Implement updating protection

core/exchanges/oanda.py

@@ -145,13 +145,14 @@ class OANDAExchange(BaseExchange):
         r = trades.TradeDetails(accountID=self.account_id, tradeID=trade_id)
         return self.call(r)
 
-    def update_trade(self, trade):
-        raise NotImplementedError
-        # r = orders.OrderReplace(
-        #     accountID=self.account_id, orderID=trade.order_id, data=data
-        # )
-        # self.client.request(r)
-        # return r.response
+    def update_trade(self, trade_id, take_profit_price, stop_loss_price):
+        data = {}
+        if take_profit_price:
+            data["takeProfit"] = {"price": str(take_profit_price)}
+        if stop_loss_price:
+            data["stopLoss"] = {"price": str(stop_loss_price)}
+        r = trades.TradeCRCDO(accountID=self.account_id, tradeID=trade_id, data=data)
+        return self.call(r)
 
     def cancel_trade(self, trade_id):
         raise NotImplementedError

core/lib/schemas/oanda_s.py

@@ -730,3 +730,22 @@ TradeCloseSchema = {
     "longPositionCloseout": "orderCreateTransaction.longPositionCloseout",
     "longOrderFillTransaction": "orderCreateTransaction.longOrderFillTransaction",
 }
+
+
+class TradeCRCDO(BaseModel):
+    takeProfitOrderCancelTransaction: OrderTransaction
+    takeProfitOrderTransaction: OrderTransaction
+    stopLossOrderCancelTransaction: OrderTransaction
+    stopLossOrderTransaction: OrderTransaction
+    relatedTransactionIDs: list[str]
+    lastTransactionID: str
+
+
+TradeCRCDOSchema = {
+    "takeProfitOrderCancelTransaction": "takeProfitOrderCancelTransaction",
+    "takeProfitOrderTransaction": "takeProfitOrderTransaction",
+    "stopLossOrderCancelTransaction": "stopLossOrderCancelTransaction",
+    "stopLossOrderTransaction": "stopLossOrderTransaction",
+    "relatedTransactionIDs": "relatedTransactionIDs",
+    "lastTransactionID": "lastTransactionID",
+}

core/tests/trading/test_live.py

@@ -182,8 +182,6 @@ class ActiveManagementMixinTestCase(StrategyMixin):
             "buy", self.account, self.strategy, self.account.client.get_balance(), "EUR"
         )
         trade_size = round(trade_size, 0)
-        print("TRADE SIZE", trade_size)
-        print("TYPE", type(trade_size))
         complex_trade = self.create_complex_trade("buy", trade_size, "EUR_USD", 5, 5)
         self.open_trade(complex_trade)
 
@@ -192,16 +190,20 @@ class ActiveManagementMixinTestCase(StrategyMixin):
         expected = {
             "close": [
                 {
-                    "id": complex_trade.id,
+                    "id": complex_trade.order_id,
                     "check": "protection",
-
                 }
             ]
         }
 
-        del self.ams.checks["close"][0]["extra"]
+        del self.ams.actions["close"][0]["extra"]
 
-        self.assertEqual(self.ams.checks, expected)
+        self.assertEqual(self.ams.actions, expected)
+
+        self.ams.execute_actions()
+
+        trades = self.account.client.get_all_open_trades()
+        self.assertEqual(len(trades), 0)
 
     def test_ams_protection_violated_adjust(self):
         # Don't violate position size check
@@ -209,25 +211,24 @@ class ActiveManagementMixinTestCase(StrategyMixin):
             "buy", self.account, self.strategy, self.account.client.get_balance(), "EUR"
         )
         trade_size = round(trade_size, 0)
-        print("TRADE SIZE", trade_size)
-        print("TYPE", type(trade_size))
         complex_trade = self.create_complex_trade("buy", trade_size, "EUR_USD", 5, 5)
         self.open_trade(complex_trade)
 
         self.ams.run_checks()
-        expected = {
-            "adjust": [
-                {
-                    "id": "21381",
-                    "check": "protection",
-                    "extra": {
-                        "stop_loss_price": D("1.05812"),
-                        "take_profit_price": D("1.08484"),
-                    },
-                }
-            ]
-        }
-        print("CHECKS", self.ams.actions)
+
+        self.assertEqual(len(self.ams.actions["adjust"]), 1)
+        expected_tp = self.ams.actions["adjust"][0]["extra"]["take_profit_price"]
+        expected_sl = self.ams.actions["adjust"][0]["extra"]["stop_loss_price"]
+        self.assertEqual(len(self.ams.actions["adjust"]), 1)
+
+        self.ams.execute_actions()
+
+        trades = self.account.client.get_all_open_trades()
+        self.assertEqual(len(trades), 1)
+        self.assertEqual(D(trades[0]["takeProfitOrder"]["price"]), expected_tp)
+        self.assertEqual(D(trades[0]["stopLossOrder"]["price"]), expected_sl)
+
+        self.close_trade(complex_trade)
 
     def test_ams_asset_groups_violated(self):
         pass

core/trading/active_management.py

@@ -86,6 +86,7 @@ class ActiveManagement(object):
         for action_cast in action_cast_list:
             msg += f"ACTION: '{action}' on trade ID '{action_cast['id']}'\n"
             msg += f"VIOLATION: '{action_cast['check']}'\n"
+            if "extra" in action_cast:
                 if action_cast["extra"]:
                     extra = action_cast["extra"]
                     extra = ", ".join([f"{k}: {v}" for k, v in extra.items()])
@@ -114,7 +115,7 @@ class ActiveManagement(object):
         self.strategy.account.client.close_trade(trade_id, difference, symbol)
 
     def adjust_protection(self, trade_id, new_protection):
-        pass  # TODO
+        self.strategy.account.client.update_trade(trade_id, **new_protection)
 
     def bulk_adjust(self, action_cast_list):
         for item in action_cast_list: