def main():
print "------ System online -------", datetime.now()
parser = argparse.ArgumentParser()
common.config.add_argument(parser)
parser.add_argument('--instrument',
"-i",
type=common.args.instrument,
required=True,
action="append",
help="Instrument to get prices for")
parser.add_argument('--snapshot',
action="store_true",
default=True,
help="Request an initial snapshot")
parser.add_argument('--no-snapshot',
dest="snapshot",
action="store_false",
help="Do not request an initial snapshot")
parser.add_argument('--show-heartbeats',
"-s",
action='store_true',
default=False,
help="display heartbeats")
args = parser.parse_args()
# print sys.argv[2]
account_id = args.config.active_account
api = args.config.create_streaming_context()
account_api = args.config.create_context()
response = api.pricing.stream(account_id,
snapshot=args.snapshot,
instruments=",".join(args.instrument))
dfD = PivotImports(sys.argv[2]).daily()
# dfW = p.weekly()
balance = Balance(account_api, account_id).balance()
df = pd.DataFrame([])
for msg_type, msg in response.parts():
if msg_type == "pricing.Heartbeat" and args.show_heartbeats:
print heartbeat_to_string(msg)
if msg_type == "pricing.Price":
sd = StreamingData(datetime.now(), instrument_string(msg),
mid_string(msg), account_api, account_id, 's',
'5min', balance)
df = df.append(sd.df())
sd.resample(df)
print "df:", df.shape[0], "minuteData:", sd.minuteData().shape[0]
# print sd.minuteData(),'\n'
if sd.minuteData().shape[0] < 20:
continue
else:
client = oandapyV20.API(settings.ACCESS_TOKEN)
r = openPos.OpenPositions(accountID=account_id)
client.request(r)
openTrades = []
for i in r.response['positions']:
trades = i['instrument']
openTrades.append(trades)
print 'Open Trades', openTrades
if instrument_string(msg) in openTrades:
continue
else:
try:
b = Breakout(sd.minuteData())
breakout = b.breakout()
# print 'Breakout Units:',breakout
s = Spreads(dfD, mid_string(msg))
pivot, rl1, rl2, rl3, sl1, sl2, sl3 = s.spreads()
rate1, rate2 = s.spreads_out()
strat = Strategy(account_api, account_id,
instrument_string(msg), dfD,
mid_string(msg), breakout, pivot, rl1,
rl2, rl3, sl1, sl2, sl3, rate1, rate2)
strat.res_check()
strat.sup_check()
except Exception as e:
print e
