Begin work on scheduling management command

core/management/commands/scheduling.py

@@ -0,0 +1,47 @@
+import asyncio
+
+from apscheduler.schedulers.asyncio import AsyncIOScheduler
+from asgiref.sync import sync_to_async
+from django.core.management.base import BaseCommand
+
+from core.models import Strategy
+from core.util import logs
+from core.trading import active_management
+
+log = logs.get_logger("scheduling")
+
+INTERVAL = 5
+
+
+async def job():
+    """
+    Run all schedules matching the given interval.
+    :param interval_seconds: The interval to run.
+    """
+    strategies = await sync_to_async(list)(
+        Strategy.objects.filter(enabled=True, active_management_enabled=True)
+    )
+    log.debug(f"Found {len(strategies)} strategies")
+    for strategy in strategies:
+        log.debug(f"Running strategy {strategy.name}")
+        ams = active_management.ActiveManagement(strategy)
+
+
+
+class Command(BaseCommand):
+    def handle(self, *args, **options):
+        """
+        Start the scheduling process.
+        """
+        scheduler = AsyncIOScheduler()
+
+        log.debug(f"Scheduling checking process job every {INTERVAL} seconds")
+        scheduler.add_job(job, "interval", seconds=INTERVAL)
+        scheduler.start()
+        loop = asyncio.get_event_loop()
+        try:
+            loop.run_forever()
+        except (KeyboardInterrupt, SystemExit):
+            log.info("Process terminating")
+        finally:
+            loop.close()

core/tests/trading/test_checks.py

@@ -0,0 +1,26 @@
+from django.test import TestCase
+
+from core.trading import checks
+
+from core.models import TradingTime, Strategy, OrderSettings, User
+
+class ChecksTestCase(TestCase):
+    def setUp(self):
+        self.user = User.objects.create_user(
+            username="testuser", email="test@example.com", password="test"
+        )
+        self.order_settings = OrderSettings.objects.create(user=self.user, name="Default")
+        self.trading_time_now = TradingTime.objects.create(
+            user=self.user,
+            name="Test Trading Time",
+            start_day=1, # Monday
+            start_time="08:00",
+            end_day=1, # Monday
+            end_time="16:00",
+        )
+
+
+        self.strategy = Strategy.objects.create(user=self.user, name="Test Strategy", )
+
+    def test_within_trading_times(self):
+        pass

core/trading/active_management.py

@@ -0,0 +1,3 @@
+class ActiveManagement(object):
+    def __init__(self, strategy):
+        self.strategy = strategy

core/trading/checks.py

@@ -0,0 +1,19 @@
+from datetime import datetime
+from core.util import logs
+
+log = logs.get_logger("checks")
+
+
+def within_trading_times(strategy, ts=None):
+    if not ts:
+        ts = datetime.utcnow()
+    # Check if we can trade now!
+    trading_times = strategy.trading_times.all()
+    if not trading_times:
+        log.error("No trading times set for strategy")
+        return False
+    matches = [x.within_range(ts) for x in trading_times]
+    if not any(matches):
+        log.debug("Not within trading time range")
+        return False
+    return True

core/trading/market.py

@@ -5,7 +5,7 @@ from core.exchanges import common
 from core.exchanges.convert import get_price, side_to_direction
 from core.lib.notify import sendmsg
 from core.models import Account, Strategy, Trade
-from core.trading import assetfilter
+from core.trading import assetfilter, checks
 from core.trading.crossfilter import crossfilter
 from core.trading.risk import check_risk
 from core.util import logs

docker-compose.yml

@@ -31,6 +31,35 @@ services:
       - xf
       - elastic
 
+  scheduling:
+    image: xf/fisk:prod
+    container_name: scheduling_fisk
+    build:
+      context: .
+      args:
+        OPERATION: ${OPERATION}
+    command: sh -c '. /venv/bin/activate && python manage.py scheduling'
+    volumes:
+      - ${PORTAINER_GIT_DIR}:/code
+      - ${PORTAINER_GIT_DIR}/docker/uwsgi.ini:/conf/uwsgi.ini
+      - ${APP_DATABASE_FILE}:/conf/db.sqlite3
+      - fisk_static:${STATIC_ROOT}
+    env_file:
+      - stack.env
+    volumes_from:
+      - tmp
+    depends_on:
+      redis:
+        condition: service_healthy
+      migration:
+        condition: service_started
+      collectstatic:
+        condition: service_started
+    networks:
+      - default
+      - xf
+      - elastic
+
   migration:
     image: xf/fisk:prod
     container_name: migration_fisk

requirements.txt

@@ -21,6 +21,7 @@ alpaca-py
 oandapyV20
 glom
 elasticsearch
+apscheduler
 git+https://git.zm.is/XF/django-crud-mixins
 # pyroscope-io
 # For caching