Issue#150

.gitignore

@@ -139,4 +139,6 @@ database/datasets/
 dump.rdb
 crypto_bot.dump
 
-database/local_db
+database/local_db
+
+model/strategies/models/

dashboard/src/components/App.tsx

@@ -154,7 +154,8 @@ class App extends Component<Props, State> {
                             key: index + 1,
                             text: resource !== 'candleSizes' ? resources[resource][name].name : name,
                             value: index + 1,
-                            ...(resource !== 'candleSizes' && resources[resource][name])
+                            ...(resource !== 'candleSizes' && resources[resource][name]),
+                            ...(resource !== 'candleSizes' && resources[resource][name].className && {strategyName: name})
                         }))
                     }
                 }, {}) : []
@@ -527,7 +528,6 @@ class App extends Component<Props, State> {
                                   match={match}
                                   symbolsOptions={symbolsOptions}
                                   strategiesOptions={strategiesOptions}
-
                                   candleSizeOptions={candleSizeOptions}
                                   exchangeOptions={exchangeOptions}
                                   pipelines={pipelines}

dashboard/src/reducers/modalReducer.ts

@@ -138,6 +138,10 @@ export const getInitialState = (
       (strategiesArray: any, pipelineStrategy: RawStrategy) => {
         const strategy = strategies.find((strategy: Strategy) => strategy.className === pipelineStrategy.name)
 
+        if (!strategy) {
+          return strategiesArray
+        }
+
         let strategyValue = strategy.value
 
         while (strategiesArray.includes(strategyValue)) {

dashboard/src/types/index.ts

@@ -66,10 +66,10 @@ export type Strategy = {
 
 export type RawStrategy = {
     name: string | undefined
+    className: string | undefined
     params: any
 }
 
-
 export type Pipeline = {
     id: number
     strategy: RawStrategy[]

dashboard/src/utils/helpers/index.ts

@@ -85,8 +85,21 @@ export const validatePipelineCreation = async (
     const strategy = dynamicStrategies.find(strategy => strategy.value === index)
 
     return {
-      name: strategy?.className,
-      params: strategy?.selectedParams
+      name: strategy?.strategyName,
+      className: strategy?.className,
+      params: Object.keys(strategy?.selectedParams).reduce((acc, param) => {
+        const paramsObj = {
+          ...strategy?.params,
+          ...strategy?.optionalParams
+        }
+
+        return {
+            ...acc,
+            [param]: paramsObj[param].options ?
+              paramsObj[param].options[strategy?.selectedParams[param]] :
+              strategy?.selectedParams[param]
+          }
+      }, {})
     }
   })
 
@@ -121,6 +134,7 @@ export const validateParams = (strategy: any) => {
   const params = strategy.selectedParams
 
   const requiredParams = strategy.paramsOrder.reduce((reduced: any, param: string) => {
+
     if (!params.hasOwnProperty(param) || (params[param] === "")) {
       return {
         success: false,

data/service/helpers/_helpers.py

@@ -68,14 +68,12 @@ def check_input(strategies, edit_pipeline=False, **kwargs):
         raise StrategyInvalid(strategy_input)
 
     for strategy in strategy_input:
-
         try:
             strategy_name = strategy["name"]
         except KeyError:
             raise StrategyInvalid(strategy_input)
 
         if strategy_name in strategies:
-
             try:
                 params = strategy["params"]
             except KeyError:
@@ -148,7 +146,7 @@ def get_existing_pipeline(fields):
 def add_strategies(strategies):
     strategies_objs = []
     for strategy in strategies:
-        strategy_obj = Strategy.objects.create(name=strategy["name"], params=json.dumps(strategy["params"]))
+        strategy_obj = Strategy.objects.create(name=strategy["className"], params=json.dumps(strategy["params"]))
         strategies_objs.append(strategy_obj)
 
     return strategies_objs

data/sources/binance/_binance.py

@@ -363,9 +363,10 @@ def _process_new_data(
 
     def get_start_date(self):
 
