refactor symbol and executor

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)