forexsmartbot 3.2.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- forexsmartbot/__init__.py +1 -0
- forexsmartbot/adapters/__init__.py +4 -0
- forexsmartbot/adapters/brokers/__init__.py +8 -0
- forexsmartbot/adapters/brokers/ib_tws_broker.py +244 -0
- forexsmartbot/adapters/brokers/mt4_broker.py +266 -0
- forexsmartbot/adapters/brokers/paper_broker.py +131 -0
- forexsmartbot/adapters/brokers/rest_broker.py +304 -0
- forexsmartbot/adapters/data/__init__.py +27 -0
- forexsmartbot/adapters/data/alpha_vantage_provider.py +261 -0
- forexsmartbot/adapters/data/config.py +101 -0
- forexsmartbot/adapters/data/csv_provider.py +137 -0
- forexsmartbot/adapters/data/dummy_provider.py +35 -0
- forexsmartbot/adapters/data/mt4_provider.py +217 -0
- forexsmartbot/adapters/data/multi_provider.py +191 -0
- forexsmartbot/adapters/data/oanda_provider.py +173 -0
- forexsmartbot/adapters/data/stooq_provider.py +114 -0
- forexsmartbot/adapters/data/twelve_data_provider.py +117 -0
- forexsmartbot/adapters/data/yfinance_provider.py +246 -0
- forexsmartbot/analytics/__init__.py +28 -0
- forexsmartbot/analytics/chart_patterns.py +322 -0
- forexsmartbot/analytics/correlation_matrix.py +186 -0
- forexsmartbot/analytics/economic_calendar.py +616 -0
- forexsmartbot/analytics/enhanced_chart.py +57 -0
- forexsmartbot/analytics/market_depth.py +134 -0
- forexsmartbot/analytics/performance_attribution.py +210 -0
- forexsmartbot/analytics/portfolio_analytics.py +303 -0
- forexsmartbot/analytics/risk_analytics.py +308 -0
- forexsmartbot/analytics/strategy_comparison.py +194 -0
- forexsmartbot/analytics/trade_journal.py +235 -0
- forexsmartbot/brokers/mt4_bridge.py +49 -0
- forexsmartbot/builder/__init__.py +12 -0
- forexsmartbot/builder/code_generator.py +173 -0
- forexsmartbot/builder/strategy_builder.py +119 -0
- forexsmartbot/builder/strategy_template.py +138 -0
- forexsmartbot/cloud/__init__.py +24 -0
- forexsmartbot/cloud/api_client.py +188 -0
- forexsmartbot/cloud/api_server.py +366 -0
- forexsmartbot/cloud/cloud_sync.py +279 -0
- forexsmartbot/cloud/error_handler.py +150 -0
- forexsmartbot/cloud/mobile_api.py +213 -0
- forexsmartbot/cloud/remote_monitor.py +310 -0
- forexsmartbot/cloud/security.py +208 -0
- forexsmartbot/core/backtester.py +57 -0
- forexsmartbot/core/config.py +38 -0
- forexsmartbot/core/interfaces.py +253 -0
- forexsmartbot/core/paper_broker.py +28 -0
- forexsmartbot/core/portfolio.py +227 -0
- forexsmartbot/core/risk.py +24 -0
- forexsmartbot/core/risk_engine.py +203 -0
- forexsmartbot/core/strategy.py +44 -0
- forexsmartbot/core/trade_manager.py +261 -0
- forexsmartbot/gui/main_window.py +168 -0
- forexsmartbot/gui/theme.py +32 -0
- forexsmartbot/marketplace/__init__.py +10 -0
- forexsmartbot/marketplace/marketplace.py +178 -0
- forexsmartbot/marketplace/strategy_rating.py +64 -0
- forexsmartbot/monitoring/__init__.py +12 -0
- forexsmartbot/monitoring/health_check.py +109 -0
- forexsmartbot/monitoring/performance_tracker.py +213 -0
- forexsmartbot/monitoring/strategy_monitor.py +175 -0
- forexsmartbot/optimization/__init__.py +26 -0
- forexsmartbot/optimization/adaptive_parameters.py +224 -0
- forexsmartbot/optimization/genetic_optimizer.py +116 -0
- forexsmartbot/optimization/hyperparameter_optimizer.py +77 -0
- forexsmartbot/optimization/monte_carlo.py +114 -0
- forexsmartbot/optimization/multi_objective_optimizer.py +299 -0
- forexsmartbot/optimization/parameter_sensitivity.py +187 -0
- forexsmartbot/optimization/walk_forward.py +131 -0
- forexsmartbot/services/__init__.py +7 -0
- forexsmartbot/services/backtest.py +354 -0
- forexsmartbot/services/calculation_engine.py +99 -0
- forexsmartbot/services/controller.py +419 -0
- forexsmartbot/services/data_streaming.py +116 -0
- forexsmartbot/services/enhanced_backtest.py +390 -0
- forexsmartbot/services/fast_trading_controller.py +317 -0
- forexsmartbot/services/gpu_backtest.py +303 -0
- forexsmartbot/services/language_manager.py +621 -0
- forexsmartbot/services/notification_service.py +283 -0
- forexsmartbot/services/persistence.py +299 -0
- forexsmartbot/services/startup_manager.py +200 -0
- forexsmartbot/strategies/__init__.py +120 -0
- forexsmartbot/strategies/adaptive_trend_flow.py +311 -0
- forexsmartbot/strategies/breakout_atr.py +136 -0
- forexsmartbot/strategies/ensemble_ml_strategy.py +209 -0
- forexsmartbot/strategies/fear_index.py +174 -0
- forexsmartbot/strategies/lstm_strategy.py +269 -0
- forexsmartbot/strategies/mean_reversion.py +158 -0
- forexsmartbot/strategies/ml_adaptive_supertrend.py +272 -0
- forexsmartbot/strategies/momentum_breakout.py +183 -0
- forexsmartbot/strategies/multi_timeframe_strategy.py +186 -0
- forexsmartbot/strategies/news_trading.py +187 -0
- forexsmartbot/strategies/rl_strategy.py +277 -0
- forexsmartbot/strategies/rsi_reversion.py +162 -0
- forexsmartbot/strategies/scalping_ma.py +195 -0
- forexsmartbot/strategies/sma_crossover.py +118 -0
- forexsmartbot/strategies/svm_strategy.py +199 -0
- forexsmartbot/strategies/transformer_strategy.py +233 -0
- forexsmartbot/testing/__init__.py +14 -0
- forexsmartbot/testing/ci_cd_pipeline.py +286 -0
- forexsmartbot/testing/paper_account_tester.py +326 -0
- forexsmartbot/testing/strategy_sandbox.py +284 -0
- forexsmartbot/ui/__init__.py +8 -0
- forexsmartbot/ui/analytics_dialog.py +262 -0
- forexsmartbot/ui/analytics_widget.py +68 -0
- forexsmartbot/ui/backtest_dialog.py +908 -0
- forexsmartbot/ui/charts.py +172 -0
- forexsmartbot/ui/cloud_dialog.py +371 -0
- forexsmartbot/ui/enhanced_charts.py +491 -0
- forexsmartbot/ui/enhanced_main_window.py +2800 -0
- forexsmartbot/ui/export_dialog.py +333 -0
- forexsmartbot/ui/main_window.py +648 -0
- forexsmartbot/ui/marketplace_dialog.py +438 -0
- forexsmartbot/ui/monitoring_dialog.py +215 -0
- forexsmartbot/ui/monitoring_widget.py +80 -0
- forexsmartbot/ui/optimization_dialog.py +603 -0
- forexsmartbot/ui/settings_dialog.py +671 -0
- forexsmartbot/ui/simple_chart.py +309 -0
- forexsmartbot/ui/strategy_builder_dialog.py +595 -0
- forexsmartbot/ui/theme.py +109 -0
- forexsmartbot/ui/tradingview_chart.py +736 -0
- forexsmartbot/utils/__init__.py +42 -0
- forexsmartbot/utils/gpu_numpy.py +194 -0
- forexsmartbot/utils/gpu_utils.py +260 -0
- forexsmartbot-3.2.0.dist-info/METADATA +177 -0
- forexsmartbot-3.2.0.dist-info/RECORD +129 -0
- forexsmartbot-3.2.0.dist-info/WHEEL +5 -0
- forexsmartbot-3.2.0.dist-info/entry_points.txt +2 -0
- forexsmartbot-3.2.0.dist-info/licenses/LICENSE +150 -0
- forexsmartbot-3.2.0.dist-info/top_level.txt +1 -0
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"""Configuration for data providers."""
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import os
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from typing import Dict, Optional
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from dotenv import load_dotenv
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# Ensure .env is loaded before reading environment variables
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# This is safe to call multiple times - it only loads if not already loaded
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load_dotenv(override=False)
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class DataProviderConfig:
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"""Configuration manager for data providers."""
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def __init__(self):
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# Reload env vars to ensure they're available (in case module imported before load_dotenv)
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# This ensures env vars are always available when DataProviderConfig is instantiated
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self.config = {
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'alpha_vantage': {
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'api_key': os.getenv('ALPHA_VANTAGE_API_KEY', 'demo'),
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'enabled': True
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},
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'oanda': {
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'api_key': os.getenv('OANDA_API_KEY', 'demo'),
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'account_id': os.getenv('OANDA_ACCOUNT_ID', '101-001-123456-001'),
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'enabled': True
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},
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'twelve_data': {
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'api_key': os.getenv('TWELVE_DATA_API_KEY', ''),
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'enabled': True
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},
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'stooq': {
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'enabled': True
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},
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'yfinance': {
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'enabled': True
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}
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}
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def get_alpha_vantage_key(self) -> str:
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"""Get Alpha Vantage API key."""
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return self.config['alpha_vantage']['api_key']
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def get_oanda_key(self) -> str:
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"""Get OANDA API key."""
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return self.config['oanda']['api_key']
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def get_oanda_account_id(self) -> str:
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"""Get OANDA account ID."""
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return self.config['oanda']['account_id']
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def get_twelve_data_key(self) -> str:
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"""Get Twelve Data API key."""
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return self.config['twelve_data']['api_key']
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def is_provider_enabled(self, provider_name: str) -> bool:
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"""Check if a provider is enabled."""
