def price_alert(self, event):
symbol = get_mt4_symbol(event.instrument)
for resistance_level in self.resistance_suffix:
key = '%s_%s' % (symbol, resistance_level)
resistance = self.prices.get(key)
if not resistance:
continue
price = Decimal(str(resistance))
if event.bid > price:
msg = '%s up corss %s = %s' % (symbol, resistance_level, price)
logger.info('[PRICE_ALERT] %s' % msg)
send_to_admin(msg)
tg.send_me(msg)
self.remove(key)
for support_level in self.support_suffix:
key = '%s_%s' % (symbol, support_level)
support = self.prices.get(key)
if not support:
continue
price = Decimal(str(support))
if event.ask < price:
msg = '%s down corss %s = %s' % (symbol, support_level, price)
logger.info('[PRICE_ALERT] %s' % msg)
send_to_admin(msg)
tg.send_me(msg)
self.remove(key)
def trade_closed(self, data):
# fixme should not be here
if 'tradeId' in data and data['tradeId'] != '':
trade_id = int(data['tradeId'])
if 'action' in data and data['action'] == 'I':
closed_trade = fxcmpy_closed_position(self, data)
event = TradeCloseEvent(
broker=self.broker,
account_id=self.fxcm.default_account,
trade_id=trade_id,
instrument=closed_trade.get_currency(),
side=OrderSide.BUY if closed_trade.get_isBuy() else OrderSide.SELL,
lots=closed_trade.get_amount(),
profit=closed_trade.get_grossPL(),
close_time=closed_trade.get_close_time(),
close_price=closed_trade.get_close(),
open_time=closed_trade.get_open_time(),
pips=closed_trade.get_visiblePL(),
)
self.put(event)
tg.send_me('[FOREX_TRADE_CLOSE]\n%s#%s#%s %s->%s, pips=%s, lots=%s, profit=%s' % (
event.trade_id, event.instrument, event.side,
closed_trade.get_open(),
closed_trade.get_close(),
closed_trade.get_visiblePL(),
closed_trade.get_amount(),
closed_trade.get_grossPL()))
def process(self, event):
if event.type == DebugEvent.type and self.account:
if event.action.lower() == 'account':
self.account.log_account()
elif event.action.lower() == 'trade':
self.account.log_trade()
elif event.action.lower() == 'order':
self.account.log_order()
elif event.action.lower() == 'test_message':
tg.send_me('Test message')
else:
print('[%s] %s' % (event.type, event.__dict__))
def check_market_status(self):
current_status = is_market_open()
if self.is_market_open != current_status:
if current_status and self.market_open():
self.is_market_open = current_status
event = MarketEvent(MarketAction.OPEN)
self.put(event)
logger.info('[MarketEvent] Market opened.')
tg.send_me('[MarketEvent] Forex market opened.')
elif current_status is False:
event = MarketEvent(MarketAction.CLOSE)
self.handle_event(event)
self.market_close()
logger.info('[MarketEvent] Market closed.')
tg.send_me('[MarketEvent] Forex market closed.')
self.is_market_open = current_status
def trade_close(self, event):
trade = self.get_trade(event.trade_id)
if not trade:
logger.error(
'[TRADE_MANAGER] Trade closed with no data in trade manager.')
return
# entry accuracy= 1 - min / (max-min)
# exit accuracy= 1 - profit missed / (max-min)
# risk:reward= 1: max/-min or 1:max
if trade['last_profitable_start']:
self.update_profitable_seconds(trade)
close_time = event.close_time
close_price = event.close_price
max = trade.get('max', 0)
min = trade.get('min', 0)
profit_pips = event.pips or profit_pip(
trade.get('instrument'), trade.get('open_price'), close_price,
trade.get('side'))
profit_missed = max - profit_pips
trade['profit_missed'] = profit_missed
trade['entry_accuracy'] = round(1 - (abs(min) / (max - min)), 3)
trade['exit_accuracy'] = round(1 - (profit_missed / (max - min)), 3)
trade['risk'] = round(max / abs(min), 3) if min else max
trade['close_price'] = close_price
trade['close_time'] = close_time
trade['profit_pips'] = profit_pips
# trade['drawdown'] =
trade['profitable_time'] = round(
trade['profitable_seconds'] /
(close_time - trade['open_time']).seconds, 3)
logger.info('[TRADE_MANAGER] trade closed=%s' % trade)
self.close_trade_to_db(event, trade)
pop_trade = self.pop_trade(event.trade_id)
if not pop_trade:
logger.error(
f'[TRADE_MANAGER] Managed trade missed before trade actual closed, trade_id={event.trade_id}'
)
self.saved_to_redis()
tg.send_me(
'[FOREX_TRADE_CLOSE_ANALYSIS]\n%s, profit_missed=%s, entry_accuracy=%s, exit_accuracy=%s, risk=%s'
% (event.trade_id, trade['profit_missed'], trade['entry_accuracy'],
trade['exit_accuracy'], trade['risk']))
def process(self, event):
tg.send_me(event.to_text())
def open(self, event):
if not self.validate_event(event):
return
# check order exist
if self.check_trade_exist(event.instrument, event.side):
logger.info('[ORDER_OPEN_SKIP] %s' % event.__dict__)
return
spread_pips = self.get_spread(event.instrument)
if not spread_pips:
logger.info('[ORDER_OPEN] cant get spread for %s' %
event.instrument)
return
if spread_pips > 3:
logger.warning('[ORDER_OPEN] spread of %s is too large = %s' %
(event.instrument, spread_pips))
return True # push back into queue
# check spread
lots = self.account.get_lots(event.instrument)
if not lots:
logger.warning(
'[TRADE_SKIP] reach max trades or not enough margin.')
return
if event.percent:
lots = lots * event.percent
try:
trade = None
if event.order_type == OrderType.MARKET:
trade = self.account.market_order(
event.instrument,
event.side,
lots,
take_profit=event.take_profit,
stop_loss=event.stop_loss,
trailing_pip=event.trailing_stop)
elif event.order_type == OrderType.LIMIT:
trade = self.account.limit_order(
event.instrument,
event.side,
event.price,
lots,
take_profit=event.take_profit,
stop_loss=event.stop_loss,
trailing_pip=event.trailing_stop)
elif event.order_type == OrderType.STOP:
trade = self.account.stop_order(
event.instrument,
event.side,
event.price,
lots,
take_profit=event.take_profit,
stop_loss=event.stop_loss,
trailing_pip=event.trailing_stop)
except Exception as ex:
logger.error('[TRADE_OPEN_FAILED] %s, event=%s' % (ex, event))
return
event_dict = event.__dict__.copy()
event_dict.pop('time')
logger.info('[TRADE_OPEN] event = %s' % event_dict)
open_time = trade.get_time()
open_price = trade.get_buy() if trade.get_isBuy() else trade.get_sell()
e = TradeOpenEvent(broker=self.account.broker,
account_id=self.account.account_id,
trade_id=int(trade.get_tradeId()),
lots=lots,
instrument=event.instrument,
side=event.side,
open_time=open_time,
open_price=open_price,
stop_loss=trade.get_stopRate(),
take_profit=trade.get_limitRate(),
magic_number=event.magic_number)
self.put(e)
tg.send_me('[FOREX_TRADE_OPEN]\n%s@%s#%s %s@%s lots=%s' %
(event.strategy, event.instrument, event.trade_id,
event.side, open_price, lots))