bbstrader 0.2.6__py3-none-any.whl → 0.2.7__py3-none-any.whl

bbstrader/metatrader/risk.py

@@ -329,7 +329,9 @@ class RiskManagement(Account):
         tf_int = self._convert_time_frame(self._tf)
         interval = round((minutes / tf_int) * 252)
 
-        rate = Rates(self.symbol, self._tf, 0, interval, **self.kwargs)
+        rate = Rates(
+            self.symbol, timeframe=self._tf, start_pos=0, count=interval, **self.kwargs
+        )
         returns = rate.returns * 100
         std = returns.std()
         point = self.get_symbol_info(self.symbol).point
@@ -381,7 +383,9 @@ class RiskManagement(Account):
         tf_int = self._convert_time_frame(tf)
         interval = round((minutes / tf_int) * 252)
 
-        rate = Rates(self.symbol, tf, 0, interval, **self.kwargs)
+        rate = Rates(
+            self.symbol, timeframe=tf, start_pos=0, count=interval, **self.kwargs
+        )
         returns = rate.returns * 100
         p = self.get_account_info().margin_free
         mu = returns.mean()

bbstrader/metatrader/trade.py

@@ -129,7 +129,7 @@ class Trade(RiskManagement):
             -   sl
             -   tp
             -   be
-        See the RiskManagement class for more details on these parameters.
+        See the ``bbstrader.metatrader.risk.RiskManagement`` class for more details on these parameters.
         See `bbstrader.metatrader.account.check_mt5_connection()` for more details on how to connect to MT5 terminal.
         """
         # Call the parent class constructor first
@@ -649,25 +649,26 @@ class Trade(RiskManagement):
             if type == "BMKT" or type == "SMKT":
                 self.opened_positions.append(result.order)
                 positions = self.get_positions(symbol=self.symbol)
-                for position in positions:
-                    if position.ticket == result.order:
-                        if position.type == 0:
-                            order_type = "BUY"
-                            self.buy_positions.append(position.ticket)
-                        else:
-                            order_type = "SELL"
-                            self.sell_positions.append(position.ticket)
-                        profit = round(self.get_account_info().profit, 5)
-                        order_info = (
-                            f"2. {order_type} Position Opened, Symbol: {self.symbol}, Price: @{round(position.price_open,5)}, "
-                            f"Sl: @{position.sl} Tp: @{position.tp}"
-                        )
-                        self.logger.info(order_info)
-                        pos_info = (
-                            f"3. [OPEN POSITIONS ON {self.symbol} = {len(positions)}, ACCOUNT OPEN PnL = {profit} "
-                            f"{self.get_account_info().currency}]\n"
-                        )
-                        self.logger.info(pos_info)
+                if positions is not None:
+                    for position in positions:
+                        if position.ticket == result.order:
+                            if position.type == 0:
+                                order_type = "BUY"
+                                self.buy_positions.append(position.ticket)
+                            else:
+                                order_type = "SELL"
+                                self.sell_positions.append(position.ticket)
+                            profit = round(self.get_account_info().profit, 5)
+                            order_info = (
+                                f"2. {order_type} Position Opened, Symbol: {self.symbol}, Price: @{round(position.price_open,5)}, "
+                                f"Sl: @{position.sl} Tp: @{position.tp}"
+                            )
+                            self.logger.info(order_info)
+                            pos_info = (
+                                f"3. [OPEN POSITIONS ON {self.symbol} = {len(positions)}, ACCOUNT OPEN PnL = {profit} "
+                                f"{self.get_account_info().currency}]\n"
+                            )
+                            self.logger.info(pos_info)
         else:
             msg = trade_retcode_message(result.retcode)
             self.logger.error(
@@ -1054,7 +1055,10 @@ class Trade(RiskManagement):
         spread = self.get_symbol_info(self.symbol).spread
         fees = self.get_stats()[0]["average_fee"] * -1
         risk = self.currency_risk()["trade_profit"]
-        fees_points = round((fees / risk), 3)
+        try:
+            fees_points = round((fees / risk), 3)
+        except ZeroDivisionError:
+            fees_points = 0
         # If Buy
         if position.type == 0 and position.price_current > position.price_open:
             # Calculate the break-even level and price
@@ -1161,7 +1165,10 @@ class Trade(RiskManagement):
         point = self.get_symbol_info(self.symbol).point
         fees = self.get_stats()[0]["average_fee"] * -1
         risk = self.currency_risk()["trade_profit"]
-        min_be = round((fees / risk)) + 2
+        try:
+            min_be = round((fees / risk)) + 2
+        except ZeroDivisionError:
+            min_be = self.symbol_info(self.symbol).spread
         be = self.get_break_even()
         if th is not None:
             win_be = th
@@ -1189,7 +1196,7 @@ class Trade(RiskManagement):
                 # The first one is the opening order
                 # The second is the closing order
                 history = self.get_trades_history(position=position, to_df=False)
-                if len(history) == 2:
+                if history is not None and len(history) == 2:
                     profit += history[1].profit
                     commission += history[0].commission
                     swap += history[0].swap
@@ -1460,7 +1467,7 @@ class Trade(RiskManagement):
             for position in self.opened_positions:
                 time.sleep(0.1)
                 history = self.get_trades_history(position=position, to_df=False)
-                if len(history) == 2:
+                if history is not None and len(history) == 2:
                     result = history[1].profit
                     comm = history[0].commission
                     swap = history[0].swap

