521 lines
24 KiB
Python
521 lines
24 KiB
Python
import os,sys
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sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from v2realbot.strategy.base import StrategyState
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from v2realbot.strategy.StrategyOrderLimitVykladaci import StrategyOrderLimitVykladaci
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from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide, OrderType
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from v2realbot.indicators.indicators import ema
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from v2realbot.indicators.oscillators import rsi
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from v2realbot.utils.utils import ltp, isrising, isfalling,trunc,AttributeDict, zoneNY, price2dec, print, safe_get
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from datetime import datetime
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#from icecream import install, ic
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#from rich import print
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from threading import Event
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from msgpack import packb, unpackb
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import asyncio
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import os
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from traceback import format_exc
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print(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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""""
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Kope Vykladaci strategie s navic pridanym RSI
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- pokud RSI > 50
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- rusime pendingbuye
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- netriggerujeme buy
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"""
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stratvars = AttributeDict(maxpozic = 400,
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def_mode_from = 200,
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chunk = 10,
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MA = 2,
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Trend = 2,
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profit = 0.02,
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def_profit = 0.01,
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lastbuyindex=-6,
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pendingbuys={},
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limitka = None,
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limitka_price = None,
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jevylozeno=0,
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vykladka=5,
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curve = [0.01, 0.01, 0.01, 0, 0.02, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01],
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curve_def = [0.02, 0.02, 0.02, 0, 0, 0.02, 0, 0, 0, 0.02],
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blockbuy = 0,
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ticks2reset = 0.04,
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consolidation_bar_count = 10,
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slope_lookback = 300,
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lookback_offset = 20,
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minimum_slope = -0.05,
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first_buy_market = False
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)
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##toto rozparsovat a strategii spustit stejne jako v main
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toml_string = """
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[[strategies]]
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name = "V1 na BAC"
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symbol = "BAC"
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script = "ENTRY_backtest_strategyVykladaci"
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class = "StrategyOrderLimitVykladaci"
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open_rush = 0
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close_rush = 0
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[strategies.stratvars]
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maxpozic = 200
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chunk = 10
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MA = 6
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Trend = 5
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profit = 0.02
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lastbuyindex=-6
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pendingbuys={}
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limitka = "None"
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jevylozeno=0
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vykladka=5
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curve = [0.01, 0.01, 0.01,0.01, 0.02, 0.01,0.01, 0.01,0.03, 0.01, 0.01, 0.01,0.04, 0.01,0.01, 0.01,0.05, 0.01,0.01, 0.01,0.01, 0.06,0.01, 0.01,0.01, 0.01]
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blockbuy = 0
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ticks2reset = 0.04
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[[strategies.add_data]]
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symbol="BAC"
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rectype="bar"
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timeframe=5
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update_ltp=true
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align="round"
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mintick=0
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minsize=100
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exthours=false
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"""
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def next(data, state: StrategyState):
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print(10*"*","NEXT START",10*"*")
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#ic(state.avgp, state.positions)
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#ic(state.vars)
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#ic(data)
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#
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def is_defensive_mode():
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akt_pozic = int(state.positions)
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max_pozic = int(state.vars.maxpozic)
