v3.16

examples/positions_history.py

@@ -4,7 +4,7 @@ import asyncio
 from datetime import datetime
 from aiomql import ForexSymbol, Account, Positions, History, SimpleTrader as Trader, OrderType, RAM
 
-logging.basicConfig(level=logging.INFO, filemode='w', filename='example.log', format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
+logging.basicConfig(level=logging.INFO)
 
 async def main():
     # Account details are in the aiomql.json file

pyproject.toml

@@ -7,7 +7,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "aiomql"
-version = "3.15"
+version = "3.16"
 readme = "README.md"
 requires-python = ">=3.10"
 classifiers = [

src/aiomql/__init__.py

@@ -15,5 +15,5 @@ from .history import History
 from .trader import Trader
 from .terminal import Terminal
 from .sessions import Session, Sessions
-from .utils import dict_to_string
+from .utils import dict_to_string, round_off
 from .lib import *

src/aiomql/bot_builder.py

@@ -37,6 +37,7 @@ class Bot:
 
     async def initialize(self):
         """Prepares the bot by signing in to the trading account and initializing the symbols for the trading session.
+        Starts the global task queue.
 
         Raises:
             SystemExit if sign in was not successful
@@ -48,6 +49,7 @@ class Bot:
         logger.info("Login Successful")
         await self.init_symbols()
         self.executor.remove_workers()
+        self.add_coroutine(self.config.task_queue.start)
 
     def add_function(self, func: Callable, **kwargs: dict):
         """Add a function to the executor.
@@ -58,7 +60,7 @@ class Bot:
         """
         self.executor.add_function(func, kwargs)
 
-    def add_coroutine(self, coro: Coroutine, **kwargs):
+    def add_coroutine(self, coro: Coroutine | Callable, **kwargs):
         """Add a coroutine to the executor.
 
         Args:

src/aiomql/candle.py

@@ -183,7 +183,7 @@ class Candles(Generic[_Candle]):
 
         elif isinstance(index, int):
             index = index if index >= 0 else len(self) + index
-            return self.Candle(**self._data.iloc[index])
+            return self.Candle(**self._data.iloc[index], Index=index)
         raise TypeError(f"Expected int, slice or str got {type(index)}")
 
     def __setitem__(self, index, value: Series):

src/aiomql/core/__init__.py

@@ -4,4 +4,5 @@ from .models import *
 from .constants import *
 from .base import Base
 from .errors import Error
-from .exceptions import *
+from .exceptions import *
+from .task_queue import TaskQueue

src/aiomql/core/base.py

@@ -13,14 +13,16 @@ class Base:
     This class provides a set of common methods and attributes for all data model classes.
     For the data model classes attributes are annotated on the class body and are set as object attributes when the
     class is instantiated.
-
-    Keyword Args:
-        **kwargs: Object attributes and values as keyword arguments. Only added if they are annotated on the class body.
     """
     mt5: MetaTrader
     config: Config
 
     def __init__(self, **kwargs):
+        """
+        Initialize a new instance of the Base class
+        Args:
+            **kwargs: Object attributes and values as keyword arguments. Only added if they are annotated on the class body.
+        """
         self.config = Config()
         self.mt5 = MetaTrader()
         self.exclude = {'mt5', "config", 'exclude', 'include', 'annotations', 'class_vars', 'dict'}

src/aiomql/core/config.py

@@ -1,20 +1,17 @@
 import os
 from pathlib import Path
-from sys import _getframe
 from typing import Iterator
 import json
 from logging import getLogger
 
+from .task_queue import TaskQueue
+
 logger = getLogger(__name__)
 
 
 class Config:
     """A class for handling configuration settings for the aiomql package.
 
-    Keyword Args:
-        **kwargs: Configuration settings as keyword arguments.
-        Variables set this way supersede those set in the config file.
-
     Attributes:
         record_trades (bool): Whether to keep record of trades or not.
         filename (str): Name of the config file
@@ -26,9 +23,12 @@ class Config:
         path (str): Path to terminal file
         timeout (int): Timeout for terminal connection
         _initialize (bool): First time initialization flag
+        state (dict): A global state dictionary for storing data across the framework
+        root_dir (str): The root directory of the project
     Notes:
         By default, the config class looks for a file named aiomql.json.
-        You can change this by passing the filename keyword argument to the constructor.
+        You can change this by passing the filename and/or the config_dir keyword argument(s) to the constructor
+        or the load_config method.
         By passing reload=True to the load_config method, you can reload and search again for the config file.
     """
 
