testdata

check.json

@@ -0,0 +1 @@
+{"a": 5}{"af": 5}

src/aiomql/__init__.py

@@ -18,4 +18,4 @@ from .terminal import Terminal
 from .sessions import Session, Sessions
 from .utils import dict_to_string, round_off, backoff_decorator, error_handler, error_handler_sync, round_up, round_down
 from .lib import *
-from .contrib import *
+# from .contrib import *

src/aiomql/contrib/__init__.py

@@ -1 +1 @@
-from .backtester import *
+# from .backtester import *

src/aiomql/contrib/backtester/__init__.py

@@ -1,5 +1,5 @@
 from .meta_tester import MetaTester
-from .test_data import TestData
+from .backtest_engine import BackTestEngine
 from .get_data import GetData
 from .test_strategy import TestStrategy
 from .event_manager import EventManager

src/aiomql/contrib/backtester/backtest_engine.py

@@ -1,16 +1,14 @@
 import asyncio
-from collections import namedtuple
 from datetime import datetime
 from typing import Literal
 from itertools import zip_longest
 import random
-import json
 from functools import cached_property
+from logging import getLogger
 
 import pandas as pd
 import pytz
 import numpy as np
-from debugpy.common.timestamp import current
 from pandas import DataFrame
 from MetaTrader5 import (Tick, SymbolInfo, AccountInfo, TradeOrder, TradePosition, TradeDeal,
                          TradeRequest, OrderCheckResult, OrderSendResult, TerminalInfo)
@@ -18,18 +16,18 @@ from MetaTrader5 import (Tick, SymbolInfo, AccountInfo, TradeOrder, TradePositio
 from ...core.meta_trader import MetaTrader
 from ...core.constants import TimeFrame, CopyTicks, OrderType, TradeAction, AccountStopOutMode, PositionReason
 from ...core.config import Config
-from ...lib.strategies.finger_trap import logger
 from ...utils import round_down, round_up, error_handler, error_handler_sync, async_cache
 
-from .get_data import Data, GetData
+from .get_data import Data, GetData, Cursor
 from .test_account import TestAccount
 from .types import PositionsManager, OrdersManager, DealsManager
 
 tz = pytz.timezone('Etc/UTC')
-Cursor = namedtuple('Cursor', ['index', 'time'])
+
+logger = getLogger(__name__)
 
 
-class TestData:
+class BackTestEngine:
     mt5: MetaTrader = MetaTrader()
     span: range
     range: range
@@ -45,8 +43,8 @@ class TestData:
         self.margins: dict[int, float] = {}
         self.config = Config(test_data=self)
         self.set_up(start=start, end=end, speed=speed)
+        self.cursor: Cursor = self._data.cursor or Cursor(index=self.range.start, time=self.span.start)
         self._data.name = self._data.name or f"{datetime.fromtimestamp(self.span[0]):%d-%m-%y}_{datetime.fromtimestamp(self.span[-1]):%d-%m-%y}"
-        self.fh = open(f'{self.config.test_data_dir}/data.json', 'a')
 
     def set_up(self, start: float | datetime = 0, end: float | datetime = 0, speed: int = 1):
         span_start = (int(start.timestamp()) if isinstance(start, datetime) else int(start)) or self._data.span.start
@@ -54,12 +52,14 @@ class TestData:
         self.span = range(span_start, span_end, speed)
         self.range = range(0, span_end - span_start, speed)
         self.iter = zip_longest(self.range, self.span)
-        self.cursor: Cursor = Cursor(index=self.range.start, time=self.span.start)
 
     def __next__(self) -> Cursor:
-        index, time = next(self.iter)
+        try:
-        self.cursor = Cursor(index=index, time=time)
+            index, time = next(self.iter)
-        return self.cursor
+            self.cursor = Cursor(index=index, time=time)
+            return self.cursor
+        except StopIteration:
+            logger.warning('End of time')
 
     def __repr__(self):
         return f"{self.__class__.__name__}()"
@@ -71,14 +71,11 @@ class TestData:
     def data(self):
         return self._data
     
-    def to_json(self, data):
-        json.dump(data, self.fh)
-    
     def reset(self):
         self.iter = zip_longest(self.range, self.span)
         self.cursor = Cursor(index=self.range.start, time=self.span.start)
 
-    def go_to(self, time: datetime | int):
+    def go_to(self, *, time: datetime | int):
         time =  int(time.timestamp()) if isinstance(time, datetime) else int(time)
         steps = time - self.cursor.time
         
