Move order settings to OrderSettings

core/forms.py

@@ -127,16 +127,10 @@ class StrategyForm(RestrictedFormMixin, ModelForm):
             "risk_model",
             "trading_times",
             "order_settings",
-            # "order_type",
-            # "time_in_force",
             "entry_signals",
             "exit_signals",
             "trend_signals",
             "enabled",
-            # "take_profit_percent",
-            # "stop_loss_percent",
-            # "trailing_stop_loss_percent",
-            # "trade_size_percent",
         )
 
         help_texts = {
@@ -147,16 +141,10 @@ class StrategyForm(RestrictedFormMixin, ModelForm):
             "risk_model": "The risk model to use for this strategy. Highly recommended.",
             "trading_times": "When the strategy will place new trades.",
             "order_settings": "Order settings to use for this strategy.",
-            # "order_type": "Market: Buy/Sell at the current market price. Limit: Buy/Sell at a specified price. Limits protect you more against market slippage.",
-            # "time_in_force": "The time in force controls how the order is executed.",
             "entry_signals": "Callbacks received to these signals will trigger a trade.",
             "exit_signals": "Callbacks received to these signals will close all trades for the symbol on the account.",
             "trend_signals": "Callbacks received to these signals will limit the trading direction of the given symbol to the callback direction until further notice.",
             "enabled": "Whether the strategy is enabled.",
-            # "take_profit_percent": "The take profit will be set at this percentage above/below the entry price.",
-            # "stop_loss_percent": "The stop loss will be set at this percentage above/below the entry price.",
-            # "trailing_stop_loss_percent": "The trailing stop loss will be set at this percentage above/below the entry price. A trailing stop loss will follow the price as it moves in your favor.",
-            # "trade_size_percent": "Percentage of the account balance to use for each trade.",
         }
 
     entry_signals = forms.ModelMultipleChoiceField(

core/migrations/0068_strategy_order_settings.py

@@ -1,7 +1,7 @@
 # Generated by Django 4.1.6 on 2023-02-15 18:34
 
-from django.db import migrations, models
 import django.db.models.deletion
+from django.db import migrations, models
 
 
 class Migration(migrations.Migration):

core/models.py

@@ -369,10 +369,6 @@ class Strategy(models.Model):
     description = models.TextField(null=True, blank=True)
     account = models.ForeignKey(Account, on_delete=models.CASCADE)
     trading_times = models.ManyToManyField(TradingTime)
-    order_type = models.CharField(
-        choices=TYPE_CHOICES, max_length=255, default="market"
-    )
-    time_in_force = models.CharField(choices=TIF_CHOICES, max_length=255, default="gtc")
     entry_signals = models.ManyToManyField(
         Signal, related_name="entry_strategies", blank=True
     )
@@ -383,12 +379,6 @@ class Strategy(models.Model):
         Signal, related_name="trend_strategies", blank=True
     )
     enabled = models.BooleanField(default=False)
-    take_profit_percent = models.FloatField(default=1.5)
-    stop_loss_percent = models.FloatField(default=1.0)
-    trailing_stop_loss_percent = models.FloatField(default=1.0, null=True, blank=True)
-    # price_slippage_percent = models.FloatField(default=2.5)
-    # callback_price_deviation_percent = models.FloatField(default=0.5)
-    trade_size_percent = models.FloatField(default=0.5)
     trends = models.JSONField(null=True, blank=True)
 
     asset_group = models.ForeignKey(
@@ -443,9 +433,6 @@ class AssetGroup(models.Model):
     name = models.CharField(max_length=255)
     description = models.TextField(null=True, blank=True)
 
-    # Dict like {"RUB": True, "USD": False}
-    # allowed = models.JSONField(null=True, blank=True, default=dict)
-
     webhook_id = models.UUIDField(default=uuid.uuid4, editable=False, unique=True)
 
     when_no_data = models.IntegerField(choices=MAPPING_CHOICES, default=7)
@@ -457,7 +444,7 @@ class AssetGroup(models.Model):
     when_bearish = models.IntegerField(choices=MAPPING_CHOICES, default=3)
 
     def __str__(self):
-        return f"{self.name}"
+        return self.name
 
     @property
     def matches(self):
@@ -499,3 +486,6 @@ class OrderSettings(models.Model):
     stop_loss_percent = models.FloatField(default=1.0)
     trailing_stop_loss_percent = models.FloatField(default=1.0, null=True, blank=True)
     trade_size_percent = models.FloatField(default=0.5)
+
+    def __str__(self):
+        return self.name

core/trading/market.py

@@ -67,7 +67,7 @@ def get_trade_size_in_base(direction, account, strategy, cash_balance, base):
     """
 
     # Convert the trade size in percent to a ratio
-    trade_size_as_ratio = D(strategy.trade_size_percent) / D(100)
+    trade_size_as_ratio = D(strategy.order_settings.trade_size_percent) / D(100)
     log.debug(f"Trade size as ratio: {trade_size_as_ratio}")
 
     # Multiply with cash balance to get the trade size in the account's
@@ -146,16 +146,23 @@ def get_tp_sl(direction, strategy, price, round_to=None):
     :return: Take profit and stop loss prices
     """
     cast = {}
-    if strategy.take_profit_percent != 0:
+    if strategy.order_settings.take_profit_percent != 0:
-        cast["take_profit"] = get_tp(direction, strategy.take_profit_percent, price)
+        cast["take_profit"] = get_tp(
+            direction, strategy.order_settings.take_profit_percent, price
+        )
 
-    if strategy.stop_loss_percent != 0:
+    if strategy.order_settings.stop_loss_percent != 0:
-        cast["stop_loss"] = get_sl(direction, strategy.stop_loss_percent, price)
+        cast["stop_loss"] = get_sl(
+            direction, strategy.order_settings.stop_loss_percent, price
+        )
 
     # Look up the TSL if required by the strategy
-    if strategy.trailing_stop_loss_percent != 0:
+    if strategy.order_settings.trailing_stop_loss_percent != 0:
         cast["trailing_stop_loss"] = get_sl(
-            direction, strategy.trailing_stop_loss_percent, price, return_var=True
+            direction,
+            strategy.order_settings.trailing_stop_loss_percent,
+            price,
+            return_var=True,
         )
 
     if round_to:
@@ -412,7 +419,7 @@ def execute_strategy(callback, strategy, func):
             else:
                 log.debug(f"Trend check passed for {symbol} - {direction}")
 
-    type = strategy.order_type
+    type = strategy.order_settings.order_type
 
     # Get the account's balance in the native account currency
     cash_balance = strategy.account.client.get_balance()
@@ -450,7 +457,7 @@ def execute_strategy(callback, strategy, func):
         signal=signal,
         symbol=symbol,
         type=type,
-        time_in_force=strategy.time_in_force,
+        time_in_force=strategy.order_settings.time_in_force,
         # amount_fiat=amount_fiat,
         amount=amount_rounded,
         # price=price_bound,