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def_mode_from = safe_get(state.vars, "def_mode_from")
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if def_mode_from == None: def_mode_from = max_pozic/2
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if akt_pozic >= int(def_mode_from):
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state.ilog(e=f"DEFENSIVE mode ACTIVE {state.vars.def_mode_from=}", msg=state.positions)
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return True
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else:
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state.ilog(e=f"STANDARD mode ACTIVE {state.vars.def_mode_from=}", msg=state.positions)
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return False
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def get_limitka_price():
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def_profit = safe_get(state.vars, "def_profit")
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if def_profit == None: def_profit = state.vars.profit
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if is_defensive_mode():
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return price2dec(float(state.avgp)+float(def_profit))
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else:
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return price2dec(float(state.avgp)+float(state.vars.profit))
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def consolidation():
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##CONSOLIDATION PART - moved here, musí být před nákupem, jinak to dělalo nepořádek v pendingbuys
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#docasne zkusime konzolidovat i kdyz neni vylozeno (aby se srovnala limitka ve vsech situacich)
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if state.vars.jevylozeno == 1 or 1==1:
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##CONSOLIDATION PART kazdy Nty bar dle nastaveni
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if int(data["index"])%int(state.vars.consolidation_bar_count) == 0:
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print("***CONSOLIDATION ENTRY***")
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state.ilog(e="CONSOLIDATION ENTRY ***")
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orderlist = state.interface.get_open_orders(symbol=state.symbol, side=None)
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#pro jistotu jeste dotahneme aktualni pozice
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state.avgp, state.positions = state.interface.pos()
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#print(orderlist)
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pendingbuys_new = {}
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limitka_old = state.vars.limitka
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#print("Puvodni LIMITKA", limitka_old)
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#zaciname s cistym stitem
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state.vars.limitka = None
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state.vars.limitka_price = None
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limitka_found = False
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limitka_qty = 0
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limitka_filled_qty = 0
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for o in orderlist:
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if o.side == OrderSide.SELL:
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if limitka_found:
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state.ilog(e="nalezeno vicero sell objednavek, bereme prvni, ostatni - rusime")
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result=state.interface.cancel(o.id)
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state.ilog(e="zrusena objednavka"+str(o.id), message=result)
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continue
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#print("Nalezena LIMITKA")
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limitka_found = True
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state.vars.limitka = o.id
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state.vars.limitka_price = o.limit_price
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limitka_qty = int(o.qty)
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limitka_filled_qty = int(o.filled_qty)
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#aktualni mnozstvi = puvodni minus filled
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if limitka_filled_qty is not None:
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print("prepocitavam filledmnozstvi od limitka_qty a filled_qty", limitka_qty, limitka_filled_qty)
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limitka_qty = int(limitka_qty) - int(limitka_filled_qty)
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##TODO sem pridat upravu ceny
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if o.side == OrderSide.BUY and o.order_type == OrderType.LIMIT:
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pendingbuys_new[str(o.id)]=float(o.limit_price)
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state.ilog(e="Konzolidace limitky", msg=f"stejna:{(str(limitka_old)==str(state.vars.limitka))}", limitka_old=str(limitka_old), limitka_new=str(state.vars.limitka), limitka_new_price=state.vars.limitka_price, limitka_qty=limitka_qty, limitka_filled_qty=limitka_filled_qty)
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#pokud mame
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#neni limitka, ale mela by byt - vytváříme ji
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if int(state.positions) > 0 and state.vars.limitka is None:
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state.ilog(e="Limitka neni, ale mela by být.", msg=f"{state.positions=}")
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price=get_limitka_price()
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state.vars.limitka = asyncio.run(state.interface.sell_l(price=price, size=int(state.positions)))
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state.vars.limitka_price = price
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if state.vars.limitka == -1:
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state.ilog(e="Vytvoreni limitky neprobehlo, vracime None", msg=f"{state.vars.limitka=}")
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state.vars.limitka = None
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state.vars.limitka_price = None
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else:
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state.ilog(e="Vytvořena nová limitka", limitka=str(state.vars.limitka), limtka_price=state.vars.limitka_price, qty=state.positions)
