local strategy
This commit is contained in:
BTC Bot
@ -1483,54 +1483,37 @@
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return tfCandles[pointers[tf]].close;
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};
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// Debug logging for first evaluation
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if (index === 1) {
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console.log('First candle time:', candles[index].time, 'Date:', new Date(candles[index].time * 1000));
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console.log('MA44 value:', getVal('ma44', primaryTF));
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}
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// Simple logic for MVP strategies
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if (config.id === 'ma44_strategy') {
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const ma44 = getVal('ma44', primaryTF);
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// Simple logic for MA Trend strategy
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if (config.id === 'ma_trend') {
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const period = config.params?.period || 44;
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// Debug logging for first evaluation
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if (index === 1) {
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console.log('First candle time:', candles[index].time, 'Date:', new Date(candles[index].time * 1000));
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console.log(`MA${period} value:`, getVal(`ma${period}`, primaryTF));
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}
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const maValue = getVal(`ma${period}`, primaryTF);
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const price = candles[index].close;
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// Optional: Multi-TF trend filter
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// Optional: Multi-TF trend filter (must align for both entry and exit)
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const secondaryTF = config.timeframes?.secondary?.[0];
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let trendOk = true;
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let secondaryBullish = true;
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let secondaryBearish = true;
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if (secondaryTF) {
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const secondaryPrice = getPrice(secondaryTF);
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const secondaryMA = getVal(`ma44_${secondaryTF}`, secondaryTF);
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trendOk = secondaryPrice > secondaryMA;
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const secondaryMA = getVal(`ma${period}_${secondaryTF}`, secondaryTF);
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if (secondaryPrice !== null && secondaryMA !== null) {
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secondaryBullish = secondaryPrice > secondaryMA;
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secondaryBearish = secondaryPrice < secondaryMA;
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}
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if (index === 1) {
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console.log(`Trend check: ${secondaryTF} price=${secondaryPrice}, MA=${secondaryMA}, trendOk=${trendOk}`);
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console.log(`Trend check: ${secondaryTF} price=${secondaryPrice}, MA=${secondaryMA}, bullish=${secondaryBullish}, bearish=${secondaryBearish}`);
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}
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}
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if (ma44) {
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if (price > ma44 && trendOk) return 'BUY';
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if (price < ma44) return 'SELL';
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}
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}
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if (config.id === 'ma125_strategy') {
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const ma125 = getVal('ma125', primaryTF);
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const price = candles[index].close;
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// Optional: Multi-TF trend filter
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const secondaryTF = config.timeframes?.secondary?.[0];
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let trendOk = true;
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if (secondaryTF) {
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const secondaryPrice = getPrice(secondaryTF);
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const secondaryMA = getVal(`ma125_${secondaryTF}`, secondaryTF);
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trendOk = secondaryPrice > secondaryMA;
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if (index === 1) {
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console.log(`Trend check: ${secondaryTF} price=${secondaryPrice}, MA=${secondaryMA}, trendOk=${trendOk}`);
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}
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}
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if (ma125) {
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if (price > ma125 && trendOk) return 'BUY';
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if (price < ma125) return 'SELL';
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if (maValue) {
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if (price > maValue && secondaryBullish) return 'BUY';
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if (price < maValue && secondaryBearish) return 'SELL';
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}
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}
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@ -2131,6 +2114,9 @@
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this.loadInitialData();
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this.loadTA();
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// Clear simulation results when changing timeframe
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clearSimulationResults();
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// Update simulation panel timeframe display
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updateTimeframeDisplay();
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}
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@ -2312,6 +2298,36 @@
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window.tradeLineSeries = [];
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}
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}
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function clearSimulationResults() {
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// Clear markers from chart
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clearSimulationMarkers();
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// Clear simulation data
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window.lastSimulationResults = null;
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// Hide results section
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const resultsSection = document.getElementById('resultsSection');
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if (resultsSection) {
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resultsSection.style.display = 'none';
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}
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// Reset results display
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const simTrades = document.getElementById('simTrades');
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const simWinRate = document.getElementById('simWinRate');
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const simPnL = document.getElementById('simPnL');
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const simProfitFactor = document.getElementById('simProfitFactor');
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const equitySparkline = document.getElementById('equitySparkline');
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if (simTrades) simTrades.textContent = '0';
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if (simWinRate) simWinRate.textContent = '0%';
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if (simPnL) {
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simPnL.textContent = '$0.00';
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simPnL.style.color = '';
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}
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if (simProfitFactor) simProfitFactor.textContent = '0';
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if (equitySparkline) equitySparkline.innerHTML = '';
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}
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// Set default start date (7 days ago)
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function setDefaultStartDate() {
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@ -2398,11 +2414,8 @@
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// Strategy parameter definitions
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const StrategyParams = {
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ma44_strategy: [
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{ name: 'maPeriod', label: 'MA Period', type: 'number', default: 44, min: 5, max: 500 }
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],
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ma125_strategy: [
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{ name: 'maPeriod', label: 'MA Period', type: 'number', default: 125, min: 5, max: 500 }
