Initial commit: multi-symbol bot with backtest engine and RSI trend strategy

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

bot/loop.py

@@ -0,0 +1,168 @@
+"""
+Main trading loop.
+
+Wakes on each M15 bar boundary, scans all configured symbols for signals,
+executes trades through the broker facade, and handles daily bookkeeping.
+"""
+
+import asyncio
+import logging
+from datetime import datetime, timezone, timedelta
+
+from . import broker, config, risk, alerts
+from .signals import check
+
+logger = logging.getLogger(__name__)
+
+
+# ── timing ───────────────────────────────────────────────────────────────────
+
+def _next_bar_time(now: datetime) -> datetime:
+    """Return the UTC datetime of the next M15 bar close."""
+    minutes   = (now.minute // 15 + 1) * 15
+    base      = now.replace(minute=0, second=0, microsecond=0)
+    next_bar  = base + timedelta(minutes=minutes)
+    return next_bar + timedelta(seconds=5)   # 5-s buffer after bar close
+
+
+async def _sleep_until(dt: datetime) -> None:
+    delay = (dt - datetime.now(timezone.utc)).total_seconds()
+    if delay > 0:
+        logger.debug("Sleeping %.1f s until %s", delay, dt.strftime("%H:%M:%S"))
+        await asyncio.sleep(delay)
+
+
+# ── daily reset ──────────────────────────────────────────────────────────────
+
+_last_day: str = ""
+
+
+def _daily_reset():
+    global _last_day
+    today = datetime.now(timezone.utc).date().isoformat()
+    if today != _last_day:
+        _last_day = today
+        logger.info("── New trading day: %s ──", today)
+
+
+# ── position tracker (for can_trade check across symbols) ────────────────────
+
+async def _get_state() -> dict:
+    """Read paper state for daily P&L.  Returns empty dict for live MT5 mode."""
+    if config.PAPER_TRADING:
+        from .paper_client import _state
+        return _state
+    return {}
+
+
+# ── trade execution ──────────────────────────────────────────────────────────
+
+async def _execute(signal, account_info: dict) -> bool:
+    symbol_info = await broker.get_symbol_info(signal.symbol)
+    if symbol_info is None:
+        logger.warning("No symbol info for %s", signal.symbol)
+        return False
+
+    tick = await broker.get_tick(signal.symbol)
+    if tick is None:
+        logger.warning("No tick for %s", signal.symbol)
+        return False
+
+    fill_price = tick["ask"] if signal.direction == "long" else tick["bid"]
+
+    volume = risk.calculate_lot_size(
+        symbol_info,
+        account_info["balance"],
+        fill_price,
+        signal.sl,
+    )
+    if volume == 0.0:
+        return False
+
+    order_type = broker.ORDER_TYPE_BUY if signal.direction == "long" else broker.ORDER_TYPE_SELL
+    result = await broker.place_order(
+        symbol     = signal.symbol,
+        order_type = order_type,
+        volume     = volume,
+        price      = fill_price,
+        sl         = signal.sl,
+        tp         = signal.tp,
+        comment    = "RSITrend",
+    )
+    if result is None:
+        return False
+
+    await alerts.notify_open(signal.symbol, signal.direction, fill_price,
+                             signal.sl, signal.tp, volume)
+    return True
+
+
+# ── symbol already has open position? ────────────────────────────────────────
+
+def _has_open(symbol: str, open_positions: list[dict]) -> bool:
+    return any(
+        p.get("symbol") == symbol or p.get("s") == symbol
+        for p in open_positions
+    )
+
+
+# ── main loop ─────────────────────────────────────────────────────────────────
+
+async def run() -> None:
+    mode = "PAPER" if config.PAPER_TRADING else "LIVE"
+    logger.info("Bot started in %s mode — symbols: %s", mode, config.SYMBOLS)
+    await alerts.notify_status(
+        f"NewBot started ({mode}) — watching {', '.join(config.SYMBOLS)}"
+    )
+
+    while True:
+        now      = datetime.now(timezone.utc)
+        next_bar = _next_bar_time(now)
+        await _sleep_until(next_bar)
+
+        _daily_reset()
+
+        try:
+            await _scan()
+        except Exception as exc:
+            logger.exception("Scan error: %s", exc)
+            await alerts.notify_error(str(exc))
+
+
+async def _scan() -> None:
+    account = await broker.get_account_info()
+    if account is None:
+        logger.error("Cannot fetch account info")
+        return
+
+    open_positions = await broker.get_open_positions()
+    state          = await _get_state()
+
+    if not risk.can_trade(account, open_positions, state):
+        return
+
+    now_str = datetime.now(timezone.utc).strftime("%H:%M UTC")
+    logger.info("[%s] Scanning %d symbols  open=%d  balance=$%.2f",
+                now_str, len(config.SYMBOLS), len(open_positions), account["balance"])
+
+    for symbol in config.SYMBOLS:
+        # don't add a second position on the same symbol
+        if _has_open(symbol, open_positions):
+            continue
+
+        df = await broker.get_candles(symbol, config.TIMEFRAME, config.LOOKBACK)
+        if df is None or len(df) < config.LOOKBACK:
+            logger.debug("%s: not enough candles", symbol)
+            continue
+
+        signal = check(df, symbol)
+        if signal is None:
+            continue
+
+        logger.info("Signal: %s", signal)
+        success = await _execute(signal, account)
+        if success:
+            # re-check position count after each trade
+            open_positions = await broker.get_open_positions()
+            if not risk.can_trade(account, open_positions, state):
+                break