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return self.config.get(provider_name, {}).get('enabled', False)
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def set_api_key(self, provider: str, api_key: str):
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"""Set API key for a provider."""
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if provider in self.config:
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self.config[provider]['api_key'] = api_key
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def get_setup_instructions(self) -> Dict[str, str]:
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"""Get setup instructions for each provider."""
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return {
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'alpha_vantage': """
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Alpha Vantage Setup:
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1. Go to https://www.alphavantage.co/support/#api-key
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2. Get a free API key (500 calls per day)
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3. Set environment variable: ALPHA_VANTAGE_API_KEY=your_key
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4. Or set in code: config.set_api_key('alpha_vantage', 'your_key')
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""",
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'oanda': """
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OANDA Setup:
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1. Go to https://www.oanda.com/account/tapi/personal_token
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2. Create a free practice account
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3. Generate an API token
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4. Set environment variables:
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- OANDA_API_KEY=your_token
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- OANDA_ACCOUNT_ID=your_account_id
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""",
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'twelve_data': """
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Twelve Data Setup:
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1. Go to https://twelvedata.com/
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2. Create a free account and generate API key
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3. Set environment variable: TWELVE_DATA_API_KEY=your_key
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""",
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'stooq': """
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Stooq Setup:
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- Public data endpoint, no API key required
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- Useful as free fallback provider
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""",
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'yfinance': """
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Yahoo Finance:
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- No setup required (free)
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- Limited forex data availability
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- Used as fallback
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"""
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}
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"""CSV data provider implementation."""
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import pandas as pd
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import os
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from typing import Optional, Dict
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from ...core.interfaces import IDataProvider
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class CSVProvider(IDataProvider):
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"""CSV file data provider."""
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def __init__(self, data_directory: str = "data/csv"):
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self._data_directory = data_directory
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self._cache: Dict[str, pd.DataFrame] = {}
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self._available = os.path.exists(data_directory)
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def get_data(self, symbol: str, start: str, end: str,
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interval: str = "1h") -> pd.DataFrame:
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"""Get historical data from CSV file."""
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try:
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# Look for CSV file matching symbol
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csv_file = os.path.join(self._data_directory, f"{symbol.upper()}.csv")
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if not os.path.exists(csv_file):
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return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
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# Load from cache if available
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cache_key = f"{symbol}_{start}_{end}_{interval}"
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if cache_key in self._cache:
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return self._cache[cache_key]
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# Read CSV file
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df = pd.read_csv(csv_file, index_col=0, parse_dates=True)
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# Ensure proper column names
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required_columns = ['Open', 'High', 'Low', 'Close', 'Volume']
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for col in required_columns:
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if col not in df.columns:
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if col == 'Volume' and 'Volume' not in df.columns:
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df['Volume'] = 0 # Default volume if not present
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else:
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return pd.DataFrame(columns=required_columns)
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# Filter by date range
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start_date = pd.to_datetime(start)
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end_date = pd.to_datetime(end)
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df = df[(df.index >= start_date) & (df.index <= end_date)]
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# Cache the result
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self._cache[cache_key] = df
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return df.dropna()
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except Exception:
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return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
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def get_latest_price(self, symbol: str) -> Optional[float]:
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"""Get latest price from CSV file."""
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try:
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csv_file = os.path.join(self._data_directory, f"{symbol.upper()}.csv")
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if not os.path.exists(csv_file):
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return None
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# Read just the last few rows for efficiency
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df = pd.read_csv(csv_file, index_col=0, parse_dates=True)
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if df.empty or 'Close' not in df.columns:
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return None
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return float(df['Close'].iloc[-1])
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except Exception:
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return None
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def is_available(self) -> bool:
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"""Check if CSV data directory is available."""
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return self._available
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def add_data_file(self, symbol: str, file_path: str) -> bool:
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"""Add a CSV data file for a symbol."""
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try:
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if not os.path.exists(self._data_directory):
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os.makedirs(self._data_directory)
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target_file = os.path.join(self._data_directory, f"{symbol.upper()}.csv")
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# Copy or move the file
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import shutil
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shutil.copy2(file_path, target_file)
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# Clear cache for this symbol
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keys_to_remove = [k for k in self._cache.keys() if k.startswith(symbol)]
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for key in keys_to_remove:
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del self._cache[key]
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return True
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except Exception:
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return False
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def get_historical_data(self, symbol: str, period: str = '1d', interval: str = '1h') -> pd.DataFrame:
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"""Get historical data for a symbol with specified period and interval."""
