v4.0.1

README.md

@@ -201,7 +201,7 @@ class EMAXOver(Strategy):
 Run the tests with pytest
 
 ```bash
-pytest test 
+pytest tests
 ```
 
 ### API Documentation

backtesting/backtest_data_01_05_24_06_05_24.json

@@ -1,17 +1,17 @@
 {
-    "balance": 221.44,
+    "balance": 635.28,
     "profit": 0,
-    "equity": 221.44,
+    "equity": 635.28,
     "margin": 0.0,
-    "margin_free": 221.44,
+    "margin_free": 635.28,
     "margin_level": 0,
-    "wins": 11,
+    "wins": 29,
-    "losses": 54,
+    "losses": 40,
-    "total": 65,
+    "total": 69,
-    "win_percentage": 16.92,
+    "win_percentage": 42.03,
-    "win": 85.57,
+    "win": 847.84,
-    "loss": -214.13,
+    "loss": -562.56,
-    "net_profit": -128.56,
+    "net_profit": 285.28,
-    "profit_factor": 0.4,
+    "profit_factor": 1.51,
-    "profitability": -36.73
+    "profitability": 81.51
 }

docs/core/config.md

@@ -29,9 +29,7 @@ A single instance of this class is created and used per bot instance.
 | `root`                         | `Path`                        | The root directory of the project                                       |
 | `record_trades`                | `bool`                        | To record trades or not. Default is True                                |
 | `records_dir`                  | `Path`                        | The directory to store trade records, relative to the root directory    |
-| `records_dir_name`             | `str`                         | The name of the trade records directory                                 |
 | `backtest_dir`                 | `Path`                        | The directory to store backtest results, relative to the root directory |
-| `backtest_dir_name`            | `str`                         | The name of the backtest directory                                      |
 | `task_queue`                   | `TaskQueue`                   | The TaskQueue object for handling background tasks                      |
 | `_backtest_engine`             | `BackTestEngine`              | The backtest engine object                                              |
 | `bot`                          | `Bot`                         | The bot object                                                          |
@@ -71,8 +69,8 @@ def backtest_engine(self)
 Returns the backtest engine object.
 
 #### Returns:
-| Type            | Description            |
+| Type             | Description                |
-|-----------------|------------------------|
+|------------------|----------------------------|
 | `BackTestEngine` | The backtest engine object |
 
 
@@ -98,14 +96,14 @@ Set attributes on the config object. The root folder attribute can't be set here
 <a id="config.load_config"></a>
 ### load_config
 ```python
-def load_config(*, file: str | Path = None, filename: str = None, root: str | Path = None, **kwargs) -> Config
+def load_config(*, config_file: str | Path = None, filename: str = None, root: str | Path = None, **kwargs) -> Config
 ```
 Load configuration settings from a file and reset the config object.
 
 #### Parameters:
-| Name       | Type          | Description                                                                                        |
+| Name          | Type          | Description                                                                                        |
-|------------|---------------|----------------------------------------------------------------------------------------------------|
+|---------------|---------------|----------------------------------------------------------------------------------------------------|
-| `file`     | `str \| Path` | The absolute path to the config file.                                                              |
+| `config_file` | `str \| Path` | The absolute path to the config file.                                                              |
-| `filename` | `str`         | The name of the file to load if file path is not specified. If not provided `aiomql.json` is used. |
+| `filename`    | `str`         | The name of the file to load if file path is not specified. If not provided `aiomql.json` is used. |
-| `root`     | `str`         | The root directory of the project.                                                                 |
+| `root`        | `str`         | The root directory of the project.                                                                 |
-| `**kwargs` | `dict`        | Additional keyword arguments to be set on the config object.                                       |
+| `**kwargs`    | `dict`        | Additional keyword arguments to be set on the config object.                                       |

examples/sample_backtester.py

@@ -17,7 +17,7 @@ def back_tester():
     start = datetime(2024, 5, 1, tzinfo=UTC)
     stop_time = datetime(2024, 5, 2, tzinfo=UTC)
     end = datetime(2024, 5, 7, tzinfo=UTC)
-    back_test_engine = BackTestEngine(start=start, end=end, speed=3600, stop_time=stop_time,
+    back_test_engine = BackTestEngine(start=start, end=end, speed=3600,
                                       close_open_positions_on_exit=True, assign_to_config=True, preload=True,
                                       account_info={"balance": 350})
     backtester = BackTester(backtest_engine=back_test_engine)

pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "aiomql"
-version = "4.1.0"
+version = "4.0.1"
 readme = "README.md"
 requires-python = ">=3.11"
 classifiers = [
@@ -12,10 +12,14 @@ classifiers = [
     "License :: OSI Approved :: MIT License",
     "Operating System :: OS Independent",
 ]
+
 keywords = ["MetaTrader5", "Asynchronous", "Algorithmic Trading", "Trading Bot", "Backtesting",
             "Technical Analysis", "Forex", "Stocks", "Cryptocurrency", "Futures", "Options"]
+
 dependencies = ["MetaTrader5>=5.0.37", "pandas>=1.5.0", "pandas-ta>=0.3.14b0"]
+
 authors = [{name = "Ichinga Samuel", email = "ichingasamuel@gmail.com"}]
+
 description = "Asynchronous MetaTrader5 library and Algorithmic Trading Framework"
 
 [project.urls]

src/aiomql/core/backtesting/backtest_engine.py

@@ -88,76 +88,6 @@ class BackTestEngine:
         assign_to_config: bool = True,
         account_info: dict = None,
     ):
-        """The BackTestEngine class is used to simulate trading strategies on historical data.
-        It can accept already saved data or create new data for backtesting on the fly. Ideally only one instance of
-        this class should be created per session. By default it is automatically assigned to the global config instance
-        during instantiation, replacing any existing backtest engine instance. But this is a configurable behaviour.
-        The start and end time can still be specified even when test data is provided. In that case it will be used
-        to set the range of the backtest.
-
-        Args:
-            data (BackTestData, optional): The data to use for backtesting. Defaults to None.
-
-            speed (int, optional): The speed of the backtest. Defaults to 60 seconds.
-
-            start (float | datetime, optional): The start time of the backtest. Defaults to 0. If a float is passed,
-             it is assumed to be a timestamp.
-
-            end (float | datetime, optional): The end time of the backtest. Defaults to 0. If a float is passed,
-             it is assumed to be a timestamp.
-
-            restart (bool, optional): Whether to restart the backtest from the beginning. Defaults to True.
-             This is useful when resuming a backtest using a saved BackTestData instance.
-
-            use_terminal (bool, optional): Whether to use the terminal for backtesting. Defaults to None. If None,
-             it uses the global config setting. If use terminal is true, the backtest engine will use the terminal to
-             get price data, compute margins, profit and check order viability. If false, it will use the data
-             provided in the BackTestData instance and default algorithm for the calculations
-
-            name (str, optional): The name of the backtest. Defaults to "". If not provided,
-             it is generated from the start and end times.
-
-            stop_time (float | datetime, optional): The time to stop the backtest. Defaults to None.
-             If a float is passed, it is assumed to be a timestamp. If not given it is assumed to be the end of the backtest range.
-
-            close_open_positions_on_exit (bool, optional): Whether to close all open positions when the backtest
-             is stopped. Defaults to True.
-
-            preload (bool, optional): Whether to preload the ticks for the backtest. Defaults to True.
-
-            assign_to_config (bool, optional): Whether to assign the backtest engine to the global config instance.
-             Defaults to True.
-
-            account_info (dict, optional): A dictionary of account information to use for the backtest. Defaults to None. Use this to set
-             the account information for the backtest.
-
-        Attributes:
-            _data (BackTestData): The data used for backtesting. This is the data that is saved to disk when the
-             backtest is stopped.
-
-            mt5 (MetaTrader): The MetaTrader instance for the backtest engine.
-
-            config (Config): The global configuration instance.
-
-            name (str): The name of the backtest.
-
-            stop_testing (bool): Whether to stop the backtest.
-
-            use_terminal (bool): Whether to use the terminal for backtesting.
-
-            close_open_positions_on_exit (bool): Whether to close all open positions when the backtest is stopped.
-
-            stop_time (int): The time to stop the backtest.
-
-            preload (bool): Whether to preload the ticks for the backtest.
-
-            preloaded_ticks (dict): A dictionary of preloaded ticks for the backtest.
-
-            account_lock (RLock): A reentrant lock for the account data.
-
-            account_info (dict): A dictionary of account information for the backtest.
-
-        """
         self._data = data or BackTestData()
         self.mt5 = MetaTrader()
         self.config = self.mt5.config
@@ -1523,3 +1453,75 @@ class BackTestEngine:
         return self.deals.history_deals_get(
             date_from=date_from, date_to=date_to, group=group, position=position, ticket=ticket
         )
+
+
+BackTestEngine.__doc__ = """The BackTestEngine class is used to simulate trading strategies on historical data.
+        It can accept already saved data or create new data for backtesting on the fly. Ideally only one instance of
+        this class should be created per session. By default it is automatically assigned to the global config instance
+        during instantiation, replacing any existing backtest engine instance. But this is a configurable behaviour.
+        The start and end time can still be specified even when test data is provided. In that case it will be used
+        to set the range of the backtest.
+
+        Args:
+            data (BackTestData, optional): The data to use for backtesting. Defaults to None.
+
+            speed (int, optional): The speed of the backtest. Defaults to 60 seconds.
+
+            start (float | datetime, optional): The start time of the backtest. Defaults to 0. If a float is passed,
+             it is assumed to be a timestamp.
+
+            end (float | datetime, optional): The end time of the backtest. Defaults to 0. If a float is passed,
+             it is assumed to be a timestamp.
+
+            restart (bool, optional): Whether to restart the backtest from the beginning. Defaults to True.
+             This is useful when resuming a backtest using a saved BackTestData instance.
+
+            use_terminal (bool, optional): Whether to use the terminal for backtesting. Defaults to None. If None,
+             it uses the global config setting. If use terminal is true, the backtest engine will use the terminal to
+             get price data, compute margins, profit and check order viability. If false, it will use the data
+             provided in the BackTestData instance and default algorithm for the calculations
+
+            name (str, optional): The name of the backtest. Defaults to "". If not provided,
+             it is generated from the start and end times.
+
+            stop_time (float | datetime, optional): The time to stop the backtest. Defaults to None.
+             If a float is passed, it is assumed to be a timestamp. If not given it is assumed to be the end of the backtest range.
+
+            close_open_positions_on_exit (bool, optional): Whether to close all open positions when the backtest
+             is stopped. Defaults to True.
+
+            preload (bool, optional): Whether to preload the ticks for the backtest. Defaults to True.
+
+            assign_to_config (bool, optional): Whether to assign the backtest engine to the global config instance.
+             Defaults to True.
+
+            account_info (dict, optional): A dictionary of account information to use for the backtest. Defaults to None. Use this to set
+             the account information for the backtest.
+
+        Attributes:
+            _data (BackTestData): The data used for backtesting. This is the data that is saved to disk when the
+             backtest is stopped.
+
+            mt5 (MetaTrader): The MetaTrader instance for the backtest engine.
+
+            config (Config): The global configuration instance.
+
+            name (str): The name of the backtest.
+
+            stop_testing (bool): Whether to stop the backtest.
+
+            use_terminal (bool): Whether to use the terminal for backtesting.
+
+            close_open_positions_on_exit (bool): Whether to close all open positions when the backtest is stopped.
+
+            stop_time (int): The time to stop the backtest.
+
+            preload (bool): Whether to preload the ticks for the backtest.
+
+            preloaded_ticks (dict): A dictionary of preloaded ticks for the backtest.
+
+            account_lock (RLock): A reentrant lock for the account data.
+
+            account_info (dict): A dictionary of account information for the backtest.
+
+        """

src/aiomql/core/config.py

@@ -1,6 +1,6 @@
 import os
 from pathlib import Path
-from typing import Iterator, Literal, TypeVar, Self
+from typing import Literal, TypeVar, Self
 import json
 from logging import getLogger
 
@@ -12,41 +12,6 @@ BackTestEngine = TypeVar("BackTestEngine")
 
 
 class Config:
-    """A class for handling configuration settings for the aiomql package.
-
-    Attributes:
-        login (int): The account login number
-        trade_record_mode (Literal["csv", "json"]): The mode for recording trades
-        password (str): The account password
-        server (str): The account server
-        path (str | Path): The path to the terminal
-        timeout (int): The timeout argument for the terminal
-        filename (str): The filename of the config file
-        state (dict): The
-        root (Path): The root directory of the project
-        record_trades (bool): To record trades or not. Default is True
-        records_dir (Path): The directory to store trade records, relative to the root directory
-        records_dir_name (str): The name of the trade records directory
-        backtest_dir (Path): The directory to store backtest results, relative to the root directory
-        backtest_dir_name (str): The name of the backtest directory
-        task_queue (TaskQueue): The TaskQueue object for handling background tasks
-        _backtest_engine (BackTestEngine): The backtest engine object
-        bot (Bot): The bot object
-        _instance (Self): The instance of the Config class
-        mode (Literal["backtest", "live"]): The trading mode, either backtest or live, default is live
-        use_terminal_for_backtesting (bool): Use the terminal for backtesting, default is True
-        shutdown (bool): A signal to shut down the terminal, default is False
-        force_shutdown (bool): A signal to force shut down the terminal, default is False
-
-    Notes:
-        By default, the config class looks for a file named aiomql.json. This can be changed by setting the filename
-        attribute to the desired file name. The root directory of the project can be set by passing the root argument
-        to the load_config method or during object instantiation. If not provided it is assumed to be the current working
-        directory. All directories and files are assumed to be relative to the root directory except when an absolute path
-        is provided, this includes the config file, the records_dir and the backtest_dir attributes.
-        The root directory is used to locate the config file and to set the records_dir and backtest_dir attributes.
-    """
-
     login: int
     trade_record_mode: Literal["csv", "json"]
     password: str
@@ -59,9 +24,7 @@ class Config:
     root: Path
     record_trades: bool
     records_dir: Path
-    records_dir_name: str
     backtest_dir: Path
-    backtest_dir_name: str
     task_queue: TaskQueue
     _backtest_engine: BackTestEngine
     bot: Bot
@@ -77,17 +40,14 @@ class Config:
         "trade_record_mode": "csv",
         "mode": "live",
         "filename": "aiomql.json",
-        "records_dir_name": "trade_records",
-        "backtest_dir_name": "backtesting",
         "use_terminal_for_backtesting": True,
         "path": "",
         "login": 0,
         "password": "",
         "server": "",
-        "records_dir": None,
         "shutdown": False,
         "force_shutdown": False,
-        "root": '.',
+        "root": None,
     }
 
     def __new__(cls, *args, **kwargs):
@@ -97,15 +57,15 @@ class Config:
             cls._instance.task_queue = TaskQueue()
             cls._instance.set_attributes(**cls._defaults)
             cls._instance._backtest_engine = None
-            cls._instance.load_config(**kwargs)
+            # cls._instance.load_config(**kwargs)
         return cls._instance
 
     def __init__(self, **kwargs):
         """Initialize the Config object. The root directory can be set here or in the load_config method."""
         root = kwargs.pop("root", None)
         config_file = kwargs.pop("config_file", None)
-        if root is not None or config_file is not None:
+        if self.root is None or root is not None or config_file is not None:
-            self.load_config(root=root, file=config_file, **kwargs)
+            self.load_config(root=root, config_file=config_file, **kwargs)
         else:
             self.set_attributes(**kwargs)
 
@@ -125,45 +85,40 @@ class Config:
         Args:
             **kwargs: Object attributes and values as keyword arguments
         """
-        if kwargs.pop("root", None) is not None:
+        if kwargs.get("root", None) is not None:
+            kwargs.pop("root", None)
             logger.debug("Tried setting root from set_attributes. Use load_config to change project root")
+        if kwargs.get("config_file", None) is not None:
+            kwargs.pop("config_file", None)
+            logger.debug("Tried setting config_file from set_attributes. Use load_config to change project root")
         [setattr(self, key, value) for key, value in kwargs.items()]
 
-    @staticmethod
-    def walk_to_root(path: str | Path) -> Iterator[str]:
-        if not os.path.exists(path):
-            raise IOError("Starting path not found")
-
-        if os.path.isfile(path):
-            path = os.path.dirname(path)
-
-        last_dir = None
-        current_dir = os.path.abspath(path)
-        while last_dir != current_dir:
-            yield current_dir
-            parent_dir = os.path.abspath(os.path.join(current_dir, os.path.pardir))
-            last_dir, current_dir = current_dir, parent_dir
-
     def find_config_file(self):
         try:
             current = Path.cwd()
-            parents = current.parents
+            current = os.path.commonpath([current, self.root])
-            for dir in parents:
+            current = Path(current).resolve()
-                
+            config_file = current / self.filename
-            for dirname in self.walk_to_root(self.root):
+            if config_file.exists():
-                check_path = os.path.join(dirname, self.filename)
+                return config_file
-                if os.path.isfile(check_path):
+            if current == self.root:
-                    return check_path
+                return
-            return None
+            for dirname in current.parents:
+                config_file = dirname / self.filename
+                if config_file.exists():
+                    return config_file
+
+                if self.root == dirname:
+                    break
         except Exception as err:
             logger.debug(f"Error finding config file: {err}")
-            return
 
-    def load_config(self, *, file: str | Path = None, filename: str = None, root: str | Path = None, **kwargs) -> Self:
+
+    def load_config(self, *, config_file: str | Path = None, filename: str = None, root: str | Path = None, **kwargs) -> Self:
         """Load configuration settings from a file and reset the config object.
 
         Args:
-            file (str | Path): The absolute path to the config file.
+            config_file (str | Path): The absolute path to the config file.
             filename (str): The name of the file to load if file path is not specified. If not provided aiomql.json is used
             root (str): The root directory of the project.
             **kwargs: Additional keyword arguments to be set on the config object.
@@ -173,45 +128,52 @@ class Config:
             root.mkdir(parents=True, exist_ok=True) if not root.exists() else ...
             self.root = root
         else:
-            self.root = self.root if hasattr(self, "root") else Path.cwd()
+            self.root = self.root if isinstance(self.root, Path) else Path.cwd()
-        if file is not None:
+
-            file = Path(file).resolve()
+        if config_file is not None:
-            if not file.exists():
+            config_file = Path(config_file).resolve()
+            if not config_file.exists():
                 self.filename = filename or self.filename
-                file = self.find_config_file()
+                self.config_file = self.find_config_file()
             else:
-                self.filename = file.name
+                self.filename = config_file.name
-                self.config_file = file
+                self.config_file = config_file
         else:
             self.filename = filename or self.filename
-            file = self.find_config_file()
+            self.config_file = self.find_config_file()
 
-        if file is None:
+        if self.config_file is None:
-            logger.warning("No Config File Found")
+            logger.debug("No Config File Found")
             file_config = {}
         else:
-            fh = open(file, mode="r")
+            fh = open(self.config_file, mode="r")
             file_config = json.load(fh)
             fh.close()
 
         data = file_config | kwargs
         self.set_attributes(**data)
 
-        if self.path:
+        try:
-            self.path = self.root / self.path if not Path(self.path).resolve().exists() else self.path
+            if self.path:
-
+                self.path = self.root / self.path if not Path(self.path).resolve().exists() else self.path
-        if self.record_trades and (
+        except Exception as err:
-            hasattr(self, "records_dir") is False or self.records_dir is None or root is not None
+            logger.debug(f"Error setting path: {err}")
-        ):
+            self.path = ""
-            self.records_dir = self.root / self.records_dir_name
-            self.records_dir.mkdir(parents=True, exist_ok=True)
-
-        if hasattr(self, "backtest_dir") is False or root is not None:
-            self.backtest_dir = self.root / self.backtest_dir_name
-            self.backtest_dir.mkdir(parents=True, exist_ok=True)
 
         return self
 
+    @property
+    def records_dir(self):
+        rec_dir = self.root / 'trade_records'
+        rec_dir.mkdir(parents=True, exist_ok=True) if rec_dir.exists() is False else ...
+        return rec_dir
+
+    @property
+    def backtest_dir(self) -> Path:
+        b_dir = self.root / 'backtesting'
+        b_dir.mkdir(parents=True, exist_ok=True) if b_dir.exists() is False else ...
+        return b_dir
+
     def account_info(self) -> dict[str, int | str]:
         """Returns Account login details as found in the config object if available
 
@@ -219,3 +181,37 @@ class Config:
             dict[str, int | str]: A dictionary of login details
         """
         return {"login": self.login, "password": self.password, "server": self.server}
+
+
+Config.__doc__ = """A class for handling configuration settings for the aiomql package.
+    Attributes:
+        login (int): The account login number
+        trade_record_mode (Literal["csv", "json"]): The mode for recording trades
+        password (str): The account password
+        server (str): The account server
+        path (str | Path): The path to the terminal
+        timeout (int): The timeout argument for the terminal
+        filename (str): The filename of the config file
+        config_file (Path): The config file path
+        state (dict): The
+        root (Path): The root directory of the project
+        record_trades (bool): To record trades or not. Default is True
+        records_dir (Path): The directory to store trade records, relative to the root directory
+        backtest_dir (Path): The directory to store backtest results, relative to the root directory
+        task_queue (TaskQueue): The TaskQueue object for handling background tasks
+        _backtest_engine (BackTestEngine): The backtest engine object
+        bot (Bot): The bot object
+        _instance (Self): The instance of the Config class
+        mode (Literal["backtest", "live"]): The trading mode, either backtest or live, default is live
+        use_terminal_for_backtesting (bool): Use the terminal for backtesting, default is True
+        shutdown (bool): A signal to shut down the terminal, default is False
+        force_shutdown (bool): A signal to force shut down the terminal, default is False
+
+    Notes:
+        By default, the config class looks for a file named aiomql.json. This can be changed by setting the filename
+        attribute to the desired file name. The root directory of the project can be set by passing the root argument
+        to the load_config method or during object instantiation. If not provided it is assumed to be the current working
+        directory. All directories and files are assumed to be relative to the root directory except when an absolute path
+        is provided, this includes the config file, the records_dir and the backtest_dir attributes.
+        The root directory is used to locate the config file and to set the records_dir and backtest_dir attributes.
+    """

src/aiomql/lib/symbol.py

@@ -158,7 +158,7 @@ class Symbol(_Base, SymbolInfo):
         if check := self.volume_min <= volume <= self.volume_max:
             return check, volume
         else:
-            return (check, self.volume_min if volume <= self.volume_min else self.volume_max)
+            return check, self.volume_min if volume <= self.volume_min else self.volume_max
 
     def round_off_volume(self, *, volume: float, round_down: bool = False) -> float:
         """Round off the volume to the nearest volume step.

