bbstrader 0.3.0__py3-none-any.whl → 0.3.1__py3-none-any.whl

bbstrader/trading/execution.py

@@ -1,7 +1,8 @@
 import multiprocessing as mp
+import sys
 import time
 from datetime import date, datetime
-from typing import Dict, List, Literal, Optional
+from typing import Callable, Dict, List, Literal, Optional
 
 import pandas as pd
 from loguru import logger as log
@@ -88,7 +89,7 @@ NON_EXEC_RETCODES = {
 log.add(
     f"{BBSTRADER_DIR}/logs/execution.log",
     enqueue=True,
-    level="INFO",
+    level="DEBUG",
     format="{time:YYYY-MM-DD HH:mm:ss} | {level} | {name} | {message}",
 )
 
@@ -171,10 +172,11 @@ class Mt5ExecutionEngine:
         self,
         symbol_list: List[str],
         trades_instances: Dict[str, Trade],
-        strategy_cls: Strategy,
+        strategy_cls: Strategy | MT5Strategy,
         /,
         mm: bool = True,
         auto_trade: bool = True,
+        prompt_callback: Callable = None,
         optimizer: str = "equal",
         trail: bool = True,
         stop_trail: Optional[int] = None,
@@ -201,6 +203,8 @@ class Mt5ExecutionEngine:
             auto_trade :  If set to true, when signal are generated by the strategy class,
                 the Execution engine will automaticaly open position in other whise it will prompt
                 the user for confimation.
+            prompt_callback : Callback function to prompt the user for confirmation.
+                This is useful when integrating with GUI applications.
             show_positions_orders : Print open positions and orders. Defaults to False.
             iter_time : Interval to check for signals and `mm`. Defaults to 5.
             use_trade_time : Open trades after the time is completed. Defaults to True.
@@ -244,6 +248,7 @@ class Mt5ExecutionEngine:
         self.strategy_cls = strategy_cls
         self.mm = mm
         self.auto_trade = auto_trade
+        self.prompt_callback = prompt_callback
         self.optimizer = optimizer
         self.trail = trail
         self.stop_trail = stop_trail
@@ -267,6 +272,7 @@ class Mt5ExecutionEngine:
 
         self._initialize_engine(**kwargs)
         self.strategy = self._init_strategy(**kwargs)
+        self._running = True
 
     def __repr__(self):
         trades = self.trades_instances.keys()
@@ -308,7 +314,7 @@ class Mt5ExecutionEngine:
     def _print_exc(self, msg: str, e: Exception):
         if isinstance(e, KeyboardInterrupt):
             logger.info("Stopping the Execution Engine ...")
-            quit()
+            sys.exit(0)
         if self.debug_mode:
             raise ValueError(msg).with_traceback(e.__traceback__)
         else:
@@ -332,10 +338,10 @@ class Mt5ExecutionEngine:
             expert_ids = [expert_ids]
         return expert_ids
 
-    def _init_strategy(self, **kwargs):
+    def _init_strategy(self, **kwargs) -> Strategy | MT5Strategy:
         try:
             check_mt5_connection(**kwargs)
-            strategy: MT5Strategy = self.strategy_cls(
+            strategy = self.strategy_cls(
                 symbol_list=self.symbols, mode=TradingMode.LIVE, **kwargs
             )
         except Exception as e:
@@ -367,21 +373,21 @@ class Mt5ExecutionEngine:
         ).format(**common_data)
 
         sigmsg = (
-            "SIGNAL={signal},\n"
-            "SYMBOL={symbol},\n"
-            "TYPE={symbol_type},\n"
-            "DESCRIPTION={description},\n"
-            "PRICE={price},\n"
-            "STOPLIMIT={stoplimit},\n"
-            "STRATEGY={strategy},\n"
-            "TIMEFRAME={timeframe},\n"
-            "BROKER={broker},\n"
+            "SIGNAL={signal}\n"
+            "SYMBOL={symbol}\n"
+            "TYPE={symbol_type}\n"
+            "DESCRIPTION={description}\n"
+            "PRICE={price}\n"
+            "STOPLIMIT={stoplimit}\n"
+            "STRATEGY={strategy}\n"
+            "TIMEFRAME={timeframe}\n"
+            "BROKER={broker}\n"
             "TIMESTAMP={timestamp}"
         ).format(
             **common_data,
             symbol_type=account.get_symbol_type(symbol).value,
-            description=symbol_info.description,
-            price=price,
+            description=symbol_info.description if symbol_info else "N/A",
+            price=price if price else "MARKET",
             stoplimit=stoplimit,
             broker=account.broker.name,
             timestamp=datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
@@ -520,7 +526,7 @@ class Mt5ExecutionEngine:
     def _daily_end_checks(self, today, closing, sessionmsg):
         self.strategy.perform_period_end_checks()
         if self.period_end_action == "break" and closing:
-            exit(0)
+            sys.exit(0)
         elif self.period_end_action == "sleep" and today != FRIDAY or not closing:
             self._sleep_over_night(sessionmsg)
         elif self.period_end_action == "sleep" and today == FRIDAY:
@@ -532,7 +538,7 @@ class Mt5ExecutionEngine:
         elif today == FRIDAY:
             self.strategy.perform_period_end_checks()
             if self.period_end_action == "break" and closing:
-                exit(0)
+                sys.exit(0)
             elif self.period_end_action == "sleep" or not closing:
                 self._sleep_over_weekend(sessionmsg)
 
@@ -541,7 +547,7 @@ class Mt5ExecutionEngine:
             self._sleep_over_night(sessionmsg)
         elif today == FRIDAY and self._is_month_ends() and closing:
             self.strategy.perform_period_end_checks()
-            exit(0)
+            sys.exit(0)
         else:
             self._sleep_over_weekend(sessionmsg)
 
@@ -621,17 +627,30 @@ class Mt5ExecutionEngine:
             )
             pass
 
-    def _open_buy(
-        self, signal, symbol, id, trade: Trade, price, stoplimit, sigmsg, msg, comment
-    ):
+    def _handle_auto_trade(self, sigmsg, symbol) -> bool:
         if self.notify:
             self._send_notification(sigmsg, symbol)
+        if self.auto_trade:
+            return True
         if not self.auto_trade:
-            auto_trade = input(
-                f"{sigmsg} \n\n Please enter Y/Yes to accept this order or N/No to reject it :"
-            )
+            prompt = f"{sigmsg} \n Enter Y/Yes to accept or N/No to reject this order : "
+            if self.prompt_callback is not None:
+                auto_trade = self.prompt_callback(prompt)
+            else:
+                auto_trade = input(prompt)
             if not auto_trade.upper().startswith("Y"):
-                return
+                info = f"Order Rejected !!! SYMBOL={symbol}, STRATEGY={self.STRATEGY} , ACCOUNT={self.ACCOUNT}"
+                logger.info(info)
+                if self.notify:
+                    self._send_notification(info, symbol)
+                return False
+        return True
+
+    def _open_buy(
+        self, signal, symbol, id, trade: Trade, price, stoplimit, sigmsg, msg, comment
+    ):
+        if not self._handle_auto_trade(sigmsg, symbol):
+            return
         if not self._check_retcode(trade, "BMKT"):
             logger.info(msg)
             trade.open_buy_position(
@@ -647,14 +666,8 @@ class Mt5ExecutionEngine:
     def _open_sell(
         self, signal, symbol, id, trade: Trade, price, stoplimit, sigmsg, msg, comment
     ):
-        if self.notify:
-            self._send_notification(sigmsg, symbol)
-        if not self.auto_trade:
-            auto_trade = input(
-                f"{sigmsg} \n\n Please enter Y/Yes to accept this order or N/No to reject it :"
-            )
-            if not auto_trade.upper().startswith("Y"):
-                return
+        if not self._handle_auto_trade(sigmsg, symbol):
+            return
         if not self._check_retcode(trade, "SMKT"):
             logger.info(msg)
             trade.open_sell_position(
@@ -905,7 +918,7 @@ class Mt5ExecutionEngine:
             pass
 
     def run(self):
-        while True:
+        while self._running:
             try:
                 check_mt5_connection(**self.kwargs)
                 positions_orders = self._check_positions_orders()
@@ -927,13 +940,21 @@ class Mt5ExecutionEngine:
                 self._sleep()
                 self._handle_period_end_actions(today)
             except KeyboardInterrupt:
-                logger.info("Stopping the Execution Engine ...")
+                logger.info(
+                    f"Stopping Execution Engine for {self.STRATEGY} on {self.ACCOUNT}"
+                )
                 break
             except Exception as e:
                 msg = f"Running Execution Engine, STRATEGY={self.STRATEGY} , ACCOUNT={self.ACCOUNT}"
                 self._print_exc(msg, e)
                 continue
 
+    def stop(self):
+        """Stops the execution engine."""
+        self._running = False
+        logger.info(f"Stopping Execution Engine for {self.STRATEGY} on {self.ACCOUNT}")
+        logger.info("Execution Engine stopped successfully.")
+
 
 def RunMt5Engine(account_id: str, **kwargs):
     """Starts an MT5 execution engine for a given account.