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#existuje a nesedi mnozstvi nebo cena
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elif state.vars.limitka is not None and int(state.positions) > 0 and ((int(state.positions) != int(limitka_qty)) or float(state.vars.limitka_price) != float(get_limitka_price())):
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#limitka existuje, ale spatne mnostvi - updatujeme
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state.ilog(e=f"Limitka existuje, ale spatne mnozstvi nebo CENA - updatujeme", msg=f"{state.positions=} {limitka_qty=} {state.vars.limitka_price=}", nastavenacena=state.vars.limitka_price, spravna_cena=get_limitka_price(), pos=state.positions, limitka_qty=limitka_qty)
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#snad to nespadne, kdyztak pridat exception handling
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puvodni = state.vars.limitka
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#TBD zde odchytit nejak result
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state.vars.limitka = asyncio.run(state.interface.repl(price=get_limitka_price(), orderid=state.vars.limitka, size=int(state.positions)))
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if state.vars.limitka == -1:
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state.ilog(e="Replace limitky neprobehl, vracime puvodni", msg=f"{state.vars.limitka=}", puvodni=puvodni)
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state.vars.limitka = puvodni
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else:
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limitka_qty = int(state.positions)
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state.ilog(e="Změněna limitka", limitka=str(state.vars.limitka), limitka_price=state.vars.limitka_price, limitka_qty=limitka_qty)
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#tbd pokud se bude vyskytovat pak pridat ještě konzolidaci ceny limitky
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if pendingbuys_new != state.vars.pendingbuys:
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state.ilog(e="Rozdilna PB prepsana", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)
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print("ROZDILNA PENDINGBUYS přepsána")
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print("OLD",state.vars.pendingbuys)
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state.vars.pendingbuys = unpackb(packb(pendingbuys_new))
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print("NEW", state.vars.pendingbuys)
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else:
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print("PENDINGBUYS sedí - necháváme", state.vars.pendingbuys)
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state.ilog(e="PB sedi nechavame", pb_new=pendingbuys_new, pb_old = state.vars.pendingbuys)
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print("OLD jevylozeno", state.vars.jevylozeno)
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if len(state.vars.pendingbuys) > 0:
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state.vars.jevylozeno = 1
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else:
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state.vars.jevylozeno = 0
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print("NEW jevylozeno", state.vars.jevylozeno)
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state.ilog(e="Nove jevylozeno", msg=state.vars.jevylozeno)
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#print(limitka)
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#print(pendingbuys_new)
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#print(pendingbuys)
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#print(len(pendingbuys))
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#print(len(pendingbuys_new))
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#print(jevylozeno)
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print("***CONSOLIDATION EXIT***")
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state.ilog(e="CONSOLIDATION EXIT ***")
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else:
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state.ilog(e="No time for consolidation", msg=data["index"])
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print("no time for consolidation", data["index"])
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#mozna presunout o level vys
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def vyloz():
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##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
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#curve = [0.01, 0.01, 0, 0, 0.01, 0, 0, 0, 0.02, 0, 0, 0, 0.03, 0,0,0,0,0, 0.02, 0,0,0,0,0,0, 0.02]
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curve = state.vars.curve
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##defenzivni krivka pro
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curve_def = state.vars.curve_def
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#vykladani po 5ti kusech, když zbývají 2 a méně, tak děláme nový výklad
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vykladka = state.vars.vykladka
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#kolik muzu max vylozit
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kolikmuzu = int((int(state.vars.maxpozic) - int(state.positions))/int(state.vars.chunk))
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akt_pozic = int(state.positions)
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max_pozic = int(state.vars.maxpozic)
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#mame polovinu a vic vylozeno, pouzivame defenzicni krivku
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if is_defensive_mode():
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state.ilog(e="DEF: Pouzivame defenzivni krivku", akt_pozic=akt_pozic, max_pozic=max_pozic, curve_def=curve_def)
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curve = curve_def
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#zaroven docasne menime ticks2reset na defenzivni 0.06
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state.vars.ticks2reset = 0.06
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state.ilog(e="DEF: Menime tick2reset na 0.06", ticks2reset=state.vars.ticks2reset, ticks2reset_backup=state.vars.ticks2reset_backup)
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else:
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#vracime zpet, pokud bylo zmeneno
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if state.vars.ticks2reset != state.vars.ticks2reset_backup:
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state.vars.ticks2reset = state.vars.ticks2reset_backup
