Reorganization

Trading_Pal/oanda.py → 1st_ version/oanda.py

@@ -4,7 +4,7 @@
 CEO: Dectrick A. McGee
 
 For inquiries and support, please contact:
-Email: profitwave[email protected]
+Email: profitwavet[email protected]
 """
 
 import json
@@ -16,17 +16,15 @@
 import configparser
 import winsound
 from words import trading_keywords, endpoint_phrases
-from backtest import Strategies
 import pandas as pd
 import oandapyV20
 import oandapyV20.endpoints.transactions as transactions
 from oandapyV20.contrib.requests import MarketOrderRequest
 from oandapyV20.exceptions import V20Error
 from oandapyV20.endpoints.orders import OrderCreate
 import openai  
-from backtest import Strategies
-import pandas as pd
 
+import pandas as pd
 # Read keys from config.ini
 config = configparser.ConfigParser()
 config.read('config.ini')
@@ -85,8 +83,7 @@ def text_to_speech(text):
 def print_with_voice(text):
     print(text)
     text_to_speech(text) 
-# Initialize backtest module
-strategies_instance = Strategies(pd)
+
 
 
 
@@ -601,27 +598,6 @@ def get_tradeable_instruments(ACCOUNT_ID):
 
             matched_endpoint = input("Enter 'ok' to continue creating orders or press Enter to exit: ")
 
-        elif matched_endpoint == "execute_backtest":
-
-                # Assuming that backtest requires parameters, let's say the name of the strategy and historical data.
-                # You should replace these inputs with actual ones according to your backtest module's requirements.
-                strategy_name = input("Enter the strategy name: ")
-                # Here you need to provide the data for backtesting, assuming it is stored in a CSV file
-                data = pd.read_csv(r'C:\Users\kingp\Downloads\Trading_Pal-main\Trading_Pal-main\GBP_USD_D.csv')
-
-                try:
-                    backtest_results = strategies_instance.backtest(strategy_name, data)
-                    # Add the backtest results to the messages as a system message
-                    messages.append({"role": "system", "content": f"Backtest results: {backtest_results}"})
-
-                    # Send the backtest results to the GPT-3 model as a user message
-                    messages.append({"role": "user", "content": f"The backtest results for the {strategy_name} strategy are: {backtest_results}"})
-
-                except Exception as e:
-                    # If there was an error executing the backtest, add that to the messages
-                    messages.append({"role": "system", "content": str(e)})
-
-
 
 
 

Execute _strategy.py

@@ -0,0 +1,82 @@
+from oandapyV20 import API
+from oandapyV20.contrib.requests import MarketOrderRequest
+from oandapyV20.endpoints.pricing import PricingStream
+from oandapyV20.endpoints.orders import OrderCreate
+from oandapyV20.exceptions import V20Error
+import time
+
+account_id = "101-001-25836141-002"
+api_key = "ba62e5ad63f2a8759ee31761ba01e196-fb6f30ba3b58d44a94152fa5cd4f3ce2"
+api = API(access_token=api_key, environment="practice")
+instrument = "GBP_USD"
+
+prices = []
+moving_average_period = 5
+moving_average_sum = 0
+position = 0
+position_time = None
+position_timeout = 30  # Position timeout in seconds
+
+try:
+    r = PricingStream(accountID=account_id, params={"instruments": instrument})
+    for msg in api.request(r):
+        if msg["type"] == "HEARTBEAT":
+            continue
+
+        if msg["type"] == "PRICE":
+            bids = msg["bids"]
+            asks = msg["asks"]
+            closeout_bid = bids[0]["price"]
+            closeout_ask = asks[0]["price"]
+            curr_close = (float(closeout_bid) + float(closeout_ask)) / 2
+
+            if len(prices) == moving_average_period:
+                moving_average_sum -= prices[0]
+                prices = prices[1:]
+
+            moving_average_sum += curr_close
+            prices.append(curr_close)
+            moving_average = moving_average_sum / len(prices)
+
+            if position != 0 and time.time() - position_time >= position_timeout:
+                if position == 1:
+                    order_data = MarketOrderRequest(instrument=instrument, units=-1000)
+                else:
+                    order_data = MarketOrderRequest(instrument=instrument, units=1000)
+                r = OrderCreate(account_id, data=order_data.data)
+                api.request(r)
+                position = 0
+                print(f"Position closed due to timeout. Time: {time.time()}")
+
+            elif position == 0:
+                if curr_close > moving_average:
+                    position = 1
+                    order_data = MarketOrderRequest(instrument=instrument, units=1000)
+                    r = OrderCreate(account_id, data=order_data.data)
+                    api.request(r)
+                    position_time = time.time()
+                    print(f"Position opened at {curr_close}. Time: {time.time()}")
+                elif curr_close < moving_average:
+                    position = -1
+                    order_data = MarketOrderRequest(instrument=instrument, units=-1000)
+                    r = OrderCreate(account_id, data=order_data.data)
+                    api.request(r)
+                    position_time = time.time()
+                    print(f"Position opened at {curr_close}. Time: {time.time()}")
+            elif position == 1 and curr_close < moving_average:
+                position = 0
+                order_data = MarketOrderRequest(instrument=instrument, units=-1000)
+                r = OrderCreate(account_id, data=order_data.data)
+                api.request(r)
+                print(f"Position closed at {curr_close}. Time: {time.time()}")
+            elif position == -1 and curr_close > moving_average:
+                position = 0
+                order_data = MarketOrderRequest(instrument=instrument, units=1000)
+                r = OrderCreate(account_id, data=order_data.data)
+                api.request(r)
+                print(f"Position closed at {curr_close}. Time: {time.time()}")
+
+except V20Error as e:
+    print("V20Error occurred: {e}")
+except Exception as e:
+    print(f"An unexpected error occurred: {e}")