def existing(self):
'''Go through all existing iterations'''
log.info('Main existing started')
runs = Run.query(Run.is_finished == False).fetch()
log.info('{0} runs found'.format(len(runs)))
if len(runs):
profit_table = self.binary.getProfitTable()
# continue every run
for run in runs:
log.info('Run: finding profit for {0}'.format(run.binary_ref))
# time frame ending?
if run.ended_at > dt.datetime.utcnow() + dt.timedelta(seconds=60):
log.info('Run: skipping till {0}'.format(run.ended_at))
continue
# wait for result
profit_table_update_delay = dt.timedelta(seconds=15)
to_sleep = max(0, int((run.ended_at - dt.datetime.utcnow() + profit_table_update_delay).total_seconds()))
if to_sleep > 0:
log.info('Run: waiting for {0} seconds'.format(to_sleep))
time.sleep(to_sleep + 5)
log.info('Run: refreshing profit table...')
profit_table = self.binary.getProfitTable()
# get result
if run.binary_ref in profit_table:
parent_stake = run.stake_parent if run.stake_parent else 0.
run.profit = profit_table[run.binary_ref]
run.profit_net = run.profit + run.profit_parent
run.stake_net = run.stake + parent_stake
run.is_win = True if run.profit > 0 else False
run.is_finished = True
run.put()
log.info('Run: finished with profit {0:.2f}'.format(run.profit))
# continue to cancel loss?
if not run.is_win:
run_child = self.martingale(run)
else:
# update q
self.q = self.rl.updateQ(self.q, run)
else:
log.error('{0} has no profit/loss in table'.format(run.binary_ref))
log.info('Main existing ended')
def loadQ(self):
log.info('Q loading...')
q_key = ndb.Key(Q, 'main')
self.q = q_key.get()
if not self.q:
self.q = Q(key=q_key)
# validate properties
if not self.q.data:
self.q.data = {}
if not self.q.visits:
self.q.visits = {}
runs = Run.query().fetch()
for run in runs:
if run.getState() not in self.q.visits:
self.q.visits[run.getState()] = 0
self.q.visits[run.getState()] += 1
log.info('Q loaded {0}'.format(len(self.q.data)))
def __init__(self):
log.info('Stat init started')
self.loadQ()
self.runs = Run.query().order(Run.ended_at).fetch()
log.info('Main init ended')
def notifyMe(self):
log.info('Main Notifying me')
log.info('Main waiting for trading to finish')
time.sleep(60)
log.info('Main waiting finished')
started_at = dt.datetime.utcnow() + dt.timedelta(hours=-1)
ended_at = dt.datetime.utcnow()
runs = Run.query(Run.ended_at >= started_at, Run.ended_at <= ended_at, Run.is_finished == True, Run.is_win == True).fetch()
log.info('Fetched {0} runs from {1} till {2}'.format(len(runs), started_at, ended_at))
# exit if nothing
if not runs:
log.warn('Exiting as there is no runs!')
return
net_profit = 0.
stakes = 0.
runs_size = len(runs) + 0.
fields = ['binary_ref', 'time_frame', 'trade_base', 'trade_aim', 'step', 'profit_parent', 'stake_parent', 'stake', 'probability', 'payout', 'profit_net']
# table header
table = '<table width=100%" border="1"><thead><tr>'
for field in fields:
table += '<th>{0}</th>'.format(field)
table += '</tr></thead>'
# table body
table += '<tbody>'
for run in runs:
# update results
net_profit += run.profit_net
stakes += run.stake
row = '<tr>'
for field in fields:
row += '<td>{0}</td>'.format(getattr(run, field))
row += '</tr>'
log.info('Row: {0}'.format(row))
table += row
while run.step > 1:
run = run.parent_run.get()
stakes += run.stake
row = '<tr><td> </td>'
for field in fields[1:-1]:
row += '<td>{0}</td>'.format(getattr(run, field))
row += '<td> </td></tr>'
log.info('Row: {0}'.format(row))
table += row
table += '</tbody></table>'
# pprint(table)
subject = '[{0:.2f}] {1} runs totalling {2:.2f} profit with {3:.2f} stakes'.format(
net_profit / stakes,
runs_size,
net_profit,
stakes,
)
log.info('Subject: {0}'.format(subject))
msg = mail.EmailMessage(
sender='*****@*****.**',
subject=subject,
to='*****@*****.**',
)
msg.body = table
msg.html = '<html><body>' + table + '</body></html>'
msg.send()
log.info('Main Me notified')