@@ -38,11 +38,16 @@ class Config:
     path: str = ""
     timeout: int = 60000
     record_trades: bool = True
-    filename: str
+    filename: str = "aiomql.json"
     win_percentage: float = 0.85
     records_dir = Path.home() / "Documents" / "Aiomql" / "Trade Records"
     config_dir: str = ''
     _initialize = True
+    state: dict = {}
+    root_dir: Path = Path('.').absolute().resolve()
+    task_queue: TaskQueue = TaskQueue()
+
+    _instance: 'Config'
 
     def __new__(cls, *args, **kwargs):
         if not hasattr(cls, "_instance"):
@@ -50,13 +55,17 @@ class Config:
         return cls._instance
 
     def __init__(self, **kwargs):
-        self.filename = kwargs.pop('filename', "aiomql.json")
-        self.config_dir = kwargs.pop('config_dir', '')
-        self.load_config(reload=kwargs.pop('reload', False))
+        reload = kwargs.pop('reload', False)
         [setattr(self, key, value) for key, value in kwargs.items()]
+        self.load_config(reload=reload)
+
+    def __setattr__(self, key, value):
+        if key == 'root_dir':
+            value = Path(value).absolute().resolve()
+        super().__setattr__(key, value)
 
     @staticmethod
-    def walk_to_root(path: str) -> Iterator[str]:
+    def walk_to_root(path: str | Path) -> Iterator[str]:
         if not os.path.exists(path):
             raise IOError("Starting path not found")
 
@@ -71,21 +80,15 @@ class Config:
             last_dir, current_dir = current_dir, parent_dir
 
     def find_config(self):
-        current_file = __file__
-        frame = _getframe()
-        while frame.f_code.co_filename == current_file:
-            if frame.f_back is None:
-                return None
-            frame = frame.f_back
-        frame_filename = frame.f_code.co_filename
-        path = os.path.dirname(os.path.abspath(frame_filename))
-        path = os.path.join(path, self.config_dir) if self.config_dir else path
-
-        for dirname in self.walk_to_root(path):
-            check_path = os.path.join(dirname, self.filename)
-            if os.path.isfile(check_path):
-                return check_path
-        return None
+        try:
+            path = self.root_dir / self.config_dir
+            for dirname in self.walk_to_root(path):
+                check_path = os.path.join(dirname, self.filename)
+                if os.path.isfile(check_path):
+                    return check_path
+            return None
+        except Exception as _:
+            return
 
     def load_config(self, file: str = None, reload: bool = True, filename: str = None, config_dir: str = ''):
         """Load configuration settings from a file."""

src/aiomql/core/models.py

@@ -24,7 +24,7 @@ class AccountInfo(Base):
         leverage: float
         profit: float
         point: float
-        amount: float = 0
+        amount: float
         equity: float
         credit: float
         margin: float

src/aiomql/core/task_queue.py

@@ -0,0 +1,48 @@
+import asyncio
+from typing import Coroutine, Callable, Awaitable
+from logging import getLogger
+
+logger = getLogger(__name__)
+
+
+class QueueItem:
+    def __init__(self, task: Callable | Awaitable | Coroutine, *args, **kwargs):
+        self.task = task
+        self.args = args
+        self.kwargs = kwargs
+
+    async def run(self):
+        try:
+            if asyncio.iscoroutinefunction(self.task):
+                return await self.task(*self.args, **self.kwargs)
+            else:
+                return self.task(*self.args, **self.kwargs)
+        except Exception as err:
+            logger.error(f'Error in running {self.task.__name__} with {str(self.args)}, {self.kwargs}: {err}')
+
+
+class TaskQueue:
+    def __init__(self):
+        self.queue = asyncio.Queue()
+
+    def add(self, item: QueueItem):
+        try:
+            self.queue.put_nowait(item)
+        except asyncio.QueueFull:
+            return
+
+    async def worker(self):
+        while True:
+            try:
+                item: QueueItem = self.queue.get_nowait()
+                await item.run()
+                self.queue.task_done()
+            except asyncio.QueueEmpty:
+                return
+
+    def add_task(self, item: Callable | Awaitable | Coroutine, *args, **kwargs):
+        self.add(QueueItem(item, *args, **kwargs))
+        asyncio.create_task(self.worker())
+
+    async def start(self):
+        await self.queue.join()

src/aiomql/executor.py

@@ -20,7 +20,7 @@ class Executor:
         self.workers: list[type(Strategy)] = []
         self.coroutines: dict[Coroutine | Callable: dict] = {}
         self.functions: dict[Callable: dict] = {}
-        self.bot = bot
+        self.bot: 'Bot' = bot
 
     def add_function(self, func: Callable, kwargs: dict):
         self.functions[func] = kwargs | {'bot': self.bot}
@@ -82,4 +82,4 @@ class Executor:
         with self.executor(max_workers=workers) as executor:
             [loop.run_in_executor(executor, self.trade, worker) for worker in self.workers]
             [loop.run_in_executor(executor, self.run, coro, kwargs) for coro, kwargs in self.coroutines.items()]
-            [loop.run_in_executor(executor, func, kwargs) for func, kwargs in self.functions.items()]
+            [loop.run_in_executor(executor, func, kwargs) for func, kwargs in self.functions.items()]