@@ -92,7 +89,7 @@ class TestData:
         self.iter = zip_longest(range_, span)
         self.cursor = Cursor(index=range_.start, time=span.start)
 
-    def fast_forward(self, steps: int):
+    def fast_forward(self, *, steps: int):
         for _ in range(steps):
             self.next()
 
@@ -108,7 +105,6 @@ class TestData:
         self.update_account(profit=profit)
 
     def save(self):
-        self.fh.close()
         try:
             if len(self.orders) or len(self.deals):
                 for symbol in self.orders:
@@ -243,7 +239,7 @@ class TestData:
         osr = {'retcode': 10013, 'comment': 'Invalid request',
                'request': TradeRequest(request.get(k, (0 if k != 'comment' else '')) for k in
                                        TradeRequest.__match_args__)}
-        trade_order = {'ticket': order_ticket, **{k: v for k, v in request.items() if k in TradeOrder.__match_args__}}
+        trade_order = {k: v for k, v in request.items() if k in TradeOrder.__match_args__}
         current_tick = await self.get_price_tick(request.get('symbol'), self.cursor.time)
         if current_tick is None:
             osr['comment'] = 'Market is closed'
@@ -297,7 +293,7 @@ class TestData:
                 return OrderSendResult((osr.get(k, 0) for k in OrderSendResult.__match_args__))
             # self.to_json(osr) # ToDo: remove later
             # return OrderSendResult(osr)
-            price = current_tick.ask if order_type == OrderType.BUY else current.tick.bid
+            price = current_tick.ask if order_type == OrderType.BUY else current_tick.bid
             # ToDo: Cross check this values with actual values.
             position = {'comment': 'Position Opened', 'ticket': order_ticket, 'symbol': symbol, 'volume': volume,
                    'price_open': price, 'price_current': price, 'type': order_type, 'profit': 0, 'reason': PositionReason.EXPERT,
@@ -315,9 +311,9 @@ class TestData:
 
             self.positions[order.ticket] = pos
             self.orders[order.ticket] = order
-            osr.update({'order': order_ticket, 'price': price, 'volume': volume, 'bid': tick.bid,
+            osr.update({'order': order_ticket, 'price': price, 'volume': volume, 'bid': current_tick.bid,
-                        'ask': tick.ask, 'deal': deal_ticket})
+                        'ask': current_tick.ask, 'deal': deal_ticket})
-            margin = await self.order_calc_margin(action, symbol, volume, price, use_)
+            margin = await self.order_calc_margin(action, symbol, volume, price)
             self.margins[order_ticket] = margin
             self.update_account(margin=margin)
             self.to_json(osr) # ToDo: remove later

src/aiomql/contrib/backtester/check1.py

@@ -1,42 +1,21 @@
-from functools import cached_property
+from turtledemo.penrose import start
-class Data:
+
+
+class Tre:
     def __init__(self):
-        self.a = 1
+        self.start = 0
-        self.b = 2
+        self.end = 3
+        self.span = iter(range(self.start, self.end))
 
-class TData:
+    def __next__(self):
-    _a: int
+        try:
-    _b: int
+            next(self.span)
-    _dat: dict
+        except StopIteration:
-
+            print('End of range')
-    def __init__(self):
-        self._data = Data()
-
-    def __getattr__(self, item):
-        if val := self.__annotations__.get(item):
-            return getattr(self._data, item, val())
-
-    @property
-    def a(self):
-        return self._a
-
-    @a.setter
-    def a(self, val):
-        self._a = val
-
-    @property
-    def dat(self):
-        return self._dat
-
-    @dat.setter
-    def dat(self, key, val):
-        self._dat |= val
-
-    @dat.deleter
-    def dat(self):
-        self._dat = {}
 
 
-f = TData()
+r = Tre()
-# f.data = {'a': 1}
+next(r)
-print(f.a)
+next(r)
+next(r)
+next(r)

src/aiomql/contrib/backtester/get_data.py

@@ -5,6 +5,7 @@ import lzma
 from datetime import datetime
 from logging import getLogger
 from typing import Sequence, ClassVar
+from collections import namedtuple
 
 import pytz
 import pandas as pd
@@ -21,11 +22,10 @@ logger = getLogger(__name__)
 from MetaTrader5 import TradePosition, TradeOrder, TradeDeal
 
 tof = list(TradeOrder.__match_args__)
-tof.append('symbol')
 tpf = list(TradePosition.__match_args__)
-tpf.append('symbol')
 tdf = list(TradeDeal.__match_args__)
-tdf.append('symbol')
+
+Cursor = namedtuple('Cursor', ['index', 'time'])
 
