mirror of
https://github.com/Ichinga-Samuel/aiomql.git
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Ichinga Samuel
260 lines
9.5 KiB
Markdown
260 lines
9.5 KiB
Markdown
from aiomql import TradePositionfrom aiomql.lib.sessions import Duration
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# Session and Sessions
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Sessions allow you to run a strategy at specific times of the day.
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## Table of Contents
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- [Session](#session)
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- [\__init\__](#session.__init__)
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- [begin](#session.begin)
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- [close](#session.close)
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- [action](#session.action)
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- [in_session](#session.in_session)
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- [duration](#session.duration)
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- [close_positions](#session.close_positions)
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- [close_all](#session.close_all)
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- [close_win](#session.close_win)
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- [close_loss](#session.close_loss)
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- [close_until](#session.until)
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- [Sessions](#sessions.sessions)
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- [\__init\__](#sessions.__init__)
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- [find](#sessions.find)
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- [find_next](#sessions.find_next)
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- [check](#sessions.check)
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- [delta](#sessions_mod.delta)
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- [backtest_sleep](#sessions_mod.backtest_sleep)
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<a id="session.session"></a>
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## Session
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```python
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class Session
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```
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A session is a time period between two `datetime.time` objects specified in utc.
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#### Attributes:
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| Name | Type | Description | Default |
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|----------------|-------------------------------------------------------------------|------------------------------------------------------------------------|---------|
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| `start` | `datetime.time` | The start time of the session. | None |
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| `end` | `datetime.time` | The end time of the session. | None |
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| `on_start` | `Literal['close_all', 'close_win', 'close_loss', 'custom_start']` | The action to take when the session starts. Default is None. | None |
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| `on_end` | `Literal['close_all', 'close_win', 'close_loss', 'custom_end']` | The action to take when the session ends. Default is None. | None |
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| `custom_start` | `Callable` | A custom function to call when the session starts. Default is None. | None |
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| `custom_end` | `Callable` | A custom function to call when the session ends. Default is None. | None |
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| `name` | `str` | The name of the session. Default is a combination of start and finish. | |
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#### Notes:
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The `[close_all, close_win, close_loss]` will affect or open positions in the account irrespective of whether they were
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opened during the session or not or even by a strategy using the session. This is because the session is not aware of the
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positions opened by the strategy. This will be handled in a future release.
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<a id="session.__init__"></a>
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### \__init\__
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```python
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def __init__(*,
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start: int | time,
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end: int | time,
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on_start: Literal['close_all', 'close_win', 'close_loss',
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'custom_start'] = None,
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on_end: Literal['close_all', 'close_win', 'close_loss',
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'custom_end'] = None,
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custom_start: Callable = None,
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custom_end: Callable = None)
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```
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Create a session
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#### Parameters:
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| Name | Type | Description | Default |
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|----------------|-------------------------------------------------------------------|---------------------------------------------------------------------|---------|
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| `start` | `int` \| `datetime.time` | The start time of the session in UTC. | None |
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| `end` | `int` \| `datetime.time` | The end time of the session in UTC. | None |
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| `on_start` | `Literal['close_all', 'close_win', 'close_loss', 'custom_start']` | The action to take when the session starts. Default is None. | None |
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| `on_end` | `Literal['close_all', 'close_win', 'close_loss', 'custom_end']` | The action to take when the session ends. Default is None. | None |
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| `custom_start` | `Callable` | A custom function to call when the session starts. Default is None. | None |
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| `custom_end` | `Callable` | A custom function to call when the session ends. Default is None. | None |
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| `name` | `str` | The name of the session. Default is None. | None |
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<a id="session.begin"></a>
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### begin
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```python
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async def begin()
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```
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Call the action specified in on_start or custom_start.
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<a id="session.close"></a>
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### close
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```python
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async def close()
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```
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Call the action specified in on_end or custom_end.
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<a id="session.in_session"></a>
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### in_session
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```python
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def in_session() -> bool
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```
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Check if the current time is within the current session.