src/aiomql/lib/strategies/finger_trap.py

@@ -14,78 +14,74 @@ logger = logging.getLogger(__name__)
 
 
 class FingerTrap(Strategy):
-    trend_time_frame: TimeFrame
-    entry_time_frame: TimeFrame
+    ttf: TimeFrame
+    etf: TimeFrame
     trend: int
-    fast_period: int
-    slow_period: int
-    entry_period: int
+    fast_ema: int
+    slow_ema: int
+    entry_ema: int
     parameters: dict
-    entry_candles_count: int
-    trend_candles_count: int
+    ecc: int
+    tcc: int
     trader: Trader
     tracker: Tracker
-    parameters = {"trend": 3, "fast_period": 8, "slow_period": 34, "entry_time_frame": TimeFrame.M5,
-                   "trend_time_frame": TimeFrame.H1, "entry_period": 8,
-                   "trend_candles_count": 48, "entry_candles_count": 50}
+    parameters = {"trend": 3, "fast_ema": 8, "slow_ema": 20, "etf": TimeFrame.M5,
+                  "ttf": TimeFrame.H1, "entry_ema": 5, "tcc": 50, "ecc": 600}
 
     def __init__(self, *, symbol: Symbol, params: dict | None = None, trader: Trader = None, sessions: Sessions = None,
                  name: str = 'FingerTrap'):
         super().__init__(symbol=symbol, params=params, sessions=sessions, name=name)
         self.trader = trader or SimpleTrader(symbol=self.symbol)
-        self.tracker: Tracker = Tracker(snooze=self.trend_time_frame.time)
+        self.tracker: Tracker = Tracker(snooze=self.ttf.time)
 
     async def check_trend(self):
         try:
-            candles: Candles = await self.symbol.copy_rates_from_pos(timeframe=self.trend_time_frame,
-                                                            count=self.trend_candles_count)
+            candles: Candles = await self.symbol.copy_rates_from_pos(timeframe=self.ttf, count=self.tcc)
             if not ((current := candles[-1].time) >= self.tracker.trend_time):
-                self.tracker.new = False
+                self.tracker.update(new=False, order_type=None)
                 return
             self.tracker.update(new=True, trend_time=current)
-            candles.ta.ema(length=self.slow_period, append=True, fillna=0)
-            candles.ta.ema(length=self.fast_period, append=True, fillna=0)
-            candles.rename(inplace=True, **{f"EMA_{self.fast_period}": "fast", f"EMA_{self.slow_period}": "slow"})
-            # Compute
-            candles["fast_A_slow"] = candles.ta_lib.above(candles.fast, candles.slow)
-            candles["fast_B_slow"] = candles.ta_lib.below(candles.fast, candles.slow)
-            candles["close_A_fast"] = candles.ta_lib.above(candles.close, candles.fast)
-            candles["close_B_fast"] = candles.ta_lib.below(candles.close, candles.fast)
+            candles.ta.ema(length=self.slow_ema, append=True, fillna=0)
+            candles.ta.ema(length=self.fast_ema, append=True, fillna=0)
+            candles.rename(inplace=True, **{f"EMA_{self.fast_ema}": "fast", f"EMA_{self.slow_ema}": "slow"})
 
-            trend = candles[-self.trend: -1]
-            if all((c.is_bullish() and c.fast_A_slow and c.close_A_fast) for c in trend):
+            fas = candles.ta_lib.above(candles.fast, candles.slow) # fast above slow
+            fbs = candles.ta_lib.below(candles.fast, candles.slow) # fast below slow
+            caf = candles.ta_lib.above(candles.close, candles.fast) # close above fast
+            cbf = candles.ta_lib.below(candles.close, candles.fast) # close below fast
+            current = candles[-2]
+            if fas.iloc[-1] and caf.iloc[-1] and current.is_bullish():
                 self.tracker.update(trend="bullish")
 