bbstrader/trading/execution.py

@@ -110,6 +110,7 @@ def _mt5_execution(
         notify = kwargs.get("notify", False)
         signal_tickers = kwargs.get("signal_tickers", symbols)
         debug_mode = kwargs.get("debug_mode", False)
+        delay = kwargs.get("delay", 0)
         if notify:
             telegram = kwargs.get("telegram", False)
             bot_token = kwargs.get("bot_token")
@@ -192,8 +193,9 @@ def _mt5_execution(
         symbol_type = account.get_symbol_type(symbol)
         desc = account.get_symbol_info(symbol).description
         sigmsg = (
-            f"SIGNAL = {signal}, SYMBOL={symbol}, TYPE={symbol_type}, DESCRIPTION={desc}, "
-            f"PRICE={price}, STOPLIMIT={stoplimit}, STRATEGY={STRATEGY}, TIMEFRAME={time_frame}"
+            f"SIGNAL = {signal}, \nSYMBOL={symbol}, \nTYPE={symbol_type}, \nDESCRIPTION={desc}, "
+            f"\nPRICE={price}, \nSTOPLIMIT={stoplimit}, \nSTRATEGY={STRATEGY}, \nTIMEFRAME={time_frame}"
+            f"\nBROKER={account.broker.name}, \nTIMESTAMP={datetime.now().strftime('%Y-%m-%d %H:%M:%S')}"
         )
         msg = f"Sending {signal} Order ... SYMBOL={symbol}, STRATEGY={STRATEGY}"
         tfmsg = f"Time Frame Not completed !!! SYMBOL={symbol}, STRATEGY={STRATEGY}"
@@ -399,10 +401,11 @@ def _mt5_execution(
         elif trade_time % iter_time == 0:
             time_intervals += iter_time
         else:
-            raise ValueError(
-                f"iter_time must be a multiple of the {time_frame} !!!"
-                f"(e.g., if time_frame is 15m, iter_time must be 1.5, 3, 3, 15 etc)"
-            )
+            if use_trade_time:
+                raise ValueError(
+                    f"iter_time must be a multiple of the {time_frame} !!!"
+                    f"(e.g., if time_frame is 15m, iter_time must be 1.5, 3, 5, 15 etc)"
+                )
         try:
             FRIDAY = "friday"
             check_mt5_connection(**kwargs)
@@ -449,15 +452,15 @@ def _mt5_execution(
                         period_end_action == "sleep" and today != FRIDAY or not closing
                     ):
                         sleep_time = trades_instances[symbols[-1]].sleep_time()
-                        sleepmsg(sleep_time)
-                        time.sleep(60 * sleep_time)
+                        sleepmsg(sleep_time + delay)
+                        time.sleep(60 * sleep_time + delay)
                         logger.info(sessionmsg)
                     elif period_end_action == "sleep" and today == FRIDAY:
                         sleep_time = trades_instances[symbols[-1]].sleep_time(
                             weekend=True
                         )
-                        sleepmsg(sleep_time)
-                        time.sleep(60 * sleep_time)
+                        sleepmsg(sleep_time + delay)
+                        time.sleep(60 * sleep_time + delay)
                         logger.info(sessionmsg)
 
             elif period.lower() == "week":
@@ -476,8 +479,8 @@ def _mt5_execution(
 
                 if day_end and today != FRIDAY:
                     sleep_time = trades_instances[symbols[-1]].sleep_time()
-                    sleepmsg(sleep_time)
-                    time.sleep(60 * sleep_time)
+                    sleepmsg(sleep_time + delay)
+                    time.sleep(60 * sleep_time + delay)
                     logger.info(sessionmsg)
                 elif day_end and today == FRIDAY:
                     strategy.perform_period_end_checks()
@@ -487,8 +490,8 @@ def _mt5_execution(
                         sleep_time = trades_instances[symbols[-1]].sleep_time(
                             weekend=True
                         )
-                        sleepmsg(sleep_time)
-                        time.sleep(60 * sleep_time)
+                        sleepmsg(sleep_time + delay)
+                        time.sleep(60 * sleep_time + delay)
                         logger.info(sessionmsg)
 
