def command_line_runner():
parser = get_parser()
args = vars(parser.parse_args())
if args['version']:
print(__version__)
return
if not args['configuration_id']:
parser.print_help()
return
refresh = False
monitor = -1
if args['refresh']:
refresh = bool(int(args['refresh']))
if args['monitor']:
monitor = float(args['monitor'])
configuration_id = int(args['configuration_id'])
print_now(
'Start running tool for configuration_id = {}, refresh = {}, monitor = {}'
.format(configuration_id, refresh, monitor))
process(configuration_id, refresh, monitor)
def reset_runner(configuration_id):
run_result.remove_run_result_trades_by_configuration_id(configuration_id)
run_result.reset_run_results_by_configuration_id(configuration_id)
files = glob.glob('/saved_models/*')
for f in files:
os.remove(f)
print_now('Reset before running done, configuration_id = {}'.format(
configuration_id))
def do():
trades_before_run = smart_refresh_trades(configuration_id)
(_, _, report) = mt4.run(trades_before_run)
if report['hasNewTrades'] == True:
print_now(
'Running TradeResultPredictor, configuration_id = {}'.format(
configuration_id))
predictor.run()
else:
print_now('No new trades, configuration_id = {}'.format(
configuration_id))
def get_connection():
""" get connection """
server = config.get('mssql', 'server')
database = config.get('mssql', 'database')
username = config.get('mssql', 'username')
password = config.get('mssql', 'password')
driver= '{ODBC Driver 13 for SQL Server}'
cnxn = None
attempts = 0
start_run_time = datetime.now()
while cnxn is None:
try:
cnxn = pyodbc.connect('DRIVER='+driver+';PORT=1433;SERVER='+server+';PORT=1443;DATABASE='+database+';UID='+username+';PWD='+password)
except:
attempts += 1
if attempts % 10:
print_now('Unable to open database connection...')
if attempts > 0:
print_now('Opening database connection took {}'.format(datetime.now() - start_run_time))
return cnxn
def run(self):
start_run_time = datetime.now()
if self.verbose:
print_now("Start running terminals, configuration_id = {}".format(self.configuration_id))
runs = get_by_configuration_id(self.configuration_id)
for run in runs:
run_id = run['RunId']
run_name = run['Name']
symbol = run['TestSymbol']
date_from = run['TestDateFrom']
date_to = run['TestDateTo']
number_of_waits = 0
while True:
# run batch of commands equal to number of terminals
commands = []
results = dict()
for idx in range(len(self.terminal_pool)):
run_result_item = run_result.get_for_processing_by_run_id(run_id)
# no configuration for processing
if run_result_item is None and len(commands) == 0:
if self.verbose:
print_now("No configuration found for processing, run_name = {}".format(run_name))
time.sleep(0.1) # wait for a while
number_of_waits = number_of_waits + 1
if number_of_waits >= MAX_WAITS_COUNT:
break
else:
continue
elif run_result_item is None:
break
config = get_option_by_id(run_result_item['OptionId'])
run_result_id = run_result_item['ResultId']
terminal_idx = idx % len(self.terminal_pool)
terminal = self.terminal_pool[terminal_idx]
terminal_path = terminal['exe_path']
data_path = terminal['data_path']
set_file_name = create_set_file(data_path, config, run_result_id)
run_result_date_from = self._get_run_result_date_from(date_from, run_result_id)
ini_file = self._create_ini_file(data_path, run_result_id, run_result_date_from, date_to, symbol, set_file_name)
cmd = COMMAND_TEMPLATE.format(terminal_path, ini_file)
commands.append(cmd)
# for result processing
results[data_path] = run_result_id
if number_of_waits >= MAX_WAITS_COUNT:
if self.verbose:
print_now("Stop waiting for configuration options to process, configuration_id = {}".format(self.configuration_id))
break
exec_commands(commands, len(self.terminal_pool))
reports = prepare_results(results)
reports = self._adjust_reports(date_from, reports)
for report in reports:
run_result.update_run_result_with_report(report)
end_run_time = datetime.now()
if self.verbose:
elapsed = end_run_time - start_run_time
print_now("Running terminals took {}, configuration_id = {}".format(elapsed, self.configuration_id))
return (start_run_time, end_run_time)
def run(self):
print_now('TradeResultPredictor starting running, configuration = {}'.format(self.configuration_id))
run_results = get_completed_run_results_by_configuration_id(self.configuration_id)
tbl = PrettyTable()
tbl.field_names = [
'iMA_Period',
'TotalNetProfit',
'MaximalDrawdown',
'TotalTrades',
'Last 3 trades',
'Last trade date',
'Predicted 3 trades',
'Total for predicted 3 trades',
'Train RMSE / Test RMSE'
]
for run_results in run_results:
configuration_option = get_option_by_id(run_results['OptionId'])
trades = get_run_result_trades_by_result_id(run_results['ResultId'])
# drop unneeded columns
dataset = trades.drop(trades.columns.difference(['Profit']), 1).values[:,:]
perceptron = MultilayerPerceptron(run_results['ResultId'], dataset, verbose=self.verbose)
stats = perceptron.train()
predicted_trades = perceptron.predict(look_forth = 3)
testScoreRMSE = 'N/A'
if stats['TestScore']['RMSE'] != 'N/A':
testScoreRMSE = '{0:.2f}'.format(stats['TestScore']['RMSE'])
tbl.add_row([
configuration_option['iMA_Period'],
run_results['TotalNetProfit'],
run_results['MaximalDrawdown'],
run_results['TotalTrades'],
' | '.join(['{0:.2f}'.format(t['Profit']) for idx, t in trades.tail(3).iterrows()]),
trades['CloseTime'].iloc[-1].strftime('%Y.%m.%d %H:%M'),
' | '.join(['{0:.2f}'.format(t) for t in predicted_trades]),
'{0:.2f}'.format(np.sum(predicted_trades)),
'{0:.2f} / {1}'.format(stats['TrainScore']['RMSE'], testScoreRMSE)
])
if config.has_section("smtp"):
smtp_user = config.get('smtp', 'user')
smtp_password = config.get('smtp', 'password')
recipients = config.get('smtp', 'recipients')
tbl_attr = {
'style': 'border: 1px solid black; border-collapse: collapse;',
'cellpadding': 5,
'border': 1
}
subject = 'WSRT predictions {}'.format(datetime.now().strftime('%Y-%m-%d %H:%M'))
elapsed = datetime.now() - self.start_time
body = 'Report generated on {}<br/>'.format(datetime.now().strftime('%Y-%m-%d %H:%M'))
body += 'Report generation took {}<br/>'.format(elapsed)
body += '<br/>'
body += tbl.get_html_string(attributes=tbl_attr)
body += '<br/><br/>'
body += 'Thanks'
self._send_notification(subject, body, smtp_user, smtp_password, recipients)
print_now('TradeResultPredictor notifications sent, configuration_id = {}'.format(self.configuration_id))