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Implement updating protection

This commit is contained in:
Mark Veidemanis 2023-02-22 07:20:37 +00:00
parent ba8eb69309
commit ed63085e10
Signed by: m
GPG Key ID: 5ACFCEED46C0904F
4 changed files with 55 additions and 33 deletions
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15
core/exchanges/oanda.py
View File

@ -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

19
core/lib/schemas/oanda_s.py
View File

@ -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",
}

43
core/tests/trading/test_live.py
View File

@ -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

11
core/trading/active_management.py
View File

@ -86,10 +86,11 @@ 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 action_cast["extra"]:
extra = action_cast["extra"]
extra = ", ".join([f"{k}: {v}" for k, v in extra.items()])
msg += f"EXTRA: {extra}\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()])
msg += f"EXTRA: {extra}\n"
msg += "=========\n"
sendmsg(self.strategy.user, msg, title=f"AMS: {action}")
@ -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: