params.py

from dataclasses import dataclass
from utils import DATA_DIR


@dataclass
class gparams:
    """General paramaters"""
    # Folder to store all output files
    outdir: str = f"{DATA_DIR}/out/"
    # Increase verbosity
    debug: bool = True
    # candle's body percentage below which the candle will be considered
    # indecision candle
    ic_perc: int = 20
    # size of images
    size = (20, 10)


@dataclass
class tjournal_params:
    # Column names that will be written in the output worksheet
    colnames: str = 'id,timeframe,start,end,strat,type,entry,session,TP,SL,'\
        'RR,SR,tot_SR,rank_selSR,entry_time,outcome,pips,SLdiff,lasttime,' \
        'pivots, pivots_lasttime,total_score,score_lasttime,score_pivot,' \
        'score_pivot_lasttime,trend_i,entry_onrsi,pips_c_trend,max_min_rsi'


@dataclass
class counter_params:
    # number of candles from start to calculate max,min RSI
    rsi_period: int = 20


@dataclass
class tradebot_params:
    # quantile used as threshold for selecting S/R
    th: float = 0.70
    # invoke 'calc_SR' each 'period' number of candles
    period: int = 60
    # number of candles to go back for calculating S/R price
    # range. This is relevant for trade_bot's get_max_min function and it will
    # also be relevant to decide how much to go back in time to detect SRs
    period_range: int = 1500
    # add this number of pips to SL and entry
    add_pips: int = 10
    # Risk Ratio for trades
    RR: float = 1.5
    # adjust_SL type
    adj_SL: str = 'candles'
    # adjust_SL_pips number of pips. Only relevant if adj_SL='pips'
    adj_SL_pips: int = 100
    # do not consider trades with an ic with height>than 'max_height' pips
    max_height: int = 150

    def __post_init__(self):
        if self.adj_SL not in ['candles', 'pips', 'nextSR']:
            raise ValueError(f"{self.adj_SL} is not a valid for adj_SL")


@dataclass
class pivots_params:
    # Number of pips above/below SR to identify bounces
    hr_pips: int = 25
    # Value used by ZigZag to identify pivots. The lower the
    # value the higher the sensitivity
    th_bounces: float = 0.02
    # (int) Skip merge if Segment is greater than 'n_candles'
    n_candles: int = 18
    # (int) % of diff in pips threshold
    diff_th: int = 50
    # Boolean, if true then produce png files for in_area pivots and
    # rsi_bounces
    plot: bool = False
    # Bool. run merge_pre's function from Pivot class
    runmerge_pre: bool = True
    # Bool. run merge_aft's function from Pivot class
    runmerge_aft: bool = True


@dataclass
class clist_params:
    #  Number of candles used for calculating the RSI
    rsi_period: int = 14
    # SR detection
    i_pips: int = 30
    # Minimum number of candles from start to be required
    min: int = 5
    # Number of times * increment_price to be used by calc_diff
    # The lower times, the more clustered the retained HAreas will be
    times: int = 3


@dataclass
class trade_params:
    # When using run method, how many pips above/below the HArea will
    # considered to check if it hits the entry,SL or TP
    hr_pips: int = 1
    # number of candles from start of trade to run the trade and assess the
    # outcome
    numperiods: int = 30
    # number of candles from start of trade to create a time interval that will
    # be assessed.
    interval: int = 1500
    # granularity for HArea.get_cross_time
    granularity: str = "H2"
    # num of candles from trade.start to calc ATR
    period_atr: int = 20
    # number of candles to go back when init_clist=True
    trade_period: int = 5000
    # number of pips to add/substract to SR to calculate lasttime
    pad: int = 30
    th_bounces: int = 0.02  # pivot sensitivity for 'get_trade_type'


@dataclass
class trade_management_params(trade_params):
    strat: str = "area_unaware"
    clisttm_tf: str = "H8"
    preceding_clist_strat: str = "wipe"

    def __post_init__(self):
        if self.strat not in [
            "area_unaware",
            "area_aware",
            "breakeven",
            "trackingtrade",
            "trackingawaretrade"
        ]:
            raise ValueError(f"Invalid strat: {self.strat}")

        if self.preceding_clist_strat not in ["wipe", "queue"]:
            raise ValueError(f"Invalid preceding_clist_strat: {self.strat}")


@dataclass
class breakeven_params(trade_management_params):
    number_of_pips: int = 10