def close(self, pair_to_close):
print("Close existing position...")
r = positions.PositionDetails(accountID=accountID,
instrument=pair_to_close)
try:
openPos = api.request(r)
except V20Error as e:
print("V20Error: {}".format(e))
else:
toClose = {}
for P in ["long", "short"]:
if openPos["position"][P]["units"] != "0":
toClose.update({"{}Units".format(P): "ALL"})
print("prepare to close: %s", json.dumps(toClose))
r = positions.PositionClose(accountID=accountID,
instrument=pair_to_close,
data=toClose)
rv = None
try:
if toClose:
rv = api.request(r)
print("close: response: %s", json.dumps(rv, indent=2))
except V20Error as e:
print("V20Error: {}".format(e))
def exit(BuySell, currency):
posit = positions.PositionDetails(accountID=account_id,
instrument=currency)
client.request(posit)
open_pos = posit.response["position"]
long_short = {}
long_short["long"] = open_pos["long"]["units"]
long_short["short"] = open_pos["short"]["units"]
if BuySell == "S":
try:
data_short = {"shortUnits": "ALL"}
close_posit = positions.PositionClose(accountID=account_id,
instrument=currency,
data=data_short)
client.request(close_posit)
print("All Short positions closed for ", currency)
except:
print(" Error Closing Trade short for .", currency)
if BuySell == "B":
try:
data_long = {"longUnits": "ALL"}
close_posit = positions.PositionClose(accountID=account_id,
instrument=currency,
data=data_long)
client.request(close_posit)
print("All long positions closed for ", currency)
except:
print(" Error Closing Trade. ", currency)
def close(self):
logger.info("Close existing positions ...")
r = positions.PositionDetails(accountID=self.accountID,
instrument=self.pt.instrument)
try:
openPos = self.client.request(r)
except V20Error as e:
logger.error("V20Error: %s", e)
else:
toClose = {}
for P in ["long", "short"]:
if openPos["position"][P]["units"] != "0":
toClose.update({"{}Units".format(P): "ALL"})
logger.info("prepare to close: {}".format(json.dumps(toClose)))
r = positions.PositionClose(accountID=self.accountID,
instrument=self.pt.instrument,
data=toClose)
rv = None
try:
if toClose:
rv = self.client.request(r)
logger.info("close: response: %s", json.dumps(rv,
indent=2))
except V20Error as e:
logger.error("V20Error: %s", e)
def current_long_short_units():
client = oandapyV20.API(access_token=access_token)
r = positions.PositionDetails(accountID=accountID, instrument='EUR_USD')
client.request(r)
resp = r.response
long_units = int(resp['position']['long']['units'])
short_units = int(resp['position']['short']['units'])
return long_units + short_units
def test__positiondetails(self, mock_get):
"""get the details of a single instrument's position."""
tid = "_v3_accounts_accountID_positiondetails"
resp, data = fetchTestData(responses, tid)
r = positions.PositionDetails(accountID, instrument="EUR_USD")
mock_get.register_uri('GET',
"{}/{}".format(api.api_url, r),
text=json.dumps(resp))
result = api.request(r)
self.assertTrue(resp == result)
def get_open_positions(client, account_id, instrument):
try:
position_data = positions.PositionDetails(account_id, instrument)
position_data = client.request(position_data)
position = float(position_data['position']['long']['units']) + \
float(position_data['position']['short']['units'])
print("Position: " + str(position) + " " + instrument)
except Exception:
position = 0
print("Position: " + str(position) + " " + instrument)
return position
def is_buy(self, instrument):
all_positions = positions.PositionDetails(accountID=self.id,
instrument=instrument)
self.client.request(all_positions)
open_pos = all_positions.response["position"]
long_short = {}
long_short["long"] = open_pos["long"]["units"]
long_short["short"] = open_pos["short"]["units"]
if long_short["long"] != "0" and long_short["short"] == "0":
return True
if long_short["short"] != "0" and long_short["long"] == "0":
return False
return None
def get_positions(self, ticker):
position = {}
client = oandapyV20.API(access_token=self.access_token)
r = positions.PositionDetails(accountID=self.account_ID,
instrument=ticker)
try:
rqt = client.request(r)
position['long'] = float(rqt['position']['long']['units'])
position['short'] = float(rqt['position']['short']['units'])
position['unrealizedPL'] = float(rqt['position']['unrealizedPL'])
position['pl'] = float(rqt['position']['pl'])
except V20Error:
position['long'] = 0.0
position['short'] = 0.0
position['unrealizedPL'] = 0.0
position['pl'] = 0.0
return position # current open position
def countOpenTrades(BuySell, currency):
counter = 0
posit = positions.PositionDetails(accountID=account_id,
instrument=currency)
client.request(posit)
open_pos = posit.response["position"]
long_short = {}
long_short["long"] = open_pos["long"]["units"]
long_short["short"] = open_pos["short"]["units"]
if BuySell == "S":
if long_short["short"] != 0:
counter += 1
if BuySell == "B":
if long_short["long"] != 0:
counter += 1
return counter
def checkOrder(flag, chart_ins):
p = positions.PositionDetails(accountID=accountID, instrument=chart_ins)
rv = api.request(p)
#print(rv)
#注文状況を確認して通っていたら以下を実行
if debug == 1:
flag["order"]["exist"] = False
flag["order"]["count"] = 0
flag["position"]["exist"] = True
flag["position"]["side"] = flag["order"]["side"]
flag["position"]["price"] = flag["order"]["price"]
return flag
if rv["position"]["long"]["units"] != "0":
flag["order"]["exist"] = False
flag["order"]["count"] = 0
flag["position"]["exist"] = True
flag["position"]["side"] = "BUY"
flag["position"]["price"] = float(
rv["position"]["long"]["averagePrice"]) * float(
rv["position"]["long"]["units"])
print(rv["position"]["long"]["averagePrice"])
elif rv["position"]["short"]["units"] != "0":
flag["order"]["exist"] = False
flag["order"]["count"] = 0
flag["position"]["exist"] = True
flag["position"]["side"] = "SELL"
flag["position"]["price"] = -1 * float(
rv["position"]["short"]["averagePrice"]) * float(
rv["position"]["short"]["units"])
print(rv["position"]["short"]["averagePrice"])
#注文が通っていなければキャンセルする
else:
flag["order"]["exist"] = False
flag["order"]["count"] = 0
flag["position"]["exist"] = False
flag["position"]["count"] = 0
flag["position"]["side"] = ""
flag["position"]["price"] = 0
return flag
def is_buy(self, instrument):
"""
Check if there is an open position for the instrument
return True if there is a long position
return False if there is a short position
return None if no position is open
"""
all_positions = positions.PositionDetails(accountID=self.id,
instrument=instrument)
self.client.request(all_positions)
open_pos = all_positions.response["position"]
long_short = {}
long_short["long"] = open_pos["long"]["units"]
long_short["short"] = open_pos["short"]["units"]
if long_short["long"] != "0" and long_short["short"] == "0":
return True
if long_short["short"] != "0" and long_short["long"] == "0":
return False
return None
import oandapyV20.endpoints.orders as orders
import oandapyV20.endpoints.positions as positions
########### Account Setup ###########
from mlinc.v20conf import account_id, account_key
api = oandapyV20.API(access_token=account_key)
########## Position Details ############
# Input to create Take Profit
instrument = "USD_JPY"
long_short = 'short'
TP = "113.3"
# Get order fill ID
r = positions.PositionDetails(accountID=account_id, instrument=instrument)
api.request(r)
Position = r.response
tr_id = str(r.response['position'][long_short]['tradeIDs'])
#format string: remove ['']
tr_id = tr_id[2:-2]
########### Take Profit Order Creation ###############
take_profit = {
"order": {
"timeInForce": "GTC",
"price": TP,
"type": "TAKE_PROFIT",
"tradeID": tr_id
}
}
if (float(r_ic.response['candles'][1]['mid']['l']) < float(r_ic.response['candles'][0]['mid']['l'])) & (float(r_ic.response['candles'][1]['mid']['c']) < float(r_ic.response['candles'][0]['mid']['c'])):
