mirror of
https://github.com/Ichinga-Samuel/aiomql.git
synced 2026-08-15 12:58:06 +00:00
minor bug fix
This commit is contained in:
Ichinga Samuel
+1
-1
@@ -15,7 +15,6 @@ dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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@@ -45,6 +44,7 @@ nosetests.xml
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coverage.xml
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*,cover
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.hypothesis/
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scrap.py
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# Translations
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*.mo
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+461
-143
@@ -12,6 +12,8 @@
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* [aiomql.bot\_builder](#aiomql.bot_builder)
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* [Bot](#aiomql.bot_builder.Bot)
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* [initialize](#aiomql.bot_builder.Bot.initialize)
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* [add\_function](#aiomql.bot_builder.Bot.add_function)
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* [add\_coroutine](#aiomql.bot_builder.Bot.add_coroutine)
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* [execute](#aiomql.bot_builder.Bot.execute)
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* [start](#aiomql.bot_builder.Bot.start)
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* [add\_strategy](#aiomql.bot_builder.Bot.add_strategy)
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@@ -107,6 +109,7 @@
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* [add\_workers](#aiomql.executor.Executor.add_workers)
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* [remove\_workers](#aiomql.executor.Executor.remove_workers)
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* [add\_worker](#aiomql.executor.Executor.add_worker)
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* [trade](#aiomql.executor.Executor.trade)
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* [run](#aiomql.executor.Executor.run)
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* [execute](#aiomql.executor.Executor.execute)
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* [aiomql.history](#aiomql.history)
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@@ -120,14 +123,13 @@
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* [aiomql.lib.strategies.finger\_trap](#aiomql.lib.strategies.finger_trap)
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* [Entry](#aiomql.lib.strategies.finger_trap.Entry)
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* [aiomql.lib.strategies](#aiomql.lib.strategies)
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* [aiomql.lib.symbols.crypto\_symbol](#aiomql.lib.symbols.crypto_symbol)
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* [CryptoSymbol](#aiomql.lib.symbols.crypto_symbol.CryptoSymbol)
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* [compute\_volume](#aiomql.lib.symbols.crypto_symbol.CryptoSymbol.compute_volume)
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* [aiomql.lib.symbols.forex\_symbol](#aiomql.lib.symbols.forex_symbol)
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* [ForexSymbol](#aiomql.lib.symbols.forex_symbol.ForexSymbol)
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* [pip](#aiomql.lib.symbols.forex_symbol.ForexSymbol.pip)
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* [compute\_volume](#aiomql.lib.symbols.forex_symbol.ForexSymbol.compute_volume)
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* [aiomql.lib.symbols](#aiomql.lib.symbols)
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* [aiomql.lib.traders.simple\_deal\_trader](#aiomql.lib.traders.simple_deal_trader)
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* [DealTrader](#aiomql.lib.traders.simple_deal_trader.DealTrader)
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* [create\_order](#aiomql.lib.traders.simple_deal_trader.DealTrader.create_order)
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* [aiomql.lib.traders](#aiomql.lib.traders)
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* [aiomql.lib](#aiomql.lib)
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* [aiomql.order](#aiomql.order)
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@@ -144,12 +146,12 @@
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* [\_\_init\_\_](#aiomql.positions.Positions.__init__)
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* [positions\_total](#aiomql.positions.Positions.positions_total)
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* [positions\_get](#aiomql.positions.Positions.positions_get)
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* [close](#aiomql.positions.Positions.close)
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* [close\_all](#aiomql.positions.Positions.close_all)
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* [aiomql.ram](#aiomql.ram)
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* [RAM](#aiomql.ram.RAM)
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* [\_\_init\_\_](#aiomql.ram.RAM.__init__)
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* [get\_amount](#aiomql.ram.RAM.get_amount)
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* [get\_volume](#aiomql.ram.RAM.get_volume)
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* [aiomql.records](#aiomql.records)
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* [Records](#aiomql.records.Records)
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* [\_\_init\_\_](#aiomql.records.Records.__init__)
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@@ -163,6 +165,18 @@
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* [\_\_init\_\_](#aiomql.result.Result.__init__)
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* [to\_csv](#aiomql.result.Result.to_csv)
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* [save\_csv](#aiomql.result.Result.save_csv)
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* [aiomql.sessions](#aiomql.sessions)
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* [delta](#aiomql.sessions.delta)
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* [Session](#aiomql.sessions.Session)
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* [\_\_init\_\_](#aiomql.sessions.Session.__init__)
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* [begin](#aiomql.sessions.Session.begin)
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* [close](#aiomql.sessions.Session.close)
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* [action](#aiomql.sessions.Session.action)
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* [until](#aiomql.sessions.Session.until)
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* [Sessions](#aiomql.sessions.Sessions)
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* [find](#aiomql.sessions.Sessions.find)
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* [find\_next](#aiomql.sessions.Sessions.find_next)
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* [check](#aiomql.sessions.Sessions.check)
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* [aiomql.strategy](#aiomql.strategy)
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* [Strategy](#aiomql.strategy.Strategy)
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* [\_\_init\_\_](#aiomql.strategy.Strategy.__init__)
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@@ -178,7 +192,10 @@
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* [book\_add](#aiomql.symbol.Symbol.book_add)
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* [book\_get](#aiomql.symbol.Symbol.book_get)
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* [book\_release](#aiomql.symbol.Symbol.book_release)
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* [check\_volume](#aiomql.symbol.Symbol.check_volume)
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* [round\_off\_volume](#aiomql.symbol.Symbol.round_off_volume)
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* [compute\_volume](#aiomql.symbol.Symbol.compute_volume)
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* [convert\_currency](#aiomql.symbol.Symbol.convert_currency)
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* [currency\_conversion](#aiomql.symbol.Symbol.currency_conversion)
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* [copy\_rates\_from](#aiomql.symbol.Symbol.copy_rates_from)
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* [copy\_rates\_from\_pos](#aiomql.symbol.Symbol.copy_rates_from_pos)
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@@ -205,6 +222,9 @@
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* [\_\_init\_\_](#aiomql.trader.Trader.__init__)
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* [create\_order](#aiomql.trader.Trader.create_order)
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* [set\_order\_limits](#aiomql.trader.Trader.set_order_limits)
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* [set\_trade\_stop\_levels](#aiomql.trader.Trader.set_trade_stop_levels)
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* [check\_order](#aiomql.trader.Trader.check_order)
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* [record\_trade](#aiomql.trader.Trader.record_trade)
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* [place\_trade](#aiomql.trader.Trader.place_trade)
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* [aiomql.utils](#aiomql.utils)
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* [dict\_to\_string](#aiomql.utils.dict_to_string)
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@@ -355,7 +375,7 @@ The bot class. Create a bot instance to run your strategies.
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- `account` _Account_ - Account Object.
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- `executor` - The default thread executor.
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- `symbols` _set[Symbols]_ - A set of symbols for the trading session
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- `symbols` _list[Symbols]_ - A set of symbols for the trading session
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<a id="aiomql.bot_builder.Bot.initialize"></a>
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@@ -371,6 +391,37 @@ Prepares the bot by signing in to the trading account and initializing the symbo
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SystemExit if sign in was not successful
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<a id="aiomql.bot_builder.Bot.add_function"></a>
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||||
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#### add\_function
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||||
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```python
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def add_function(func: Callable, **kwargs: dict)
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||||
```
|
||||
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Add a function to the executor.
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||||
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||||
**Arguments**:
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||||
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||||
- `func` _Callable_ - A function to be executed
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||||
- `**kwargs` _dict_ - Keyword arguments for the function
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||||
|
||||
<a id="aiomql.bot_builder.Bot.add_coroutine"></a>
|
||||
|
||||
#### add\_coroutine
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||||
|
||||
```python
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||||
def add_coroutine(coro: Coroutine, **kwargs)
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||||
```
|
||||
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||||
Add a coroutine to the executor.
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||||
|
||||
**Arguments**:
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||||
|
||||
- `coro` _Coroutine_ - A coroutine to be executed
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||||
- `**kwargs` _dict_ - keyword arguments for the coroutine
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||||
|
||||
|
||||
<a id="aiomql.bot_builder.Bot.execute"></a>
|
||||
|
||||
#### execute
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||||
@@ -460,7 +511,7 @@ async def init_symbol(symbol: Symbol) -> Symbol
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||||
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Initialize a symbol before the beginning of a trading sessions.
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Removes it from the list of symbols if it was not successfully initialized or not available
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for the current market.
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for the account.
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|
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**Arguments**:
|
||||
|
||||
@@ -2223,6 +2274,8 @@ Executor class for running multiple strategies on multiple symbols concurrently.
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- `executor` _ThreadPoolExecutor_ - The executor object.
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- `workers` _list_ - List of strategies.