{bbstrader-0.3.0.dist-info → bbstrader-0.3.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.3.0
+Version: 0.3.1
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -172,10 +172,7 @@ To begin using `bbstrader`, please ensure your system meets the following prereq
         *   [Admirals Group AS](https://cabinet.a-partnership.com/visit/?bta=35537&brand=admiralmarkets) (for Stocks, ETFs, Indices, Commodities, Futures, Forex)
         *   [Just Global Markets Ltd.](https://one.justmarkets.link/a/tufvj0xugm/registration/trader) (for Stocks, Crypto, Indices, Commodities, Forex)
         *   [FTMO](https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp) (Proprietary Firm)
-*   **Interactive Brokers (IBKR)** (Optional, for IBKR integration):
-    *   Interactive Brokers Trader Workstation (TWS) or IB Gateway must be installed and running.
-    *   An active account with Interactive Brokers.
-    *   The Python client library for the IBKR API: `ibapi`.
+
 
 ### Installation
 

{bbstrader-0.3.0.dist-info → bbstrader-0.3.1.dist-info}/RECORD

@@ -1,5 +1,5 @@
-bbstrader/__init__.py,sha256=5q_NaxJHcGYUVhC8cMWO3ZDJhjta7MrphQTYqganepY,581
-bbstrader/__main__.py,sha256=CMQB8_BPaXQ0ovQMHdEKri6kLPOVCBXw1nR2qJkA09I,2020
+bbstrader/__init__.py,sha256=Uh0J99UbUAi55zL3HVBiYCmP1QP3F2Jw_8XQQJ5NNF0,581
+bbstrader/__main__.py,sha256=zG8MuvuCSsFsnwqJDG9PU4t7EpYTqcx3cGNslLyRk5E,2168
 bbstrader/compat.py,sha256=djbHMvTvy0HYm1zyZ6Ttp_LMwP2PqTSVw1r7pqbz7So,487
 bbstrader/config.py,sha256=c2nCUw-bYWf5kkyFls5Nqld8HdMczexSilTni7rYUBw,3973
 bbstrader/tseries.py,sha256=IMoo_8Ov5m1Q2NJ3_RW8lzok8I8vUP5Ks7YGXwEZYsw,68385
@@ -13,35 +13,35 @@ bbstrader/btengine/portfolio.py,sha256=z98M65HQeCyma8gMZkAxspxBA9jtIhzxMyJUHPPj3
 bbstrader/btengine/scripts.py,sha256=8o66dq4Ex4DsH4s8xvJqUOFjLzZJSnbBvvNBzohtzoE,4837
 bbstrader/btengine/strategy.py,sha256=kLw4ipCTE06y2IdEysqI5VGlJDPEIR_OrJ3Qitm_yPw,32398
 bbstrader/core/__init__.py,sha256=GIFzFSStPfE0XM2j7mDeZZQeMTh_AwPsDOQXwMVJLgw,97
-bbstrader/core/data.py,sha256=n04Ph4TMC0o20iZkUw9VwdXPgqNUYeLh1Klkj6lMfEU,22590
+bbstrader/core/data.py,sha256=u8hhAF1Gf9fr_2Ci4mv7Smr1dt3E_KDAHXC3BFbis0Q,25055
 bbstrader/core/scripts.py,sha256=orPtnQlNNNFV-yfqFGRAIGFtWgilykZ3xyTx6d4DLsk,3963
 bbstrader/core/utils.py,sha256=WjuabzBjhY65ku2KL-f7CMalE2x-wrX-6mCA_qhhFPE,2728
 bbstrader/ibkr/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/metatrader/__init__.py,sha256=A5Ye9tpc2sp9Xk5qjKw-EfYsoRcZtAt8nqvC3tCtZs8,333
-bbstrader/metatrader/account.py,sha256=rT53xK7IDUDhQj_G9rZFlTi3EgrQVEFppNSa3qmLp-g,56997
+bbstrader/metatrader/account.py,sha256=5vi-InhcAHEDeuVz9WIY6Y-7LnWfKrhGMtbvRPsm1j8,56891
 bbstrader/metatrader/analysis.py,sha256=pnZWdvEnf9wkPT0vhEIbZipnN5EUf6TaQftplYP9jRs,3564
-bbstrader/metatrader/copier.py,sha256=YLu5tbw-IaG8Gs1bt64WdbracPOuZUXDGHdF6gaMTZM,32326
