def delta_update_statistics(self, cleared_orders):
self.logger.info('Doing a delta strategy statistics update.')
strategy_pnls = {}
for cleared_order in cleared_orders:
strategy_ref = cleared_order['customerStrategyRef']
if strategy_ref in strategy_pnls:
strategy_pnls[strategy_ref] += cleared_order['profit']
else:
strategy_pnls[strategy_ref] = cleared_order['profit']
total_statistic = betbot_db.statistic_repo.get_by_reference('TOTALS')
for strategy_ref, pnl in strategy_pnls.items():
statistics = betbot_db.statistic_repo.get_by_reference(
strategy_ref)
if statistics['updatedDate'] < helpers.get_start_of_day():
statistics['dailyPnL'] = 0.0
statistics['dailyPnL'] += pnl
total_statistic['dailyPnL'] += pnl
statistics['weeklyPnL'] += pnl
total_statistic['weeklyPnL'] += pnl
statistics['monthlyPnL'] += pnl
total_statistic['monthlyPnL'] += pnl
statistics['yearlyPnL'] += pnl
total_statistic['yearlyPnL'] += pnl
statistics['lifetimePnL'] += pnl
total_statistic['lifetimePnL'] += pnl
betbot_db.statistic_repo.upsert(statistics)
betbot_db.statistic_repo.upsert(total_statistic)
def update_state(self):
self.previous_state = deepcopy(self.state)
if self.state['updatedDate'] < helpers.get_start_of_day():
self.logger.info('Updating state at beginning of new day.')
if helpers.strategy_won_yesterday(self.reference):
self.logger.info('Won yesterday.')
if self.state['weightLadderPosition'] > 0:
self.state['weightLadderPosition'] -= 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Reduced weighting to %sx.' % weight)
self.state['daysAtMaxWeight'] = 0
self.logger.info('Reset days at maximum weight to 0.')
else:
self.logger.info('Lost yesterday.')
if self.state['weightLadderPosition'] < (
len(settings.weight_ladder) - 1):
self.state['weightLadderPosition'] += 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Increased weighting to %sx.' % weight)
else:
self.state['daysAtMaxWeight'] += 1
self.logger.info(
'Incremented days at maximum weight to %s.' %
self.state['daysAtMaxWeight'])
betbot_db.strategy_repo.upsert(self.state)
def update_state(self):
self.previous_state = deepcopy(self.state)
if self.state['updatedDate'] < helpers.get_start_of_day(
): # Once a day
self.logger.info('Updating state at beginning of new day.')
if helpers.strategy_won_yesterday(self.reference):
self.logger.info('Won yesterday.')
if self.state['weightLadderPosition'] > 0:
self.state['weightLadderPosition'] -= 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Reduced weighting to %sx.' % weight)
self.state['daysAtMaxWeight'] = 0
self.logger.info('Reset days at maximum weight to 0.')
else:
self.logger.info('Lost yesterday.')
if self.state['weightLadderPosition'] < (
len(settings.weight_ladder) - 1):
self.state['weightLadderPosition'] += 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Increased weighting to %sx.' % weight)
else:
self.state['daysAtMaxWeight'] += 1
self.logger.info(
'Incremented days at maximum weight to %s.' %
self.state['daysAtMaxWeight'])
# Regardless of win or loss yesterday...
self.state['stakeLadderPosition'] = 0
self.logger.info('Reset stake ladder.')
self.state['betsAtMaxStake'] = 0
self.logger.info('Reset bets at maximum stake to 0.')
self.state['stopLoss'] = False
self.logger.info('Removed any stop loss from the previous day.')
else: # Once a race
if helpers.strategy_won_last_market_today(self.reference):
self.logger.info('Won last race.')
self.state['stakeLadderPosition'] = 0
self.logger.info('Reset stake ladder.')
self.state['betsAtMaxStake'] = 0
self.logger.info('Reset bets at maximum stake to 0.')
else:
self.logger.info('Lost last race.')
if self.state['stakeLadderPosition'] < (
len(settings.stake_ladder) - 1):
self.state['stakeLadderPosition'] += 1
stake_multiplier = settings.stake_ladder[
self.state['stakeLadderPosition']]
self.logger.info('Incremented stake ladder to %sx.' %
stake_multiplier)
else:
self.state['betsAtMaxStake'] += 1
self.logger.info(
'Incremented bets at maximum stake to %s.' %
self.state['betsAtMaxStake'])
if self.state['betsAtMaxStake'] == 1:
self.state['stakeLadderPosition'] = 0
self.state['betsAtMaxStake'] = 0
self.logger.info(
'Previous bet was at maximum stake, reset stake ladder.'
)
betbot_db.strategy_repo.upsert(self.state)
def get_daily_pnls(self):
return self.get_pnls(helpers.get_start_of_day())
def update_state(self):
self.previous_state = deepcopy(self.state)
if self.state['updatedDate'] < helpers.get_start_of_day(
): # Once a day
self.logger.info('Updating state at beginning of new day.')
if helpers.strategy_won_yesterday(self.reference):
self.logger.info('Won yesterday.')
if self.state['weightLadderPosition'] > 0:
self.state['weightLadderPosition'] -= 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Reduced weighting to %sx.' % weight)
self.state['daysAtMaxWeight'] = 0
self.logger.info('Reset days at maximum weight to 0.')
else:
self.logger.info('Lost yesterday.')
if self.state['weightLadderPosition'] < (
len(settings.weight_ladder) - 1):
self.state['weightLadderPosition'] += 1
weight = helpers.get_weight_by_ladder_position(
self.state['weightLadderPosition'])
self.logger.info('Increased weighting to %sx.' % weight)
else:
self.state['daysAtMaxWeight'] += 1
self.logger.info(
'Incremented days at maximum weight to %s.' %
self.state['daysAtMaxWeight'])
# Regardless of win or loss yesterday...
self.state['sequentialLosses'] = 0
self.logger.info('Reset sequential losses to 0.')
self.state['lostStakeSum'] = 0
self.logger.info('Reset lost stake sum to 0.')
self.state['stopLoss'] = False
self.logger.info('Removed any stop loss from the previous day.')
else: # Once a race
if helpers.strategy_won_last_market_today(self.reference):
self.logger.info('Won last race.')
self.state['sequentialLosses'] = 0
self.logger.info('Reset sequential losses to 0.')
self.state['lostStakeSum'] = 0
self.logger.info('Reset lost stake sum to 0.')
else:
self.logger.info('Lost last race.')
self.state['sequentialLosses'] += 1
self.logger.info('Incremented sequential losses by 1.')
if self.state['sequentialLosses'] == 3:
self.state['stopLoss'] = True
self.logger.info(
'5 races lost in a row, triggering stop loss.')
last_order = betbot_db.order_repo.get_latest_today_by_strategy(
self.reference)
if last_order:
last_instruction = betbot_db.instruction_repo.get_by_id(
last_order['betId'])
if last_instruction:
last_stake = last_instruction['instruction'][
'limitOrder']['size']
self.state['lostStakeSum'] += last_stake
self.logger.info('Incremented lost stake sum by £%s' %
last_stake)
else:
self.logger.info(
'Failed to increment last stake sum, no previous instruction found.'
)
else:
self.logger.info(
'Last stake sum not incremented, no previous order found.'
)
betbot_db.strategy_repo.upsert(self.state)