276 lines
7.6 KiB
Python
276 lines
7.6 KiB
Python
from uuid import UUID
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from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent,OrderType
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#from utils import AttributeDict
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from rich import print
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from typing import Any, Optional, List, Union
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from datetime import datetime, date
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from pydantic import BaseModel
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from v2realbot.enums.enums import Mode, Account
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from alpaca.data.enums import Exchange
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#tu samou variantu pak UpdateStrategyInstanceWhileRunning
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#only those that can be changed UUID id prijde v parametru
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# @app.put("/api/v1/users/{id}")
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# async def update_user(user_update: UpdateUser, id: UUID):
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# for user in db:
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# if user.id == id:
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# if user_update.first_name is not None:
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# user.first_name = user_update.first_name
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# if user_update.last_name is not None:
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# userbase.last_name = user_update.last_name
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# if user_update.roles is not None:
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# user.roles = user_update.roles
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# return user.id
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# raise HTTPException(status_code=404, detail=f"Could not find user with id: {id}")
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class RunDay(BaseModel):
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"""
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Helper object for batch run - carries list of days in format required by run batch manager
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"""
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start: datetime
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end: datetime
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name: Optional[str] = None
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note: Optional[str] = None
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id: Optional[str] = None
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# Define a Pydantic model for input data
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class ConfigItem(BaseModel):
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id: Optional[int] = None
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item_name: str
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json_data: str
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class Intervals(BaseModel):
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start: str
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end: str
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note: Optional[str] = None
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# Define the data model for the TestLists
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class TestList(BaseModel):
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id: Optional[UUID | str | None] = None
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name: str
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dates: List[Intervals]
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#for GUI to fetch historical trades on given symbol
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class Trade(BaseModel):
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symbol: str
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timestamp: datetime
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exchange: Optional[Union[Exchange, str]]
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price: float
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size: float
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id: int
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conditions: Optional[List[str]]
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tape: Optional[str]
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#persisted object in pickle
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class StrategyInstance(BaseModel):
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id: Optional[UUID | str | None] = None
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id2: int
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name: str
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symbol: str
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class_name: str
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script: str
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open_rush: int = 0
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close_rush: int = 0
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stratvars_conf: str
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add_data_conf: str
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note: Optional[str]
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history: Optional[str]
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class RunRequest(BaseModel):
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id: UUID
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account: Account
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mode: Mode
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note: Optional[str] = None
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debug: bool = False
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strat_json: Optional[str] = None
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ilog_save: bool = False
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bt_from: datetime = None
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bt_to: datetime = None
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#id testovaciho intervalu TODO prejmenovat
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test_batch_id: Optional[str] = None
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#GENERATED ID v ramci runu, vaze vsechny runnery v batchovem behu
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batch_id: Optional[str] = None
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cash: int = 100000
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class RunnerView(BaseModel):
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id: UUID
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strat_id: UUID
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run_started: Optional[datetime] = None
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run_mode: Mode
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run_name: Optional[str] = None
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run_note: Optional[str] = None
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run_account: Account
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run_ilog_save: Optional[bool] = False
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run_symbol: Optional[str] = None
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run_trade_count: Optional[int] = 0
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run_profit: Optional[float] = 0
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run_positions: Optional[int] = 0
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run_avgp: Optional[float] = 0
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run_stopped: Optional[datetime] = None
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run_paused: Optional[datetime] = None
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#Running instance - not persisted
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class Runner(BaseModel):
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id: UUID
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strat_id: UUID
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batch_id: Optional[str] = None
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run_started: Optional[datetime] = None
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run_mode: Mode
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run_account: Account
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run_symbol: Optional[str] = None
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run_name: Optional[str] = None
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run_note: Optional[str] = None
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run_ilog_save: Optional[bool] = False
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run_trade_count: Optional[int]
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run_profit: Optional[float]
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run_positions: Optional[int]
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run_avgp: Optional[float]
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run_strat_json: Optional[str] = None
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run_stopped: Optional[datetime] = None
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run_paused: Optional[datetime] = None
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run_thread: Optional[object] = None
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run_instance: Optional[object] = None
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run_pause_ev: Optional[object] = None
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run_stop_ev: Optional[object] = None
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run_stratvars_toml: Optional[str] = None
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class Bar(BaseModel):
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"""Represents one bar/candlestick of aggregated trade data over a specified interval.
