class ProQuant:
def __init__(self, enable_headless_mode=True, headless_resolution=(1920,1080)):
self.browser = Browser(enable_headless_mode=enable_headless_mode,headless_resolution=headless_resolution)
self.logged_in = False
def login(self, username, password):
"""
:param username: string, username of ProQuant account
:param password: string, password of ProQuant account
:return: bool if login was successful
"""
self.browser.driver.get(proquant_url)
self.browser.wait_for_page_load('Log in')
self.browser.driver.find_element_by_xpath("//*[text()='Log in']").click()
username_field = self.browser.driver.find_element_by_xpath("//input[@placeholder='Username or email']")
username_field.send_keys(username)
password_field = self.browser.driver.find_element_by_xpath("//input[@placeholder='Password']")
password_field.send_keys(password)
password_field.send_keys(Keys.ENTER)
self.browser.wait_for_page_load('My Strategies')
errors = ["Error" in self.browser.driver.page_source, "Something went wrong" in self.browser.driver.page_source,
"Incorrect username or password" in self.browser.driver.page_source]
# Alternative to check for successful login
# self.browser.driver.find_element_by_class_name("main-tab-bar")
if True in errors:
return False
else:
self.logged_in = True
return True
def __parse_strategy_page(self):
def fetch_basic_strategy_info():
strategy_header = self.browser.driver.find_element_by_css_selector("[class=\"css-1dbjc4n r-1awozwy r-1pz39u2 r-14lw9ot r-1777fci r-d9fdf6 r-tvv088\"]")
basic_info_dict = {}
strategy_friendly_name = strategy_header.text.split('\n')[1]
strategy_market = strategy_header.text.split('\n')[0]
conditional_desc = self.browser.driver.find_element_by_css_selector("[class=\"css-901oao r-1niwhzg r-80ss5y r-98loyc r-1b43r93 r-16dba41 r-10yl4k\"]").text
basic_info_dict['friendly_name'] = strategy_friendly_name
basic_info_dict['market'] = strategy_market
basic_info_dict['conditional_statement'] = conditional_desc
basic_info_dict['basic_info'] = {}
basic_info = self.browser.driver.find_elements_by_css_selector("[class=\"css-1dbjc4n r-1awozwy r-14lw9ot r-1loqt21 r-18u37iz r-1k9zyfm r-d9fdf6 r-1otgn73 r-eafdt9 r-1i6wzkk r-lrvibr\"]")
for info_piece in basic_info:
info_piece = info_piece.text.split('\n')
info_name, info_value = info_piece[0], info_piece[1]
basic_info_dict['basic_info'][info_name] = info_value
return basic_info_dict
def iterate_visible_buttons(class_name):
indicators = []
for condition in self.browser.driver.find_elements_by_css_selector("[class=\""+class_name+"\"]"):
condition.click()
time.sleep(0.4)
indicator_params = self.browser.driver.find_element_by_css_selector("[class=\"" + "css-1dbjc4n r-1kihuf0 r-14lw9ot r-1f0042m r-1ik5qf4 r-13qz1uu" + "\"]").text
indicators.append(condition.text)
indicators.append(indicator_params)
close_param_button = self.browser.driver.find_elements_by_css_selector("[class=\"css-901oao r-cqee49\"]")[-1:][0]
close_param_button.click()
return indicators
def format_rule_params(rule_list):
rule_params = {}
for i in range(0, len(rule_list)):
line = rule_list[i]
if "PARAMETERS" in line:
indicator_name = rule_list[i - 1]
indicator_split = line.split('\n')
indicator_param_desc = indicator_split[2]
rule_params[indicator_name] = {}
rule_params[indicator_name]['desc'] = indicator_param_desc
indicator_params = indicator_split[3:]
for j in range(0, len(indicator_params), 2):
param_name = indicator_params[j]
param_value = indicator_params[j + 1]
rule_params[indicator_name][param_name] = param_value
return rule_params
def finalize_rule_format(rule_format, rule_params):
rules = {}
rule_type = rule_format[0]
rules[rule_type] = {}
rules[rule_type]['desc'] = rule_format[1]
for i in range(2, len(rule_format), 3):
rule_name = rule_format[i]
rule_desc = rule_format[i + 1]
rules[rule_type][rule_name] = {}
rules[rule_type][rule_name]['desc'] = rule_desc
rules[rule_type][rule_name]['params'] = rule_params[rule_name]
return rules
self.browser.wait_for_page_load("CONDITIONS")
if "Entry/exit rules hidden by owner" in self.browser.driver.page_source:
return False
strategy_info = {}
strategy_info.update(fetch_basic_strategy_info())
strategy_info['rules'] = {}
# region fetch specific rules for long and short positions
long_indicator_button = self.browser.driver.find_elements_by_css_selector("[aria-label=\"label.long\"]")
short_indicator_button = self.browser.driver.find_elements_by_css_selector("[aria-label=\"label.short\"]")
has_long_rules = len(short_indicator_button) == 1
has_short_rules = len(short_indicator_button) == 1
if has_long_rules:
long_indicator_button = long_indicator_button[0]
long_desc = list(map(self.browser.extract_text_from_element, self.browser.driver.find_elements_by_css_selector("[class=\"" + 'css-1dbjc4n r-1f4vckg r-qklmqi r-d9fdf6 r-1sxzll1' + "\"]")[:2]))
long_rules = iterate_visible_buttons('css-901oao r-1niwhzg r-jwli3a r-98loyc r-ubezar r-b88u0q r-135wba7 r-zl2h9q')
long_rules = format_rule_params(long_rules)
