v4

src/aiomql/contrib/backtesting/backtest_account.py

@@ -8,7 +8,7 @@ from ...core.constants import AccountTradeMode, AccountMarginMode, AccountStopOu
 class BackTestAccount:
     login: int = 0
     trade_mode: AccountTradeMode = AccountTradeMode.DEMO
-    leverage: float = 0
+    leverage: float = 1
     limit_orders: float = 0
     margin_so_mode: AccountStopOutMode = AccountStopOutMode.PERCENT
     trade_allowed: bool = True

src/aiomql/contrib/backtesting/backtest_engine.py

@@ -612,18 +612,11 @@ class BackTestEngine:
     # @error_handler
     async def get_rates_from_pos(self, *, symbol: str, timeframe: TimeFrame, start_pos: int, count: int) -> np.ndarray:
         if self.use_terminal:
-            # Todo: Optimize this!!!
-            # now = datetime.now(tz=UTC).timestamp()
-            # b_now = self.cursor.time
-            # diff = ceil((now - b_now) / timeframe.seconds)
-            # start_pos = int(diff + start_pos)
-            # # print('hehk', start_pos, count)
-            # res = await self.mt5.copy_rates_from_pos(symbol, timeframe, start_pos, count)
             current_time = self.cursor.time if start_pos == 0 else self.cursor.time - start_pos * timeframe.seconds
-            start = current_time - count * timeframe.seconds
-            start = datetime.fromtimestamp(start, tz=UTC)
-            rates = self.mt5.copy_rates_from(symbol, timeframe, start, count)
-            return res
+            current_time = round_up(current_time, timeframe.seconds)
+            start = datetime.fromtimestamp(current_time, tz=UTC)
+            rates = await self.mt5.copy_rates_from(symbol, timeframe, start, count)
+            return rates
 
         rates = self.rates[symbol][timeframe]
 

tests/live/integration/test_bot.py

@@ -1,14 +1,13 @@
 import logging
 
 from aiomql.lib.bot import Bot
-from aiomql.core import Config
-from aiomql.contrib.strategies import FingerTrap, Chaos
+from aiomql.contrib.strategies import Chaos
 from aiomql.contrib.symbols import ForexSymbol
 
 
 async def test_bot():
     logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
-    syms = ['Volatility 75 Index', 'Volatility 100 Index', 'Volatility 50 Index']
+    syms = ['BTCUSD', 'SOLUSD', 'ETHUSD']
     symbols = [ForexSymbol(name=sym) for sym in syms]
     stgs = [Chaos(symbol=symbol, name='test_chaos') for symbol in symbols]
     bot = Bot()
@@ -16,9 +15,8 @@ async def test_bot():
     bot.executor.timeout = 30
     bot.add_strategies(strategies=stgs)
     await bot.initialize()
+    await bot.executor.execute()
     assert bot.executor.no_of_running_strategies == 3
     assert len(bot.executor.coroutines) == 1
     assert len(bot.executor.coroutine_threads) == 1
-    assert len(bot.executor.tasks) == 5
     assert bot.config.shutdown is True
-

tests/live/unit/test_backtest_engine.py

@@ -3,7 +3,7 @@ from datetime import datetime, UTC
 from aiomql import TimeFrame
 from aiomql.contrib.backtesting import BackTestEngine
 from aiomql.contrib.backtesting.get_data import GetData
-from aiomql._utils import round_down
+from aiomql._utils import round_down, round_up
 from aiomql.core.constants import OrderType, TradeAction
 
 import pytest
@@ -136,8 +136,8 @@ class TestBackTestEngine:
         tf = TimeFrame.H2
         start_pos = 2
         rates = await self.bte.get_rates_from_pos(symbol='BTCUSD', timeframe=tf, start_pos=start_pos, count=24)
-        assert int(rates[-1][0]) == round_down(int(now.replace(hour=7).timestamp()), tf.seconds)
         assert len(rates) == 24
+        assert int(rates[-1][0]) == round_down(int(now.replace(hour = now.hour - start_pos).timestamp()), tf.seconds)
 
     async def test_get_rates_from_pos2(self, bte2):
         now = datetime(2024, 2, 4, 12, 15, tzinfo=UTC)

tests/live/unit/test_bot_and_executor.py

@@ -41,9 +41,8 @@ class TestBotFactoryAndExecutor:
             await asyncio.sleep(1)
 
     def test_add_workers(self):
-        assert len(self.bot.executor.coroutines) == 2
-        # exit function already added
-        assert len(self.bot.executor.functions) == 2
+        assert len(self.bot.executor.coroutines) == 3
+        assert len(self.bot.executor.functions) == 1
         # task_queue already added coroutine_thread
         assert len(self.bot.executor.coroutine_threads) == 2
 

trade_records/Chaos.csv

@@ -1,7 +0,0 @@
-actual_profit,deal,ask,ltf,htf,price,order,slow_ema,symbol,expected_profit,lcc,date,bid,name,win,hcc,fast_ema,volume,closed
-0,127446532,643587.63,TIMEFRAME_M1,TIMEFRAME_M2,643587.63,436128326,20,Volatility 75 Index,0,100,2021-01-01 00:00:00.000000,643457.63,Chaos,False,100,8,0.001,False
-0,337655374,2268.02,TIMEFRAME_M1,TIMEFRAME_M2,2267.34,580347053,20,Volatility 100 Index,0,100,2021-01-01 00:00:00.000000,2267.34,Chaos,False,100,8,0.5,False
-0,895556166,189.1722,TIMEFRAME_M1,TIMEFRAME_M2,189.1452,645695617,20,Volatility 50 Index,0,100,2021-01-01 00:00:00.000000,189.1452,Chaos,False,100,8,4.0,False
-0,215199127,643587.63,TIMEFRAME_M1,TIMEFRAME_M2,643587.63,274191555,20,Volatility 75 Index,0,100,2021-01-01 00:00:00.000000,643457.63,Chaos,False,100,8,0.001,False
-0,949649264,2268.02,TIMEFRAME_M1,TIMEFRAME_M2,2268.02,740685256,20,Volatility 100 Index,0,100,2021-01-01 00:00:00.000000,2267.34,Chaos,False,100,8,0.5,False
-0,939601387,189.1722,TIMEFRAME_M1,TIMEFRAME_M2,189.1452,969153963,20,Volatility 50 Index,0,100,2021-01-01 00:00:00.000000,189.1452,Chaos,False,100,8,4.0,False