def main():
#Load in events first so we can make sure the server is open
EventList = Scheduler.readEventsCSV('Events.csv')
if (liveData == True):
Scheduler.waitForOpen(EventList)
#Allows us to know in the main file if there are trades open
trades = []
#Initialization
if (liveData == True):
#Start OANDA instance
MinutesSinceOpen = Scheduler.minutesSinceEvent(
Scheduler.getLastClosedEvent(EventList))
print("Minutes since market opened are: ", MinutesSinceOpen)
Trading = OANDA.Account(loginFileName, trades)
trades = Trading.assessCurrentState()
data = Data_Handling.InputData(liveData,
Trading,
SinceOpen=MinutesSinceOpen)
margin = Trading.margin
#Display if there were trades already opened, load them into the program's awareness
print(Trading.previouslyOpenedTrades)
## Code I used to close all currently trades if I needed to reset things
#openTrades = Trading.getOpenTrades()
#for tradeIDNum in openTrades:
# Trading.closeTrade(None, tradeIDNum)
else:
# Initialize the things that still need to exist when just backtesting
Trading = None
data = Data_Handling.InputData(liveData, Trading)
margin = 1000 # Use any number you like that allows your strategy to work
tradeManagement = Trade_Handling.Trades(liveData, Trading)
output = Algorithm.AlgoLogging()
#### HERE IS THE EVENT LOOP ####
for i in range(0, minutesToRun):
Waiting = True # used to run the code once a minute
while (Waiting):
d = datetime.now(timezone.utc)
time.sleep(.01)
if (d.second < 2 or liveData == False):
#Time for the once-a-minute run
if (
Scheduler.timeToMarketClose(EventList) < 2
): # We closed everything 10 minutes before the weekend already
time.sleep(
180
) # Wait to make sure the market really will be closed
Scheduler.waitForOpen(EventList)
MinutesSinceOpen = Scheduler.minutesSinceEvent(
Scheduler.getLastClosedEvent(EventList))
data = Data_Handling.InputData(liveData,
Trading,
SinceOpen=MinutesSinceOpen)
Waiting = False
data.getNextMinute()
Algorithm.Model(data.dataForAlgorithm(), data.bidAsk(),
trades, margin,
Scheduler.timeToNextEvent(EventList), output)
tradeManagement.manageTrades(trades, data.bidAsk())
i += 1
if (liveData == True):
time.sleep(3)
Trading.saveCSVs(
) #Every minute we close and reopen the accessible event log
if (d.minute == 30 and liveData == True):
Trading.accountInfo() #Updates current margin etc.
#Cleanup when the code ends
tradeManagement.closeCSVs(trades, data.bidAsk())
output.closeLog
