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testdata

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Ichinga Samuel
2024-09-25 18:06:31 +01:00
parent 14aae0cfef
commit 693c475b23
1 changed files with 35 additions and 39 deletions
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src/aiomql/contrib/backtester/test_data.py
+35 -39
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@@ -16,7 +16,7 @@ from MetaTrader5 import (Tick, SymbolInfo, AccountInfo, TradeOrder, TradePositio
TradeRequest, OrderCheckResult, OrderSendResult, TerminalInfo)
from ...core.meta_trader import MetaTrader
from ...core.constants import TimeFrame, CopyTicks, OrderType, TradeAction, AccountStopOutMode
from ...core.constants import TimeFrame, CopyTicks, OrderType, TradeAction, AccountStopOutMode, PositionReason
from ...core.config import Config
from ...lib.strategies.finger_trap import logger
from ...utils import round_down, round_up, error_handler, error_handler_sync, async_cache
@@ -240,28 +240,30 @@ class TestData:
@error_handler
async def order_send(self, *, request: dict, use_terminal: bool = True) -> OrderSendResult:
order_ticket = random.randint(100_000_000, 999_999_999)
deal_ticket = random.randint(100_000_000, 999_999_999)
osr = {'retcode': 10013, 'comment': 'Invalid request',
'request': TradeRequest(request.get(k, (0 if k != 'comment' else '')) for k in
TradeRequest.__match_args__)}
trade_order = {'ticket': order_ticket, 'time_setup': self.cursor.time,
'time_setup_msc': self.cursor.time * 1000,
**{k: v for k, v in request.items() if k in TradeOrder.__match_args__}}
order_type, symbol, action, position_ticket = (request.get('type'), request.get('symbol', ''),
request.get('action'), request.get('position'))
trade_order = {'ticket': order_ticket, **{k: v for k, v in request.items() if k in TradeOrder.__match_args__}}
current_tick = await self.get_price_tick(request.get('symbol'), self.cursor.time)
if current_tick is None:
osr['comment'] = 'Market is closed'
osr['retcode'] = 10018
return OrderSendResult((osr.get(k, 0) for k in OrderSendResult.__match_args__))
order_type, symbol = request.get('type'), request.get('symbol', '')
action, position_ticket = request.get('action'), request.get('position')
sl, tp, volume, symbol = request.get('sl'), request.get('tp'), request.get('volume'), request.get('symbol')
order_type = OrderType(order_type)
current_position = self.positions.get(position_ticket)
order_ticket = random.randint(100_000_000, 999_999_999)
deal_ticket = random.randint(100_000_000, 999_999_999)
# closing an order by an opposite order using a position ticket and Deal action
if action == TradeAction.DEAL and current_position and order_type.opposite == current_position.type:
res = self.close_position(current_position.ticket)
if res:
trade_order.update({'comment': 'Done', 'position_id': deal_ticket,
'position_by_id': current_position.ticket})
trade_order.update({'comment': 'Done', 'position_id': deal_ticket, 'ticket': order_ticket,
'position_by_id': current_position.ticket, 'time_setup': current_tick.time, 'time_expiration': current_tick.time,
'time_setup_msc': current_tick.time_msc, 'time_done': current_tick.time, 'time_done_msc': current_tick.time_msc})
# ToDo: Create a deal object here?
# ToDo: Update trade order with more information?
order = TradeOrder((trade_order.get(k, 0) for k in TradeOrder.__match_args__))
@@ -275,12 +277,11 @@ class TestData:
if action == TradeAction.SLTP and current_position:
check = await self.order_check(position_ticket)
if check.retcode != 0:
osr = {'retcode': check.retcode, 'comment': check.comment, 'request': check.request}
return OrderSendResult((osr.get(k, 0) for k in OrderSendResult.__match_args__))
res = self.modify_stops(ticket=position_ticket, sl=request.get('sl'), tp=request.get('tp'))
res = self.modify_stops(ticket=position_ticket, sl=sl, tp=tp)
if res:
# ToDo: Create a deal object here
@@ -294,38 +295,33 @@ class TestData:
if check.retcode != 0:
osr = {'retcode': check.retcode, 'comment': check.comment, 'request': check.request}
return OrderSendResult((osr.get(k, 0) for k in OrderSendResult.__match_args__))
# self.to_json(osr) # ToDo: remove later
# return OrderSendResult(osr)
price = current_tick.ask if order_type == OrderType.BUY else current.tick.bid
# ToDo: Cross check this values with actual values.
position = {'comment': 'Position Opened', 'ticket': order_ticket, 'symbol': symbol, 'volume': volume,
'price_open': price, 'price_current': price, 'type': order_type, 'profit': 0, 'reason': PositionReason.EXPERT,
'sl': sl, 'tp': tp, 'time': current_tick.time, 'time_msc': current_tick.time_msc,
'time_update': current_tick.time, 'time_update_msc': current_tick.time_msc}
self.to_json(osr) # ToDo: remove later
return OrderSendResult(osr)
order_type = request['type']
price = tick.ask if request['type'] == OrderType.BUY else tick.bid
volume = request['volume']
sl, tp = request.get('sl', 0), request.get('tp', 0)
symbol = request['symbol']
# ToDo: set time_expiration based on order_type_time
trade_order.update({'ticket': order_ticket, 'symbol': symbol, 'volume': volume, 'price': price, 'price_current': price, 'sl': sl,
'tp': tp, 'price_open': price, 'type': order_type, 'time_setup': current_tick.time, 'time_setup_msc': current_tick.time_msc,
'volume_current': volume, 'volume_initial': volume, 'position_id': order_ticket})
pos = {'comment': 'open position', 'ticket': order_ticket, 'symbol': symbol, 'volume': volume,
'price_open': price, 'price_current': price, 'type': order_type, 'profit': 0,
'sl': sl, 'tp': tp, 'time': tick.time,
'time_msc': tick.time_msc}
order = {'ticket': order_ticket, 'symbol': symbol, 'volume': volume, 'price': price, 'price_current': price,
'price_open': price, 'type': order_type, 'time_setup': tick.time,
'time_setup_msc': tick.time_msc, 'volume_current': volume, 'sl': sl, 'tp': tp, }
pos = TradePosition(pos)
order = TradeOrder(order)
pos = TradePosition((position.get(k, 0) for k in TradePosition.__match_args__))
order = TradeOrder((trade_order.get(k, 0) for k in TradeOrder.__match_args__))
# ToDo: Create a deal object here
self.open_positions[pos.ticket] = pos
self.open_orders[order.ticket] = order
self.orders.setdefault(order.symbol, {})[order.ticket] = order
self.positions.setdefault(pos.symbol, {})[pos.ticket] = pos
self.positions[order.ticket] = pos
self.orders[order.ticket] = order
osr.update({'order': order_ticket, 'price': price, 'volume': volume, 'bid': tick.bid,
'ask': tick.ask, 'deal': deal_ticket})
margin = await self.order_calc_margin(action, symbol, volume, price, use_terminal=use_terminal)
margin = await self.order_calc_margin(action, symbol, volume, price, use_)
self.margins[order_ticket] = margin
self.update_account(margin=margin)
self.to_json(osr) # ToDo: remove later
return OrderSendResult(osr)
return OrderSendResult((osr.get(k, 0) for k in OrderSendResult.__match_args__))
@error_handler
async def order_check(self, request: dict) -> OrderCheckResult: