3.0.0rc16

martin_binance/__init__.py

@@ -6,7 +6,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.0rc15"
+__version__ = "3.0.0rc16"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 

martin_binance/executor.py

@@ -101,6 +101,7 @@ def __init__(self):
         self.last_ticker_update = 0  # -
         self.martin = Decimal(0)  # + Operational increment volume of orders in the grid
         self.order_q = None  # + Adaptive order quantity
+        # TODO Change on func calc active orders num
         self.order_q_placed = False  # - Flag initial number of orders placed
         self.over_price = None  # + Adaptive over price
         self.pr_db = None  # - Process for save data to .db
@@ -140,7 +141,9 @@ def init(self, check_funds: bool = True) -> None:  # skipcq: PYL-W0221
             self.message_log(f"Incorrect value for {init_params_error}", log_level=logging.ERROR)
             raise SystemExit(1)
         if MODE == 'S':
-            self.sum_profit_first = self.sum_profit_second = self.profit_first = self.profit_second = O_DEC
+            self.profit_first = self.profit_second = O_DEC
+            self.sum_profit_first = self.sum_profit_second = O_DEC
+            self.part_profit_first = self.part_profit_second = O_DEC
         else:
             db_management(EXCHANGE)
         tcm = self.get_trading_capability_manager()
@@ -527,24 +530,16 @@ def restore_strategy_state(self, strategy_state: Dict[str, str] = None, restore=
             self.avg_rate = self.get_buffered_ticker().last_price
             #
             open_orders = self.get_buffered_open_orders()
-            tp_order = None
-            # Separate TP order
-            if self.tp_order_id:
-                for i, o in enumerate(open_orders):
-                    if o.id == self.tp_order_id:
-                        tp_order = open_orders[i]
-                        del open_orders[i]  # skipcq: PYL-E1138
-                        break
             # Possible strategy states in compare with saved one
-            grid_open_orders_len = len(open_orders)
+            grid_open_orders_len = len(open_orders) - 1 if self.tp_order_id else 0
             #
             if not grid_open_orders_len and self.orders_hold:
                 self.message_log("Restore, no grid orders, place from hold now", tlg=True)
                 self.place_grid_part()
             elif not self.orders_grid and not self.orders_hold and not self.orders_save and not self.tp_order_id:
                 self.message_log("Restore, Restart", tlg=True)
                 self.start()
-            if not GRID_ONLY and self.shift_grid_threshold is None and not tp_order:
+            if not GRID_ONLY and self.shift_grid_threshold is None and not self.tp_order_id:
                 self.message_log("Restore, no TP order, replace", tlg=True)
                 self.place_profit_order()
             #
@@ -1181,7 +1176,7 @@ def place_grid(self,
             #
             self.start_after_shift = False
             if self.grid_update_started:
-                self.grid_place_flag = None
+                self.grid_place_flag = False
                 self.grid_update_started = None
         else:
             self.grid_hold = {'buy_side': buy_side,
@@ -2072,7 +2067,7 @@ def cancel_grid(self, cancel_all=False):
                 self.orders_save.orders_list.clear()
                 self.orders_hold.orders_list.clear()
                 self.grid_remove = None
-                self.order_q_placed = None
+                self.order_q_placed = False
                 if self.tp_was_filled:
                     self.grid_update_started = None
                     self.after_filled_tp(one_else_grid=False)

martin_binance/strategy_base.py

@@ -4,7 +4,7 @@
 __author__ = "Jerry Fedorenko"
 __copyright__ = "Copyright © 2021 Jerry Fedorenko aka VM"
 __license__ = "MIT"
-__version__ = "3.0.0rc15"
+__version__ = "3.0.0rc16"
 __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 
@@ -15,6 +15,7 @@
 import queue
 import os
 import random
+import shutil
 import sqlite3
 import time
 import traceback
@@ -418,6 +419,7 @@ def session_data_handler(self):
             df_grid_buy.index = pd.to_datetime(df_grid_buy.index, unit='ms')
             df_grid_buy.to_pickle(Path(session_data, "buy.pkl"))
 
+        shutil.make_archive(str(Path(self.session_root, "raw_bak")), 'zip', self.session_root, 'raw')
         self.message_log(f"Stream data for backtesting saved to {self.session_root}")
 
     def parquet_declare(self, raw_path):
@@ -432,8 +434,6 @@ def parquet_declare(self, raw_path):
                 raw_path, f"candles_{i.value}.parquet"), schema=schema
             )
 
-    ###
-
     def back_test_handler(self):
         # Test result handler
         s_profit = prm.SESSION_RESULT['profit'] = f"{self.get_sum_profit()}"
@@ -1588,7 +1588,15 @@ async def main(self, _symbol):
                         self.start_time_ms = json.loads(
                             last_state.pop('ms_start_time_ms', str(int(time.time() * 1000)))
                         )
-                        self.orders = jsonpickle.decode(last_state.pop(MS_ORDERS, '{}'), keys=True)
+
+                        # TODO Replace after update
+                        # self.orders = jsonpickle.decode(last_state.pop(MS_ORDERS, '{}'), keys=True)
+
+                        _orders = last_state.pop(MS_ORDERS, '{}')
+                        _orders = _orders.replace('margin_wrapper', 'lib')
+                        self.orders = jsonpickle.decode(_orders, keys=True)
+                        #
+
                         orders_keys = self.orders.keys()
                         for _id in exch_orders_ids:
                             if _id not in orders_keys:

pyproject.toml

@@ -17,7 +17,7 @@ dynamic = ["version", "description"]
 requires-python = ">=3.9"
 
 dependencies = [
-    "exchanges-wrapper==2.0.0",
+    "exchanges-wrapper==2.0.0.post1",
     "jsonpickle==3.0.2",
     "psutil==5.9.6",
     "requests==2.31.0",

requirements.txt

@@ -1,4 +1,4 @@
-exchanges-wrapper==2.0.0
+exchanges-wrapper==2.0.0.post1
 jsonpickle==3.0.2
 psutil==5.9.6
 requests==2.31.0