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