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- `coroutines` _dict[Coroutine, dict]_ - A dictionary of coroutines to run in the executor
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- `functions` _dict[Callable, dict]_ - A dictionary of functions to run in the executor
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|
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<a id="aiomql.executor.Executor.add_workers"></a>
|
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|
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@@ -2243,15 +2296,11 @@ Add multiple strategies at once
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#### remove\_workers
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```python
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def remove_workers(*symbols: Sequence[Symbol])
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def remove_workers()
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```
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Removes any worker running on a symbol not successfully initialized.
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**Arguments**:
|
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- `*symbols` - Successfully initialized symbols.
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|
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<a id="aiomql.executor.Executor.add_worker"></a>
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|
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#### add\_worker
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@@ -2266,13 +2315,13 @@ Add a strategy instance to the list of workers
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|
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- `strategy` _Strategy_ - A strategy object
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|
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<a id="aiomql.executor.Executor.run"></a>
|
||||
<a id="aiomql.executor.Executor.trade"></a>
|
||||
|
||||
#### run
|
||||
#### trade
|
||||
|
||||
```python
|
||||
@staticmethod
|
||||
def run(strategy: type(Strategy))
|
||||
def trade(strategy: type(Strategy))
|
||||
```
|
||||
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Wraps the coroutine trade method of each strategy with 'asyncio.run'.
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@@ -2281,6 +2330,21 @@ Wraps the coroutine trade method of each strategy with 'asyncio.run'.
|
||||
|
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- `strategy` _Strategy_ - A strategy object
|
||||
|
||||
<a id="aiomql.executor.Executor.run"></a>
|
||||
|
||||
#### run
|
||||
|
||||
```python
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def run(func, kwargs: dict)
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||||
```
|
||||
|
||||
Run a coroutine function
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `func` - The coroutine. A variadic function.
|
||||
- `kwargs` - A dictionary of keyword arguments for the function
|
||||
|
||||
<a id="aiomql.executor.Executor.execute"></a>
|
||||
|
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#### execute
|
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@@ -2333,8 +2397,8 @@ The history class handles completed trade deals and trade orders in the trading
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||||
|
||||
```python
|
||||
def __init__(*,
|
||||
date_from: datetime | float = 0,
|
||||
date_to: datetime | float = 0,
|
||||
date_from: datetime | float = None,
|
||||
date_to: datetime | float = None,
|
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group: str = "",
|
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ticket: int = 0,
|
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position: int = 0)
|
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@@ -2441,7 +2505,7 @@ Get total number of orders within the specified period in the constructor.
|
||||
class Entry()
|
||||
```
|
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|
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Entry class for FingerTrap strategy.Will be used to store entry conditions and other entry related data.
|
||||
Entry class for FingerTrap strategy. Will be used to store entry conditions and other entry related data.
|
||||
|
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**Attributes**:
|
||||
|
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@@ -2450,15 +2514,53 @@ Entry class for FingerTrap strategy.Will be used to store entry conditions and o
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- `ranging` _bool_ - True if the market is ranging
|
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- `snooze` _float_ - Time to wait before checking for entry conditions
|
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- `trend` _str_ - The current trend of the market
|
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- `last_candle` _Candle_ - The last candle of the market
|
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- `new` _bool_ - True if the last candle is new
|
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- `order_type` _OrderType_ - The type of order to place
|
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- `pips` _int_ - The number of pips to place the order from the current price
|
||||
|
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<a id="aiomql.lib.strategies"></a>
|
||||
|
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# aiomql.lib.strategies
|
||||
|
||||
<a id="aiomql.lib.symbols.crypto_symbol"></a>
|
||||
|
||||
# aiomql.lib.symbols.crypto\_symbol
|
||||
|
||||
<a id="aiomql.lib.symbols.crypto_symbol.CryptoSymbol"></a>
|
||||
|
||||
## CryptoSymbol Objects
|
||||
|
||||
```python
|
||||
class CryptoSymbol(Symbol)
|
||||
```
|
||||
|
||||
Subclass of Symbol for Crypto/Fiat Symbols. Handles the computation of volume based on the amount to risk.
|
||||
|
||||
<a id="aiomql.lib.symbols.crypto_symbol.CryptoSymbol.compute_volume"></a>
|
||||
|
||||
#### compute\_volume
|
||||
|
||||
```python
|
||||
async def compute_volume(*, amount: float, points, use_limits=False) -> float
|
||||
```
|
||||
|
||||
Compute volume given an amount to risk and target pips. Round the computed volume to the nearest step.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `amount` _float_ - Amount to risk. Given in terms of the account currency.
|
||||
- `points` _float_ - Target pips.
|
||||
- `use_limits` _bool_ - If True, the computed volume checked against the maximum and minimum volume.
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `float` - volume
|
||||
|
||||
|
||||
**Raises**:
|
||||
|
||||
- `VolumeError` - If the computed volume is less than the minimum volume or greater than the maximum volume.
|
||||
|
||||
<a id="aiomql.lib.symbols.forex_symbol"></a>
|
||||
|
||||
# aiomql.lib.symbols.forex\_symbol
|
||||
@@ -2474,30 +2576,12 @@ class ForexSymbol(Symbol)
|
||||
Subclass of Symbol for Forex Symbols. Handles the conversion of currency and the computation of stop loss,
|
||||
take profit and volume.
|
||||
|
||||
<a id="aiomql.lib.symbols.forex_symbol.ForexSymbol.pip"></a>
|
||||
|
||||
#### pip
|
||||
|
||||
```python
|
||||
@property
|
||||
def pip()
|
||||
```
|
||||
|
||||
Returns the pip value of the symbol. This is ten times the point value for forex symbols.
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `float` - The pip value of the symbol.
|
||||
|
||||
<a id="aiomql.lib.symbols.forex_symbol.ForexSymbol.compute_volume"></a>
|
||||
|
||||
#### compute\_volume
|
||||
|
||||
```python
|
||||
async def compute_volume(*,
|
||||
amount: float,
|
||||
pips: float,
|
||||
use_minimum: bool = True) -> float
|
||||
async def compute_volume(*, amount: float, pips, use_limits=False) -> float
|
||||
```
|
||||
|
||||
Compute volume given an amount to risk and target pips. Round the computed volume to the nearest step.
|
||||
@@ -2506,11 +2590,7 @@ Compute volume given an amount to risk and target pips. Round the computed volum
|
||||
|
||||
- `amount` _float_ - Amount to risk. Given in terms of the account currency.
|
||||
- `pips` _float_ - Target pips.
|
||||
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `use_minimum` _bool_ - If True, the minimum volume is returned if the computed volume is less than the minimum volume.
|
||||
- `use_limits` _bool_ - If True, the computed volume checked against the maximum and minimum volume.
|
||||
|
||||
|
||||
**Returns**:
|
||||
@@ -2526,36 +2606,6 @@ Compute volume given an amount to risk and target pips. Round the computed volum
|
||||
|
||||
# aiomql.lib.symbols
|
||||
|
||||
<a id="aiomql.lib.traders.simple_deal_trader"></a>
|
||||
|
||||
# aiomql.lib.traders.simple\_deal\_trader
|
||||
|
||||
<a id="aiomql.lib.traders.simple_deal_trader.DealTrader"></a>
|
||||
|
||||
## DealTrader Objects
|
||||
|
||||
```python
|
||||
class DealTrader(Trader)
|
||||
```
|
||||
|
||||
A base class for placing trades based on the number of pips to target
|
||||
|
||||
<a id="aiomql.lib.traders.simple_deal_trader.DealTrader.create_order"></a>
|
||||
|
||||
#### create\_order
|
||||
|
||||
```python
|
||||
async def create_order(*, order_type: OrderType, pips: float = 0)
|
||||
```
|
||||
|
||||
Using the number of target pips it determines the lot size, stop loss and take profit for the order,
|
||||
and updates the order object with the values.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `order_type` _OrderType_ - Type of order
|
||||
- `pips` _float_ - Target pips
|
||||
|
||||
<a id="aiomql.lib.traders"></a>
|
||||
|
||||
# aiomql.lib.traders
|
||||
@@ -2770,25 +2820,50 @@ Get the number of open positions.
|
||||
#### positions\_get
|
||||
|
||||
```python
|
||||
async def positions_get()
|
||||
async def positions_get(symbol: str = '', group: str = '', ticket: int = 0)
|
||||
```
|
||||
|
||||
Get open positions with the ability to filter by symbol or ticket.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `symbol` _str_ - Financial instrument name.
|
||||
- `group` _str_ - The filter for arranging a group of necessary symbols. Optional named parameter. If the group
|
||||
is specified, the function returns only positions meeting a specified criteria for a symbol name.
|
||||
- `ticket` _int_ - Position ticket
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `list[TradePosition]` - A list of open trade positions
|
||||
|
||||
<a id="aiomql.positions.Positions.close"></a>
|
||||
|
||||
#### close
|
||||
|
||||
```python
|
||||
async def close(*, ticket: int, symbol: str, price: float, volume: float,
|
||||
order_type: OrderType)
|
||||
```
|
||||
|
||||
Close an open position for the trading account.
|
||||
|
||||
<a id="aiomql.positions.Positions.close_all"></a>
|
||||
|
||||
#### close\_all
|
||||
|
||||
```python
|
||||
async def close_all() -> int
|
||||
async def close_all(symbol: str = '', group: str = '') -> int
|
||||
```
|
||||
|
||||
Close all open positions for the trading account.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `symbol` _str_ - Financial instrument name.
|
||||
- `group` _str_ - The filter for specifying a group of symbols.
