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Improve optimizer settings, live metadata and fix position size calculation #2180

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Improve optimizer settings, live metadata and fix position size calculation #2180

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524cb92
[Position] rename quantity and fix position size calculation
techfreaque Jan 1, 2023
2973bdd
[Metadata] improve live metadata
techfreaque Mar 3, 2023
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11 changes: 7 additions & 4 deletions octobot/storage/trading_metadata.py
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Original file line number Diff line number Diff line change
Expand Up @@ -163,10 +163,11 @@ async def _get_multi_exchange_data(exchange_managers, is_backtesting):
for exchange_manager in exchange_managers
)
else:
start_time = exchange_managers[0].exchange.get_exchange_current_time()
start_time = trades[0].creation_time if trades else exchange_managers[0].exchange.get_exchange_current_time()
end_time = -1
origin_portfolio = {}
end_portfolio = {}
# handle live origin_portfolio
for exchange_manager in exchange_managers:
try:
exchange_origin_portfolio = trading_api.get_origin_portfolio(exchange_manager, as_decimal=False)
Expand All @@ -179,7 +180,7 @@ async def _get_multi_exchange_data(exchange_managers, is_backtesting):
values.pop("available", None)
if exchange_manager.is_future:
for position in trading_api.get_positions(exchange_manager):
exchange_end_portfolio[position.get_currency()]["position"] = float(position.quantity)
exchange_end_portfolio[position.get_currency()]["position"] = float(position.single_contract_value * position.size)
for exchange_portfolio, portfolio in zip((exchange_origin_portfolio, exchange_end_portfolio),
(origin_portfolio, end_portfolio)):
for currency, value_dict in exchange_portfolio.items():
Expand Down Expand Up @@ -241,8 +242,10 @@ async def _get_single_exchange_data(exchange_manager, trading_mode, run_start_ti
backtesting_only_metadata = {
common_enums.BacktestingMetadata.ID.value: run_dbs_identifier.backtesting_id,
common_enums.BacktestingMetadata.OPTIMIZATION_CAMPAIGN.value: run_dbs_identifier.optimization_campaign_name,
common_enums.BacktestingMetadata.USER_INPUTS.value: formatted_user_inputs,
} if is_backtesting else {}
common_enums.BacktestingMetadata.USER_INPUTS.value: formatted_user_inputs,
} if is_backtesting else {
common_enums.BacktestingMetadata.ID.value: run_dbs_identifier.live_id,
}
return {
**backtesting_only_metadata,
**{
Expand Down