103 lines
4.3 KiB
Python
103 lines
4.3 KiB
Python
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from v2realbot.common.model import RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
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import v2realbot.controller.services as cs
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from v2realbot.utils.utils import slice_dict_lists,zoneUTC,safe_get, AttributeDict, filter_timeseries_by_timestamp
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#id = "b11c66d9-a9b6-475a-9ac1-28b11e1b4edf"
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#state = AttributeDict(vars={})
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from rich import print
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def attach_previous_data(state):
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"""""
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Attaches data from previous runner of the same batch.
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"""""
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print("ATTACHING PREVIOUS DATA")
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runner : Runner
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#get batch_id of current runer
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res, runner = cs.get_runner(state.runner_id)
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if res < 0:
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if runner.batch_id is None:
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print(f"No batch_id found for runner {runner.id}")
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else:
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print(f"Couldnt get previous runner {state.runner_id} error: {runner}")
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return None
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batch_id = runner.batch_id
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#batch_id = "6a6b0bcf"
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res, runner_ids =cs.get_archived_runnerslist_byBatchID(batch_id, "desc")
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if res < 0:
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msg = f"error whne fetching runners of batch {batch_id} {runner_ids}"
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print(msg)
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return None
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if runner_ids is None or len(runner_ids) == 0:
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print(f"NO runners found for batch {batch_id} {runner_ids}")
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return None
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last_runner = runner_ids[0]
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print("Previous runner identified:", last_runner)
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#get archived header - to get transferables
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runner_header : RunArchive = None
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res, runner_header = cs.get_archived_runner_header_byID(last_runner)
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if res < 0:
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print(f"Error when fetching runner header {last_runner}")
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return None
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state.vars["transferables"] = runner_header.transferables
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print("INITIALIZED transferables", state.vars["transferables"])
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#get details from the runner
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print(f"Fetching runner details of {last_runner}")
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res, val = cs.get_archived_runner_details_byID(last_runner)
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if res < 0:
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print(f"no archived runner {last_runner}")
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return None
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detail = RunArchiveDetail(**val)
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#print("toto jsme si dotahnuli", detail.bars)
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# from stratvars directives
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attach_previous_bar_data = safe_get(state.vars, "attach_previous_bar_data", 50)
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attach_previous_tick_data = safe_get(state.vars, "attach_previous_tick_data", None)
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#indicators datetime utc
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indicators = slice_dict_lists(d=detail.indicators[0],last_item=attach_previous_bar_data, time_to_datetime=True)
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#time -datetime utc, updated - timestamp float
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bars = slice_dict_lists(d=detail.bars, last_item=attach_previous_bar_data, time_to_datetime=True)
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#zarovname tick spolu s bar daty
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if attach_previous_tick_data is None:
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oldest_timestamp = bars["updated"][0]
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#returns only values older that oldest_timestamp
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cbar_inds = filter_timeseries_by_timestamp(detail.indicators[1], oldest_timestamp)
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else:
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cbar_inds = slice_dict_lists(d=detail.indicators[1],last_item=attach_previous_tick_data)
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#USE these as INITs - TADY SI TO JESTE ZASTAVIT a POROVNAT
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#print("state.indicatorsL", state.indicators, "NEW:", indicators)
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state.indicators = AttributeDict(**indicators)
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print("transfered indicators:", len(state.indicators["time"]))
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#print("state.bars", state.bars, "NEW:", bars)
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state.bars = AttributeDict(bars)
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print("transfered bars:", len(state.bars["time"]))
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#print("state.cbar_indicators", state.cbar_indicators, "NEW:", cbar_inds)
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state.cbar_indicators = AttributeDict(cbar_inds)
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print("transfered ticks:", len(state.cbar_indicators["time"]))
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print("TRANSFERABLEs INITIALIZED")
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#bars
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#transferable_state_vars = ["martingale", "batch_profit"]
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#1. pri initu se tyto klice v state vars se namapuji do ext_data ext_data["transferrables"]["martingale"] = state.vars["martingale"]
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#2. pri transferu se vse z ext_data["trasferrables"] dá do stejnénné state.vars["martingale"]
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#3. na konci dne se uloží do sloupce transferables v RunArchive
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#pridavame dailyBars z extData
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# if hasattr(detail, "ext_data") and "dailyBars" in detail.ext_data:
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# state.dailyBars = detail.ext_data["dailyBars"]
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return
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# if __name__ == "__main__":
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# attach_previous_data(state) |