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[Scripted] properly handle last_call_by_time_frame #851

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[Scripted] properly handle last_call_by_time_frame #851

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4296583
[Scripted] allow scripted without a script
techfreaque Feb 16, 2023
c3131bf
[Scripted] properly handle last_call_by_time_frames
techfreaque Mar 9, 2023
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138 changes: 104 additions & 34 deletions octobot_trading/modes/scripted_trading_mode/abstract_scripted_trading_mode.py
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Original file line number Diff line number Diff line change
Expand Up @@ -97,30 +97,40 @@ def get_script_from_module(module):

async def reload_scripts(self):
for is_live in (False, True):
module = self.__class__.TRADING_SCRIPT_MODULE if is_live else self.__class__.BACKTESTING_SCRIPT_MODULE
importlib.reload(module)
self.register_script_module(module, live=is_live)
# reload config
await self.reload_config(self.exchange_manager.bot_id)
if is_live:
# todo cancel and restart live tasks
await self.start_over_database()

if ((is_live and self.__class__.TRADING_SCRIPT_MODULE)
or (not is_live and self.__class__.BACKTESTING_SCRIPT_MODULE)):
module = (self.__class__.TRADING_SCRIPT_MODULE
if is_live
else self.__class__.BACKTESTING_SCRIPT_MODULE)
importlib.reload(module)
self.register_script_module(module, live=is_live)
# reload config
await self.reload_config(self.exchange_manager.bot_id)
if is_live:
# todo cancel and restart live tasks
await self.start_over_database()

async def start_over_database(self):
await modes_util.clear_plotting_cache(self)
symbol_db = databases.RunDatabasesProvider.instance().get_symbol_db(self.bot_id,
self.exchange_manager.exchange_name,
self.symbol)
symbol_db.set_initialized_flags(False)
for producer in self.producers:
for time_frame, call_args in producer.last_call_by_timeframe.items():
run_db = databases.RunDatabasesProvider.instance().get_run_db(self.bot_id)
await producer.init_user_inputs(False)
run_db.set_initialized_flags(False, (time_frame, ))
await databases.CacheManager().close_cache(commons_constants.UNPROVIDED_CACHE_IDENTIFIER,
reset_cache_db_ids=True)
await producer.call_script(*call_args)
await run_db.flush()
for time_frame, call_args_by_symbols in producer.last_calls_by_time_frame_and_symbol.items():
if self.symbol in call_args_by_symbols:
run_db = databases.RunDatabasesProvider.instance().get_run_db(self.bot_id)
await producer.init_user_inputs(False)
run_db.set_initialized_flags(False, (time_frame, ))
await databases.CacheManager().close_cache(commons_constants.UNPROVIDED_CACHE_IDENTIFIER,
reset_cache_db_ids=True)
await producer.call_script(*call_args_by_symbols[self.symbol])
await run_db.flush()
else:
raise RuntimeError(
f"Failed to reload trading mode as {self.symbol}"
"is not initialized"
)

def set_initialized_trading_pair_by_bot_id(self, symbol, time_frame, initialized):
# todo migrate to event tree
Expand Down Expand Up @@ -160,7 +170,7 @@ class AbstractScriptedTradingModeProducer(modes_channel.AbstractTradingModeProdu

def __init__(self, channel, config, trading_mode, exchange_manager):
super().__init__(channel, config, trading_mode, exchange_manager)
self.last_call_by_timeframe = {}
self.last_calls_by_time_frame_and_symbol = {}

async def start(self) -> None:
await super().start()
Expand Down Expand Up @@ -218,23 +228,60 @@ async def ohlcv_callback(self, exchange: str, exchange_id: str, cryptocurrency:
trigger_time = candle[commons_enums.PriceIndexes.IND_PRICE_TIME.value] + \
commons_enums.TimeFramesMinutes[commons_enums.TimeFrames(time_frame)] * \
commons_constants.MINUTE_TO_SECONDS
await self.call_script(self.matrix_id, cryptocurrency, symbol, time_frame,
commons_enums.TriggerSource.OHLCV.value,
trigger_time,
candle=candle,
init_call=init_call)
self.log_last_call_by_time_frame_and_symbol(
matrix_id=self.matrix_id,
cryptocurrency=cryptocurrency,
symbol=symbol,
time_frame=time_frame,
trigger_source=commons_enums.TriggerSource.OHLCV.value,
trigger_cache_timestamp=trigger_time,
candle=candle
)
await self.call_script(
matrix_id=self.matrix_id, cryptocurrency=cryptocurrency,
symbol=symbol, time_frame=time_frame,
trigger_source=commons_enums.TriggerSource.OHLCV.value,
trigger_cache_timestamp=trigger_time,
candle=candle, init_call=init_call)

