trading_eurusd_mac.py

import sys

from core.portfolio import Portfolio

from core.trading import Trading
from core.configuration import Configuration
from datahandlers.data_handler_factory import DataHandlerFactory
from executionhandlers.oanda_execution import OandaExecutionHandler
from executionhandlers.execution_handler_factory import ExecutionHandlerFactory
import strategies.mac as mac
from positionsizehandlers.fixed_position_size import FixedPositionSize
from loggers.text_logger import TextLogger
import argparser_tools.basic
import os
from datahandlers.oanda_data_handler import OandaDataHandler
from timeframe.timeframe import TimeFrame


def get_strategy():
    return mac.MovingAverageCrossStrategy


def main():
    strategy = get_strategy()
    args_namespace = strategy.create_argument_parser().parse_args()
    strategy_params_special = strategy.get_strategy_params(args_namespace)

    heartbeat = 0

    events_log_file = '{}/events.log'.format(args_namespace.output_directory)

    strategy_params = dict(stop_loss_pips=args_namespace.stop_loss, take_profit_pips=args_namespace.take_profit)
    strategy_params.update(strategy_params_special)

    configuration = Configuration(data_handler_name=OandaDataHandler,
                                  execution_handler_name=OandaExecutionHandler)

    configuration.set_option(Configuration.OPTION_ACCOUNT_ID, os.environ.get('OANDA_API_ACCOUNT_ID'))
    configuration.set_option(Configuration.OPTION_ACCESS_TOKEN, os.environ.get('OANDA_API_ACCESS_TOKEN'))
    configuration.set_option(Configuration.OPTION_TIMEFRAME, TimeFrame.TIME_FRAME_S5)

    trading = Trading(args_namespace.output_directory, args_namespace.symbols, heartbeat,
                      configuration, DataHandlerFactory(), ExecutionHandlerFactory(), Portfolio, get_strategy(),
                      FixedPositionSize(0.01),
                      TextLogger(events_log_file), [Trading.LOG_TYPE_EVENTS], strategy_params, 'equity.csv',
                      'trades.csv')

    trading.run()
    trading.print_performance()


if __name__ == "__main__":
    main()