bbstrader 0.3.1__py3-none-any.whl → 0.3.2__py3-none-any.whl

bbstrader/__init__.py

@@ -7,7 +7,7 @@ __author__ = "Bertin Balouki SIMYELI"
 __copyright__ = "2023-2025 Bertin Balouki SIMYELI"
 __email__ = "bertin@bbstrader.com"
 __license__ = "MIT"
-__version__ = "0.3.1"
+__version__ = "0.3.2"
 
 from bbstrader import compat  # noqa: F401
 from bbstrader import core  # noqa: F401

bbstrader/__main__.py

@@ -1,4 +1,5 @@
 import argparse
+import multiprocessing
 import sys
 from enum import Enum
 
@@ -69,4 +70,5 @@ def main():
 
 
 if __name__ == "__main__":
+    multiprocessing.freeze_support()
     main()

bbstrader/btengine/backtest.py

@@ -248,14 +248,13 @@ def run_backtest(
 
         start_date (datetime): Start date of the backtest.
 
-        data_handler (DataHandler): An instance of the `DataHandler` class, responsible for managing
+        data_handler (DataHandler): A subclass of the `DataHandler` class, responsible for managing
             and processing market data. Available options include `CSVDataHandler`,
-            `MT5DataHandler`, and `YFDataHandler`. Ensure that the `DataHandler`
-            instance is initialized before passing it to the function.
+            `MT5DataHandler`, and `YFDataHandler`.
 
         strategy (Strategy): The trading strategy to be employed during the backtest.
-            The strategy must be an instance of `Strategy` and should include the following attributes:
-            - `bars` (DataHandler): The `DataHandler` instance for the strategy.
+            The strategy must be a subclass of `Strategy` and should include the following attributes:
+            - `bars` (DataHandler): The `DataHandler` class for the strategy.
             - `events` (Queue): Queue instance for managing events.
             - `symbol_list` (List[str]): List of symbols to trade.
             - `mode` (str): 'live' or 'backtest'.
@@ -307,9 +306,9 @@ def run_backtest(
         >>> run_backtest(
         ...     symbol_list=symbol_list,
         ...     start_date=start,
-        ...     data_handler=MT5DataHandler(),
-        ...     strategy=StockIndexSTBOTrading(),
-        ...     exc_handler=MT5ExecutionHandler(),
+        ...     data_handler=MT5DataHandler,
+        ...     strategy=StockIndexSTBOTrading,
+        ...     exc_handler=MT5ExecutionHandler,
         ...     initial_capital=100000.0,
         ...     heartbeat=0.0,
         ...     **kwargs

bbstrader/btengine/execution.py

@@ -98,7 +98,7 @@ class SimExecutionHandler(ExecutionHandler):
             self.events.put(fill_event)
             self.logger.info(
                 f"{event.direction} ORDER FILLED: SYMBOL={event.symbol}, "
-                f"QUANTITY={event.quantity}, PRICE @{event.price} EXCHANGE={fill_event.exchange}",
+                f"QUANTITY={event.quantity}, PRICE @{round(event.price, 5)} EXCHANGE={fill_event.exchange}",
                 custom_time=fill_event.timeindex,
             )
 
@@ -264,7 +264,7 @@ class MT5ExecutionHandler(ExecutionHandler):
             self.events.put(fill_event)
             self.logger.info(
                 f"{direction} ORDER FILLED: SYMBOL={symbol}, QUANTITY={quantity}, "
-                f"PRICE @{price} EXCHANGE={fill_event.exchange}",
+                f"PRICE @{round(event.price, 5)} EXCHANGE={fill_event.exchange}",
                 custom_time=fill_event.timeindex,
             )
 

bbstrader/btengine/strategy.py

@@ -12,17 +12,18 @@ from loguru import logger
 from bbstrader.btengine.data import DataHandler
 from bbstrader.btengine.event import Events, FillEvent, SignalEvent
 from bbstrader.config import BBSTRADER_DIR
-from bbstrader.metatrader.account import (
+from bbstrader.metatrader import (
     Account,
     AdmiralMarktsGroup,
     PepperstoneGroupLimited,
+    TradeOrder,
+    Rates,
+    TradeSignal, 
+    TradingMode,
+    SymbolType
 )
-from bbstrader.metatrader.utils import SymbolType
-from bbstrader.metatrader.rates import Rates
-from bbstrader.metatrader.trade import TradeSignal, TradingMode
 from bbstrader.models.optimization import optimized_weights
 