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `int` - Return number of positions closed.
|
||||
@@ -2812,21 +2887,21 @@ class RAM()
|
||||
#### \_\_init\_\_
|
||||
|
||||
```python
|
||||
def __init__(**kwargs)
|
||||
def __init__(*,
|
||||
risk_to_reward: float = 1,
|
||||
risk: float = 0.01,
|
||||
amount: float = 0,
|
||||
**kwargs)
|
||||
```
|
||||
|
||||
Risk Assessment and Management. All provided keyword arguments are set as attributes.
|
||||
Initialize Risk Assessment and Management with the provided keyword arguments.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `kwargs` _Dict_ - Keyword arguments.
|
||||
|
||||
Defaults:
|
||||
- `risk_to_reward` _float_ - Risk to reward ratio 1
|
||||
- `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
|
||||
- `pips` _float_ - Target pips 0
|
||||
- `volume` _float_ - Volume to trade 0
|
||||
- `kwargs` - extra keyword arguments are set as object attributes
|
||||
|
||||
<a id="aiomql.ram.RAM.get_amount"></a>
|
||||
|
||||
@@ -2836,7 +2911,7 @@ Risk Assessment and Management. All provided keyword arguments are set as attrib
|
||||
async def get_amount(risk: float = 0) -> float
|
||||
```
|
||||
|
||||
Calculate the amount to risk per trade as a percentage of free margin.
|
||||
Calculate the amount to risk per trade as a percentage of equity.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
@@ -2847,35 +2922,6 @@ Calculate the amount to risk per trade as a percentage of free margin.
|
||||
|
||||
- `float` - Amount to risk per trade
|
||||
|
||||
<a id="aiomql.ram.RAM.get_volume"></a>
|
||||
|
||||
#### get\_volume
|
||||
|
||||
```python
|
||||
async def get_volume(*,
|
||||
symbol: Symbol,
|
||||
pips: float = 0,
|
||||
amount: float = 0) -> float
|
||||
```
|
||||
|
||||
Calculate the volume to trade. if pips is not provided, the pips attribute is used.
|
||||
If the amount attribute or amount argument is zero, the amount is calculated using the get_amount method based on the risk.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `symbol` _Symbol_ - Financial instrument
|
||||
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `pips` _float_ - Target pips. Defaults to zero.
|
||||
- `amount` _float_ - Amount to risk per trade. Defaults to zero.
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `float` - Volume to trade
|
||||
|
||||
<a id="aiomql.records"></a>
|
||||
|
||||
# aiomql.records
|
||||
@@ -2906,7 +2952,8 @@ This utility class read trade records from csv files, and update them based on t
|
||||
def __init__(records_dir: Path = '')
|
||||
```
|
||||
|
||||
Initialize the Records class.
|
||||
Initialize the Records class. The main method of this class is update_records which you should call to update
|
||||
all the records specified in the records_dir.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
@@ -3020,7 +3067,7 @@ Prepare result data
|
||||
#### to\_csv
|
||||
|
||||
```python
|
||||
async def to_csv()
|
||||
def to_csv()
|
||||
```
|
||||
|
||||
Record trade results and associated parameters as a csv file
|
||||
@@ -3035,6 +3082,201 @@ async def save_csv()
|
||||
|
||||
Save trade results and associated parameters as a csv file in a separate thread
|
||||
|
||||
<a id="aiomql.sessions"></a>
|
||||
|
||||
# aiomql.sessions
|
||||
|
||||
Sessions allow you to run code at specific times of the day.
|
||||
|
||||
<a id="aiomql.sessions.delta"></a>
|
||||
|
||||
#### delta
|
||||
|
||||
```python
|
||||
def delta(obj: time)
|
||||
```
|
||||
|
||||
Get the timedelta of a datetime.time object.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `obj` _datetime.time_ - A datetime.time object.
|
||||
|
||||
<a id="aiomql.sessions.Session"></a>
|
||||
|
||||
## Session Objects
|
||||
|
||||
```python
|
||||
class Session()
|
||||
```
|
||||
|
||||
A session is a time period between two datetime.time objects specified in utc.
|
||||
|
||||
**Attributes**:
|
||||
|
||||
- `start` _datetime.time_ - The start time of the session.
|
||||
- `end` _datetime.time_ - The end time of the session.
|
||||
- `on_start` _str_ - The action to take when the session starts. Default is None.
|
||||
- `on_end` _str_ - The action to take when the session ends. Default is None.
|
||||
- `custom_start` _Callable_ - A custom function to call when the session starts. Default is None.
|
||||
- `custom_end` _Callable_ - A custom function to call when the session ends. Default is None.
|
||||
- `name` _str_ - A name for the session. Default is a combination of start and end.
|
||||
|
||||
|
||||
**Methods**:
|
||||
|
||||
- `begin` - Call the action specified in on_start or custom_start.
|
||||
- `close` - Call the action specified in on_end or custom_end.
|
||||
- `action` - Used by begin and close to call the action specified.
|
||||
- `delta` - Get the timedelta of a datetime.time object.
|
||||
- `until` - Get the seconds until the session starts from the current time.
|
||||
|
||||
<a id="aiomql.sessions.Session.__init__"></a>
|
||||
|
||||
#### \_\_init\_\_
|
||||
|
||||
```python
|
||||
def __init__(*,
|
||||
start: int | time,
|
||||
end: int | time,
|
||||
on_start: Literal['close_all', 'close_win', 'close_loss',
|
||||
'custom_start'] = None,
|
||||
on_end: Literal['close_all', 'close_win', 'close_loss',
|
||||
'custom_end'] = None,
|
||||
custom_start: Callable = None,
|
||||
custom_end: Callable = None,
|
||||
name: str = '')
|
||||
```
|
||||
|
||||
Create a session.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `start` _int | datetime.time_ - The start time of the session in UTC.
|
||||
- `end` _int | datetime.time_ - The end time of the session in UTC.
|
||||
- `on_start` _Literal['close_all', 'close_win', 'close_loss', 'custom_start']_ - The action to take when the
|
||||
session starts. Default is None.
|
||||
- `on_end` _Literal['close_all', 'close_win', 'close_loss', 'custom_end']_ - The action to take when the session
|
||||
ends. Default is None.
|
||||
- `custom_start` _Callable_ - A custom function to call when the session starts. Default is None.
|
||||
- `custom_end` _Callable_ - A custom function to call when the session ends. Default is None.
|
||||
- `name` _str_ - A name for the session. Default is a combination of start and end.
|
||||
|
||||
<a id="aiomql.sessions.Session.begin"></a>
|
||||
|
||||
#### begin
|
||||
|
||||
```python
|
||||
async def begin()
|
||||
```
|
||||
|
||||
Call the action specified in on_start or custom_start.
|
||||
|
||||
<a id="aiomql.sessions.Session.close"></a>
|
||||
|
||||
#### close
|
||||
|
||||
```python
|
||||
async def close()
|
||||
```
|
||||
|
||||
Call the action specified in on_end or custom_end.
|
||||
|
||||
<a id="aiomql.sessions.Session.action"></a>
|
||||
|
||||
#### action
|
||||
|
||||
```python
|
||||
async def action(action)
|
||||
```
|
||||
|
||||
Used by begin and close to call the action specified.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `action` _Literal['close_all', 'close_win', 'close_loss', 'custom_start', 'custom_end']_ - The action to take.
|
||||
|
||||
<a id="aiomql.sessions.Session.until"></a>
|
||||
|
||||
#### until
|
||||
|
||||
```python
|
||||
def until()
|
||||
```
|
||||
|
||||
Get the seconds until the session starts from the current time in seconds.
|
||||
|
||||
<a id="aiomql.sessions.Sessions"></a>
|
||||
|
||||
## Sessions Objects
|
||||
|
||||
```python
|
||||
class Sessions()
|
||||
```
|
||||
|
||||
Sessions allow you to run code at specific times of the day. It is a collection of Session objects.
|
||||
Sessions are sorted by start time. The sessions object is an asynchronous context manager.
|
||||
|
||||
**Attributes**:
|
||||
|
||||
- `sessions` _list[Session]_ - A list of Session objects.
|
||||
- `current_session` _Session_ - The current session.
|
||||
|
||||
|
||||
**Methods**:
|
||||
|
||||
- `find` - Find a session that contains a datetime.time object.
|
||||
- `find_next` - Find the next session that contains a datetime.time object.
|
||||
- `check` - Check if the current session has started and if not, wait until it starts.
|
||||
|
||||
<a id="aiomql.sessions.Sessions.find"></a>
|
||||
|
||||
#### find
|
||||
|
||||
```python
|
||||
def find(obj: time) -> Session | None
|
||||
```
|
||||
|
||||
Find a session that contains a datetime.time object.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `obj` _datetime.time_ - A datetime.time object.