-        max_window = get_pipeline_max_window(self.pipeline_id)
+        max_window = get_pipeline_max_window(self.pipeline_id, config_vars.default_min_rows)
 
         earliest_date = get_earliest_date(ExchangeData, self.symbol, self.base_candle_size)
+
         minimum_lookback_date = get_minimum_lookback_date(max_window, self.candle_size)
 
         if self.start_date is not None and self.start_date < minimum_lookback_date:

data/tests/service/blueprints/test_bots_api.py

@@ -346,7 +346,11 @@ def test_start_bot_ongoing_pipeline(
                     "color": "purple",
                     "name": "Hello World",
                     "symbol": "BTCUSDT",
-                    "strategy": [{"name": "MovingAverage", "params": {"ma": 30}}],
+                    "strategy": [{
+                        "name": "MovingAverage",
+                        "className": "MovingAverage",
+                        "params": {"ma": 30}
+                    }],
                     "candleSize": "1h",
                     "exchanges": "Binance",
                     "leverage": 3,
@@ -380,7 +384,9 @@ def test_start_bot_new_pipeline(
 
         assert pipeline.symbol.name == params["symbol"]
         assert pipeline.exchange.name == params["exchanges"].lower()
-        assert pipeline.as_json()["strategy"] == params["strategy"]
+
+        strategy = [{k: v for k, v in strat.items() if k in ["name", "params"]} for strat in params["strategy"]]
+        assert pipeline.as_json()["strategy"] == strategy
         assert len(pipeline.strategy.all()) == len(strategies)
 
         assert pipeline.interval == params["candleSize"]
@@ -393,7 +399,11 @@ def test_start_bot_new_pipeline(
                     "color": "purple",
                     "name": "Hello World",
                     "symbol": "BTCUSDT",
-                    "strategy": [{"name": "MovingAverage", "params": {"ma": 30}}],
+                    "strategy": [{
+                        "name": "MovingAverage",
+                        "className": "MovingAverage",
+                        "params": {"ma": 30}
+                    }],
                     "candleSize": "1h",
                     "exchanges": "Binance",
                     "equity": 1000

data/tests/service/blueprints/test_dashboard.py

@@ -394,7 +394,11 @@ def test_delete_pipelines_endpoint(
                     "color": "purple",
                     "name": "Hello World",
                     "symbol": "BTCUSDT",
-                    "strategy": [{"name": "MovingAverage", "params": {"ma": 30}}],
+                    "strategy": [{
+                        "name": "MovingAverage",
+                        "className": "MovingAverage",
+                        "params": {"ma": 30}
+                    }],
                     "candleSize": "1h",
                     "exchanges": "Binance",
                     "leverage": 3,
@@ -409,7 +413,11 @@ def test_delete_pipelines_endpoint(
                     "color": "purple",
                     "name": "New pipeline",
                     "symbol": "BTCUSDT",
-                    "strategy": [{"name": "MovingAverage", "params": {"ma": 30}}],
+                    "strategy": [{
+                        "name": "MovingAverage",
+                        "className": "MovingAverage",
+                        "params": {"ma": 30}
+                    }],
                     "candleSize": "1h",
                     "exchanges": "Binance",
                     "leverage": 3,
@@ -428,7 +436,11 @@ def test_delete_pipelines_endpoint(
                     "color": "purple",
                     "name": "New pipeline",
                     "symbol": "BTCUSDT",
-                    "strategy": [{"name": "MovingAverage", "params": {"ma": 30}}],
+                    "strategy": [{
+                        "name": "MovingAverage",
+                        "className": "MovingAverage",
+                        "params": {"ma": 30}
+                    }],
                     "candleSize": "1h",
                     "exchanges": "Binance",
                     "leverage": 3,

docker-compose.yml

@@ -51,6 +51,7 @@ services:
       - LOGGER_LEVEL=DEBUG
     volumes:
       - ./database/model:/usr/src/app/database/model
+      - ./model/strategies/models:/usr/src/app/model/strategies/models
   model-worker:
     build:
       context: .
@@ -63,6 +64,9 @@ services:
       - EXECUTION_APP_URL=http://execution-service:5000
     depends_on:
       - redis
+    volumes:
+      - ./database/model:/usr/src/app/database/model
+      - ./model/strategies/models:/usr/src/app/model/strategies/models
   execution-service:
     build:
       context: .

execution/exchanges/binance/futures/_trading.py

@@ -86,6 +86,8 @@ def stop_symbol_trading(self, pipeline_id, header=''):
             self.close_pos(symbol, date=datetime.now(tz=pytz.UTC), header=header, pipeline_id=pipeline_id)
         except NoUnits:
             logging.info(header + "There's no position to be closed.")
+        except KeyError:
+            logging.info(header + "There's no position to be closed.")
 
         self.symbols.pop(symbol)