mirror of
https://github.com/xavierchuan/FX-ML-Trading-Engine.git
synced 2026-07-27 18:17:44 +00:00
51 lines
9.2 KiB
Plaintext
51 lines
9.2 KiB
Plaintext
|
Ë
|
|||
|
|
Õ iB ã ó² — d Z ddlmZ ddlZddlmZ ddlmZ ddlmZ ddl m
|
|||
|
|
Z
|
|||
|
|
m Z ddl Z dd l
|
|||
|
|
mZmZmZmZmZ dd
|
|||
|
|
lmZ dd lmZmZ dd lmZ G d
|
|||
|
|
„ de« Zy)z+OANDA REST adapter (mock/stub for Phase 3).é )Ú annotationsN)Úasdict)Údatetime)ÚPath)ÚDictÚOptionalé )Ú CancelAckÚExecutionAdapterÚOrderAckÚ OrderParamsÚ
|
|||
|
|
PositionState©Úload_oanda_config)Ú
|
|||
|
|
MetricsLoggerÚ log_event)Ú
|
|||
|
|
OrderStorec óž — e Zd ZdZ d d
|
|||
|
|
d„Zdd„Zeddd„« Zdd„Zdd„Z dd„Z
|
|||
|
|
dd „Z dd
|
|||
|
|
„Z dd „Z
|
|||
|
|
y)Ú OandaAdapterz#https://api-fxpractice.oanda.com/v3Nc
|
|||
|
|
óþ — |xs t j j dd« | _ |xs t j j dd« | _ |xs | j
|
|||
|
|
| _ || _ || _ || _ t |« | _ t | « | _
|
|||
|
|
t j « | _ | j j" j% d| j › �ddœ« |xs
|
|||
|
|
t' « | _ y )NÚOANDA_ACCOUNT_IDÚ Ú OANDA_TOKENzBearer zapplication/json)Ú
|
|||
|
|
Authorizationz Content-Type)ÚosÚenvironÚgetÚ
|
|||
|
|
account_idÚtokenÚBASE_URLÚbase_urlÚ
|
|||
|
|
timeout_msÚ
|
|||
|
|
retry_backoffÚ max_retriesr Úmetrics_loggerr Ú error_logÚrequestsÚSessionÚsessionÚheadersÚupdater Ú order_store)
|
|||
|
|
Úselfr r r, r! r" r# r$ Ú metrics_pathr& s
|
|||
|
|
úR/Users/chuan/Documents/Projects/FX_Backtest/QuantTrader/execution/oanda_adapter.pyÚ__init__zOandaAdapter.__init__ s € ð %ÒN¬¯
|
|||
|
|
©
|
|||
|
|
¯©Ð7IÈ2Ó(NˆŒØÒ?œbŸj™jŸn™n¨]¸BÓ ?ˆŒ
|
|||
|
|
Ø Ò1 D§M¡MˆŒ
|
|||
|
|
Ø$ˆŒØ *ˆÔØ&ˆÔÜ +¨LÓ 9ˆÔÜ ˜i› ˆŒÜ ×'Ñ'Ó)ˆŒ Ø � ‰ × Ñ ×#Ñ#¸ÀÇ
|
|||
|
|
Á
|
|||
|
|
¸|Ð6LÐ^pÑ$qÔrØ&Ò6¬*«,ˆÕó c ó" — | j › |› �S )N)r! )r- Úpaths r/ Ú _endpointzOandaAdapter._endpoint. s € Ø—-‘-� Ð'Ð'r1 c ó, — t |« } | dd|i|¤ŽS )Nr, © r )Úclsr3 r, Úcfgs r/ Ú from_configzOandaAdapter.from_config1 s € ä Ó%ˆÙÑ2˜{Ð2¨cÑ2Ð2r1 c
|
|||
|
|
ó, — | j j j dd¬« | j j dd¬« 5 }|j dt j « j « › d|› d|› d �« d d d « y # 1 sw Y y xY w)
|
|||
|
|
NT)ÚparentsÚexist_okÚazutf-8)ÚencodingÚ[z] z: Ú
|
|||
|
|
)r& ÚparentÚmkdirÚopenÚwriter ÚutcnowÚ isoformat)r- ÚcontextÚmessageÚfhs r/ Ú
|
|||
|
|
_log_errorzOandaAdapter._log_error6 sv € Ø �‰× Ñ ×#Ñ#¨D¸4Ð#Ô@Ø
|
|||
|
|
�^‰^×
|
|||
|
|
Ñ
|
|||
|
|
¨wÐ
|
|||
|
|
Ô
|
|||
|
|
7¸2Ø �H‰H�qœŸ ™ Ó*×4Ñ4Ó6Ð7°r¸'¸À"ÀWÀIÈRÐPÔ Q÷ 8×
|
|||
|
|
7Ñ
|
|||
|
|
7ús Á<B
|
|||
|
|
Â
|
|||
|
|
Bc óØ — | j }t | j « D ]Ò } | j j ||fd| j
|
|||
|
|
dz i|¤Ž}|j dk\ r7| j d|j « t j |« |dz }Œw|j dk\ r,| j d|j « |j « |j « |j « c S t! d |› d
|
|||
|
|
|› d | j › d �« ‚# t j $ r@}| j dt |« « t j |« |dz }Y d }~�ŒBd }~ww xY w)
|
|||
|
|
NÚtimeoutg @�@Únetworké iô Ú server_errori� Ú client_errorzFailed Ú z after z retries)r# Úranger$ r) Úrequestr" r' ÚRequestExceptionrJ ÚstrÚtimeÚsleepÚ status_codeÚtextÚraise_for_statusÚjsonÚ RuntimeError)r- ÚmethodÚurlÚkwargsÚbackoffÚattemptÚrespÚexcs r/ Ú_requestzOandaAdapter._request; s= € Ø×$Ñ$ˆÜ ˜T× -Ñ -Ö.ˆGð
|
|||
|
|
Ø+�t—|‘|×+Ñ+¨F°CÑdÀÇ Á ÐSYÑAYÐdÐ]cÑd�ð × Ñ 3Ò&Ø—‘ °· ± Ô:Ü—
|
|||
|
|
‘
|
|||
|
|
˜7Ô#ؘ1‘ �ØØ× Ñ 3Ò&Ø—‘ °· ± Ô:Ø×%Ñ%Ô'Ø × !Ñ !Ô #Ø—9‘9“;Ò ð# /ô$ ˜W V H¨A¨c¨U°'¸$×:JÑ:JÐ9KÈ8ÐTÓUÐUøô ×,Ñ,ò
|
|||
|
|
Ø—‘ ¬3¨s«8Ô4Ü—
|
|||
|
|
‘
|