refactor symbol and executor

pyproject.toml

@@ -7,7 +7,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "aiomql"
-version = "3.0.4"
+version = "3.0.5"
 readme = "README.md"
 requires-python = ">=3.10"
 classifiers = [

src/aiomql/bot_builder.py

@@ -19,7 +19,7 @@ class Bot:
     Attributes:
         account (Account): Account Object.
         executor: The default thread executor.
-        symbols (set[Symbols]): A set of symbols for the trading session
+        symbols (list[Symbols]): A set of symbols for the trading session
     """
     account: Account = Account()
 
@@ -82,7 +82,6 @@ class Bot:
         Notes:
             Make sure the symbol has been added to the market
         """
-        self.symbols.add(strategy.symbol)
         self.executor.add_worker(strategy)
 
     def add_strategies(self, strategies: Iterable[Strategy]):
@@ -104,9 +103,8 @@ class Bot:
         [self.add_strategy(strategy(symbol=symbol, params=params)) for symbol in self.symbols]
 
     async def init_symbols(self):
-        """Initialize the symbols for the current trading session. This method is called internally by the bot.
-        """
-        syms = [self.init_symbol(symbol) for symbol in self.symbols]
+        """Initialize the symbols for the current trading session. This method is called internally by the bot."""
+        syms = [self.init_symbol(strategy.symbol) for strategy in self.executor.workers]
         await asyncio.gather(*syms, return_exceptions=True)
 
     async def init_symbol(self, symbol: Symbol) -> Symbol:
@@ -123,9 +121,7 @@ class Bot:
         if self.account.has_symbol(symbol):
             init = await symbol.init()
             if init:
+                self.symbols.add(symbol)
                 return symbol
-            self.symbols.discard(symbol)
             logger.warning(f'Unable to initialize symbol {symbol}')
-
-        self.symbols.remove(symbol)
         logger.warning(f'{symbol} not a available for this market')

src/aiomql/executor.py

@@ -13,7 +13,6 @@ class Executor:
         workers (list): List of strategies.
         coroutines (dict[Coroutine, dict]): A dictionary of coroutines to run in the executor
         functions (dict[Callable, dict]): A dictionary of functions to run in the executor
-
     """
 
     def __init__(self, bot=None):

src/aiomql/strategy.py

@@ -47,7 +47,8 @@ class Strategy(ABC):
         self.parameters = params.copy() if isinstance(params, dict) else {}
         self.parameters['symbol'] = symbol.name
         self.parameters['name'] = self.name or self.__class__.__name__
-        self.sessions = sessions or Sessions(Session(start=0, end=23))
+        self.sessions = sessions or Sessions(Session(start=0, end=dtime(hour=23, minute=59, second=59,
+                                                                        microsecond=999999)))
 
     def __repr__(self):
         return f"{self.name}({self.symbol!r})"

src/aiomql/symbol.py

@@ -1,6 +1,7 @@
 """Symbol class for handling a financial instrument."""
 from datetime import datetime
 from logging import getLogger
+from math import log10, ceil
 
 from .core.constants import TimeFrame, CopyTicks
 from .core.models import SymbolInfo, BookInfo
@@ -135,7 +136,20 @@ class Symbol(SymbolInfo):
         """
         return await self.mt5.market_book_release(self.name)
 
-    async def compute_volume(self, *, amount: float, pips: float, use_limits: bool = True) -> float:
+    def check_volume(self, volume) -> tuple[bool, float]:
+        check = self.volume_min <= volume <= self.volume_max
+        if check:
+            return check, volume
+        if not check and volume < self.volume_min:
+            return check, self.volume_min
+        else:
+            return check, self.volume_max
+
+    def round_off_volume(self, volume):
+        step = ceil(abs(log10(self.volume_step)))
+        return round(volume, step)
+
+    async def compute_volume(self, *, amount: float, pips: float, use_limits: bool = False) -> float:
         """Computes the volume of a trade based on the amount and the number of pips to target.
         This is a dummy method that returns the minimum volume of the symbol. It is meant to be overridden by a subclass
         that implements the computation of volume.

src/aiomql/trader.py

@@ -54,7 +54,8 @@ class Trader:
         """
         # check if pips is passed in as a keyword argument, if not use the pips attribute of the ram instance
         pips = kwargs.get('pips', 0) or self.ram.pips
-        self.order.volume = kwargs.get('volume', self.ram.volume) or await self.ram.get_volume(symbol=self.symbol, pips=pips)
+        self.order.volume = kwargs.get('volume', self.ram.volume) or await self.ram.get_volume(symbol=self.symbol,
+                                                                                               pips=pips)
         self.order.type = order_type
         await self.set_order_limits(pips=pips)
 

tests/__init__.py

@@ -0,0 +1,10 @@
+from aiomql import MetaTrader
+import pytest
+
+from .fixtures import *
+
+
+@pytest.mark.asyncio
+class BaseTest:
+    """"""
+    mt5 = MetaTrader()

tests/fixtures.py

@@ -0,0 +1,31 @@
+import json
+import os
+from aiomql import MetaTrader as mt5, Config
+import pytest
+
+
+@pytest.fixture(scope="session")
+def get_default_config():
+    data = {"win_percentage": 0.90, "record_dir": "Trade Records"}
+    obj = open('mt5.json', 'w')
+    json.dump(data, obj)
+    obj.close()
+    yield
+    os.remove('mt5.json')
+
+
+@pytest.fixture(scope="session")
+def get_config():
+    data = {"win_percentage": 0.8, "record_dir": "Trade_Records"}
+    obj = open('config.json', 'w')
+    json.dump(data, obj)
+    obj.close()
+    yield
+    os.remove('config.json')
+
+
+@pytest.fixture(autouse=True, scope="session")
+def init():
+    config = Config(filename="test_config.json")
+    mt5._initialize()
+    mt5._login(login=config.account_number, password=config.password, server=config.server)

