def exit(BuySell, currency):
posit = positions.PositionDetails(accountID=account_id,
instrument=currency)
client.request(posit)
open_pos = posit.response["position"]
long_short = {}
long_short["long"] = open_pos["long"]["units"]
long_short["short"] = open_pos["short"]["units"]
if BuySell == "S":
try:
data_short = {"shortUnits": "ALL"}
close_posit = positions.PositionClose(accountID=account_id,
instrument=currency,
data=data_short)
client.request(close_posit)
print("All Short positions closed for ", currency)
except:
print(" Error Closing Trade short for .", currency)
if BuySell == "B":
try:
data_long = {"longUnits": "ALL"}
close_posit = positions.PositionClose(accountID=account_id,
instrument=currency,
data=data_long)
client.request(close_posit)
print("All long positions closed for ", currency)
except:
print(" Error Closing Trade. ", currency)
def close_position(self):
try:
data = {'longUnits': 'ALL'}
order_close = positions.PositionClose(accountID=self.account_id,
instrument=self.ccy,
data=data)
self.client.request(order_close)
resp_close = order_close.response
return float(resp_close['longOrderFillTransaction']['price'])
except Exception as err:
if ('does not exist' in str(err)) == True:
try:
data = {'shortUnits': 'ALL'}
order_close = positions.PositionClose(
accountID=self.account_id,
instrument=self.ccy,
data=data)
self.client.request(order_close)
resp_close = order_close.response
return float(
resp_close['shortOrderFillTransaction']['price'])
except Exception as err:
print("position not closed: " + str(err))
return -1
def close(self, instrument):
data_short = {"shortUnits": "ALL"}
data_long = {"longUnits": "ALL"}
if self.is_buy(instrument) == True:
close_posit = positions.PositionClose(accountID=self.id,
instrument=instrument,
data=data_long)
self.client.request(close_posit)
print("Closing all long positions ", instrument)
if self.is_buy(instrument) == False:
close_posit = positions.PositionClose(accountID=self.id,
instrument=instrument,
data=data_short)
self.client.request(close_posit)
print("Closing all Short positions ", instrument)
def oanda_close_positions(side):
# API取得
api = API(access_token=token)
# 注文内容
if side == "BUY":
order_data = {"shortUnits": "ALL"}
if side == "SELL":
order_data = {"longUnits": "ALL"}
while True:
# 注文実行
try:
r = positions.PositionClose(accountID,
instrument=currency,
data=order_data)
api.request(r)
print_log("\nすべての建玉を決済しました\n決済価格は平均 {}円です".format(
str(data["forming"]["close_price"])))
return order_data
except V20Error as e:
print_log("OANDAのAPIで問題発生" + str(e))
print_log("20秒待機してやり直します")
time.sleep(20)
def close_buy_position(self):
try:
data = {"longUnits": "ALL"}
positon = positions.PositionClose(accountID=self.oanda_account_id,
instrument="USD_JPY",
data=data)
response = self.api.request(positon)
result = response["longOrderFillTransaction"]
print('close_buy_position response', json.dumps(response,
indent=2))
# ポジション決済情報をDBに登録
params = {
'position_id': int(result["id"]),
'date': self.date,
'instrument': result["instrument"],
'units': result["units"],
'price': result["price"],
'pl': result["pl"],
'account_balance': result["accountBalance"],
}
PositionLog = position_log.PositionLog()
PositionLog.put_item(params)
except requests.exceptions.ConnectionError as e_HTTP:
print(response.text)
print(e_HTTP)
except Exception as e:
print(e)
raise OandaApiError(e)
def close_order_short(pair):
d = {
"XAG_USD": 41,
"XAU_USD": 1,
"CORN_USD": 300,
"BCO_USD": 28,
"NATGAS_USD": 493,
"SUGAR_USD": 9150,
"WHEAT_USD": 204,
"XCU_USD": 360,
"XPT_USD": 1,
"SOYBN_USD": 109
}
u = d.get(pair)
ordr = PositionCloseRequest(shortUnits=u)
r = positions.PositionClose(accountID=accountID,
instrument=pair,
data=ordr.data)
try:
response = api.request(r)
except V20Error as e:
print("V20Error:{}".format(e))
else:
print("Respose: {}\n{}".format(r.status_code,
json.dumps(response, indent=2)))
