File size: 3,443 Bytes
d53dc44 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 | import sys, re
with open('main.py', 'r', encoding='utf-8') as f:
text = f.read()
# Replace the immediate execution block
old_exec_block = r''' # 4\. ACTION / EXECUTION
# \?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?\?
direction = portfolio.get_open_directions\(\).get\(symbol\)
.*?
alert\(f"Buy Order Submitted: {symbol} @ \"\)'''
new_exec_block = ''' # 4. ACTION / EXECUTION
# Instead of executing immediately, we just collect the valid BUY signals for batch processing!
direction = portfolio.get_open_directions().get(symbol)
if direction:
continue
if current_price and sig.score >= config.SIGNAL_BUY_THRESHOLD:
pending_buys.append({
"symbol": symbol,
"price": current_price,
"score": sig.score,
"pt": pt
})'''
text = re.sub(old_exec_block, new_exec_block, text, flags=re.DOTALL)
# Add pending_buys = [] at start of run_trading_cycle
text = text.replace('def run_trading_cycle():', 'def run_trading_cycle():\n pending_buys = []')
# Add execution at the end of run_trading_cycle
exec_footer = ''' # 5. PRIORITIZED BATCH EXECUTION
if pending_buys:
logger.info("Found %d pending buys. Sorting by price priority...", len(pending_buys))
def price_priority(buy):
p = buy['price']
if p < 100: return 1
if p < 200: return 2
return 3 # Ignore >200
# Filter out anything >= 200 and sort by priority, then by score
valid_buys = [b for b in pending_buys if price_priority(b) < 3]
valid_buys.sort(key=lambda b: (price_priority(b), -b['score']))
for buy in valid_buys:
sym = buy['symbol']
price = buy['price']
pt = buy['pt']
# Check overnight risk
if config.NO_OVERNIGHT_RISK and portfolio.has_overnight_risk():
logger.info("%s: Skipped entry (Overnight risk limit)", sym)
continue
qty, risk_amount = calculate_position_size(price, pt.stop_loss, config.ALLOCATED_CAPITAL)
if qty <= 0.0:
continue
notional = qty * price
temp_id = f"res_{sym}"
if portfolio.reserve_allocation(temp_id, notional):
try:
logger.info("Executing PRIORITY BUY for %s at $%.2f", sym, price)
order = broker.submit_bracket_order(
symbol=sym,
side="buy",
qty=qty,
take_profit=pt.take_profit,
stop_loss=pt.stop_loss
)
portfolio.commit_allocation(temp_id, order.get("id", ""))
alert(f"?? PRIORITY BUY: {sym} @ (Score: {buy['score']:.2f})")
except Exception as e:
logger.error("Failed to execute %s: %s", sym, e)
portfolio.release_allocation(temp_id)
# Export signals to web API'''
text = text.replace(' # Export signals to web API', exec_footer)
with open('main.py', 'w', encoding='utf-8') as f:
f.write(text)
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