 
 @dataclass
@@ -40,12 +40,12 @@ class Data:
     rates: dict[str, dict[str, DataFrame]] = field(default_factory=dict)
     span: range = range(0)
     range: range = range(0)
-    history_orders: DataFrame = field(default_factory=lambda: DataFrame([], columns=tof))
+    orders: dict[int, dict] = field(default_factory=lambda: {})
-    history_deals: DataFrame = field(default_factory=lambda: DataFrame([], columns=tdf))
+    deals: dict[int, dict] = field(default_factory=lambda: {})
-    positions: dict[str, DataFrame] = field(default_factory=dict)
+    positions: dict[int, dict] = field(default_factory=lambda: {})
-    orders: dict[str, DataFrame] = field(default_factory=dict)
+    active_orders: tuple[int, ...] = field(default_factory=lambda: ())
-
+    open_positions: tuple[int, ...] = field(default_factory=lambda: ())
-    _fields: list[ClassVar[str]] = field(default_factory=list)
+    cursor: Cursor = None
 
     def __str__(self):
         return f"""
@@ -68,7 +68,7 @@ class Data:
 
     @property
     def fields(self):
-        return self._fields or [name for f in fields(self) if (name := f.name) != '_fields']
+        return [f.name for f in fields(self)]
 
 
 class GetData:

src/aiomql/contrib/backtester/meta_tester.py

@@ -5,7 +5,7 @@ from numpy import ndarray
 from MetaTrader5 import (Tick, SymbolInfo, AccountInfo, TerminalInfo, TradeOrder, TradePosition, TradeDeal,
                          OrderCheckResult, OrderSendResult)
 
-from .test_data import TestData
+from .backtest_engine import BackTestEngine
 from .get_data import GetData
 
 from ...core.meta_trader import MetaTrader
@@ -18,17 +18,17 @@ logger = getLogger(__name__)
 class MetaTester(MetaTrader):
     """A class for testing trading strategies in the MetaTrader 5 terminal. A subclass of MetaTrader."""
 
-    def __init__(self, test_data: TestData = None):
+    def __init__(self, test_data: BackTestEngine = None):
         super().__init__()
         if test_data is not None:
             self.config.test_data = test_data
 
     @property
-    def test_data(self) -> TestData | None:
+    def test_data(self) -> BackTestEngine | None:
         return self.config.test_data
 
     @test_data.setter
-    def test_data(self, value: TestData):
+    def test_data(self, value: BackTestEngine):
         self.config.test_data = value
 
     async def last_error(self) -> tuple[int, str]:
@@ -47,7 +47,7 @@ class MetaTester(MetaTrader):
                 name = f"{self.config.test_data_dir_name}/{test_data_file}"
                 data = GetData.load_data(name=name, compressed=self.config.compress_test_data)
                 if data is not None:
-                    self.test_data = TestData(data)
+                    self.test_data = BackTestEngine(data)
                     success = True
 
         except Exception as err:

src/aiomql/contrib/backtester/types.py

@@ -1,18 +1,24 @@
-from typing import Generic
+from typing import TypeVar, Generic
 
 from MetaTrader5 import TradePosition, TradeOrder, TradeDeal
 
 from aiomql.utils import logger
 
+TradeData = TypeVar('TradeData', bound=TradePosition | TradeOrder | TradeDeal)
 
-class TradingData[Generic]:
+
-    _data: dict[int, TradePosition | TradeOrder | TradeDeal]
+class TradingData(Generic[TradeData]):
+    _data: dict[int, TradeData]
     _open_items: set[int]
 
+    def __init__(self, open_items: set[int] = None, data: dict = None):
+        self._data = data or {}
+        self._open_items = open_items or {trade.ticket for trade in self._data.values()}
+
     def __getitem__(self, item):
         return self._data[item]
 
-    def __setitem__(self, key, value: TradePosition | TradeOrder | TradeDeal):
+    def __setitem__(self, key, value: TradeData):
         self._open_items.add(value.ticket)
         self._data[key] = value
 
@@ -23,7 +29,7 @@ class TradingData[Generic]:
         except KeyError:
             logger.warning(f'{key} not found')
 
