def clean(self):
resp = self.order.get_pending_list()
time.sleep(1)
order_dic = from_response_to_dict(resp)
resp = self.position.get_open_position()
time.sleep(1)
pos_dic = from_response_to_dict(resp)
#保留中の注文をすべてキャンセルする
if self.has_order(order_dic) is True:
for i in range(len(order_dic['orders'])):
order_id = order_dic['orders'][i]['id']
self.order.cancel_order(order_id)
time.sleep(1)
print('cancel order')
#Oandaのサーバー上に反映されるまで待つ
while self.has_order(order_dic) is True:
resp = self.order.get_pending_list()
time.sleep(1)
order_dic = from_response_to_dict(resp)
has_odr = 'exist' if self.has_order(order_dic) is True else 'clean'
print('pending order: {}'.format(has_odr))
#保有しているポジションをすべて決済する
if self.has_position(pos_dic) is True:
for i in range(len(pos_dic['positions'])):
instrument = pos_dic['positions'][i]['instrument']
for order_type in ['long', 'short']:
if pos_dic['positions'][i][order_type]['units'] is not '0':
data = {'{}Units'.format(order_type): 'ALL'}
self.position.close_position(data, instrument)
time.sleep(1)
print('close positon')
#Oandaのサーバー上に反映されるまで待つ
while self.has_position(pos_dic) is True:
resp = self.position.get_open_position()
time.sleep(1)
pos_dic = from_response_to_dict(resp)
has_pos = 'exist' if self.has_position(
pos_dic) is True else 'clean'
print('position: {}'.format(has_pos))
#ORDERモードに状態遷移する
self.state = 'ORDER'
print(self.state)
return self.state
def test_is_reflected_position(self):
if self.state == 'WAIT_POSITION':
resp = self.position.get_open_position()
pos_dic = from_response_to_dict(resp)
time.sleep(1)
#empty position for debug
pos_dic = {'positions': []}
if not self.has_position(pos_dic) is True:
return True
return False
def test_is_reflected_order(self):
if self.state == 'WAIT_ORDER':
resp = self.order.get_pending_list()
order_dic = from_response_to_dict(resp)
time.sleep(1)
#empty order for debug
order_dic = {'orders': []}
if not self.has_order(order_dic) is True:
return True
return False
def close_position(self):
if self.mode == 'test':
pass
else:
resp = self.position.get_open_position()
time.sleep(1)
pos_dic = from_response_to_dict(resp)
for i in range(len(pos_dic['positions'])):
instrument = pos_dic['positions'][i]['instrument']
for order_type in ['long', 'short']:
if pos_dic['positions'][i][order_type]['units'] is not '0':
data = {'{}Units'.format(order_type): 'ALL'}
self.position.close_position(data, instrument)
time.sleep(1)
print('Close position')
return True
def exec_position(self):
self.counter += 1
threshold = 4
print(f'counter: {self.counter} threshold: {threshold}')
if self.counter > threshold:
resp = self.position.get_open_position()
time.sleep(1)
pos_dic = from_response_to_dict(resp)
for i in range(len(pos_dic['positions'])):
instrument = pos_dic['positions'][i]['instrument']
for order_type in ['long', 'short']:
if pos_dic['positions'][i][order_type]['units'] is not '0':
data = {'{}Units'.format(order_type): 'ALL'}
self.position.close_position(data, instrument)
time.sleep(1)
print('close position')
#reset conter
self.counter = 0
return True
else:
return False
def initialize(timeframes: dict,
instrument: str,
environment: str = 'demo') -> dict:
offset_table = {
'5S': 'S5',
'10S': 'S10',
'15S': 'S15',
'30S': 'S30',
'1min': 'M1',
'2min': 'M2',
'4min': 'M4',
'5min': 'M5',
'10min': 'M10',
'15min': 'M15',
