mirror of
https://github.com/xavierchuan/FX-ML-Trading-Engine.git
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xiaochuan
59 lines
1.8 KiB
Python
59 lines
1.8 KiB
Python
"""
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简易实盘脚本示例（使用 OANDA）
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将实时数据传入策略，策略产生信号 -> 风险检查 -> 下单执行
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注意：在真实交易前请先在沙盒/模拟账户充分测试。
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"""
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import asyncio
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import os
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from dotenv import load_dotenv
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from loguru import logger
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from core.data.oanda import OANDADataFeed
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from core.execution.oanda_handler import OANDAExecutionHandler
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from core.strategy.rsi_mean_reversion import RSIMeanReversionStrategy
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from core.risk.base import SimpleRiskManager
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from core.data.base import MarketDataEvent
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load_dotenv()
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async def main():
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account_id = os.getenv('OANDA_ACCOUNT_ID')
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token = os.getenv('OANDA_TOKEN')
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env = os.getenv('OANDA_ENVIRONMENT', 'practice')
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instrument = 'EUR_USD'
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data_feed = OANDADataFeed(
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instrument=instrument,
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timeframe='H1',
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account_id=account_id,
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access_token=token,
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environment=env
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)
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strategy = RSIMeanReversionStrategy(instrument=instrument)
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risk_manager = SimpleRiskManager(max_position_size=1.0, max_portfolio_risk=0.02, max_drawdown=0.1)
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execution = OANDAExecutionHandler(account_id=account_id, access_token=token, environment=env)
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async def on_market(event: MarketDataEvent):
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signal = await strategy.on_data(event)
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if not signal:
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return
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if await risk_manager.check_signal(signal):
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await execution.process_signal(signal)
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# 订阅实时数据并运行
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await data_feed.subscribe(on_market)
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logger.info('已订阅实时数据，开始监听（按 Ctrl+C 退出）')
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try:
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while True:
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await asyncio.sleep(1)
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except asyncio.CancelledError:
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pass
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finally:
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await data_feed.unsubscribe()
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if __name__ == '__main__':
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asyncio.run(main())
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