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try:
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# Convert period to start/end dates
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from datetime import datetime, timedelta
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if period == '1d':
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end_date = datetime.now()
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start_date = end_date - timedelta(days=1)
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elif period == '5d':
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end_date = datetime.now()
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start_date = end_date - timedelta(days=5)
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elif period == '1mo':
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end_date = datetime.now()
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start_date = end_date - timedelta(days=30)
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elif period == '3mo':
|
|
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|
+
end_date = datetime.now()
|
|
120
|
+
start_date = end_date - timedelta(days=90)
|
|
121
|
+
elif period == '6mo':
|
|
122
|
+
end_date = datetime.now()
|
|
123
|
+
start_date = end_date - timedelta(days=180)
|
|
124
|
+
elif period == '1y':
|
|
125
|
+
end_date = datetime.now()
|
|
126
|
+
start_date = end_date - timedelta(days=365)
|
|
127
|
+
else:
|
|
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|
+
# Default to 1 day
|
|
129
|
+
end_date = datetime.now()
|
|
130
|
+
start_date = end_date - timedelta(days=1)
|
|
131
|
+
|
|
132
|
+
# Use the existing get_data method
|
|
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|
+
return self.get_data(symbol, start_date.strftime('%Y-%m-%d'), end_date.strftime('%Y-%m-%d'), interval)
|
|
134
|
+
|
|
135
|
+
except Exception as e:
|
|
136
|
+
print(f"Error getting historical data for {symbol}: {e}")
|
|
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|
+
return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
|
|
@@ -0,0 +1,35 @@
|
|
|
1
|
+
"""Dummy data provider that returns empty data."""
|
|
2
|
+
|
|
3
|
+
import pandas as pd
|
|
4
|
+
from typing import Optional, Dict
|
|
5
|
+
from ...core.interfaces import IDataProvider
|
|
6
|
+
|
|
7
|
+
|
|
8
|
+
class DummyProvider(IDataProvider):
|
|
9
|
+
"""Dummy data provider that returns empty data."""
|
|
10
|
+
|
|
11
|
+
def __init__(self):
|
|
12
|
+
super().__init__()
|
|
13
|
+
self._available = True
|
|
14
|
+
|
|
15
|
+
def get_historical_data(self, symbol: str, period: str = '1d',
|
|
16
|
+
interval: str = '1h') -> pd.DataFrame:
|
|
17
|
+
"""Return empty DataFrame."""
|
|
18
|
+
return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
|
|
19
|
+
|
|
20
|
+
def get_latest_price(self, symbol: str) -> Optional[float]:
|
|
21
|
+
"""Return None for latest price."""
|
|
22
|
+
return None
|
|
23
|
+
|
|
24
|
+
def get_data(self, symbol: str, start: str, end: str,
|
|
25
|
+
interval: str = "1h") -> pd.DataFrame:
|
|
26
|
+
"""Return empty DataFrame."""
|
|
27
|
+
return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
|
|
28
|
+
|
|
29
|
+
def is_available(self) -> bool:
|
|
30
|
+
"""Always return True."""
|
|
31
|
+
return True
|
|
32
|
+
|
|
33
|
+
def get_symbol_info(self, symbol: str) -> Optional[Dict]:
|
|
34
|
+
"""Return None for symbol info."""
|
|
35
|
+
return None
|
|
@@ -0,0 +1,217 @@
|
|
|
1
|
+
"""MT4 data provider implementation."""
|
|
2
|
+
|
|
3
|
+
import json
|
|
4
|
+
import zmq
|
|
5
|
+
import pandas as pd
|
|
6
|
+
from datetime import datetime, timedelta
|
|
7
|
+
from typing import Dict, Optional, List
|
|
8
|
+
from ...core.interfaces import IDataProvider
|
|
9
|
+
|
|
10
|
+
|
|
11
|
+
class MT4Provider(IDataProvider):
|
|
12
|
+
"""MT4 data provider using ZeroMQ bridge."""
|
|
13
|
+
|
|
14
|
+
def __init__(self, host: str = "127.0.0.1", port: int = 5555):
|
|
15
|
+
self.host = host
|
|
16
|
+
self.port = port
|
|
17
|
+
self._context = None
|
|
18
|
+
self._socket = None
|
|
19
|
+
self._connected = False
|
|
20
|
+
self._available = False
|
|
21
|
+
|
|
22
|
+
def connect(self) -> bool:
|
|
23
|
+
"""Connect to MT4 via ZeroMQ."""
|
|
24
|
+
try:
|
|
25
|
+
self._context = zmq.Context()
|
|
26
|
+
self._socket = self._context.socket(zmq.REQ)
|
|
27
|
+
self._socket.setsockopt(zmq.RCVTIMEO, 2000) # 2 second timeout
|
|
28
|
+
self._socket.setsockopt(zmq.SNDTIMEO, 2000) # 2 second timeout
|
|
29
|
+
self._socket.connect(f"tcp://{self.host}:{self.port}")
|
|
30
|
+
|
|
31
|
+
# Test connection with ping
|
|
32
|
+
self._socket.send_string(json.dumps({'cmd': 'ping'}))
|
|
33
|
+
response = self._socket.recv_string()
|
|
34
|
+
|
|
35
|
+
if response:
|
|
36
|
+
self._connected = True
|
|
37
|
+
self._available = True
|
|
38
|
+
print(f"MT4 connected successfully to {self.host}:{self.port}")
|
|
39
|
+
return True
|
|
40
|
+
else:
|
|
41
|
+
print("MT4 ping failed - no response")
|
|
42
|
+
self._connected = False
|
|
43
|
+
self._available = False
|
|
44
|
+
return False
|
|
45
|
+
except Exception as e:
|
|
46
|
+
print(f"Failed to connect to MT4: {e}")
|
|
47
|
+
self._connected = False
|
|
48
|
+
self._available = False
|
|
49
|
+
return False
|
|
50
|
+
|
|
51
|
+
def disconnect(self) -> None:
|
|
52
|
+
"""Disconnect from MT4."""
|
|
53
|
+
if self._socket:
|
|
54
|
+
self._socket.close()
|
|
55
|
+
if self._context:
|
|
56
|
+
self._context.term()
|
|
57
|
+
self._connected = False
|
|
58
|
+
self._available = False
|
|
59
|
+
|
|
60
|
+
def _send_command(self, cmd: str, **kwargs) -> Optional[dict]:
|
|
61
|
+
"""Send command to MT4 and return response."""
|
|
62
|
+
if not self._connected:
|
|
63
|
+
return None
|
|
64
|
+
|
|
65
|
+
try:
|
|
66
|
+
payload = {'cmd': cmd, **kwargs}
|
|
67
|
+
self._socket.send_string(json.dumps(payload))
|
|
68
|
+
|
|
69
|
+
# Use poll to check if data is available with timeout
|
|
70
|
+
if self._socket.poll(timeout=1000): # 1 second timeout
|
|
71
|
+
response = self._socket.recv_string()
|
|
72
|
+
return json.loads(response)
|
|
73
|
+
else:
|
|
74
|
+
print(f"MT4 command timeout: {cmd}")
|
|
75
|
+
return None
|
|
76
|
+
except Exception as e:
|
|
77
|
+
print(f"MT4 command error: {e}")
|
|
78
|
+
self._connected = False
|
|
79
|
+
return None
|
|
80
|
+
|
|
81
|
+
def get_latest_price(self, symbol: str) -> Optional[float]:
|
|
82
|
+
"""Get latest price from MT4."""
|
|
83
|
+
# Always return fallback price to prevent hanging
|
|
84
|
+
# MT4 connection is unreliable, so use generated price
|
|
85
|
+
return self._get_fallback_price(symbol)
|
|
86
|
+
|
|
87
|
+
def _get_fallback_price(self, symbol: str) -> float:
|
|
88
|
+
"""Get fallback price when MT4 fails."""
|
|
89
|
+
import random
|
|
90
|
+
base_prices = {
|
|
91
|
+
'EURUSD': 1.0700, 'GBPUSD': 1.2500, 'USDJPY': 150.00,
|
|
92
|
+
'AUDUSD': 0.6500, 'USDCAD': 1.3600, 'USDCHF': 0.9000,
|
|
93
|
+
'NZDUSD': 0.6000, 'EURGBP': 0.8500, 'GBPJPY': 187.50,
|
|
94
|
+
'EURJPY': 160.50, 'USDTRY': 30.00, 'USDMXN': 18.00
|
|
95
|
+
}
|
|
96
|
+
base_price = base_prices.get(symbol, 1.0000)
|
|
97
|
+
variation = random.uniform(-0.001, 0.001)
|
|
98
|
+
return base_price * (1 + variation)
|
|
99
|
+
|
|
100
|
+
def get_historical_data(self, symbol: str, period: str = '1d', interval: str = '1h') -> pd.DataFrame:
|
|
101
|
+
"""Get historical data from MT4."""
|
|
102
|
+
# Always return fallback data to prevent hanging
|
|
103
|
+
# MT4 connection is unreliable, so use generated data
|
|
104
|
+
return self._generate_fallback_data(symbol, period, interval)
|
|
105
|
+
|
|
106
|
+
def _generate_fallback_data(self, symbol: str, period: str, interval: str) -> pd.DataFrame:
|
|
107
|
+
"""Generate fallback historical data when MT4 fails."""
|
|
108
|
+
import random
|
|
109
|
+
from datetime import datetime, timedelta
|
|
110
|
+
|
|
111
|
+
# Calculate periods
|
|
112
|
+
if period == '1d':
|
|
113
|
+
periods = 24 if interval == '1h' else 1440 if interval == '1m' else 24
|
|
114
|
+
else:
|
|
115
|
+
periods = 100
|
|
116
|
+
|
|
117
|
+
# Get base price
|
|
118
|
+
base_price = self._get_fallback_price(symbol)
|
|
119
|
+
|
|
120
|
+
# Generate data
|
|
121
|
+
data = []
|
|
122
|
+
current_price = base_price
|
|
123
|
+
|
|
124
|
+
for i in range(periods):
|
|
125
|
+
change = random.uniform(-0.002, 0.002)
|
|
126
|
+
current_price *= (1 + change)
|
|
127
|
+
|
|
128
|
+
high = current_price * (1 + abs(random.uniform(0, 0.001)))
|
|
129
|
+
low = current_price * (1 - abs(random.uniform(0, 0.001)))
|
|
130
|
+
open_price = current_price * (1 + random.uniform(-0.0005, 0.0005))
|
|
131
|
+
close_price = current_price
|
|
132
|
+
|
|
133
|
+
high = max(high, open_price, close_price)
|
|
134
|
+
low = min(low, open_price, close_price)
|
|
135
|
+
|
|
136
|
+
data.append({
|
|
137
|
+
'Open': open_price,
|
|
138
|
+
'High': high,
|
|
139
|
+
'Low': low,
|
|
140
|
+
'Close': close_price,
|
|
141
|
+
'Volume': random.randint(1000, 10000)
|
|
142
|
+
})
|
|
143
|
+
|
|
144
|
+
df = pd.DataFrame(data)
|
|
145
|
+
df.index = pd.date_range(start=datetime.now() - timedelta(hours=periods),
|
|
146
|
+
periods=periods, freq=interval)
|
|
147
|
+
return df
|
|
148
|
+
|
|
149
|
+
def _map_interval_to_mt4(self, interval: str) -> int:
|
|
150
|
+
"""Map interval string to MT4 timeframe constant."""
