Implement trend signals

core/lib/market.py

@@ -296,7 +296,7 @@ def execute_strategy(callback, strategy, func):
     :param strategy: Strategy object
     """
 
-    # Only check times for entries. We can always exit trades.
+    # Only check times for entries. We can always exit trades and set trends.
     if func == "entry":
         # Check if we can trade now!
         now_utc = datetime.utcnow()
@@ -380,6 +380,31 @@ def execute_strategy(callback, strategy, func):
             response = account.client.close_position(side, symbol)
             log.debug(f"Close position response: {response}")
             return
+
+    # Set the trend
+    elif func == "trend":
+        if strategy.trends is None:
+            strategy.trends = {}
+        strategy.trends[symbol] = direction
+        strategy.save()
+        log.debug(f"Set trend for {symbol}: {direction}")
+        return
+
+    # Check if we are trading against the trend
+    if strategy.trend_signals is not None:
+        if strategy.trends is None:
+            log.debug("Refusing to trade with no trend signals received")
+            return
+        if symbol not in strategy.trends:
+            log.debug("Refusing to trade asset without established trend")
+            return
+        else:
+            if strategy.trends[symbol] != direction:
+                log.debug("Refusing to trade against the trend")
+                return
+            else:
+                log.debug(f"Trend check passed for {symbol} - {direction}")
+
     type = strategy.order_type
 
     # Get the account's balance in the native account currency
@@ -443,6 +468,17 @@ def execute_strategy(callback, strategy, func):
 def process_callback(callback):
     log.info(f"Received callback for {callback.hook} - {callback.signal}")
 
+    # Scan for trend
+    log.debug("Scanning for trend strategies...")
+    strategies = Strategy.objects.filter(trend_signals=callback.signal, enabled=True)
+    log.debug(f"Matched strategies: {strategies}")
+    for strategy in strategies:
+        log.debug(f"Executing strategy {strategy}")
+        if callback.hook.user != strategy.user:
+            log.error("Ownership differs between callback and strategy.")
+            continue
+        execute_strategy(callback, strategy, func="trend")
+
     # Scan for entry
     log.debug("Scanning for entry strategies...")
     strategies = Strategy.objects.filter(entry_signals=callback.signal, enabled=True)