def __init__(self,
targets=None,
side=None,
sl_threshold=None,
is_entry=True,
smart=False,
**kvargs):
if 'threshold' in kvargs:
sl_threshold = kvargs.get('threshold')
self.sl_threshold = Value(
sl_threshold
) if sl_threshold else EntryExitSettings.DEFAULT_THRESHOLD
self.side = Side(side.lower()) if side else None
self.smart = smart
self.is_entry = is_entry
self.targets: [Target] = []
# As an alternative to specifiying array of targets
if 'target' in kvargs:
self.targets.append(
self._create_target(kvargs.get('target'), is_entry))
if targets:
self.set_targets(
[self._create_target(t, is_entry) for t in targets])
def __init__(self, symbol, side, asset, status=None, *args, **kvargs):
self.side = Side(side.lower())
self.symbol = symbol.upper()
self.asset = asset.upper()
self.entry: EntryExitSettings = None
self.exit: EntryExitSettings = None
self._init_entry_exit(True, kvargs.get('entry'), self.side)
self._init_entry_exit(False, kvargs.get('exit'), self.side)
sl_settings = kvargs.get('stoploss', kvargs.get('sl_settings'))
self.sl_settings: StopLossSettings = StopLossSettings(
**sl_settings) if sl_settings else None
if status:
self.status = OrderStatus(status.lower())
else:
self.status = OrderStatus.ACTIVE if not kvargs.get(
'entry') else OrderStatus.NEW
self.cap = float(kvargs.get('cap')) if kvargs.get('cap') else None
self.id = kvargs.get('id', None)
if not self.id:
self.id = str(uuid.uuid4())
def _init_entry_exit(self, is_entry, data, side: Side):
if data:
if 'side' not in data:
data['side'] = (side.reverse() if is_entry else side).value
# TODO: right now there is only Smart Entry option allowed
if is_entry:
data['smart'] = True
self.entry = EntryExitSettings(is_entry=is_entry, **data)
else:
self.exit = EntryExitSettings(is_entry=is_entry, **data)
class EntryExitSettings(CustomSerializable):
DEFAULT_THRESHOLD = Value("1%")
def __init__(self,
targets=None,
side=None,
sl_threshold=None,
is_entry=True,
smart=False,
**kvargs):
if 'threshold' in kvargs:
sl_threshold = kvargs.get('threshold')
self.sl_threshold = Value(
sl_threshold
) if sl_threshold else EntryExitSettings.DEFAULT_THRESHOLD
self.side = Side(side.lower()) if side else None
self.smart = smart
self.is_entry = is_entry
self.targets: [Target] = []
# As an alternative to specifiying array of targets
if 'target' in kvargs:
self.targets.append(
self._create_target(kvargs.get('target'), is_entry))
if targets:
self.set_targets(
[self._create_target(t, is_entry) for t in targets])
def set_targets(self, targets):
self.targets.extend(targets)
self.targets.sort(key=lambda t: (not t.is_completed(), t.price),
reverse=self.side.is_buy())
def get_completed_targets(self) -> List[Target]:
return [t for t in self.targets if t.is_completed()]
def get_all_smart_targets(self) -> List[Target]:
return [t for t in self.targets if t.is_smart()]
def get_all_incomplete_smart_targets(self) -> List[Target]:
return [
t for t in self.targets if t.is_smart() and not t.is_completed()
]
def is_completed(self):
return all(t.is_completed() for t in self.targets)
def _create_target(self, t, is_entry):
return EntryTarget(
**t, parent_smart=self.smart) if is_entry else ExitTarget(
**t, parent_smart=self.smart)
def serializable_dict(self):
# d = dict(self.__dict__)
d = OrderedDict()
# it is set automatically at Trade._init_entry_exit method
if self.is_entry and self.side:
d['side'] = self.side
if self.smart is not None:
d['smart'] = self.smart
if self.sl_threshold and (self.sl_threshold !=
EntryExitSettings.DEFAULT_THRESHOLD):
d['threshold'] = self.sl_threshold
if self.targets:
d['targets'] = self.targets
return d
def is_entry(self):
return self.is_entry
def is_exit(self):
return not self.is_entry
class Trade(CustomSerializable):
# def __init__(self, symbol, side, asset, status=None, sl_settings=None, entry=None, exit=None):
def __init__(self, symbol, side, asset, status=None, *args, **kvargs):
self.side = Side(side.lower())
self.symbol = symbol.upper()
self.asset = asset.upper()
self.entry: EntryExitSettings = None
self.exit: EntryExitSettings = None
self._init_entry_exit(True, kvargs.get('entry'), self.side)
self._init_entry_exit(False, kvargs.get('exit'), self.side)
sl_settings = kvargs.get('stoploss', kvargs.get('sl_settings'))
self.sl_settings: StopLossSettings = StopLossSettings(
**sl_settings) if sl_settings else None
if status:
self.status = OrderStatus(status.lower())
else:
self.status = OrderStatus.ACTIVE if not kvargs.get(
'entry') else OrderStatus.NEW
self.cap = float(kvargs.get('cap')) if kvargs.get('cap') else None
self.id = kvargs.get('id', None)
if not self.id:
self.id = str(uuid.uuid4())
def _init_entry_exit(self, is_entry, data, side: Side):
if data:
if 'side' not in data:
data['side'] = (side.reverse() if is_entry else side).value
# TODO: right now there is only Smart Entry option allowed
if is_entry:
data['smart'] = True
self.entry = EntryExitSettings(is_entry=is_entry, **data)
else:
self.exit = EntryExitSettings(is_entry=is_entry, **data)
def get_cap(self, available_balance):
return min(self.cap if self.cap else available_balance,
available_balance)
def is_sell(self):
return self.side.is_sell()
def has_entry(self):
return self.entry is not None
def has_exit(self):
return self.exit is not None
def has_stoploss(self):
return self.sl_settings is not None and self.sl_settings.initial_target
def get_closed_targets(self) -> List[Target]:
return [t for t in self.targets if t.is_completed()]
def get_initial_stop(self) -> Target:
if self.sl_settings:
return self.sl_settings.initial_target
return None
def serializable_dict(self):
d = OrderedDict()
d['id'] = self.id
d['asset'] = self.asset
d['symbol'] = self.symbol
d['side'] = self.side
d['status'] = self.status
if self.cap:
d['cap'] = self.format_float(self.cap)
if self.entry:
d['entry'] = self.entry
if self.exit:
d['exit'] = self.exit
if self.sl_settings:
d['stoploss'] = self.sl_settings
return d
def get_all_active_placed_targets(self) -> List[Target]:
tgt = []
if self.has_exit():
tgt.extend(self.exit.targets)
if self.has_entry():
tgt.extend(self.entry.targets)
if self.has_stoploss():
tgt.append(self.sl_settings.initial_target)
return [t for t in tgt if not t.is_completed() and t.has_id()]
def is_completed(self):
return self.status.is_completed()
def is_active(self):
return self.status.is_active()
def is_new(self):
return self.status.is_new()
def set_active(self):
self.status = OrderStatus.ACTIVE
def set_completed(self):
self.status = OrderStatus.COMPLETED
def __str__(self):
return '{}({}): {}'.format(self.symbol, self.id, self.side)