if r_ic.response['candles'][1]['time'][:16] != str1_product_list[product]:
if float(r_ad.response['account']['marginAvailable']) >= 50000:
#print('aa')
#order_price = str(1)#float(r_ic.response['candles'][1]['mid']['c'])*2
data = {"order": {"instrument": product,"units": "1","type": "MARKET","positionFill": "DEFAULT"}}#"price": order_price,"timeInForce": "GTC",
r_oc = orders.OrderCreate(accountID, data=data)
client.request(r_oc)
print(r_ic.response['instrument'])
print(r_ic.response['candles'][1]['time'][:16])
print(str1_product_list[product])
#print (r_oc.response)
str1_product_list[product] = r_ic.response['candles'][1]['time'][:16]
if float(r_ad.response['account']['marginAvailable']) < 50000:
r_op = positions.PositionDetails(accountID, instrument = product)#
client.request(r_op)
if float(r_op.response['position']['short']['units']) > 0:
r_pc = positions.PositionClose(accountID, instrument = product, data = {'shortUnits':'1'})
client.request(r_pc)
str1_product_list[product] = r_ic.response['candles'][1]['time'][:16]
print(r_pc.response)
if (float(r_ic.response['candles'][1]['mid']['h']) > float(r_ic.response['candles'][0]['mid']['h'])) & (float(r_ic.response['candles'][1]['mid']['c']) > float(r_ic.response['candles'][0]['mid']['c'])):
if r_ic.response['candles'][1]['time'][:16] != str1_product_list[product]:
if float(r_ad.response['account']['marginAvailable']) >= 50000:
#print('aa')
#order_price = str(1)#float(r_ic.response['candles'][1]['mid']['c'])*2
data = {"order": {"instrument": product,"units": "-1","type": "MARKET","positionFill": "DEFAULT"}}#"price": order_price,"timeInForce": "GTC",
r_oc = orders.OrderCreate(accountID, data=data)
# http://www.algo-fx-blog.com/fx-api-oanda-v20-python-positions-management/
import pandas as pd
import oandapyV20
import oandapyV20.endpoints.positions as positions
import os, sys
sys.path.append(os.getcwd())
from basic import accountID, access_token, api
# 講座のすべてのポジションをリストとして取得
r = positions.PositionList(accountID=accountID)
print(api.request(r))
# 通貨を指定してポジションを取得
r = positions.PositionDetails(accountID=accountID, instrument="EUR_GBP")
print(api.request(r))
# ポジションを保有していない場合はエラー
# すべてのポジションを決済する
data = {"longUnits": "ALL"}
# ドル円の買い注文全ての保有ポジションを決済する
r = positions.PositionClose(accountID=accountID,
data=data,
instrument="USD_JPY")
print(api.request(r))
# positions.PositionClose(accountID) - ポジションを決済する
# positions.PositionDetails(accountID) - ポジションの詳細を取得する
import oandapyV20.endpoints.positions as positions
#---------------------------
# ポジションを決済する
#---------------------------
position_data = {'longUnits': 'ALL'}
# position_data = { 'longUnits': '1000' }
p = positions.PositionClose(accountID=accountID,
data=position_data,
instrument='USD_JPY')
api.request(p)
p.response
#---------------------------
# ポジションの詳細を取得する
#---------------------------
p = positions.PositionDetails(accountID=accountID, instrument='USD_JPY')
api.request(p)
p.response
def PositionsPositionDetails(access_token, accountID, instrument):
'Get the details of a single instrument’s position in an Account. The position may be open or not.'
r = positions.PositionDetails(accountID=accountID, instrument=instrument)
client = API(access_token=access_token)
client.request(r)
return readable_output(Munch(r.response)), Munch(r.response)
def tradeCloseDecide(chart_ins):
p = positions.PositionDetails(accountID=accountID, instrument=chart_ins)
rv = api.request(p)
r = trades.TradeClose(accountID, tradeID=rv["lastTransactionID"])
rv = api.request(r)
print(rv)
def positions_details(accountID, token, instrument):
client = oandapyV20.API(access_token=token)
r = positions.PositionDetails(accountID=accountID, instrument=instrument)
request = client.request(r)
return request
def position_details(self, instrument):
endpoint = positions.PositionDetails(self.account_id, instrument)
self.send_request(endpoint)
return endpoint.response