-            elif all(c.is_bearish() and c.fast_B_slow and c.close_B_fast for c in trend):
+            elif fbs.iloc[-1] and cbf.iloc[-1] and current.is_bearish():
                 self.tracker.update(trend="bearish")
             else:
-                self.tracker.update(trend="ranging", snooze=self.trend_time_frame.time)
-        except Exception as exe:
-            logger.error(f"{exe}. Error in {self.__class__.__name__}.check_trend")
+                self.tracker.update(trend="ranging", snooze=self.ttf.time, order_type=None)
+        except Exception as err:
+            logger.error(f"{err} for {self.symbol} in {self.__class__.__name__}.check_trend")
+            self.tracker.update(snooze=self.ttf.time, order_type=None)
 
     async def confirm_trend(self):
         try:
-            candles = await self.symbol.copy_rates_from_pos(timeframe=self.entry_time_frame,
-                                                            count=self.entry_candles_count)
+            candles = await self.symbol.copy_rates_from_pos(timeframe=self.etf, count=self.ecc)
             if not ((current := candles[-1].time) >= self.tracker.entry_time):
-                self.tracker.new = False
+                self.tracker.update(new=False, order_type=None)
                 return
+
             self.tracker.update(new=True, entry_time=current)
-            candles.ta.ema(length=self.entry_period, append=True, fillna=0)
-            candles.rename(**{f"EMA_{self.entry_period}": "ema"})
-            candles["close_A_ema"] = candles.ta_lib.above(candles.close, candles.ema)
-            candles["close_B_ema"] = candles.ta_lib.below(candles.close, candles.ema)
-            candles["close_XA_ema"] = candles.ta_lib.cross(candles.close, candles.ema)
-            candles["close_XB_ema"] = candles.ta_lib.cross(candles.close, candles.ema, above=False)
-            current = candles[-2]
-            if self.tracker.bullish and current.close_XA_ema:
-                self.tracker.update(snooze=self.entry_time_frame.time, order_type=OrderType.BUY)
-            elif self.tracker.bearish and current.close_XB_ema:
-                self.tracker.update(snooze=self.entry_time_frame.time, order_type=OrderType.SELL)
+            candles.ta.ema(length=self.entry_ema, append=True)
+            candles.rename(**{f"EMA_{self.entry_ema}": "ema"})
+            cae = candles.ta_lib.cross(candles.close, candles.ema)
+            cbe = candles.ta_lib.cross(candles.close, candles.ema, above=False)
+            if self.tracker.bullish and any([cae.iloc[-1], cae.iloc[-2]]):
+                self.tracker.update(snooze=self.ttf.time, order_type=OrderType.BUY)
+            elif self.tracker.bearish and any([cbe.iloc[-1], cbe.iloc[-2]]):
+                self.tracker.update(snooze=self.ttf.time, order_type=OrderType.SELL)
             else:
-                self.tracker.update(snooze=self.entry_time_frame.time, order_type=None)
-        except Exception as exe:
-            logger.error(f"{exe} Error in {self.name}.confirm_trend")
+                self.tracker.update(snooze=self.etf.time, order_type=None)
+        except Exception as err:
+            logger.error(f"{err} for {self.symbol} in {self.__class__.__name__}.confirm_trend\n")
+            self.tracker.update(snooze=self.etf.time, order_type=None)
 
     async def watch_market(self):
         await self.check_trend()
@@ -95,6 +91,7 @@ class FingerTrap(Strategy):
     async def trade(self):
         logger.info(f"Trading {self.symbol}")
         async with self.sessions as sess:
+            await self.sleep(self.ttf.time)
             while True:
                 await sess.check()
                 try:
@@ -108,6 +105,5 @@ class FingerTrap(Strategy):
                     await self.trader.place_trade(order_type=self.tracker.order_type, parameters=self.parameters)
                     await self.sleep(self.tracker.snooze)
                 except Exception as err:
-                    logger.error(f"Error: {err}\t Symbol: {self.symbol} in {self.__class__.__name__}.trade")
-                    await self.sleep(self.trend_time_frame.time)
-                    continue
+                    logger.error(f"{err} For {self.symbol} in {self.__class__.__name__}.trade\n")
+                    await self.sleep(self.ttf.time)

src/aiomql/lib/symbols/forex_symbol.py

@@ -1,19 +1,71 @@
 from ...symbol import Symbol
 from ...core.exceptions import VolumeError
 
-
 class ForexSymbol(Symbol):
     """Subclass of Symbol for Forex Symbols. Handles the conversion of currency and the computation of stop loss,
     take profit and volume.
     """
+    def compute_points(self, *, amount: float, volume) -> float:
+        """Compute the number of points required for a trade. Given the amount and the volume of the trade.
+        Args:
+            amount (float): Amount to trade
+            volume (float): Volume to trade
+        """
+        points = amount / (volume * self.point * self.trade_contract_size)
+        return points
+    
+    async def compute_volume_points(self, *, amount: float, points: float, use_limits=False, round_down: bool = True,
+                                    adjust: float = False) -> tuple[float, float]:
+        """Compute the volume and points required for a trade. Given the amount and the number of points.
 