async def kline_callback(self, exchange: str, exchange_id: str, cryptocurrency: str, symbol: str,
time_frame, kline: dict):
async with self.trading_mode_trigger(), self.trading_mode.remote_signal_publisher(symbol):
await self.call_script(self.matrix_id, cryptocurrency, symbol, time_frame,
commons_enums.TriggerSource.KLINE.value,
kline[commons_enums.PriceIndexes.IND_PRICE_TIME.value],
kline=kline)

async def set_final_eval(self, matrix_id: str, cryptocurrency: str, symbol: str, time_frame, trigger_source: str):
await self.call_script(matrix_id, cryptocurrency, symbol, time_frame, trigger_source,
self._get_latest_eval_time(matrix_id, cryptocurrency, symbol, time_frame))
self.log_last_call_by_time_frame_and_symbol(
matrix_id=self.matrix_id,
cryptocurrency=cryptocurrency,
symbol=symbol,
time_frame=time_frame,
trigger_source=commons_enums.TriggerSource.KLINE.value,
trigger_cache_timestamp=kline[commons_enums.PriceIndexes.IND_PRICE_TIME.value],
kline=kline
)
await self.call_script(
matrix_id=self.matrix_id, cryptocurrency=cryptocurrency,
symbol=symbol, time_frame=time_frame,
trigger_source=commons_enums.TriggerSource.KLINE.value,
trigger_cache_timestamp=kline[commons_enums.PriceIndexes.IND_PRICE_TIME.value],
kline=kline)

async def set_final_eval(
self, matrix_id: str, cryptocurrency: str,
symbol: str, time_frame, trigger_source: str):
trigger_cache_timestamp = self._get_latest_eval_time(
matrix_id, cryptocurrency, symbol, time_frame)
self.log_last_call_by_time_frame_and_symbol(
matrix_id=matrix_id,
cryptocurrency=cryptocurrency,
symbol=symbol,
time_frame=time_frame,
trigger_source=trigger_source,
trigger_cache_timestamp=trigger_cache_timestamp,
)
await self.call_script(
matrix_id=matrix_id, cryptocurrency=cryptocurrency,
symbol=symbol, time_frame=time_frame,
trigger_source=trigger_source,
trigger_cache_timestamp=trigger_cache_timestamp,
)

def _get_latest_eval_time(self, matrix_id: str, cryptocurrency: str, symbol: str, time_frame):
try:
Expand All @@ -257,8 +304,6 @@ async def call_script(self, matrix_id: str, cryptocurrency: str, symbol: str, ti
self.trading_mode, matrix_id, cryptocurrency, symbol, time_frame,
trigger_source, trigger_cache_timestamp, candle, kline, init_call=init_call
)
self.last_call_by_timeframe[time_frame] = \
(matrix_id, cryptocurrency, symbol, time_frame, trigger_source, trigger_cache_timestamp, candle, kline, init_call)
context.matrix_id = matrix_id
context.cryptocurrency = cryptocurrency
context.symbol = symbol
Expand All @@ -267,7 +312,8 @@ async def call_script(self, matrix_id: str, cryptocurrency: str, symbol: str, ti
run_data_writer = databases.RunDatabasesProvider.instance().get_run_db(self.exchange_manager.bot_id)
try:
await self._pre_script_call(context)
await self.trading_mode.get_script(live=True)(context)
if hasattr(self.trading_mode, "TRADING_SCRIPT_MODULE") and self.trading_mode.TRADING_SCRIPT_MODULE:
await self.trading_mode.get_script(live=True)(context)
except errors.UnreachableExchange:
raise
except (commons_errors.MissingDataError, commons_errors.ExecutionAborted) as e:
Expand Down Expand Up @@ -302,3 +348,27 @@ async def post_trigger(self):
await database.flush()
except Exception as err:
self.logger.exception(err, True, f"Error when flushing database: {err}")

def log_last_call_by_time_frame_and_symbol(
self,
matrix_id,
cryptocurrency,
symbol,
time_frame,
trigger_source,
trigger_cache_timestamp,
candle=None,
kline=None,
):
if time_frame not in self.last_calls_by_time_frame_and_symbol:
self.last_calls_by_time_frame_and_symbol[time_frame] = {}
self.last_calls_by_time_frame_and_symbol[time_frame][symbol] = (
matrix_id,
cryptocurrency,
symbol,
time_frame,
trigger_source,
trigger_cache_timestamp,
candle,
kline,
)