v3.15

examples/bot.py

@@ -1,39 +1,39 @@
 from datetime import time
 import logging
 
-from aiomql.lib import FingerTrap
-from aiomql import Bot, Account, ForexSymbol, Session, Sessions
+from aiomql import Bot, ForexSymbol, FingerTrap, Session, Sessions, RAM, SimpleTrader, TimeFrame
 
 logging.basicConfig(level=logging.INFO)
 
 
 def build_bot():
-    # Either initialize an account here with your login details here or set them in the aiomql.json file.
-    # acc = Account(login=1234567, password='*******', server='Broker-Server')
     bot = Bot()
 
-    # Prebuilt strategy from the library.
-    # Disclaimer: These strategy is only for demonstration purposes.
-    # The author of this library is not responsible for any losses incurred from using this strategy.
+    # create sessions for the strategies
+    london = Session(name='London', start=8, end=time(hour=15, minute=30), on_end='close_all')
+    new_york = Session(name='New York', start=13, end=time(hour=20, minute=30))
+    tokyo = Session(name='Tokyo', start=23, end=time(hour=6, minute=30))
 
-    # using trade sessions is optional. the strategy will run with a default session of 24 hours if not specified.
-    # session start and end times are in UTC. Make sure to convert to UTC if you are in a different timezone.
-    # sessions can be used to close positions at the end of a trading session.
-    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))
-    allsess = Session(name='All', start=0, end=23, on_end='close_all')
-    sessions = Sessions(sess, sess2, sess3, allsess)
+    # configure the parameters and the trader for a strategy
+    params = {'trend_candles_count': 500, 'fast_period': 8, 'slow_period': 34, 'entry_timeframe': TimeFrame.M5}
+    gbpusd = ForexSymbol(name='GBPUSD')
+    st1 = FingerTrap(symbol=gbpusd, params=params,
+                     trader=SimpleTrader(symbol=gbpusd, ram=RAM(risk=0.05, risk_to_reward=2)),
+                     sessions=Sessions(london, new_york))
 
-    # configurable parameters for the strategy
-    params = {'trend_candles_count': 500, 'fast_period': 8}
-    st1 = FingerTrap(symbol=ForexSymbol(name='GBPUSD'), params=params, sessions=sessions)
-    st3 = FingerTrap(symbol=ForexSymbol(name='AUDUSD'), params=params, sessions=sessions)
-    st4 = FingerTrap(symbol=ForexSymbol(name='USDCAD'), params=params, sessions=sessions)
-    st5 = FingerTrap(symbol=ForexSymbol(name='USDJPY'), params=params, sessions=sessions)
-    st6 = FingerTrap(symbol=ForexSymbol(name='EURGBP'), params=params, sessions=sessions)
-    bot.add_strategies([st1, st3, st4, st5, st6])
+    # use the default for the other strategies
+    st2 = FingerTrap(symbol=ForexSymbol(name='AUDUSD'), sessions=Sessions(tokyo, new_york))
+    st3 = FingerTrap(symbol=ForexSymbol(name='USDCAD'), sessions=Sessions(new_york))
+    st4 = FingerTrap(symbol=ForexSymbol(name='USDJPY'), sessions=Sessions(tokyo))
+    st5 = FingerTrap(symbol=ForexSymbol(name='EURGBP'), sessions=Sessions(london))
+
+    # sessions are not required
+    st6 = FingerTrap(symbol=ForexSymbol(name='EURUSD'))
+
+    # add strategies to the bot
+    bot.add_strategies([st1, st2, st3, st4, st5, st6])
     bot.execute()
 
 
-build_bot()
+# run the bot
+build_bot()

examples/candles.py

@@ -1,25 +1,32 @@
 import asyncio
-from aiomql import Symbol, TimeFrame, Account
+from aiomql import Symbol, TimeFrame, Account, Candle, Candles
 
 
 async def main():
+    """Example of using the Candle and Candles classes.
+    The candle class is a single price bar. Holding the OHLCV data for a single price bar.
+    The Candles class is a container of Candle objects. It is an Iterable of Candle objects.
+    It is sliceable and indexable. It can also be accessed with keywords.
+    It is a wrapper around a pandas DataFrame. Which is what it uses to store the data.
+    """
     async with Account():
-        # create a symbol
-        sym = Symbol(name="AUDUSD")
+        sym = Symbol(name="EURUSD")
 
         # Get EURUSD price bars for the past 48 hours
-        candles = await sym.copy_rates_from_pos(timeframe=TimeFrame.H1, count=48, start_position=0)
+        candles: Candles = await sym.copy_rates_from_pos(timeframe=TimeFrame.H1, count=48, start_position=0)
+
+        # get size of candles
         print(len(candles))  # 48
 
