def buy(self, price):
self.cur_trade = trade.Trade(price,
self.db,
self.tele,
True,
self.in_strategy_test,
strategy=self.name)
def __init__(self, data, c_vol=0.01, o_expiry=120):
self.d = data
self.c_vol = c_vol # Units of crypto to trade
self.trd = trade.Trade(self.d, o_expiry) # Trade obj with order expiry of x seconds
self.open_position = False
self.sim_open_position = False # For simulations / backtests
pass
def newTrade(self, contractSymbol:str, entryPrice:float, stopPrice:float ):
# TEMP
contractSymbol="EURUSD"
contract = Contract()
contract.symbol = "EUR"
contract.secType = "CASH"
contract.currency = "GBP"
contract.exchange = "IDEALPRO"
contract.tickSize = 0.00005
contract.lotSize = 20000
# TEMP
#if( self.trades[contractSymbol] )
'''
contractDetails = s.getContractDetails( contractSymbol )
contract = Contract()
contract.exchange = contractDetails.exchange
contract.secType = contractDetails.secType
contract.symbol = contractSymbol
contract.lastTradeDateOrContractMonth = contractDetails.expiry
contract.tickSize = contractDetails.tickSize # Custom field
contract.lotSize = contractDetails.lotSize # Custom field
'''
diff = abs(entryPrice-stopPrice)
qty = self.capital * s.RiskPerTrade / diff
t = trade.Trade( self.ib, contract )
t.placeNewTrade( qty, entryPrice, stopPrice )
self.trades[contractSymbol] = t
def main(trade_datafile):
with open(trade_datafile) as file:
data = json.load(file)
short = True if data["predicted_exit"] < data["entry"] else False
a = acc.Account(data["capital"], data["max_loss"])
t = trade.Trade(data["entry"], data["predicted_exit"], data["stop_loss"],
a)
t.print()
def test_execution_basic_buy_1():
data = load_data(TEST_DATA_FILE_1)
buy_trade = trade.Trade(direction='BUY',
entry=362.0,
quantity=10,
target=375,
stop_loss=352,
fees=0.07)
trade_log = execution.get_trade_results(data, buy_trade)
print(trade_log)
def setup_class(self):
fake_trade_dict = {
"sequence": "12345",
"trade_id": "123",
"time": "2018-11-29T05:21:06Z",
"price": "38.50",
"size": "105.34"
}
self.fake_trade = trade.Trade(fake_trade_dict)
self.test_datetime = datetime.datetime(2018, 6, 10, 11, 13, 58, 384)
self.test_datetime_zero_sec_ms = datetime.datetime(
2018, 6, 10, 11, 13, 0, 0)
def matchTrade(self, currentOrder, matchOrder, matchPrice):
self.logger.info(
"Matching two orders currentOrderId:[%s], matchOrderId:[%s], matchPrice:[%f]"
% (currentOrder.orderId, matchOrder.orderId, matchPrice))
self.logger.info("Matching two orders currentOrder:[%s]" %
(currentOrder))
self.logger.info("Matching two orders matchOrder:[%s]" % (matchOrder))
trades = []
self.tradeId += 1
tradeQty = min(currentOrder.getQty(), matchOrder.getQty())
transactionFee = matchPrice * tradeQty * self.transactionFeePercentage
currentOrder.extraInfo['transactionFee'] = transactionFee
matchOrder.extraInfo['transactionFee'] = transactionFee
trades.append(
trade.Trade(currentOrder.getAccountId(),
self.tradeId,
tradeQty,
matchPrice,
currentOrder.getTradeAction(),
self.symbol,
extraInfo=currentOrder.extraInfo))
trades.append(
trade.Trade(matchOrder.getAccountId(),
self.tradeId,
tradeQty,
matchPrice,
matchOrder.getTradeAction(),
self.symbol,
extraInfo=matchOrder.extraInfo))
currentOrder.setQty(currentOrder.getQty() - tradeQty)
matchOrder.setQty(matchOrder.getQty() - tradeQty)
return trades
def process_trade(self, msg):
if msg.get('product_id') == self.product:
cur_trade = trade.Trade(msg)
isotime = dateutil.parser.parse(msg.get('time')).replace(microsecond=0)
if isotime < self.cur_candlestick.time:
prev_stick = Candlestick(existing_candlestick=self.candlesticks[-1])
self.candlesticks = self.candlesticks[:-1]
prev_stick.add_trade(cur_trade)
self.add_stick(prev_stick)
else:
if isotime > self.cur_candlestick.time + datetime.timedelta(seconds=self.period_size):
self.close_candlestick()
self.new_candlestick(self.cur_candlestick.time + datetime.timedelta(seconds=self.period_size))
self.cur_candlestick.add_trade(cur_trade)
self.cur_candlestick.print_stick(self.name)
def create(ticker, entry, exit, stop_loss, expiration, sell_at_end_of_day,
notes):
j = trade_journal.TradeJournal(configuration.TRADE_JOURNAL_TITLE)
j.bootstrap()
b = brokerage.Brokerage(True, configuration.ALPACA_KEY_ID,
configuration.ALPACA_SECRET_KEY,
configuration.DATA_FOLDER)
t = trade.Trade(datetime.timestamp(datetime.now()), ticker, 0.0, 0.0, 0.0,
exit, entry, stop_loss, 0.0, 0.0, 'QUEUED', '', '', 'long',
0, expiration, sell_at_end_of_day)
metadata = json.dumps(technical_analysis.analyze(ticker, b))
count = 0
for row in j.journal[0].getRows():
if row[0] != '':
count += 1
else:
break
j.create_queued_trade(count + 1, ticker, 'long', entry, exit, stop_loss,
notes, expiration, metadata, sell_at_end_of_day)
print("Trade Created.")
