v4

.gitignore

@@ -43,6 +43,7 @@ htmlcov/
 .coverage
 .coverage.*
 .cache
+.ruff_cache
 .pytest_cache
 nosetests.xml
 coverage.xml

check.py

@@ -1,20 +0,0 @@
-import asyncio
-
-
-def run():
-    for i in range(10):
-        print('running')
-
-
-async def run_async():
-    for i in range(10):
-        await asyncio.sleep(1)
-        print('running async')
-
-
-async def main():
-    await run_async()
-    run()
-
-
-asyncio.run(main())

docs/contrib/symbols/forex_symbol.md

@@ -0,0 +1,71 @@
+# Table of Contents
+
+* [aiomql.contrib.symbols.forex\_symbol](#aiomql.contrib.symbols.forex_symbol)
+  * [ForexSymbol](#aiomql.contrib.symbols.forex_symbol.ForexSymbol)
+    * [pip](#aiomql.contrib.symbols.forex_symbol.ForexSymbol.pip)
+    * [compute\_points](#aiomql.contrib.symbols.forex_symbol.ForexSymbol.compute_points)
+    * [compute\_volume\_points](#aiomql.contrib.symbols.forex_symbol.ForexSymbol.compute_volume_points)
+
+<a id="aiomql.contrib.symbols.forex_symbol"></a>
+
+# aiomql.contrib.symbols.forex\_symbol
+
+<a id="aiomql.contrib.symbols.forex_symbol.ForexSymbol"></a>
+
+## ForexSymbol Objects
+
+```python
+class ForexSymbol(Symbol)
+```
+
+Subclass of Symbol for Forex Symbols. Handles the conversion of currency and the computation of stop loss,
+take profit and volume.
+
+<a id="aiomql.contrib.symbols.forex_symbol.ForexSymbol.pip"></a>
+
+#### pip
+
+```python
+@property
+def pip()
+```
+
+Returns the pip value of the symbol. This is ten times the point value for forex symbols.
+
+**Returns**:
+
+- `float` - The pip value of the symbol.
+
+<a id="aiomql.contrib.symbols.forex_symbol.ForexSymbol.compute_points"></a>
+
+#### compute\_points
+
+```python
+def compute_points(*, amount: float, volume: float) -> float
+```
+
+Compute the number of points required for a trade. Given the amount and the volume of the trade.
+
+**Arguments**:
+
+- `amount` _float_ - Amount to trade
+- `volume` _float_ - Volume to trade
+
+<a id="aiomql.contrib.symbols.forex_symbol.ForexSymbol.compute_volume_points"></a>
+
+#### compute\_volume\_points
+
+```python
+async def compute_volume_points(*,
+                                amount: float,
+                                points: float,
+                                round_down: bool = False) -> float
+```
+
+Compute the volume required for a trade. Given the amount and the number of points.
+
+**Arguments**:
+
+- `amount` _float_ - Amount to trade
+- `points` _float_ - Number of points
+- `round_down` - round down the computed volume to the nearest step default True

docs/core/meta_trader.md

@@ -38,14 +38,15 @@ The MetaTrader Class provides an asynchronous wrapper around the MetaTrader5 API
 - [history\_deals\_total](#history_deals_total)
 - [history\_deals\_get](#history_deals_get)
 
-<a id="MetaTrader"></a>
+<a id="meta_trader.meta_trader"></a>
 ### MetaTrader
 ```python
-class MetaTrader(metaclass=BaseMeta)
+class MetaTrader(MetaCore)
 ```
 The MetaTrader class is a wrapper around the MetaTrader terminal.
 It provides methods for connecting to the MetaTrader terminal and retrieving data from it.
-#### Attributes
+
+#### Attributes:
 | Name  | Type  | Description                                            | Default                |
 |-------|-------|--------------------------------------------------------|------------------------|
 | error | Error | The last error encountered by the MetaTrader terminal. | Error(1, 'Successful') |
@@ -62,7 +63,7 @@ async def __aenter__() -> 'MetaTrader'
 Async context manager entry point.
 Initializes the connection to the MetaTrader terminal.
 
-#### Returns
+#### Returns:
 | Type         | Description                         |
 |--------------|-------------------------------------|
 | `MetaTrader` | An instance of the MetaTrader class |
@@ -621,4 +622,4 @@ Call without parameters. Return closed deals on all symbols
 #### Returns
 | Type               | Description                                        |
 |--------------------|----------------------------------------------------|
-| `tuple[TradeDeal]` | A tuple of closed trade deals as TradeDeal objects |
+| `tuple[TradeDeal]` | A tuple of closed trade deals as TradeDeal objects |

ruff.toml

@@ -1,4 +1,2 @@
 line-length = 150
 target-version = "py311"
-[format]
-skip-magic-trailing-comma=true

sample_backtest.py

@@ -12,16 +12,8 @@ from aiomql.core.backtesting import BackTestEngine
 async def back_tester():
     config = Config()
     config.mode = "backtest"
-    logging.basicConfig(
+    logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s")
-        level=logging.INFO,
+    syms = ["Volatility 75 Index", "Volatility 100 Index", "Volatility 25 Index", "Volatility 10 Index"]
-        format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
-    )
-    syms = [
-        "Volatility 75 Index",
-        "Volatility 100 Index",
-        "Volatility 25 Index",
-        "Volatility 10 Index",
-    ]
     symbols = [ForexSymbol(name=sym) for sym in syms]
     strategies = [Chaos(symbol=symbol) for symbol in symbols]
     start = datetime(2024, 5, 1, tzinfo=UTC)
@@ -35,7 +27,7 @@ async def back_tester():
         close_open_positions_on_exit=True,
         assign_to_config=True,
         preload=True,
-        account_info={'balance': 350}
+        account_info={"balance": 350},
     )
     backtester = BackTester(backtest_engine=back_test_engine)
     backtester.add_strategies(strategies=strategies)

sample_bot.py

@@ -6,10 +6,7 @@ from aiomql.contrib.symbols import ForexSymbol
 
 
 def chaos_bot():
-    logging.basicConfig(
+    logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s")
-        level=logging.INFO,
-        format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
-    )
     syms = ["Volatility 75 Index", "Volatility 100 Index", "Volatility 50 Index"]
     symbols = [ForexSymbol(name=sym) for sym in syms]
     strategies = [Chaos(symbol=symbol) for symbol in symbols]

src/aiomql/_utils.py

@@ -1,4 +1,5 @@
 """Utility functions for aiomql."""
+
 import decimal
 import random
 from functools import wraps, partial
@@ -26,13 +27,9 @@ def dict_to_string(data: dict, multi=False) -> str:
     return f"{sep}".join(f"{key}: {value}" for key, value in data.items())
 
 
-def backoff_decorator(
+def backoff_decorator(func=None, *, max_retries: int = 2, retries: int = 0, error="") -> callable:
-    func=None, *, max_retries: int = 2, retries: int = 0, error=""
-) -> callable:
     if func is None:
-        return partial(
+        return partial(backoff_decorator, max_retries=max_retries, retries=retries, error=error)
-            backoff_decorator, max_retries=max_retries, retries=retries, error=error
-        )
 
     @wraps(func)
     async def wrapper(*args, **kwargs):
@@ -57,17 +54,9 @@ def backoff_decorator(
     return wrapper
 
 
-def error_handler(
+def error_handler(func=None, *, msg="", exe=Exception, response=None, log_error_msg=True):
-    func=None, *, msg="", exe=Exception, response=None, log_error_msg=True
-):
     if func is None:
-        return partial(
+        return partial(error_handler, msg=msg, exe=exe, response=response, log_error_msg=log_error_msg)
-            error_handler,
-            msg=msg,
-            exe=exe,
-            response=response,
-            log_error_msg=log_error_msg,
-        )
 
     @wraps(func)
     async def wrapper(*args, **kwargs):
@@ -82,17 +71,9 @@ def error_handler(
     return wrapper
 
 
-def error_handler_sync(
+def error_handler_sync(func=None, *, msg="", exe=Exception, response=None, log_error_msg=True):
-    func=None, *, msg="", exe=Exception, response=None, log_error_msg=True
-):
     if func is None:
-        return partial(
+        return partial(error_handler, msg=msg, exe=exe, response=response, log_error_msg=log_error_msg)
-            error_handler,
-            msg=msg,
-            exe=exe,
-            response=response,
-            log_error_msg=log_error_msg,
-        )
 
     @wraps(func)
     def wrapper(*args, **kwargs):

src/aiomql/contrib/candle_patterns/fractals.py

@@ -3,21 +3,11 @@ from ...lib.candle import Candle, Candles
 
 def find_bearish_fractal(candles: Candles) -> Candle | None:
     for i in range(len(candles) - 3, 1, -1):
-        if candles[i].high > max(
+        if candles[i].high > max(candles[i - 1].high, candles[i + 1].high, candles[i - 2].high, candles[i + 2].high):
-            candles[i - 1].high,
-            candles[i + 1].high,
-            candles[i - 2].high,
-            candles[i + 2].high,
-        ):
             return candles[i]
 
 
 def find_bullish_fractal(candles: Candles) -> Candle | None:
     for i in range(len(candles) - 3, 1, -1):
-        if candles[i].low < min(
+        if candles[i].low < min(candles[i - 1].low, candles[i + 1].low, candles[i - 2].low, candles[i + 2].low):
-            candles[i - 1].low,
-            candles[i + 1].low,
-            candles[i - 2].low,
-            candles[i + 2].low,
-        ):
             return candles[i]

src/aiomql/contrib/strategies/chaos.py

@@ -20,70 +20,40 @@ class Chaos(Strategy):
     fast_ema: int
     slow_ema: int
     tracker: Tracker
-    parameters = {
+    parameters = {"fast_ema": 8, "slow_ema": 20, "ltf": TimeFrame.M1, "htf": TimeFrame.M2, "lcc": 100, "hcc": 100}
-        "fast_ema": 8,
-        "slow_ema": 20,
-        "ltf": TimeFrame.M1,
-        "htf": TimeFrame.M2,
-        "lcc": 100,
-        "hcc": 100,
-    }
 
-    def __init__(
+    def __init__(self, *, symbol: ForexSymbol, params: dict = None, sessions=None, name="Chaos"):
-        self, *, symbol: ForexSymbol, params: dict = None, sessions=None, name="Chaos"
-    ):
         super().__init__(symbol=symbol, params=params, sessions=sessions, name=name)
         self.tracker = Tracker(snooze=self.ltf.seconds)
         self.trader = ScalpTrader(symbol=self.symbol)
 
     async def check_trend(self):
         try:
-            candles = await self.symbol.copy_rates_from_pos(
+            candles = await self.symbol.copy_rates_from_pos(timeframe=self.htf, count=self.hcc)
-                timeframe=self.htf, count=self.hcc
+            if (current := candles[-1]) and current.time < self.tracker.trend_time and current.close == self.tracker.last_trend_price:
-            )
-            if (
-                (current := candles[-1])
-                and current.time < self.tracker.trend_time
-                and current.close == self.tracker.last_trend_price
-            ):
                 self.tracker.update(new=False, order_type=None, snooze=5)
                 return
-            self.tracker.update(
+            self.tracker.update(new=True, trend_time=current.time, last_trend_price=current.close)
-                new=True, trend_time=current.time, last_trend_price=current.close
-            )
             candles.ta.ema(length=self.slow_ema, append=True, fillna=0)
             candles.ta.ema(length=self.fast_ema, append=True, fillna=0)
-            candles.rename(
+            candles.rename(inplace=True, **{f"EMA_{self.fast_ema}": "fast", f"EMA_{self.slow_ema}": "slow"})
-                inplace=True,
-                **{f"EMA_{self.fast_ema}": "fast", f"EMA_{self.slow_ema}": "slow"},
-            )
             order_type = random.choice([OrderType.BUY, OrderType.SELL])
             if order_type == OrderType.BUY:
-                self.tracker.update(
+                self.tracker.update(trend="bullish", snooze=self.htf.seconds, order_type=OrderType.BUY)
-                    trend="bullish", snooze=self.htf.seconds, order_type=OrderType.BUY
-                )
             else:
-                self.tracker.update(
+                self.tracker.update(trend="bearish", snooze=self.htf.seconds, order_type=OrderType.SELL)
-                    trend="bearish", snooze=self.htf.seconds, order_type=OrderType.SELL
-                )
         except Exception as err:
             logger.error(f"{err}. Failed to check trend")
-            self.tracker.update(
+            self.tracker.update(trend="ranging", snooze=self.ltf.seconds, order_type=None)
-                trend="ranging", snooze=self.ltf.seconds, order_type=None
-            )
 
     async def trade(self):
         try:
             await self.check_trend()
             if self.tracker.order_type is not None:
-                await self.trader.place_trade(
+                await self.trader.place_trade(order_type=self.tracker.order_type, parameters=self.parameters)
-                    order_type=self.tracker.order_type, parameters=self.parameters
-                )
                 self.tracker.update(order_type=None)
                 await self.sleep(secs=self.tracker.snooze)
             else:
                 await self.sleep(secs=self.tracker.snooze)
         except Exception as err:
-            logger.error(
+            logger.error(f"{err}. Failed to trade {self.symbol.name} with {self.__class__.__name__}")
-                f"{err}. Failed to trade {self.symbol.name} with {self.__class__.__name__}"
-            )

src/aiomql/contrib/strategies/finger_trap.py

@@ -24,46 +24,23 @@ class FingerTrap(Strategy):
     tcc: int
     trader: Trader
     tracker: Tracker
-    parameters = {
+    parameters = {"fast_ema": 8, "slow_ema": 20, "etf": TimeFrame.M5, "ttf": TimeFrame.H1, "entry_ema": 5, "tcc": 672, "ecc": 3360}
-        "fast_ema": 8,
-        "slow_ema": 20,
-        "etf": TimeFrame.M5,
-        "ttf": TimeFrame.H1,
-        "entry_ema": 5,
-        "tcc": 672,
-        "ecc": 3360,
-    }
 
-    def __init__(
+    def __init__(self, *, symbol: Symbol, params: dict | None = None, trader: Trader = None, sessions: Sessions = None, name: str = "FingerTrap"):
-        self,
-        *,
-        symbol: Symbol,
-        params: dict | None = None,
-        trader: Trader = None,
-        sessions: Sessions = None,
-        name: str = "FingerTrap",
-    ):
         super().__init__(symbol=symbol, params=params, sessions=sessions, name=name)
         self.trader = trader or SimpleTrader(symbol=self.symbol)
         self.tracker: Tracker = Tracker(snooze=self.ttf.seconds)
 
     async def check_trend(self):
         try:
-            candles: Candles = await self.symbol.copy_rates_from_pos(
+            candles: Candles = await self.symbol.copy_rates_from_pos(timeframe=self.ttf, count=self.tcc)
-                timeframe=self.ttf, count=self.tcc
-            )
             if (current := candles[-1]) and current.time < self.tracker.trend_time:
                 self.tracker.update(new=False, order_type=None)
                 return
-            self.tracker.update(
+            self.tracker.update(new=True, trend_time=current.time, last_trend_price=current.close)
-                new=True, trend_time=current.time, last_trend_price=current.close
-            )
             candles.ta.ema(length=self.slow_ema, append=True, fillna=0)
             candles.ta.ema(length=self.fast_ema, append=True, fillna=0)
-            candles.rename(
+            candles.rename(inplace=True, **{f"EMA_{self.fast_ema}": "fast", f"EMA_{self.slow_ema}": "slow"})
-                inplace=True,
-                **{f"EMA_{self.fast_ema}": "fast", f"EMA_{self.slow_ema}": "slow"},
-            )
 
             fas = candles.ta_lib.above(candles.fast, candles.slow)
             fbs = candles.ta_lib.below(candles.fast, candles.slow)
@@ -75,52 +52,34 @@ class FingerTrap(Strategy):
             elif fbs.iloc[-1] and cbf.iloc[-1] and current.is_bearish():
                 self.tracker.update(trend="bearish")
             else:
-                self.tracker.update(
+                self.tracker.update(trend="ranging", snooze=self.ttf.seconds, order_type=None)
-                    trend="ranging", snooze=self.ttf.seconds, order_type=None
-                )
             self.tracker.update(trend="bullish")  # remove this line
         except Exception as err:
-            logger.error(
+            logger.error(f"{err} for {self.symbol} in {self.__class__.__name__}.check_trend")
-                f"{err} for {self.symbol} in {self.__class__.__name__}.check_trend"
-            )
             self.tracker.update(snooze=self.ttf.seconds, order_type=None)
 
     async def confirm_trend(self):
         try:
-            candles = await self.symbol.copy_rates_from_pos(
+            candles = await self.symbol.copy_rates_from_pos(timeframe=self.etf, count=self.ecc)
-                timeframe=self.etf, count=self.ecc
-            )
             if (current := candles[-1]) and current.time < self.tracker.entry_time:
                 self.tracker.update(new=False, order_type=None)
                 return
-            self.tracker.update(
+            self.tracker.update(new=True, trend_time=current.time, last_entry_price=current.close)
-                new=True, trend_time=current.time, last_entry_price=current.close
-            )
             candles.ta.ema(length=self.entry_ema, append=True)
             candles.rename(**{f"EMA_{self.entry_ema}": "ema"})
             candles["cae"] = candles.ta_lib.cross(candles.close, candles.ema)
-            candles["cbe"] = candles.ta_lib.cross(
+            candles["cbe"] = candles.ta_lib.cross(candles.close, candles.ema, above=False)
-                candles.close, candles.ema, above=False
-            )
             current = candles[-1]
-            if (
+            if self.tracker.bullish and True or current.cae:  # change True to current.cae
-                self.tracker.bullish and True or current.cae
-            ):  # change True to current.cae
                 sl = find_bullish_fractal(candles).low
-                self.tracker.update(
+                self.tracker.update(snooze=self.ttf.seconds, order_type=OrderType.BUY, sl=sl)
-                    snooze=self.ttf.seconds, order_type=OrderType.BUY, sl=sl
-                )
             elif self.tracker.bearish and current.cbe:
                 sl = find_bearish_fractal(candles).high
-                self.tracker.update(
+                self.tracker.update(snooze=self.ttf.seconds, order_type=OrderType.SELL, sl=sl)
-                    snooze=self.ttf.seconds, order_type=OrderType.SELL, sl=sl
-                )
             else:
                 self.tracker.update(snooze=self.etf.seconds, order_type=None)
         except Exception as err:
-            logger.error(
+            logger.error(f"{err} for {self.symbol} in {self.__class__.__name__}.confirm_trend")
-                f"{err} for {self.symbol} in {self.__class__.__name__}.confirm_trend"
-            )
             self.tracker.update(snooze=self.etf.seconds, order_type=None)
 
     async def watch_market(self):
@@ -138,11 +97,7 @@ class FingerTrap(Strategy):
             if self.tracker.order_type is None:
                 await self.sleep(secs=self.tracker.snooze)
                 return
-            await self.trader.place_trade(
+            await self.trader.place_trade(order_type=self.tracker.order_type, parameters=self.parameters, sl=self.tracker.sl)
-                order_type=self.tracker.order_type,
-                parameters=self.parameters,
-                sl=self.tracker.sl,
-            )
             await self.sleep(secs=self.tracker.snooze)
         except Exception as err:
             logger.error(f"{err} For {self.symbol} in {self.__class__.__name__}.trade")

src/aiomql/contrib/symbols/forex_symbol.py

@@ -24,9 +24,7 @@ class ForexSymbol(Symbol):
         points = amount / (volume * self.point * self.trade_contract_size)
         return points
 
-    async def compute_volume_points(
+    async def compute_volume_points(self, *, amount: float, points: float, round_down: bool = False) -> float:
-        self, *, amount: float, points: float, round_down: bool = False
-    ) -> float:
         """Compute the volume required for a trade. Given the amount and the number of points.
 