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state.ilog(e="DEF: Menime tick2reset zpet na"+str(state.vars.ticks2reset), ticks2reset=state.vars.ticks2reset, ticks2reset_backup=state.vars.ticks2reset_backup)
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if kolikmuzu < vykladka: vykladka = kolikmuzu
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if len(curve) < vykladka:
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vykladka = len(curve)
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qty = int(state.vars.chunk)
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last_price = price2dec(state.interface.get_last_price(state.symbol))
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#profit = float(state.vars.profit)
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price = last_price
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state.ilog(e="BUY Vykladame", msg=f"first price {price=} {vykladka=}", curve=curve, ema=state.indicators.ema[-1], trend=state.vars.Trend, price=price, vykladka=vykladka)
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##prvni se vyklada na aktualni cenu, další jdou podle krivky, nula v krivce zvyšuje množství pro následující iteraci
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##VAR - na zaklade conf. muzeme jako prvni posilat MARKET order
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if safe_get(state.vars, "first_buy_market") == True:
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#pri defenzivnim rezimu pouzivame vzdy LIMIT order
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if is_defensive_mode():
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state.ilog(e="DEF mode on, odesilame jako prvni limitku")
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state.buy_l(price=price, size=qty)
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else:
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state.ilog(e="Posilame jako prvni MARKET order")
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state.buy(size=qty)
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else:
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state.buy_l(price=price, size=qty)
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print("prvni limitka na aktuální cenu. Další podle křivky", price, qty)
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for i in range(0,vykladka-1):
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price = price2dec(float(price - curve[i]))
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if price == last_price:
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qty = qty + int(state.vars.chunk)
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else:
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state.buy_l(price=price, size=qty)
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#print(i,"BUY limitka - delta",curve[i]," cena:", price, "mnozstvi:", qty)
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qty = int(state.vars.chunk)
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last_price = price
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state.vars.blockbuy = 1
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state.vars.jevylozeno = 1
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#CBAR protection, only 1x order per CBAR - then wait until another confirmed bar
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if state.vars.blockbuy == 1 and state.rectype == RecordType.CBAR:
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if state.bars.confirmed[-1] == 0:
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print("OCHR: multibuy protection. waiting for next bar")
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return 0
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# pop potvrzeni jeste jednou vratime (aby se nekoupilo znova, je stale ten stejny bar)
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# a pak dalsi vejde az po minticku
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else:
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# pro vykladaci
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state.vars.blockbuy = 0
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return 0
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state.ilog(e="-----")
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#EMA INDICATOR -
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#plnime MAcko - nyni posilame jen N poslednich hodnot
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#zaroven osetrujeme pripady, kdy je malo dat a ukladame nulu
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try:
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ma = int(state.vars.MA)
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#poslednich ma hodnot
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source = state.bars.close[-ma:] #state.bars.vwap
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ema_value = ema(source, ma)
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state.indicators.ema.append(trunc(ema_value[-1],3))
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except Exception as e:
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state.ilog(e="EMA ukladame 0", message=str(e)+format_exc())
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state.indicators.ema.append(0)
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#RSI14 INDICATOR
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try:
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##mame v atributech nastaveni?
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rsi_dont_buy_above = safe_get(state.vars, "rsi_dont_buy_above")
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if rsi_dont_buy_above == None:
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rsi_dont_buy_above = 50
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rsi_buy_signal = False
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rsi_dont_buy = False
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rsi_length = 14
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source = state.bars.close #[-rsi_length:] #state.bars.vwap
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rsi_res = rsi(source, rsi_length)
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rsi_value = trunc(rsi_res[-1],3)
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state.indicators.RSI14.append(rsi_value)
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rsi_dont_buy = rsi_value > rsi_dont_buy_above
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rsi_buy_signal = rsi_value < 40
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state.ilog(e=f"RSI {rsi_length=} {rsi_value=} {rsi_dont_buy=} {rsi_buy_signal=}", rsi_indicator=state.indicators.RSI14[-5:])
