bot/strategy/Example.py - dev - fgtmenow/tb

bot/strategy/Example.py
74 строки2 KB
Azarev Artem
Add project configuration and initial implementation of trading bot
17 янв 2026, 02:00
17 янв 2026, 02:005246123
from _common.domain.enums.Action import Action
from _common.domain.enums.OrderType import OrderType
from _common.domain.enums.Side import Side
from _common.domain.model.OrderToPlace import OrderToPlace
from _common.domain.util.Logger import print_messaged
from _common.domain.util.ProfitCalc import calc_closed_pl
from bot.strategy.base.BaseStrategy import BaseStrategy


class Example(BaseStrategy):
    def __init__(self):
        super().__init__(self.__class__.__name__)
        self.was_loss: dict[str, bool] = {}
        self.level = 0.025

    def check_entry(self, symbol: str) -> OrderToPlace | None:

        df_5m = self.model.data_5m[symbol]

        if self.model.data_length(symbol) < 2:
            return None

        if not self.model.check_ready(symbol):
            return None

        bar = self.model.get_bar(symbol)
        trend = df_5m.iloc[-1]['trend']
        confirm = df_5m.iloc[-1]['confirm']
        swing_point = df_5m.iloc[-1]['swing_point']

        # get last HH and LL

        if trend == 1 and swing_point == 1:
            hh = df_5m.loc[df_5m.index[df_5m['swing_point'] == 1][-1], 'high']
            ll = df_5m.loc[df_5m.index[df_5m['swing_point'] == -1][-1], 'low']

            entry_price = ll + (hh - ll) * 32.8 / 100
            target_price = ll + (hh - ll) * 132.8 / 100

            print_messaged(bar.datetime(), f"hh:{hh} ll={ll}, entry={entry_price} target={target_price}")

            return OrderToPlace(
                type=OrderType.LIMIT,
                symbol=symbol,
                side=Side.LONG,
                size=0.001,
                entry_price=entry_price,
                leverage=20,
                strategy=self.name,
                target_price=None,
                stop_price=None
            )

        return None

    def check_bar(self, symbol: str) -> Action:

        pos = self.store.broker.get_position(symbol)
        bar = self.model.get_bar(symbol)
        pl = calc_closed_pl(
            entry_commission_perc=pos.entry_commission,
            exit_commission_perc=self.store.broker.market_fee,
            funding_rate_perc=self.instrumentCache.get_funding_rate(symbol),
            side=pos.side,
            position_size=pos.size,
            entry_price=pos.entry_price,
            exit_price=bar.close,
            leverage=pos.leverage
        )

        if pl > 0.18:
            return Action.CLOSE_POSITION

        return Action.NOTHING