             elif period.lower() == "month":
@@ -501,7 +504,7 @@ def _mt5_execution(
                     elif (
                         trade.days_end()
                         and today == FRIDAY
-                        and num_days / len(symbols) >= 20
+                        and num_days >= 20
                     ) and closing:
                         for id in expert_ids:
                             trade.close_positions(
@@ -511,17 +514,17 @@ def _mt5_execution(
                         trade.statistics(save=True)
                 if day_end and today != FRIDAY:
                     sleep_time = trades_instances[symbols[-1]].sleep_time()
-                    sleepmsg(sleep_time)
-                    time.sleep(60 * sleep_time)
+                    sleepmsg(sleep_time + delay)
+                    time.sleep(60 * sleep_time + delay)
                     logger.info(sessionmsg)
                     num_days += 1
                 elif day_end and today == FRIDAY:
                     sleep_time = trades_instances[symbols[-1]].sleep_time(weekend=True)
-                    sleepmsg(sleep_time)
-                    time.sleep(60 * sleep_time)
+                    sleepmsg(sleep_time + delay)
+                    time.sleep(60 * sleep_time + delay)
                     logger.info(sessionmsg)
                     num_days += 1
-                elif day_end and today == FRIDAY and num_days / len(symbols) >= 20:
+                elif day_end and today == FRIDAY and num_days >= 20:
                     strategy.perform_period_end_checks()
                     break
         except Exception:

{bbstrader-0.2.6.dist-info → bbstrader-0.2.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: bbstrader
-Version: 0.2.6
+Version: 0.2.7
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/

{bbstrader-0.2.6.dist-info → bbstrader-0.2.7.dist-info}/RECORD

@@ -17,8 +17,8 @@ bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/metatrader/__init__.py,sha256=rrL_EtecsOCD2Cwhmpgta5CjSGT0K6vzSBiQoyCLe3M,283
 bbstrader/metatrader/account.py,sha256=Le46-lFqYm4VGQn3nPl1DUVCuiuxNi3EVf56kF8gA5Y,58221
 bbstrader/metatrader/rates.py,sha256=12hNcjRSKcOSjBAhDvpakqAiLaI0ndU6oBhCTIWDzr0,21089
-bbstrader/metatrader/risk.py,sha256=OkQ5qOcgy7qHkr6sx4N1B5JJCPBo1HYiIFxGwePTtwc,27479
-bbstrader/metatrader/trade.py,sha256=2H0JSKgaWASaG9UeOnkxI5d12zI5CQ_NBIf4YpEDNCk,73248
+bbstrader/metatrader/risk.py,sha256=H8Iz93g3EVnb9bOdi4RSFF9JN1CY-IutYHs9-epBTpQ,27579
+bbstrader/metatrader/trade.py,sha256=k6IeKaC83sH_th9uNxeEIlNBzVoSzK1J-0jKIDIA7rc,73639
 bbstrader/metatrader/utils.py,sha256=UnwWmmfgY-Cw1V0vL14ehuWr9AhjcJMtVZK8k19b0i4,17672
 bbstrader/models/__init__.py,sha256=SnGBMQ-zcUIpms3oNeqg7EVDFpg-7OPjNAD8kvi_Q84,508
 bbstrader/models/factors.py,sha256=dWuXh83hLkwxUp3XwjgUl-r3_cjVcV_s0aFRlSLIfo8,13332
@@ -27,11 +27,11 @@ bbstrader/models/optimization.py,sha256=gp0n9a9vwbUldaNiZUYry_4RP2NW0VFZ2k5NoOkz
 bbstrader/models/portfolio.py,sha256=-Zq9cmzyOZUlGq9RWfAxClpX0KJZqYZYpc5EGNTcPGI,8302
 bbstrader/models/risk.py,sha256=IFQoHXxpBwJiifANRgwyAUOp7EgTWBAhfJFCO1sGR3g,15405
 bbstrader/trading/__init__.py,sha256=2VoxbzfP1XBLVuxJtjRhjEBCtnv9HqwQzfMV4B5mM7M,468
-bbstrader/trading/execution.py,sha256=Iht2WjXbELhtfvxSYZSEXmPCM7SPmQNRP4bS7VIQuFI,30724
+bbstrader/trading/execution.py,sha256=fFywdEJXtVSSxKNGTpRnFHiprTI1jmDNd94Ox1F1aU4,30999
 bbstrader/trading/scripts.py,sha256=pNwHr-3mW87G5fyIMd93wS43NkzOZn4npt4fLNnSUyk,1922
 bbstrader/trading/strategies.py,sha256=rMvLIhX_8MQg7_Lbo127UqdTRxBUof2m3jgRQTm55p0,37019
-bbstrader-0.2.6.dist-info/LICENSE,sha256=P3PBO9RuYPzl6-PkjysTNnwmwMB64ph36Bz9DBj8MS4,1115
-bbstrader-0.2.6.dist-info/METADATA,sha256=lPALTQr6DmLRXW5jpyfkZY4bKXlgF5ihbwRrcQfWd64,11271
-bbstrader-0.2.6.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
-bbstrader-0.2.6.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.2.6.dist-info/RECORD,,
+bbstrader-0.2.7.dist-info/LICENSE,sha256=P3PBO9RuYPzl6-PkjysTNnwmwMB64ph36Bz9DBj8MS4,1115
+bbstrader-0.2.7.dist-info/METADATA,sha256=Ce_IeZ9fc-yb5dGN3pmq60woLrcos_WBi3T_Tras30k,11271
+bbstrader-0.2.7.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+bbstrader-0.2.7.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
+bbstrader-0.2.7.dist-info/RECORD,,