aiomql/docs/sessions.md

Session and Sessions

Sessions allow you to run a strategy at specific times of the day.

Table of Contents

• Session
  • __init__
  • begin
  • close
  • action
• Sessions
  • __init__
  • find
  • find_next
  • check
• delta
• until

Session

class Session

A session is a time period between two datetime.time objects specified in utc.

Attributes

Name	Type	Description	Default
start	datetime.time	The start time of the session.	None
end	datetime.time	The end time of the session.	None
on_start	Literal['close_all', 'close_win', 'close_loss', 'custom_start']	The action to take when the session starts. Default is None.	None
on_end	Literal['close_all', 'close_win', 'close_loss', 'custom_end']	The action to take when the session ends. Default is None.	None
custom_start	Callable	A custom function to call when the session starts. Default is None.	None
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 a combination of start and finish.

Notes:

The [close_all, close_win, close_loss] will affect or open positions in the account irrespective of whether they were opened during the session or not or even by a strategy using the session. This is because the session is not aware of the positions opened by the strategy. This will be handled in a future release.

__init__

def __init__(*,
             start: int | time,
             end: int | time,
             on_start: Literal['close_all', 'close_win', 'close_loss',
                               'custom_start'] = None,
             on_end: Literal['close_all', 'close_win', 'close_loss',
                             'custom_end'] = None,
             custom_start: Callable = None,
             custom_end: Callable = None)

Create a session.

Arguments

Name	Type	Description	Default
start	int | datetime.time	The start time of the session in UTC.	None
end	int | datetime.time	The end time of the session in UTC.	None
on_start	Literal['close_all', 'close_win', 'close_loss', 'custom_start']	The action to take when the session starts. Default is None.	None
on_end	Literal['close_all', 'close_win', 'close_loss', 'custom_end']	The action to take when the session ends. Default is None.	None
custom_start	Callable	A custom function to call when the session starts. Default is None.	None
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

begin

async def begin()

Call the action specified in on_start or custom_start.

close

async def close()

Call the action specified in on_end or custom_end.

action

async def action(action): 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

Sessions

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

__init__

def __init__(*sessions)

Create a Sessions object.

Arguments

Name	Type	Description	Default
sessions	tuple[Session]	A tuple of Session objects.	None

find

def find(obj: time) -> 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

Type	Description
Session	A Session object or None if not found.

find_next

def find_next(obj: time) -> Session

Find the next session that contains a datetime.time object.

Arguments

Name	Type	Description	Default
obj	datetime.time	A datetime.time object.

Returns

Type	Description
Session	A Session object.

check

async def check(): pass

Check if the current session has started and if not, wait until it starts.

delta

def delta(obj: time) -> timedelta: pass

Get the timedelta of a datetime.time object.

Arguments:

Name	Type	Description	Default
obj	datetime.time	A datetime.time object.	None

Returns

Type	Description
timedelta	A timedelta object.

until

def until()

Get the seconds until the session starts from the current time.

Returns:

Type	Description
int	The seconds until the session starts.