I import technicals.py into bot.py and want to reuse the variable sl and tp from the class instance process_candles.
If a constant number is given to sl and tp in bot.py, the script is able to work. However, the desired result is to get variable sl and tp which is calculated in the class instance process_candles. from technicals.py.
snippet technicals.py as below:
df['PAIR'] = self.pair
decision = NONE
tp = 0
sl = 0
if c[-2]>o[-2]:
if ca[-1]>h[-2]+0.0010:
decision = BUY
tp = ca[-1]+0.010
sl = l[-2]-0.010
elif o[-2]>c[-2]:
if cb[-1]<l[-2]-0.0010:
decision = SELL
tp = cb[-1]-0.010
sl = h[-2]+0.010
else:
decision = NONE
snippet bot.py
def process_pairs(self):
trades_to_make = []
for pair in self.trade_pairs:
if self.timings[pair].ready == True:
self.log_message(f"Ready to trade {pair}")
techs = Technicals(self.settings[pair], self.api, pair, GRANULARITY, log=self.tech_log)
decision = techs.get_trade_decision(self.timings[pair].last_candle)
print ("process decision")
print (decision)
units = decision * self.settings[pair].units
#tp = "154"
#sl = "153"
if units != 0:
trades_to_make.append({'pair': pair, 'units': units,'take_profit':tp, 'stop_loss':sl})
Full script are as below:
technicals.py
import pandas as pd
import numpy as np
from defs import BUY, SELL, NONE
class Technicals():
def __init__(self, settings, api, pair, granularity, log=None):
self.settings = settings
self.log = log
self.api = api
self.pair = pair
self.granularity = granularity
def log_message(self, msg):
if self.log is not None:
self.log.logger.debug(msg)
def fetch_candles(self, row_count, candle_time):
status_code, df = self.api.fetch_candles(self.pair, count=row_count, granularity=self.granularity)
if df is None:
self.log_message(f"Error fetching candles for pair:{self.pair} {candle_time}, df None")
return None
elif df.iloc[-1].time != candle_time:
self.log_message(f"Error fetching candles for pair:{self.pair} {candle_time} vs {df.iloc[-1].time}")
return None
else:
return df
def process_candles(self, df):
open = df.mid_o
o = np.array(open,dtype='float')
#print (o)
high = df.mid_h
h = np.array(high,dtype='float')
#print (h)
low = df.mid_l
l = np.array(low,dtype='float')
#print (l)
close = df.mid_c
c = np.array(close,dtype='float')
print (c)
close_ask = df.ask_c
ca = np.array(close_ask,dtype='float')
print (ca)
close_bid = df.bid_c
cb = np.array(close_bid,dtype='float')
print (cb)
df['PAIR'] = self.pair
decision = NONE
tp = 0
sl = 0
if c[-2]>o[-2]:
if ca[-1]>h[-2]+0.0010:
decision = BUY
tp = ca[-1]+0.010
sl = l[-2]-0.010
elif o[-2]>c[-2]:
if cb[-1]<l[-2]-0.0010:
decision = SELL
tp = cb[-1]-0.010
sl = h[-2]+0.010
else:
decision = NONE
log_cols = ['time','volume','PAIR','bid_c','ask_c','mid_o','mid_h','mid_l','mid_c']
self.log_message(f"Processed_df\n{df[log_cols].tail(3)}")
self.log_message(f"Trade_decision:{decision}")
self.log_message("")
return decision
def get_trade_decision(self, candle_time):
max_rows = self.settings.long_ma + 2
self.log_message("")
self.log_message(f"get_trade_decision() pair:{self.pair} max_rows:{max_rows}")
df = self.fetch_candles(max_rows, candle_time)
print ("xxxx")
print (df)
if df is not None:
return self.process_candles(df)
print("get trade decision")
print(self.process_candles(df))
return NONE
bot.py
import pprint
import time
from settings import Settings
from log_wrapper import LogWrapper
from timing import Timing
from oanda_api import OandaAPI
from technicals import Technicals
from defs import NONE, BUY, SELL
from trade_manager import TradeManager
GRANULARITY = "M1"
SLEEP = 10.0
class TradingBot():
def __init__(self):
self.log = LogWrapper("Bot")
self.tech_log = LogWrapper("Technicals")
self.trade_log = LogWrapper("Trade")
self.trade_pairs = Settings.get_pairs()
self.settings = Settings.load_settings()
self.api = OandaAPI()
self.trade_manager = TradeManager(self.api, self.settings, self.trade_log)
self.timings = { p: Timing(self.api.last_complete_candle(p, GRANULARITY)) for p in self.trade_pairs }
self.log_message(f"Bot started with\n{pprint.pformat(self.settings)}")
self.log_message(f"Bot Timings\n{pprint.pformat(self.timings)}")
print (self.api)
def log_message(self, msg):
self.log.logger.debug(msg)
def update_timings(self):
for pair in self.trade_pairs:
current = self.api.last_complete_candle(pair, GRANULARITY)
self.timings[pair].ready = False
if current > self.timings[pair].last_candle:
self.timings[pair].ready = True
self.timings[pair].last_candle = current
self.log_message(f"{pair} new candle {current}")
def process_pairs(self):
trades_to_make = []
for pair in self.trade_pairs:
if self.timings[pair].ready == True:
self.log_message(f"Ready to trade {pair}")
techs = Technicals(self.settings[pair], self.api, pair, GRANULARITY, log=self.tech_log)
decision = techs.get_trade_decision(self.timings[pair].last_candle)
print ("process decision")
print (decision)
units = decision * self.settings[pair].units
#tp = "154"
#sl = "153"
if units != 0:
trades_to_make.append({'pair': pair, 'units': units,'take_profit':tp, 'stop_loss':sl})
if len(trades_to_make) > 0:
print("bot")
print(trades_to_make)
self.trade_manager.place_trades(trades_to_make)
def run(self):
while True:
self.update_timings()
self.process_pairs()
time.sleep(SLEEP)
if __name__ == "__main__":
b = TradingBot()
b.run()
defs.py
API_KEY = "xxxx"
ACCOUNT_ID = "xyz"
OANDA_URL = 'https://api-fxpractice.oanda.com/v3'
SECURE_HEADER = {
'Authorization': f'Bearer {API_KEY}',
'Content-Type': 'application/json'
}
BUY = 1
SELL = -1
NONE = 0