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
Session | None: A Session object or None if not found.
|
||||
|
||||
<a id="aiomql.sessions.Sessions.find_next"></a>
|
||||
|
||||
#### find\_next
|
||||
|
||||
```python
|
||||
def find_next(obj: time) -> Session
|
||||
```
|
||||
|
||||
Find the next session that contains a datetime.time object.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `obj` _datetime.time_ - A datetime.time object.
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `Session` - A Session object.
|
||||
|
||||
<a id="aiomql.sessions.Sessions.check"></a>
|
||||
|
||||
#### check
|
||||
|
||||
```python
|
||||
async def check()
|
||||
```
|
||||
|
||||
Check if the current session has started and if not, wait until it starts.
|
||||
|
||||
<a id="aiomql.strategy"></a>
|
||||
|
||||
# aiomql.strategy
|
||||
@@ -3072,7 +3314,10 @@ The base class for creating strategies.
|
||||
#### \_\_init\_\_
|
||||
|
||||
```python
|
||||
def __init__(*, symbol: Symbol, params: dict = None)
|
||||
def __init__(*,
|
||||
symbol: Symbol,
|
||||
params: dict = None,
|
||||
sessions: Sessions = None)
|
||||
```
|
||||
|
||||
Initiate the parameters dict and add name and symbol fields.
|
||||
@@ -3281,36 +3526,75 @@ Cancels subscription of the MetaTrader 5 terminal to the Market Depth change eve
|
||||
|
||||
- `bool` - True if successful, otherwise – False.
|
||||
|
||||
<a id="aiomql.symbol.Symbol.check_volume"></a>
|
||||
|
||||
#### check\_volume
|
||||
|
||||
```python
|
||||
def check_volume(volume) -> tuple[bool, float]
|
||||
```
|
||||
|
||||
Check if the volume is within the limits of the symbol. If not, return the nearest limit.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `volume` _float_ - Volume to check
|
||||
|
||||
- `Returns` - tuple[bool, float]: Returns a tuple of a boolean and a float. The boolean indicates if the volume is
|
||||
within the limits of the symbol. The float is the volume to use if the volume is not within the limits of the
|
||||
symbol.
|
||||
|
||||
<a id="aiomql.symbol.Symbol.round_off_volume"></a>
|
||||
|
||||
#### round\_off\_volume
|
||||
|
||||
```python
|
||||
def round_off_volume(volume) -> float
|
||||
```
|
||||
|
||||
Round off the volume to the nearest volume step.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `volume` _float_ - Volume to round off
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `float` - Rounded off volume
|
||||
|
||||
<a id="aiomql.symbol.Symbol.compute_volume"></a>
|
||||
|
||||
#### compute\_volume
|
||||
|
||||
```python
|
||||
async def compute_volume(*,
|
||||
amount: float,
|
||||
pips: float,
|
||||
use_minimum: bool = True) -> float
|
||||
async def compute_volume(*args, **kwargs) -> float
|
||||
```
|
||||
|
||||
Computes the volume of a trade based on the amount and the number of pips to target.
|
||||
Computes the volume required for a trade usually based on the amount and any other keyword arguments.
|
||||
This is a dummy method that returns the minimum volume of the symbol. It is meant to be overridden by a subclass
|
||||
Checkout Forex Symbol implementation in srciomql\lib\ForexSymbol.py
|
||||
that implements the computation of volume.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `amount` _float_ - Amount to risk in the trade
|
||||
- `pips` _float_ - Number of pips to target
|
||||
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `use_minimum` _bool_ - If True, the minimum volume is returned if the computed volume is less than the minimum volume.
|
||||
- `use_limits` _bool_ - round up or round down the computed volume to the nearest volume limit i.e volume_min
|
||||
or volume_max
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `float` - Returns the volume of the trade
|
||||
|
||||
<a id="aiomql.symbol.Symbol.convert_currency"></a>
|
||||
|
||||
#### convert\_currency
|
||||
|
||||
```python
|
||||
async def convert_currency(*, amount: float, base: str, quote: str) -> float
|
||||
```
|
||||
|
||||
Convert from one currency to the other. Alias for currency_conversion
|
||||
|
||||
<a id="aiomql.symbol.Symbol.currency_conversion"></a>
|
||||
|
||||
#### currency\_conversion
|
||||
@@ -3331,7 +3615,7 @@ Convert from one currency to the other.
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `float` - Amount in terms of the base currency or None if it failed to convert
|
||||
- `float` - Amount in terms of the base currency
|
||||
|
||||
|
||||
**Raises**:
|
||||
@@ -3351,15 +3635,13 @@ async def copy_rates_from(*,
|
||||
|
||||
Get bars from the MetaTrader 5 terminal starting from the specified date.
|
||||
|
||||
**Arguments**:
|
||||
Args: timeframe (TimeFrame): Timeframe the bars are requested for. Set by a value from the TimeFrame
|
||||
enumeration. Required unnamed parameter.
|
||||
|
||||
- `timeframe` _TimeFrame_ - Timeframe the bars are requested for. Set by a value from the TimeFrame enumeration. Required unnamed parameter.
|
||||
|
||||
- `date_from` _datetime | int_ - Date of opening of the first bar from the requested sample. Set by the 'datetime' object or as a number
|
||||
of seconds elapsed since 1970.01.01. Required unnamed parameter.
|
||||
|
||||
- `count` _int_ - Number of bars to receive. Required unnamed parameter.
|
||||
|
||||
date_from (datetime | int): Date of opening of the first bar from the requested sample. Set by the
|
||||
'datetime' object or as a number of seconds elapsed since 1970.01.01. Required unnamed parameter.
|
||||
|
||||
count (int): Number of bars to receive. Required unnamed parameter.
|
||||
|
||||
**Returns**:
|
||||
|
||||
@@ -3776,7 +4058,6 @@ async def create_order(*, order_type: OrderType, **kwargs)
|
||||
```
|
||||
|
||||
Complete the order object with the required values. Creates a simple order.
|
||||
Uses the ram instance to set the volume.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
@@ -3791,13 +4072,50 @@ Uses the ram instance to set the volume.
|
||||
async def set_order_limits(pips: float)
|
||||
```
|
||||
|
||||
Sets the stop loss and take profit for the order.
|
||||
This method uses pips as defined for forex instruments.
|
||||
Sets the stop loss and take profit for the order. This method uses pips as defined for forex instruments.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `pips` - Target pips
|
||||
|
||||
<a id="aiomql.trader.Trader.set_trade_stop_levels"></a>
|
||||
|
||||
#### set\_trade\_stop\_levels
|
||||
|
||||
```python
|
||||
async def set_trade_stop_levels(*, points)
|
||||
```
|
||||
|
||||
Set the stop loss and take profit levels of the order based on the points.
|
||||
|
||||
<a id="aiomql.trader.Trader.check_order"></a>
|
||||
|
||||
#### check\_order
|
||||
|
||||
```python
|
||||
async def check_order() -> bool
|
||||
```
|
||||
|
||||
Check order before sending it to the broker.
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `bool` - True if order can go through else false
|
||||
|
||||
<a id="aiomql.trader.Trader.record_trade"></a>
|
||||
|
||||
#### record\_trade
|
||||
|
||||
```python
|
||||
async def record_trade(result: OrderSendResult)
|
||||
```
|
||||
|
||||
Record the trade in a csv file.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `result` _OrderSendResult_ - Result of the order send
|
||||
|
||||
<a id="aiomql.trader.Trader.place_trade"></a>
|
||||
|
||||
#### place\_trade
|
||||
@@ -3811,7 +4129,7 @@ Places a trade based on the order_type.
|
||||
**Arguments**:
|
||||
|
||||
- `order_type` _OrderType_ - Type of order
|
||||
- `params` - parameters to be saved with the trade
|
||||
- `params` - parameters of the trading strategy used to place the trade
|
||||
- `kwargs` - keyword arguments as required for the specific trader
|
||||
|
||||
<a id="aiomql.utils"></a>
|
||||
|
||||
+18
-62
@@ -1,83 +1,39 @@
|
||||
<a id="aiomql.ram"></a>
|
||||
|
||||
# aiomql.ram
|
||||
|
||||
Risk Assessment and Management
|
||||
|
||||
<a id="aiomql.ram.RAM"></a>
|
||||
|
||||
## RAM Objects
|
||||
## <a id="ram"></a> Risk Assessment and Management
|
||||
|
||||
```python
|
||||
class RAM()
|
||||
```
|
||||
|
||||
<a id="aiomql.ram.RAM.__init__"></a>
|
||||
|
||||
#### \_\_init\_\_
|
||||
### \_\_init\_\_
|
||||
|
||||
```python
|
||||
def __init__(**kwargs)
|
||||
```
|
||||
|
||||
Risk Assessment and Management. All provided keyword arguments are set as attributes.
|
||||
|
||||
**Arguments**:
|
||||
#### Parameters
|
||||
| Name | Type | Description | Default |
|
||||
|----------------|------|-------------------------------------------------------|---------|
|
||||
| risk_to_reward | float | Risk to reward ratio | 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** | Dict | Keyword arguments to be set as object attributes | {} |
|
||||
|
||||
- `kwargs` _Dict_ - Keyword arguments.
|
||||
|
||||
Defaults:
|
||||
- `risk_to_reward` _float_ - Risk to reward ratio 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
|
||||
- `pips` _float_ - Target pips 0
|
||||
- `volume` _float_ - Volume to trade 0
|
||||
|
||||
<a id="aiomql.ram.RAM.get_amount"></a>
|
||||
|
||||
#### get\_amount
|
||||
### get\_amount
|
||||
|
||||
```python
|
||||
async def get_amount(risk: float = 0) -> float
|
||||
```
|
||||
|
||||
Calculate the amount to risk per trade as a percentage of free margin.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `risk` _float_ - Percentage of account balance to risk per trade. Defaults to zero.
