ))\n",
     "\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",
+    "#                                                                                         line=dict(color=\"yellow\"),                                                                                     \n",
     "#                                                                                         fill=None,\n",
     "#                                                                                         connectgaps=True,\n",
     "#                                                                                         ))\n",

testdoc.md

@@ -0,0 +1,107 @@
+# 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:
-    raise Exception(f"Error loading.env file {ENV_FILE}")
+    print(f"Error loading.env file {ENV_FILE}. Now depending on ENV VARIABLES set externally.")
 else:
     print(f"Loaded env variables from file {ENV_FILE}")