execute_news_signals.checkIfProcessRunning('execute_demo_accounts_barrier.py',
execute_news_signals.sys.argv[1])
count = 0
for select_pair in execute_news_signals.sys.argv[1].split(","):
count += 1
if count != 1:
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_" +
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[:]
execute_news_signals.file_ext_key = "_" + str(user_id) + "_" + account_nbr
execute_news_signals.root_dir = "/root/user_data/" + str(
user_id) + "/" + account_nbr + "/"
if os.path.isdir(execute_news_signals.root_dir) == False:
os.makedirs(execute_news_signals.root_dir)
if row_count > 0:
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_managed_accounts.log")
if is_demo:
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(
]:
for min_trade_volatility in [25, 50, 75, 100, 125, 150]:
count += 1
if count != 1:
handlers = execute_news_signals.trade_logger.handlers[:]
for handler in handlers:
handler.close()
execute_news_signals.trade_logger.removeHandler(handler)
execute_news_signals.file_ext_key = "params_rmse_percentile_" + str(
rmse_percentile) + "_min_volatility_" + str(
min_trade_volatility) + "_is_normalize_signal_" + str(
is_normalize_signal)
execute_news_signals.trade_logger = execute_news_signals.setup_logger(
'first_logger', execute_news_signals.root_dir +
execute_news_signals.file_ext_key +
"_trade_news_release_no_hedge_all.log")
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(