gavindiaz/aiomql
1
0
Fork 0
mirror of https://github.com/Ichinga-Samuel/aiomql.git synced 2026-08-20 23:38:10 +00:00
Code Issues Packages Projects Releases Wiki Activity

v4

Browse Source
This commit is contained in:
Ichinga Samuel
2024-11-10 12:25:50 +01:00
parent d9bd84bc2e
commit f56d0c85b3
39 changed files with 1538 additions and 1179 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/lib/strategy.md
+89 -26
View File
@@ -2,46 +2,56 @@
The base class for creating strategies.
## Table of Contents
- [Strategy](#strategy)
- [\_\_init\_\_](#init)
- [sleep](#sleep)
- [trade](#trade)
- [Strategy](#strategy.strategy)
- [\_\_init\_\_](#strategy.__init__)
- [sleep](#strategy.sleep)
- [live_sleep](#strategy.live_sleep)
- [backtest_sleep](#strategy.backtest_sleep)
- [run_strategy](#strategy.run_strategy)
- [live_strategy](#strategy.live_strategy)
- [backtest_strategy](#strategy.backtest_strategy)
- [trade](#strategy.trade)
- [test](#strategy.test)
<a id="strategy"></a>
<a id="strategy.strategy"></a>
### Strategy
```python
class Strategy(ABC)
```
The base class for creating strategies.
#### Attributes
| Name | Type | Description | Default |
|--------------|--------------|----------------------------------------------|---------|
| `name` | `str` | A name for the strategy. | None |
| `account` | `Account` | Account instance. | None |
| `mt5` | `MetaTrader` | MetaTrader instance. | None |
| `config` | `Config` | Config instance. | None |
| `symbol` | `Symbol` | The Financial Instrument as a Symbol Object | None |
| `parameters` | `Dict` | A dictionary of parameters for the strategy. | None |
| `sessions` | `Sessions` | Trading sessions. | None |
### Notes
Define the name of a strategy as a class attribute. If not provided, the class name will be used as the name.
#### Attributes:
| Name | Type | Description | Default |
|-----------------------|--------------------------------|------------------------------------------------|---------|
| `name` | `str` | A name for the strategy. | None |
| `symbol` | `Symbol` | The Financial Instrument as a Symbol Object | None |
| `sessions` | `Sessions` | Trading sessions. | None |
| `mt5` | `MetaTrader \| MetaBackTester` | MetaTrader instance. | None |
| `config` | `Config` | Config instance. | None |
| `parameters` | `dict` | A dictionary of parameters for the strategy. | None |
| `backtest_controller` | `BackTesterController` | A controller for the backtester. |
| `current_session` | `Session` | The current trading session |
| `running` | `bool` | A flag to indicate if the strategy is running. | True |
<a id="init"></a>
<a id="strategy.__init__"></a>
### \_\_init\_\_
```python
def __init__(*, symbol: Symbol, params: dict = None, sessions: Sessions)
def __init__(*, symbol: Symbol, params: dict = None, sessions: Sessions, name: str = "")
```
Initiate the parameters dict and add name and symbol fields. Use class name as strategy name if name is not provided.
#### Parameters
#### Parameters:
| Name | Type | Description | Default |
|------------|------------|-----------------------------|---------|
| `symbol` | `Symbol` | The Financial instrument | None |
| `symbol` | `Symbol` | The Financial instrument | |
| `params` | `Dict` | Trading strategy parameters | None |
| `sessions` | `Sessions` | Trading sessions | None |
| `name` | `str` | The name of the strategy | "" |
<a id="sleep"></a>
<a id="strategy.sleep"></a>
### sleep
```python
@staticmethod
@@ -50,16 +60,69 @@ async def sleep(secs: float)
Sleep for the needed amount of seconds in between requests to the terminal.
computes the accurate amount of time needed to sleep ensuring that the next request is made at the start of
a new bar and making cooperative multitasking possible.
#### Parameters
This method calls the `live_sleep` method during live trading or `backtest_sleep`.
#### Parameters:
| Name | Type | Description | Default |
|--------|---------|----------------------------------------------------------------|---------|
| `secs` | `float` | The time in seconds. Usually the timeframe you are trading on. | None |
<a id="trade"></a>
<a id="strategy.live_sleep"></a>
### live_sleep
```python
async def live_sleep(*, secs: float)
```
Sleep method for live trading
<a id="strategy.backtest_sleep"></a>
### backtest_sleep
```python
async def backtest_sleep(*, secs: float)
```
Sleep method for backtesting
<a id="strategy.trade"></a>
### trade
```python
@abstractmethod
async def trade()
```
Place trades using this method. This is the main method of the strategy.
It will be called by the strategy runner.
Place trades using this method.
Implement this method in your own strategy as you wish.
<a id="strategy.test"></a>
### test
```python
@abstractmethod
async def test()
```
Use for backtesting. If not implemented use the trade method.
<a id="strategy.run_strategy"></a>
### run_strategy
```python
async def run_strategy()
```
Run the strategy by calling the trade or test method repeatedly in a while loop.
This method actually calls the `live_strategy` or `backtest_strategy` depending on the mode.
<a id="strategy.live_strategy"></a>
### live_strategy
```python
async def live_strategy()
```
Runs the strategy in live mode.
<a id="strategy.backtest_strategy"></a>
### backtest_strategy
```python
async def live_strategy()
```
Runs the strategy in backtest mode.