src/aiomql/lib/trader.py

@@ -1,6 +1,5 @@
 from abc import ABC, abstractmethod
 from datetime import datetime, UTC
-from string import digits
 from typing import TypeVar
 from logging import getLogger
 

tests/backtest/conftest.py

@@ -1,11 +1,12 @@
-from datetime import datetime, UTC
 import asyncio
 import json
 import shutil
+from datetime import datetime, UTC
 from logging import getLogger
 from pathlib import Path
 
 import pytest
+
 from aiomql.core import Config
 from aiomql.core.meta_backtester import MetaBackTester
 from aiomql.core.backtesting.backtest_engine import BackTestEngine
@@ -57,7 +58,7 @@ async def config(request):
         data["mode"] = "backtest"
         json.dump(data, fh1, indent=2)
         json.dump(data, fh2, indent=2)
-    config = Config(filename="test.json", root="tests/backtest")
+    config = Config(config_file="tests/backtest/test.json", root="tests/backtest", filename="test.json")
     yield config
     await cleanup()
 
@@ -73,7 +74,8 @@ async def mt():
 
 @pytest.fixture(scope="package")
 async def period():
-    return {"start": datetime(2024, 2, 1, hour=8, tzinfo=UTC), "end": datetime(2024, 2, 7, hour=16, tzinfo=UTC)}
+    return {"start": datetime(2024, 2, 1, hour=8, tzinfo=UTC),
+            "end": datetime(2024, 2, 7, hour=16, tzinfo=UTC)}
 
 
 @pytest.fixture(scope="package")

tests/backtest/integration/test_backtesting.py

@@ -27,7 +27,8 @@ async def make_buy_sell_orders():
     return {"buy": Order(**buy_req), "sell": Order(**sell_req)}
 
 
-def test_trade_mode(config, backtest_engine, history, positions, order_sell, order_buy, btc_usd):
+def test_trade_mode(config, backtest_engine, history, positions, order_sell, order_buy, btc_usd, capsys):
+    print(config.filename, config.root)
     assert config.mode == "backtest"
     assert isinstance(backtest_engine, BackTestEngine)
     assert isinstance(history.mt5, MetaBackTester)

tests/backtest/unit/test_config.py

@@ -0,0 +1,5 @@
+
+def test_config(config, capsys):
+    print(config.filename, config.root, config.mode, config.config_file)
+    assert 6 == 6
+    assert config.mode == "backtest"

tests/live/conftest.py

@@ -53,7 +53,7 @@ async def config(request):
         data = json.load(fh)
         json.dump(data, fh1, indent=2)
         json.dump(data, fh2, indent=2)
-    config = Config(root="tests/live", filename="test.json")
+    config = Config(root="tests/live", config_file="tests/live/test.json")
     yield config
     await cleanup()
 

tests/live/records_dir/test_result.csv

@@ -0,0 +1,3 @@
+bid,volume,actual_profit,order,closed,price,ask,deal,win
+0.0,0.0,0,0,False,0.0,0.0,0,False
+0.0,0.0,0,0,False,0.0,0.0,0,False

tests/live/records_dir/test_result.json

@@ -0,0 +1,24 @@
+[
+  {
+    "deal": 0,
+    "order": 0,
+    "volume": 0.0,
+    "price": 0.0,
+    "bid": 0.0,
+    "ask": 0.0,
+    "actual_profit": 0,
+    "closed": false,
+    "win": false
+  },
+  {
+    "deal": 0,
+    "order": 0,
+    "volume": 0.0,
+    "price": 0.0,
+    "bid": 0.0,
+    "ask": 0.0,
+    "actual_profit": 0,
+    "closed": false,
+    "win": false
+  }
+]

tests/live/records_dir/test_trades.csv

@@ -0,0 +1,3 @@
+bid,name,volume,actual_profit,order,closed,ema,price,ask,deal,rsi,win
+0.0,test_trades,0.0,0,0,False,20,0.0,0.0,0,14,False
+0.0,test_trades,0.0,0,0,False,20,0.0,0.0,0,14,False