-
 __all__ = ["Strategy", "MT5Strategy"]
 
 logger.add(
@@ -71,8 +72,13 @@ class MT5Strategy(Strategy):
     calculate signals for the MetaTrader 5 trading platform. The signals
     are generated by the `MT5Strategy` object and sent to the the `Mt5ExecutionEngine`
     for live trading and `MT5BacktestEngine` objects for backtesting.
-    """
 
+    # NOTE
+    It is recommanded that every strategy specfic method to be a private method
+    in order to avoid naming collusion.
+    """
+    tf: str
+    max_trades: Dict[str, int]
     def __init__(
         self,
         events: Queue = None,
@@ -107,9 +113,11 @@ class MT5Strategy(Strategy):
             self._initialize_portfolio()
         self.kwargs = kwargs
         self.periodes = 0
-    
-    @property 
+
+    @property
     def account(self):
+        if self.mode != TradingMode.LIVE:
+            raise ValueError("account attribute is only allowed in Live mode")
         return Account(**self.kwargs)
 
     @property
@@ -127,7 +135,7 @@ class MT5Strategy(Strategy):
     @property
     def orders(self):
         if self.mode == TradingMode.LIVE:
-            return self.account.get_orders()
+            return self.account.get_orders() or []
         return self._orders
 
     @property
@@ -139,7 +147,7 @@ class MT5Strategy(Strategy):
     @property
     def positions(self):
         if self.mode == TradingMode.LIVE:
-            return self.account.get_positions()
+            return self.account.get_positions() or []
         return self._positions
 
     @property
@@ -345,7 +353,7 @@ class MT5Strategy(Strategy):
                 log = True
         if log:
             self.logger.info(
-                f"{signal} ORDER EXECUTED: SYMBOL={symbol}, QUANTITY={quantity}, PRICE @{price}",
+                f"{signal} ORDER EXECUTED: SYMBOL={symbol}, QUANTITY={quantity}, PRICE @{round(price, 5)}",
                 custom_time=dtime,
             )
 
@@ -526,7 +534,7 @@ class MT5Strategy(Strategy):
         def logmsg(order, type, symbol, dtime):
             return self.logger.info(
                 f"{type} ORDER EXECUTED: SYMBOL={symbol}, QUANTITY={order.quantity}, "
-                f"PRICE @ {order.price}",
+                f"PRICE @ {round(order.price, 5)}",
                 custom_time=dtime,
             )
 
@@ -614,7 +622,7 @@ class MT5Strategy(Strategy):
                 )
 
     @staticmethod
-    def calculate_pct_change(current_price, lh_price):
+    def calculate_pct_change(current_price, lh_price) -> float:
         return ((current_price - lh_price) / lh_price) * 100
 
