Bug fixes.

Visual improvements in OliverTwist charting.

Changes to be committed:
	modified:   Base/Library/OliverTwist-oanda.py
	modified:   Extras/OliverTwist/OliverTwistEquity
	modified:   Extras/OliverTwist/OliverTwistTrades

Base/Library/OliverTwist-oanda.py

@@ -220,19 +220,23 @@ def CalculatePriceExit(order,ts,dir,price,onePip):
 
 def ReduceLotSize(relay,oldestTrade=None,val=1):
     try:
-        relay.JRLog.Write(f"RLS A: {json.dumps(oldestTrade)}")
+#        relay.JRLog.Write(f"RLS A: {json.dumps(oldestTrade)}")
         if oldestTrade==None:
             return
         Order=oldestTrade['Order']
         pair=Order['Asset']
 
         # Verify the trade exists. If it doesn't, delete the key
         if not TradeExists(relay,oldestTrade['ID'],pair):
-            relay.JRLog.Write("RLS B",oldestTrade)
+#            relay.JRLog.Write("RLS B",oldestTrade)
             return
 
         lossID=oldestTrade['ID']
         lossIU=float(oldestTrade['Response']['units'])
+        parts=oldestTrade['Response']['time'].split('.')
+        dsS=f"{parts[0]}.{parts[1][:6]}Z"
+        ds=datetime.datetime.strptime(dsS,'%Y-%m-%dT%H:%M:%S.%fZ')
+        price=float(oldestTrade['Price'])
 
         # Get the direction of the reduction trade right.
 
@@ -245,7 +249,7 @@ def ReduceLotSize(relay,oldestTrade=None,val=1):
             Dir='long'
             Action='Sell'
 
-        relay.JRLog.Write("RLS C")
+#        relay.JRLog.Write("RLS C")
         newOrder={}
         newOrder['OliverTwist']='Conditional ReduceBy'
         newOrder['Exchange']=Order['Exchange']
@@ -262,17 +266,22 @@ def ReduceLotSize(relay,oldestTrade=None,val=1):
             newOrder['OrderType']='market'
         newOrder['Identity']=relay.Active['Identity']
 
-        relay.JRLog.Write("RLS D")
+#        relay.JRLog.Write("RLS D")
         # Feed the new order to Relay
         result=relay.SendWebhook(newOrder)
         oid=relay.GetOrderID(result)
-        relay.JRLog.Write(f"RLS E: {result}")
+#        relay.JRLog.Write(f"RLS E: {result}")
         if oid!=None:
             orderDetail=relay.GetOrderDetails(OrderID=oid)
+            # find trade close time and  duration
+            parts=orderDetail[-1]['time'].split('.')
+            deS=f"{parts[0]}.{parts[1][:6]}Z"
+            de=datetime.datetime.strptime(deS,'%Y-%m-%dT%H:%M:%S.%fZ')
+            duration=de-ds
 
             sprice=float(orderDetail[-1]['price'])
             rpl=float(orderDetail[-1]['pl'])
-            relay.JRLog.Write(f"{lossID} -> {oid} Rduc {Dir}, {val}: {price:.5f} -> {sprice:5f}/{rpl:.5f}")
+            relay.JRLog.Write(f"{lossID} -> {oid} Rduc {Dir}, {val}: {price:.5f} -> {sprice:5f}/{abs(rpl):.5f}, {duration}")
     except Exception as e:
         # Something broke or went horrible wrong
         relay.JRLog.Write(f"ReduceLotSize: {sys.exc_info()[-1].tb_lineno}/{str(e)}")

Extras/OliverTwist/OliverTwistEquity

@@ -61,6 +61,8 @@ for line in lines:
     line=line.lower()
     if line=='' or ('prft' not in line and 'loss' not in line and 'rduc' not in line):
         continue
+    if 'broke' in line:
+        continue
 
     data=line.split(' ')
 
@@ -69,9 +71,9 @@ for line in lines:
     pdata=line.split('/')[1].strip().split(',')[0]
 
     if 'prft' in line.lower():
-        pnl+=float(pdata)
+        pnl+=abs(float(pdata))
     if 'loss' in line or 'rduc' in line:
-        pnl-=float(pdata)
+        pnl-=abs(float(pdata))
 
     xps.append(dt)
     equity.append(pnl)

Extras/OliverTwist/OliverTwistTrades

@@ -27,7 +27,7 @@ interceptor=JRRsupport.SignalInterceptor(Log=Log)
 
 DataDirectory='/home/JackrabbitRelay2/Data'
 chartDir=DataDirectory+'/Charts/'
-Storehouse=DataDirectory+'/OliverTwist.Storehouse'
+OliverTwistData=DataDirectory+'/OliverTwist'
 
 # For reading the storehouse
 
@@ -38,6 +38,7 @@ OliverTwistLock=JRRsupport.Locker("OliverTwist")
 def ReadStorehouse(exchange,account,asset):
     global OliverTwistLock
 
+    Storehouse=f"{OliverTwistData}/{exchange}.{account}.{asset}.Storehouse"
     OrphanList=[]
 