+bbstrader/metatrader/copier.py,sha256=Vp8NbjUwUoQ_mOl9gGG1w43UsR_c8GiWtZA6V3Ph8xA,34948
 bbstrader/metatrader/rates.py,sha256=6B-5AHguyDhicw3GqJ33FfFpdCKzxgUdlrHyPFuOLZg,20784
 bbstrader/metatrader/risk.py,sha256=jOuMcK3Y7AeglHegPC-igB4ucMILB3BVm7o5sdits5I,27248
-bbstrader/metatrader/scripts.py,sha256=Yjp7Un-wDTInptHS_rPFpXNKWbVM871VEkaHxsO2MPQ,2115
-bbstrader/metatrader/trade.py,sha256=I4jm6TJEYdjPNczY9eLGtMKyWITXG0BbUNRbvdBIVgk,80531
-bbstrader/metatrader/utils.py,sha256=o1kn1z1LH07jx764MmUnTDRMNxCVeU7RzRMAtFcNLfo,19627
+bbstrader/metatrader/scripts.py,sha256=z0dBNo3PTtDobk3U7iFYyALiwAictdNQ9eNSXOA0QQ0,2574
+bbstrader/metatrader/trade.py,sha256=Ta1yc9g-GNKu1PI-qbFckbWWWm6NOYGnj6pyqyATktc,80419
+bbstrader/metatrader/utils.py,sha256=aFP1XHxLkRfJFp7jKgY2BUlKKwZvCKnvC5qtY_vjgHg,19645
 bbstrader/models/__init__.py,sha256=s2mJrtKePXQaw_PvcrtPCD2mPCdVXP4Myzg0MlLVipo,547
 bbstrader/models/factors.py,sha256=Y1rjwhWU4aiSRd-jFOLnLZczFCY0bJUxauCo17HvOFY,12791
 bbstrader/models/ml.py,sha256=t8SOm5Wavv5CKXLJ7YtE99OwwQuJAlarlngdXQEjFjs,47602
-bbstrader/models/nlp.py,sha256=V_FdkVjELOKGT3k37d9rjK4Zve-TcizirIWwpeoX91Q,28749
+bbstrader/models/nlp.py,sha256=0WuUREjk1N3IXwdzUKBK-aTvfD_TxmZ8gCNPrPYl4a4,31446
 bbstrader/models/optimization.py,sha256=vnks6uxFZdqXgxaZJNxq8z0IH45KZ8yaXo38JhIVKGc,6399
 bbstrader/models/portfolio.py,sha256=r-47Zrn2r7iKCHm5YVtwkbBJXAZGM3QYy-rXCWY9-Bg,8079
 bbstrader/models/risk.py,sha256=JQOXPshMOru6Eb0AMU6oKCNzg6mlGfL6_tN90lWcVBE,14878
 bbstrader/trading/__init__.py,sha256=ycLyuuxN5SujqtzR9X0Q74UQfK93q2va-GGAXdr-KS8,457
-bbstrader/trading/execution.py,sha256=nwLSfjdo-Pv_XgVM8wqIa60WmFtdSM3ho7OLmoqyPqg,37951
+bbstrader/trading/execution.py,sha256=h8XoO1Ihi7sioy25L5545JFtdht3hqBQ-86StGsyYMs,38963
 bbstrader/trading/scripts.py,sha256=Tf5q33WqqygjpIv43_8nA82VZ3GM0qgb4Ggo3fHJ_wg,5744
 bbstrader/trading/strategies.py,sha256=BZEN8NwO9VxXDqSGc3o2OYaFyD9g5JKtEz_CyvxOOQM,37110
 bbstrader/trading/utils.py,sha256=57dKF9dcRu04oU2VRqydRrzW39dCW2wlDWhVt-sZdRw,1857
-bbstrader-0.3.0.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
-bbstrader-0.3.0.dist-info/METADATA,sha256=KXxh1p3JNoBCX-xouPt3INb7VdOMVgoivzUtABSpyPw,27263
-bbstrader-0.3.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-bbstrader-0.3.0.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
-bbstrader-0.3.0.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.3.0.dist-info/RECORD,,
+bbstrader-0.3.1.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
+bbstrader-0.3.1.dist-info/METADATA,sha256=Xi3741OMjW9hZmeep3Kvv1ucWWHC1wHr0IdCHczEv-4,26984
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+bbstrader-0.3.1.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
+bbstrader-0.3.1.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
+bbstrader-0.3.1.dist-info/RECORD,,