-    async def compute_volume(self, *, amount: float, points, use_limits=False) -> float:
+        Args:
+            amount (float): Amount to trade
+            points (float): Number of points
+            round_down: round down the computed volume to the nearest step default True
+            adjust: Adjust the points if the computed volume is outside the range of permitted volumes
+            use_limits: Adjust the computed volume to the nearest permitted volume if the computed volume is outside
+        """
+        amount = await self.check_amount(amount)
+        volume = amount / (self.point * points * self.trade_contract_size)
+        volume = self.round_off_volume(volume, round_down=round_down)
+        if (chk_vol := self.check_volume(volume))[0]:
+            if adjust:
+                points = self.compute_points(amount=amount, volume=volume)
+            return volume, points
+
+        if use_limits:
+            vol = chk_vol[1]
+            if adjust:
+                points = self.compute_points(amount=amount, volume=vol)
+            return vol, points
+        raise VolumeError(f"Incorrect Volume. Computed Volume outside the range of permitted volumes")
+
+    async def compute_volume_sl(self, *, amount: float, price: float, sl: float,
+                                use_limits=False, adjust: bool = False, round_down: bool = True) -> tuple[float, float]:
+        amount = await self.check_amount(amount)
+        volume = amount / ((price - sl) * self.trade_contract_size)
+        volume = self.round_off_volume(volume, round_down=round_down)
+        sign = volume / abs(volume) if volume else 1
+        if (chk_vol := self.check_volume(abs(volume)))[0]:
+            if adjust:
+                sl = price - (amount / (volume * self.trade_contract_size))
+                return abs(volume), sl
+            return abs(volume), sl
+        if use_limits:
+            vol = chk_vol[1] * sign
+            if adjust:
+                sl = price - (amount / (vol * self.trade_contract_size))
+            return abs(vol), sl
+        raise VolumeError(f"Incorrect Volume. Computed Volume outside the range of permitted volumes")
+
+    async def compute_volume(self, *, amount: float, points, use_limits=False, round_down=True) -> float:
         """Compute volume given an amount to risk and target points. Round the computed volume to the nearest step.
 
         Args:
             amount (float): Amount to risk. Given in terms of the account currency.
             points (float): Target points.
             use_limits (bool): If True, the computed volume checked against the maximum and minimum volume.
+            round_down: round down the computed volume to the nearest step default True
 
         Returns:
             float: volume
@@ -21,10 +73,9 @@ class ForexSymbol(Symbol):
         Raises:
             VolumeError: If the computed volume is less than the minimum volume or greater than the maximum volume.
         """
-        if self.currency_profit != self.account.currency:
-            amount = await self.convert_currency(amount=amount, base=self.currency_profit, quote=self.account.currency)
+        amount = await self.check_amount(amount)
         volume = amount / (self.point * points * self.trade_contract_size)
-        volume = self.round_off_volume(volume)
+        volume = self.round_off_volume(volume, round_down=round_down)
         if self.check_volume(volume)[0]:
             return volume
         if use_limits:

src/aiomql/lib/traders/simple_trader.py

@@ -3,26 +3,22 @@ from logging import getLogger
 from ..symbols import ForexSymbol
 from ...ram import RAM
 from ...core.models import OrderType
-from ...positions import Positions
 from ...trader import Trader
 
 logger = getLogger(__name__)
 
 
 class SimpleTrader(Trader):
-    """A simple trader class. Limits the number of loosing trades per symbol"""
-    def __init__(self, *, symbol: ForexSymbol, ram: RAM = None, loss_limit: int = 3):
+    """A simple trader class"""
+    def __init__(self, *, symbol: ForexSymbol, ram: RAM = None):
         """Initializes the order object and RAM instance
-        The default risk to reward ratio is 1:1.
 
         Args:
             symbol (Symbol): Financial instrument
             ram (RAM): Risk Assessment and Management instance
-            loss_limit (int): Maximum number of losing trades allowed at a time.
         """
-        ram = ram or RAM(risk_to_reward=1, points=100)
+        ram = ram or RAM(risk_to_reward=2)
         super().__init__(symbol=symbol, ram=ram)
-        self.loss_limit = loss_limit
 
     async def create_order(self, *, order_type: OrderType):
         """Complete the order object with the required values. Creates a simple order.
@@ -30,16 +26,16 @@ class SimpleTrader(Trader):
         Args:
             order_type (OrderType): Type of order
         """
-        positions = await Positions().positions_get()
-        loosing = [trade for trade in positions if trade.profit < 0]
-        if (losses := len(loosing)) > self.loss_limit:
-            raise RuntimeError(f"Last {losses} trades in a losing position")
-        points = self.ram.points or self.symbol.trade_stops_level * 3
+        losing = await self.ram.check_losing_positions()
+        if losing:
+            raise RuntimeError(f"More than {self.ram.loss_limit} losing positions")
         amount = await self.ram.get_amount()
-        self.order.volume = await self.symbol.compute_volume(amount=amount, points=points)
+        points = self.symbol.compute_points(amount=amount, volume=self.symbol.volume_min)
+        self.order.volume = self.symbol.volume_min
         self.order.type = order_type
-        self.order.comment = self.parameters.get('name', '')
-        await self.set_trade_stop_levels(points=points)
+        self.order.comment = self.parameters.get('name', 'SimpleTrader')
+        tick = await self.symbol.info_tick()
+        self.set_trade_stop_levels(points=points, tick=tick)
 
     async def place_trade(self, order_type: OrderType, parameters: dict = None):
         """Places a trade based on the order_type."""

