def test_symbol():
symbol = get_mt4_symbol('EUR/USD')
assert symbol == 'EURUSD'
symbol = get_mt4_symbol('EUR_USD')
assert symbol == 'EURUSD'
symbol = get_mt4_symbol('EURUSD')
assert symbol == 'EURUSD'
def calculate_price(base_price, side, pips, instrument):
"""
calculate_price(1.3320, OrderSide.BUY, 20, 'EURUSD') = 1.3340
"""
instrument = get_mt4_symbol(instrument)
pip_unit = pip(instrument)
base_price = Decimal(str(base_price))
pips = Decimal(str(pips))
if side == OrderSide.BUY:
return base_price + pips * pip_unit
elif side == OrderSide.SELL:
return base_price - pips * pip_unit
def line_to_event(self, line):
"""
GBP/USD,20181202 22:01:01.100,1.27211,1.27656
to a TickPriceEvent
"""
fields = line.split(',')
event = TickPriceEvent(broker='Back test broker',
instrument=get_mt4_symbol(fields[0]),
time=str_to_datetime(fields[1],
'%Y%m%d %H:%M:%S.%f'),
bid=Decimal(fields[2]),
ask=Decimal(fields[3]))
return event
def pip(symbol, price=None, _abs=False):
"""
pip('EURUSD') = 0.0001
pip('EURUSD', -0.00352) = -35.2
pip('EURUSD', -0.00352, True) = 35.2
"""
symbol = get_mt4_symbol(symbol)
if symbol not in PIP_DICT:
raise Exception('%s not in PIP_DICT.' % symbol)
pip_unit = PIP_DICT[symbol]
if price is not None:
price = Decimal(str(price))
if _abs:
price = abs(price)
return (price / pip_unit).quantize(Decimal("0.1"))
return pip_unit
def __init__(self,
broker,
account_id,
trade_id,
instrument,
side,
lots,
open_time,
open_price,
stop_loss=None,
take_profit=None,
magic_number=None):
self.broker = broker
self.account_id = account_id
self.trade_id = trade_id
self.instrument = get_mt4_symbol(instrument)
self.side = side
self.lots = lots
self.open_time = open_time
self.open_price = Decimal(str(open_price))
self.stop_loss = Decimal(str(stop_loss)) if stop_loss else None
self.take_profit = Decimal(str(take_profit)) if take_profit else None
self.magic_number = magic_number
super(TradeOpenEvent, self).__init__()
def __init__(self,
broker,
account_id,
trade_id,
instrument,
side,
lots,
profit,
close_time,
close_price,
pips=None,
open_time=None):
self.broker = broker
self.account_id = account_id
self.trade_id = trade_id
self.instrument = get_mt4_symbol(instrument)
self.side = side
self.lots = lots
self.profit = Decimal(str(profit))
self.close_price = Decimal(str(close_price))
self.close_time = close_time
self.open_time = open_time
self.pips = Decimal(str(pips)) if pips else None
super(TradeCloseEvent, self).__init__()