def get_open_position(trade_id, connection='benchmark'):
"""
Returns the open position for the given trade id
:param trade_id: tradeId for the position
:param connection: specify the connection account to be used. can be either 'benchmark' or 'lstm'
:raises ValueError if the position can not be found
"""
conn = Client.get_connection(connection, True)
return conn.get_open_position(trade_id)
def get_last_n_candles(instrument=cfg.instrument,
period=Period.MINUTE_1[0],
n=60,
connection='benchmark'):
"""
Returns the last n candles of the given instrument and period
:param instrument: Currency pair e.g. 'EUR/USD'
:param period: Candle time interval e.g. 'm1'
:param n: Number of candles to retrieve
:param connection: specify the connection account to be used. can be either 'benchmark' or 'lstm'
:return DataFrame: The last n candles
"""
return Client.get_connection(connection,
False).get_candles(instrument,
period=period,
number=n)
def close_all(connection='benchmark'):
"""
SELL: Closes all open positions
:param connection: specify the connection account to be used. can be either 'benchmark' or 'lstm'
:returns Float the gross profit/loss of all closed positions. returns 0 if there are no positions to close
"""
conn = Client.get_connection(connection, True)
# Get all open positions
positions = conn.get_open_positions()
# Close all open positions and return the sum of their profit
profit = 0
for index, position in positions.iterrows():
position.close()
profit = profit + position.get_grossPL()
return profit
def buy(amount=0,
stop_percentage=.95,
symbol='EUR/USD',
connection='benchmark'):
"""
Opens a new buy position for the specified amount
:param amount: amount to buy. set to 0 to go all in
:param stop_percentage: the stop limit will be set to stop_percentage*current_market_price
:param symbol: currency to buy
:param connection: specify the connection account to be used. can be either 'benchmark' or 'lstm'
:returns fxcm_position: The new position object returned by FXCM. You can call various methods such as position.get_grossPL() to get the profit or position.get_amount() to get the trade amount
:raises Exception
"""
conn = Client.get_connection(connection, True)
if conn.get_open_positions().T.size == 0: # No open positions
# Check account funds
accounts = conn.get_accounts()
usable_funds = accounts['usableMargin'][0].T
if amount == 0:
# Use all available funds
buy = usable_funds
elif amount < usable_funds:
buy = amount
else:
# Insufficient funds!
raise Exception('Insufficient funds in account')
# Place the buy order
order = conn.create_market_buy_order(symbol, buy)
# Calculate the effective stop loss rate
trade_id = order.get_tradeId()
buy_price = order.get_buy()
stop_rate = stop_percentage * buy_price
# Set the stop loss rate on the active trade
conn.change_trade_stop_limit(trade_id,
is_in_pips=False,
is_stop=True,
rate=stop_rate)
return conn.get_open_position(trade_id)
else:
# Positions are already opened!
raise Exception('This account already has an open position')
def close_position(trade_id, connection='benchmark'):
"""
SELL: Closes the given position and returns the gross profit/loss that was made
:param trade_id: tradeId for the position
:param connection: specify the connection account to be used. can be either 'benchmark' or 'lstm'
:returns fxcm_position: The position object returned by FXCM. You can call various methods such as position.get_grossPL() to get the profit or position.get_amount() to get the trade amount
:raises ValueError when the position can not be found
"""
conn = Client.get_connection(connection, True)
try:
position = conn.get_open_position(trade_id)
position.close()
except ValueError:
# position not found, stoploss might have been called. try for closed position instead
position = conn.get_closed_position(trade_id)
return position
def get_candles_from_interval(instrument=cfg.instrument,
period=Period.DAY_1[0],
start=datetime.datetime(2018, 6, 20),
stop=datetime.datetime(2018, 10, 20),
connection='benchmark'):
"""
Returns all candles in the given interval
https://www.fxcm.com/fxcmpy/02_historical_data.html#Time-Windows
:param instrument: Currency pair e.g. 'EUR/USD'
:param period: Candle time interval e.g. 'm1'
:param start: datetime start date
:param stop: datetime stop date
:param connection: specify the connection account to be used. can be either 'benchmark' or 'lstm'
:return DataFrame: The candles in the given time window
"""
return Client.get_connection(connection,
False).get_candles(instrument,
period=period,
start=start,
stop=stop)
def tearDownClass(cls):
Client.logout()
def test_login(self):
conn = Client.get_connection()
self.assertEqual(conn.connection_status, 'established')
conn = Client.get_connection()
self.assertEqual(conn.connection_status, 'established')