def execute(self, args):
if not args:
Terminal.inst().action("Missing parameters", view='status')
return False
# ie: ":chart altbtc BTCUSDT"
appliance = None
market_id = None
# optionnal timeframe (could depend of the strategy)
timeframe = None
if len(args) < 2:
Terminal.inst().action("Missing parameters", view='status')
return False
try:
appliance, market_id = args[0], args[1]
if len(args) == 3:
timeframe = timeframe_from_str(args[2])
except Exception:
Terminal.inst().action("Invalid parameters", view='status')
return False
self._strategy_service.command(
Strategy.COMMAND_TRADER_CHART, {
'appliance': appliance,
'market-id': market_id,
'timeframe': timeframe,
'monitor-url': self._monitor_service.url()
})
def timeframe_from_param(self, param):
if isinstance(param, str):
return timeframe_from_str(param)
elif isinstance(param, float):
return param
elif isinstance(param, int):
return float(param)
else:
return 0.0
def execute(self, args):
if not args:
Terminal.inst().action("Missing parameters", view='status')
return False
appliance = None
market_id = None
timeframe = -1
action = "add-region"
reg = "range"
stage = 0
direction = 0
expiry = 0.0
created = self._strategy_service.timestamp
low = 0.0
high = 0.0
cancelation = 0.0
# ie ":RR _ EURUSD 1.12 1.15"
if len(args) < 4:
Terminal.inst().action("Missing parameters", view='status')
return False
try:
appliance, market_id = args[0], args[1]
low = float(args[2])
high = float(args[3])
for value in args[4:]:
if value.startswith("'"):
timeframe = timeframe_from_str(value[1:])
elif value.startswith('C@'):
cancelation = float(value[2:])
elif value.startswith('@'):
# expiry
if 'T' in value:
# as local datetime
expiry = datetime.strptime(
value[1:], '%Y-%m-%dT%H:%M:%S').timestamp(
) # .replace(tzinfo=UTC())
else:
# relative to now
duration = timeframe_from_str(value[1:])
expiry = created + duration
elif value in ("l", "L", "long", "LONG"):
direction = 1
elif value in ("s", "S", "short", "SHORT"):
direction = -1
elif value in ("e", "E", "entry", "ENTRY"):
stage = 1
elif value in ("x", "X", "exit", "EXIT"):
stage = -1
except Exception:
Terminal.inst().action("Invalid parameters", view='status')
return False
self._strategy_service.command(
Strategy.COMMAND_TRADER_MODIFY, {
'appliance': appliance,
'market-id': market_id,
'action': action,
'region': reg,
'created': created,
'stage': stage,
'direction': direction,
'timeframe': timeframe,
'expiry': expiry,
'low': low,
'high': high,
'cancelation': cancelation
})
return True
def execute(self, args):
if not args:
Terminal.inst().action("Missing parameters", view='status')
return False
# ie: ":assign altbtc BTCUSDT EP@8500 SL@8300 TP@9600 0.521"
appliance = None
market_id = None
# direction base on command name
direction = 1
entry_price = None
stop_loss = 0.0
take_profit = 0.0
quantity = 0.0
timeframe = Instrument.TF_4HOUR
if len(args) < 4:
Terminal.inst().action("Missing parameters", view='status')
return False
try:
appliance, market_id = args[0], args[1]
for value in args[2:]:
if not value:
continue
if value.startswith("EP@"):
entry_price = float(value[3:])
elif value.startswith("SL@"):
stop_loss = float(value[3:])
elif value.startswith("TP@"):
take_profit = float(value[3:])
elif value.startswith("'"):
timeframe = timeframe_from_str(value[1:])
else:
quantity = float(value)
except Exception:
Terminal.inst().action("Invalid parameters", view='status')
return False
if entry_price <= 0.0:
Terminal.inst().action("Entry price must be specified",
view='status')
return False
if stop_loss and stop_loss > entry_price:
Terminal.inst().action("Stop-loss must be lesser than entry price",
view='status')
return False
if take_profit and take_profit < entry_price:
Terminal.inst().action(
"Take-profit must be greater than entry price", view='status')
return False
if quantity <= 0.0:
Terminal.inst().action("Quantity must be specified", view='status')
return False
self._strategy_service.command(
Strategy.COMMAND_TRADE_ASSIGN, {
'appliance': appliance,
'market-id': market_id,
'direction': direction,
