fix: timezone bugs
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2e63d5cca6
commit
8621f2b791
2 files changed
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-7
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@@ -25,7 +25,7 @@
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"VOLUME_MULTIPLIER": 0.7,
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"VOLUME_MULTIPLIER": 0.7,
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"ATR_STOP_MULTIPLIER": 2.5,
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"ATR_STOP_MULTIPLIER": 2.5,
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"MAX_HOLD_TIME": 86400,
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"MAX_HOLD_TIME": 86400,
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"REGIME_DETECTION": false,
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"REGIME_DETECTION": true,
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"MULTIFRAME_FILTER": false,
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"MULTIFRAME_FILTER": false,
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"BB_WINDOW": 20,
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"BB_WINDOW": 20,
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"BB_STD": 2.0,
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"BB_STD": 2.0,
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@@ -37,13 +37,13 @@
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"USE_FIBONACCI": false,
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"USE_FIBONACCI": false,
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"MAX_TRADES_PER_DAY": 2,
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"MAX_TRADES_PER_DAY": 2,
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"SKIP_MONDAYS_FRIDAYS": false,
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"SKIP_MONDAYS_FRIDAYS": false,
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"USE_200_SMA_FILTER": true,
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"USE_200_SMA_FILTER": false,
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"REQUIRE_MACD_CONFIRMATION": true,
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"REQUIRE_MACD_CONFIRMATION": false,
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"MIN_RISK_REWARD": 2.0,
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"MIN_RISK_REWARD": 2.0,
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"PULLBACK_PERCENTAGE": 0.382,
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"PULLBACK_PERCENTAGE": 0.382,
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"ENABLE_SHORT_SELLING": false,
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"ENABLE_SHORT_SELLING": false,
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"RSI_BUY_MAX": 60,
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"RSI_BUY_MAX": 60,
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"RSI_SELL_MIN": 35,
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"RSI_SELL_MIN": 20,
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"RSI_SELL_MAX": 70,
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"RSI_SELL_MAX": 70,
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"RSI_RANGE_OVERSOLD": 30,
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"RSI_RANGE_OVERSOLD": 30,
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"RSI_RANGE_OVERBOUGHT": 70,
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"RSI_RANGE_OVERBOUGHT": 70,
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@@ -3,7 +3,7 @@ import sys
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import logging
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import logging
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import json
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import json
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import time
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import time
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from datetime import datetime, timedelta
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from datetime import datetime, timedelta, timezone
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from pathlib import Path
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from pathlib import Path
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from dotenv import load_dotenv
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from dotenv import load_dotenv
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import pandas as pd
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import pandas as pd
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@@ -561,8 +561,8 @@ def log_missed_signal(timestamp, signal_type, reject_reason, price_at_signal, sy
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if SIGNALS_PATH.exists():
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if SIGNALS_PATH.exists():
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existing = pd.read_csv(SIGNALS_PATH)
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existing = pd.read_csv(SIGNALS_PATH)
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df = pd.concat([existing, df], ignore_index=True)
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df = pd.concat([existing, df], ignore_index=True)
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cutoff_date = datetime.now(EASTERN) - timedelta(days=30)
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cutoff_date = datetime.now(timezone.utc) - timedelta(days=30)
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df['timestamp'] = pd.to_datetime(df['timestamp'], format='ISO8601')
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df['timestamp'] = pd.to_datetime(df['timestamp'], format='mixed', utc=True)
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df = df[df['timestamp'] > cutoff_date]
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df = df[df['timestamp'] > cutoff_date]
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df.to_csv(SIGNALS_PATH, index=False)
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df.to_csv(SIGNALS_PATH, index=False)
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