         # get the latest candle by accessing the last one.
-        last = candles[-1]  # A Candle object
+        last: Candle = candles[-1]  # A Candle object
         print(type(last))
-        print(last.time)
+        print(last.Index)
 
-        # get the last five hours
-        last_five = candles[-5:]  # A Candles object.
-        print(type(last_five))
-        print(last_five)
+        # slicing returns a Candles object
+        half = candles[24:]
+        print(type(half))
+        print(len(half))
 
         close = candles['close']  # close price of all the candles as a pandas series
         print(type(close))
@@ -32,6 +39,7 @@ async def main():
 
         # use talib to compute crossover. This returns a series object that is not part of the candles object.
         closeXema = candles.ta_lib.cross(candles.close, candles.ema)
+
         # add to the candles
         candles['closeXema'] = closeXema
         print(candles)

examples/order.py

@@ -7,7 +7,7 @@ async def main():
     async with Account():
 
         # create a symbol
-        sym = ForexSymbol(name="EURUSD")
+        sym = ForexSymbol(name="EURUSD-T")
 
         # Confirm the symbol is available for this account and initialize with default values.
         res = await sym.init()
@@ -15,7 +15,7 @@ async def main():
         # I want to place a market buy order, risk only 2usd, and target 10 pips in this trade.
         # The ForexSymbol object has a compute_volume method that can be used to compute the volume
         # given a target pips and amount.
-        volume = await sym.compute_volume(amount=2, pips=10)
+        volume = await sym.compute_volume(amount=2, points=100)
 
         # a risk to reward ratio of 1:2
         # get the price tick of the symbol
@@ -34,4 +34,4 @@ async def main():
         print(res)
 
 
-asyncio.run(main())
+asyncio.run(main())

examples/positions_history.py

@@ -1,25 +1,27 @@
+import logging
+
 import asyncio
 from datetime import datetime
-from aiomql import ForexSymbol, Account, Positions, History, Trader, OrderType, RAM
+from aiomql import ForexSymbol, Account, Positions, History, SimpleTrader as Trader, OrderType, RAM
 
+logging.basicConfig(level=logging.INFO, filemode='w', filename='example.log', format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
 
 async def main():
     # Account details are in the aiomql.json file
     async with Account():
 
-        # get start time using local timezone
-        tz = datetime.now().astimezone().tzinfo
-        start = datetime.now(tz=tz)
+        # get start time
+        start = datetime.now()
 
         # create two symbols and initialize them
-        sym1 = ForexSymbol(name="EURUSD")
-        sym2 = ForexSymbol(name="GBPUSD")
+        sym1 = ForexSymbol(name="EURUSD-T")
+        sym2 = ForexSymbol(name="GBPUSD-T")
         await sym1.init()
         await sym2.init()
 
         # Risk Assets Management instance
         # fix the amount to be risked at 2 USD. USD is the account currency.
-        ram = RAM(amount=2)
+        ram = RAM(amount=2, points=100)
 
         # Create two traders instance
         trd = Trader(symbol=sym1, ram=ram)
@@ -38,22 +40,23 @@ async def main():
 
         # close all open positions
         await pos.close_all()
-        end = datetime.now(tz=tz)
+        end = datetime.now()
 
         # get the number of open positions
         total = await pos.positions_total()
-        print(f'{total} Open positions') # 0
+        print(f'{total} Open positions')
 
         # get historical trades
-        his = History(date_from=start, date_to=end)
-
-        # get the number of deals
-        total_deals = await his.deals_total()
-        print(f'{total_deals} Deals')
+        start = datetime(day=start.day-1, month=start.month, year=start.year, hour=start.hour, minute=0, second=0)
+        his = History(date_from=start.timestamp(), date_to=end.timestamp())
 
         # get the number of order
         orders = await his.orders_total()
         print(f'{orders} orders')
 
+        # get the number of deals
+        # total_deals = await his.deals_total()
+        # print(f'{total_deals} Deals')
 
-asyncio.run(main())
+
+asyncio.run(main())

examples/symbol.py

@@ -1,10 +1,12 @@
 import asyncio
 from datetime import datetime
-from aiomql import ForexSymbol, Symbol, TimeFrame, Account
+from aiomql import ForexSymbol, TimeFrame, Account, Config
 
+
+config = Config()
 async def main():
     async with Account():
-        sym = ForexSymbol(name="EURUSD")
+        sym = ForexSymbol(name="EURUSD-T")
         res = await sym.init()
         if not res:
             print('Symbol not available')