-    def __contains__(self, item):
+    def __contains__(self, item: int):
         return item in self._open_items
 
     def __iter__(self):
@@ -32,10 +38,10 @@ class TradingData[Generic]:
     def __len__(self):
         return len(self._data)
 
-    def get(self, key, default=None):
+    def get(self, key, default=None) -> TradeData | None:
         return self._data.get(key, default) if key in self._open_items else default
 
-    def pop(self, key, default=None):
+    def pop(self, key, default=None) -> TradeData | None:
         self._open_items.discard(key)
         return self._data.get(key, default)
 
@@ -59,10 +65,6 @@ class TradingData[Generic]:
 class PositionsManager(TradingData):
     _data: dict[int, TradePosition]
 
-    def __init__(self, open_items: set[int] = None, data: dict = None):
-        self._open_items = open_items or set()
-        self._data = data or {}
-
     @property
     def open_positions(self) -> tuple[TradePosition, ...]:
         return tuple(position for position in self._data.values() if position.ticket in self.open_items)
@@ -71,16 +73,10 @@ class PositionsManager(TradingData):
 class OrdersManager(TradingData):
     _data = dict[int, TradeOrder]
 
-    def __init__(self, open_items: set[int] = None, data: dict = None):
-        self._open_items = open_items or set()
-        self._data = data or {}
-
     @property
     def active_orders(self) -> tuple[TradeOrder, ...]:
         return tuple(order for order in self._data.values() if order.ticket in self.open_items)
 
 
 class DealsManager(TradingData):
-    def __init__(self, open_items: set[int] = None, data: dict = None):
+    ...
-        self._open_items = open_items or set()
-        self._data = data or {}

src/aiomql/core/base.py

@@ -4,7 +4,7 @@ from logging import getLogger
 
 from .config import Config
 from .meta_trader import MetaTrader
-from ..contrib.backtester import MetaTester
+# from ..contrib.backtester import MetaTester
 logger = getLogger(__name__)
 
 
@@ -22,7 +22,7 @@ class Base:
             **kwargs: Set instance attributes with keyword arguments. Only if they are annotated on the class body.
         """
         self.config = Config()
-        self.mt5 = MetaTrader() if self.config.mode == 'live' else MetaTester()
+        self.mt5 = MetaTrader() #if self.config.mode == 'live' else MetaTester()
         self.exclude = {'mt5', "config", 'exclude', 'include', 'annotations', 'class_vars', 'dict'}
         self.include = set()
         self.set_attributes(**kwargs)

src/aiomql/core/meta_trader.py

@@ -91,8 +91,8 @@ class MetaTrader(metaclass=BaseMeta):
             self.error = Error(*err)
 
             if self.error.is_connection_error():
-                await self.initialize(**self.config.account_info(), path=self.config.path)
+                await self.initialize(path=self.config.path)
-                await self.login(**self.config.account_info())
+                await self.login()
                 res = await asyncio.to_thread(func, *args, **kwargs)
 
                 if res is None:
@@ -103,7 +103,7 @@ class MetaTrader(metaclass=BaseMeta):
                 logger.warning(f'{error_msg}:{self.error.description}')
         return res
 
-    async def login(self, login: int, password: str, server: str, timeout: int = 60000) -> bool:
+    async def login(self, *, login: int = 0, password: str = '', server: str = '', timeout: int = 60000) -> bool:
         """
         Connects to the MetaTrader terminal using the specified login, password and server.
 
@@ -116,6 +116,10 @@ class MetaTrader(metaclass=BaseMeta):
         Returns:
             bool: True if successful, False otherwise.
         """
+        acc_details = self.config.account_info()
+        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(self._login, login, password=password, server=server, timeout=timeout)
 
     async def initialize(self, path: str = "", login: int = 0, password: str = "", server: str = "",
@@ -128,15 +132,20 @@ class MetaTrader(metaclass=BaseMeta):
             login (int): The trading account number.
             password (str): The trading account password.
             server (str): The trading server name.
-            timeout (int): The timeout for the connection in seconds.
+            timeout (int): The timeout for the connection in milliseconds.
             portable (bool): If True, the terminal will be launched in portable mode.
 