def __init__(self,
db,
tele,
name='primary',
in_strategy_test=False,
color='blue',
order=0,
muted=False):
self.db = db
self.tele = tele
self.name = name
self.can_buy_conditions = []
self.should_buy_conditions = []
self.should_sell_conditions = []
self.cur_trade = trade.Trade(0,
self.db,
self.tele,
False,
strategy=self.name)
self.in_strategy_test = in_strategy_test
self.color = color
self.order = order
self.last_sell = time.time_ns()
self.muted = muted
import os from os.path import dirname, join import time import dotenv import matplotlib.pyplot as plt import numpy import gather_data import strategies.momentum as momentum import strategies.spike as spike import strategy_test import trade trade = trade.Trade() trade.run() time.sleep(1)
assert rows[0][5] == 'Notes', f'Queued Trade [0][5]: {rows[0][5]}'
assert rows[0][6] == 'Expiration in Days', f'Queued Trade [0][6]: {rows[0][6]}'
assert rows[0][7] == 'Metadata', f'Queued Trade [0][7]: {rows[0][7]}'
assert rows[0][8] == 'Base64', f'Queued Trade [0][8]: {rows[0][8]}'
assert rows[1][0] == '', f'Queued Trade [1][0]: {rows[1][0]}'
assert rows[1][1] == '', f'Queued Trade [1][1]: {rows[1][1]}'
assert rows[1][2] == '', f'Queued Trade [1][2]: {rows[1][2]}'
assert rows[1][3] == '', f'Queued Trade [1][3]: {rows[1][3]}'
assert rows[1][4] == '', f'Queued Trade [1][4]: {rows[1][4]}'
assert rows[1][5] == '', f'Queued Trade [1][5]: {rows[0][5]}'
assert rows[1][6] == '', f'Queued Trade [1][6]: {rows[1][6]}'
assert rows[1][7] == '', f'Queued Trade [1][7]: {rows[1][7]}'
assert rows[1][8] == '', f'Queued Trade [1][8]: {rows[1][8]}'
t = trade.Trade(10, 'TSLA', 2, 3, 50, 300, 200, 150, 305, 199.5, 'CLOSED', 4,
5, 'long', 1, 4)
j.create_trade_record(t, 'notes', 'metadata', 'base64')
j.update_trade_record(t, buy_metadata='Test')
rows = ss[1].getRows()
assert rows[0][0] == 'ID', f'Queued Trade [0][0]: {rows[0][0]}'
assert rows[0][1] == 'Create Date', f'Queued Trade [0][1]: {rows[0][1]}'
assert rows[0][2] == 'Ticker', f'Queued Trade [0][2]: {rows[0][2]}'
assert rows[0][3] == 'Type', f'Queued Trade [0][3]: {rows[0][3]}'
assert rows[0][4] == 'Status', f'Queued Trade [0][4]: {rows[0][4]}'
assert rows[0][5] == 'Entry Date', f'Queued Trade [0][5]: {rows[0][5]}'
assert rows[0][6] == 'Exit Date', f'Queued Trade [0][6]: {rows[0][6]}'
assert rows[0][
7] == 'Planned Entry Price', f'Queued Trade [0][7]: {rows[0][7]}'
assert rows[0][8] == 'Planned Exit Price', f'Queued Trade [0][8]: {rows[0][8]}'
assert rows[0][9] == 'Stop Loss', f'Queued Trade [0][9]: {rows[0][9]}'