long_entry_rules = finalize_rule_format(long_desc[0].split('\n'), long_rules)
long_exit_rules = finalize_rule_format(long_desc[1].split('\n'), long_rules)
strategy_info['rules'].update(long_entry_rules)
strategy_info['rules'].update(long_exit_rules)
if has_short_rules:
short_indicator_button = short_indicator_button[0]
if has_long_rules:
short_indicator_button.click()
time.sleep(1)
short_desc = list(map(self.browser.extract_text_from_element, self.browser.driver.find_elements_by_css_selector("[class=\"" + 'css-1dbjc4n r-1f4vckg r-qklmqi r-d9fdf6 r-1sxzll1' + "\"]")[-2:]))
short_rules = iterate_visible_buttons('css-901oao r-1niwhzg r-cqee49 r-98loyc r-ubezar r-b88u0q r-135wba7 r-zl2h9q')
short_rules = format_rule_params(short_rules)
short_entry_rules = finalize_rule_format(short_desc[0].split('\n'), short_rules)
short_exit_rules = finalize_rule_format(short_desc[1].split('\n'), short_rules)
strategy_info['rules'].update(short_entry_rules)
strategy_info['rules'].update(short_exit_rules)
#endregion
return strategy_info
def __parse_strategy_page_positions(self):
def format_position(raw_position):
raw_position = raw_position.split('\n')
formatted_position = {
"market":raw_position[0],
"open_order": raw_position[6],
"open_time": raw_position[7],
"close_order":raw_position[3],
"close_time":raw_position[4],
"result": raw_position[1]
}
return formatted_position
self.browser.wait_for_page_load("Closed by") # wait for trade history to load
positions = {}
positions["open"] = []
positions["closed"] = []
open_positions = self.browser.driver.find_elements_by_css_selector("[class=\"css-1dbjc4n r-14lw9ot r-rwogv6 r-wgabs5 r-17gur6a r-od3qrc r-1777fci r-p1pxzi r-mvpalk r-1pcd2l5\"]")
open_positions = list(map(self.browser.extract_text_from_element,open_positions))
has_open_positions = len(open_positions) > 0
history = self.browser.driver.find_elements_by_css_selector("[class=\"css-1dbjc4n r-14lw9ot r-1px6drs r-od3qrc r-1777fci r-ku1wi2 r-1oy2gb8 r-1pcd2l5\"]")
history = list(map(self.browser.extract_text_from_element, history))
has_history = len(history) > 0
for position in open_positions:
positions["open"].append(format_position(position))
for position in history:
positions["closed"].append(format_position(position))
return positions
def get_strategies(self, return_index=False):
if not self.logged_in:
return False
self.browser.driver.get(proquant_url)
self.browser.wait_for_page_load("Total result")
all_strategies = []
all_strategies_result = self.browser.driver.find_elements_by_css_selector("[class=\"css-1dbjc4n r-14lw9ot r-13awgt0 r-1udh08x\"]")
for i in range(0, len(all_strategies_result)):
element = all_strategies_result[i]
try:
strategy = {
'market': element.text.split('\n')[0],
'friendly_name': element.text.split('\n')[1]
}
if return_index:
strategy['index']= i
all_strategies.append(strategy)
except:
pass
return all_strategies
def go_to_positions(self):
self.browser.wait_for_page_load("Positions")
time.sleep(1) # wait for positions button to load
basic_info = self.browser.driver.find_elements_by_css_selector("[class=\"css-1dbjc4n r-1awozwy r-14lw9ot r-1loqt21 r-18u37iz r-1k9zyfm r-d9fdf6 r-1otgn73 r-eafdt9 r-1i6wzkk r-lrvibr\"]")
for i in range(0, len(basic_info)):
info_piece = basic_info[i]
info_piece = info_piece.text.split('\n')
info_name, info_value = info_piece[0], info_piece[1]
if info_name == "Positions":
if int(info_value) > 0:
basic_info[i].click()
return True
else:
return False
def go_to_strategy_by_name(self, strategy_market, strategy_friendly_name):
if not self.logged_in:
return False
all_strategies = self.get_strategies(True)
found_strategy = False
element_to_click_index = 0
for strategy in all_strategies:
if strategy['market'] == strategy_market and strategy['friendly_name'] == strategy_friendly_name:
found_strategy = True
element_to_click_index = strategy['index']
break
if found_strategy:
self.browser.driver.find_elements_by_css_selector("[class=\"css-1dbjc4n r-14lw9ot r-13awgt0 r-1udh08x\"]")[element_to_click_index].click()
return True
else:
return False
def get_positions_by_link(self, link):
self.browser.driver.get(link)
if not self.go_to_positions():
return False
else:
return self.__parse_strategy_page_positions()
def get_positions_by_name(self, strategy_market, strategy_friendly_name):
if not self.go_to_strategy_by_name(strategy_market, strategy_friendly_name):
return False
elif not self.go_to_positions():
return False
else:
return self.__parse_strategy_page_positions()
def get_strategy_by_link(self, link):
"""Get strategy info by link
e.x. https://app.proquant.com/shared/strategy/3a0669e4-2c56-4c11-bf4e-50a13efa5979
"""
self.browser.driver.get(link)
return self.__parse_strategy_page()
def get_strategy_by_name(self, strategy_market, strategy_friendly_name):
if not self.go_to_strategy_by_name(strategy_market, strategy_friendly_name):
return False
else:
return self.__parse_strategy_page()
def close(self):
self.browser.driver.close()
del self