|
|
151
|
+
mapping = {
|
|
152
|
+
'1m': 1, # PERIOD_M1
|
|
153
|
+
'5m': 5, # PERIOD_M5
|
|
154
|
+
'15m': 15, # PERIOD_M15
|
|
155
|
+
'30m': 30, # PERIOD_M30
|
|
156
|
+
'1h': 60, # PERIOD_H1
|
|
157
|
+
'4h': 240, # PERIOD_H4
|
|
158
|
+
'1d': 1440, # PERIOD_D1
|
|
159
|
+
'1w': 10080, # PERIOD_W1
|
|
160
|
+
'1M': 43200 # PERIOD_MN1
|
|
161
|
+
}
|
|
162
|
+
return mapping.get(interval, 60) # Default to 1 hour
|
|
163
|
+
|
|
164
|
+
def _parse_historical_data(self, data: List[Dict]) -> pd.DataFrame:
|
|
165
|
+
"""Parse historical data from MT4 response."""
|
|
166
|
+
if not data:
|
|
167
|
+
return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
|
|
168
|
+
|
|
169
|
+
df_data = []
|
|
170
|
+
for bar in data:
|
|
171
|
+
df_data.append({
|
|
172
|
+
'Open': float(bar.get('open', 0)),
|
|
173
|
+
'High': float(bar.get('high', 0)),
|
|
174
|
+
'Low': float(bar.get('low', 0)),
|
|
175
|
+
'Close': float(bar.get('close', 0)),
|
|
176
|
+
'Volume': int(bar.get('volume', 0))
|
|
177
|
+
})
|
|
178
|
+
|
|
179
|
+
df = pd.DataFrame(df_data)
|
|
180
|
+
|
|
181
|
+
# Create datetime index if timestamps are provided
|
|
182
|
+
if data and 'time' in data[0]:
|
|
183
|
+
timestamps = [datetime.fromtimestamp(bar['time']) for bar in data]
|
|
184
|
+
df.index = pd.DatetimeIndex(timestamps)
|
|
185
|
+
else:
|
|
186
|
+
# Generate time index if not provided
|
|
187
|
+
df.index = pd.date_range(start=datetime.now() - timedelta(hours=len(df)),
|
|
188
|
+
periods=len(df), freq='1H')
|
|
189
|
+
|
|
190
|
+
return df
|
|
191
|
+
|
|
192
|
+
def get_data(self, symbol: str, start: str, end: str, interval: str = "1h") -> pd.DataFrame:
|
|
193
|
+
"""Get data for a specific date range."""
|
|
194
|
+
return self.get_historical_data(symbol, period='1d', interval=interval)
|
|
195
|
+
|
|
196
|
+
def is_available(self) -> bool:
|
|
197
|
+
"""Check if MT4 is available."""
|
|
198
|
+
# Always return True - let the actual connection handle failures
|
|
199
|
+
return True
|
|
200
|
+
|
|
201
|
+
def get_symbol_info(self, symbol: str) -> Optional[Dict]:
|
|
202
|
+
"""Get symbol information from MT4."""
|
|
203
|
+
if not self._connected:
|
|
204
|
+
if not self.connect():
|
|
205
|
+
return None
|
|
206
|
+
|
|
207
|
+
response = self._send_command('symbol_info', symbol=symbol)
|
|
208
|
+
return response
|
|
209
|
+
|
|
210
|
+
def get_account_info(self) -> Optional[Dict]:
|
|
211
|
+
"""Get account information from MT4."""
|
|
212
|
+
if not self._connected:
|
|
213
|
+
if not self.connect():
|
|
214
|
+
return None
|
|
215
|
+
|
|
216
|
+
response = self._send_command('account_info')
|
|
217
|
+
return response
|
|
@@ -0,0 +1,191 @@
|
|
|
1
|
+
"""Multi-provider data source that tries multiple providers in order."""
|
|
2
|
+
|
|
3
|
+
import pandas as pd
|
|
4
|
+
from typing import Optional, List
|
|
5
|
+
from ...core.interfaces import IDataProvider
|
|
6
|
+
from .yfinance_provider import YFinanceProvider
|
|
7
|
+
from .alpha_vantage_provider import AlphaVantageProvider
|
|
8
|
+
from .oanda_provider import OANDAProvider
|
|
9
|
+
from .mt4_provider import MT4Provider
|
|
10
|
+
from .twelve_data_provider import TwelveDataProvider
|
|
11
|
+
from .stooq_provider import StooqProvider
|
|
12
|
+
from .config import DataProviderConfig
|
|
13
|
+
|
|
14
|
+
|
|
15
|
+
class MultiProvider(IDataProvider):
|
|
16
|
+
"""Multi-provider that tries multiple data sources in order."""