     def get_asset_values(
@@ -649,8 +657,8 @@ class MT5Strategy(Strategy):
             In Live mode, the `bbstrader.metatrader.rates.Rates` class is used to get the historical data
             so the value_type must be 'returns', 'open', 'high', 'low', 'close', 'adjclose', 'volume'.
         """
-        if mode not in ["backtest", "live"]:
-            raise ValueError("Mode must be either backtest or live.")
+        if mode not in [TradingMode.BACKTEST, TradingMode.LIVE]:
+            raise ValueError("Mode must be an instance of TradingMode")
         asset_values = {}
         if mode == TradingMode.BACKTEST:
             if bars is None:
@@ -696,7 +704,7 @@ class MT5Strategy(Strategy):
         if period_count == 0 or period_count is None:
             return True
         return period_count % signal_inverval == 0
-    
+
     @staticmethod
     def stop_time(time_zone: str, stop_time: str) -> bool:
         now = datetime.now(pytz.timezone(time_zone)).time()
@@ -760,6 +768,47 @@ class MT5Strategy(Strategy):
             )
             return prices
         return np.array([])
+    
+    def get_active_orders(self, symbol: str, strategy_id: int, order_type: int = None) -> List[TradeOrder]:
+        """
+        Get the active orders for a given symbol and strategy.
+
+        Args:
+            symbol : The symbol for the trade.
+            strategy_id : The unique identifier for the strategy.
+            order_type : The type of order to filter by (optional):
+                    "BUY_LIMIT": 2
+                    "SELL_LIMIT": 3
+                    "BUY_STOP": 4
+                    "SELL_STOP": 5
+                    "BUY_STOP_LIMIT": 6
+                    "SELL_STOP_LIMIT": 7
+
+        Returns:
+            List[TradeOrder] : A list of active orders for the given symbol and strategy.
+        """
+        orders = [o for o in self.orders if o.symbol == symbol and o.magic == strategy_id]
+        if order_type is not None and len(orders) > 0:
+            orders = [o for o in orders if o.type == order_type]
+        return orders
+
+    def exit_positions(self, position, prices, asset, th: float = 0.01):
+        if len(prices) == 0:
+            return False
+        tick_info = self.account.get_tick_info(asset)
+        bid, ask = tick_info.bid, tick_info.ask
+        if len(prices) == 1:
+            price = prices[0]
+        elif len(prices) in range(2, self.max_trades[asset] + 1):
+            price = np.mean(prices)
+        if (
+            position == 0
+            and self.calculate_pct_change(ask, price) >= th
+            or position == 1
+            and abs(self.calculate_pct_change(bid, price)) >= th
+        ):
+            return True
+        return False
 
     @staticmethod
     def get_current_dt(time_zone: str = "US/Eastern") -> datetime:
@@ -796,7 +845,9 @@ class MT5Strategy(Strategy):
         return dt_to
 
     @staticmethod
-    def get_mt5_equivalent(symbols, symbol_type: str | SymbolType = SymbolType.STOCKS, **kwargs) -> List[str]:
+    def get_mt5_equivalent(
+        symbols, symbol_type: str | SymbolType = SymbolType.STOCKS, **kwargs
+    ) -> List[str]:
         """
         Get the MetaTrader 5 equivalent symbols for the symbols in the list.
         This method is used to get the symbols that are available on the MetaTrader 5 platform.

bbstrader/config.py

@@ -3,8 +3,8 @@ from pathlib import Path
 from typing import List
 
 
-TERMINAL = "\\terminal64.exe"
-BASE_FOLDER = "C:\\Program Files\\"
+TERMINAL = "/terminal64.exe"
+BASE_FOLDER = "C:/Program Files/"
 
 AMG_PATH = BASE_FOLDER + "Admirals Group MT5 Terminal" + TERMINAL
 PGL_PATH = BASE_FOLDER + "Pepperstone MetaTrader 5" + TERMINAL

bbstrader/metatrader/account.py

@@ -1,7 +1,7 @@
 import os
 import re
 import urllib.request
-from datetime import datetime
+from datetime import datetime, timedelta
 from typing import Any, Dict, List, Literal, Optional, Tuple, Union
 
 import pandas as pd
@@ -54,9 +54,7 @@ BROKERS_TIMEZONES = {
     "PGL": "Europe/Helsinki",
 }
 
-_ADMIRAL_MARKETS_URL_ = (
-    "https://cabinet.a-partnership.com/visit/?bta=35537&brand=admiralmarkets"
-)
+_ADMIRAL_MARKETS_URL_ = "https://one.justmarkets.link/a/tufvj0xugm/registration/trader"
 _JUST_MARKETS_URL_ = "https://one.justmarkets.link/a/tufvj0xugm/registration/trader"
 _FTMO_URL_ = "https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp"
 _ADMIRAL_MARKETS_PRODUCTS_ = [
@@ -138,13 +136,13 @@ AMG_EXCHANGES = {
 }
 
 
-def check_mt5_connection(**kwargs):
+def check_mt5_connection(**kwargs) -> bool:
     """
     Initialize the connection to the MetaTrader 5 terminal.
 