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except Exception as e:
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state.ilog(e=f"RSI {rsi_length=} ukladame 0", message=str(e)+format_exc())
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state.indicators.RSI14.append(0)
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#SLOPE INDICATOR
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#úhel stoupání a klesání vyjádřený mezi -1 až 1
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#pravý bod přímky je aktuální cena, levý je průměr X(lookback offset) starších hodnot od slope_lookback.
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#obsahuje statický indikátor (angle) pro vizualizaci
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try:
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slope = 99
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slope_lookback = int(state.vars.slope_lookback)
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minimum_slope = float(state.vars.minimum_slope)
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lookback_offset = int(state.vars.lookback_offset)
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if len(state.bars.close) > (slope_lookback + lookback_offset):
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array_od = slope_lookback + lookback_offset
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array_do = slope_lookback
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lookbackprice_array = state.bars.vwap[-array_od:-array_do]
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#obycejný prumer hodnot
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lookbackprice = round(sum(lookbackprice_array)/lookback_offset,3)
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#výpočet úhlu
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slope = ((state.bars.close[-1] - lookbackprice)/lookbackprice)*100
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slope = round(slope, 4)
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state.indicators.slope.append(slope)
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#angle je ze slope
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state.statinds.angle = dict(time=state.bars.time[-1], price=state.bars.close[-1], lookbacktime=state.bars.time[-slope_lookback], lookbackprice=lookbackprice, minimum_slope=minimum_slope)
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#slope MA vyrovna vykyvy ve slope, dále pracujeme se slopeMA
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slope_MA_length = 5
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source = state.indicators.slope[-slope_MA_length:]
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slopeMAseries = ema(source, slope_MA_length) #state.bars.vwap
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slopeMA = slopeMAseries[-1]
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state.indicators.slopeMA.append(slopeMA)
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state.ilog(e=f"{slope=} {slopeMA=}", msg=f"{lookbackprice=}", lookbackoffset=lookback_offset, minimum_slope=minimum_slope, last_slopes=state.indicators.slope[-10:], last_slopesMA=state.indicators.slopeMA[-10:])
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|
#dale pracujeme s timto MAckovanym slope
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slope = slopeMA
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else:
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|
#pokud plnime historii musime ji plnit od zacatku, vsehcny idenitifkatory maji spolecny time
|
|
#kvuli spravnemu zobrazovani na gui
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|
state.indicators.slope.append(0)
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|
state.indicators.slopeMA.append(0)
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|
state.ilog(e="Slope - not enough data", slope_lookback=slope_lookback, slope=state.indicators.slope, slopeMA=state.indicators.slopeMA)
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except Exception as e:
|
|
print("Exception in NEXT Slope Indicator section", str(e))
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|
state.ilog(e="EXCEPTION", msg="Exception in Slope Indicator section" + str(e) + format_exc())
|
|
|
|
print("is falling",isfalling(state.indicators.ema,state.vars.Trend))
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|
print("is rising",isrising(state.indicators.ema,state.vars.Trend))
|
|
|
|
consolidation()
|
|
|
|
#HLAVNI ITERACNI LOG JESTE PRED AKCI - obsahuje aktualni hodnoty vetsiny parametru
|
|
#TODO sem pridat aktualni hodnoty vsech indikatoru
|
|
lp = state.interface.get_last_price(symbol=state.symbol)
|
|
state.ilog(e="ENTRY", msg=f"LP:{lp} P:{state.positions}/{round(float(state.avgp),3)} profit:{round(float(state.profit),2)} Trades:{len(state.tradeList)} DEF:{str(is_defensive_mode())}", last_price=lp, data=data, stratvars=state.vars)
|
|
|
|
#SLOPE ANGLE PROTECTIONs
|
|
#slope zachycuje rychle sestupy, pripadne zrusi nakupni objednavky
|
|
if slope < minimum_slope or rsi_dont_buy: # or slopeMA<maxSlopeMA:
|
|
print("OCHRANA SLOPE or RSI TOO HIGH")
|
|
# if slopeMA<maxSlopeMA:
|
|
# state.ilog(e="Slope MA too high "+str(slopeMA)+" max:"+str(maxSlopeMA))
|
|
state.ilog(e=f"Slope or RSI too high {slope=} {rsi_value=}")
|
|
if len(state.vars.pendingbuys)>0:
|
|
print("CANCEL PENDINGBUYS")
|
|
#ic(state.vars.pendingbuys)
|
|
res = asyncio.run(state.cancel_pending_buys())
|
|
#ic(state.vars.pendingbuys)
|
|
state.ilog(e="Rusime pendingbuyes", pb=state.vars.pendingbuys, res=res)
|
|
print("slope", slope)
|
|
print("min slope", minimum_slope)
|
|
|
|
if state.vars.jevylozeno == 0:
|
|
print("Neni vylozeno, muzeme testovat nakup")
|
|
|
|
#pokud je defenziva, buy triggeruje defenzivni def_trend
|
|
#TBD
|
|
|
|
#NOVY BUY SIGNAL z RSI < 35
|
|
#buy_signal = isfalling(state.indicators.ema,state.vars.Trend)
|
|
buy_signal = rsi_buy_signal
|
|
|
|
if buy_signal and slope > minimum_slope and not rsi_dont_buy:
|
|
vyloz()
|
|
|
|
## testuje aktualni cenu od nejvyssi visici limitky
|
|
##toto spoustet jednou za X iterací - ted to jede pokazdé
|
|
#pokud to ujede o vic, rusime limitky
|
|
#TODO: zvazit jestli nechat i pri otevrenych pozicich, zatim nechavame
|
|
#TODO int(int(state.oa.poz)/int(state.variables.chunk)) > X
|
|
|
|
#TODO predelat mechanismus ticků (zrelativizovat), aby byl pouzitelny na tituly s ruznou cenou
|
|
#TODO spoustet 1x za X iteraci nebo cas
|
|
if state.vars.jevylozeno == 1:
|
|
#pokud mame vylozeno a cena je vetsi nez tick2reset
|
|
if len(state.vars.pendingbuys)>0:
|
|
maxprice = max(state.vars.pendingbuys.values())
|
|
print("max cena v orderbuys", maxprice)
|
|
if state.interface.get_last_price(state.symbol) > float(maxprice) + float(state.vars.ticks2reset):
|
|
##TODO toto nejak vymyslet - duplikovat?