         Args:
@@ -37,8 +35,6 @@ class ForexSymbol(Symbol):
         volume = amount / (self.point * points * self.trade_contract_size)
         return self.round_off_volume(volume=volume, round_down=round_down)
 
-    async def compute_volume_sl(
+    async def compute_volume_sl(self, *, amount: float, price: float, sl: float, round_down: bool = False) -> float:
-        self, *, amount: float, price: float, sl: float, round_down: bool = False
-    ) -> float:
         volume = amount / (abs(price - sl) * self.trade_contract_size)
         return self.round_off_volume(volume=volume, round_down=round_down)

src/aiomql/contrib/traders/scalp_trader.py

@@ -7,9 +7,7 @@ logger = getLogger(__name__)
 
 
 class ScalpTrader(Trader):
-    async def place_trade(
+    async def place_trade(self, *, order_type: OrderType, volume: float = None, parameters: dict = None):
-        self, *, order_type: OrderType, volume: float = None, parameters: dict = None
-    ):
         """Places a trade based on the order_type and a given stop_loss
 
         Args:
@@ -28,6 +26,4 @@ class ScalpTrader(Trader):
             if res is not None:
                 await self.record_trade(result=res, parameters=self.parameters)
         except Exception as err:
-            logger.error(
+            logger.error(f"{err} in {self.__class__.__name__}.place_trade for {self.symbol.name}")
-                f"{err} in {self.__class__.__name__}.place_trade for {self.symbol.name}"
-            )

src/aiomql/contrib/traders/simple_trader.py

@@ -7,9 +7,7 @@ logger = getLogger(__name__)
 
 
 class SimpleTrader(Trader):
-    async def place_trade(
+    async def place_trade(self, *, order_type: OrderType, sl: float, parameters: dict = None):
-        self, *, order_type: OrderType, sl: float, parameters: dict = None
-    ):
         """Places a trade based on the order_type and a given stop_loss
 
         Args:
@@ -25,6 +23,4 @@ class SimpleTrader(Trader):
             self.order.comment = self.parameters.get("name", self.__class__.__name__)
             await self.send_order()
         except Exception as err:
-            logger.error(
+            logger.error(f"{err} in {self.__class__.__name__}.place_trade for {self.symbol.name}")
-                f"{err} in {self.__class__.__name__}.place_trade for {self.symbol.name}"
-            )

src/aiomql/core/_core.py

@@ -294,21 +294,9 @@ types = (
 class BaseMeta(type):
     def __new__(mcs, cls_name, bases, cls_dict):
         defaults: dict = getattr(MetaTrader5, "__dict__", {})
-        callables = {
+        callables = {f"_{key}": value for key in core_mt5_functions if (value := defaults.get(key, None)) is not None}
-            f"_{key}": value
+        consts = {key: value for key in constants if (value := defaults.get(key, None)) is not None}
-            for key in core_mt5_functions
+        types_ = {key: value for key in types if (value := defaults.get(key, None)) is not None}
-            if (value := defaults.get(key, None)) is not None
-        }
-        consts = {
-            key: value
-            for key in constants
-            if (value := defaults.get(key, None)) is not None
-        }
-        types_ = {
-            key: value
-            for key in types
-            if (value := defaults.get(key, None)) is not None
-        }
         cls_dict |= callables
         cls_dict |= consts
         cls_dict |= types_

src/aiomql/core/backtesting/backtest_controller.py

@@ -52,24 +52,14 @@ class BackTestController:
             self.backtest_engine.next()
             while True:
                 pending = self.wait()
-                if (
+                if pending == 0:  # all main tasks have been completed in the current cycle
-                    pending == 0
-                ):  # all main tasks have been completed in the current cycle
                     await self.backtest_engine.tracker()
                     self.backtest_engine.next()
                     if self.backtest_engine.cursor.time % 3600 == 0:
-                        logger.info(
+                        logger.info(datetime.strftime(datetime.fromtimestamp(self.backtest_engine.cursor.time), "%Y-%m-%d %H:%M:%S"))
-                            datetime.strftime(
-                                datetime.fromtimestamp(
-                                    self.backtest_engine.cursor.time
-                                ),
-                                "%Y-%m-%d %H:%M:%S",
-                            )
-                        )
                 if self.backtest_engine.stop_testing:
                     logger.info(
-                        "Stop trading called in control at %s",
+                        "Stop trading called in control at %s", datetime.fromtimestamp(self.backtest_engine.cursor.time).strftime("%Y-%m-%d %H:%M:%S")
-                        datetime.fromtimestamp(self.backtest_engine.cursor.time).strftime("%Y-%m-%d %H:%M:%S"),
                     )
                     break
             await self.backtest_engine.wrap_up()

src/aiomql/core/backtesting/get_data.py

@@ -58,15 +58,7 @@ class BackTestData:
 class GetData:
     data: BackTestData
 
-    def __init__(
+    def __init__(self, *, start: datetime, end: datetime, symbols: Sequence[str], timeframes: Sequence[TimeFrame], name: str = ""):
-        self,
-        *,
-        start: datetime,
-        end: datetime,
-        symbols: Sequence[str],
-        timeframes: Sequence[TimeFrame],
-        name: str = "",
-    ):
         """"""
         self.config = Config()
         self.start = start.astimezone(tz=UTC)
@@ -102,14 +94,8 @@ class GetData:
             logger.error(f"Error: {err}")
 
     def save_data(self, *, name: str | Path = ""):
-        name = name or (
+        name = name or (self.name + ".pkl" if not self.name.endswith(".pkl") else self.name)
-            self.name + ".pkl" if not self.name.endswith(".pkl") else self.name
+        name = Path(self.config.backtest_dir) / name if not isinstance(name, Path) else name
-        )
-        name = (
-            Path(self.config.backtest_dir) / name
-            if not isinstance(name, Path)
-            else name
-        )
         with open(name, "wb") as fo:
             pickle.dump(self.data, fo, protocol=pickle.HIGHEST_PROTOCOL)
 
@@ -118,26 +104,15 @@ class GetData:
         if workers:
             self.task_queue.workers = workers
 
-        q_items = [
+        q_items = [QueueItem(self.get_symbols_rates), QueueItem(self.get_symbols_ticks), QueueItem(self.get_symbols_info)]
-            QueueItem(self.get_symbols_rates),
-            QueueItem(self.get_symbols_ticks),
-            QueueItem(self.get_symbols_info),
-        ]
 
-        [
+        [self.task_queue.add(item=item, priority=0, must_complete=True) for item in q_items]
-            self.task_queue.add(item=item, priority=0, must_complete=True)
-            for item in q_items
-        ]
 
         if not self.data.account:
-            self.task_queue.add(
+            self.task_queue.add(item=QueueItem(self.get_account_info), must_complete=True)
-                item=QueueItem(self.get_account_info), must_complete=True
-            )
 
         if not self.data.terminal:
-            self.task_queue.add(
+            self.task_queue.add(item=QueueItem(self.get_terminal_info), must_complete=True)
-                item=QueueItem(self.get_terminal_info), must_complete=True
-            )
 
         if not self.data.version:
             self.task_queue.add(item=QueueItem(self.get_version), must_complete=True)
@@ -146,9 +121,7 @@ class GetData:
 
         if self.data.fully_loaded is False:
             logger.warning("Data not fully loaded")
-            self.data = BackTestData(
+            self.data = BackTestData(name=self.name, span=self.span, range=self.range, fully_loaded=False)
-                name=self.name, span=self.span, range=self.range, fully_loaded=False
-            )
 
     async def get_terminal_info(self):
         """"""
@@ -179,29 +152,16 @@ class GetData:
 
     async def get_symbols_info(self):
         """"""
-        [
+        [self.task_queue.add(item=QueueItem(self.get_symbol_info, symbol=symbol)) for symbol in self.symbols if self.data.symbols.get(symbol) is None]
-            self.task_queue.add(item=QueueItem(self.get_symbol_info, symbol=symbol))
-            for symbol in self.symbols
-            if self.data.symbols.get(symbol) is None
-        ]
 
     async def get_symbols_ticks(self):
         """"""
-        [
+        [self.task_queue.add(item=QueueItem(self.get_symbol_ticks, symbol=symbol)) for symbol in self.symbols if self.data.ticks.get(symbol) is None]
-            self.task_queue.add(item=QueueItem(self.get_symbol_ticks, symbol=symbol))
-            for symbol in self.symbols
-            if self.data.ticks.get(symbol) is None
-        ]
 
     async def get_symbols_rates(self):
         """"""
         [
-            self.task_queue.add(
+            self.task_queue.add(item=QueueItem(self.get_symbol_rates, symbol=symbol, timeframe=timeframe), priority=4)
-                item=QueueItem(
-                    self.get_symbol_rates, symbol=symbol, timeframe=timeframe
-                ),
-                priority=4,
-            )
             for symbol in self.symbols
             for timeframe in self.timeframes
             if self.data.rates.get(symbol, {}).get(timeframe) is None
@@ -219,9 +179,7 @@ class GetData:
     @backoff_decorator
     async def get_symbol_ticks(self, *, symbol: str):
         """"""
-        res = await self.mt5.copy_ticks_range(
+        res = await self.mt5.copy_ticks_range(symbol, self.start, self.end, MetaTrader5.COPY_TICKS_ALL)
-            symbol, self.start, self.end, MetaTrader5.COPY_TICKS_ALL
-        )
         if res is None:
             self.data.fully_loaded = False
             self.task_queue.stop_queue()

src/aiomql/core/backtesting/trades_manager.py

@@ -66,13 +66,9 @@ class PositionsManager(TradeManager):
     _open_positions: set[int]
     margins: dict[int, float]
 
-    def __init__(
+    def __init__(self, *, data: dict = None, open_positions: set = None, margins: dict = None):
-        self, *, data: dict = None, open_positions: set = None, margins: dict = None
-    ):
         super().__init__(data=data)
-        self._open_positions = open_positions or {
+        self._open_positions = open_positions or {trade.ticket for trade in self._data.values()}
-            trade.ticket for trade in self._data.values()
-        }
         self.margins: dict[int, float] = margins or dict()
 
     def __len__(self):
@@ -113,22 +109,12 @@ class PositionsManager(TradeManager):
     def set_margin(self, *, ticket: int, margin: float):
         self.margins[ticket] = margin
 
-    def positions_get(
+    def positions_get(self, *, ticket: int = None, symbol: str = None, group: None = None) -> tuple[TradePosition, ...]:
-        self, *, ticket: int = None, symbol: str = None, group: None = None
-    ) -> tuple[TradePosition, ...]:
         if ticket:
-            return tuple(
+            return tuple(position for position in self.open_positions if position.ticket == ticket)
-                position
-                for position in self.open_positions
-                if position.ticket == ticket
-            )
 
         if symbol:
-            return tuple(
+            return tuple(position for position in self.open_positions if position.symbol == symbol)
-                position
-                for position in self.open_positions
-                if position.symbol == symbol
-            )
 
         if group:
             return self.open_positions
@@ -143,33 +129,19 @@ class PositionsManager(TradeManager):
 
     @property
     def open_positions(self) -> tuple[TradePosition, ...]:
-        return tuple(
+        return tuple(position for position in self.values() if position.ticket in self._open_positions)
-            position
-            for position in self.values()
-            if position.ticket in self._open_positions
-        )
 
 
 class OrdersManager(TradeManager):
     _data = dict[int, TradeOrder]
 
-    def get_orders_range(
+    def get_orders_range(self, *, date_from: float, date_to: float) -> tuple[TradeData, ...]:
-        self, *, date_from: float, date_to: float
-    ) -> tuple[TradeData, ...]:
         start = date_from.timestamp() if isinstance(date_from, datetime) else date_from
         end = date_to.timestamp() if isinstance(date_to, datetime) else date_to
-        return tuple(
+        return tuple(order for order in self.values() if start <= order.time_setup <= end)
-            order for order in self.values() if start <= order.time_setup <= end
-        )
 
     def history_orders_get(
-        self,
+        self, *, date_from: float | datetime = None, date_to: float | datetime = None, group: str = "", ticket: int = None, position: int = None
-        *,
-        date_from: float | datetime = None,
-        date_to: float | datetime = None,
-        group: str = "",
-        ticket: int = None,
-        position: int = None,
     ) -> tuple[TradeOrder, ...]:
         if date_from and date_to:
             orders = self.get_orders_range(date_from=date_from, date_to=date_to)
@@ -181,36 +153,24 @@ class OrdersManager(TradeManager):
             return tuple(order for order in self.values() if order.ticket == ticket)
 
         if position:
-            return tuple(
+            return tuple(order for order in self.values() if order.position_id == position)
-                order for order in self.values() if order.position_id == position
-            )
 
         return ()
 
-    def history_orders_total(
+    def history_orders_total(self, *, date_from: datetime | float, date_to: datetime | float) -> int:
-        self, *, date_from: datetime | float, date_to: datetime | float
-    ) -> int:
         return len(self.get_orders_range(date_from=date_from, date_to=date_to))
 
 
 class DealsManager(TradeManager):
     _data = dict[int, TradeDeal]
 
-    def get_deals_range(
+    def get_deals_range(self, *, date_from: float, date_to: float) -> tuple[TradeData, ...]:
-        self, *, date_from: float, date_to: float
-    ) -> tuple[TradeData, ...]:
         start = date_from.timestamp() if isinstance(date_from, datetime) else date_from
         end = date_to.timestamp() if isinstance(date_to, datetime) else date_to
         return tuple(deal for deal in self.values() if start <= deal.time <= end)
 
     def history_deals_get(
-        self,
+        self, *, date_from: float | datetime = None, date_to: float | datetime = None, group: str = "", ticket: int = None, position: int = None
-        *,
-        date_from: float | datetime = None,
-        date_to: float | datetime = None,
-        group: str = "",
-        ticket: int = None,
-        position: int = None,
     ) -> tuple[TradeDeal, ...]:
         if date_from and date_to:
             deals = self.get_deals_range(date_from=date_from, date_to=date_to)
@@ -226,7 +186,5 @@ class DealsManager(TradeManager):
 
         return ()
 
-    def history_deals_total(
+    def history_deals_total(self, *, date_from: datetime | float, date_to: datetime | float) -> int:
-        self, *, date_from: datetime | float, date_to: datetime | float
-    ) -> int:
         return len(self.get_deals_range(date_from=date_from, date_to=date_to))

src/aiomql/core/base.py

@@ -24,32 +24,14 @@ class Base:
         Args:
             **kwargs: Set instance attributes with keyword arguments. Only if they are annotated on the class body.
         """
-        self.exclude = {
+        self.exclude = {"mt5", "config", "exclude", "include", "annotations", "class_vars", "dict", "_instance"}
-            "mt5",
-            "config",
-            "exclude",
-            "include",
-            "annotations",
-            "class_vars",
-            "dict",
-            "_instance",
-        }
         self.include = set()
         self.set_attributes(**kwargs)
 
     def __repr__(self):
-        kv = [
+        kv = [(k, v) for k, v in self.__dict__.items() if not k.startswith("_") and (type(v) in (int, float, str) or isinstance(v, enum.Enum))]
-            (k, v)
-            for k, v in self.__dict__.items()
-            if not k.startswith("_")
-            and (type(v) in (int, float, str) or isinstance(v, enum.Enum))
-        ]
         args = ", ".join("%s=%s" % (i, j) for i, j in kv[:3])
-        args = (
+        args = args if len(kv) <= 3 else args + " ... " + ", ".join("%s=%s" % (i, j) for i, j in kv[-1:])
-            args
-            if len(kv) <= 3
-            else args + " ... " + ", ".join("%s=%s" % (i, j) for i, j in kv[-1:])
-        )
         return "%(class)s(%(args)s)" % {"class": self.__class__.__name__, "args": args}
 
     def set_attributes(self, **kwargs):
@@ -68,21 +50,15 @@ class Base:
             try:
                 setattr(self, i, self.annotations[i](j))
             except KeyError:
-                logger.debug(
+                logger.debug(f"Attribute {i} does not belong to class {self.__class__.__name__}")
-                    f"Attribute {i} does not belong to class {self.__class__.__name__}"
-                )
                 continue
 
             except (ValueError, TypeError):
-                logger.debug(
+                logger.debug(f"Cannot covert object of type {type(j)} to type {self.annotations[i]}")
-                    f"Cannot covert object of type {type(j)} to type {self.annotations[i]}"
-                )
                 setattr(self, i, j)
 
             except Exception as exe:
-                logger.debug(
+                logger.debug(f"Did not set attribute {i} on class {self.__class__.__name__} due to {exe}")
-                    f"Did not set attribute {i} on class {self.__class__.__name__} due to {exe}"
-                )
                 continue
 
     @property
@@ -113,11 +89,7 @@ class Base:
         """
         exclude, include = exclude or set(), include or set()
         filter_ = include or set(self.dict.keys()).difference(exclude)
-        return {
+        return {key: value for key, value in self.dict.items() if key in filter_ and value is not None}
-            key: value
-            for key, value in self.dict.items()
-            if key in filter_ and value is not None
-        }
 
     @property
     @cache
@@ -131,9 +103,7 @@ class Base:
         cls_dict = {}
         for cls in clss:
             cls_dict |= cls.__dict__
-        return {
+        return {key: value for key, value in cls_dict.items() if key in self.annotations}
-            key: value for key, value in cls_dict.items() if key in self.annotations
-        }
 
     @property
     def dict(self) -> dict:
@@ -144,11 +114,7 @@ class Base:
         """
         try:
             _filter = self.exclude.difference(self.include)
-            return {
+            return {key: value for key, value in (self.class_vars | self.__dict__).items() if key not in _filter and value is not None}
-                key: value
-                for key, value in (self.class_vars | self.__dict__).items()
-                if key not in _filter and value is not None
-            }
         except Exception as err:
             logger.warning(err)
 

src/aiomql/core/config.py

@@ -114,9 +114,7 @@ class Config:
             **kwargs: Object attributes and values as keyword arguments
         """
         if kwargs.pop("root", None) is not None:
-            logger.warning(
+            logger.warning("Tried setting root from set_attributes. Use load_config to change project root")
-                "Tried setting root from set_attributes. Use load_config to change project root"
-            )
         [setattr(self, key, value) for key, value in kwargs.items()]
 
     @staticmethod
@@ -145,14 +143,7 @@ class Config:
             logger.debug(f"Error finding config file: {err}")
             return
 
-    def load_config(
+    def load_config(self, *, file: str | Path = None, filename: str = None, root: str | Path = None, **kwargs) -> Self:
-        self,
-        *,
-        file: str | Path = None,
-        filename: str = None,
-        root: str | Path = None,
-        **kwargs,
-    ) -> Self:
         """Load configuration settings from a file.
 
