aiomql/docs/lib/sessions.md

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
  • _init_
  • begin
  • close
  • action
  • in_session
  • duration
  • close_positions
  • close_all
  • close_win
  • close_loss
  • close_until
• Sessions
  • _init_
  • find
  • find_next
  • check
• delta
• backtest_sleep

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

Parameters:

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.

in_session

def in_session() -> bool

Check if the current time is within the current session.

duration

def duration() -> Duration

Get the duration of the session in hours, minutes, and seconds.

close_positions

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.

close_all

async def close_all()

Close all open positions

close_win

async def close_win()

Close only winning positions

close_loss

async def close_loss()

Close only losing positions

action

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.

Parameters:

Name	Type	Description
action	Literal['close_all', 'close_win', 'close_loss', 'custom_start', 'custom_end']	The action to take.

until

def until() -> int

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

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: Iterable[Session])

Create a Sessions object.

Parameters:

Name	Type	Description
sessions	Iterable[Session]	A iterable of Session objects.

find

def find(*, moment: time = None) -> Session | None

Find a session that contains a datetime.time object.

Parameters:

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

Returns:

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

find_next

def find_next(*, moment: time = None) -> Session

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

Parameters:

Name	Type	Description	Default
moment	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.

Parameters:

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

Returns

Type	Description
timedelta	A timedelta object.

backtest_sleep

async def backtest_sleep(secs)

Sleep method for backtesting.