Begin work on scheduling management command

This commit is contained in:
2023-02-17 07:20:19 +00:00
parent ffdbcecc8d
commit da67177a18
9 changed files with 126 additions and 1 deletions

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@@ -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()

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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

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class ActiveManagement(object):
def __init__(self, strategy):
self.strategy = strategy

19
core/trading/checks.py Normal file
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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

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@@ -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