Alpha testing bug fixes...

Oanda ReduceBy bug fixed... "Not enough balance" issues addressed. Changes to be committed: modified: Base/JackrabbitOliverTwist modified: Base/Library/JRRfix.py modified: Base/Library/JRRmimic.py modified: Base/Library/JRRoanda.py modified: Base/Library/OliverTwist-ccxt.py modified: Base/Library/OliverTwist-mimic.py modified: Base/Library/OliverTwist-oanda.py modified: Extras/OliverTwist/OliverTwistEquity modified: Extras/OliverTwist/OliverTwistTrades modified: Extras/OliverTwist/otcWatch
rapmd73 · Sep 16, 2024 · 8aac346 · 8aac346
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commit 8aac346
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Showing 10 changed files with 30 additions and 54 deletions.
diff --git a/Base/JackrabbitOliverTwist b/Base/JackrabbitOliverTwist
@@ -5,14 +5,16 @@
 # 2021 Copyright © Robert APM Darin
 # All rights reserved unconditionally.
 
-# This is the Jackrabbit limit order manager. Its purpose is to track and maintain "orphaned" orders. Orphan orders are liit
-# order that the parent or order initiator does not wat a response for. TradingView is an example, but the situation applies
-# to any process that does not manage or maintain limit orders on their own.
+# This is the Jackrabbit limit order manager. Its purpose is to track and maintain "orphaned" orders. Orphan
+# orders are liit order that the parent or order initiator does not wat a response for. TradingView is an
+# example, but the situation applies to any process that does not manage or maintain limit orders on their
+# own.
 
-# IMPORTANT: Under no circumstances should THIS program manage an individual order. It is to be managed by a separate process,
-# called an orphan manager. This is simply because there is no way on knowing how many exchanges/brokers might be used
-# simultaneously. The memory of a single process managing a thousand orders would be absolutely thrashed. The orphan manager
-# will follow the same conventions of the PlaceOrder program, ie:
+# IMPORTANT: Under no circumstances should THIS program manage an individual order. It is to be managed by a
+# separate process, called an orphan manager. This is simply because there is no way on knowing how many
+# exchanges/brokers might be used simultaneously. The memory of a single process managing a thousand orders
+# would be absolutely thrashed. The orphan manager will follow the same conventions of the PlaceOrder
+# program, ie:
 
 # Old:
 #    Orphan.ccxt
@@ -412,13 +414,6 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                     JRLog.Write(f"Broken classifier: {Entry}")
                     continue
 
-                # Remove old unnessary data from Storehouse
-
-                if 'mID' in Orphan:
-                    Orphan.pop('mID',None)
-                if 'lID' in Orphan:
-                    Orphan.pop('lID',None)
-
                 # Make sure price IS of orphan data
 
                 if 'Price' not in Orphan:
@@ -594,4 +589,3 @@ def main():
 
 if __name__=='__main__':
     main()
-
diff --git a/Base/Library/JRRfix.py b/Base/Library/JRRfix.py
diff --git a/Base/Library/JRRmimic.py b/Base/Library/JRRmimic.py
diff --git a/Base/Library/JRRoanda.py b/Base/Library/JRRoanda.py
diff --git a/Base/Library/OliverTwist-ccxt.py b/Base/Library/OliverTwist-ccxt.py
@@ -125,13 +125,6 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                     JRLog.Write(f"Broken: {order}")
                     continue
 
-                # Remove old unnessary data from Storehouse
-
-                if 'mID' in Orphan:
-                    Orphan.pop('mID',None)
-                if 'lID' in Orphan:
-                    Orphan.pop('lID',None)
-
                 # Make sure price IS of orphan data
 
                 if 'Price' not in Orphan:
@@ -151,8 +144,8 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                 OrphanList[Orphan['Key']]=Orphan
                 rc+=1
 
-    if rc==0:
-        os.remove(WorkingStorehouse)
+#    if rc==0:
+#        os.remove(WorkingStorehouse)
     return OrphanList
 
 # Get the hiest and lowest priced orders.

diff --git a/Base/Library/OliverTwist-mimic.py b/Base/Library/OliverTwist-mimic.py
@@ -123,13 +123,6 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                     JRLog.Write(f"Broken: {order}")
                     continue
 
-                # Remove old unnessary data from Storehouse
-
-                if 'mID' in Orphan:
-                    Orphan.pop('mID',None)
-                if 'lID' in Orphan:
-                    Orphan.pop('lID',None)
-
                 # Make sure price IS of orphan data
 
                 if 'Price' not in Orphan:
@@ -150,8 +143,8 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
 
                 rc+=1
 
-    if rc==0:
-        os.remove(WorkingStorehouse)
+#    if rc==0:
+#        os.remove(WorkingStorehouse)
     return OrphanList
 
 # Get the hiest and lowest priced orders.

diff --git a/Base/Library/OliverTwist-oanda.py b/Base/Library/OliverTwist-oanda.py
@@ -124,13 +124,6 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
                 except Exception as err:
                     continue
 
-                # Remove old unnessary data from Storehouse
-
-                if 'mID' in Orphan:
-                    Orphan.pop('mID',None)
-                if 'lID' in Orphan:
-                    Orphan.pop('lID',None)
-
                 # Make sure price IS of orphan data
 
                 if 'Price' not in Orphan:
@@ -151,8 +144,8 @@ def ReadStorehouse(idx=None,OrigOrphanList=None):
 
                 rc+=1
 
-    if rc==0:
-        os.remove(WorkingStorehouse)
+#    if rc==0:
+#        os.remove(WorkingStorehouse)
     return OrphanList
 
 # Get the hiest and lowest priced orders.
@@ -227,10 +220,10 @@ def CalculatePriceExit(order,ts,dir,price,onePip):
 
 def ReduceLotSize(relay,oldestTrade=None,val=1):
     try:
+        relay.JRLog.Write(f"RLS A: {json.dumps(oldestTrade)}")
         if oldestTrade==None:
             return
         Order=lowestTrade['Order']
-        relay.JRLog.Write(f"RLS A: {json.dumps(oldestTrade)}")
         pair=Order['Asset']
 
         # Verify the trade exists. If it doesn't, delete the key
@@ -339,7 +332,7 @@ def ProcessOrder(relay,Order,cid,units,price,strikePrice,ds,lowestOrder=None):
                 LogMSG=f"{oid} -> {cid} Loss {dir}, {units}: {price:.5f} -> {sprice:5f}/{abs(rpl):.5f}, {duration}"
             relay.JRLog.Write(f"{LogMSG}")
 
-            relay.JRLog.Write(f"{rpl}")
+            relay.JRLog.Write(f"RPL: {rpl}")
             if rpl>0:
                 # Don't reduce if we have a loss
 
@@ -490,7 +483,7 @@ def CheckTakeProfit(relay,Orphan,lowestTrade):
             ds=datetime.datetime.strptime(dsS,'%Y-%m-%dT%H:%M:%S.%fZ')
             units=abs(float(orderDetail[-1]['units']))
 
-            ProcessOrder(relay,Order,cid,units,price,strikePrice,ds)
+            ProcessOrder(relay,Order,cid,units,price,strikePrice,ds,lowestOrder=lowestTrade)
             return Orphan['Key']
         else:
             # Strike did not happen

diff --git a/Extras/OliverTwist/OliverTwistEquity b/Extras/OliverTwist/OliverTwistEquity
@@ -58,7 +58,7 @@ else:
 lines=JRRsupport.ReadFile(sys.argv[2]).strip().split('\n')
 
 for line in lines:
-    if line=='' or ('Prft' not in line and 'Loss' not in line):
+    if line=='' or ('Prft' not in line and 'Loss' not in line and 'Rduc' not in line):
         continue
 
     data=line.split(' ')
@@ -69,7 +69,7 @@ for line in lines:
 
     if 'Prft' in line:
         pnl+=float(pdata)
-    if 'Loss' in line:
+    if 'Loss' in line or 'Rduc' in line:
         pnl-=float(pdata)
 
     xps.append(dt)

diff --git a/Extras/OliverTwist/OliverTwistTrades b/Extras/OliverTwist/OliverTwistTrades
@@ -233,7 +233,7 @@ for order in OpenOrders:
         du=float(order['Response']['Details']['Amount'])
         dp=float(order['Response']['Details']['Price'])
     else: # CCXT framework fall through
-        du=float(order['Response']['Details']['Amount'])
+        du=float(order['Response']['Details']['amount'])
         dp=float(order['Response']['Details']['price'])
 
     htxt=f"{order['ID']}: {du:.0f}@{dp:.5f}"

diff --git a/Extras/OliverTwist/otcWatch b/Extras/OliverTwist/otcWatch
@@ -19,7 +19,7 @@ import JRRsupport
 import JackrabbitRelay as JRR
 
 DataDirectory='/home/JackrabbitRelay2/Data'
-ConditionalStorehouse=DataDirectory+'/OliverTwist.Storehouse'
+ConditionalStorehouse=OliverTwistData=DataDirectory+'/OliverTwist/'
 
 OliverTwistLock=JRRsupport.Locker("OliverTwist")
 
@@ -62,9 +62,11 @@ def CalculatePriceExit(order,ts,dir,price):
     return val
 
 def main():
-    if len(sys.argv)>2:
+    if len(sys.argv)>3:
         exchange=sys.argv[1].lower()
         account=sys.argv[2]
+        asset=sys.argv[3]
+        pair=asset.replace('/','').replace('-','').replace(':','')
     else:
         print("Exchange/Broker and account must be provided.")
         sys.exit(0)
@@ -73,10 +75,11 @@ def main():
     if len(sys.argv)>3:
         srch=sys.argv[3]
 
-    OliverTwistLock.Lock()
-    if os.path.exists(ConditionalStorehouse):
-        buffer=JRRsupport.ReadFile(ConditionalStorehouse).strip()
-    OliverTwistLock.Unlock()
+    shf=f"{ConditionalStorehouse}{exchange}.{account}.{pair}.Storehouse"
+#    OliverTwistLock.Lock()
+    if os.path.exists(shf):
+        buffer=JRRsupport.ReadFile(shf).strip()
+#    OliverTwistLock.Unlock()
 
     Relay={}
     TickerData={}