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v3.21
This commit is contained in:
Ichinga Samuel
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from datetime import time
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import logging
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from aiomql import Bot, ForexSymbol, FingerTrap, Session, Sessions, RAM, SimpleTrader, TimeFrame
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logging.basicConfig(level=logging.INFO)
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def build_bot():
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bot = Bot()
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# create sessions for the strategies
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london = Session(name='London', start=8, end=time(hour=15, minute=30), on_end='close_all')
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new_york = Session(name='New York', start=13, end=time(hour=20, minute=30))
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tokyo = Session(name='Tokyo', start=23, end=time(hour=6, minute=30))
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# configure the parameters and the trader for a strategy
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params = {'trend_candles_count': 500, 'fast_period': 8, 'slow_period': 34, 'entry_timeframe': TimeFrame.M5}
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gbpusd = ForexSymbol(name='GBPUSD')
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st1 = FingerTrap(symbol=gbpusd, params=params,
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trader=SimpleTrader(symbol=gbpusd, ram=RAM(risk=0.05, risk_to_reward=2)),
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sessions=Sessions(london, new_york))
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# use the default for the other strategies
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st2 = FingerTrap(symbol=ForexSymbol(name='AUDUSD'), sessions=Sessions(tokyo, new_york))
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st3 = FingerTrap(symbol=ForexSymbol(name='USDCAD'), sessions=Sessions(new_york))
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st4 = FingerTrap(symbol=ForexSymbol(name='USDJPY'), sessions=Sessions(tokyo))
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st5 = FingerTrap(symbol=ForexSymbol(name='EURGBP'), sessions=Sessions(london))
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# sessions are not required
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st6 = FingerTrap(symbol=ForexSymbol(name='EURUSD'))
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# add strategies to the bot
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bot.add_strategies([st1, st2, st3, st4, st5, st6])
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bot.execute()
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# run the bot
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build_bot()
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import asyncio
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from aiomql import Symbol, TimeFrame, Account, Candle, Candles
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async def main():
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"""Example of using the Candle and Candles classes.
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The candle class is a single price bar. Holding the OHLCV data for a single price bar.
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The Candles class is a container of Candle objects. It is an Iterable of Candle objects.
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It can be sliced and indexed. It can also be accessed with keywords.
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It is a wrapper around a pandas DataFrame. Which is what it uses to store the data.
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"""
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async with Account():
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sym = Symbol(name="EURUSD")
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# Get EURUSD price bars for the past 48 hours
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candles: Candles = await sym.copy_rates_from_pos(timeframe=TimeFrame.H1, count=48, start_position=0)
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# get size of candles
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print(len(candles)) # 48
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# get the latest candle by accessing the last one.
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last: Candle = candles[-1] # A Candle object
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print(type(last))
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print(last.Index)
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# slicing returns a Candles object
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half = candles[24:]
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print(type(half))
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print(len(half))
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close = candles['close'] # close price of all the candles as a pandas series
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print(type(close))
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print(close)
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# compute ema using pandas ta
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candles.ta.ema(length=34, append=True, fillna=0)
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# rename the column to ema
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candles.rename(EMA_34='ema')
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# use talib to compute crossover. This returns a series object that is not part of the candles object.
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closeXema = candles.ta_lib.cross(candles.close, candles.ema)
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# add to the candles
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candles['closeXema'] = closeXema
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print(candles)
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# iterate over the first 5 candles
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for candle in candles[:5]:
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print(candle.open, candle.Index)
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asyncio.run(main())
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@@ -1,37 +0,0 @@
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import asyncio
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from aiomql import Account, OrderType, TradeAction, Order, ForexSymbol
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async def main():
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async with Account():
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# create a symbol
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sym = ForexSymbol(name="EURUSD-T")
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# Confirm the symbol is available for this account and initialize with default values.
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res = await sym.init()
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# I want to place a market buy order, risk only 2usd, and target 10 pips in this trade.
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# The ForexSymbol object has a compute_volume method that can be used to compute the volume
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# given a target pips and amount.
