def open_trade(self, ohlcv: OHLCV) -> None:
"""
Method opens a trade for pair in ohlcv
:param ohlcv: last OHLCV model (candle)
:type ohlcv: OHLCV model
:return: None
:rtype: None
"""
if self.budget <= 0:
print("[INFO] Budget is running low, cannot buy")
return
date = datetime.fromtimestamp(ohlcv.time / 1000)
open_trades = len(self.open_trades)
available_spaces = self.max_open_trades - open_trades
amount = ((100 / available_spaces) / 100) * self.budget
self.budget-=amount
new_trade = Trade()
new_trade.pair = ohlcv.pair
new_trade.open = ohlcv.close
new_trade.current = ohlcv.close
new_trade.status = "open"
new_trade.amount = (amount / ohlcv.close)
new_trade.opened_at = date
self.open_trades.append(new_trade)
def close_trade(self, trade: Trade, reason: str, ohlcv: OHLCV) -> None:
"""
:param trade: Trade model, trade to close
:type trade: Trade
:param reason: Reason for the trade to be closed (SL, ROI, Sell Signal)
:type reason: string
:param ohlcv: Last candle
:type ohlcv: OHLCV model
:return: None
:rtype: None
"""
trade.status = 'closed'
trade.sell_reason = reason
trade.close = trade.current
date = datetime.fromtimestamp(ohlcv.time / 1000)
trade.closed_at = date
self.budget += (trade.close * trade.amount)
self.open_trades.remove(trade)
self.closed_trades.append(trade)
self.update_drawdowns_closed_trade(trade)
def test_add(self):
product = Product()
product.title = "title"
product.descr = "desc"
product.type = ProductType.MATERIAL
product.updated_at = product.inserted_at = util.utcnow()
self.db.add(product)
trade = Trade()
trade.trade_id = self.gen_uid()
trade.timeout = "1d"
trade.fee = 0.01
trade.status = TradeStatus.PENDING
trade.channel = ChannelType.WAP
trade.show_url = "url"
trade.updated_at = trade.inserted_at = util.utcnow()
trade.product = product
self.db.add(trade)
self.db.commit()
self.assertTrue(True)
def check_stoploss_open_trade(self, trade: Trade, ohlcv: OHLCV) -> bool:
"""
:param trade: Trade model to check
:type trade: Trade model
:param ohlcv: last candle
:type ohlcv: OHLCV model
:return: return whether to close the trade based on Stop Loss
:rtype: boolean
"""
if trade.profit_percentage < 0:
if trade.max_drawdown is None or trade.max_drawdown > trade.profit_percentage:
trade.max_drawdown = trade.profit_percentage
if trade.profit_percentage < float(self.config['stoploss']):
self.close_trade(trade, reason="Stoploss", ohlcv=ohlcv)
return True
return False
def get(self):
trade_id = self.valid("trade_id")
title = self.valid("title")
fee = self.valid("fee", force_type=float,
validator=RangeValidator(0.01, 100000000).validate)
show_url = self.valid("show_url")
# Minutes as the calculating unit.
timeout = self.valid("timeout", force_type=int)
# Optional arguments
descr = self.valid("descr", required=False)
type_ = self.valid("type", required=False) or ProductType.MATERIAL
if self.errors:
reason=self.errors.values()[0]
raise HTTPError(422, "Validation Failed", reason=reason)
# Validate `trade_id` unique.
is_unique = TradeMgr.is_unique(self.db, trade_id)
logging.info("trade id:{} is_unique:{}".format(trade_id, is_unique))
if not is_unique:
reason = "Trade ID is not unique"
raise HTTPError(422, "Validation Failed", reason=reason)
timeout = "{}m".format(str(timeout))
notify_url = self.notify_host + URL_WAP_PAY_NOTIFY
alipay = AliWapPay(notify_url=notify_url,
app_id=config.ali_app_id,
private_key_path=config.private_key_path,
sign_type= config.ali_sign_type,
seller_id=config.ali_seller_id
)
# Create trade URL query string.
product_info = {"title": title, "type": type_, "descr": descr}
callback_url = self.host + URL_WAP_PAY_CALLBACK
trade_qs = alipay.create_trade(trade_id,
fee,
timeout,
callback_url,
product_info
)
utcnow = util.utcnow()
product = Product(title=title,
descr=descr,
type=type_,
updated_at=utcnow,
inserted_at=utcnow
)
trade = Trade(trade_id=trade_id,
fee=fee,
status=TradeStatus.PENDING,
channel=ChannelType.WAP,
show_url=show_url,
inserted_at=utcnow,
updated_at=utcnow,
timeout=timeout,
product=product
)
self.db.add_all([product, trade])
self.db.commit()
self.finish(config.ali_gateway + "?" + trade_qs)
from models.trade import Trade
list_trades = [
Trade(
name_of_asset="AAPL",
asset_price=50,
qty_purchased=1,
total_trade_value=50,
transaction_type="buy",
stock_id=1,
user_id=1,
asset_type='stocks'
),
Trade(
name_of_asset="AAPL",
asset_price=50,
qty_purchased=3,
total_trade_value=150,
transaction_type="buy",
stock_id=1,
user_id=1,
asset_type='stocks'
),
Trade(
name_of_asset="GOOG",
asset_price=100,
qty_purchased=1,
total_trade_value=100,
transaction_type="buy",
stock_id=2,
user_id=1,
if __name__ == '__main__':
args = get_args()
# Only set the GPU to be used visible, and so just specify cuda:0 as the device
os.environ["CUDA_VISIBLE_DEVICES"] = args['cuda']
device = torch.device('cuda:0' if torch.cuda.is_available() else 'cpu')
iprint('Using device = {}'.format(device))
(train_dataloader, dev_dataloader, test_dataloader, test_special, vocabs,
slots_dict, max_word) = get_all_data(args=args,
training=True,
batch_size=args['batch'])
model = Trade(args=args,
device=device,
slots_dict=slots_dict,
vocabs=vocabs)
model = model.to(device=device)
criterion_ptr = nn.CrossEntropyLoss(ignore_index=PAD_TOKEN)
criterion_gate = nn.CrossEntropyLoss()
optimizer = torch.optim.Adam(model.parameters(), lr=args['learning_rate'])
scheduler = torch.optim.lr_scheduler.ReduceLROnPlateau(optimizer,
mode='max',
factor=0.5,
patience=1,
min_lr=0.0001,
verbose=True)
train_model(model=model,
device=device,
def replace_trades(self, trades):
if len(trades):
Trade.replace_many(UserTradeTaskMinix.trade_cols, trades)
def save_trades(self, trades):
if len(trades):
Trade.save_many(UserTradeTaskMinix.trade_cols, trades)
def replace_trades(self, trades):
if len(trades):
Trade.replace_many(UserTradeTaskMinix.trade_cols, trades)
def save_trades(self, trades):
if len(trades):
Trade.save_many(UserTradeTaskMinix.trade_cols, trades)
def trade_product(code, num, price):
Trade.trade(code, num, price)