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `float` - Amount to risk per trade
|
||||
|
||||
<a id="aiomql.ram.RAM.get_volume"></a>
|
||||
|
||||
#### get\_volume
|
||||
|
||||
```python
|
||||
async def get_volume(*,
|
||||
symbol: Symbol,
|
||||
pips: float = 0,
|
||||
amount: float = 0) -> float
|
||||
```
|
||||
|
||||
Calculate the volume to trade. if pips is not provided, the pips attribute is used.
|
||||
If the amount attribute or amount argument is zero, the amount is calculated using the get_amount method based on the risk.
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `symbol` _Symbol_ - Financial instrument
|
||||
|
||||
|
||||
**Arguments**:
|
||||
|
||||
- `pips` _float_ - Target pips. Defaults to zero.
|
||||
- `amount` _float_ - Amount to risk per trade. Defaults to zero.
|
||||
|
||||
|
||||
**Returns**:
|
||||
|
||||
- `float` - Volume to trade
|
||||
#### Parameters
|
||||
| Name | Type | Description | Default |
|
||||
|----------------|------|-------------------------------------------------------|---------|
|
||||
| risk | float | Percentage of account balance to risk per trade | 0.01 # 1%|
|
||||
|
||||
#### Returns
|
||||
| Name | Type | Description |
|
||||
|----------------|------|-------------------------------------------------------|
|
||||
| amount | float | Amount to risk per trade in terms of account currency |
|
||||
|
||||
@@ -17,7 +17,6 @@ A session is a time period between two datetime.time objects specified in utc.
|
||||
|**custom_start**| **Callable** | A custom function to call when the session starts. Default is None. | None |
|
||||
|**custom_end**| **Callable** | A custom function to call when the session ends. Default is None. | None |
|
||||
|**name**| **str** | The name of the session. Default is a combination of start and finish. | |
|
||||
|**seconds**| **set[int]** | The set of seconds in the session. | None |
|
||||
|
||||
### Methods:
|
||||
|Name|Description|
|
||||
|
||||
+17
-6
@@ -295,7 +295,7 @@ async def copy_ticks_range(*,
|
||||
flags: CopyTicks = CopyTicks.ALL) -> Ticks
|
||||
```
|
||||
Get ticks for the specified date range from the MetaTrader 5 terminal.
|
||||
#### Arguments:
|
||||
#### Parameters:
|
||||
|Name| Type | Description | Default |
|
||||
|---|--------------------|-----------------------------|-------------------|
|
||||
|**date_from**| **datetime, int** | Date the ticks are requested from. Set by the 'datetime' object or as a number of seconds elapsed since 1970.01.01. | Required unnamed parameter |
|
||||
@@ -310,13 +310,24 @@ Get ticks for the specified date range from the MetaTrader 5 terminal.
|
||||
|---|---|
|
||||
|**ValueError**|If request was unsuccessful and None was returned|
|
||||
|
||||
### check_volume
|
||||
```python
|
||||
async def check_volume(*, volume: float) -> tuple[bool, float]
|
||||
```
|
||||
Checks if the volume is within the minimum and maximum volume for the symbol. If not, return the nearest limit.
|
||||
|
||||
### round_off_volume
|
||||
```python
|
||||
async def round_off_volume(*, volume: float) -> float
|
||||
```
|
||||
Rounds off the volume to the nearest minimum or maximum volume for the symbol.
|
||||
|
||||
|
||||
|
||||
### compute_volume
|
||||
```python
|
||||
async def compute_volume(*,
|
||||
amount: float,
|
||||
pips: float,
|
||||
use_limits: bool = True) -> float
|
||||
async def compute_volume(*args, **kwargs) -> float
|
||||
```
|
||||
Computes the volume of a trade based on the amount and the number of pips to target.
|
||||
Computes the volume of a trade based on the amount and other parameters.
|
||||
This is a dummy method that returns the minimum volume of the symbol. It is meant to be overridden by a subclass
|
||||
Checkout Forex Symbol implementation in [ForexSymbol](#forexsymbol)
|
||||
|
||||
+2
-1
@@ -22,7 +22,8 @@ def build_bot():
|
||||
sess = Session(name='London', start=8, end=time(hour=15, minute=30), on_end='close_all')
|
||||
sess2 = Session(name='New York', start=13, end=time(hour=20, minute=30))
|
||||
sess3 = Session(name='Tokyo', start=23, end=time(hour=6, minute=30))
|
||||
sessions = Sessions(sess, sess2, sess3)
|
||||
allsess = Session(name='All', start=0, end=23, on_end='close_all')
|
||||
sessions = Sessions(sess, sess2, sess3, allsess)
|
||||
|
||||
# configurable parameters for the strategy
|
||||
params = {'trend_candles_count': 500, 'fast_period': 8}
|
||||
|
||||
+1
-1
@@ -7,7 +7,7 @@ build-backend = "setuptools.build_meta"
|
||||
|
||||
[project]
|
||||
name = "aiomql"
|
||||
version = "3.0.6"
|
||||
version = "3.0.7"
|
||||
readme = "README.md"
|
||||
requires-python = ">=3.10"
|
||||
classifiers = [
|
||||
|
||||
@@ -11,6 +11,7 @@ from .core.constants import TimeFrame
|
||||
|
||||
logger = getLogger(__name__)
|
||||
|
||||
|
||||
class Candle:
|
||||
"""A class representing bars from the MetaTrader 5 terminal as a customized class analogous to Japanese Candlesticks.
|
||||
You can subclass this class for added customization.
|
||||
@@ -45,6 +46,7 @@ class Candle:
|
||||
self.time = kwargs.pop('time', 0)
|
||||
self.Index = kwargs.pop('Index', 0)
|
||||
self.set_attributes(**kwargs)
|
||||
|
||||
def __repr__(self):
|
||||
keys = reprlib.repr(', '.join('%s=%s' % (i, j) for i, j in self.__dict__.items()))[1:-1]
|
||||
return '%(class)s(%(args)s)' % {'class': self.__class__.__name__, 'args': keys}
|
||||
|
||||
@@ -0,0 +1,3 @@
|
||||
from .strategies import *
|
||||
from .traders import *
|
||||
from .symbols import *
|
||||
@@ -0,0 +1 @@
|
||||
from .finger_trap import FingerTrap
|
||||
@@ -0,0 +1,210 @@
|
||||
import asyncio
|
||||
import logging
|
||||
from typing import Literal
|
||||
from dataclasses import dataclass
|
||||
|
||||
from ...symbol import Symbol
|
||||
from ...trader import Trader
|
||||
from ...candle import Candles
|
||||
from ...strategy import Strategy
|
||||
from ...core import TimeFrame, OrderType
|
||||
from ...sessions import Sessions
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
@dataclass
|
||||
class Entry:
|
||||
"""
|
||||
Entry class for FingerTrap strategy. Will be used to store entry conditions and other entry related data.
|
||||
|
||||
Attributes:
|
||||
bearish (bool): True if the market is bearish
|
||||
bullish (bool): True if the market is bullish
|
||||
ranging (bool): True if the market is ranging
|
||||
snooze (float): Time to wait before checking for entry conditions
|
||||
trend (str): The current trend of the market
|
||||
new (bool): True if the last candle is new
|
||||
order_type (OrderType): The type of order to place
|
||||
"""
|
||||
|
||||
bearish: bool = False
|
||||
bullish: bool = False
|
||||
ranging: bool = True
|
||||
trending: bool = False
|
||||
trend: Literal["ranging", "bullish", "bearish"] = "ranging"
|
||||
snooze: float = 0
|
||||
last_trend_time: float = 0
|
||||
last_entry_time: float = 0
|
||||
new: bool = True
|
||||
order_type: OrderType | None = None
|
||||
|
||||
def update(self, **kwargs):
|
||||
fields = self.__dict__
|
||||
for key in kwargs:
|
||||
if key in fields:
|
||||
setattr(self, key, kwargs[key])
|
||||
match self.trend:
|
||||
case "ranging":
|
||||
self.ranging = True
|
||||
self.trending = self.bullish = self.bearish = False
|
||||
case "bullish":
|
||||
self.ranging = self.bearish = False
|
||||
self.bullish = self.trending = True
|
||||
case "bearish":
|
||||
self.ranging = self.bullish = False
|
||||
self.bearish = self.trending = True
|
||||
|
||||
|
||||
class FingerTrap(Strategy):
|
||||
trend_time_frame: TimeFrame
|
||||
entry_time_frame: TimeFrame
|
||||
trend: int
|
||||
fast_period: int
|
||||
slow_period: int
|
||||
entry_period: int
|
||||
parameters: dict
|
||||
prices: Candles
|
||||
name = "FingerTrap"
|
||||
interval: TimeFrame
|
||||
entry_candles_count: int
|
||||
trend_candles_count: int
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
*,
|
||||
symbol: Symbol,
|
||||
params: dict | None = None,
|
||||
trader: Trader = None,
|
||||
sessions: Sessions = None,
|
||||
):
|
||||
super().__init__(symbol=symbol, params=params, sessions=sessions)
|
||||
self.trend = self.parameters.get("trend", 3)
|
||||
self.fast_period = self.parameters.setdefault("fast_period", 8)
|
||||
self.slow_period = self.parameters.setdefault("slow_period", 34)
|
||||
self.entry_time_frame = self.parameters.setdefault(
|
||||
"entry_time_frame", TimeFrame.M5
|
||||
)
|
||||
self.trend_time_frame = self.parameters.setdefault(
|
||||
"trend_time_frame", TimeFrame.H1
|
||||
)
|
||||
self.trader = trader or Trader(symbol=self.symbol)
|
||||
self.entry: Entry = Entry(snooze=self.trend_time_frame.time)
|
||||
self.entry_period = self.parameters.setdefault("entry_period", 8)
|
||||
|
||||
self.trend_candles_count = self.parameters.setdefault(
|
||||
"trend_candles_count", 86400 // self.trend_time_frame.time
|
||||
)
|
||||
self.trend_candles_count = max(self.trend_candles_count, self.slow_period)
|
||||
self.entry_candles_count = self.trend_candles_count * (
|
||||
self.trend_time_frame.time // self.entry_time_frame.time
|
||||
)
|
||||
self.entry_candles_count = max(self.entry_candles_count, self.entry_period)
|
||||
|
||||
async def check_trend(self):
|
||||
try:
|
||||
candles = await self.symbol.copy_rates_from_pos(
|
||||
timeframe=self.trend_time_frame, count=self.trend_candles_count
|
||||
)
|
||||
current = candles[-1]
|
||||
if current.time > self.entry.last_trend_time:
|
||||
self.entry.update(new=True, last_trend_time=current.time)
|
||||
else:
|
||||
self.entry.update(new=False)
|
||||
return
|
||||
|
||||
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)
|
||||
|
||||
trend = candles[-self.trend : -1]
|
||||
if all(
|
||||
(c.is_bullish() and c.fast_A_slow and c.close_A_fast) for c in trend
|
||||
):
|
||||
self.entry.update(trend="bullish")
|
||||
|
||||
elif all(
|
||||
c.is_bearish() and c.fast_B_slow and c.close_B_fast for c in trend
|
||||
):
|
||||
self.entry.update(trend="bearish")
|
||||
|
||||
else:
|
||||
self.entry.update(trend="ranging", snooze=self.trend_time_frame.time)
|
||||
except Exception as exe:
|
||||
logger.error(f"{exe}. Error in {self.__class__.__name__}.check_trend")
|
||||
|
||||
async def confirm_trend(self):
|
||||
try:
|
||||
candles = await self.symbol.copy_rates_from_pos(
|
||||
timeframe=self.entry_time_frame, count=self.entry_candles_count
|
||||
)
|
||||
current = candles[-1]
|
||||
if current.time > self.entry.last_entry_time:
|
||||
self.entry.update(new=True, last_entry_time=current.time)
|
||||
else:
|
||||
self.entry.update(new=False)
|
||||
return
|
||||
|
||||
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
|
||||
)
|
||||
if self.entry.bullish and current.close_XA_ema:
|
||||
self.entry.update(
|
||||
snooze=self.entry_time_frame.time, order_type=OrderType.BUY
|
||||
)
|
||||
elif self.entry.bearish and current.close_XB_ema:
|
||||
self.entry.update(
|
||||
snooze=self.entry_time_frame.time, order_type=OrderType.SELL
|
||||
)
|
||||
else:
|
||||
self.entry.update(snooze=self.entry_time_frame.time, order_type=None)
|
||||
except Exception as exe:
|
||||
logger.error(f"{exe} Error in {self.__class__.__name__}.confirm_trend")
|
||||
|
||||
async def watch_market(self):
|
||||
await self.check_trend()
|
||||
if not self.entry.ranging:
|
||||
await self.confirm_trend()
|
||||
|
||||
async def trade(self):
|
||||
logger.info(f"Trading {self.symbol}")
|
||||
async with self.sessions as sess:
|
||||
while True:
|
||||
await sess.check()
|
||||
try:
|
||||
await self.watch_market()
|
||||
if not self.entry.new:
|
||||
await asyncio.sleep(2)
|
||||
continue
|
||||
if self.entry.order_type is None:
|
||||
await self.sleep(self.entry.snooze)
|
||||
continue
|
||||
|
||||
await self.trader.place_trade(
|
||||
order_type=self.entry.order_type, params=self.parameters
|
||||
)
|
||||
await self.sleep(self.entry.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
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
from .forex_symbol import ForexSymbol
|
||||
@@ -0,0 +1,30 @@
|
||||
from ...symbol import Symbol
|
||||
from ...core.exceptions import VolumeError
|
||||
|
||||
|
||||
class CryptoSymbol(Symbol):
|
||||
"""Subclass of Symbol for Crypto/Fiat Symbols. Handles the computation of volume based on the amount to risk."""
|
||||
|
||||
async def compute_volume(self, *, amount: float, points, use_limits=False) -> float:
|
||||
"""Compute volume given an amount to risk and target pips. Round the computed volume to the nearest step.
|
||||
|
||||
Args:
|
||||
amount (float): Amount to risk. Given in terms of the account currency.
|
||||
points (float): Target pips.
|
||||
use_limits (bool): If True, the computed volume checked against the maximum and minimum volume.
|
||||
|
||||
Returns:
|
||||
float: volume
|
||||
|
||||
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)
|
||||
volume = amount / (self.point * points * self.trade_contract_size)
|
||||
volume = self.round_off_volume(volume)
|
||||
if self.check_volume(volume)[0]:
|
||||
return volume
|
||||
if use_limits:
|
||||
return self.check_volume(volume)[1]
|
||||
raise VolumeError(f'Incorrect Volume. Computed Volume outside the range of permitted volumes')
|
||||
@@ -0,0 +1,32 @@
|
||||
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.
|
||||
"""
|
||||
|
||||
async def compute_volume(self, *, amount: float, pips, use_limits=False) -> float:
|
||||
"""Compute volume given an amount to risk and target pips. Round the computed volume to the nearest step.
|
||||
|
||||
Args:
|
||||
amount (float): Amount to risk. Given in terms of the account currency.
|
||||
pips (float): Target pips.
|
||||
use_limits (bool): If True, the computed volume checked against the maximum and minimum volume.
|
||||
|
||||
Returns:
|
||||
float: volume
|
||||
|
||||
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)
|
||||
volume = amount / (self.pip * pips * self.trade_contract_size)
|
||||
volume = self.round_off_volume(volume)
|
||||
if self.check_volume(volume)[0]:
|
||||
return volume
|
||||
if use_limits:
|
||||
return self.check_volume(volume)[1]
|
||||
raise VolumeError(f'Incorrect Volume. Computed Volume outside the range of permitted volumes')
|
||||
+3
-25
@@ -1,6 +1,5 @@
|
||||
"""Risk Assessment and Management"""
|
||||
from .account import Account
|
||||
from .symbol import Symbol
|
||||
|
||||
|
||||
class RAM:
|
||||
@@ -8,24 +7,20 @@ class RAM:
|
||||
risk_to_reward: float
|
||||
risk: float
|
||||
amount: float
|
||||
pips: float
|
||||
volume: float
|
||||
|
||||
def __init__(self, *, risk_to_reward: float = 1, risk: float = 0.01, amount: float = 0, pips: float = 0, volume=0):
|
||||
def __init__(self, *, risk_to_reward: float = 1, risk: float = 0.01, amount: float = 0, **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
|
||||
pips (float): Target pips to risk
|
||||
volume (float): Volume to trade 0
|
||||
kwargs: extra keyword arguments are set as object attributes
|
||||
"""
|
||||
self.risk_to_reward = risk_to_reward
|
||||
self.risk = risk
|
||||
self.amount = amount
|
||||
self.pips = pips
|
||||
self.volume = volume
|
||||
[setattr(self, key, value) for key, value in kwargs.items()]
|
||||
|
||||
async def get_amount(self, risk: float = 0) -> float:
|
||||
"""Calculate the amount to risk per trade as a percentage of equity.
|
||||
@@ -39,20 +34,3 @@ class RAM:
|
||||
await self.account.refresh()
|
||||
risk = risk or self.risk
|
||||
return self.account.equity * risk
|
||||
|
||||
async def get_volume(self, *, symbol: Symbol, pips: float = 0, amount: float = 0) -> float:
|
||||
"""Calculate the volume to trade. if pips is not provided, the pips attribute is used.
|
||||
If the amount attribute or amount argument is zero, the amount is calculated using the get_amount method based
|
||||
on the risk.
|
||||
|
||||
Keyword Args:
|
||||
symbol (Symbol): Financial instrument
|
||||
pips (float): Target pips. Defaults to zero.
|
||||
amount (float): Amount to risk per trade. Defaults to zero.
|
||||
|
||||
Returns:
|
||||
float: Volume to trade
|
||||
"""
|
||||
pips = pips or self.pips
|
||||
amount = amount or self.amount or await self.get_amount()
|
||||
return await symbol.compute_volume(amount=amount, pips=pips)
|
||||
|
||||
@@ -19,12 +19,6 @@ def delta(obj: time):
|
||||
return timedelta(hours=obj.hour, minutes=obj.minute, seconds=obj.second, microseconds=obj.microsecond)
|
||||
|
||||
|
||||
def seconds(start: time, end: time) -> set[int]:
|
||||
if start > end:
|
||||
return set(range(delta(start).seconds, 86400)) | set(range(0, delta(end).seconds))
|
||||
return set(range(delta(start).seconds, delta(end).seconds))
|
||||
|
||||
|
||||
class Session:
|
||||
"""A session is a time period between two datetime.time objects specified in utc.
|
||||
|
||||
@@ -36,7 +30,6 @@ class Session:
|
||||
custom_start (Callable): A custom function to call when the session starts. Default is None.
|
||||
custom_end (Callable): A custom function to call when the session ends. Default is None.
|
||||
name (str): A name for the session. Default is a combination of start and end.
|
||||
seconds (set[int]): A set of seconds between start and end.
|
||||
|
||||
Methods:
|
||||
begin: Call the action specified in on_start or custom_start.
|
||||
@@ -69,10 +62,13 @@ class Session:
|
||||
self.custom_start = custom_start
|
||||
self.custom_end = custom_end
|
||||
self.name = name or f'{self.start} - {self.end}'
|
||||
self.seconds = seconds(self.start, self.end)
|
||||
|
||||
def __contains__(self, item: time):
|
||||
return delta(item).seconds in self.seconds
|
||||
if self.start > self.end:
|
||||
m1 = time(hour=23, minute=59, second=59, microsecond=9999)
|
||||
m2 = time(hour=0)
|
||||
return self.start <= item <= m1 or m2 <= item < self.end
|
||||
return self.start <= item < self.end
|
||||
|
||||
def __str__(self):
|
||||
return f'{self.start}-->{self.name}-->{self.end}' if self.name else f'{self.start}-->{self.end}'
|
||||
|
||||
+41
-19
@@ -79,7 +79,7 @@ class Symbol(SymbolInfo):
|
||||
Raises:
|
||||
ValueError: If request was unsuccessful and None was returned
|
||||
"""
|
||||
|
||||
|
||||
info = await self.mt5.symbol_info(self.name)
|
||||
if info:
|
||||
self.set_attributes(**info._asdict())
|
||||
@@ -96,6 +96,7 @@ class Symbol(SymbolInfo):
|
||||
if await self.symbol_select():
|
||||
await self.book_add()
|
||||
await self.info()
|
||||
await self.info_tick()
|
||||
return True
|
||||
logger.warning(f'Unable to initialized symbol {self}')
|
||||
return False
|
||||
@@ -137,6 +138,15 @@ class Symbol(SymbolInfo):
|
||||
return await self.mt5.market_book_release(self.name)
|
||||
|
||||
def check_volume(self, volume) -> tuple[bool, float]:
|
||||
"""Check if the volume is within the limits of the symbol. If not, return the nearest limit.
|
||||
|
||||
Args:
|
||||
volume (float): Volume to check
|
||||
|
||||
Returns: tuple[bool, float]: Returns a tuple of a boolean and a float. The boolean indicates if the volume is
|
||||
within the limits of the symbol. The float is the volume to use if the volume is not within the limits of the
|
||||
symbol.
|
||||
"""
|
||||
check = self.volume_min <= volume <= self.volume_max
|
||||
if check:
|
||||
return check, volume
|
||||
@@ -145,25 +155,36 @@ class Symbol(SymbolInfo):
|
||||
else:
|
||||
return check, self.volume_max
|
||||
|
||||
def round_off_volume(self, volume):
|
||||
def round_off_volume(self, volume) -> float:
|
||||
"""Round off the volume to the nearest volume step.
|
||||
|
||||
Args:
|
||||
volume (float): Volume to round off
|
||||
|
||||
Returns:
|
||||
float: Rounded off volume
|
||||
"""
|
||||
step = ceil(abs(log10(self.volume_step)))
|
||||
return round(volume, step)
|
||||
|
||||
async def compute_volume(self, *, amount: float, pips: float, use_limits: bool = False) -> float:
|
||||
"""Computes the volume of a trade based on the amount and the number of pips to target.
|
||||
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.
|
||||
This is a dummy method that returns the minimum volume of the symbol. It is meant to be overridden by a subclass
|
||||
that implements the computation of volume.
|
||||
|
||||
Args:
|
||||
amount (float): Amount to risk in the trade
|
||||
pips (float): Number of pips to target
|
||||
use_limits (bool): If True, the computed volume is rounded to the nearest step and checked against
|
||||
Keyword Args:
|
||||
use_limits (bool): round up or round down the computed volume to the nearest volume limit i.e volume_min
|
||||
or volume_max
|
||||
|
||||
Returns:
|
||||
float: Returns the volume of the trade
|
||||
"""
|
||||
return self.volume_min
|
||||
|
||||
async def convert_currency(self, *, amount: float, base: str, quote: str) -> float:
|
||||
"""Convert from one currency to the other. Alias for currency_conversion"""
|
||||
return await self.currency_conversion(amount=amount, base=base, quote=quote)
|
||||
|
||||
async def currency_conversion(self, *, amount: float, base: str, quote: str) -> float:
|
||||
"""Convert from one currency to the other.
|
||||
|
||||
@@ -173,7 +194,7 @@ class Symbol(SymbolInfo):
|
||||
quote: The quote currency of the pair
|
||||
|
||||
Returns:
|
||||
float: Amount in terms of the base currency or None if it failed to convert
|
||||
float: Amount in terms of the base currency
|
||||
|
||||
Raises:
|
||||
ValueError: If conversion is impossible
|
||||
@@ -189,8 +210,7 @@ class Symbol(SymbolInfo):
|
||||
if self.account.has_symbol(pair):
|
||||
tick = await self.info_tick(name=pair)
|
||||
if tick is not None:
|
||||
amount = amount * tick.bid
|
||||
return amount
|
||||
return amount * tick.bid
|
||||
except Exception as err:
|
||||
logger.warning(f'Currency conversion failed: Unable to convert {amount} in {quote} to {base}')
|
||||
raise ValueError(f'Currency Conversion Failed: {err}')
|
||||
@@ -201,11 +221,11 @@ class Symbol(SymbolInfo):
|
||||
"""
|
||||
Get bars from the MetaTrader 5 terminal starting from the specified date.
|
||||
|
||||
Args:
|
||||
timeframe (TimeFrame): Timeframe the bars are requested for. Set by a value from the TimeFrame enumeration. Required unnamed parameter.
|
||||
Args: timeframe (TimeFrame): Timeframe the bars are requested for. Set by a value from the TimeFrame
|
||||
enumeration. Required unnamed parameter.
|
||||
|
||||
date_from (datetime | int): Date of opening of the first bar from the requested sample. Set by the 'datetime' object or as a number
|
||||
of seconds elapsed since 1970.01.01. Required unnamed parameter.
|
||||
date_from (datetime | int): Date of opening of the first bar from the requested sample. Set by the
|
||||
'datetime' object or as a number of seconds elapsed since 1970.01.01. Required unnamed parameter.
|
||||
|
||||
count (int): Number of bars to receive. Required unnamed parameter.
|
||||
|
||||
@@ -220,7 +240,7 @@ class Symbol(SymbolInfo):
|
||||
return Candles(data=rates)
|
||||
raise ValueError(f'Could not get rates for {self.name}')
|
||||
|
||||
async def copy_rates_from_pos(self, *,timeframe: TimeFrame, count: int = 500, start_position: int = 0) -> Candles:
|
||||
async def copy_rates_from_pos(self, *, timeframe: TimeFrame, count: int = 500, start_position: int = 0) -> Candles:
|
||||
"""Get bars from the MetaTrader 5 terminal starting from the specified index.
