From 9a691206952a3ca0fc673e5d6d3b6ebebd87f51c Mon Sep 17 00:00:00 2001 From: Mark Veidemanis Date: Wed, 11 Jan 2023 19:59:27 +0000 Subject: [PATCH] Remove leftover comments and debug statements --- core/exchanges/oanda.py | 3 --- core/trading/market.py | 10 ++++++---- core/trading/risk.py | 23 +---------------------- 3 files changed, 7 insertions(+), 29 deletions(-) diff --git a/core/exchanges/oanda.py b/core/exchanges/oanda.py index 3f38882..bbaab76 100644 --- a/core/exchanges/oanda.py +++ b/core/exchanges/oanda.py @@ -39,12 +39,9 @@ class OANDAExchange(BaseExchange): def get_balance(self, return_usd=False): r = accounts.AccountSummary(self.account_id) response = self.call(r) - print("RESPONSE", response) balance = float(response["balance"]) currency = response["currency"] balance_usd = common.to_currency("sell", self.account, balance, currency, "USD") - print("BALANCE", balance) - print("BALANCE USD", balance_usd) common.get_balance_hook( self.account.user.id, diff --git a/core/trading/market.py b/core/trading/market.py index 6184f77..fe56215 100644 --- a/core/trading/market.py +++ b/core/trading/market.py @@ -61,11 +61,7 @@ def convert_trades_to_usd(account, trades): side = trade["side"] direction = side_to_direction(side) base, quote = get_base_quote(account.exchange, symbol) - print("BASE", base) - print("QUOTE", quote) - print("AMOUNT", amount) amount_usd = common.to_currency(direction, account, amount, base, "USD") - print("TRADE AMOUNT USD", amount_usd) trade["trade_amount_usd"] = amount_usd if "stop_loss_percent" in trade: trade["stop_loss_usd"] = (trade["stop_loss_percent"] / 100) * amount_usd @@ -303,6 +299,12 @@ def get_precision(account, symbol): return (None, None) +# TODO: create_trade helper +# account, strategy, symbol, direction +# pull all data to create the trade from the strategy +# complete all crossfilter and risk management checks, etc. + + def execute_strategy(callback, strategy, func): """ Execute a strategy. diff --git a/core/trading/risk.py b/core/trading/risk.py index fd15d31..ed16cc0 100644 --- a/core/trading/risk.py +++ b/core/trading/risk.py @@ -9,18 +9,9 @@ def check_max_loss(risk_model, initial_balance, account_balance): """ Check that the account balance is within the max loss limit. """ - # print("Max loss percent", risk_model.max_loss_percent) - # print("Initial balance", initial_balance) - # print("Account balance", account_balance) - # max_loss_percent = risk_model.max_loss_percent - # print("Max loss ratio", (max_loss_percent / 100)) - # max_loss = initial_balance * (max_loss_percent / 100) - # print("Max loss", max_loss) - # return account_balance > max_loss - max_loss_percent = risk_model.max_loss_percent - # calculate the inverse of the max loss percent as a ratio + # Calculate the inverse of the max loss percent as a ratio inverse_loss_multiplier = 1 - max_loss_percent / 100 minimum_balance = initial_balance * inverse_loss_multiplier @@ -32,10 +23,8 @@ def check_max_risk(risk_model, account_balance_usd, account_trades): Check that all of the trades in the account are within the max risk limit. """ max_risk_percent = D(risk_model.max_risk_percent) - print("Max risk percent", max_risk_percent) # Calculate the max risk of the account in USD max_risk_usd = account_balance_usd * (max_risk_percent / D(100)) - print("Max risk USD", max_risk_usd) total_risk = 0 for trade in account_trades: max_tmp = [] @@ -47,12 +36,9 @@ def check_max_risk(risk_model, account_balance_usd, account_trades): if "trailing_stop_loss_usd" in trade: max_tmp.append(trade["trailing_stop_loss_usd"]) if max_tmp: - print("MAX TMP", max_tmp) total_risk += max(max_tmp) - print("total risk", total_risk) allowed = total_risk < max_risk_usd - print("check amx risk allowed", allowed) return allowed @@ -60,7 +46,6 @@ def check_max_open_trades(risk_model, account_trades): """ Check that the number of trades in the account is within the max open trades limit. """ - print("LEN ACCOUNT TRADES", len(account_trades)) return len(account_trades) < risk_model.max_open_trades @@ -75,7 +60,6 @@ def check_max_open_trades_per_symbol(risk_model, account_trades): symbol_map[symbol] = 0 symbol_map[symbol] += 1 - print("SUMBOL MAP", symbol_map) for symbol, count in symbol_map.items(): if count >= risk_model.max_open_trades_per_symbol: return False @@ -90,7 +74,6 @@ def check_risk(risk_model, account, proposed_trade): max_loss_check = check_max_loss( risk_model, account.initial_balance, account.client.get_balance() ) - print("Max loss check", max_loss_check) if not max_loss_check: return {"allowed": False, "reason": "Maximum loss exceeded."} @@ -104,7 +87,6 @@ def check_risk(risk_model, account, proposed_trade): account_trades = market.convert_trades_to_usd(account, account_trades) max_open_trades_check = check_max_open_trades(risk_model, account_trades) - print("Max open trades check: ", max_open_trades_check) if not max_open_trades_check: return {"allowed": False, "reason": "Maximum open trades exceeded."} @@ -112,15 +94,12 @@ def check_risk(risk_model, account, proposed_trade): max_open_trades_per_symbol_check = check_max_open_trades_per_symbol( risk_model, account_trades ) - print("Max open trades per symbol check: ", max_open_trades_per_symbol_check) if not max_open_trades_per_symbol_check: return {"allowed": False, "reason": "Maximum open trades per symbol exceeded."} # Check that the max risk is not exceeded account_balance_usd = account.client.get_balance(return_usd=True) - print("Account balance USD (not)", account_balance_usd) max_risk_check = check_max_risk(risk_model, account_balance_usd, account_trades) - print("Max risk check: ", max_risk_check) if not max_risk_check: return {"allowed": False, "reason": "Maximum risk exceeded."}