         Keyword Args:
@@ -190,17 +181,9 @@ class Config:
         self.set_attributes(**data)
 
         if self.path:
-            self.path = (
+            self.path = self.root / self.path if not Path(self.path).resolve().exists() else self.path
-                self.root / self.path
-                if not Path(self.path).resolve().exists()
-                else self.path
-            )
 
-        if self.record_trades and (
+        if self.record_trades and (hasattr(self, "records_dir") is False or self.records_dir is None or root is not None):
-            hasattr(self, "records_dir") is False
-            or self.records_dir is None
-            or root is not None
-        ):
             self.records_dir = self.root / self.records_dir_name
             self.records_dir.mkdir(parents=True, exist_ok=True)
 

src/aiomql/core/meta_backtester.py

@@ -3,17 +3,7 @@ from logging import getLogger
 from typing import Literal, TypeVar
 
 from numpy import ndarray
-from MetaTrader5 import (
+from MetaTrader5 import Tick, SymbolInfo, AccountInfo, TerminalInfo, TradeOrder, TradePosition, TradeDeal, OrderCheckResult, OrderSendResult
-    Tick,
-    SymbolInfo,
-    AccountInfo,
-    TerminalInfo,
-    TradeOrder,
-    TradePosition,
-    TradeDeal,
-    OrderCheckResult,
-    OrderSendResult,
-)
 
 from .meta_trader import MetaTrader
 from .constants import TimeFrame, CopyTicks, OrderType
@@ -49,73 +39,29 @@ class MetaBackTester(MetaTrader):
             return await super().last_error()
 
     async def initialize(
-        self,
+        self, *, path: str = "", login: int = 0, password: str = "", server: str = "", timeout: int | None = None, portable=False
-        *,
-        path: str = "",
-        login: int = 0,
-        password: str = "",
-        server: str = "",
-        timeout: int | None = None,
-        portable=False,
     ) -> bool:
         if self.config.use_terminal_for_backtesting:
-            return await super().initialize(
+            return await super().initialize(path=path, login=login, password=password, server=server, timeout=timeout)
-                path=path,
-                login=login,
-                password=password,
-                server=server,
-                timeout=timeout,
-            )
 
         return True
 
     def initialize_sync(
-        self,
+        self, *, path: str = "", login: int = 0, password: str = "", server: str = "", timeout: int | None = None, portable=False
-        *,
-        path: str = "",
-        login: int = 0,
-        password: str = "",
-        server: str = "",
-        timeout: int | None = None,
-        portable=False,
     ) -> bool:
         if self.config.use_terminal_for_backtesting:
-            return super().initialize_sync(
+            return super().initialize_sync(path=path, login=login, password=password, server=server, timeout=timeout)
-                path=path,
-                login=login,
-                password=password,
-                server=server,
-                timeout=timeout,
-            )
 
         return True
 
-    def login_sync(
+    def login_sync(self, *, login: int = 0, password: str = "", server: str = "", timeout: int = 60000) -> bool:
-        self,
-        *,
-        login: int = 0,
-        password: str = "",
-        server: str = "",
-        timeout: int = 60000,
-    ) -> bool:
         if self.config.use_terminal_for_backtesting:
-            return super().login_sync(
+            return super().login_sync(login=login, password=password, server=server, timeout=timeout)
-                login=login, password=password, server=server, timeout=timeout
-            )
         return True
 
-    async def login(
+    async def login(self, *, login: int = 0, password: str = "", server: str = "", timeout: int = 60000) -> bool:
-        self,
-        *,
-        login: int = 0,
-        password: str = "",
-        server: str = "",
-        timeout: int = 60000,
-    ) -> bool:
         if self.config.use_terminal_for_backtesting:
-            return await super().login(
+            return await super().login(login=login, password=password, server=server, timeout=timeout)
-                login=login, password=password, server=server, timeout=timeout
-            )
         return True
 
     async def shutdown(self) -> None:
@@ -153,56 +99,28 @@ class MetaBackTester(MetaTrader):
         return tick
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def copy_rates_from(
+    async def copy_rates_from(self, symbol: str, timeframe: TimeFrame, date_from: datetime | float, count: int) -> ndarray | None:
-        self, symbol: str, timeframe: TimeFrame, date_from: datetime | float, count: int
+        rates = await self.backtest_engine.get_rates_from(symbol=symbol, timeframe=timeframe, date_from=date_from, count=count)
-    ) -> ndarray | None:
-        rates = await self.backtest_engine.get_rates_from(
-            symbol=symbol, timeframe=timeframe, date_from=date_from, count=count
-        )
         return rates
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def copy_rates_from_pos(
+    async def copy_rates_from_pos(self, symbol: str, timeframe: TimeFrame, start_pos: int, count: int) -> ndarray | None:
-        self, symbol: str, timeframe: TimeFrame, start_pos: int, count: int
+        rates = await self.backtest_engine.get_rates_from_pos(symbol=symbol, timeframe=timeframe, start_pos=start_pos, count=count)
-    ) -> ndarray | None:
-        rates = await self.backtest_engine.get_rates_from_pos(
-            symbol=symbol, timeframe=timeframe, start_pos=start_pos, count=count
-        )
         return rates
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def copy_rates_range(
+    async def copy_rates_range(self, symbol: str, timeframe: TimeFrame, date_from: datetime | float, date_to: datetime | float) -> ndarray | None:
-        self,
+        rates = await self.backtest_engine.get_rates_range(symbol=symbol, timeframe=timeframe, date_from=date_from, date_to=date_to)
-        symbol: str,
-        timeframe: TimeFrame,
-        date_from: datetime | float,
-        date_to: datetime | float,
-    ) -> ndarray | None:
-        rates = await self.backtest_engine.get_rates_range(
-            symbol=symbol, timeframe=timeframe, date_from=date_from, date_to=date_to
-        )
         return rates
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def copy_ticks_from(
+    async def copy_ticks_from(self, symbol: str, date_from: datetime | float, count: int, flags: CopyTicks) -> ndarray | None:
-        self, symbol: str, date_from: datetime | float, count: int, flags: CopyTicks
+        ticks = await self.backtest_engine.get_ticks_from(symbol=symbol, date_from=date_from, count=count, flags=flags)
-    ) -> ndarray | None:
-        ticks = await self.backtest_engine.get_ticks_from(
-            symbol=symbol, date_from=date_from, count=count, flags=flags
-        )
         return ticks
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def copy_ticks_range(
+    async def copy_ticks_range(self, symbol: str, date_from: datetime | float, date_to: datetime | float, flags: CopyTicks) -> ndarray | None:
-        self,
+        ticks = await self.backtest_engine.get_ticks_range(symbol=symbol, date_from=date_from, date_to=date_to, flags=flags)
-        symbol: str,
-        date_from: datetime | float,
-        date_to: datetime | float,
-        flags: CopyTicks,
-    ) -> ndarray | None:
-        ticks = await self.backtest_engine.get_ticks_range(
-            symbol=symbol, date_from=date_from, date_to=date_to, flags=flags
-        )
         return ticks
 
     @error_handler(msg="test data not available", exe=AttributeError)
@@ -210,40 +128,19 @@ class MetaBackTester(MetaTrader):
         return self.backtest_engine.get_orders_total()
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def orders_get(
+    async def orders_get(self, group: str = "", ticket: int = 0, symbol: str = "") -> tuple[TradeOrder, ...] | None:
-        self, group: str = "", ticket: int = 0, symbol: str = ""
+        kwargs = {key: value for key, value in (("group", group), ("ticket", ticket), ("symbol", symbol)) if value}
-    ) -> tuple[TradeOrder, ...] | None:
-        kwargs = {
-            key: value
-            for key, value in (("group", group), ("ticket", ticket), ("symbol", symbol))
-            if value
-        }
         return self.backtest_engine.get_orders(**kwargs)
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def order_calc_margin(
+    async def order_calc_margin(self, action: OrderType, symbol: str, volume: float, price: float) -> float | None:
-        self, action: OrderType, symbol: str, volume: float, price: float
+        res = await self.backtest_engine.order_calc_margin(action=action, symbol=symbol, volume=volume, price=price)
-    ) -> float | None:
-        res = await self.backtest_engine.order_calc_margin(
-            action=action, symbol=symbol, volume=volume, price=price
-        )
         return res
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def order_calc_profit(
+    async def order_calc_profit(self, action: Literal[0, 1], symbol: str, volume: float, price_open: float, price_close: float) -> float | None:
-        self,
-        action: Literal[0, 1],
-        symbol: str,
-        volume: float,
-        price_open: float,
-        price_close: float,
-    ) -> float | None:
         profit = await self.backtest_engine.order_calc_profit(
-            action=action,
+            action=action, symbol=symbol, volume=volume, price_open=price_open, price_close=price_close
-            symbol=symbol,
-            volume=volume,
-            price_open=price_open,
-            price_close=price_close,
         )
         return profit
 
@@ -261,66 +158,30 @@ class MetaBackTester(MetaTrader):
         return self.backtest_engine.get_positions_total()
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def positions_get(
+    async def positions_get(self, group: str = "", ticket: int = None, symbol: str = "") -> tuple[TradePosition, ...] | None:
-        self, group: str = "", ticket: int = None, symbol: str = ""
+        kwargs = {key: value for key, value in (("group", group), ("ticket", ticket), ("symbol", symbol)) if value}
-    ) -> tuple[TradePosition, ...] | None:
-        kwargs = {
-            key: value
-            for key, value in (("group", group), ("ticket", ticket), ("symbol", symbol))
-            if value
-        }
         return self.backtest_engine.get_positions(**kwargs)
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def history_orders_total(
+    async def history_orders_total(self, date_from: datetime | float, date_to: datetime | float) -> int | None:
-        self, date_from: datetime | float, date_to: datetime | float
+        return self.backtest_engine.get_history_orders_total(date_from=date_from, date_to=date_to)
-    ) -> int | None:
-        return self.backtest_engine.get_history_orders_total(
-            date_from=date_from, date_to=date_to
-        )
 
     @error_handler(msg="test data not available", exe=AttributeError)
     async def history_orders_get(
-        self,
+        self, date_from: datetime | float = None, date_to: datetime | float = None, group: str = "", ticket: int = None, position: int = None
-        date_from: datetime | float = None,
-        date_to: datetime | float = None,
-        group: str = "",
-        ticket: int = None,
-        position: int = None,
     ) -> tuple[TradeOrder, ...] | None:
-        args = (
+        args = (("date_from", date_from), ("date_to", date_to), ("group", group), ("ticket", ticket), ("position", position))
-            ("date_from", date_from),
-            ("date_to", date_to),
-            ("group", group),
-            ("ticket", ticket),
-            ("position", position),
-        )
         kwargs = {key: value for key, value in args if value}
         return self.backtest_engine.get_history_orders(**kwargs)
 
     @error_handler(msg="test data not available", exe=AttributeError)
-    async def history_deals_total(
+    async def history_deals_total(self, date_from: datetime | float, date_to: datetime | float) -> int | None:
-        self, date_from: datetime | float, date_to: datetime | float
+        return self.backtest_engine.get_history_deals_total(date_from=date_from, date_to=date_to)
-    ) -> int | None:
-        return self.backtest_engine.get_history_deals_total(
-            date_from=date_from, date_to=date_to
-        )
 
     @error_handler(msg="test data not available", exe=AttributeError)
     async def history_deals_get(
-        self,
+        self, date_from: datetime | float = None, date_to: datetime | float = None, group: str = "", ticket: int = None, position: int = None
-        date_from: datetime | float = None,
-        date_to: datetime | float = None,
-        group: str = "",
-        ticket: int = None,
-        position: int = None,
     ) -> tuple[TradeDeal, ...] | None:
-        args = (
+        args = (("date_from", date_from), ("date_to", date_to), ("group", group), ("ticket", ticket), ("position", position))
-            ("date_from", date_from),
-            ("date_to", date_to),
-            ("group", group),
-            ("ticket", ticket),
-            ("position", position),
-        )
         kwargs = {key: value for key, value in args if value}
         return self.backtest_engine.get_history_deals(**kwargs)

src/aiomql/core/meta_trader.py

@@ -5,18 +5,8 @@ from typing import Literal
 from pathlib import Path
 
 import numpy as np
-from MetaTrader5 import (
+from MetaTrader5 import (BookInfo, SymbolInfo, AccountInfo, Tick, TerminalInfo, TradeOrder, TradeDeal, TradePosition,
-    BookInfo,
+                         OrderSendResult, OrderCheckResult)
-    SymbolInfo,
-    AccountInfo,
-    Tick,
-    TerminalInfo,
-    TradeOrder,
-    TradeDeal,
-    TradePosition,
-    OrderSendResult,
-    OrderCheckResult,
-)
 import MetaTrader5 as mt5
 
 from .constants import OrderType, CopyTicks
@@ -75,14 +65,7 @@ class MetaTrader(MetaCore):
                 logger.warning(f"{error_msg}:{self.error.description}")
         return res
 
-    async def login(
+    async def login(self, *, login: int = 0, password: str = "", server: str = "", timeout: int = 60000) -> bool:
-        self,
-        *,
-        login: int = 0,
-        password: str = "",
-        server: str = "",
-        timeout: int = 60000,
-    ) -> bool:
         """
         Connects to the MetaTrader terminal using the specified login, password and server.
 
@@ -99,18 +82,9 @@ class MetaTrader(MetaCore):
         login = login or acc_details.get("login", 0)
         password = password or acc_details.get("password", "")
         server = server or acc_details.get("server", "")
-        return await asyncio.to_thread(
+        return await asyncio.to_thread(self._login, login, password=password, server=server, timeout=timeout)
-            self._login, login, password=password, server=server, timeout=timeout
-        )
 
-    def login_sync(
+    def login_sync(self, *, login: int = 0, password: str = "", server: str = "", timeout: int = 60000) -> bool:
-        self,
-        *,
-        login: int = 0,
-        password: str = "",
-        server: str = "",
-        timeout: int = 60000,
-    ) -> bool:
         """
         Connects to the MetaTrader terminal using the specified login, password and server.
 
@@ -131,13 +105,7 @@ class MetaTrader(MetaCore):
         return res
 
     async def initialize(
-        self,
+        self, path: str = None, login: int = 0, password: str = "", server: str = "", timeout: int | None = None, portable=False
-        path: str = None,
-        login: int = 0,
-        password: str = "",
-        server: str = "",
-        timeout: int | None = None,
-        portable=False,
     ) -> bool:
         """
         Initializes the connection to the MetaTrader terminal. All parameters are optional.
@@ -179,13 +147,7 @@ class MetaTrader(MetaCore):
             return res
 
     def initialize_sync(
-        self,
+        self, path: str = None, login: int = 0, password: str = "", server: str = "", timeout: int | None = None, portable=False
-        path: str = None,
-        login: int = 0,
-        password: str = "",
-        server: str = "",
-        timeout: int | None = None,
-        portable=False,
     ) -> bool:
         """
         Initializes the connection to the MetaTrader terminal. All parameters are optional.
@@ -244,107 +206,62 @@ class MetaTrader(MetaCore):
 
     async def account_info(self) -> AccountInfo | None:
         """"""
-        api = {
+        api = {"func": self._account_info, "error_msg": "Error in obtaining account information"}
-            "func": self._account_info,
-            "error_msg": "Error in obtaining account information",
-        }
         res = await self._handler(api)
         return res
 
     async def terminal_info(self) -> TerminalInfo | None:
-        api = {
+        api = {"func": self._terminal_info, "error_msg": "Error in obtaining terminal information"}
-            "func": self._terminal_info,
-            "error_msg": "Error in obtaining terminal information",
-        }
         res = await self._handler(api)
         return res
 
     async def symbols_total(self) -> int:
-        api = {
+        api = {"func": self._symbols_total, "error_msg": "Error in obtaining total symbols."}
-            "func": self._symbols_total,
-            "error_msg": "Error in obtaining total symbols.",
-        }
         res = await self._handler(api)
         return res
 
     async def symbols_get(self, group: str = "") -> tuple[SymbolInfo] | None:
         kwargs = {"group": group} if group else {}
-        api = {
+        api = {"func": self._symbols_get, "kwargs": kwargs, "error_msg": "Error in obtaining symbols."}
-            "func": self._symbols_get,
-            "kwargs": kwargs,
-            "error_msg": "Error in obtaining symbols.",
-        }
         res = await self._handler(api)
         return res
 
     async def symbol_info(self, symbol: str) -> SymbolInfo | None:
-        api = {
+        api = {"func": self._symbol_info, "args": (symbol,), "error_msg": f"Error in obtaining information for {symbol}"}
-            "func": self._symbol_info,
-            "args": (symbol,),
-            "error_msg": f"Error in obtaining information for {symbol}",
-        }
         res = await self._handler(api)
         return res
 
     async def symbol_info_tick(self, symbol: str) -> Tick | None:
-        api = {
+        api = {"func": self._symbol_info_tick, "args": (symbol,), "error_msg": f"Error in obtaining tick for {symbol}"}
-            "func": self._symbol_info_tick,
-            "args": (symbol,),
-            "error_msg": f"Error in obtaining tick for {symbol}",
-        }
         res = await self._handler(api)
         return res
 
     async def symbol_select(self, symbol: str, enable: bool) -> bool:
-        api = {
+        api = {"func": self._symbol_select, "args": (symbol, enable), "error_msg": f"Error in selecting {symbol}"}
-            "func": self._symbol_select,
-            "args": (symbol, enable),
-            "error_msg": f"Error in selecting {symbol}",
-        }
         res = await self._handler(api)
         return res
 
     async def market_book_add(self, symbol: str) -> bool:
-        api = {
+        api = {"func": self._market_book_add, "args": (symbol,), "error_msg": f"Error in adding {symbol} to market book"}
-            "func": self._market_book_add,
-            "args": (symbol,),
-            "error_msg": f"Error in adding {symbol} to market book",
-        }
         res = await self._handler(api)
         return res
 
     async def market_book_get(self, symbol: str) -> tuple[BookInfo] | None:
-        api = {
+        api = {"func": self._market_book_get, "args": (symbol,), "error_msg": f"Error in obtaining market depth for {symbol}"}
-            "func": self._market_book_get,
-            "args": (symbol,),
-            "error_msg": f"Error in obtaining market depth for {symbol}",
-        }
         res = await self._handler(api)
         return res
 
     async def market_book_release(self, symbol: str) -> bool:
-        api = {
+        api = {"func": self._market_book_release, "args": (symbol,), "error_msg": f"Error in releasing market depth for {symbol}"}
-            "func": self._market_book_release,
-            "args": (symbol,),
-            "error_msg": f"Error in releasing market depth for {symbol}",
-        }
         res = await self._handler(api)
         return res
 