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volume = await sym.compute_volume(amount=2, points=100)
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# a risk to reward ratio of 1:2
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# get the price tick of the symbol
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tick = await sym.info_tick()
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sl = tick.ask - (10 * sym.pip)
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tp = tick.ask + (20 * sym.pip)
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# create order
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order = Order(symbol=sym.name, type=OrderType.BUY, volume=volume, action=TradeAction.DEAL,
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price=tick.ask, sl=sl, tp=tp)
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# check order. returns an OrderCheckResult object
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chk = await order.check()
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print(chk)
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# send order returns an OrderSendResult object
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res = await order.send()
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print(res)
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asyncio.run(main())
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@@ -1,63 +0,0 @@
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import logging
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import asyncio
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from datetime import datetime
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from aiomql import ForexSymbol, Account, Positions, History, SimpleTrader as Trader, OrderType, RAM
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logging.basicConfig(level=logging.INFO)
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async def main():
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# Account details are in the aiomql.json file
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async with Account():
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# get start time
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start = datetime.now()
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# create two symbols and initialize them
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sym1 = ForexSymbol(name="EURUSD-T")
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sym2 = ForexSymbol(name="GBPUSD-T")
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await sym1.init()
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await sym2.init()
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# Risk Assets Management instance
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# fix the amount to be risked at 2 USD. USD is the account currency.
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ram = RAM(amount=2, points=100)
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# Create two traders instance
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trd = Trader(symbol=sym1, ram=ram)
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trd2 = Trader(symbol=sym2, ram=ram)
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# Place Trades
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await trd.place_trade(order_type=OrderType.SELL)
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await trd2.place_trade(order_type=OrderType.BUY)
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# Create a Positions object
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pos = Positions(group='*USD*')
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# get the number of open positions
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total = await pos.positions_total()
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print(f'{total} Open positions') # 2
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# close all open positions
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await pos.close_all()
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end = datetime.now()
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# get the number of open positions
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total = await pos.positions_total()
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print(f'{total} Open positions')
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# get historical trades
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start = datetime(day=start.day-1, month=start.month, year=start.year, hour=start.hour, minute=0, second=0)
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his = History(date_from=start.timestamp(), date_to=end.timestamp())
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# get the number of order
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orders = await his.orders_total()
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print(f'{orders} orders')
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# get the number of deals
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# total_deals = await his.deals_total()
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# print(f'{total_deals} Deals')
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asyncio.run(main())
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@@ -1,7 +0,0 @@
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actual_profit,ask,bid,closed,date,deal,ecc,entry_ema,etf,expected_profit,fast_ema,name,order,price,slow_ema,symbol,tcc,time,ttf,volume,win
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0,9213.42,9213.19,False,2024-02-11,1950149753,3360,5,M5,1.97,8,FingerTrap,5052174005,9213.42,20,Volatility 10 (1s) Index,672,22:15:53.721625,H1,0.56,False
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0,9209.47,9209.24,False,2024-02-11,1950153282,3360,5,M5,1.46,8,FingerTrap,5052177651,9209.47,20,Volatility 10 (1s) Index,672,22:27:18.718854,H1,0.77,False
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0,250524.34,250470.34,False,2024-02-11,1950153281,3360,5,M5,1.16,8,FingerTrap,5052177650,250524.34,20,Volatility 75 Index,672,22:27:18.424899,H1,0.001,False
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0,2013.326,2013.201,False,2024-02-11,1950156825,3360,5,M5,1.45,8,FingerTrap,5052181298,2013.201,20,Volatility 25 Index,672,22:38:15.979751,H1,0.86,False
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0,8620.27,8618.53,False,2024-02-11,1950156826,3360,5,M5,1.46,8,FingerTrap,5052181299,8618.53,20,Volatility 75 (1s) Index,672,22:38:16.244947,H1,0.109,False
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0,2018.152,2018.027,False,2024-02-12,1950193973,3360,5,M5,1.44,8,FingerTrap,5052218853,2018.152,20,Volatility 25 Index,672,01:00:00.730605,H1,1.48,False
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import asyncio
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from datetime import datetime
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from aiomql import ForexSymbol, TimeFrame, Account, Config
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config = Config()
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async def main():
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async with Account():
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sym = ForexSymbol(name="EURUSD-T")
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res = await sym.init()
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if not res:
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print('Symbol not available')
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return
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# get the last 1000 rates.
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# data is returned as a Candles object
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candles = await sym.copy_rates_from_pos(timeframe=TimeFrame.H1, count=1000, start_position=0)
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print(len(candles)) # 1000
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# get candles of the last 24 hours
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today = datetime.now()
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yesterday = today.replace(day=today.day - 1)
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rates = await sym.copy_rates_range(timeframe=TimeFrame.H1, date_from=yesterday, date_to=today)
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print(len(rates)) # 24
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# get price ticks for the last 24 hours
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# data is returned as a Ticks object
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ticks = await sym.copy_ticks_range(date_from=yesterday, date_to=today)
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print(len(ticks)) # ??
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# get the current price tick
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tick = await sym.info_tick()
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# ask and bid price
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ask, bid = tick.ask, tick.bid
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print(ask, bid)
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asyncio.run(main())
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