for handler in handlers:
handler.close()
execute_news_signals.trade_logger.removeHandler(handler)
execute_news_signals.trade_logger = execute_news_signals.setup_logger(
'first_logger', execute_news_signals.root_dir + "trade_news_release_" +
select_pair + ".log")
execute_news_signals.file_ext_key = ""
execute_news_signals.account_type = "fxpractice"
for lookup in hedge_lookups:
if lookup[0] == select_pair:
execute_news_signals.api_key = lookup[2]
execute_news_signals.process_pending_trades(
[lookup[1]], execute_news_signals.avg_spreads, select_pair,
"/root/news_signal_",
execute_news_signals.ModelType.barrier) #demo
break
handlers = execute_news_signals.trade_logger.handlers[:]
for handler in handlers:
handler.close()
execute_news_signals.trade_logger.removeHandler(handler)
execute_news_signals.trade_logger = execute_news_signals.setup_logger(
'first_logger', execute_news_signals.root_dir +
"trade_news_release_no_hedge_" + select_pair + ".log")
execute_news_signals.file_ext_key = "_no_hedge"
for lookup in no_hedge_lookups:
if lookup[0] == select_pair:
execute_news_signals.account_type = "fxpractice"
else:
execute_news_signals.account_type = "fxtrade"
for select_pair in all_currency_pairs:
if strategy == "P1":
#sharpe = execute_news_signals.get_sharpe(False, is_hedge, select_pair, "/root/news_signal_", execute_news_signals.ModelType.barrier)
print("strategy_weight", strategy_weight)
execute_news_signals.process_pending_trades(
[account_nbr],
execute_news_signals.avg_spreads,
select_pair,
"/root/news_signal_",
execute_news_signals.ModelType.barrier,
is_low_barrier=False,
strategy_weight=strategy_weight,
is_new_trade=(select_pair in trade_pairs))
elif strategy == "P2":
#sharpe = execute_news_signals.get_sharpe(False, is_hedge, select_pair, "/root/news_signal_all_", execute_news_signals.ModelType.barrier)
print("strategy_weight", strategy_weight)
execute_news_signals.process_pending_trades(
[account_nbr],
execute_news_signals.avg_spreads,
select_pair,
"/root/news_signal_all_",
execute_news_signals.ModelType.barrier,
lookup = dummy_accounts[dummy_account_index]
execute_news_signals.account_type = "fxpractice"
execute_news_signals.api_key = lookup[1]
trading_params = {
"is_normalize_signal": is_normalize_signal,
"auc_barrier_mult": rmse_percentile,
"rmse_percentile": rmse_percentile,
"min_trade_volatility": min_trade_volatility
}
for select_pair in execute_news_signals.sys.argv[1].split(","):
execute_news_signals.process_pending_trades(
[lookup[0]],
execute_news_signals.avg_spreads,
select_pair,
"/root/time_regression_",
execute_news_signals.ModelType.time_regression,
trading_params=trading_params,
strategy_weight=0.2) #demo
print("demo account index", dummy_account_index, lookup)
dummy_account_index = dummy_account_index + 1
lookups = [
[
"101-011-11740843-002",
"fee5fff8cae39957c79e9cb1fe78276a-8a5ea905de304b6ab14cfb64fb7f44f9"
],
[
"101-011-11740843-007",
"fee5fff8cae39957c79e9cb1fe78276a-8a5ea905de304b6ab14cfb64fb7f44f9"