v3.20

src/aiomql/__init__.py

@@ -15,5 +15,5 @@ from .history import History
 from .trader import Trader
 from .terminal import Terminal
 from .sessions import Session, Sessions
-from .utils import dict_to_string, round_off
+from .utils import dict_to_string, round_off, find_bearish_fractal, find_bullish_fractal
 from .lib import *

src/aiomql/lib/strategies/finger_trap.py

@@ -74,13 +74,11 @@ class FingerTrap(Strategy):
             trend = self.ttf.time // self.etf.time
             bull_trend = cae.iloc[-trend:]
             bear_trend = cbe.iloc[-trend:]
-            count = 24 * 60 * 60 // self.etf.time
-            last_24 = candles[-count:]
             if self.tracker.bullish and any(bull_trend):
-                sl = getattr(find_bullish_fractal(candles), 'low', last_24.low.min())
+                sl = find_bullish_fractal(candles).low
                 self.tracker.update(snooze=self.ttf.time, order_type=OrderType.BUY, sl=sl)
             elif self.tracker.bearish and any(bear_trend):
-                sl = getattr(find_bearish_fractal(candles), 'high', last_24.high.max())
+                sl = find_bearish_fractal(candles).high
                 self.tracker.update(snooze=self.ttf.time, order_type=OrderType.SELL, sl=sl)
             else:
                 self.tracker.update(snooze=self.etf.time, order_type=None)
@@ -96,7 +94,7 @@ class FingerTrap(Strategy):
     async def trade(self):
         logger.info(f"Trading {self.symbol}")
         async with self.sessions as sess:
-            await self.sleep(self.etf.time)
+            await self.sleep(self.ttf.time)
             while True:
                 await sess.check()
                 try:

src/aiomql/result.py

@@ -1,6 +1,7 @@
 import csv
 from logging import getLogger
 from threading import RLock
+from pathlib import Path
 
 from .core import Config
 from .core.models import OrderSendResult
@@ -30,7 +31,8 @@ class Result:
         self.parameters = parameters or {}
         self.result = result
         self.name = name or parameters.get('name', 'Trades')
-        self.config.create_records_dir()
+        if not Path(self.config.records_dir).exists():
+            Path(self.config.records_dir).mkdir(parents=True, exist_ok=True)
 
     def get_data(self) -> dict:
         res = self.result.get_dict(exclude={'retcode', 'comment', 'retcode_external', 'request_id', 'request'})