'entry-price': entry_price,
'quantity': quantity,
'stop-loss': stop_loss,
'take-profit': take_profit,
'timeframe': timeframe
})
return True
def execute(self, args):
if not args:
Terminal.inst().action("Missing parameters", view='status')
return False
# ie: ":long altbtc BTCUSDT L@8500 SL@8300 TP@9600 1.0"
appliance = None
market_id = None
# direction base on command name
direction = -1
method = 'market'
limit_price = None
trigger_price = None
stop_loss = 0.0
take_profit = 0.0
quantity_rate = 1.0
timeframe = Instrument.TF_4HOUR
entry_timeout = None
leverage = None
if len(args) < 2:
Terminal.inst().action("Missing parameters", view='status')
return False
try:
appliance, market_id = args[0], args[1]
for value in args[2:]:
if not value:
continue
if value.startswith("L@"):
method = 'limit'
limit_price = float(value[2:])
elif value.startswith("T@"):
method = 'trigger'
trigger_price = float(value[2:])
elif value.startswith("SL@"):
stop_loss = float(value[3:])
elif value.startswith("TP@"):
take_profit = float(value[3:])
elif value.startswith("'"):
timeframe = timeframe_from_str(value[1:])
elif value.startswith("*"):
quantity_rate = float(value[1:])
elif value.endswith("%"):
quantity_rate = float(value[:-1]) * 0.01
elif value.startswith("/"):
entry_timeout = timeframe_from_str(value[1:])
elif value.startswith("x"):
leverage = float(value[1:])
except Exception:
Terminal.inst().action("Invalid parameters", view='status')
return False
if limit_price and stop_loss and stop_loss < limit_price:
Terminal.inst().action(
"Stop-loss must be greater than limit price", view='status')
return False
if limit_price and take_profit and take_profit > limit_price:
Terminal.inst().action(
"Take-profit must be lesser than limit price", view='status')
return False
if quantity_rate <= 0.0:
Terminal.inst().action("Quantity must be non empty", view='status')
return False
self._strategy_service.command(
Strategy.COMMAND_TRADE_ENTRY, {
'appliance': appliance,
'market-id': market_id,
'direction': direction,
'limit-price': limit_price,
'trigger-price': trigger_price,
'method': method,
'quantity-rate': quantity_rate,
'stop-loss': stop_loss,
'take-profit': take_profit,
'timeframe': timeframe,
'entry-timeout': entry_timeout,
'leverage': leverage
})
return True
def do_importer(options):
tool = Importer()
Terminal.inst().info("Starting SIIS importer...")
Terminal.inst().flush()
# database manager
Database.create(options)
Database.inst().setup(options)
# want speedup the database inserts
Database.inst().enable_fetch_mode()
filename = options.get('filename')
detected_format = FORMAT_UNDEFINED
detected_timeframe = None
is_mtx_tick = False
pathname = pathlib.Path(filename)
if not pathname.exists():
error_exit(None, "File %s does not exists" % pathname.name)
timeframe = None
if not options.get('timeframe'):
timeframe = None
else:
if options['timeframe'] in TIMEFRAME_FROM_STR_MAP:
timeframe = TIMEFRAME_FROM_STR_MAP[options['timeframe']]
else:
try:
timeframe = int(options['timeframe'])
except:
pass
src = open(filename, "rt")
if filename.endswith(".siis"):
detected_format = FORMAT_SIIS
elif filename.endswith(".csv"):
# detect the format from the first row
row = src.readline().rstrip('\n')
if row.count('\t') > 0:
if row.count(
'\t'
) == 5 and row == "<DATE>\t<TIME>\t<BID>\t<ASK>\t<LAST>\t<VOLUME>":
detected_format = FORMAT_MT5
detected_timeframe = Instrument.TF_TICK
is_mtx_tick = True
elif row.count(
'\t'
) == 8 and row == "<DATE>\t<TIME>\t<OPEN>\t<HIGH>\t<LOW>\t<CLOSE>\t<TICKVOL>\t<VOL>\t<SPREAD>":
detected_format = FORMAT_MT5
is_mtx_tick = False
# from filename try to detect the timeframe
parts = pathname.name.split('_')
if len(parts) >= 2:
detected_timeframe = MT5_TIMEFRAMES.get(parts[1])
# ignore the header line
elif row.count(',') > 0:
if row.count(',') == 4:
detected_format = FORMAT_MT4
detected_timeframe = Instrument.TF_TICK
is_mtx_tick = True
elif row.count(',') == 6:
detected_format = FORMAT_MT4
is_mtx_tick = False
# from filename try to detect the timeframe
parts = pathname.name.split('.')