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ma_trend: [
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{ name: 'period', label: 'MA Period', type: 'number', default: 44, min: 5, max: 500 }
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]
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};
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@ -2462,7 +2475,8 @@
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value="${param.default}"
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${param.min !== undefined ? `min="${param.min}"` : ''}
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${param.max !== undefined ? `max="${param.max}"` : ''}
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${param.step !== undefined ? `step="${param.step}"` : ''}>
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${param.step !== undefined ? `step="${param.step}"` : ''}
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>
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</div>
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`).join('');
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}
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@ -2571,6 +2585,7 @@
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// Build strategy config
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const engineConfig = {
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id: strategyConfig.id,
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params: strategyConfig.params,
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timeframes: { primary: interval, secondary: secondaryTF ? [secondaryTF] : [] },
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indicators: []
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};
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@ -2581,37 +2596,21 @@
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console.log(' Available candles:', Object.keys(candlesMap));
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// Add indicator based on strategy
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if (strategyConfig.id === 'ma44_strategy') {
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if (strategyConfig.id === 'ma_trend') {
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const period = strategyConfig.params?.period || 44;
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// Primary timeframe indicator
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engineConfig.indicators.push({
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name: 'ma44',
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name: `ma${period}`,
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type: 'sma',
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params: { period: strategyConfig.params.maPeriod || 44 },
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params: { period: period },
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timeframe: interval
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});
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// Confirmation timeframe indicator (for trend filter)
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if (secondaryTF) {
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engineConfig.indicators.push({
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name: `ma44_${secondaryTF}`,
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name: `ma${period}_${secondaryTF}`,
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type: 'sma',
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params: { period: strategyConfig.params.maPeriod || 44 },
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timeframe: secondaryTF
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});
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}
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} else if (strategyConfig.id === 'ma125_strategy') {
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// Primary timeframe indicator
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engineConfig.indicators.push({
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name: 'ma125',
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type: 'sma',
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params: { period: strategyConfig.params.maPeriod || 125 },
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timeframe: interval
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});
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// Confirmation timeframe indicator (for trend filter)
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if (secondaryTF) {
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engineConfig.indicators.push({
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name: `ma125_${secondaryTF}`,
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type: 'sma',
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params: { period: strategyConfig.params.maPeriod || 125 },
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params: { period: period },
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timeframe: secondaryTF
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});
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}
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@ -2652,6 +2651,23 @@
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// Show results section
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document.getElementById('resultsSection').style.display = 'block';
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// Update chart with full historical data from simulation
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if (window.dashboard && candlesMap[interval]) {
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const chartData = candlesMap[interval].map(c => ({
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time: c.time,
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open: c.open,
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high: c.high,
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low: c.low,
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close: c.close
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}));
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window.dashboard.candleSeries.setData(chartData);
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window.dashboard.allData.set(interval, chartData);
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console.log(`Chart updated with ${chartData.length} candles from simulation range`);
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}
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// Show simulation markers on chart
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showSimulationMarkers();
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} catch (error) {
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console.error('Simulation error:', error);
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alert('Simulation error: ' + error.message);
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@ -3112,7 +3128,7 @@
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const controller = new AbortController();
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const timeoutId = setTimeout(() => controller.abort(), 5000);
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const response = await fetch('/api/v1/strategies', {
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const response = await fetch('/api/v1/strategies?_=' + Date.now(), {
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signal: controller.signal
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});
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clearTimeout(timeoutId);
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@ -10,7 +10,7 @@ from datetime import datetime, timedelta, timezone
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from typing import Optional, List
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from contextlib import asynccontextmanager
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from fastapi import FastAPI, HTTPException, Query, BackgroundTasks
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from fastapi import FastAPI, HTTPException, Query, BackgroundTasks, Response
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from fastapi.staticfiles import StaticFiles
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from fastapi.responses import StreamingResponse
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from fastapi.middleware.cors import CORSMiddleware
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@ -100,12 +100,16 @@ async def root():
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@app.get("/api/v1/strategies")
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async def list_strategies():
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async def list_strategies(response: Response):
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"""List all available trading strategies with metadata"""
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# Prevent caching
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response.headers["Cache-Control"] = "no-cache, no-store, must-revalidate"
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response.headers["Pragma"] = "no-cache"
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response.headers["Expires"] = "0"
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# Strategy registry from brain.py
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strategy_registry = {
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"ma44_strategy": "src.strategies.ma44_strategy.MA44Strategy",
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"ma125_strategy": "src.strategies.ma125_strategy.MA125Strategy",
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"ma_trend": "src.strategies.ma_strategy.MAStrategy",
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}
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strategies = []
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