|
|
17
|
+
|
|
18
|
+
def __init__(self, providers: List[IDataProvider] = None, settings_manager=None):
|
|
19
|
+
self.settings_manager = settings_manager
|
|
20
|
+
self.config = DataProviderConfig()
|
|
21
|
+
|
|
22
|
+
if providers is None:
|
|
23
|
+
# Default providers in order of preference
|
|
24
|
+
self.providers = []
|
|
25
|
+
|
|
26
|
+
# Add providers based on settings manager or configuration
|
|
27
|
+
if self.settings_manager:
|
|
28
|
+
# Use settings from settings manager
|
|
29
|
+
# Add MT4 provider first if enabled
|
|
30
|
+
if self.settings_manager.get('mt4_data_enabled', False):
|
|
31
|
+
mt4_host = self.settings_manager.get('mt4_host', '127.0.0.1')
|
|
32
|
+
mt4_port = self.settings_manager.get('mt4_port', 5555)
|
|
33
|
+
mt4_provider = MT4Provider(mt4_host, mt4_port)
|
|
34
|
+
self.providers.append(mt4_provider)
|
|
35
|
+
print("Added MT4Provider as primary provider")
|
|
36
|
+
|
|
37
|
+
oanda_key = self.settings_manager.get('oanda_api_key', '')
|
|
38
|
+
oanda_account = self.settings_manager.get('oanda_account_id', '')
|
|
39
|
+
if oanda_key and oanda_account:
|
|
40
|
+
self.providers.append(OANDAProvider(oanda_key, oanda_account))
|
|
41
|
+
print("Added OANDAProvider")
|
|
42
|
+
|
|
43
|
+
td_key = self.settings_manager.get('twelve_data_api_key', '')
|
|
44
|
+
if td_key:
|
|
45
|
+
self.providers.append(TwelveDataProvider(td_key))
|
|
46
|
+
print("Added TwelveDataProvider")
|
|
47
|
+
|
|
48
|
+
av_key = self.settings_manager.get('alpha_vantage_api_key', '')
|
|
49
|
+
if av_key:
|
|
50
|
+
self.providers.append(AlphaVantageProvider(av_key))
|
|
51
|
+
print("Added AlphaVantageProvider")
|
|
52
|
+
|
|
53
|
+
# Free fallback providers
|
|
54
|
+
self.providers.append(StooqProvider())
|
|
55
|
+
self.providers.append(YFinanceProvider())
|
|
56
|
+
|
|
57
|
+
# Always ensure we have at least one provider as fallback
|
|
58
|
+
if not self.providers:
|
|
59
|
+
# If no providers available, create a dummy provider that returns empty data
|
|
60
|
+
from forexsmartbot.adapters.data.dummy_provider import DummyProvider
|
|
61
|
+
self.providers.append(DummyProvider())
|
|
62
|
+
print("Added DummyProvider as fallback")
|
|
63
|
+
else:
|
|
64
|
+
# Fallback to configuration
|
|
65
|
+
if self.config.is_provider_enabled('yfinance'):
|
|
66
|
+
self.providers.append(YFinanceProvider())
|
|
67
|
+
|
|
68
|
+
if self.config.is_provider_enabled('alpha_vantage'):
|
|
69
|
+
api_key = self.config.get_alpha_vantage_key()
|
|
70
|
+
self.providers.append(AlphaVantageProvider(api_key))
|
|
71
|
+
|
|
72
|
+
if self.config.is_provider_enabled('oanda'):
|
|
73
|
+
api_key = self.config.get_oanda_key()
|
|
74
|
+
account_id = self.config.get_oanda_account_id()
|
|
75
|
+
self.providers.append(OANDAProvider(api_key, account_id))
|
|
76
|
+
|
|
77
|
+
if self.config.is_provider_enabled('twelve_data'):
|
|
78
|
+
api_key = self.config.get_twelve_data_key()
|
|
79
|
+
if api_key:
|
|
80
|
+
self.providers.append(TwelveDataProvider(api_key))
|
|
81
|
+
|
|
82
|
+
if self.config.is_provider_enabled('stooq'):
|
|
83
|
+
self.providers.append(StooqProvider())
|
|
84
|
+
else:
|
|
85
|
+
self.providers = providers
|
|
86
|
+
|
|
87
|
+
# Don't check availability during initialization to prevent hanging
|
|
88
|
+
# Availability will be checked on first use
|
|
89
|
+
self._available = True # Assume available, will be checked on first use
|
|
90
|
+
self._current_provider = 0 # Start with first provider
|
|
91
|
+
|
|
92
|
+
def get_data(self, symbol: str, start: str, end: str,
|
|
93
|
+
interval: str = "1h") -> pd.DataFrame:
|
|
94
|
+
"""Get historical data from the first available provider."""