|
||||
|
||||
Args:
|
||||
@@ -267,7 +287,8 @@ class Symbol(SymbolInfo):
|
||||
return Candles(data=rates)
|
||||
raise ValueError(f'Could not get rates for {self.name}')
|
||||
|
||||
async def copy_ticks_from(self, *, date_from: datetime | int, count: int = 100, flags: CopyTicks = CopyTicks.ALL) -> Ticks:
|
||||
async def copy_ticks_from(self, *, date_from: datetime | int, count: int = 100,
|
||||
flags: CopyTicks = CopyTicks.ALL) -> Ticks:
|
||||
"""
|
||||
Get ticks from the MetaTrader 5 terminal starting from the specified date.
|
||||
|
||||
@@ -289,7 +310,8 @@ class Symbol(SymbolInfo):
|
||||
return Ticks(data=ticks)
|
||||
raise ValueError(f'Could not get ticks for {self.name}')
|
||||
|
||||
async def copy_ticks_range(self, *, date_from: datetime | int, date_to: datetime | int, flags: CopyTicks = CopyTicks.ALL) -> Ticks:
|
||||
async def copy_ticks_range(self, *, date_from: datetime | int, date_to: datetime | int,
|
||||
flags: CopyTicks = CopyTicks.ALL) -> Ticks:
|
||||
"""Get ticks for the specified date range from the MetaTrader 5 terminal.
|
||||
|
||||
Args:
|
||||
@@ -298,7 +320,7 @@ class Symbol(SymbolInfo):
|
||||
|
||||
date_to: Date, up to which the bars are requested. Set by the 'datetime' object or as a number of seconds elapsed since 1970.01.01. Bars
|
||||
with the open time <= date_to are returned. Required unnamed parameter.
|
||||
|
||||
|
||||
flags (CopyTicks):
|
||||
|
||||
Returns:
|
||||
|
||||
+63
-40
@@ -8,7 +8,7 @@ from zoneinfo import ZoneInfo
|
||||
from .order import Order
|
||||
from .symbol import Symbol as _Symbol
|
||||
from .ram import RAM
|
||||
from .core.models import OrderType
|
||||
from .core.models import OrderType, OrderSendResult
|
||||
from .core.config import Config
|
||||
from .utils import dict_to_string
|
||||
from .result import Result
|
||||
@@ -43,34 +43,43 @@ class Trader:
|
||||
self.symbol = symbol
|
||||
self.order = Order(symbol=symbol.name)
|
||||
self.ram = ram or RAM()
|
||||
self.params = {}
|
||||
|
||||
async def create_order(self, *, order_type: OrderType, **kwargs):
|
||||
"""Complete the order object with the required values. Creates a simple order.
|
||||
Uses the ram instance to set the volume.
|
||||
|
||||
Args:
|
||||
order_type (OrderType): Type of order
|
||||
kwargs: keyword arguments as required for the specific trader
|
||||
"""
|
||||
# check if pips is passed in as a keyword argument, if not use the pips attribute of the ram instance
|
||||
pips = kwargs.get('pips', 0) or self.ram.pips
|
||||
self.order.volume = kwargs.get('volume', self.ram.volume) or await self.ram.get_volume(symbol=self.symbol,
|
||||
pips=pips)
|
||||
points = kwargs.get('points', self.symbol.trade_stops_level+self.symbol.spread)
|
||||
self.order.volume = await self.symbol.compute_volume()
|
||||
self.order.type = order_type
|
||||
await self.set_order_limits(pips=pips)
|
||||
await self.set_trade_stop_levels(points=points)
|
||||
|
||||
async def set_order_limits(self, pips: float):
|
||||
"""Sets the stop loss and take profit for the order.
|
||||
This method uses pips as defined for forex instruments.
|
||||
"""Sets the stop loss and take profit for the order. This method uses pips as defined for forex instruments.
|
||||
|
||||
Args:
|
||||
pips: Target pips
|
||||
"""
|
||||
# use passed in pips and the pip value of the symbol to calculate the stop loss and take profit.
|
||||
# this is sure to work for forex instruments.
|
||||
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 = tick.ask - sl, tick.ask + tp
|
||||
self.order.price = tick.ask
|
||||
elif self.order.type == OrderType.SELL:
|
||||
self.order.sl, self.order.tp = tick.bid + sl, tick.bid - tp
|
||||
self.order.price = tick.bid
|
||||
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."""
|
||||
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 = tick.ask - sl, tick.ask + tp
|
||||
self.order.price = tick.ask
|
||||
@@ -78,6 +87,46 @@ class Trader:
|
||||
self.order.sl, self.order.tp = tick.bid + sl, tick.bid - tp
|
||||
self.order.price = tick.bid
|
||||
|
||||
async def check_order(self) -> bool:
|
||||
"""Check order before sending it to the broker.
|
||||
|
||||
Returns:
|
||||
bool: True if order can go through else false
|
||||
"""
|
||||
check = await self.order.check()
|
||||
if check.retcode != 0:
|
||||
logger.warning(
|
||||
f"Symbol: {self.order.symbol}\nResult:\n{dict_to_string(check.get_dict(include={'comment', 'retcode'}), multi=True)}")
|
||||
return False
|
||||
return True
|
||||
|
||||
async def send_order(self):
|
||||
result = await self.order.send()
|
||||
if result.retcode != 10009:
|
||||
logger.warning(
|
||||
f"Symbol: {self.order.symbol}\nResult:\n{dict_to_string(result.get_dict(include={'comment', 'retcode'}), multi=True)}")
|
||||
return
|
||||
logger.info(f"Symbol: {self.order.symbol}\nOrder: {dict_to_string(result.dict, multi=True)}\n")
|
||||
await self.record_trade(result)
|
||||
|
||||
async def record_trade(self, result: OrderSendResult):
|
||||
"""
|
||||
Record the trade in a csv file.
|
||||
Args:
|
||||
result (OrderSendResult): Result of the order send
|
||||
"""
|
||||
if result.retcode != 10009 or not self.config.record_trades:
|
||||
return
|
||||
profit = await self.order.calc_profit()
|
||||
params = self.params
|
||||
params['expected_profit'] = profit
|
||||
date = datetime.utcnow()
|
||||
date = date.replace(tzinfo=ZoneInfo('UTC'))
|
||||
params['date'] = date
|
||||
params['time'] = date.timestamp()
|
||||
res = Result(result=result, parameters=params)
|
||||
await res.save_csv()
|
||||
|
||||
async def place_trade(self, order_type: OrderType, params: dict = None, **kwargs):
|
||||
"""Places a trade based on the order_type.
|
||||
|
||||
@@ -88,35 +137,9 @@ class Trader:
|
||||
"""
|
||||
try:
|
||||
await self.create_order(order_type=order_type, **kwargs)
|
||||
|
||||
# Check the order before placing it
|
||||
check = await self.order.check()
|
||||
if check.retcode != 0:
|
||||
logger.warning(
|
||||
f"Symbol: {self.order.symbol}\nResult:\n{dict_to_string(check.get_dict(include={'comment', 'retcode'}), multi=True)}")
|
||||
if not await self.check_order():
|
||||
return
|
||||
|
||||
# check expected profit
|
||||
profit = await self.order.calc_profit()
|
||||
|
||||
# Send the order.
|
||||
result = await self.order.send()
|
||||
if result.retcode != 10009:
|
||||
logger.warning(
|
||||
f"Symbol: {self.order.symbol}\nResult:\n{dict_to_string(result.get_dict(include={'comment', 'retcode'}), multi=True)}")
|
||||
return
|
||||
|
||||
logger.info(f"Symbol: {self.order.symbol}\nOrder: {dict_to_string(result.dict, multi=True)}\n")
|
||||
|
||||
# save trade result and passed in parameters
|
||||
if result.retcode == 10009 and self.config.record_trades:
|
||||
params = params or {}
|
||||
params['expected_profit'] = profit
|
||||
date = datetime.utcnow()
|
||||
date = date.replace(tzinfo=ZoneInfo('UTC'))
|
||||
params['date'] = date
|
||||
params['time'] = date.timestamp()
|
||||
res = Result(result=result, parameters=params)
|
||||
await res.save_csv()
|
||||
self.params |= params or {}
|
||||
await self.send_order()
|
||||
except Exception as err:
|
||||
logger.error(f"{err}. Symbol: {self.order.symbol}\n {self.__class__.__name__}.place_trade")
|
||||
|
||||
@@ -1,4 +1,5 @@
|
||||
"""Utility functions for aiomql."""
|
||||
|
||||
def dict_to_string(data: dict, multi=False) -> str:
|
||||
"""Convert a dict to a string. Use for logging.
|
||||
|
||||
|
||||
@@ -2,6 +2,6 @@ from aiomql import TradeAction
|
||||
|
||||
|
||||
class TestConstants:
|
||||
|
||||
def test_trade_action(self):
|
||||
assert TradeAction.DEAL == 1
|
||||
|
||||
|
||||
Reference in New Issue
Block a user