src/aiomql/order.py

@@ -1,7 +1,7 @@
 """Order Class"""
 from logging import getLogger
 
-from .core.models import TradeRequest, OrderSendResult, OrderCheckResult, TradeOrder
+from .core.models import TradeRequest, OrderSendResult, OrderCheckResult, TradeOrder, SymbolInfo
 from .core.constants import TradeAction, OrderTime, OrderFilling
 from .core.exceptions import SymbolError, OrderError
 from .symbol import Symbol
@@ -23,14 +23,9 @@ class Order(TradeRequest):
             action (TradeAction.DEAL): Trade action
             type_time (OrderTime.DAY): Order time
             type_filling (OrderFilling.FOK): Order filling
-
-        Raises:
-            SymbolError: If symbol is not provided
         """
-        if 'symbol' not in kwargs:
-            raise SymbolError('symbol is required')
-        sym = kwargs.pop('symbol')
-        self.symbol = sym.name if isinstance(sym, Symbol) else sym
+        if 'symbol' in kwargs:
+            kwargs['symbol'] = str(kwargs['symbol'])
         self.action = kwargs.pop('action', TradeAction.DEAL)
         self.type_time = kwargs.pop('type_time', OrderTime.DAY)
         self.type_filling = kwargs.pop('type_filling', OrderFilling.FOK)

src/aiomql/positions.py

@@ -69,8 +69,13 @@ class Positions:
                       type=order_type.opposite)
         return await order.send()
 
+    async def close_by(self, pos: TradePosition):
+        """Close an open position for the trading account."""
+        order = Order(position=pos.ticket, symbol=pos.symbol, volume=pos.volume, type=pos.type.opposite, price=pos.price_current)
+        return await order.send()
+
     async def close_all(self, symbol: str = '', group: str = '') -> int:
-        """Close all open positions for the trading account.
+        """Close all open positions for the trading account. Specify a symbol or group to filter positions.
 
         Keyword Args:
             symbol (str): Financial instrument name.
@@ -82,8 +87,6 @@ class Positions:
         symbol = symbol or self.symbol
         group = group or self.group
         positions = [pos for pos in await self.positions_get(symbol=symbol, group=group)]
-        orders = [self.close(price=pos.price_current, ticket=pos.ticket, order_type=pos.type, volume=pos.volume,
-                             symbol=pos.symbol) for pos in positions]
-
+        orders = [self.close_by(pos) for pos in positions]
         results = await asyncio.gather(*[order for order in orders], return_exceptions=True)
-        return len([res for res in results if res.retcode == 10009])
+        return len([res for res in results if (res and res.retcode) == 10009])

src/aiomql/ram.py

@@ -1,37 +1,48 @@
 """Risk Assessment and Management"""
 from .account import Account
+from .positions import Positions
 
 
 class RAM:
     account: Account
     risk_to_reward: float
     risk: float
-    amount: float
     points: float
     pips: float
     min_amount: float
     max_amount: float
+    balance_level: float = 50
+    loss_limit: int = 3
 
-    def __init__(self, *, risk_to_reward: float = 1, risk: float = 0.01, amount: float = 0, **kwargs):
+    def __init__(self, *, risk_to_reward: float = 1, risk: float = 0.01, **kwargs):
         """Initialize Risk Assessment and Management with the provided keyword arguments.
 
         Keyword Args:
             risk_to_reward (float): Risk to reward ratio. Defaults to 1
             risk (float): Percentage of account balance to risk per trade 0.01 # 1%
-            amount (float): Amount to risk per trade in terms of account currency 0
             kwargs: extra keyword arguments are set as object attributes
         """
         self.risk_to_reward = risk_to_reward
         self.risk = risk
-        self.amount = amount
         self.account = Account()
         [setattr(self, key, value) for key, value in kwargs.items()]
 
     async def get_amount(self) -> float:
-        """Calculate the amount to risk per trade as a percentage of equity.
+        """Calculate the amount to risk per trade as a percentage of balance.
 
         Returns:
             float: Amount to risk per trade
         """
         await self.account.refresh()
-        return self.account.equity * self.risk
+        return self.account.balance * self.risk
+
+    async def check_losing_positions(self) -> bool:
+        positions = await Positions().positions_get()
+        positions.sort(key=lambda pos: pos.time_msc)
+        loosing = [trade for trade in positions if trade.profit <= 0]
+        return len(loosing) > self.loss_limit
+
+    async def check_balance_level(self) -> bool:
+        await self.account.refresh()
+        balance_level = (self.account.margin / self.account.balance) * 100
+        return balance_level >= self.balance_level

src/aiomql/records.py

@@ -102,7 +102,7 @@ class Records:
             else:
                 unclosed.append(row)
         unclosed = await asyncio.gather(*[self.update_row(row) for row in unclosed])
-        return closed + unclosed
+        return closed + list(unclosed)
 
     async def update_records(self):
         """Update trade records in the records_dir folder."""

src/aiomql/result.py

@@ -1,5 +1,7 @@
+import asyncio
 import csv
 from logging import getLogger
+from threading import RLock
 
 from .core import Config
 from .core.models import OrderSendResult
@@ -34,22 +36,18 @@ class Result:
         return (self.parameters | self.result.get_dict(exclude={'retcode', 'comment', 'retcode_external', 'request_id', 'request'})
                 | {'actual_profit': 0, 'closed': False, 'win': False})
 
-    def to_csv(self):
+    async def to_csv(self):
         """Record trade results and associated parameters as a csv file
         """
         try:
             data = self.get_data()
             file = self.config.records_dir / f"{self.name}.csv"
             exists = file.exists()
-            with open(file, 'a', newline='') as fh:
-                writer = csv.DictWriter(fh, fieldnames=sorted(list(data.keys())), extrasaction='ignore', restval=None)
-                if not exists:
-                    writer.writeheader()
-                writer.writerow(data)
+            with RLock():
+                with open(file, 'a', newline='') as fh:
+                    writer = csv.DictWriter(fh, fieldnames=sorted(list(data.keys())), extrasaction='ignore', restval=None)
+                    if not exists:
+                        writer.writeheader()
+                    writer.writerow(data)
         except Exception as err:
-            logger.error(f'Error: {err}. Unable to save trade results')
-
-    async def save_csv(self):
-        """Save trade results and associated parameters as a csv file in a separate thread
-        """
-        self.to_csv()
+            logger.error(f'Error: {err}. Unable to save trade results')

src/aiomql/symbol.py

@@ -2,6 +2,7 @@
 from datetime import datetime
 from logging import getLogger
 from math import log10, ceil
+import decimal
 
 from .core.constants import TimeFrame, CopyTicks
 from .core.models import SymbolInfo, BookInfo
@@ -9,6 +10,8 @@ from .ticks import Tick
 from .account import Account
 from .candle import Candles
 from .ticks import Ticks
+from .utils import round_off
+
 
 logger = getLogger(__name__)
 
@@ -165,17 +168,22 @@ class Symbol(SymbolInfo):
         else:
             return check, self.volume_max
 
-    def round_off_volume(self, volume) -> float:
+    def round_off_volume(self, volume: float, round_down: bool = True) -> float:
         """Round off the volume to the nearest volume step.
 
         Args:
             volume (float): Volume to round off
+            down (bool): If True, round down. If False, round up. Optional unnamed parameter. Defaults to True.
 
         Returns:
             float: Rounded off volume
         """
-        step = ceil(abs(log10(self.volume_step)))
-        return round(volume, step)
+        return round_off(value=volume, step=self.volume_step, round_down=round_down)
+
+    async def check_amount(self, amount: float) -> float:
+        if self.currency_profit != self.account.currency:
+            amount = await self.convert_currency(amount=amount, base=self.currency_profit, quote=self.account.currency)
+        return amount
 
     async def compute_volume(self, *args, **kwargs) -> float:
         """Computes the volume required for a trade usually based on the amount and any other keyword arguments.

src/aiomql/ticks.py

@@ -120,7 +120,7 @@ class Ticks:
             return self._data[index]
 
         item = self._data.iloc[index]
-        return Tick(Index=index, **item)
+        return Tick(**item, Index=index)
 
     def __setitem__(self, index, value: Series):
         if isinstance(value, Series):

src/aiomql/trader.py

@@ -7,6 +7,7 @@ from zoneinfo import ZoneInfo
 
 from .order import Order
 from .symbol import Symbol as _Symbol
+from .ticks import Tick
 from .ram import RAM
 from .core.models import OrderType, OrderSendResult
 from .core.config import Config
@@ -43,19 +44,15 @@ class Trader(ABC):
         self.ram = ram or RAM()
         self.parameters = {}
 
-    @abstractmethod
-    async def create_order(self, *args, **kwargs):
-        """Complete the order object with the required values. Creates a simple order."""
-
-    async def set_order_limits(self, *, pips: float):
+    def set_order_limits(self, *, pips: float, tick: Tick):
         """Sets the stop loss and take profit for the order. This method uses pips as defined for forex instruments.
 