tests/test_config.json

@@ -0,0 +1,5 @@
+{
+  "account_number": 160286827,
+  "password": "TheN@me0fTheW!nd",
+  "server": "ForexTimeFXTM-Demo01"
+}

tests/test_config.py

@@ -0,0 +1,13 @@
+from aiomql import config
+
+from . import get_config, get_default_config
+
+
+def test_default_config_file(get_default_config):
+    conf = config.Config()
+    assert conf.win_percentage == 0.90
+
+
+def test_config_file_name(get_config):
+    conf = config.Config(filename='config.json')
+    assert conf.win_percentage == 0.8

tests/test_constants.py

@@ -0,0 +1,7 @@
+from aiomql import TradeAction
+
+
+class TestConstants:
+
+    def test_trade_action(self):
+        assert TradeAction.DEAL == 1

tests/test_symbol.py

@@ -0,0 +1,11 @@
+from aiomql.symbol import Symbol
+
+from . import *
+
+
+class TestSymbol(BaseTest):
+    sym = Symbol(name="EURJPY")
+
+    async def test_init(self):
+        await self.sym.init()
+        assert self.sym.select is True

tests/test_terminal.py

@@ -0,0 +1,22 @@
+from . import *
+from aiomql import Terminal
+
+
+class TestTerminal(BaseTest):
+    terminal = Terminal()
+    async def test_version(self):
+        res = await self.terminal.version
+        assert len(res) == 3
+
+    async def test_info(self):
+        res = await self.terminal.info()
+        assert res.connected is True
+
+    async def test_error(self):
+        res = await self.terminal.last_error()
+        assert res.code == 1
+
+    async def test_symbols_get(self):
+        res = await self.terminal.symbols_get()
+        sym = next(res)
+        assert isinstance(sym.name, str)

utils/meta_tester.py

@@ -0,0 +1,91 @@
+# from datetime import datetime
+# from collections import defaultdict
+# from pickle import HIGHEST_PROTOCOL
+# import _pickle as pickle
+# import lzma
+# import asyncio
+# from itertools import product
+# from typing import Iterable, TypeAlias
+#
+# from .meta_trader import MetaTrader
+# from .constants import TimeFrame
+# from .. import account, Account, Ticks, Symbol, Candles
+#
+# Rates: TypeAlias = dict[Symbol, dict[TimeFrame, Candles]]
+# PriceTicks: TypeAlias = dict[Symbol, Ticks]
+#
+#
+# class MetaTester(MetaTrader):
+
+#     def __init__(self, *, file=None, data: 'TestData' = None):
+#         self.file = file
+#
+#     @property
+#     def data(self):
+#         return TestData.load(self.file)
+#
+#
+# class TestData:
+#     rates: Rates
+#     ticks: PriceTicks
+#     account: Account
+#
+#     def __init__(self, symbols: Iterable[Symbol], timeframes: Iterable[TimeFrame],  start: datetime, end: datetime, file: str):
+#         self.symbols = symbols
+#         self.timeframes = timeframes
+#         self.start = start
+#         self.end = end
+#         self.file = file
+#
+#     @property
+#     async def _account(self) -> Account:
+#         await account.refresh()
+#         return account
+#
+#     @property
+#     async def _ticks(self) -> PriceTicks:
+#         tasks = []
+#         symbols = []
+#         for symbol in self.symbols:
+#             coro = symbol.copy_ticks_range(date_from=self.start, date_to=self.end)
+#             symbols.append(symbol)
+#             tasks.append(asyncio.create_task(coro))
+#         ticks = await asyncio.gather(*tasks)
+#         return {symbol: ticks for symbol, ticks in zip(symbols, ticks)}
+#
+#     @property
+#     async def _rates(self) -> Rates:
+#         _data = {'tasks': [], 'symbols': [], 'timeframes': []}
+#         args: Iterable[tuple[Symbol, TimeFrame]] = product(self.symbols, self.timeframes)
+#         for symbol, timeframe in args:
+#             coro = symbol.copy_rates_range(date_from=self.start, date_to=self.end, timeframe=timeframe)
+#             _data['tasks'].append(asyncio.create_task(coro))
+#             _data['symbols'].append(symbol)
+#             _data['timeframes'].append(timeframe)
+#         _data['rates'] = await asyncio.gather(*_data['tasks'])
+#
+#         data = defaultdict(dict)
+#         for rates, symbol, timeframe in zip(_data['rates'], _data['symbols'], _data['timeframes']):
+#             data[symbol] |= {timeframe: rates}
+#         return data
+#
+#     async def copy_data(self):
+#         self.rates, self.ticks, self.account = await asyncio.gather(self._rates, self._ticks, self._account)
+#
+#     async def dumps(self):
+#         return pickle.dumps(self, protocol=HIGHEST_PROTOCOL)
+#
+#     async def dump(self):
+#         await self.copy_data()
+#         with lzma.open(self.file, 'wb') as fh:
+#             pickle.dump(self, fh, protocol=HIGHEST_PROTOCOL)
+#
+#     @classmethod
+#     def load(cls, file) -> 'TestData':
+#         with lzma.open(file, 'rb') as fh:
+#             return pickle.load(fh)
+#
+#     @classmethod
+#     def loads(cls, obj):
+#         return pickle.loads(obj)
+#