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()
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',
'1min', balance)
df = df.append(sd.df())
'''
Re-sample is based on time parameter set in StreamingData().
i.e., 1min, 5min, 15min, etc.
'''
sd.resample(df)
'''
This following output is information on the streaming data that has been collected.
df.shape[0]: represents the current/cumulative rows of streaming data that has come in.
sd.shape[0]: represents the current/cumulative rows related to the time frame being evaluated.
'''
# 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)
'''
Declare array to store open trades so multiple positions aren't established on a single currency.
'''
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:
breakout = Breakout(sd.minuteData(), mid_string(msg))
breakout_units = breakout.breakout()
if breakout_units is None:
pass
else:
spread = Spreads(dfD, mid_string(msg))
pivot, rl1, rl2, rl3, sl1, sl2, sl3 = spread.spreads()
rate1, rate2 = spread.spreadRates()
strategy = Strategy(
instrument_string(msg), dfD, mid_string(msg), breakout_units,
pivot, rl1, rl2, rl3, sl1, sl2, sl3, rate1, rate2
)
if strategy.resistance_check() is None:
continue
else:
units, stop_loss, profit = strategy.resistance_check()
try:
resistance_execute = Execute(
account_api, account_id, instrument_string(msg), units, stop_loss, profit
)
resistance_execute.trade()
except Exception as e:
print(e)
if strategy.support_check() is None:
continue
else:
units, stop_loss, profit = strategy.support_check()
try:
support_execute = Execute(
account_api, account_id, instrument_string(msg), units, stop_loss, profit
)
support_execute.trade()
except Exception as e:
print(e)
except Exception as e:
print(e)