if len(parts) > 0:
for mt_tf, tf in MT4_TIMEFRAMES.items():
if parts[0].endswith(mt_tf):
detected_timeframe = tf
break
# reset because first row is data
src.seek(0, 0)
if detected_format == FORMAT_UNDEFINED:
error_exit(src, "Unknown file format")
if detected_format in (FORMAT_MT4, FORMAT_MT5):
if detected_timeframe is not None and timeframe is None:
Terminal.inst().message("Auto-detected timeframe %s" %
timeframe_to_str(detected_timeframe))
if detected_timeframe and timeframe and detected_timeframe != timeframe:
error_exit(
src,
"Auto-detected timeframe %s is different of specified timeframe %s"
% (timeframe_to_str(detected_timeframe),
timeframe_to_str(timeframe)))
market_id = ""
broker_id = ""
# UTC option dates
from_date = options.get('from')
to_date = options.get('to')
if detected_format == FORMAT_SIIS:
# first row gives format details
header = src.readline()
if not header.startswith("format=SIIS\t"):
error_exit(src, "Unsupported file format")
info = header.split('\t')
for nfo in info:
k, v = nfo.split('=')
if k == "version":
if v != "1.0.0":
error_exit(src, "Unsupported format version")
elif k == "created":
pass # informational only
elif k == "broker":
broker_id = v
elif k == "market":
market_id = v
elif k == "from":
pass # informational only
elif k == "to":
pass # informational only
elif k == "timeframe":
if v != "any":
timeframe = timeframe_from_str(v)
else:
timeframe = None
else:
# need broker, market and timeframe
broker_id = options.get('broker')
market_id = options.get('market')
if not broker_id:
error_exit(src, "Missing target broker identifier")
if not market_id or ',' in market_id:
error_exit(src, "Missing or invalid target market identifier")
if timeframe is None:
if is_mtx_tick:
timeframe = Instrument.TF_TICK
elif detected_timeframe:
timeframe = detected_timeframe
else:
error_exit(src, "Missing target timeframe")
# limited sub-range
from_date_str = from_date.strftime(
"%Y-%m-%dT%H:%M:%SZ") if from_date else None
to_date_str = to_date.strftime("%Y-%m-%dT%H:%M:%SZ") if to_date else None
total_count = 0
try:
if detected_format == FORMAT_SIIS:
cur_timeframe = None
cur_from_date = from_date
cur_to_date = to_date
while 1:
row = src.readline()
if not row:
break
row = row.rstrip("\n")
if row.startswith("timeframe="):
# specify the timeframe of the next rows
k, v = row.split('=')
cur_timeframe = timeframe_from_str(v)
continue
if cur_timeframe is None:
# need a specified timeframe
continue
if cur_timeframe == Instrument.TF_TICK:
total_count += import_tick_siis_1_0_0(
broker_id, market_id, cur_from_date, cur_to_date, row)
elif cur_timeframe > 0:
total_count += import_ohlc_siis_1_0_0(
broker_id, market_id, cur_timeframe, cur_from_date,
cur_to_date, row)
elif detected_format == FORMAT_MT4:
cur_timeframe = timeframe if not is_mtx_tick else Instrument.TF_TICK
cur_from_date = from_date
cur_to_date = to_date
if cur_timeframe == Instrument.TF_TICK:
while 1:
row = src.readline()
if not row:
break
row = row.rstrip("\n")
total_count += import_tick_mt4(tool, broker_id, market_id,
cur_from_date, cur_to_date,
row)
elif cur_timeframe > 0:
while 1:
row = src.readline()
if not row:
break
row = row.rstrip("\n")
total_count += import_ohlc_mt4(broker_id, market_id,
cur_timeframe,
cur_from_date, cur_to_date,
row)
elif detected_format == FORMAT_MT5:
cur_timeframe = timeframe if not is_mtx_tick else Instrument.TF_TICK
cur_from_date = from_date
cur_to_date = to_date
if cur_timeframe == Instrument.TF_TICK:
while 1:
row = src.readline()
if not row:
break
row = row.rstrip("\n")
total_count += import_tick_mt5(tool, broker_id, market_id,
cur_from_date, cur_to_date,
row)
elif cur_timeframe > 0:
while 1:
row = src.readline()
if not row:
break
row = row.rstrip("\n")
total_count += import_ohlc_mt5(broker_id, market_id,
cur_timeframe,
cur_from_date, cur_to_date,
row)
except Exception as e:
error_logger.error(str(e))
finally:
src.close()
src = None
Terminal.inst().info("Imported %s samples" % (total_count))
Terminal.inst().info("Flushing database...")
Terminal.inst().flush()
Database.terminate()
Terminal.inst().info("Importation done!")
Terminal.inst().flush()
Terminal.terminate()
sys.exit(0)