tests/live/records_dir/test_trades.json

@@ -0,0 +1,30 @@
+[
+  {
+    "name": "test_trades",
+    "ema": 20,
+    "rsi": 14,
+    "deal": 0,
+    "order": 0,
+    "volume": 0.0,
+    "price": 0.0,
+    "bid": 0.0,
+    "ask": 0.0,
+    "actual_profit": 0,
+    "closed": false,
+    "win": false
+  },
+  {
+    "name": "test_trades",
+    "ema": 20,
+    "rsi": 14,
+    "deal": 0,
+    "order": 0,
+    "volume": 0.0,
+    "price": 0.0,
+    "bid": 0.0,
+    "ask": 0.0,
+    "actual_profit": 0,
+    "closed": false,
+    "win": false
+  }
+]

tests/live/unit/test_config.py

@@ -25,5 +25,5 @@ class TestConfig:
         assert "server" in account_info
 
     def test_load_config(self, config):
-        config.load_config(file="tests/live/configs/test2.json")
+        config.load_config(config_file="tests/live/configs/test2.json")
         assert config.filename == "test2.json"

tests/live/unit/test_trader.py

@@ -5,7 +5,8 @@ from aiomql.lib.ram import RAM
 from aiomql.contrib.traders import SimpleTrader
 from aiomql.contrib.symbols import ForexSymbol
 from aiomql.core.constants import OrderType
-
+from aiomql.lib.account import Account
+from aiomql._utils import round_down
 
 class TestTrader:
     @classmethod
@@ -13,11 +14,13 @@ class TestTrader:
         ram = RAM(fixed_amount=10)
         cls.trader = SimpleTrader(symbol=ForexSymbol(name="BTCUSD"), ram=ram)
         cls.simple_trader2 = SimpleTrader(symbol=ForexSymbol(name="EURJPY"), ram=ram)
+        cls.account = Account()
 
     @pytest.fixture(scope="class", autouse=True)
     async def initialize(self):
         await self.trader.symbol.initialize()
         await self.simple_trader2.symbol.initialize()
+        await self.account.refresh()
 
     async def test_create_order_no_stops(self):
         await self.trader.create_order_no_stops(order_type=OrderType.BUY)
@@ -35,8 +38,8 @@ class TestTrader:
         profit = floor(await self.trader.order.calc_profit())
         loss = -floor(abs(await self.trader.order.calc_loss()))
         assert profit == -loss * self.trader.ram.risk_to_reward
-        assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
+        assert abs(profit - self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward) <= 2.5
-        assert loss == -self.trader.ram.fixed_amount
+        assert abs(abs(loss) - abs(-self.trader.ram.fixed_amount)) <= 2
         assert res is not None
         assert res.retcode == 10009
 
@@ -47,8 +50,8 @@ class TestTrader:
         profit = floor(await self.trader.order.calc_profit())
         loss = -floor(abs(await self.trader.order.calc_loss()))
         assert profit == -loss * self.trader.ram.risk_to_reward
-        assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
+        assert abs(profit - self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward) <= 2.5
-        assert loss == -self.trader.ram.fixed_amount
+        assert abs(abs(loss) - abs(-self.trader.ram.fixed_amount)) <= 2
         assert res is not None
         assert res.retcode == 10009
 
@@ -60,10 +63,10 @@ class TestTrader:
         tp = tick.ask + tp
         await self.trader.create_order_with_stops(order_type=OrderType.BUY, sl=sl, tp=tp)
         res = await self.trader.order.send()
-        profit = floor(await self.trader.order.calc_profit())
-        loss = -floor(abs(await self.trader.order.calc_loss()))
-        assert profit == -loss * self.trader.ram.risk_to_reward
-        assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
-        assert loss == -self.trader.ram.fixed_amount
         assert res is not None
         assert res.retcode == 10009
+        profit = round(await self.trader.order.calc_profit(), self.account.currency_digits)
+        loss = -round(abs(await self.trader.order.calc_loss()), self.account.currency_digits)
+        assert profit == -loss * self.trader.ram.risk_to_reward
+        assert abs(profit - (self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward)) <= 2.5
+        assert abs(abs(loss) - self.trader.ram.fixed_amount) <= 2.5