testdata

Untitled.ipynb

@@ -591,9 +591,30 @@
   },
   {
    "cell_type": "code",
-   "execution_count": null,
+   "execution_count": 2,
    "id": "fe60fc41-8844-4e00-b254-bb95d28528f2",
    "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "1.2"
+      ]
+     },
+     "execution_count": 2,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "6 / (0 or 5)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "ceb79fa6-4713-43a5-9850-884cf6262f87",
+   "metadata": {},
    "outputs": [],
    "source": []
   }
@@ -614,7 +635,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.11.6"
+   "version": "3.11.4"
   }
  },
  "nbformat": 4,

src/aiomql/core/backtester/test_data.py

@@ -7,6 +7,7 @@ import pandas as pd
 from pandas import DataFrame
 from MetaTrader5 import (Tick, SymbolInfo, AccountInfo, TradeOrder, TradePosition, TradeDeal,
                          ORDER_TYPE_BUY, ORDER_TYPE_SELL)
+from ..meta_trader import MetaTrader
 
 from ..constants import TimeFrame, CopyTicks
 from .get_data import Data, GetData
@@ -33,6 +34,8 @@ class TestData:
         self.open_orders: dict[int, TradeOrder] = {}
         self.positions: dict[str, dict[int, TradePosition]] = {}
         self.open_positions: dict[int, TradePosition] = {}
+        self.mt = MetaTrader()
+        self.mt5 = MetaTrader5
 
     def __next__(self):
         self.cursor = next(self.iter)
@@ -104,10 +107,10 @@ class TestData:
         end = ticks[ticks.index >= end].iloc[-1].index
         return ticks.loc[start:end].to_numpy()
 
-    def order_calc_margin(self, action: Literal[0, 1], symbol: str, volume: float, price: float):
-        symbol_info = self.get_symbol_info(symbol)
-        margin_rate = symbol_info.margin_rate
-        margin = volume * price / margin_rate
+    async def order_calc_margin(self, action: Literal[0, 1], symbol: str, volume: float, price: float, use_terminal=False):
+        if use_terminal
+        sym = self.symbols[symbol]
+        margin = (volume * sym.trade_contract_size * price) / (self.account.leverage / (sym.margin_initial or 1))
         return margin
 
     def order_send(self, request: dict) -> dict: