Begin implementing exit executor for strategies

core/forms.py

@@ -165,6 +165,47 @@ class StrategyForm(RestrictedFormMixin, ModelForm):
         queryset=TradingTime.objects.all(), widget=forms.CheckboxSelectMultiple
     )
 
+    def clean(self):
+        super(StrategyForm, self).clean()
+        entry_signals = self.cleaned_data.get("entry_signals")
+        exit_signals = self.cleaned_data.get("exit_signals")
+        for entry in entry_signals.all():
+            if entry in exit_signals.all():
+                self._errors["entry_signals"] = self.error_class(
+                    [
+                        "You cannot bet against yourself. Do not use the same signal for entry and exit."
+                    ]
+                )
+        for exit in exit_signals.all():
+            if exit in entry_signals.all():
+                self._errors["exit_signals"] = self.error_class(
+                    [
+                        "You cannot bet against yourself. Do not use the same signal for entry and exit."
+                    ]
+                )
+        # Get all the directions for entry and exit signals
+        entries_set = set([x.direction for x in entry_signals.all()])
+        exits_set = set([x.direction for x in exit_signals.all()])
+
+        # Make sure both fields are filled before we check this
+        if entries_set and exits_set:
+            # Combine them into one set
+            check_set = set()
+            check_set.update(entries_set, exits_set)
+
+            # If the length is 1, they are all the same direction
+            if len(check_set) == 1:
+                self._errors["entry_signals"] = self.error_class(
+                    [
+                        "You cannot have entry and exit signals that are the same direction. At least one must be opposing."
+                    ]
+                )
+                self._errors["exit_signals"] = self.error_class(
+                    [
+                        "You cannot have entry and exit signals that are the same direction. At least one must be opposing."
+                    ]
+                )
+
 
 class TradeForm(RestrictedFormMixin, ModelForm):
     class Meta:

core/lib/market.py

@@ -295,9 +295,10 @@ def execute_strategy(callback, strategy):
     user = strategy.user
     account = strategy.account
     hook = callback.hook
+    signal = callback.signal
     base = callback.base
     quote = callback.quote
-    direction = hook.direction
+    direction = signal.direction
 
     # Don't be silly
     if callback.exchange != account.exchange:
@@ -359,6 +360,7 @@ def execute_strategy(callback, strategy):
         user=user,
         account=account,
         hook=hook,
+        signal=signal,
         symbol=symbol,
         type=type,
         time_in_force=strategy.time_in_force,
@@ -381,8 +383,22 @@ def execute_strategy(callback, strategy):
 
 
 def process_callback(callback):
-    log.info(f"Received callback for {callback.hook}")
+    log.info(f"Received callback for {callback.hook} - {callback.signal}")
-    strategies = Strategy.objects.filter(hooks=callback.hook, enabled=True)
+
+    # Scan for entry
+    log.debug("Scanning for entry strategies...")
+    strategies = Strategy.objects.filter(entry_signals=callback.signal, enabled=True)
+    log.debug(f"Matched strategies: {strategies}")
+    for strategy in strategies:
+        log.debug(f"Executing strategy {strategy}")
+        if callback.hook.user != strategy.user:
+            log.error("Ownership differs between callback and strategy.")
+            continue
+        execute_strategy(callback, strategy)
+
+    # Scan for exit
+    log.debug("Scanning for entry strategies...")
+    strategies = Strategy.objects.filter(exit_signals=callback.signal, enabled=True)
     log.debug(f"Matched strategies: {strategies}")
     for strategy in strategies:
         log.debug(f"Executing strategy {strategy}")

core/migrations/0036_remove_hook_direction_alter_hook_name_signal.py

@@ -1,8 +1,8 @@
 # Generated by Django 4.1.3 on 2022-12-01 18:22
 
+import django.db.models.deletion
 from django.conf import settings
 from django.db import migrations, models
-import django.db.models.deletion
 
 
 class Migration(migrations.Migration):

core/migrations/0037_callback_signal.py

@@ -1,7 +1,7 @@
 # Generated by Django 4.1.3 on 2022-12-01 18:33
 
-from django.db import migrations, models
 import django.db.models.deletion
+from django.db import migrations, models
 
 
 class Migration(migrations.Migration):

core/migrations/0038_remove_strategy_hooks_strategy_entry_signals_and_more.py

@@ -1,7 +1,7 @@
 # Generated by Django 4.1.3 on 2022-12-01 18:40
 
-from django.db import migrations, models
 import django.db.models.deletion
+from django.db import migrations, models
 
 
 class Migration(migrations.Migration):

core/views/hooks.py

@@ -10,7 +10,7 @@ from rest_framework.views import APIView
 from core.forms import HookForm
 from core.lib import market
 from core.lib.schemas.drakdoo_s import DrakdooCallback
-from core.models import Callback, Hook
+from core.models import Callback, Hook, Signal
 from core.util import logs
 from core.views import ObjectCreate, ObjectDelete, ObjectList, ObjectUpdate
 
@@ -88,16 +88,29 @@ class HookAPI(APIView):
         except Hook.DoesNotExist:
             return HttpResponseBadRequest("Hook does not exist.")
 
+        # Try getting the signal
+        try:
+            signal = Signal.objects.get(signal=hook_resp.title)
+        except Signal.DoesNotExist:
+            return HttpResponseBadRequest("Signal does not exist.")
+
+        # For uptime checks/testing
         if data["exchange"].lower() == "n/a":
             log.debug("HookAPI callback: exchange is N/A, skipping")
             return HttpResponse("OK")
+
+        # Set the signal relation
+        data["signal"] = signal
+
         # Create the callback object
         callback = Callback.objects.create(hook=hook, **data)
         callback.save()
         market.process_callback(callback)
         # Bump received count
         hook.received = hook.received + 1
+        signal.received = signal.received + 1
         hook.save()
+        signal.save()
 
         return HttpResponse("OK")
 

core/views/signals.py

@@ -12,7 +12,9 @@ class SignalList(LoginRequiredMixin, ObjectList):
     list_template = "partials/signal-list.html"
     model = Signal
     page_title = "List of signals. Linked to hooks and strategies."
-    page_subtitle = "Link signals you have defined in Drakdoo to their corresponding hooks."
+    page_subtitle = (
+        "Link signals you have defined in Drakdoo to their corresponding hooks."
+    )
 
     list_url_name = "signals"
     list_url_args = ["type"]