def close_positions(instrument, side=None, ratio=1.0):
logging.info(f"Received request to close position for {instrument}")
temp = o_positions.get(instrument, {})
if len(temp) == 0:
logging.warning(
f"Symbol {instrument} not in open positions list:\n{o_positions}")
return
l_units = abs(int(temp["long"]["units"]) * ratio)
s_units = abs(int(temp["short"]["units"]) * ratio)
if side == 'long':
s_units = 0
elif side == 'short':
l_units = 0
data = {
"longUnits": str(l_units) if l_units > 0 else "NONE",
"shortUnits": str(s_units) if s_units > 0 else "NONE"
}
logging.info(
f"Closing position for symbol {instrument} with payload:\n{data}")
r = positions.PositionClose(account_id, instrument, data)
try:
client.request(r)
except oandapyV20.exceptions.V20Error as e:
log.warning(e)
else:
time.sleep(1)
logging.info(
f"Position closed for symbol {instrument}, response:\n{r.response}"
)
return r.response
def close_positions(instrument, side=None, force=True):
if force is True:
_pos = open_positions()
else:
_pos = o_positions
temp = _pos.get(instrument, {})
if len(temp) == 0:
return
l_units = abs(int(temp["long"]["units"]))
s_units = abs(int(temp["short"]["units"]))
if side == 'long':
s_units = 0
elif side == 'short':
l_units = 0
data = {
"longUnits": str(l_units) if l_units > 0 else "NONE",
"shortUnits": str(s_units) if s_units > 0 else "NONE"
}
r = positions.PositionClose(account_id, instrument, data)
try:
client.request(r)
except oandapyV20.exceptions.V20Error as e:
log.warning(e)
else:
return r.response
def position_close_short(self, pair="AUD_USD", unit=1000):
client = API(access_token=self.access_token, environment='live')
ordr = PositionCloseRequest(shortUnits=unit)
r = position.PositionClose(self.accountID,
instrument=pair,
data=ordr.data)
rv = client.request(r)
def close(self, pair_to_close):
print("Close existing position...")
r = positions.PositionDetails(accountID=accountID,
instrument=pair_to_close)
try:
openPos = api.request(r)
except V20Error as e:
print("V20Error: {}".format(e))
else:
toClose = {}
for P in ["long", "short"]:
if openPos["position"][P]["units"] != "0":
toClose.update({"{}Units".format(P): "ALL"})
print("prepare to close: %s", json.dumps(toClose))
r = positions.PositionClose(accountID=accountID,
instrument=pair_to_close,
data=toClose)
rv = None
try:
if toClose:
rv = api.request(r)
print("close: response: %s", json.dumps(rv, indent=2))
except V20Error as e:
print("V20Error: {}".format(e))
def close_position(direction, pair):
# Get Units to close based on direction of original trade
if direction == 'buy':
units = 'longUnits'
return_fields = [
'longOrderCreateTransaction', 'longOrderFillTransaction'
]
else:
units = 'shortUnits'
return_fields = [
'shortOrderCreateTransaction', 'shortOrderFillTransaction'
]
# Request Parameters
data = {units: "ALL"}
client = oandapyV20.API(access_token=oanda_api)
r = positions.PositionClose(accountID=oanda_account,
instrument=pair,
data=data)
# Attempt Request and return response
try:
client.request(r)
# print(r.response)
return r.response
except:
return r.response
def close(self):
logger.info("Close existing positions ...")
r = positions.PositionDetails(accountID=self.accountID,
instrument=self.pt.instrument)
try:
openPos = self.client.request(r)
except V20Error as e:
logger.error("V20Error: %s", e)
else:
toClose = {}
for P in ["long", "short"]:
if openPos["position"][P]["units"] != "0":
toClose.update({"{}Units".format(P): "ALL"})
logger.info("prepare to close: {}".format(json.dumps(toClose)))
r = positions.PositionClose(accountID=self.accountID,
instrument=self.pt.instrument,
data=toClose)
rv = None
try:
if toClose:
rv = self.client.request(r)
logger.info("close: response: %s", json.dumps(rv,
indent=2))
except V20Error as e:
logger.error("V20Error: %s", e)
def PositionsPositionClose(access_token, accountID, instrument, data=None):
'Closeout the open Position regarding instrument in an Account.'
r = positions.PositionClose(accountID=accountID,
instrument=instrument,
data=data)
client = API(access_token=access_token)
client.request(r)
return readable_output(Munch(r.response)), Munch(r.response)
def short_position(instrument):
# long or short
data = {
"shortUnits": "ALL"
}
# ドル円の買いポジションすべてを決済
r = positions.PositionClose(accountID = accountID, data = data, instrument=instrument)
api.request(r)
def close_trade(self, instrument_index, longunits, shortunits):
self.position["longUnits"] = longunits
self.position["shortUnits"] = shortunits
close = positions.PositionClose(
accountID=account_id,
instrument=self.instruments[instrument_index],
data=position)
self.oanda20.request(close)
def oanda_closepositions(self, market_positions, market, price, short_flag): # closing all for now but could change the number
if short_flag:
data = {'shortUnits':'ALL'}
else:
data = {'longUnits':'ALL'}
request = positions.PositionClose(accountID=self.oanda_account_id, data=data, instrument=market) # ...
rv = self.oanda.request(request)
return rv
def sell_order(inst):
""" Places an order to close positions for FX with Oanda API """
data = {"longUnits": "ALL"}
r = positions.PositionClose(accountID=account_id,
instrument=inst,
data=data)
client.request(r)
print(r.response)
def close_all(shortlong, instrument):
if shortlong == 'short':
data = {"shortUnits": "ALL"}
elif shortlong == 'long':
data = {"longUnits": "ALL"}
r = positions.PositionClose(accountID=accountID,
instrument=instrument,
data=data)
client.request(r)
def test__positionclose(self, mock_put):
"""close single instrument's position long side."""
tid = "_v3_accounts_accountID_position_close"
resp, data = fetchTestData(responses, tid)
r = positions.PositionClose(accountID, instrument="EUR_USD", data=data)
mock_put.register_uri('PUT',
"{}/{}".format(api.api_url, r),
text=json.dumps(resp))
result = api.request(r)
self.assertTrue(resp == result)
def do_close_long():
try:
r = positions.PositionClose(config.account_id, 'sber',
{"longUnits": "ALL"})
resp = oanda.request(r)
print(resp)
pl = resp.get('longOrderFillTransaction').get('pl')
real_profits.append(float(pl))
print(time, 's: Closed. Profit = ', pl, ' price = ',
resp.get('longOrderFillTransaction').get('price'))
except:
print('No long units to close')
def close_position(instrument):
client = 'client=oandapyV20.API(access_token=env['client'])'
account_id = '101-001-7518331-001'
client = oandapyV20.API(access_token=client)
data = {
"shortUnits": "ALL"
}
r = positions.PositionClose(accountID=account_id,
instrument=instrument,
data = data)
client.request(r)
print(r.response)
def close_positions(self, ticker, value='ALL'):
client = oandapyV20.API(access_token=self.access_token)
positions_ = self.get_positions(ticker)
if positions_["short"] == 0 and positions_['long'] == 0:
#print("No position to be closed")
return -1
pass
else:
if positions_["short"] != 0 and positions_["long"] == 0:
data = {"shortUnits": value}
elif positions_['short'] == 0 and positions_['long'] != 0:
data = {"longUnits": value}
else:
data = {"shortUnits": value, "longUnits": value}
r = positions.PositionClose(accountID=self.account_ID,
instrument=ticker,
data=data)
client.request(r)
if positions_["short"] != 0 and positions_["long"] == 0:
rr = r.response["shortOrderFillTransaction"]
if positions_["short"] == 0 and positions_["long"] != 0:
rr = r.response["longOrderFillTransaction"]
price = rr.get("price")
unit = rr.get("units")
instrument = rr.get("instrument")
t_time = rr.get('time')
#print(time,datetime.datetime.strptime(time.split('.')[0], "%Y-%m-%dT%H:%M:%S").timetuple())
unixtime = time.mktime(
datetime.datetime.strptime(
t_time.split('.')[0], "%Y-%m-%dT%H:%M:%S").timetuple())
margin = self.get_nav()['marginAvailable']
accountBalance = self.get_nav()['balance']
#print(value)
if value == 'ALL':
#print('1')
close = [
t_time, unixtime, unit, instrument, price, margin,
accountBalance,
self.get_nav()['nav'], 'CloseAll'
]
else:
#print('0')
close = [
t_time, unixtime, unit, instrument, price, margin,
accountBalance,
self.get_nav()['nav'], 'Close'
]
self.trade_history.append(close)
#print("")
return 1
def do_close_short():
try:
r = positions.PositionClose(config.account_id, 'EUR_USD',
{"shortUnits": "ALL"})
resp = oanda.request(r)
print(resp)
pl = resp.get('shortOrderFillTransaction').get('tradesClosed')[0].get(
'realizedPL')
real_profits.append(float(pl))
print(time, 's: Closed. Profit = ', pl, ' price = ',
resp.get('shortOrderFillTransaction').get('price'))
except:
print('No short units to close')
def close_all_positions(oanda_api=oanda_api, account_id=oanda_account):
instruments = get_open_positions()
client = oandapyV20.API(access_token=oanda_api)
for pair in instruments:
if pair[1] == 'long':
data = {"longUnits": "ALL"}
else:
data = {"shortUnits": "ALL"}
r = positions.PositionClose(account_id, instrument=pair[0], data=data)
client.request(r)
print('\nPositions closed: {}\n'.format(pair))
print(r.response)
return
def close_positions(accountID, token, instrument, units_type, quantity):
if units_type == "short":
data = create_position_close_data(shortUnits=quantity)
elif units_type == "long":
data = create_position_close_data(longUnits=quantity)
else:
return None
client = oandapyV20.API(access_token=token)
r = positions.PositionClose(accountID=accountID,
instrument=instrument,
data=data)
request = client.request(r)
return request
def test_market_orders(self):
token = open('../Account/Token.txt', 'r').read()
accId = open('../Account/Account.txt', 'r').read()
oanda = oandapyV20.API(environment="practice", access_token=token)
mktOrder = MarketOrderRequest(instrument='EUR_USD', units=1)
r = orders.OrderCreate(accId, data=mktOrder.data)
resp = oanda.request(r)
print resp
r = positions.PositionClose(accId, 'EUR_USD', {"longUnits": "ALL"})
resp = oanda.request(r)
print resp
r = AccountDetails(accId)
balance = oanda.request(r).get('account').get('balance')
self.assertTrue(balance > 0)
def close_all_position(self, ticker, closetype='long'):
"""
closetype: long, short
"""
if closetype is 'long':
d = dict(longUnits='ALL')
elif closetype is 'short':
d = dict(shortUnits='ALL')
r = positions.PositionClose(accountID=self.accountID,
instrument=ticker,
data=d)
return self.client.request(r)
def killSwitch(currency_pair):
client = oandapyV20.API(access_token=token)
data = {"longUnits": "ALL"}
client_request = positions.PositionClose(accountID=accountID,
instrument=currency_pair,
data=data)
try:
rv = client.request(client_request)
except V20Error as err:
print("ERROR OCCURED DUE TO : {}".format(err))
else:
response = json.dumps(rv, indent=2)
return response
def close_position(self, symbol, side, qty):
if side == "buy":
data = {'longUnits': qty}
elif side == "sell":
data = {'shortUnits': qty}
r = positions.PositionClose(accountID=ACCOUNT_ID,
instrument=symbol,
data=data)
data = api.request(r)
return data
def test_market_orders(self):
conf = Config.Config()
token = conf.token
accId = conf.account_id
oanda = oandapyV20.API(environment="practice", access_token=token)
mktOrder = MarketOrderRequest(instrument='EUR_USD', units=1)
r = orders.OrderCreate(accId, data=mktOrder.data)
resp = oanda.request(r)
print(resp)
r = positions.PositionClose(accId, 'EUR_USD', {"longUnits": "ALL"})
resp = oanda.request(r)
print(resp)
r = AccountDetails(accId)
balance = oanda.request(r).get('account').get('balance')
self.assertTrue(balance > 0)