|
|
res = asyncio.run(state.cancel_pending_buys())
|
|
state.ilog(e=f"UJELO to. Rusime PB", msg=f"{state.vars.ticks2reset=}", pb=state.vars.pendingbuys)
|
|
|
|
#PENDING BUYS SPENT - PART
|
|
#pokud mame vylozeno a pendingbuys se vyklepou a
|
|
# 1 vykladame idned znovu
|
|
# vyloz()
|
|
# 2 nebo - počkat zase na signál a pokračovat dál
|
|
# state.vars.blockbuy = 0
|
|
# state.vars.jevylozeno = 0
|
|
# 3 nebo - počkat na signál s enablovaným lastbuy indexem (tzn. počká nutně ještě pár barů)
|
|
#podle BT vyhodnejsi vylozit ihned
|
|
if len(state.vars.pendingbuys) == 0:
|
|
state.vars.blockbuy = 0
|
|
state.vars.jevylozeno = 0
|
|
state.ilog(e="PB se vyklepaly nastavujeme: neni vylozeno", jevylozeno=state.vars.jevylozeno)
|
|
|
|
#TODO toto dodelat konzolidaci a mozna lock na limitku a pendingbuys a jevylozeno ??
|
|
|
|
#kdykoliv se muze notifikace ztratit
|
|
# - pendingbuys - vsechny open orders buy
|
|
# - limitka - open order sell
|
|
|
|
|
|
|
|
|
|
|
|
|
|
#pokud je vylozeno a mame pozice a neexistuje limitka - pak ji vytvorim
|
|
# if int(state.oe.poz)>0 and state.oe.limitka == 0:
|
|
# #pro jistotu updatujeme pozice
|
|
# state.oe.avgp, state.oe.poz = state.oe.pos()
|
|
# if int(state.oe.poz) > 0:
|
|
# cena = round(float(state.oe.avgp) + float(state.oe.stratvars["profit"]),2)
|
|
# print("BUGF: limitka neni vytvarime, a to za cenu",cena,"mnozstvi",state.oe.poz)
|
|
# print("aktuzalni ltp",ltp.price[state.oe.symbol])
|
|
|
|
# try:
|
|
# state.oe.limitka = state.oe.sell_noasync(cena, state.oe.poz)
|
|
# print("vytvorena limitka", state.oe.limitka)
|
|
# except Exception as e:
|
|
# print("Neslo vytvorit profitku. Problem,ale jedeme dal",str(e))
|
|
# pass
|
|
# ##raise Exception(e)
|
|
|
|
print(10*"*","NEXT STOP",10*"*")
|
|
|
|
def init(state: StrategyState):
|
|
#place to declare new vars
|
|
print("INIT v main",state.name)
|
|
state.indicators['ema'] = []
|
|
state.indicators['slope'] = []
|
|
state.indicators['slopeMA'] = []
|
|
state.indicators['RSI14'] = []
|
|
#static indicators - those not series based
|
|
state.statinds['angle'] = dict(minimum_slope=state.vars["minimum_slope"])
|
|
state.vars["ticks2reset_backup"] = state.vars.ticks2reset
|
|
|
|
def main():
|
|
# try:
|
|
# strat_settings = tomli.loads("]] this is invalid TOML [[")
|
|
# except tomli.TOMLDecodeError:
|
|
# print("Yep, definitely not valid.")
|
|
|
|
#strat_settings = dict_replace_value(strat_settings, "None", None)
|
|
|
|
name = os.path.basename(__file__)
|
|
se = Event()
|
|
pe = Event()
|
|
s = StrategyOrderLimitVykladaci(name = name, symbol = "BAC", account=Account.ACCOUNT1, next=next, init=init, stratvars=stratvars, open_rush=10, close_rush=0, pe=pe, se=se, ilog_save=True)
|
|
s.set_mode(mode = Mode.BT,
|
|
debug = False,
|
|
start = datetime(2023, 4, 14, 10, 42, 0, 0, tzinfo=zoneNY),
|
|
end = datetime(2023, 4, 14, 14, 35, 0, 0, tzinfo=zoneNY),
|
|
cash=100000)
|
|
|
|
#na sekundovem baru nezaokrouhlovat MAcko
|
|
s.add_data(symbol="BAC",rectype=RecordType.BAR,timeframe=2,minsize=100,update_ltp=True,align=StartBarAlign.ROUND,mintick=0, exthours=False)
|
|
#s.add_data(symbol="C",rectype=RecordType.BAR,timeframe=1,filters=None,update_ltp=True,align=StartBarAlign.ROUND,mintick=0)
|
|
|
|
s.start()
|
|
print("zastavujeme")
|
|
|
|
if __name__ == "__main__":
|
|
main()
|
|
|
|
|
|
|
|
|
|
|