     Args:
         path (str, optional): The path to the MetaTrader 5 terminal executable file.
-            Defaults to None (e.g., "C:\\Program Files\\MetaTrader 5\\terminal64.exe").
+            Defaults to None (e.g., "C:/Program Files/MetaTrader 5/terminal64.exe").
         login (int, optional): The login ID of the trading account. Defaults to None.
         password (str, optional): The password of the trading account. Defaults to None.
         server (str, optional): The name of the trade server to which the client terminal is connected.
@@ -165,6 +163,7 @@ def check_mt5_connection(**kwargs):
     timeout = kwargs.get("timeout", 60_000)
     portable = kwargs.get("portable", False)
 
+    init = False
     if path is None and (login or password or server):
         raise ValueError(
             "You must provide a path to the terminal executable file"
@@ -189,6 +188,7 @@ def check_mt5_connection(**kwargs):
             raise_mt5_error(INIT_MSG)
     except Exception:
         raise_mt5_error(INIT_MSG)
+    return init
 
 
 def shutdown_mt5():
@@ -391,6 +391,7 @@ class Account(object):
         password: Optional[str] = None,
         server: Optional[str] = None,
         timeout: Optional[int] = 60_000,
+        path: Optional[str] = None,
     ) -> Union[AccountInfo, None]:
         """
         Get info on the current trading account or a specific account .
@@ -408,6 +409,8 @@ class Account(object):
                  If not specified, the value of 60 000 (60 seconds) is applied.
                  If the connection is not established within the specified time,
                  the call is forcibly terminated and the exception is generated.
+            path (str, optional): The path to the MetaTrader 5 terminal executable file.
+                Defaults to None (e.g., "C:/Program Files/MetaTrader 5/terminal64.exe").
 
         Returns:
         -   AccountInfo in the form of a Namedtuple structure.
@@ -419,6 +422,15 @@ class Account(object):
         # connect to the trade account specifying a password and a server
         if account is not None and password is not None and server is not None:
             try:
+                # If a path is provided, initialize the MT5 terminal with it
+                if path is not None:
+                    check_mt5_connection(
+                        path=path,
+                        login=account,
+                        password=password,
+                        server=server,
+                        timeout=timeout,
+                    )
                 authorized = mt5.login(
                     account, password=password, server=server, timeout=timeout
                 )
@@ -1079,6 +1091,39 @@ class Account(object):
         except Exception as e:
             raise_mt5_error(e)
 
+    def calculate_profit(
+        self,
+        action: Literal["buy", "sell"],
+        symbol: str,
+        lot: float,
+        price_open: float,
+        price_close: float,
+    ) -> float:
+        """
+        Calculate profit in the account currency for a specified trading operation.
+
+        Args:
+            action (str): The trading action, either 'buy' or 'sell'.
+            symbol (str): The symbol of the financial instrument.
+            lot (float): The lot size of the order.
+            price_open (float): The price at which to position was opened.
+            price_close (float): The price at which to position was closed.
+
+        Returns:
+            float: The profit value
+
+        Raises:
+            MT5TerminalError: A specific exception based on the error code.
+
+        """
+        actions = {"buy": mt5.ORDER_TYPE_BUY, "sell": mt5.ORDER_TYPE_SELL}
+        try:
+            return mt5.order_calc_profit(
+                actions[action], symbol, lot, price_open, price_close
+            )
+        except Exception as e:
+            raise_mt5_error(e)
+
     def check_order(self, request: Dict[str, Any]) -> OrderCheckResult:
         """
         Check funds sufficiency for performing a required trading operation.
@@ -1527,3 +1572,29 @@ class Account(object):
         else:
             history_orders = [TradeOrder(**td._asdict()) for td in history_orders]
             return tuple(history_orders)
+
+    def get_today_deals(self, id, group=None) -> List[TradeDeal]:
+        """
+        Get all today deals for a specific symbol or group of symbols
+
+        Args:
+            id (int): strategy or expert id
+            group (str): Symbol or group or symbol
+        Returns:
+            List[TradeDeal]: List of today deals
+        """
+        date_from = datetime.now() - timedelta(days=2)
+        history = (
+            self.get_trades_history(date_from=date_from, group=group, to_df=False) or []
+        )
+        positions_ids = set([deal.position_id for deal in history if deal.magic == id])
+        today_deals = []
+        for position in positions_ids:
+            deal = self.get_trades_history(
+                date_from=date_from, position=position, to_df=False
+            )
+            if deal is not None and len(deal) == 2:
+                deal_time = datetime.fromtimestamp(deal[1].time)
+                if deal_time.date() == datetime.now().date():
+                    today_deals.append(deal[1])
+        return today_deals