-    async def copy_rates_from(
+    async def copy_rates_from(self, symbol: str, timeframe: int, date_from: datetime | float, count: int) -> np.ndarray | None:
-        self, symbol: str, timeframe: int, date_from: datetime | float, count: int
+        api = {"func": self._copy_rates_from, "args": (symbol, timeframe, date_from, count), "error_msg": f"Error in obtaining rates for {symbol}"}
-    ) -> np.ndarray | None:
-        api = {
-            "func": self._copy_rates_from,
-            "args": (symbol, timeframe, date_from, count),
-            "error_msg": f"Error in obtaining rates for {symbol}",
-        }
         res = await self._handler(api)
         return res
 
-    async def copy_rates_from_pos(
+    async def copy_rates_from_pos(self, symbol: str, timeframe: int, start_pos: int, count: int) -> np.ndarray | None:
-        self, symbol: str, timeframe: int, start_pos: int, count: int
-    ) -> np.ndarray | None:
         api = {
             "func": self._copy_rates_from_pos,
             "args": (symbol, timeframe, start_pos, count),
@@ -353,93 +270,39 @@ class MetaTrader(MetaCore):
         res = await self._handler(api)
         return res
 
-    async def copy_rates_range(
+    async def copy_rates_range(self, symbol: str, timeframe: int, date_from: datetime | float, date_to: datetime | float) -> np.ndarray | None:
-        self,
+        api = {"func": self._copy_rates_range, "args": (symbol, timeframe, date_from, date_to), "error_msg": f"Error in obtaining rates for {symbol}"}
-        symbol: str,
-        timeframe: int,
-        date_from: datetime | float,
-        date_to: datetime | float,
-    ) -> np.ndarray | None:
-        api = {
-            "func": self._copy_rates_range,
-            "args": (symbol, timeframe, date_from, date_to),
-            "error_msg": f"Error in obtaining rates for {symbol}",
-        }
         res = await self._handler(api)
         return res
 
-    async def copy_ticks_from(
+    async def copy_ticks_from(self, symbol: str, date_from: datetime | float, count: int, flags: CopyTicks) -> np.ndarray | None:
-        self, symbol: str, date_from: datetime | float, count: int, flags: CopyTicks
+        api = {"func": self._copy_ticks_from, "args": (symbol, date_from, count, flags), "error_msg": f"Error in obtaining ticks for {symbol}"}
-    ) -> np.ndarray | None:
-        api = {
-            "func": self._copy_ticks_from,
-            "args": (symbol, date_from, count, flags),
-            "error_msg": f"Error in obtaining ticks for {symbol}",
-        }
         res = await self._handler(api)
         return res
 
-    async def copy_ticks_range(
+    async def copy_ticks_range(self, symbol: str, date_from: datetime | float, date_to: datetime | float, flags: CopyTicks) -> np.ndarray | None:
-        self,
+        api = {"func": self._copy_ticks_range, "args": (symbol, date_from, date_to, flags), "error_msg": f"Error in obtaining ticks for {symbol}"}
-        symbol: str,
-        date_from: datetime | float,
-        date_to: datetime | float,
-        flags: CopyTicks,
-    ) -> np.ndarray | None:
-        api = {
-            "func": self._copy_ticks_range,
-            "args": (symbol, date_from, date_to, flags),
-            "error_msg": f"Error in obtaining ticks for {symbol}",
-        }
         res = await self._handler(api)
         return res
 
     async def orders_total(self) -> int:
-        api = {
+        api = {"func": self._orders_total, "error_msg": "Error in obtaining total orders."}
-            "func": self._orders_total,
-            "error_msg": "Error in obtaining total orders.",
-        }
         res = await self._handler(api)
         return res
 
-    async def orders_get(
+    async def orders_get(self, group: str = "", ticket: int = 0, symbol: str = "") -> tuple[TradeOrder] | None:
-        self, group: str = "", ticket: int = 0, symbol: str = ""
+        kwargs = {key: value for key, value in (("group", group), ("ticket", ticket), ("symbol", symbol)) if value}
-    ) -> tuple[TradeOrder] | None:
+        api = {"func": self._orders_get, "kwargs": kwargs, "error_msg": "Error in obtaining orders."}
-        kwargs = {
-            key: value
-            for key, value in (("group", group), ("ticket", ticket), ("symbol", symbol))
-            if value
-        }
-        api = {
-            "func": self._orders_get,
-            "kwargs": kwargs,
-            "error_msg": "Error in obtaining orders.",
-        }
         res = await self._handler(api)
         return res
 
-    async def order_calc_margin(
+    async def order_calc_margin(self, action: Literal[OrderType.BUY, OrderType.SELL], symbol: str, volume: float, price: float) -> float | None:
-        self,
+        api = {"func": self._order_calc_margin, "args": (action, symbol, volume, price), "error_msg": "Error in calculating margin."}
-        action: Literal[OrderType.BUY, OrderType.SELL],
-        symbol: str,
-        volume: float,
-        price: float,
-    ) -> float | None:
-        api = {
-            "func": self._order_calc_margin,
-            "args": (action, symbol, volume, price),
-            "error_msg": "Error in calculating margin.",
-        }
         res = await self._handler(api)
         return res
 
     async def order_calc_profit(
-        self,
+        self, action: Literal[OrderType.BUY, OrderType.SELL], symbol: str, volume: float, price_open: float, price_close: float
-        action: Literal[OrderType.BUY, OrderType.SELL],
-        symbol: str,
-        volume: float,
-        price_open: float,
-        price_close: float,
     ) -> float | None:
         api = {
             "func": self._order_calc_profit,
@@ -450,119 +313,50 @@ class MetaTrader(MetaCore):
         return res
 
     async def order_check(self, request: dict) -> OrderCheckResult:
-        api = {
+        api = {"func": self._order_check, "args": (request,), "error_msg": "Error in checking order."}
-            "func": self._order_check,
-            "args": (request,),
-            "error_msg": "Error in checking order.",
-        }
         res = await self._handler(api)
         return res
 
     async def order_send(self, request: dict) -> OrderSendResult:
-        api = {
+        api = {"func": self._order_send, "args": (request,), "error_msg": "Error in sending order."}
-            "func": self._order_send,
-            "args": (request,),
-            "error_msg": "Error in sending order.",
-        }
         res = await self._handler(api)
         return res
 
     async def positions_total(self) -> int:
-        api = {
+        api = {"func": self._positions_total, "error_msg": "Error in obtaining total positions."}
-            "func": self._positions_total,
-            "error_msg": "Error in obtaining total positions.",
-        }
         res = await self._handler(api)
         return res
 
-    async def positions_get(
+    async def positions_get(self, group: str = "", ticket: int = None, symbol: str = "") -> tuple[TradePosition] | None:
-        self, group: str = "", ticket: int = None, symbol: str = ""
+        kwargs = {key: value for key, value in (("group", group), ("ticket", ticket), ("symbol", symbol)) if value}
-    ) -> tuple[TradePosition] | None:
+        api = {"func": self._positions_get, "kwargs": kwargs, "error_msg": "Error in obtaining open positions."}
-        kwargs = {
-            key: value
-            for key, value in (("group", group), ("ticket", ticket), ("symbol", symbol))
-            if value
-        }
-        api = {
-            "func": self._positions_get,
-            "kwargs": kwargs,
-            "error_msg": "Error in obtaining open positions.",
-        }
         res = await self._handler(api)
         return res
 
-    async def history_orders_total(
+    async def history_orders_total(self, date_from: datetime | float, date_to: datetime | float) -> int:
-        self, date_from: datetime | float, date_to: datetime | float
+        api = {"func": self._history_orders_total, "args": (date_from, date_to), "error_msg": "Error in obtaining total history orders."}
-    ) -> int:
-        api = {
-            "func": self._history_orders_total,
-            "args": (date_from, date_to),
-            "error_msg": "Error in obtaining total history orders.",
-        }
         res = await self._handler(api)
         return res
 
     async def history_orders_get(
-        self,
+        self, date_from: datetime | float = None, date_to: datetime | float = None, group: str = "", ticket: int = None, position: int = None
-        date_from: datetime | float = None,
-        date_to: datetime | float = None,
-        group: str = "",
-        ticket: int = None,
-        position: int = None,
     ) -> tuple[TradeOrder] | None:
-        kwargs = {
+        kwargs = {key: value for key, value in (("group", group), ("ticket", ticket), ("position", position)) if value}
-            key: value
-            for key, value in (
-                ("group", group),
-                ("ticket", ticket),
-                ("position", position),
-            )
-            if value
-        }
         args = tuple(arg for arg in (date_from, date_to) if arg)
-        api = {
+        api = {"func": self._history_orders_get, "args": args, "kwargs": kwargs, "error_msg": "Error in obtaining history orders"}
-            "func": self._history_orders_get,
-            "args": args,
-            "kwargs": kwargs,
-            "error_msg": "Error in obtaining history orders",
-        }
         res = await self._handler(api)
         return res
 
-    async def history_deals_total(
+    async def history_deals_total(self, date_from: datetime | float, date_to: datetime | float) -> int:
-        self, date_from: datetime | float, date_to: datetime | float
+        api = {"func": self._history_deals_total, "args": (date_from, date_to), "error_msg": "Error in obtaining total history deals"}
-    ) -> int:
-        api = {
-            "func": self._history_deals_total,
-            "args": (date_from, date_to),
-            "error_msg": "Error in obtaining total history deals",
-        }
         res = await self._handler(api)
         return res
 
     async def history_deals_get(
-        self,
+        self, date_from: datetime | float = None, date_to: datetime | float = None, group: str = "", ticket: int = None, position: int = None
-        date_from: datetime | float = None,
-        date_to: datetime | float = None,
-        group: str = "",
-        ticket: int = None,
-        position: int = None,
     ) -> tuple[TradeDeal] | None:
-        kwargs = {
+        kwargs = {key: value for key, value in (("group", group), ("ticket", ticket), ("position", position)) if value}
-            key: value
-            for key, value in (
-                ("group", group),
-                ("ticket", ticket),
-                ("position", position),
-            )
-            if value
-        }
         args = tuple(arg for arg in (date_from, date_to) if arg)
-        api = {
+        api = {"func": self._history_deals_get, "args": args, "kwargs": kwargs, "error_msg": "Error in obtaining history deals"}
-            "func": self._history_deals_get,
-            "args": args,
-            "kwargs": kwargs,
-            "error_msg": "Error in obtaining history deals",
-        }
         res = await self._handler(api)
         return res

src/aiomql/core/models.py

@@ -354,10 +354,7 @@ class SymbolInfo(Base):
     name: str = ""
 
     def __repr__(self):
-        return "%(class)s(name=%(name)s)" % {
+        return "%(class)s(name=%(name)s)" % {"class": self.__class__.__name__, "name": self.name}
-            "class": self.__class__.__name__,
-            "name": self.name,
-        }
 
     def __str__(self):
         return self.name

src/aiomql/core/task_queue.py

@@ -31,9 +31,7 @@ class QueueItem:
                 self.task_item(*self.args, **self.kwargs)
 
         except Exception as err:
-            logger.error(
+            logger.error(f"Error {err} occurred in {self.task_item.__name__} with args {self.args} and kwargs {self.kwargs}")
-                f"Error {err} occurred in {self.task_item.__name__} with args {self.args} and kwargs {self.kwargs}"
-            )
 
 
 class TaskQueue:
@@ -84,9 +82,7 @@ class TaskQueue:
                 self.queue.task_done()
                 self.priority_tasks.discard(item)
 
-                if self.stop and (
+                if self.stop and (self.on_exit == "cancel" or len(self.priority_tasks) == 0):
-                    self.on_exit == "cancel" or len(self.priority_tasks) == 0
-                ):
                     self.cancel()
                     break
 
@@ -107,36 +103,26 @@ class TaskQueue:
     async def run(self, timeout: int = 0):
         start = time.perf_counter()
         try:
-            self.tasks.extend(
+            self.tasks.extend(asyncio.create_task(self.worker()) for _ in range(self.workers))
-                asyncio.create_task(self.worker()) for _ in range(self.workers)
-            )
             timeout = timeout or self.timeout
             queue_task = asyncio.create_task(self.queue.join())
 
             if timeout:
-                main_task = asyncio.create_task(
+                main_task = asyncio.create_task(asyncio.wait_for(queue_task, timeout=timeout))
-                    asyncio.wait_for(queue_task, timeout=timeout)
-                )
             else:
                 main_task = queue_task
             self.tasks.append(main_task)
             await main_task
 
         except TimeoutError:
-            logger.warning(
+            logger.warning("Timed out after %d seconds, %d tasks remaining", time.perf_counter() - start, self.queue.qsize())
-                "Timed out after %d seconds, %d tasks remaining",
-                time.perf_counter() - start,
-                self.queue.qsize(),
-            )
             self.stop = True
 
         except asyncio.CancelledError as _:
             logger.warning("Main task cancelled")
 
         except Exception as err:
-            logger.warning(
+            logger.warning("%s: An error occurred in %s.run", err, self.__class__.__name__)
-                "%s: An error occurred in %s.run", err, self.__class__.__name__
-            )
 
         finally:
             await self.clean_up()
@@ -149,9 +135,7 @@ class TaskQueue:
     async def clean_up(self):
         try:
             if self.on_exit == "complete_priority" and len(self.priority_tasks) > 0:
-                logger.warning(
+                logger.warning(f"Completing {len(self.priority_tasks)} priority tasks...")
-                    f"Completing {len(self.priority_tasks)} priority tasks..."
-                )
                 queue_task = asyncio.create_task(self.queue.join())
                 self.tasks.append(queue_task)
                 await queue_task
@@ -161,9 +145,7 @@ class TaskQueue:
             ...
 
         except Exception as err:
-            logger.error(
+            logger.error(f"%s: Error occurred in %s.clean_up", err, self.__class__.__name__)
-                f"%s: Error occurred in %s.clean_up", err, self.__class__.__name__
-            )
 
         finally:
             self.cancel()

src/aiomql/lib/account.py

@@ -15,6 +15,7 @@ class Account(_Base, AccountInfo):
     Attributes:
         connected (bool): Status of connection to MetaTrader 5 Terminal
     """
+
     _instance: Self
     connected: bool
 

src/aiomql/lib/backtester.py

@@ -25,6 +25,7 @@ class BackTester:
         config (Config): Config instance
         mt (MetaBackTester): MetaTrader instance
     """
+
     config: Config
     executor: Executor
     mt: MetaBackTester
@@ -57,18 +58,12 @@ class BackTester:
             self.backtest_engine.setup_account_sync()
             self.init_strategies_sync()
             if (strategies := len(self.executor.strategy_runners)) == 0:
-                logger.warning(
+                logger.warning("No strategies were added to the backtester. Exiting ...")
-                    "No strategies were added to the backtester. Exiting ..."
-                )
                 raise Exception("No strategies added to the backtester")
             self.config.task_queue.worker_timeout = 5
-            self.add_coroutine(
+            self.add_coroutine(coroutine=self.config.task_queue.run, on_separate_thread=True)
-                coroutine=self.config.task_queue.run, on_separate_thread=True
-            )
             self.add_coroutine(coroutine=self.executor.exit)
-            self.add_coroutine(
+            self.add_coroutine(coroutine=self.backtest_controller.control, on_separate_thread=True)
-                coroutine=self.backtest_controller.control, on_separate_thread=True
-            )
             parties = strategies + 1
             self.backtest_controller.set_parties(parties=parties)
         except Exception as err:
@@ -92,31 +87,19 @@ class BackTester:
             await self.backtest_engine.setup_account()
             await self.init_strategies()
             if (strategies := len(self.executor.strategy_runners)) == 0:
-                logger.warning(
+                logger.warning("No strategies were added to the backtester. Exiting ...")
-                    "No strategies were added to the backtester. Exiting ..."
-                )
                 raise Exception("No strategies added to the backtester")
             self.config.task_queue.worker_timeout = 5
-            self.add_coroutine(
+            self.add_coroutine(coroutine=self.config.task_queue.run, on_separate_thread=True)
-                coroutine=self.config.task_queue.run, on_separate_thread=True
-            )
             self.add_coroutine(coroutine=self.executor.exit)
-            self.add_coroutine(
+            self.add_coroutine(coroutine=self.backtest_controller.control, on_separate_thread=True)
-                coroutine=self.backtest_controller.control, on_separate_thread=True
-            )
             parties = strategies + 1
             self.backtest_controller.set_parties(parties=parties)
         except Exception as err:
             logger.error(f"{err}. Backtester initialization failed")
             raise SystemExit
 
-    def add_coroutine(
+    def add_coroutine(self, *, coroutine: Callable[..., ...] | Coroutine, on_separate_thread=False, **kwargs):
-        self,
-        *,
-        coroutine: Callable[..., ...] | Coroutine,
-        on_separate_thread=False,
-        **kwargs,
-    ):
         """Add a coroutine to the executor.
 