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Attributes:
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symbol (str): The ticker identifier for the security whose data forms the bar.
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timestamp (datetime): The closing timestamp of the bar.
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open (float): The opening price of the interval.
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high (float): The high price during the interval.
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low (float): The low price during the interval.
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close (float): The closing price of the interval.
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volume (float): The volume traded over the interval.
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trade_count (Optional[float]): The number of trades that occurred.
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vwap (Optional[float]): The volume weighted average price.
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exchange (Optional[float]): The exchange the bar was formed on.
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"""
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symbol: str
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timestamp: datetime
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open: float
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high: float
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low: float
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close: float
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volume: float
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trade_count: Optional[float]
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vwap: Optional[float]
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class Order(BaseModel):
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id: UUID
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submitted_at: datetime
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filled_at: Optional[datetime]
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canceled_at: Optional[datetime]
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symbol: str
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qty: int
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status: OrderStatus
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order_type: OrderType
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filled_qty: Optional[int]
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filled_avg_price: Optional[float]
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side: OrderSide
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limit_price: Optional[float]
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class TradeUpdate(BaseModel):
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event: Union[TradeEvent, str]
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execution_id: Optional[UUID]
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order: Order
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timestamp: datetime
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position_qty: Optional[float]
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price: Optional[float]
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qty: Optional[float]
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value: Optional[float]
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cash: Optional[float]
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pos_avg_price: Optional[float]
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profit: Optional[float]
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profit_sum: Optional[float]
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rel_profit: Optional[float]
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rel_profit_cum: Optional[float]
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signal_name: Optional[str]
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class RunArchiveChange(BaseModel):
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id: UUID
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note: str
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#do budoucna pouzit SQLAlchemy
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#Contains archive of running strategies (runner) - master
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class RunArchive(BaseModel):
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#unique id of algorun
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id: UUID
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#id of running strategy (stratin/runner)
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strat_id: UUID
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batch_id: Optional[str] = None
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symbol: str
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name: str
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note: Optional[str] = None
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started: datetime
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stopped: Optional[datetime] = None
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mode: Mode
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account: Account
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bt_from: Optional[datetime] = None
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bt_to: Optional[datetime] = None
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strat_json: Optional[str] = None
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##bude decomiss, misto toho stratvars_toml
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stratvars: Optional[dict] = None
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settings: Optional[dict] = None
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ilog_save: Optional[bool] = False
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profit: float = 0
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trade_count: int = 0
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end_positions: int = 0
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end_positions_avgp: float = 0
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metrics: Union[dict, str] = None
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stratvars_toml: Optional[str] = None
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#For gui view master table
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class RunArchiveView(BaseModel):
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id: UUID
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strat_id: UUID
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batch_id: Optional[str] = None
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symbol: str
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name: str
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note: Optional[str] = None
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started: datetime
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stopped: Optional[datetime] = None
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mode: Mode
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account: Account
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bt_from: Optional[datetime] = None
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bt_to: Optional[datetime] = None
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ilog_save: Optional[bool] = False
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profit: float = 0
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trade_count: int = 0
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end_positions: int = 0
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end_positions_avgp: float = 0
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metrics: Union[dict, str] = None
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#trida pro ukladani historie stoplossy do ext_data
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class SLHistory(BaseModel):
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id: Optional[UUID]
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time: datetime
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sl_val: float
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#Contains archive of running strategies (runner) - detail data
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class RunArchiveDetail(BaseModel):
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id: UUID
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name: str
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bars: dict
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#trades: Optional[dict]
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indicators: List[dict]
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statinds: dict
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trades: List[TradeUpdate]
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ext_data: Optional[dict]
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class InstantIndicator(BaseModel):
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name: str
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toml: str
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