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<a id="session.duration"></a>
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### duration
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```python
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def duration() -> Duration
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```
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Get the duration of the session in hours, minutes, and seconds.
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<a id="session.close_positions"></a>
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### close_positions
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```python
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async def close_positions(*, positions: tuple[TradePosition, ...])
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```
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Close positions in the sessions. This is used by the `close_all` action.
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#### Parameters:
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| Name | Type | Description |
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|-------------|-----------------------------|---------------------------------------|
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| `positions` | `tuple[TradePosition, ...]` | A tuple of TradePosition objects. |
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<a id="session.close_all"></a>
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### close_all
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```python
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async def close_all()
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```
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Close all open positions
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<a id="session.close_win"></a>
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### close_win
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```python
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async def close_win()
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```
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Close only winning positions
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<a id="session.close_loss"></a>
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### close_loss
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```python
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async def close_loss()
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```
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Close only losing positions
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<a id="session.action"></a>
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### action
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```python
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async def action(*, action: Literal["close_all", "close_win", "close_loss", "custom_start", "custom_end"]): pass
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```
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Used by begin and close to call the action specified.
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#### Parameters:
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| Name | Type | Description |
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|----------|---------------------------------------------------------------------------------|---------------------|
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| `action` | `Literal['close_all', 'close_win', 'close_loss', 'custom_start', 'custom_end']` | The action to take. |
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<a id="session.until"></a>
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### until
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```python
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def until() -> int
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```
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Get the seconds until the session starts from the current time.
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<a id="sessions.sessions"></a>
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## Sessions
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```python
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class Sessions()
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```
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Sessions allow you to run code at specific times of the day. It is a collection of Session objects.
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Sessions are sorted by start time. The sessions object is an asynchronous context manager.
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### Attributes:
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| Name | Type | Description | Default |
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|-------------------|-----------------|----------------------------|---------|
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| `sessions` | `list[Session]` | A list of Session objects. | [] |
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| `current_session` | `Session` | The current session. | None |
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<a id="sessions.__init__"></a>
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#### \__init\__
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```python
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def __init__(*sessions: Iterable[Session])
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```
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Create a Sessions object.
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#### Parameters:
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| Name | Type | Description |
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|------------|---------------------|--------------------------------|
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| `sessions` | `Iterable[Session]` | A iterable of Session objects. |
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<a id="sessions.find"></a>
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### find
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```python
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def find(*, moment: time = None) -> Session | None
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```
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Find a session that contains a datetime.time object.
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#### Parameters:
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| Name | Type | Description | Default |
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|----------|--------|-------------------------|---------|
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| `moment` | `time` | A datetime.time object. | None |
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#### Returns:
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| Type | Description |
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|-----------|----------------------------------------|
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| `Session` | A Session object or None if not found. |
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<a id="sessions.find_next"></a>
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### find_next
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```python
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def find_next(*, moment: time = None) -> Session
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```
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Find the next session that contains a datetime.time object.
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#### Parameters:
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| Name | Type | Description | Default |
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|----------|--------|-------------------------|---------|
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| `moment` | `time` | A datetime.time object. | |
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#### Returns:
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| Type | Description |
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|-----------|-------------------|
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| `Session` | A Session object. |
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<a id="sessions.check"></a>
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### check
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```python
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async def check(): pass
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```
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Check if the current session has started and if not, wait until it starts.
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<a id="sessions_mod.delta"></a>
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### delta
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```python
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def delta(obj: time) -> timedelta: pass
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```
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Get the timedelta of a datetime.time object.
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#### Parameters:
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| Name | Type | Description | Default |
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|-------|-----------------|-------------------------|---------|
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| `obj` | `datetime.time` | A datetime.time object. | None |
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#### Returns
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| Type | Description |
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|-------------|---------------------|
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| `timedelta` | A timedelta object. |
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<a id="sessions_mod.backtest_sleep"></a>
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### backtest_sleep
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```python
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async def backtest_sleep(secs)
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```
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Sleep method for backtesting.
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