         Args:
@@ -127,9 +110,7 @@ class BackTester:
         Returns:
 
         """
-        self.executor.add_coroutine(
+        self.executor.add_coroutine(coroutine=coroutine, kwargs=kwargs, on_separate_thread=on_separate_thread)
-            coroutine=coroutine, kwargs=kwargs, on_separate_thread=on_separate_thread
-        )
 
     def execute(self):
         """Execute the bot."""
@@ -161,14 +142,7 @@ class BackTester:
         """
         [self.add_strategy(strategy=strategy) for strategy in strategies]
 
-    def add_strategy_all(
+    def add_strategy_all(self, *, strategy: Type[Strategy], params: dict | None = None, symbols: list[Symbol] = None, **kwargs):
-        self,
-        *,
-        strategy: Type[Strategy],
-        params: dict | None = None,
-        symbols: list[Symbol] = None,
-        **kwargs,
-    ):
         """Use this to run a single strategy on multiple symbols with the same parameters and keyword arguments.
 
         Keyword Args:
@@ -177,10 +151,7 @@ class BackTester:
             symbols (list): A list of symbols to run the strategy on
             **kwargs: Additional keyword arguments for the strategy
         """
-        [
+        [self.add_strategy(strategy=strategy(symbol=symbol, params=params, **kwargs)) for symbol in symbols]
-            self.add_strategy(strategy=strategy(symbol=symbol, params=params, **kwargs))
-            for symbol in symbols
-        ]
 
     async def init_strategy(self, *, strategy: Strategy) -> bool:
         """Initialize a single strategy. This method is called internally by the bot."""

src/aiomql/lib/bot.py

@@ -21,6 +21,7 @@ class Bot:
         config (Config): Config instance
         mt (MetaTrader): MetaTrader instance
     """
+
     config: Config
     executor: Executor
     mt: MetaTrader
@@ -61,9 +62,7 @@ class Bot:
                 raise Exception("Unable to sign in to MetaTrader 5 Terminal")
             logger.info("Login Successful")
             await self.init_strategies()
-            self.add_coroutine(
+            self.add_coroutine(coroutine=self.config.task_queue.run, on_separate_thread=True)
-                coroutine=self.config.task_queue.run, on_separate_thread=True
-            )
             self.add_coroutine(coroutine=self.executor.exit)
 
             if len(self.executor.strategy_runners) == 0:
@@ -87,9 +86,7 @@ class Bot:
                 raise Exception("Unable to sign in to MetaTrader 5 Terminal")
             logger.info("Login Successful")
             self.init_strategies_sync()
-            self.add_coroutine(
+            self.add_coroutine(coroutine=self.config.task_queue.run, on_separate_thread=True)
-                coroutine=self.config.task_queue.run, on_separate_thread=True
-            )
             self.add_coroutine(coroutine=self.executor.exit)
 
             if len(self.executor.strategy_runners) == 0:
@@ -107,13 +104,7 @@ class Bot:
         """
         self.executor.add_function(function=function, kwargs=kwargs)
 
-    def add_coroutine(
+    def add_coroutine(self, *, coroutine: Callable[..., ...] | Coroutine, on_separate_thread=False, **kwargs):
-        self,
-        *,
-        coroutine: Callable[..., ...] | Coroutine,
-        on_separate_thread=False,
-        **kwargs,
-    ):
         """Add a coroutine to the executor.
 
         Args:
@@ -124,9 +115,7 @@ class Bot:
         Returns:
 
         """
-        self.executor.add_coroutine(
+        self.executor.add_coroutine(coroutine=coroutine, kwargs=kwargs, on_separate_thread=on_separate_thread)
-            coroutine=coroutine, kwargs=kwargs, on_separate_thread=on_separate_thread
-        )
 
     def execute(self):
         """Execute the bot using asyncio.run"""
@@ -157,14 +146,7 @@ class Bot:
         """
         [self.add_strategy(strategy=strategy) for strategy in strategies]
 
-    def add_strategy_all(
+    def add_strategy_all(self, *, strategy: Type[Strategy], params: dict | None = None, symbols: list[Symbol] = None, **kwargs):
-        self,
-        *,
-        strategy: Type[Strategy],
-        params: dict | None = None,
-        symbols: list[Symbol] = None,
-        **kwargs,
-    ):
         """Use this to run a single strategy on multiple symbols with the same parameters and keyword arguments.
 
         Keyword Args:
@@ -173,10 +155,7 @@ class Bot:
             symbols (list): A list of symbols to run the strategy on
             **kwargs: Additional keyword arguments for the strategy
         """
-        [
+        [self.add_strategy(strategy=strategy(symbol=symbol, params=params, **kwargs)) for symbol in symbols]
-            self.add_strategy(strategy=strategy(symbol=symbol, params=params, **kwargs))
-            for symbol in symbols
-        ]
 
     async def init_strategy(self, *, strategy: Strategy) -> bool:
         """Initialize a single strategy. This method is called internally by the bot."""
@@ -200,7 +179,7 @@ class Bot:
             if info is not None and tick is not None:
                 info = info._asdict()
                 info["swap_rollover3days"] = info.get("swap_rollover3days", 0) % 7
-                info['select'] = select
+                info["select"] = select
                 tick = Tick(**tick._asdict())
                 strategy.symbol.tick = tick
                 strategy.symbol.set_attributes(**info)

src/aiomql/lib/candle.py

@@ -1,4 +1,5 @@
 """Candle and Candles classes for handling bars from the MetaTrader 5 terminal."""
+
 import time
 from typing import Type, Self, Iterable
 from logging import getLogger
@@ -45,9 +46,7 @@ class Candle:
             **kwargs: Candle attributes and values as keyword arguments.
         """
         if not all(i in kwargs for i in ["open", "high", "low", "close"]):
-            raise ValueError(
+            raise ValueError("Candle must be instantiated with open, high, low and close prices")
-                "Candle must be instantiated with open, high, low and close prices"
-            )
         self.time = kwargs.pop("time", time.monotonic_ns())
         self.Index = kwargs.pop("Index", 0)
         self.real_volume = kwargs.pop("real_volume", 0)
@@ -56,18 +55,15 @@ class Candle:
         self.set_attributes(**kwargs)
 
     def __repr__(self):
-        return (
+        return "%(class)s(Index=%(Index)s, time=%(time)s, open=%(open)s, high=%(high)s, low=%(low)s, close=%(close)s)" % {
-            "%(class)s(Index=%(Index)s, time=%(time)s, open=%(open)s, high=%(high)s, low=%(low)s, close=%(close)s)"
+            "class": self.__class__.__name__,
-            % {
+            "open": self.open,
-                "class": self.__class__.__name__,
+            "high": self.high,
-                "open": self.open,
+            "low": self.low,
-                "high": self.high,
+            "close": self.close,
-                "low": self.low,
+            "time": self.time,
-                "close": self.close,
+            "Index": self.Index,
-                "time": self.time,
+        }
-                "Index": self.Index,
-            }
-        )
 
     def __eq__(self, other: Self):
         return self.time == other.time
@@ -170,13 +166,7 @@ class Candles:
     timeframe: TimeFrame
     _data: DataFrame
 
-    def __init__(
+    def __init__(self, *, data: DataFrame | Self | Iterable, flip=False, candle_class: Candle = None):
-        self,
-        *,
-        data: DataFrame | Self | Iterable,
-        flip=False,
-        candle_class: Candle = None,
-    ):
         """A container class of Candle objects in chronological order.
 
         Args:
@@ -236,9 +226,7 @@ class Candles:
 
         if item == "Index":
             return Series(self._data.index)
-        raise AttributeError(
+        raise AttributeError(f"Attribute {item} not defined on class {self.__class__.__name__}")
-            f"Attribute {item} not defined on class {self.__class__.__name__}"
-        )
 
     def __iter__(self):
         return (self.Candle(**row._asdict()) for row in self._data.itertuples())

src/aiomql/lib/executor.py

@@ -19,6 +19,7 @@ class Executor:
         coroutines (list[Coroutine]): A list of coroutines to run in the executor
         functions (dict[Callable, dict]): A dictionary of functions to run in the executor
     """
+
     executor: ThreadPoolExecutor
     tasks: list[asyncio.Task]
     config: Config
@@ -36,18 +37,10 @@ class Executor:
         kwargs = kwargs or {}
         self.functions[function] = kwargs
 
-    def add_coroutine(
+    def add_coroutine(self, *, coroutine: Callable | Coroutine, kwargs: dict = None, on_separate_thread=False):
-        self,
-        *,
-        coroutine: Callable | Coroutine,
-        kwargs: dict = None,
-        on_separate_thread=False,
-    ):
         kwargs = kwargs or {}
         coroutine = coroutine(**kwargs)
-        self.coroutines.append(
+        self.coroutines.append(coroutine) if on_separate_thread is False else self.coroutine_threads.append(coroutine)
-            coroutine
-        ) if on_separate_thread is False else self.coroutine_threads.append(coroutine)
 
     def add_strategies(self, *, strategies: tuple[Strategy]):
         """Add multiple strategies at once
@@ -85,9 +78,7 @@ class Executor:
 
     async def create_coroutines_task(self):
         """"""
-        task = asyncio.create_task(
+        task = asyncio.create_task(asyncio.gather(*self.coroutines, return_exceptions=True))
-            asyncio.gather(*self.coroutines, return_exceptions=True)
-        )
         self.tasks.append(task)
         await task
 
@@ -116,9 +107,7 @@ class Executor:
         start = asyncio.get_event_loop().time()
         try:
             while self.config.shutdown is False and self.config.force_shutdown is False:
-                if self.timeout is not None and self.timeout < (
+                if self.timeout is not None and self.timeout < (asyncio.get_event_loop().time() - start):
-                    asyncio.get_event_loop().time() - start
-                ):
                     self.config.shutdown = True
 
             for strategy in self.strategy_runners:
@@ -140,25 +129,11 @@ class Executor:
         Notes:
             No matter the number specified, the executor will always use a minimum of 5 workers.
         """
-        workers_ = (
+        workers_ = len(self.strategy_runners) + len(self.functions) + len(self.coroutine_threads) + 2
-            len(self.strategy_runners)
-            + len(self.functions)
-            + len(self.coroutine_threads)
-            + 2
-        )
         workers = max(workers, workers_)
         with ThreadPoolExecutor(max_workers=workers) as executor:
             self.executor = executor
-            [
+            [self.executor.submit(self.run_strategy, strategy) for strategy in self.strategy_runners]
-                self.executor.submit(self.run_strategy, strategy)
+            [self.executor.submit(function, **kwargs) for function, kwargs in self.functions.items()]
-                for strategy in self.strategy_runners
+            [self.executor.submit(self.run_coroutine_task, coroutine) for coroutine in self.coroutine_threads]
-            ]
-            [
-                self.executor.submit(function, **kwargs)
-                for function, kwargs in self.functions.items()
-            ]
-            [
-                self.executor.submit(self.run_coroutine_task, coroutine)
-                for coroutine in self.coroutine_threads
-            ]
             self.executor.submit(self.run_coroutine_tasks)

src/aiomql/lib/history.py

@@ -34,14 +34,7 @@ class History:
     total_orders: int
     group: str
 
-    def __init__(
+    def __init__(self, *, date_from: datetime | float, date_to: datetime | float, group: str = "", use_utc: bool = True):
-        self,
-        *,
-        date_from: datetime | float,
-        date_to: datetime | float,
-        group: str = "",
-        use_utc: bool = True,
-    ):
         """
         Args:
             date_from (datetime, float): Date the orders are requested from. Set by the 'datetime' object or as a
@@ -54,16 +47,8 @@ class History:
         """
         self.config = Config()
         self.mt5 = MetaTrader() if self.config.mode != "backtest" else MetaBackTester()
-        date_from = (
+        date_from = date_from if isinstance(date_from, datetime) else datetime.fromtimestamp(date_from)
-            date_from
+        date_to = date_to if isinstance(date_to, datetime) else datetime.fromtimestamp(date_to)
-            if isinstance(date_from, datetime)
-            else datetime.fromtimestamp(date_from)
-        )
-        date_to = (
-            date_to
-            if isinstance(date_to, datetime)
-            else datetime.fromtimestamp(date_to)
-        )
         self.date_from = date_from.astimezone(pytz.UTC) if use_utc else date_from
         self.date_to = date_to.astimezone(pytz.UTC) if use_utc else date_to
         self.group = group
@@ -74,9 +59,7 @@ class History:
 
     async def initialize(self):
         """Get history deals and orders"""
-        deals, orders = await asyncio.gather(
+        deals, orders = await asyncio.gather(self.get_deals(), self.get_orders(), return_exceptions=True)
-            self.get_deals(), self.get_orders(), return_exceptions=True
-)
         self.deals = deals if isinstance(deals, tuple) else ()
         self.orders = orders if isinstance(orders, tuple) else ()
         self.total_deals = len(self.deals)
@@ -89,9 +72,7 @@ class History:
         Returns:
             tuple[TradeDeal, ...]: A list of trade deals
         """
-        deals = await self.mt5.history_deals_get(
+        deals = await self.mt5.history_deals_get(date_from=self.date_from, date_to=self.date_to, group=self.group)
-            date_from=self.date_from, date_to=self.date_to, group=self.group
-        )
         if deals is not None:
             return tuple(TradeDeal(**deal._asdict()) for deal in deals)
         logger.warning(f"Failed to get deals")
@@ -107,12 +88,7 @@ class History:
         Returns:
             tuple[TradeDeal]: A tuple of all deals with the order ticket
         """
-        return tuple(
+        return tuple(sorted((deal for deal in self.deals if deal.order == ticket), key=lambda x: x.time_msc))
-            sorted(
-                (deal for deal in self.deals if deal.order == ticket),
-                key=lambda x: x.time_msc,
-            )
-        )
 
     def get_deals_by_position(self, *, position: int = None) -> tuple[TradeDeal, ...]:
         """
@@ -123,12 +99,7 @@ class History:
         Returns:
             tuple[TradeDeal]: A tuple of all deals with the position ticket
         """
-        return tuple(
+        return tuple(sorted((deal for deal in self.deals if deal.position_id == position), key=lambda x: x.time_msc))
-            sorted(
-                (deal for deal in self.deals if deal.position_id == position),
-                key=lambda x: x.time_msc,
-            )
-        )
 
     @backoff_decorator
     async def get_orders(self) -> tuple[TradeOrder, ...]:
@@ -137,9 +108,7 @@ class History:
         Returns:
             list[TradeOrder]: A list of trade orders
         """
-        orders = await self.mt5.history_orders_get(
+        orders = await self.mt5.history_orders_get(date_from=self.date_from, date_to=self.date_to, group=self.group)
-            date_from=self.date_from, date_to=self.date_to, group=self.group
-        )
 
         if orders is not None:
             return tuple(TradeOrder(**order._asdict()) for order in orders)
@@ -149,18 +118,8 @@ class History:
 
     def get_orders_by_ticket(self, *, ticket: int) -> tuple[TradeOrder, ...]:
         """filter orders by ticket"""
-        return tuple(
+        return tuple(sorted((order for order in self.orders if order.ticket == ticket), key=lambda x: x.time_done_msc))
-            sorted(
-                (order for order in self.orders if order.ticket == ticket),
-                key=lambda x: x.time_done_msc,
-            )
-        )
 
     def get_orders_by_position(self, *, position: int) -> tuple[TradeOrder, ...]:
         """filter orders by position"""
-        return tuple(
+        return tuple(sorted((order for order in self.orders if order.position_id == position), key=lambda x: x.time_done_msc))
-            sorted(
-                (order for order in self.orders if order.position_id == position),
-                key=lambda x: x.time_done_msc,
-            )
-        )

src/aiomql/lib/order.py

@@ -25,12 +25,7 @@ class Order(_Base, TradeRequest):
             type_time (OrderTime.DAY): Order time
             type_filling (OrderFilling.FOK): Order filling
         """
-        kwargs = {
+        kwargs = {"action": TradeAction.DEAL, "type_time": OrderTime.DAY, "type_filling": OrderFilling.FOK, **kwargs}
-            "action": TradeAction.DEAL,
-            "type_time": OrderTime.DAY,
-            "type_filling": OrderFilling.FOK,
-            **kwargs,
-        }
         super().__init__(**kwargs)
 
     async def orders_total(self):
@@ -111,9 +106,7 @@ class Order(_Base, TradeRequest):
         Returns:
             float: Returns float value if successful
         """
-        res = await self.mt5.order_calc_margin(
+        res = await self.mt5.order_calc_margin(self.type, self.symbol, self.volume, self.price)
-            self.type, self.symbol, self.volume, self.price
-        )
         return res
 
     @error_handler(response=0, log_error_msg=False)
@@ -124,16 +117,8 @@ class Order(_Base, TradeRequest):
             float: Returns float value if successful
             None: If not successful
         """
-        action, symbol, volume, price_open, price_close = (
+        action, symbol, volume, price_open, price_close = (self.type, self.symbol, self.volume, self.price, self.tp)
-            self.type,
+        res = await self.mt5.order_calc_profit(action, symbol, volume, price_open, price_close)
-            self.symbol,
-            self.volume,
-            self.price,
-            self.tp,
-        )
-        res = await self.mt5.order_calc_profit(
-            action, symbol, volume, price_open, price_close
-        )
         return res
 
     @error_handler(response=0, log_error_msg=False)
@@ -144,23 +129,11 @@ class Order(_Base, TradeRequest):
             float: Returns float value if successful
             None: If not successful
         """
-        action, symbol, volume, price_open, price_close = (
+        action, symbol, volume, price_open, price_close = (self.type, self.symbol, self.volume, self.price, self.sl)
-            self.type,
+        res = await self.mt5.order_calc_profit(action, symbol, volume, price_open, price_close)
-            self.symbol,
-            self.volume,
-            self.price,
-            self.sl,
-        )
-        res = await self.mt5.order_calc_profit(
-            action, symbol, volume, price_open, price_close
-        )
         return res
 
     @property
     def request(self) -> dict:
         """Return the order request as a dictionary."""
-        return {
+        return {key: value for key, value in self.dict.items() if key in self.mt5.TradeRequest.__match_args__}
-            key: value
-            for key, value in self.dict.items()
-            if key in self.mt5.TradeRequest.__match_args__
-        }

src/aiomql/lib/positions.py

@@ -1,4 +1,5 @@
 """Handle Open positions."""
+
 import asyncio
 from logging import getLogger
 
@@ -70,9 +71,7 @@ class Positions:
         return tuple(TradePosition(**pos._asdict()) for pos in (positions or ()))
 
     @staticmethod
-    async def close(
+    async def close(*, ticket: int, symbol: str, price: float, volume: float, order_type: OrderType) -> OrderSendResult:
-        *, ticket: int, symbol: str, price: float, volume: float, order_type: OrderType
-    ) -> OrderSendResult:
         """Close an open position for the trading account using the ticket and other parameters.
 