'30min': 'M30',
'1T': 'M1',
'2T': 'M2',
'4T': 'M4',
'5T': 'M5',
'10T': 'M10',
'15T': 'M15',
'30T': 'M30',
'1H': 'H1',
'2H': 'H2',
'3H': 'H3',
'4H': 'H4',
'6H': 'H6',
'8H': 'H8',
'12H': 'H12',
'1D': 'D',
'1W': 'W',
'1M': 'M'
}
#解析に用いるローソク足を定義
candlesticks = {t: CandleStick(t, c) for t, c in timeframes.items()}
#トレード環境（本番 or 仮想）
instrument_handler = Instrument(environment)
#ローソク足データの初期値を設定
for k, v in candlesticks.items():
resp = instrument_handler.fetch_candle(instrument, 'M',
offset_table[k], v.count)
print(resp)
#接続可能かを検証
resp.raise_for_status()
# try:
# resp.raise_for_status()
# except ConnectionError as e:
# print(f'{e}')
# return None
print('Instrument_handler get connection in Initialize from bot.py')
#取得したローソク足を辞書型へ変換
fetched_data = from_response_to_dict(resp)
time_index = []
default_ohlc = {'open': [], 'high': [], 'low': [], 'close': []}
for i in range(v.count):
#responseから必要なデータを抽出し、順番にリストに格納する
time_index.append(
pd.to_datetime(fetched_data['candles'][i]['time']))
default_ohlc['open'].append(
float(fetched_data['candles'][i]['mid']['o']))
default_ohlc['high'].append(
float(fetched_data['candles'][i]['mid']['h']))
default_ohlc['low'].append(
float(fetched_data['candles'][i]['mid']['l']))
default_ohlc['close'].append(
float(fetched_data['candles'][i]['mid']['c']))
#抽出したローソク足データを自作クラスのOHLCに代入
ohlc = pd.DataFrame(default_ohlc, index=time_index)
located_ohlc = ohlc.loc[:, ['open', 'high', 'low', 'close']]
v.ohlc = located_ohlc
print(f'{k}: {len(v.ohlc.index)}')
return candlesticks
def initialize(timeframes, instrument, environment='demo'):
print('Initialize start')
offset_table = {
'5S': 'S5',
'10S': 'S10',
'15S': 'S15',
'30S': 'S30',
'1min': 'M1',
'2min': 'M2',
'4min': 'M4',
'5min': 'M5',
'10min': 'M10',
'15min': 'M15',
'30min': 'M30',
'1T': 'M1',
'2T': 'M2',
'4T': 'M4',
'5T': 'M5',
'10T': 'M10',
'15T': 'M15',
'30T': 'M30',
'1H': 'H1',
'2H': 'H2',
'3H': 'H3',
'4H': 'H4',
'6H': 'H6',
'8H': 'H8',
'12H': 'H12',
'1D': 'D',
'1W': 'W',
'1M': 'M'
}
#timeframesの情報をもとにCandleStickを生成,時間足をキーとして地所型に格納
candlesticks = {t: CandleStick(t, c) for t, c in timeframes.items()}
#APIを叩くhandler呼び出し
instrument_handler = Instrument(environment)
#任意のすべての時間足において、指定された本数のローソク足を取得
for k, v in candlesticks.items():
#各時間足ごとのローソク足のデータを取得
resp = instrument_handler.fetch_candle(instrument, 'M', offset_table[k], v.count)
print(resp)
#接続失敗した場合、Noneを返し終了
try:
resp.raise_for_status()
except ConnectionError as e:
print(f'{e}')
return None
print('Pricing handler get connection')
#取得したローソク足データをdict型へ変換
fetched_data = from_response_to_dict(resp)
time_index = []
default_ohlc = {
'open': [],
'high': [],
'low': [],
'close': []
}
for i in range(v.count):
#responseから必要なデータを抽出し、順番にリストに格納する
time_index.append(pd.to_datetime(fetched_data['candles'][i]['time']))
default_ohlc['open'].append(float(fetched_data['candles'][i]['mid']['o']))
default_ohlc['high'].append(float(fetched_data['candles'][i]['mid']['h']))
default_ohlc['low'].append(float(fetched_data['candles'][i]['mid']['l']))
default_ohlc['close'].append(float(fetched_data['candles'][i]['mid']['c']))
#抽出したローソク足データを自作クラスのOHLCに代入
ohlc = pd.DataFrame(default_ohlc, index=time_index)
located_ohlc = ohlc.loc[:,['open', 'high', 'low', 'close']]
v.ohlc = located_ohlc
print(v.ohlc)
print(len(v.ohlc.index))
print('initialize end')
return candlesticks