         Args:
             pips: Target pips
+            tick: Tick object
         """
         pips = pips * self.symbol.pip
         sl, tp = pips, pips * self.ram.risk_to_reward
-        tick = await self.symbol.info_tick()
         if self.order.type == OrderType.BUY:
             self.order.sl, self.order.tp = round(tick.ask - sl, self.symbol.digits), round(tick.ask + tp,
                                                                                            self.symbol.digits)
@@ -67,15 +64,15 @@ class Trader(ABC):
         else:
             raise ValueError(f"Invalid order type: {self.order.type}")
 
-    async def set_trade_stop_levels(self, *, points):
-        """Set the stop loss and take profit levels of the order based on the points.
+    def set_trade_stop_levels(self, *, points: float, tick: Tick):
+        """Set the stop loss and take profit levels of the order based on the points and price tick.
 
         Args:
             points: Target points
+            tick: Tick object
         """
         points = points * self.symbol.point
         sl, tp = points, points * self.ram.risk_to_reward
-        tick = await self.symbol.info_tick()
         if self.order.type == OrderType.BUY:
             self.order.sl, self.order.tp = round(tick.ask - sl, self.symbol.digits), round(tick.ask + tp,
                                                                                            self.symbol.digits)
@@ -93,22 +90,22 @@ class Trader(ABC):
         """
         check = await self.order.check()
         if check.retcode != 0:
-            logger.warning(f"""Unable to place order for {self.symbol}\n
-            {dict_to_string(check.get_dict(include={'comment', 'retcode'}) | check.request._asdict(), multi=True)}""")
+            logger.warning(f"""Invalid order for {self.symbol}
+            \r\r{dict_to_string(check.request._asdict() | check.get_dict(include={'comment', 'retcode'}))}""")
             return False
         return True
 
-    async def send_order(self):
+    async def send_order(self) -> OrderSendResult:
         """Send the order to the broker."""
         result = await self.order.send()
         if result.retcode != 10009:
-            logger.warning(f"""Unable to place order for {self.symbol}\n
-                           {dict_to_string(result.get_dict(include={'comment', 'retcode'}) | result.request._asdict(), 
-                                           multi=True)}\n""")
-            return
-        logger.info(f"""Placed Trade for {self.symbol}\n{dict_to_string(
-            result.get_dict(exclude={'request', 'retcode_external', 'retcode', 'request_id'}), multi=True)}\n""")
+            logger.warning(f"""Unable to place order for {self.symbol}
+            \r\r{dict_to_string(result.request._asdict() | result.get_dict(include={'comment', 'retcode'}))}\n""")
+            return result
+        logger.info(f"""Placed Trade for {self.symbol}
+        \r\r{dict_to_string(result.get_dict(exclude={'request', 'retcode_external', 'retcode', 'request_id'}), multi=True)}\n""")
         await self.record_trade(result, parameters=self.parameters.copy())
+        return result
 
     async def record_trade(self, result: OrderSendResult, parameters: dict = None, name: str = ''):
         """Record the trade in a csv file.
@@ -128,7 +125,7 @@ class Trader(ABC):
         params["date"] = str(date.date())
         params["time"] = str(date.time())
         res = Result(result=result, parameters=params, name=name)
-        await res.save_csv()
+        self.config.task_queue.add_task(res.to_csv)
 
     @abstractmethod
     async def place_trade(self, *args, **kwargs):

src/aiomql/utils.py

@@ -1,15 +1,24 @@
 """Utility functions for aiomql."""
 
+import decimal
 
-def dict_to_string(data: dict, multi=False) -> str:
-    """Convert a dict to a string. Use for logging.
+
+def dict_to_string(data: dict, multi=True) -> str:
+    """Convert a dict to a string. Useful for logging.
 
     Args:
         data (dict): The dict to convert.
-        multi (bool, optional): If True, each key-value pair will be on a new line. Defaults to False.
+        multi (bool, optional): If True, each key-value pair will be on a new line. Defaults to True.
 
     Returns:
         str: The string representation of the dict.
     """
     sep = '\n' if multi else ', '
-    return f"{sep}".join(f"{key}: {value}" for key, value in data.items())
+    return f"{sep}".join(f"{key}: {value}" for key, value in data.items())
+
+
+def round_off(value: float, step: float, round_down: bool = True) -> float:
+    """Round off a number to the nearest step."""
+    with decimal.localcontext() as ctx:
+        ctx.rounding = decimal.ROUND_DOWN if round_down else decimal.ROUND_UP
+        return float(decimal.Decimal(str(value)).quantize(decimal.Decimal(str(step))))