         Args:
@@ -82,14 +81,7 @@ class Positions:
             volume (float): Volume to close.
             order_type (OrderType): Order type.
         """
-        order = Order(
+        order = Order(action=TradeAction.DEAL, price=price, position=ticket, symbol=symbol, volume=volume, type=order_type.opposite)
-            action=TradeAction.DEAL,
-            price=price,
-            position=ticket,
-            symbol=symbol,
-            volume=volume,
-            type=order_type.opposite,
-        )
         return await order.send()
 
     async def close_position_by_ticket(self, *, ticket: int) -> OrderSendResult | None:
@@ -127,14 +119,5 @@ class Positions:
             int: Return number of positions closed.
         """
         positions = self.positions or await self.get_positions()
-        results = await asyncio.gather(
+        results = await asyncio.gather(*(self.close_position(position=position) for position in positions), return_exceptions=True)
-            *(self.close_position(position=position) for position in positions),
+        return len([res for res in results if (isinstance(res, OrderSendResult) and res.retcode == 10009)])
-            return_exceptions=True,
-        )
-        return len(
-            [
-                res
-                for res in results
-                if (isinstance(res, OrderSendResult) and res.retcode == 10009)
-            ]
-        )

src/aiomql/lib/ram.py

@@ -1,4 +1,5 @@
 """Risk Assessment and Management"""
+
 from .account import Account
 from .positions import Positions
 

src/aiomql/lib/result.py

@@ -35,12 +35,8 @@ class Result:
         self.name = name or self.parameters.get("name", "Trades")
 
     def get_data(self) -> dict:
-        res = self.result.get_dict(
+        res = self.result.get_dict(exclude={"retcode", "comment", "retcode_external", "request_id", "request"})
-            exclude={"retcode", "comment", "retcode_external", "request_id", "request"}
+        return self.parameters | res | {"actual_profit": 0, "closed": False, "win": False}
-        )
-        return (
-            self.parameters | res | {"actual_profit": 0, "closed": False, "win": False}
-        )
 
     async def save(self, *, trade_record_mode: Literal["csv", "json"] = None):
         """Record trade results as a csv or json file
@@ -71,9 +67,7 @@ class Result:
             headers.update(data.keys())
             read_file.close()
             with file.open("w", newline="") as write_file:
-                writer = csv.DictWriter(
+                writer = csv.DictWriter(write_file, fieldnames=headers, restval=None, extrasaction="ignore")
-                    write_file, fieldnames=headers, restval=None, extrasaction="ignore"
-                )
                 writer.writeheader()
                 writer.writerows(rows)
         except Exception as err:

src/aiomql/lib/sessions.py

@@ -23,12 +23,7 @@ def delta(obj: time) -> timedelta:
     Args:
         obj (datetime.time): A datetime.time object.
     """
-    return timedelta(
+    return timedelta(hours=obj.hour, minutes=obj.minute, seconds=obj.second, microseconds=obj.microsecond)
-        hours=obj.hour,
-        minutes=obj.minute,
-        seconds=obj.second,
-        microseconds=obj.microsecond,
-    )
 
 
 async def backtest_sleep(secs):
@@ -58,9 +53,7 @@ class Session:
         *,
         start: int | time,
         end: int | time,
-        on_start: Literal[
+        on_start: Literal["close_all", "close_win", "close_loss", "custom_start"] = None,
-            "close_all", "close_win", "close_loss", "custom_start"
-        ] = None,
         on_end: Literal["close_all", "close_win", "close_loss", "custom_end"] = None,
         custom_start: Callable = None,
         custom_end: Callable = None,
@@ -79,11 +72,7 @@ class Session:
             custom_end (Callable): A custom function to call when the session ends. Default is None.
             name (str): A name for the session. Default is a combination of start and end.
         """
-        self.start = (
+        self.start = start.replace(tzinfo=UTC) if isinstance(start, time) else time(hour=start, tzinfo=UTC)
-            start.replace(tzinfo=UTC)
-            if isinstance(start, time)
-            else time(hour=start, tzinfo=UTC)
-        )
         self.end = end if isinstance(end, time) else time(hour=end, tzinfo=UTC)
         self.on_start = on_start
         self.on_end = on_end
@@ -112,9 +101,7 @@ class Session:
         now = (
             datetime.now(tz=UTC).time()
             if self.config.mode == "live"
-            else datetime.fromtimestamp(
+            else datetime.fromtimestamp(self.config.backtest_engine.cursor.time, tz=UTC).time()
-                self.config.backtest_engine.cursor.time, tz=UTC
-            ).time()
         )
         return now in self
 
@@ -133,13 +120,7 @@ class Session:
         return Duration(hours=hours, minutes=minutes, seconds=seconds)
 
     async def close_positions(self, *, positions: tuple[TradePosition, ...]):
-        results = asyncio.gather(
+        results = asyncio.gather(*(self.positions_manager.close_position(position=position) for position in positions), return_exceptions=True)
-            *(
-                self.positions_manager.close_position(position=position)
-                for position in positions
-            ),
-            return_exceptions=True,
-        )
         closed = pending = 0
         for result in results:
             if isinstance(result, OrderSendResult) and result.retcode == 10009:
@@ -155,16 +136,12 @@ class Session:
 
     async def close_win(self):
         open_positions = await self.positions_manager.get_positions()
-        positions = tuple(
+        positions = tuple(position for position in open_positions if position.profit >= 0)
-            position for position in open_positions if position.profit >= 0
-        )
         await self.close_positions(positions=positions)
 
     async def close_loss(self):
         open_positions = await self.positions_manager.get_positions()
-        positions = tuple(
+        positions = tuple(position for position in open_positions if position.profit < 0)
-            position for position in open_positions if position.profit < 0
-        )
         await self.close_positions(positions=positions)
 
     async def action(self, *, action):
@@ -198,9 +175,7 @@ class Session:
     def until(self):
         """Get the seconds until the session starts from the current time in seconds."""
         if self.config.mode == "backtest":
-            now = datetime.fromtimestamp(
+            now = datetime.fromtimestamp(self.config.backtest_engine.cursor.time, tz=UTC).time()
-                self.config.backtest_engine.cursor.time, tz=UTC
-            ).time()
             secs = (delta(self.start) - delta(now)).seconds
         else:
             secs = (delta(self.start) - delta(datetime.now(tz=UTC).time())).seconds
@@ -237,11 +212,7 @@ class Sessions:
         moment = (
             moment or datetime.now(tz=UTC).time()
             if self.config.mode == "live"
-            else (
+            else (datetime.fromtimestamp(self.config.backtest_engine.cursor.time, tz=UTC).time())
-                datetime.fromtimestamp(
-                    self.config.backtest_engine.cursor.time, tz=UTC
-                ).time()
-            )
         )
         for session in self.sessions:
             if moment in session:
@@ -260,11 +231,7 @@ class Sessions:
         moment = (
             moment or datetime.now(tz=UTC).time()
             if self.config.mode == "live"
-            else (
+            else (datetime.fromtimestamp(self.config.backtest_engine.cursor.time, tz=UTC).time())
-                datetime.fromtimestamp(
-                    self.config.backtest_engine.cursor.time, tz=UTC
-                ).time()
-            )
         )
         for session in self.sessions:
             if delta(moment) < delta(session.start):
@@ -287,9 +254,7 @@ class Sessions:
             return
 
         if self.config.mode == "backtest":
-            now = datetime.fromtimestamp(
+            now = datetime.fromtimestamp(self.config.backtest_engine.cursor.time, tz=UTC).time()
-                self.config.backtest_engine.cursor.time, tz=UTC
-            ).time()
         else:
             now = datetime.now(tz=UTC).time()
 

src/aiomql/lib/strategy.py

@@ -1,4 +1,5 @@
 """The base class for creating strategies."""
+
 import asyncio
 from time import time
 from typing import TypeVar
@@ -46,9 +47,7 @@ class Strategy(ABC):
     backtest_controller = BackTestController
     current_session = Session
 
-    def __init__(
+    def __init__(self, *, symbol: Symbol, params: dict = None, sessions: Sessions = None, name=""):
-        self, *, symbol: Symbol, params: dict = None, sessions: Sessions = None, name=""
-    ):
         """Initiate the parameters dict and add name and symbol fields.
         Use class name as strategy name if name is not provided
 
@@ -62,9 +61,7 @@ class Strategy(ABC):
         self.parameters["symbol"] = symbol.name
         self.parameters["name"] = self.name
         self.running = True
-        self.sessions = sessions or Sessions(
+        self.sessions = sessions or Sessions(sessions=[Session(start=0, end=dtime(hour=23, minute=59, second=59))])
-            sessions=[Session(start=0, end=dtime(hour=23, minute=59, second=59))]
-        )
         self.config = Config()
         self.mt5 = MetaTrader() if self.config.mode != "backtest" else MetaBackTester()
         self.backtest_controller = BackTestController()
@@ -165,9 +162,7 @@ class Strategy(ABC):
     async def backtest_strategy(self):
         """Backtest the strategy."""
         async with self as _:
-            logger.info(
+            logger.info("Testing %s strategy on %s with Backtester", self.name, self.symbol.name)
-                "Testing %s strategy on %s with Backtester", self.name, self.symbol.name
-            )
             while self.running:
                 try:
                     await self.sessions.check()

src/aiomql/lib/symbol.py

@@ -1,4 +1,5 @@
 """Symbol class for handling a financial instrument."""
+
 from datetime import datetime
 from logging import getLogger
 
@@ -157,10 +158,7 @@ class Symbol(_Base, SymbolInfo):
         if check := self.volume_min <= volume <= self.volume_max:
             return check, volume
         else:
-            return (
+            return (check, self.volume_min if volume <= self.volume_min else self.volume_max)
-                check,
-                self.volume_min if volume <= self.volume_min else self.volume_max,
-            )
 
     def round_off_volume(self, *, volume: float, round_down: bool = False) -> float:
         """Round off the volume to the nearest volume step.
@@ -177,11 +175,7 @@ class Symbol(_Base, SymbolInfo):
     async def amount_in_quote_currency(self, *, amount: float) -> float:
         """Convert the amount to the quote currency of the symbol."""
         if self.currency_profit != self.account.currency:
-            amount = await self.convert_currency(
+            amount = await self.convert_currency(amount=amount, from_currency=self.account.currency, to_currency=self.currency_profit)
-                amount=amount,
-                from_currency=self.account.currency,
-                to_currency=self.currency_profit,
-            )
         return amount
 
     async def compute_volume(self) -> float:
@@ -194,9 +188,7 @@ class Symbol(_Base, SymbolInfo):
         """
         return self.volume_min
 
-    async def convert_currency(
+    async def convert_currency(self, *, amount: float, from_currency: str, to_currency: str) -> float:
-        self, *, amount: float, from_currency: str, to_currency: str
-    ) -> float:
         """Convert a given amount from one currency to the other.
         Args:
             amount: Amount to convert
@@ -215,14 +207,10 @@ class Symbol(_Base, SymbolInfo):
             if tick is not None:
                 return round(amount / tick.ask, 2)
         except Exception as err:
-            logger.warning(
+            logger.warning(f"{err}: Currency conversion failed: Unable to convert {amount} in {quote} to {base}")
-                f"{err}: Currency conversion failed: Unable to convert {amount} in {quote} to {base}"
-            )
 
     @backoff_decorator
-    async def copy_rates_from(
+    async def copy_rates_from(self, *, timeframe: TimeFrame, date_from: datetime | int, count: int = 500) -> Candles:
-        self, *, timeframe: TimeFrame, date_from: datetime | int, count: int = 500
-    ) -> Candles:
         """
         Get bars from the MetaTrader 5 terminal starting from the specified date.
 
@@ -246,9 +234,7 @@ class Symbol(_Base, SymbolInfo):
         raise ValueError(f"Could not get rates for {self.name}.")
 
     @backoff_decorator
-    async def copy_rates_from_pos(
+    async def copy_rates_from_pos(self, *, timeframe: TimeFrame, count: int = 500, start_position: int = 0) -> Candles:
-        self, *, timeframe: TimeFrame, count: int = 500, start_position: int = 0
-    ) -> Candles:
         """Get bars from the MetaTrader 5 terminal starting from the specified index.
 
         Args:
@@ -265,21 +251,13 @@ class Symbol(_Base, SymbolInfo):
         Raises:
             ValueError: If request was unsuccessful and None was returned
         """
-        rates = await self.mt5.copy_rates_from_pos(
+        rates = await self.mt5.copy_rates_from_pos(self.name, timeframe, start_position, count)
-            self.name, timeframe, start_position, count
-        )
         if rates is not None:
             return Candles(data=rates)
         raise ValueError(f"Could not get rates for {self.name}.")
 
     @backoff_decorator
-    async def copy_rates_range(
+    async def copy_rates_range(self, *, timeframe: TimeFrame, date_from: datetime | int, date_to: datetime | int) -> Candles:
-        self,
-        *,
-        timeframe: TimeFrame,
-        date_from: datetime | int,
-        date_to: datetime | int,
-    ) -> Candles:
         """Get bars in the specified date range from the MetaTrader 5 terminal.
 
         Args:
@@ -299,21 +277,13 @@ class Symbol(_Base, SymbolInfo):
         Raises:
             ValueError: If request was unsuccessful and None was returned
         """
-        rates = await self.mt5.copy_rates_range(
+        rates = await self.mt5.copy_rates_range(symbol=self.name, timeframe=timeframe, date_from=date_from, date_to=date_to)
-            symbol=self.name, timeframe=timeframe, date_from=date_from, date_to=date_to
-        )
         if rates is not None:
             return Candles(data=rates)
         raise ValueError(f"Could not get rates for {self.name}.")
 
     @backoff_decorator
-    async def copy_ticks_from(
+    async def copy_ticks_from(self, *, date_from: datetime | int, count: int = 100, flags: CopyTicks = CopyTicks.ALL) -> Ticks:
-        self,
-        *,
-        date_from: datetime | int,
-        count: int = 100,
-        flags: CopyTicks = CopyTicks.ALL,
-    ) -> Ticks:
         """
         Get ticks from the MetaTrader 5 terminal starting from the specified date.
 
@@ -336,13 +306,7 @@ class Symbol(_Base, SymbolInfo):
         raise ValueError(f"Could not get ticks for {self.name}.")
 
     @backoff_decorator
-    async def copy_ticks_range(
+    async def copy_ticks_range(self, *, date_from: datetime | int, date_to: datetime | int, flags: CopyTicks = CopyTicks.ALL) -> Ticks:
-        self,
-        *,
-        date_from: datetime | int,
-        date_to: datetime | int,
-        flags: CopyTicks = CopyTicks.ALL,
-    ) -> Ticks:
         """Get ticks for the specified date range from the MetaTrader 5 terminal.
 
         Args:

src/aiomql/lib/terminal.py

@@ -1,4 +1,5 @@
 """Terminal related functions and properties"""
+
 from typing import NamedTuple
 from logging import getLogger
 
@@ -7,9 +8,7 @@ from ..core.base import _Base
 
 logger = getLogger(__name__)
 
-Version = NamedTuple(
+Version = NamedTuple("Version", (("version", str), ("build", int), ("release_date", str)))
-    "Version", (("version", str), ("build", int), ("release_date", str))
-)
 
 
 class Terminal(_Base, TerminalInfo):

src/aiomql/lib/ticks.py

@@ -38,27 +38,22 @@ class Tick:
         """Initialize the Tick class. Set attributes from keyword arguments. bid, ask, last and volume must be
         present"""
         if not all(key in kwargs for key in ["bid", "ask", "last", "volume"]):
-            raise ValueError(
+            raise ValueError("bid, ask, last and volume, time must be present in the keyword arguments")
-                "bid, ask, last and volume, time must be present in the keyword arguments"
-            )
         self.Index = kwargs.pop("Index", 0)
         self.time = kwargs.pop("time", time.monotonic())
         self.time_msc = int(self.time * 1000)
         self.set_attributes(**kwargs)
 
     def __repr__(self):
-        return (
+        return "%(class)s(Index=%(Index)s, time=%(time)s, bid=%(bid)s, ask=%(ask)s, last=%(last)s, volume=%(volume)s)" % {
-            "%(class)s(Index=%(Index)s, time=%(time)s, bid=%(bid)s, ask=%(ask)s, last=%(last)s, volume=%(volume)s)"
+            "class": self.__class__.__name__,
-            % {
+            "time": self.time,
-                "class": self.__class__.__name__,
+            "bid": self.bid,
-                "time": self.time,
+            "ask": self.ask,
-                "bid": self.bid,
+            "last": self.last,
-                "ask": self.ask,
+            "volume": self.volume,
-                "last": self.last,
+            "Index": self.Index,
-                "volume": self.volume,
+        }
-                "Index": self.Index,
-            }
-        )
 
     def __eq__(self, other: Self):
         return self.time == other.time
@@ -148,9 +143,7 @@ class Ticks:
     def __getattr__(self, item):
         if item in list(self._data.columns.values):
             return self._data[item]
-        raise AttributeError(
+        raise AttributeError(f"Attribute {item} not defined on class {self.__class__.__name__}")
-            f"Attribute {item} not defined on class {self.__class__.__name__}"
-        )
 
     def __getitem__(self, index) -> Tick | Self:
         if isinstance(index, slice):

src/aiomql/lib/trade_records.py

@@ -73,12 +73,7 @@ class TradeRecords:
                 rows = await self.update_rows(rows=rows)
 
             with open(file, mode="w", newline="") as fw:
-                writer = csv.DictWriter(
+                writer = csv.DictWriter(fw, fieldnames=reader.fieldnames, extrasaction="ignore", restval=None)
-                    fw,
-                    fieldnames=reader.fieldnames,
-                    extrasaction="ignore",
-                    restval=None,
-                )
                 writer.writeheader()
                 writer.writerows(rows)
         except Exception as err:
@@ -119,12 +114,7 @@ class TradeRecords:
             deals = [
                 deal
                 for deal in deals
-                if (
+                if (deal.order != deal.position_id and deal.position_id == order and deal.entry == 1 and deal.position_id not in position_ids)
-                    deal.order != deal.position_id
-                    and deal.position_id == order
-                    and deal.entry == 1
-                    and deal.position_id not in position_ids
-                )
             ]
             deals.sort(key=lambda deal: deal.time_msc)
             deal = deals[-1]
@@ -157,16 +147,12 @@ class TradeRecords:
 
     async def update_csv_records(self):
         """Update csv trade records in the records_dir folder."""
-        records = [
+        records = [self.read_update_csv(file=record) for record in self.get_csv_records()]
-            self.read_update_csv(file=record) for record in self.get_csv_records()
-        ]
         await asyncio.gather(*records)
 
     async def update_json_records(self):
         """Update json trade records in the records_dir folder."""
-        records = [
+        records = [self.read_update_json(file=record) for record in self.get_json_records()]
-            self.read_update_json(file=record) for record in self.get_json_records()
-        ]
         await asyncio.gather(*records)
 
     async def update_csv_record(self, *, file: Path | str):

src/aiomql/lib/trader.py

@@ -60,17 +60,11 @@ class Trader(ABC):
         sl, tp = pips, pips * (risk_to_reward or self.ram.risk_to_reward)
         price = self.order.price
         if self.order.type == OrderType.BUY:
-            self.order.sl, self.order.tp = round(price - sl, self.symbol.digits), round(
+            self.order.sl, self.order.tp = round(price - sl, self.symbol.digits), round(price + tp, self.symbol.digits)
-                price + tp, self.symbol.digits
-            )
         elif self.order.type == OrderType.SELL:
-            self.order.sl, self.order.tp = round(price + sl, self.symbol.digits), round(
+            self.order.sl, self.order.tp = round(price + sl, self.symbol.digits), round(price - tp, self.symbol.digits)
-                price - tp, self.symbol.digits
-            )
 
-    def set_trade_stop_levels_points(
+    def set_trade_stop_levels_points(self, *, points: float, risk_to_reward: float = None):
-        self, *, points: float, risk_to_reward: float = None
-    ):
         """Set the stop loss and take profit levels of the order based on the points and the risk to reward ratio.
            It is assumed that order_type and price are already set before calling this method.
 
@@ -83,23 +77,12 @@ class Trader(ABC):
         price, digits = self.order.price, self.symbol.digits
 
         if self.order.type == OrderType.BUY:
-            self.order.sl, self.order.tp = round(price - sl, self.symbol.digits), round(
+            self.order.sl, self.order.tp = round(price - sl, self.symbol.digits), round(price + tp, digits)
-                price + tp, digits
-            )
 
         elif self.order.type == OrderType.SELL:
-            self.order.sl, self.order.tp = round(price + sl, self.symbol.digits), round(
+            self.order.sl, self.order.tp = round(price + sl, self.symbol.digits), round(price - tp, digits)
-                price - tp, digits
-            )
 
-    async def create_order_with_stops(
+    async def create_order_with_stops(self, *, order_type: OrderType, sl: float, tp: float, amount_to_risk: float = None):
-        self,
-        *,
-        order_type: OrderType,
-        sl: float,
-        tp: float,
-        amount_to_risk: float = None,
-    ):
         """Create an order with stop loss and take profit levels. Use the amount to risk per trade to
         calculate the volume.
 
@@ -115,18 +98,9 @@ class Trader(ABC):
         tick = await self.symbol.info_tick()
         price = tick.ask if order_type == OrderType.BUY else tick.bid
         volume = await self.symbol.compute_volume_sl(amount=amount, price=price, sl=sl)
-        self.order.set_attributes(
+        self.order.set_attributes(sl=sl, tp=tp, volume=volume, price=price, type=order_type)
-            sl=sl, tp=tp, volume=volume, price=price, type=order_type
-        )
 
-    async def create_order_with_sl(
+    async def create_order_with_sl(self, *, order_type: OrderType, sl: float, amount_to_risk: float = None, risk_to_reward: float = None):
-        self,
-        *,
-        order_type: OrderType,
-        sl: float,
-        amount_to_risk: float = None,
-        risk_to_reward: float = None,
-    ):
         """
         Create an order with a given stop_loss level. Use the amount to risk per trade to calculate the volume.
 
@@ -146,18 +120,9 @@ class Trader(ABC):
         dtp = dsl * (risk_to_reward or self.ram.risk_to_reward)
         tp = price + dtp if order_type == OrderType.BUY else price - dtp
         volume = await self.symbol.compute_volume_sl(amount=amount, price=price, sl=sl)
-        self.order.set_attributes(
+        self.order.set_attributes(sl=sl, tp=tp, volume=volume, price=price, type=order_type)
-            sl=sl, tp=tp, volume=volume, price=price, type=order_type
-        )
 
-    async def create_order_with_points(
+    async def create_order_with_points(self, *, order_type: OrderType, points: float, amount_to_risk: float = None, risk_to_reward: float = None):
-        self,
-        *,
-        order_type: OrderType,
-        points: float,
-        amount_to_risk: float = None,
-        risk_to_reward: float = None,
-    ):
         """Create an order with specific points to risk. Use the amount to risk per trade to calculate the volume.
 
         Args:
@@ -218,9 +183,7 @@ class Trader(ABC):
         return result
 
     @error_handler
-    async def record_trade(
+    async def record_trade(self, *, result: OrderSendResult, parameters: dict = None, name: str = ""):
-        self, *, result: OrderSendResult, parameters: dict = None, name: str = ""
-    ):
         """Record the trade in csv or json.
         Args:
             result (OrderSendResult): Result of the order send
@@ -232,11 +195,7 @@ class Trader(ABC):
         params = {**parameters} or {}
         profit = await self.order.calc_profit()
         params["expected_profit"] = profit
-        date = (
+        date = datetime.now(tz=UTC) if self.config.mode == "live" else datetime.fromtimestamp(self.config.backtest_engine.cursor.time, tz=UTC)
-            datetime.now(tz=UTC)
-            if self.config.mode == "live"
-            else datetime.fromtimestamp(self.config.backtest_engine.cursor.time, tz=UTC)
-        )
         params["date"] = date.strftime("%Y-%m-%d %H:%M:%S.%f")
         res = Result(result=result, parameters=params, name=name)
         self.config.task_queue.add(item=QueueItem(res.save), must_complete=True)

tests/backtest/conftest.py

@@ -32,11 +32,7 @@ async def close_all_positions():
         positions = await mt.positions_get()
         tasks = []
         for position in positions:
-            order_type = (
+            order_type = mt.ORDER_TYPE_BUY if position.type == mt.ORDER_TYPE_SELL else mt.ORDER_TYPE_SELL
-                mt.ORDER_TYPE_BUY
-                if position.type == mt.ORDER_TYPE_SELL
-                else mt.ORDER_TYPE_SELL
-            )
             req = {
                 "action": mt.TRADE_ACTION_DEAL,
                 "symbol": position.symbol,
@@ -54,9 +50,7 @@ async def close_all_positions():
 @pytest.fixture(scope="package", autouse=True)
 async def config(request):
     Path("tests/backtest/configs").mkdir(exist_ok=True)
-    with open("aiomql.json", "r") as fh, open(
+    with open("aiomql.json", "r") as fh, open("tests/backtest/configs/test2.json", "w") as fh1, open("tests/backtest/test.json", "w") as fh2:
-        "tests/backtest/configs/test2.json", "w"
-    ) as fh1, open("tests/backtest/test.json", "w") as fh2:
         data = json.load(fh)
         data["mode"] = "backtest"
         json.dump(data, fh1, indent=2)
@@ -77,19 +71,14 @@ async def mt():
 
 @pytest.fixture(scope="package")
 async def period():
-    return {
+    return {"start": datetime(2024, 2, 1, hour=8, tzinfo=UTC), "end": datetime(2024, 2, 7, hour=16, tzinfo=UTC)}
-        "start": datetime(2024, 2, 1, hour=8, tzinfo=UTC),
-        "end": datetime(2024, 2, 7, hour=16, tzinfo=UTC),
-    }
 
 
 @pytest.fixture(scope="package")
 async def backtest_engine(period):
     start = period["start"]
     end = period["end"]
-    return BackTestEngine(
+    return BackTestEngine(start=start, end=end, name="backtest_data", assign_to_config=True, preload=False)
-        start=start, end=end, name="backtest_data", assign_to_config=True, preload=False
-    )
 
 
 @pytest.fixture(scope="function")

tests/backtest/integration/test_backtesting.py

@@ -27,9 +27,7 @@ async def make_buy_sell_orders():
     return {"buy": Order(**buy_req), "sell": Order(**sell_req)}
 
 
-def test_trade_mode(
+def test_trade_mode(config, backtest_engine, history, positions, order_sell, order_buy, btc_usd):
-    config, backtest_engine, history, positions, order_sell, order_buy, btc_usd
-):
     assert config.mode == "backtest"
     assert isinstance(backtest_engine, BackTestEngine)
     assert isinstance(history.mt5, MetaBackTester)
@@ -79,26 +77,16 @@ async def test_history(backtest_engine, history, order_sell, order_buy, position
 async def test_margin(backtest_engine, order_sell, order_buy):
     await backtest_engine.setup_account(balance=100)
     so_margin = await backtest_engine.order_calc_margin(
-        action=order_sell.action,
+        action=order_sell.action, volume=order_sell.volume, symbol=order_sell.symbol, price=order_sell.price
-        volume=order_sell.volume,
-        symbol=order_sell.symbol,
-        price=order_sell.price,
     )
     bo_margin = await backtest_engine.order_calc_margin(
-        action=order_buy.action,
+        action=order_buy.action, volume=order_buy.volume, symbol=order_buy.symbol, price=order_buy.price
-        volume=order_buy.volume,
-        symbol=order_buy.symbol,
-        price=order_buy.price,
     )
     total_margin = so_margin + bo_margin
     await backtest_engine.order_send(request=order_sell.request)
     await backtest_engine.order_send(request=order_buy.request)
     # noinspection PyTestUnpassedFixture
-    assert (
+    assert backtest_engine.positions.margin == total_margin == backtest_engine._account.margin
-        backtest_engine.positions.margin
-        == total_margin
-        == backtest_engine._account.margin
-    )
     backtest_engine.reset(clear_data=True)
 
 
@@ -124,11 +112,7 @@ async def test_account(backtest_engine, positions):
     deal = backtest_engine.deals.history_deals_get(position=bo.order)
     bo_profit = deal[-1].profit
     assert len(all_pos) == 1
-    assert (
+    assert backtest_engine.positions.margin == backtest_engine._account.margin == backtest_engine.positions.margins[so.order]
-        backtest_engine.positions.margin
-        == backtest_engine._account.margin
-        == backtest_engine.positions.margins[so.order]
-    )
     profit = sum([pos.profit for pos in all_pos])
     n_balance = backtest_engine._account.balance
     n_equity = backtest_engine._account.equity
@@ -155,9 +139,7 @@ async def test_wrapup(positions, buy_order, sell_order, backtest_engine, config)
     last_equity = backtest_engine._account.equity
     last_profit = backtest_engine._account.profit
     tdata = GetData.load_data(name=config.backtest_dir / f"{backtest_engine.name}.pkl")
-    new_bte = BackTestEngine(
+    new_bte = BackTestEngine(data=tdata, restart=False, assign_to_config=False, preload=False)
-        data=tdata, restart=False, assign_to_config=False, preload=False
-    )
     assert new_bte._account.balance == last_balance
     assert new_bte._account.equity == last_equity
     assert new_bte._account.profit == last_profit

tests/backtest/unit/test_deals_manager.py

@@ -21,8 +21,4 @@ async def test_deals_manager(backtest_engine, sell_order, buy_order, period, pos
     deals = backtest_engine.deals.history_deals_get(position=bo.order)
     assert len(deals) <= 2
     orders = backtest_engine.deals.get_deals_range(date_from=start, date_to=end)
-    assert (
+    assert len(orders) == backtest_engine.deals.history_deals_total(date_from=start, date_to=end) == len(backtest_engine.deals._data.keys())
-        len(orders)
-        == backtest_engine.deals.history_deals_total(date_from=start, date_to=end)
-        == len(backtest_engine.deals._data.keys())
-    )

tests/backtest/unit/test_order_manager.py

@@ -1,7 +1,5 @@
 # noinspection PyTestUnpassedFixture
-async def test_orders_manager(
+async def test_orders_manager(backtest_engine, sell_order, buy_order, period, positions):
-    backtest_engine, sell_order, buy_order, period, positions
-):
     backtest_engine.reset(clear_data=True)
     await backtest_engine.setup_account(balance=100)
     backtest_engine.fast_forward(steps=100)
@@ -23,8 +21,4 @@ async def test_orders_manager(
     orders = backtest_engine.orders.history_orders_get(position=bo.order)
     assert len(orders) <= 2
     orders = backtest_engine.orders.get_orders_range(date_from=start, date_to=end)
-    assert (
+    assert len(orders) == backtest_engine.orders.history_orders_total(date_from=start, date_to=end) == len(backtest_engine.orders._data.keys())
-        len(orders)
-        == backtest_engine.orders.history_orders_total(date_from=start, date_to=end)
-        == len(backtest_engine.orders._data.keys())
-    )

tests/live/conftest.py

@@ -29,11 +29,7 @@ async def close_all_positions():
         positions = await mt.positions_get()
         tasks = []
         for position in positions:
-            order_type = (
+            order_type = mt.ORDER_TYPE_BUY if position.type == mt.ORDER_TYPE_SELL else mt.ORDER_TYPE_SELL
-                mt.ORDER_TYPE_BUY
-                if position.type == mt.ORDER_TYPE_SELL
-                else mt.ORDER_TYPE_SELL
-            )
             req = {
                 "action": mt.TRADE_ACTION_DEAL,
                 "symbol": position.symbol,
@@ -51,9 +47,7 @@ async def close_all_positions():
 @pytest.fixture(scope="package", autouse=True)
 async def config(request):
     Path("tests/live/configs").mkdir(exist_ok=True)
-    with open("aiomql.json", "r") as fh, open(
+    with open("aiomql.json", "r") as fh, open("tests/live/configs/test2.json", "w") as fh1, open("tests/live/test.json", "w") as fh2:
-        "tests/live/configs/test2.json", "w"
-    ) as fh1, open("tests/live/test.json", "w") as fh2:
         data = json.load(fh)
         json.dump(data, fh1, indent=2)
         json.dump(data, fh2, indent=2)

tests/live/integration/test_bot.py

@@ -6,10 +6,7 @@ from aiomql.contrib.symbols import ForexSymbol
 
 
 async def test_bot():
-    logging.basicConfig(
+    logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s")
-        level=logging.INFO,
-        format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
-    )
     syms = ["BTCUSD", "SOLUSD", "ETHUSD"]
     symbols = [ForexSymbol(name=sym) for sym in syms]
     strategies = [Chaos(symbol=symbol, name="test_chaos") for symbol in symbols]

tests/live/integration/test_bot_sync.py

@@ -6,10 +6,7 @@ from aiomql.contrib.symbols import ForexSymbol
 
 
 def test_bot_sync():
-    logging.basicConfig(
+    logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s")
-        level=logging.INFO,
-        format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
-    )
     syms = ["BTCUSD", "SOLUSD", "ETHUSD"]
     symbols = [ForexSymbol(name=sym) for sym in syms]
     strategies = [Chaos(symbol=symbol, name="test_chaos") for symbol in symbols]

tests/live/integration/test_results_records.py

@@ -36,13 +36,7 @@ class TestRecordsAndResults:
     async def sell(self, mt):
         sym = "BTCUSD"
         sym_info = await mt.symbol_info(sym)
-        return {
+        return {"action": mt.TRADE_ACTION_DEAL, "symbol": sym, "volume": sym_info.volume_min, "type": mt.ORDER_TYPE_SELL, "price": sym_info.bid}
-            "action": mt.TRADE_ACTION_DEAL,
-            "symbol": sym,
-            "volume": sym_info.volume_min,
-            "type": mt.ORDER_TYPE_SELL,
-            "price": sym_info.bid,
-        }
 
     @pytest.fixture(scope="class", autouse=True)
     async def setup(self, sell, buy, mt):
@@ -50,24 +44,11 @@ class TestRecordsAndResults:
         buy_res_2 = await mt.order_send(buy)
         sell_res = await mt.order_send(sell)
         sell_res_2 = await mt.order_send(sell)
-        buy_res = Result(
+        buy_res = Result(result=OrderSendResult(**buy_res._asdict()), name="test_result")
-            result=OrderSendResult(**buy_res._asdict()), name="test_result"
+        sell_res = Result(result=OrderSendResult(**sell_res._asdict()), name="test_result")
-        )
+        sell_res_2 = Result(result=OrderSendResult(**sell_res_2._asdict()), name="test_result")
-        sell_res = Result(
+        buy_res_2 = Result(result=OrderSendResult(**buy_res_2._asdict()), name="test_result")
-            result=OrderSendResult(**sell_res._asdict()), name="test_result"
+        await asyncio.gather(buy_res.save(), sell_res.save(), buy_res_2.save(trade_record_mode="json"), sell_res_2.save(trade_record_mode="json"))
-        )
-        sell_res_2 = Result(
-            result=OrderSendResult(**sell_res_2._asdict()), name="test_result"
-        )
-        buy_res_2 = Result(
-            result=OrderSendResult(**buy_res_2._asdict()), name="test_result"
-        )
-        await asyncio.gather(
-            buy_res.save(),
-            sell_res.save(),
-            buy_res_2.save(trade_record_mode="json"),
-            sell_res_2.save(trade_record_mode="json"),
-        )
         await Positions().close_all()
 
     def test_records_dir(self):
@@ -90,9 +71,7 @@ class TestRecordsAndResults:
 
     async def test_json_records(self):
         json_records = self.trade_records.get_json_records()
-        matched_recs = [
+        matched_recs = [record for record in json_records if record.match("test_result.json")]
-            record for record in json_records if record.match("test_result.json")
-        ]
         assert len(matched_recs) == 1
         record = matched_recs[0]
         record_data = json.load(record.open())
@@ -106,9 +85,7 @@ class TestRecordsAndResults:
 
     async def test_csv_records(self):
         csv_records = self.trade_records.get_csv_records()
-        matched_recs = [
+        matched_recs = [record for record in csv_records if record.match("test_result.csv")]
-            record for record in csv_records if record.match("test_result.csv")
-        ]
         assert len(matched_recs) == 1
         record = matched_recs[0]
         record_data = DictReader(record.open())

tests/live/unit/test_backtest_engine.py

@@ -14,40 +14,20 @@ class TestBackTestEngine:
     def setup_class(cls):
         cls.start = datetime(2024, 2, 1)
         cls.end = datetime(2024, 2, 7)
-        cls.g_data = GetData(
+        cls.g_data = GetData(start=cls.start, end=cls.end, symbols=["BTCUSD", "SOLUSD"], timeframes=[TimeFrame.H1, TimeFrame.H2], name="test_engine")
-            start=cls.start,
+        cls.bte = BackTestEngine(start=cls.start, end=cls.end, assign_to_config=True, preload=False)
-            end=cls.end,
-            symbols=["BTCUSD", "SOLUSD"],
-            timeframes=[TimeFrame.H1, TimeFrame.H2],
-            name="test_engine",
-        )
-        cls.bte = BackTestEngine(
-            start=cls.start, end=cls.end, assign_to_config=True, preload=False
-        )
 