     WorkingStorehouse=Storehouse
@@ -74,8 +75,7 @@ def ReadStorehouse(exchange,account,asset):
                         detail.pop('Identity',None)
                         Orphan['Detail']=detail
 
-                if Orphan['Order']['Exchange']==exchange and Orphan['Order']['Account']==account and Orphan['Order']['Asset']==asset:
-                    OrphanList.append(Orphan)
+                OrphanList.append(Orphan)
 
     OliverTwistLock.Unlock()
     return OrphanList
@@ -90,7 +90,7 @@ def FindStartDateTime(end_date_str, duration_str):
     time_parts = duration_parts[1].split(':')
     hours = int(time_parts[0])
     minutes = int(time_parts[1])
-    seconds = float(time_parts[2])
+    seconds = float(time_parts[2].replace(',',''))
 
     # Calculate start date
     start_date = end_date - datetime.timedelta(days=days, hours=hours, minutes=minutes, seconds=seconds)
@@ -132,7 +132,7 @@ for i in range(1,len(sys.argv)):
 print("Phase 1: read log file")
 data=gblog.split('.')
 
-exchange=data[1].lower()
+exchange=data[1]
 account=data[2]
 
 if len(data)==5:
@@ -144,7 +144,7 @@ else:
 
 # For Mimic, use the Details section to get the Price
 
-OpenOrders=ReadStorehouse(exchange,account,pair)
+OpenOrders=ReadStorehouse(exchange,account,asset)
 if OpenOrders!=[]:
     OpenOrderDT=datetime.datetime.strptime(OpenOrders[0]['DateTime'], '%Y-%m-%d %H:%M:%S.%f')
     OpenEpoch=int(time.mktime(OpenOrderDT.timetuple()))
@@ -202,22 +202,31 @@ fig1=ps.make_subplots(specs=[[{"secondary_y":False}]])
 
 print("Phase 2: making the chart")
 
-# Plot candles of timeframe just above log
+# Get the first candle of the trades to set the start of the chart.
+fid=lines[0].split(' ')[4]
+oDetails=relay.GetOrderDetails(OrderID=fid)[0]
+print(oDetails['time'])
+sdt=datetime.datetime.strptime(oDetails['time'].split('T')[0], '%Y-%m-%d').timestamp()
 
+# Plot candles of timeframe just above log
 dt=[]
 do=[]
 dh=[]
 dl=[]
 dc=[]
 for slice in ohlcv:
+    cdt=slice[0]/1000
+    # Do not add candles before forst trade
+    if cdt<sdt:
+        continue
     dt.append(datetime.datetime.fromtimestamp(slice[0]/1000))
     do.append(slice[1])
     dh.append(slice[2])
     dl.append(slice[3])
     dc.append(slice[4])
 fig1.add_trace(go.Candlestick(x=dt,open=do,high=dh,low=dl,close=dc,increasing_line_color='#a0ffff',decreasing_line_color= '#ffa0ff'),secondary_y=False)
 
-# Process open opders for oanda
+# Process open orders for oanda
 
 dt=[]
 dp=[]
@@ -242,7 +251,10 @@ for order in OpenOrders:
 # Plot trades
 
 for line in lines:
-    if line=='' or ('Prft' not in line and 'Loss' not in line and 'Rduc' not in line):
+    line=line.lower()
+    if line=='' or ('prft' not in line and 'loss' not in line and 'rduc' not in line):
+        continue
+    if 'broke' in line:
         continue
 
     data=line.split(' ')
@@ -255,12 +267,12 @@ for line in lines:
         dur=f"{data[12]} {data[13]} {data[14]}"
     else:
         dur=f"0 days, {data[12]}"
+    bTime=FindStartDateTime(dt,dur)
 
     # Prft/Loss
     action=data[6]
-    dir=data[7].split(',')[0].lower()
+    dir=data[7].split(',')[0]
 
-    bTime=FindStartDateTime(dt,dur)
     amount=abs(float(data[8].split(':')[0]))
     bPrice=float(data[9])
 
@@ -274,15 +286,15 @@ for line in lines:
     else:
         rpl=(bPrice-sPrice)*amount
 
-    if action.lower()=='prft' and rpl>0:        # Profit
+    if action=='prft' and rpl>0:        # Profit
         col="rgba(0,128,0,1)"
-    elif action.lower()=='prft' and rpl==0:     # Breakeven
+    elif action=='prft' and rpl==0:     # Breakeven
         col="rgba(128,128,0,1)"
-    elif action.lower()=='prft' and rpl<0:      # Loss by slippage
+    elif action=='prft' and rpl<0:      # Loss by slippage
         col="rgba(255,128,0,0.5)"
-    elif action.lower()=='rduc':                # ReduceBy
+    elif action=='rduc':                # ReduceBy
         col="rgba(0,255,255,0.01)"
-    elif action.lower()=='loss':                # Stoploss
+    elif action=='loss':                # Stoploss
         col="rgba(128,0,0,0.5)"
     else:
         print('L:',line)