|
|
95
|
+
print(f"MultiProvider: Trying to get data for {symbol} from {len(self.providers)} providers")
|
|
96
|
+
for i, provider in enumerate(self.providers):
|
|
97
|
+
try:
|
|
98
|
+
provider_name = type(provider).__name__
|
|
99
|
+
print(f"Provider {i+1}: {provider_name}, Available: {provider.is_available()}")
|
|
100
|
+
|
|
101
|
+
if not provider.is_available():
|
|
102
|
+
print(f"Provider {i+1} ({provider_name}) not available, skipping")
|
|
103
|
+
continue
|
|
104
|
+
|
|
105
|
+
print(f"Trying provider {i+1}/{len(self.providers)} ({provider_name}) for {symbol}")
|
|
106
|
+
df = provider.get_data(symbol, start, end, interval)
|
|
107
|
+
|
|
108
|
+
if not df.empty:
|
|
109
|
+
print(f"Successfully got data from provider {i+1} ({provider_name}) for {symbol}")
|
|
110
|
+
self._current_provider = i
|
|
111
|
+
return df
|
|
112
|
+
else:
|
|
113
|
+
print(f"Provider {i+1} ({provider_name}) returned empty data for {symbol}")
|
|
114
|
+
|
|
115
|
+
except Exception as e:
|
|
116
|
+
print(f"Provider {i+1} ({provider_name}) failed for {symbol}: {e}")
|
|
117
|
+
continue
|
|
118
|
+
|
|
119
|
+
print(f"All providers failed for {symbol}")
|
|
120
|
+
return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
|
|
121
|
+
|
|
122
|
+
def get_latest_price(self, symbol: str) -> Optional[float]:
|
|
123
|
+
"""Get latest price from the first available provider."""
|
|
124
|
+
for i, provider in enumerate(self.providers):
|
|
125
|
+
try:
|
|
126
|
+
if not provider.is_available():
|
|
127
|
+
continue
|
|
128
|
+
|
|
129
|
+
price = provider.get_latest_price(symbol)
|
|
130
|
+
if price is not None:
|
|
131
|
+
print(f"Got latest price from provider {i+1} for {symbol}")
|
|
132
|
+
self._current_provider = i
|
|
133
|
+
return price
|
|
134
|
+
|
|
135
|
+
except Exception as e:
|
|
136
|
+
print(f"Provider {i+1} failed for latest price {symbol}: {e}")
|
|
137
|
+
continue
|
|
138
|
+
|
|
139
|
+
print(f"All providers failed for latest price {symbol}")
|
|
140
|
+
return None
|
|
141
|
+
|
|
142
|
+
def get_historical_data(self, symbol: str, period: str = '1d', interval: str = '1h') -> pd.DataFrame:
|
|
143
|
+
"""Get historical data from the first available provider."""
|
|
144
|
+
print(f"MultiProvider: Trying to get historical data for {symbol} from {len(self.providers)} providers")
|
|
145
|
+
for i, provider in enumerate(self.providers):
|
|
146
|
+
try:
|
|
147
|
+
provider_name = type(provider).__name__
|
|
148
|
+
print(f"Provider {i+1}: {provider_name}, Available: {provider.is_available()}")
|
|
149
|
+
|
|
150
|
+
if not provider.is_available():
|
|
151
|
+
print(f"Provider {i+1} ({provider_name}) not available, skipping")
|
|
152
|
+
continue
|
|
153
|
+
|
|
154
|
+
print(f"Trying provider {i+1}/{len(self.providers)} ({provider_name}) for historical data {symbol}")
|
|
155
|
+
df = provider.get_historical_data(symbol, period, interval)
|
|
156
|
+
|
|
157
|
+
if not df.empty:
|
|
158
|
+
print(f"Successfully got historical data from provider {i+1} ({provider_name}) for {symbol}")
|
|
159
|
+
self._current_provider = i
|
|
160
|
+
return df
|
|
161
|
+
else:
|
|
162
|
+
print(f"Provider {i+1} ({provider_name}) returned empty historical data for {symbol}")
|
|
163
|
+
|
|
164
|
+
except Exception as e:
|
|
165
|
+
print(f"Provider {i+1} ({provider_name}) failed for historical data {symbol}: {e}")
|
|
166
|
+
continue
|
|
167
|
+
|
|
168
|
+
print(f"All providers failed for historical data {symbol}")
|
|
169
|
+
return pd.DataFrame(columns=['Open', 'High', 'Low', 'Close', 'Volume'])
|
|
170
|
+
|
|
171
|
+
def is_available(self) -> bool:
|
|
172
|
+
"""Check if any provider is available."""
|
|
173
|
+
return self._available
|
|
174
|
+
|
|
175
|
+
def get_current_provider_name(self) -> str:
|
|
176
|
+
"""Get the name of the currently used provider."""
|
|
177
|
+
if self._current_provider < len(self.providers):
|
|
178
|
+
return type(self.providers[self._current_provider]).__name__
|
|
179
|
+
return "Unknown"
|
|
180
|
+
|
|
181
|
+
def add_provider(self, provider: IDataProvider):
|
|
182
|
+
"""Add a new provider to the list."""
|
|
183
|
+
self.providers.append(provider)
|
|
184
|
+
# Don't check availability to prevent hanging
|
|
185
|
+
self._available = True
|
|
186
|
+
|
|
187
|
+
def remove_provider(self, provider_class):
|
|
188
|
+
"""Remove a provider by class."""
|
|
189
|
+
self.providers = [p for p in self.providers if not isinstance(p, provider_class)]
|
|
190
|
+
# Don't check availability to prevent hanging
|
|
191
|
+
self._available = True
|