         Returns:
             bool: True if successful, False otherwise.
         """
+        path = path or self.config.path
         args = (str(path),) if path else ()
-        kwargs = {key: value for key, value in (('login', login), ('password', password), ('server', server),
+        acc = self.config.account_info()
-                                                ('timeout', timeout), ('portable', portable)) if value}
+        kwargs = {key: value for key, value in (('login', login or acc.get('login')),
+                                                ('password', password or acc.get('password')),
+                                                ('server', server or acc.get('server')),
+                                                ('timeout', timeout or 60000),
+                                                ('portable', portable)) if key is not None}
         res = await asyncio.to_thread(self._initialize, *args, **kwargs)
         return res
 

src/aiomql/lib/strategies/__init__.py

@@ -1,3 +1,3 @@
 from .finger_trap import FingerTrap
 from .tracker import Tracker
-from .finger_trap_back_test import FingerTrapTest, FingerTrapSingleTest
+# from .finger_trap_back_test import FingerTrapTest, FingerTrapSingleTest

src/aiomql/positions.py

@@ -7,7 +7,7 @@ from .core.models import TradePosition, TradeAction
 from .core.constants import  OrderType
 from .core.config import Config
 
-from .contrib.backtester.meta_tester import MetaTester
+# from .contrib.backtester.meta_tester import MetaTester
 
 from .order import Order
 from .utils import backoff_decorator
@@ -25,7 +25,7 @@ class Positions:
         ticket (int): Position ticket.
         mt5 (MetaTrader): MetaTrader instance.
     """
-    mt5: MetaTrader | MetaTester
+    mt5: MetaTrader #| MetaTester
 
     def __init__(self, *, symbol: str = "", group: str = "", ticket: int = 0):
         """Get Open Positions.
@@ -38,7 +38,7 @@ class Positions:
 
         """
         self.config = Config()
-        self.mt5 = MetaTrader() if self.config.mode == 'live' else MetaTester()
+        self.mt5 = MetaTrader() # if self.config.mode == 'live' else MetaTester()
         self.symbol = symbol
         self.group = group
         self.ticket = ticket

src/aiomql/sessions.py

@@ -6,7 +6,7 @@ from logging import getLogger
 
 from .positions import Positions
 from .core.config import Config
-from.contrib.backtester.event_manager import EventManager
+# from.contrib.backtester.event_manager import EventManager
 
 logger = getLogger(__name__)
 
@@ -20,13 +20,13 @@ def delta(obj: time) -> timedelta:
     return timedelta(hours=obj.hour, minutes=obj.minute, seconds=obj.second, microseconds=obj.microsecond)
 
 
-async def backtest_sleep(secs):
+# async def backtest_sleep(secs):
-    """A custom function to call when the session starts."""
+#     """A custom function to call when the session starts."""
-    em = EventManager()
+#     # em = EventManager()
-
+#
-    async with em.condition:
+#     async with em.condition:
-        while em.config.test_data.cursor.time < (em.config.test_data.cursor.time + secs):
+#         while em.config.test_data.cursor.time < (em.config.test_data.cursor.time + secs):
-            await em.condition.wait()
+#             await em.condition.wait()
 
 
 class Session:
@@ -213,7 +213,7 @@ class Sessions:
         current_session = self.find_next(now)
         secs = current_session.until() + 10
         logger.info(f'sleeping for {secs} seconds until next {current_session} session')
-        sleep_func = sleep if Config().mode == 'live' else backtest_sleep
+        sleep_func = sleep # if Config().mode == 'live' else backtest_sleep
         await sleep_func(secs)
         self.current_session = current_session
         await self.current_session.begin()

src/aiomql/strategy.py

@@ -8,7 +8,7 @@ from datetime import time as dtime
 from .core.meta_trader import MetaTrader
 from .symbol import Symbol as _Symbol
 from .core import Config
-from .contrib.backtester.meta_tester import MetaTester
+# from .contrib.backtester.meta_tester import MetaTester
 from .sessions import Sessions, Session
 
 Symbol = TypeVar("Symbol", bound=_Symbol)
@@ -48,7 +48,7 @@ class Strategy(ABC):
         self.parameters["name"] = self.name
         self.sessions = sessions or Sessions(Session(start=0, end=dtime(hour=23, minute=59, second=59)))
         self.config = Config()
-        self.mt5 = MetaTrader() if self.config.mode == 'live' else MetaTester()
+        self.mt5 = MetaTrader() #if self.config.mode == 'live' else MetaTester()
 
     def __repr__(self):
         return f"{self.name}({self.symbol!r})"