v4

2026-08-20 15:28:08 +00:00 · 2024-11-10 12:25:50 +01:00
parent d9bd84bc2e
commit f56d0c85b3
39 changed files with 1538 additions and 1179 deletions
@@ -1,28 +1,38 @@
+from aiomql import TradePositionfrom aiomql.lib.sessions import Duration
+
 # Session and Sessions
 Sessions allow you to run a strategy at specific times of the day.

 ## Table of Contents
 - [Session](#session)
-    - [\_\_init\_\_](#session.__init__)
+    - [\__init\__](#session.__init__)
    - [begin](#session.begin)
    - [close](#session.close)
    - [action](#session.action)
- [Sessions](#sessions)
-    - [\_\_init\_\_](#sessions.__init__)
+    - [in_session](#session.in_session)
+    - [duration](#session.duration)
+    - [close_positions](#session.close_positions)
+    - [close_all](#session.close_all)
+    - [close_win](#session.close_win)
+    - [close_loss](#session.close_loss)
+    - [close_until](#session.until)
+- [Sessions](#sessions.sessions)
+    - [\__init\__](#sessions.__init__)
    - [find](#sessions.find)
    - [find_next](#sessions.find_next)
    - [check](#sessions.check)
- [delta](#delta)
- [until](#until)
+- [delta](#sessions_mod.delta)
+- [backtest_sleep](#sessions_mod.backtest_sleep)
  

-<a id="session"></a>
+<a id="session.session"></a>
 ## Session
 ```python
 class Session
 ```
 A session is a time period between two `datetime.time` objects specified in utc.
-#### Attributes
+
+#### Attributes:
 | Name           | Type                                                              | Description                                                            | Default |
 |----------------|-------------------------------------------------------------------|------------------------------------------------------------------------|---------|
 | `start`        | `datetime.time`                                                   | The start time of the session.                                         | None    |
@@ -39,7 +49,7 @@ opened during the session or not or even by a strategy using the session. This i
 positions opened by the strategy. This will be handled in a future release.

 <a id="session.__init__"></a>
-### \_\_init\_\_
+### \__init\__
 ```python
 def __init__(*,
             start: int | time,
@@ -51,8 +61,8 @@ def __init__(*,
             custom_start: Callable = None,
             custom_end: Callable = None)
 ```
-Create a session.
-#### Arguments
+Create a session
+#### Parameters:
 | Name           | Type                                                              | Description                                                         | Default |
 |----------------|-------------------------------------------------------------------|---------------------------------------------------------------------|---------|
 | `start`        | `int` \|   `datetime.time`                                        | The start time of the session in UTC.                               | None    |
@@ -63,6 +73,7 @@ Create a session.
 | `custom_end`   | `Callable`                                                        | A custom function to call when the session ends. Default is None.   | None    |
 | `name`         | `str`                                                             | The name of the session. Default is None.                           | None    |

+
 <a id="session.begin"></a>
 ### begin
 ```python
@@ -70,6 +81,7 @@ async def begin()
 ```
 Call the action specified in on_start or custom_start.

+
 <a id="session.close"></a>
 ### close
 ```python
@@ -77,72 +89,143 @@ async def close()
 ```
 Call the action specified in on_end or custom_end.

+
+<a id="session.in_session"></a>
+### in_session
+```python
+def in_session() -> bool
+```
+Check if the current time is within the current session.
+
+
+<a id="session.duration"></a>
+### duration
+```python
+def duration() -> Duration
+```
+Get the duration of the session in hours, minutes, and seconds.
+
+
+<a id="session.close_positions"></a>
+### close_positions
+```python
+async def close_positions(*, positions: tuple[TradePosition, ...])
+```
+Close positions in the sessions. This is used by the `close_all` action.
+
+#### Parameters:
+| Name        | Type                        | Description                           |
+|-------------|-----------------------------|---------------------------------------|
+| `positions` | `tuple[TradePosition, ...]` | A tuple of TradePosition objects.     |
+
+
+<a id="session.close_all"></a>
+### close_all
+```python
+async def close_all()
+```
+Close all open positions
+
+
+<a id="session.close_win"></a>
+### close_win
+```python
+async def close_win()
+```
+Close only winning positions
+
+
+<a id="session.close_loss"></a>
+### close_loss
+```python
+async def close_loss()
+```
+Close only losing positions
+
+
+<a id="session.action"></a>
 ### action
 ```python
-async def action(action): pass
+async def action(*, action: Literal["close_all", "close_win", "close_loss", "custom_start", "custom_end"]): pass
 ```
 Used by begin and close to call the action specified.

-#### Arguments
-| Name     | Type                                                                            | Description         | Default |
-|----------|---------------------------------------------------------------------------------|---------------------|---------|
-| `action` | `Literal['close_all', 'close_win', 'close_loss', 'custom_start', 'custom_end']` | The action to take. | None    |
+#### Parameters:
+| Name     | Type                                                                            | Description         |
+|----------|---------------------------------------------------------------------------------|---------------------|
+| `action` | `Literal['close_all', 'close_win', 'close_loss', 'custom_start', 'custom_end']` | The action to take. |


-<a id="sessions"></a>
+<a id="session.until"></a>
+### until
+```python
+def until() -> int
+```
+Get the seconds until the session starts from the current time.
+
+
+<a id="sessions.sessions"></a>
 ## Sessions
 ```python
 class Sessions()
 ```
 Sessions allow you to run code at specific times of the day. It is a collection of Session objects.
 Sessions are sorted by start time. The sessions object is an asynchronous context manager.
+
 ### Attributes:
 | Name              | Type            | Description                | Default |
 |-------------------|-----------------|----------------------------|---------|
 | `sessions`        | `list[Session]` | A list of Session objects. | []      |
 | `current_session` | `Session`       | The current session.       | None    |

+
 <a id="sessions.__init__"></a>
-#### \_\_init\_\_
+#### \__init\__
 ```python
-def __init__(*sessions)
+def __init__(*sessions: Iterable[Session])
 ```
 Create a Sessions object.
-#### Arguments
-| Name       | Type             | Description                 | Default |
-|------------|------------------|-----------------------------|---------|
-| `sessions` | `tuple[Session]` | A tuple of Session objects. | None    |
+#### Parameters:
+| Name       | Type                | Description                    |
+|------------|---------------------|--------------------------------|
+| `sessions` | `Iterable[Session]` | A iterable of Session objects. |
+

 <a id="sessions.find"></a>
 ### find
 ```python
-def find(obj: time) -> Session | None
+def find(*, moment: time = None) -> Session | None
 ```
 Find a session that contains a datetime.time object.
-#### Arguments
-| Name  | Type            | Description             | Default |
-|-------|-----------------|-------------------------|---------|
-| `obj` | `datetime.time` | A datetime.time object. | None    |

-#### Returns
+#### Parameters:
+| Name     | Type   | Description             | Default |
+|----------|--------|-------------------------|---------|
+| `moment` | `time` | A datetime.time object. | None    |
+
+#### Returns:
 | Type      | Description                            |
 |-----------|----------------------------------------|
 | `Session` | A Session object or None if not found. |

+
 <a id="sessions.find_next"></a>
-### find\_next
+### find_next
 ```python
-def find_next(obj: time) -> Session
+def find_next(*, moment: time = None) -> Session
 ```
 Find the next session that contains a datetime.time object.
-#### Arguments
-| Name  | Type            | Description             | Default |
-|-------|-----------------|-------------------------|---------|
-| `obj` | `datetime.time` | A datetime.time object. |         |
-#### Returns
+#### Parameters:
+| Name     | Type   | Description             | Default |
+|----------|--------|-------------------------|---------|
+| `moment` | `time` | A datetime.time object. |         |
+
+#### Returns:
 | Type      | Description       |
 |-----------|-------------------|
 | `Session` | A Session object. |
+
+
 <a id="sessions.check"></a>
 ### check
 ```python
@@ -150,13 +233,15 @@ async def check(): pass
 ```
 Check if the current session has started and if not, wait until it starts.

-<a id="delta"></a>
+
+<a id="sessions_mod.delta"></a>
 ### delta
 ```python
 def delta(obj: time) -> timedelta: pass
 ```
 Get the timedelta of a datetime.time object.
-#### Arguments:
+
+#### Parameters:
 | Name  | Type            | Description             | Default |
 |-------|-----------------|-------------------------|---------|
 | `obj` | `datetime.time` | A datetime.time object. | None    |
@@ -165,13 +250,10 @@ Get the timedelta of a datetime.time object.
 |-------------|---------------------|
 | `timedelta` | A timedelta object. |

-<a id="until"></a>
-### until
+
+<a id="sessions_mod.backtest_sleep"></a>
+### backtest_sleep
 ```python
-def until()
+async def backtest_sleep(secs)
 ```
-Get the seconds until the session starts from the current time.
-#### Returns:
-| Type  | Description                           |
-|-------|---------------------------------------|
-| `int` | The seconds until the session starts. |
+Sleep method for backtesting.