     @pytest.fixture(scope="class")
     async def bte2(self):
         await self.g_data.get_data()
-        bte2 = BackTestEngine(
+        bte2 = BackTestEngine(start=self.start, end=self.end, data=self.g_data.data, use_terminal=False, preload=False)
-            start=self.start,
-            end=self.end,
-            data=self.g_data.data,
-            use_terminal=False,
-            preload=False,
-        )
         await bte2.setup_account(balance=100)
         return bte2
 
     @pytest.fixture(scope="class")
     async def sell_order(self):
         sym = await self.bte.get_symbol_info(symbol="BTCUSD")
-        request = {
+        request = {"type": OrderType.SELL, "symbol": "BTCUSD", "volume": sym.volume_min, "price": sym.bid, "action": TradeAction.DEAL}
-            "type": OrderType.SELL,
-            "symbol": "BTCUSD",
-            "volume": sym.volume_min,
-            "price": sym.bid,
-            "action": TradeAction.DEAL,
-        }
         return request
 
     @pytest.fixture(scope="class")
@@ -67,16 +47,11 @@ class TestBackTestEngine:
         }
         return request
 
-    def modify_stops(self, order):
+    def modify_stops(self, order): ...
-        ...
 
     def test_span_and_range(self):
-        assert self.bte.range == range(
+        assert self.bte.range == range(0, int((self.end - self.start).total_seconds()), self.bte.speed)
-            0, int((self.end - self.start).total_seconds()), self.bte.speed
+        assert self.bte.span == range(int(self.start.timestamp()), int(self.end.timestamp()), self.bte.speed)
-        )
-        assert self.bte.span == range(
-            int(self.start.timestamp()), int(self.end.timestamp()), self.bte.speed
-        )
         assert len(self.bte.span) == len(self.bte.range)
 
     def test_cursor(self):
@@ -158,16 +133,12 @@ class TestBackTestEngine:
 
     async def test_get_rates_from(self):
         start = datetime(2024, 2, 3, 12, 43, tzinfo=UTC)
-        rates = await self.bte.get_rates_from(
+        rates = await self.bte.get_rates_from(symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, count=24)
-            symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, count=24
-        )
         assert len(rates) == 24
 
     async def test_get_rates_from_2(self, bte2):
         start = datetime(2024, 2, 3, 12, 12, tzinfo=UTC)
-        rates = await bte2.get_rates_from(
+        rates = await bte2.get_rates_from(symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, count=24)
-            symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, count=24
-        )
         assert len(rates) == 24
 
     async def test_get_rates_from_pos(self):
@@ -175,51 +146,37 @@ class TestBackTestEngine:
         self.bte.go_to(time=now)
         tf = TimeFrame.H2
         start_pos = 2
-        rates = await self.bte.get_rates_from_pos(
+        rates = await self.bte.get_rates_from_pos(symbol="BTCUSD", timeframe=tf, start_pos=start_pos, count=24)
-            symbol="BTCUSD", timeframe=tf, start_pos=start_pos, count=24
-        )
         assert len(rates) == 24
-        assert int(rates[-1][0]) == round_down(
+        assert int(rates[-1][0]) == round_down(int(now.replace(hour=now.hour - start_pos).timestamp()), tf.seconds)
-            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)
         bte2.go_to(time=now)
         tf = TimeFrame.H1
         start_pos = 2
-        rates = await bte2.get_rates_from_pos(
+        rates = await bte2.get_rates_from_pos(symbol="BTCUSD", timeframe=tf, start_pos=start_pos, count=24)
-            symbol="BTCUSD", timeframe=tf, start_pos=start_pos, count=24
+        assert int(rates[-1][0]) == round_down(int(now.replace(hour=10).timestamp()), tf.seconds)
-        )
-        assert int(rates[-1][0]) == round_down(
-            int(now.replace(hour=10).timestamp()), tf.seconds
-        )
         # assert int(rates[-1][0]) == round_up(int(now.timestamp()), tf.seconds) - start_pos * tf.seconds
         assert len(rates) == 24
 
     async def test_get_rates_range(self):
         start = datetime(2024, 2, 3, 12, tzinfo=UTC)
         end = datetime(2024, 2, 4, 18, tzinfo=UTC)
-        rates = await self.bte.get_rates_range(
+        rates = await self.bte.get_rates_range(symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, date_to=end)
-            symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, date_to=end
-        )
         assert len(rates) == 31
         assert int(rates[-1][0]) == int(end.timestamp())
 
     async def test_get_rates_range2(self, bte2):
         start = datetime(2024, 2, 3, 12, tzinfo=UTC)
         end = datetime(2024, 2, 4, 18, tzinfo=UTC)
-        rates = await bte2.get_rates_range(
+        rates = await bte2.get_rates_range(symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, date_to=end)
-            symbol="BTCUSD", timeframe=TimeFrame.H1, date_from=start, date_to=end
-        )
         assert len(rates) == 31
         assert int(rates[-1][0]) == int(end.timestamp())
 
     async def test_get_ticks_from(self):
         start = datetime(2024, 2, 3, 12, tzinfo=UTC)
-        ticks = await self.bte.get_ticks_from(
+        ticks = await self.bte.get_ticks_from(symbol="BTCUSD", date_from=start, count=24)
-            symbol="BTCUSD", date_from=start, count=24
-        )
         assert len(ticks) == 24
 
     async def test_get_ticks_from2(self, bte2):
@@ -230,23 +187,15 @@ class TestBackTestEngine:
     async def test_get_ticks_range(self):
         start = datetime(2024, 2, 3, 12, tzinfo=UTC)
         end = datetime(2024, 2, 3, 15, tzinfo=UTC)
-        ticks = await self.bte.get_ticks_range(
+        ticks = await self.bte.get_ticks_range(symbol="BTCUSD", date_from=start, date_to=end)
-            symbol="BTCUSD", date_from=start, date_to=end
+        approx_total = (end - start).total_seconds() // 2  # assuming 2 ticks per second at least
-        )
-        approx_total = (
-            end - start
-        ).total_seconds() // 2  # assuming 2 ticks per second at least
         assert len(ticks) >= approx_total
 
     async def test_get_ticks_range2(self, bte2):
         start = datetime(2024, 2, 3, 12, tzinfo=UTC)
         end = datetime(2024, 2, 3, 15, tzinfo=UTC)
-        ticks = await bte2.get_ticks_range(
+        ticks = await bte2.get_ticks_range(symbol="BTCUSD", date_from=start, date_to=end)
-            symbol="BTCUSD", date_from=start, date_to=end
+        approx_total = (end - start).total_seconds() // 2  # assuming 2 ticks per second at least
-        )
-        approx_total = (
-            end - start
-        ).total_seconds() // 2  # assuming 2 ticks per second at least
         assert len(ticks) >= approx_total
 
     async def test_price_tick(self, bte2):
@@ -287,22 +236,14 @@ class TestBackTestEngine:
         tp = sym_info.ask + dsl
 
         profit = await self.bte.order_calc_profit(
-            action=OrderType.BUY,
+            action=OrderType.BUY, symbol=sym, volume=sym_info.volume_min, price_open=sym_info.ask, price_close=tp
-            symbol=sym,
-            volume=sym_info.volume_min,
-            price_open=sym_info.ask,
-            price_close=tp,
         )
         assert profit > 0
         sym_info2 = await bte2.get_symbol_info(symbol=sym)
         dsl2 = (sym_info2.trade_stops_level + sym_info2.spread) * 2 * sym_info2.point
         tp2 = sym_info2.ask + dsl2
         profit2 = await bte2.order_calc_profit(
-            action=OrderType.BUY,
+            action=OrderType.BUY, symbol=sym, volume=sym_info2.volume_min, price_open=sym_info2.ask, price_close=tp2
-            symbol=sym,
-            volume=sym_info2.volume_min,
-            price_open=sym_info2.ask,
-            price_close=tp2,
         )
         assert ceil(profit) == ceil(profit2)
 
@@ -314,20 +255,10 @@ class TestBackTestEngine:
         bte2.go_to(time=moment)
         sym = "BTCUSD"
         sym_info = await self.bte.get_symbol_info(symbol=sym)
-        margin = await self.bte.order_calc_margin(
+        margin = await self.bte.order_calc_margin(action=OrderType.SELL, symbol=sym, volume=sym_info.volume_min, price=sym_info.bid)
-            action=OrderType.SELL,
-            symbol=sym,
-            volume=sym_info.volume_min,
-            price=sym_info.bid,
-        )
         assert margin > 0
         sym_info2 = await self.bte.get_symbol_info(symbol=sym)
-        margin2 = await bte2.order_calc_margin(
+        margin2 = await bte2.order_calc_margin(action=OrderType.SELL, symbol=sym, volume=sym_info2.volume_min, price=sym_info2.bid)
-            action=OrderType.SELL,
-            symbol=sym,
-            volume=sym_info2.volume_min,
-            price=sym_info2.bid,
-        )
         assert margin2 > 0
 
     async def test_order_check(self, buy_order, sell_order):

tests/live/unit/test_candles.py

@@ -11,12 +11,8 @@ from aiomql.core.constants import TimeFrame
 class TestCandle:
     @classmethod
     def setup_class(cls):
-        cls.bullish_candle = Candle(
+        cls.bullish_candle = Candle(open=1.3421, high=1.3462, low=1.3405, close=1.3452, time=0, Index=0)
-            open=1.3421, high=1.3462, low=1.3405, close=1.3452, time=0, Index=0
+        cls.bearish_candle = Candle(open=1.3452, high=1.3405, low=1.3462, close=1.3421, time=1, Index=1)
-        )
-        cls.bearish_candle = Candle(
-            open=1.3452, high=1.3405, low=1.3462, close=1.3421, time=1, Index=1
-        )
 
     def test_repr(self):
         repr_str = repr(self.bearish_candle)

tests/live/unit/test_get_data.py

@@ -14,13 +14,7 @@ class TestGetData:
         cls.end = datetime(2024, 2, 2, tzinfo=UTC)
         cls.symbols = ["BTCUSD", "ETHUSD"]
         cls.timeframes = [TimeFrame.H1, TimeFrame.H2]
-        cls.g_data = GetData(
+        cls.g_data = GetData(start=cls.start, end=cls.end, symbols=cls.symbols, timeframes=cls.timeframes, name="test_data")
-            start=cls.start,
-            end=cls.end,
-            symbols=cls.symbols,
-            timeframes=cls.timeframes,
-            name="test_data",
-        )
 
     @pytest.fixture(scope="class", autouse=True)
     async def get_data(self):
@@ -34,9 +28,7 @@ class TestGetData:
         assert self.g_data.timeframes == set(self.timeframes)
         assert self.g_data.name == "test_data"
         assert self.g_data.range == range(int((self.end - self.start).total_seconds()))
-        assert self.g_data.span == range(
+        assert self.g_data.span == range(int(self.start.timestamp()), int(self.end.timestamp()))
-            int(self.start.timestamp()), int(self.end.timestamp())
-        )
 
     async def test_get_data(self):
         assert self.g_data.data.fully_loaded is True

tests/live/unit/test_meta_trader.py

@@ -111,19 +111,13 @@ class TestMetaTrader:
         assert res.shape[0] == 10
 
     async def test_copy_ticks_from(self):
-        res = await self.mt.copy_ticks_from(
+        res = await self.mt.copy_ticks_from(self.symbol, self.start, 10, self.mt.COPY_TICKS_ALL)
-            self.symbol, self.start, 10, self.mt.COPY_TICKS_ALL
-        )
         assert res is not None
         assert res.shape[0] == 10
 
     async def test_copy_ticks_range(self):
-        res = await self.mt.copy_ticks_range(
+        res = await self.mt.copy_ticks_range(self.symbol, self.start, self.end, self.mt.COPY_TICKS_ALL)
-            self.symbol, self.start, self.end, self.mt.COPY_TICKS_ALL
+        res2 = self.mt5.copy_ticks_range(self.symbol, self.start, self.end, self.mt5.COPY_TICKS_ALL)
-        )
-        res2 = self.mt5.copy_ticks_range(
-            self.symbol, self.start, self.end, self.mt5.COPY_TICKS_ALL
-        )
         assert res is not None
         assert res.shape[0] == res2.shape[0]
 
@@ -149,9 +143,7 @@ class TestMetaTrader:
         price_open = buy_order["price"]
         price_close = buy_order["tp"]
         type_ = buy_order["type"]
-        res = await self.mt.order_calc_profit(
+        res = await self.mt.order_calc_profit(type_, self.symbol, volume, price_open, price_close)
-            type_, self.symbol, volume, price_open, price_close
-        )
         assert isinstance(res, float)
 
     async def test_order_check(self, buy_order):

tests/live/unit/test_result.py

@@ -36,9 +36,7 @@ class TestResult:
 
     async def test_json(self, order_results):
         res1, res2 = order_results
-        await asyncio.gather(
+        await asyncio.gather(res1.save(trade_record_mode="json"), res2.save(trade_record_mode="json"))
-            res1.save(trade_record_mode="json"), res2.save(trade_record_mode="json")
-        )
         assert res1.config.records_dir.exists()
         record = res1.config.records_dir / f"{res1.name}.json"
         assert record.exists()

tests/live/unit/test_sessions.py

@@ -15,9 +15,7 @@ class TestSessions:
     def make_session(self):
         end = time(hour=16, minute=59, second=59, microsecond=999_999, tzinfo=UTC)
         london = Session(start=8, end=end, name="London", on_end="close_all")
-        start, end = time(hour=0, tzinfo=UTC), time(
+        start, end = time(hour=0, tzinfo=UTC), time(hour=23, minute=59, second=59, tzinfo=UTC)
-            hour=23, minute=59, second=59, tzinfo=UTC
-        )
         all_day = Session(start=start, end=end, name="AllDay", on_end="close_all")
         end = time(hour=6, minute=59, second=59, microsecond=999_999, tzinfo=UTC)
         over_night = Session(start=18, end=end, name="OverNight", on_end="close_all")

tests/live/unit/test_symbol.py

@@ -35,19 +35,13 @@ class TestSymbol:
     async def test_rates(self, btc):
         start = datetime(year=2023, month=10, day=5)
         end = start + timedelta(hours=9)
-        rates_from = await btc.copy_rates_from(
+        rates_from = await btc.copy_rates_from(timeframe=btc.mt5.TIMEFRAME_H1, date_from=start, count=10)
-            timeframe=btc.mt5.TIMEFRAME_H1, date_from=start, count=10
-        )
         assert isinstance(rates_from, Candles)
         assert len(rates_from) == 10
-        rates_from_pos = await btc.copy_rates_from_pos(
+        rates_from_pos = await btc.copy_rates_from_pos(timeframe=btc.mt5.TIMEFRAME_H1, count=10, start_position=0)
-            timeframe=btc.mt5.TIMEFRAME_H1, count=10, start_position=0
-        )
         assert isinstance(rates_from_pos, Candles)
         assert len(rates_from_pos) == 10
-        rates_range = await btc.copy_rates_range(
+        rates_range = await btc.copy_rates_range(timeframe=btc.mt5.TIMEFRAME_H1, date_from=start, date_to=end)
-            timeframe=btc.mt5.TIMEFRAME_H1, date_from=start, date_to=end
-        )
         assert isinstance(rates_range, Candles)
         assert len(rates_range) == 10
         ticks_from = await btc.copy_ticks_from(date_from=start, count=10)

tests/live/unit/test_trader.py

@@ -27,9 +27,7 @@ class TestTrader:
         assert res.retcode == 10009
 
     async def test_create_order_with_sl(self):
-        sl = (
+        sl = (self.trader.symbol.trade_stops_level * 2 + self.trader.symbol.spread) * self.trader.symbol.point
-            self.trader.symbol.trade_stops_level * 2 + self.trader.symbol.spread
-        ) * self.trader.symbol.point
         tick = await self.trader.symbol.info_tick()
         sl = tick.bid + sl
         await self.trader.create_order_with_sl(order_type=OrderType.SELL, sl=sl)
@@ -44,9 +42,7 @@ class TestTrader:
 
     async def test_create_order_with_points(self):
         points = self.trader.symbol.trade_stops_level * 2 + self.trader.symbol.spread
-        await self.trader.create_order_with_points(
+        await self.trader.create_order_with_points(order_type=OrderType.BUY, points=points)
-            order_type=OrderType.BUY, points=points
-        )
         res = await self.trader.order.send()
         profit = floor(await self.trader.order.calc_profit())
         loss = -floor(abs(await self.trader.order.calc_loss()))
@@ -57,16 +53,12 @@ class TestTrader:
         assert res.retcode == 10009
 
     async def test_create_order_with_stops(self):
-        sl = (
+        sl = (self.trader.symbol.trade_stops_level * 2 + self.trader.symbol.spread) * self.trader.symbol.point
-            self.trader.symbol.trade_stops_level * 2 + self.trader.symbol.spread
-        ) * self.trader.symbol.point
         tp = sl * self.trader.ram.risk_to_reward
         tick = await self.trader.symbol.info_tick()
         sl = tick.ask - sl
         tp = tick.ask + tp
-        await self.trader.create_order_with_stops(
+        await self.trader.create_order_with_stops(order_type=OrderType.BUY, sl=sl, tp=tp)
-            order_type=OrderType.BUY, sl=sl, tp=tp
-        )
         res = await self.trader.order.send()
         profit = floor(await self.trader.order.calc_profit())
         loss = -floor(abs(await self.trader.order.calc_loss()))