Updating to support arbitrary instrument name

pytrade/broker.py

@@ -2,7 +2,7 @@
 
 from pytrade.interfaces.broker import IBroker
 from pytrade.interfaces.client import IClient
-from pytrade.models.instruments import Candlestick, Granularity, Instrument
+from pytrade.models.instruments import Candlestick, FxInstrument, Granularity
 from pytrade.models.order import OrderRequest
 
 
@@ -35,7 +35,7 @@ def process_orders(self):
 
     def subscribe(
         self,
-        instrument: Instrument,
+        instrument: FxInstrument,
         granularity: Granularity,
         callback: Callable[[Candlestick], None],
     ):

pytrade/interfaces/broker.py

@@ -1,7 +1,7 @@
 import abc
 from typing import Callable
 
-from pytrade.models.instruments import Candlestick, Granularity, Instrument
+from pytrade.models.instruments import Candlestick, FxInstrument, Granularity
 from pytrade.models.order import OrderRequest
 
 
@@ -38,7 +38,7 @@ def order(self, order: OrderRequest):
     @abc.abstractmethod
     def subscribe(
         self,
-        instrument: Instrument,
+        instrument: FxInstrument,
         granularity: Granularity,
         callback: Callable[[Candlestick], None],
     ):

pytrade/interfaces/client.py

@@ -3,7 +3,7 @@
 
 from multimethod import multimethod
 
-from pytrade.models.instruments import Candlestick, Granularity, Instrument
+from pytrade.models.instruments import Candlestick, FxInstrument, Granularity
 from pytrade.models.order import MarketOrderRequest
 
 
@@ -29,20 +29,20 @@ def order(self, order: MarketOrderRequest):
 
     @abc.abstractmethod
     def get_candles(
-        self, instrument: Instrument, granularity: Granularity, count: int
+        self, instrument: FxInstrument, granularity: Granularity, count: int
     ) -> list[Candlestick]:
         raise NotImplementedError()
 
     @abc.abstractmethod
     def get_candle(
-        self, instrument: Instrument, granularity: Granularity
+        self, instrument: FxInstrument, granularity: Granularity
     ) -> Candlestick:
         raise NotImplementedError()
 
     @abc.abstractmethod
     def subscribe(
         self,
-        instrument: Instrument,
+        instrument: FxInstrument,
         granularity: Granularity,
         callback: Callable[[Candlestick], None],
     ):

pytrade/models/instruments.py

@@ -16,6 +16,7 @@ class Granularity(Enum):
     M15 = "M15"
     H1 = "H1"
     H4 = "H4"
+    D1 = "D1"
 
 
 MINUTES_MAP = {
@@ -24,10 +25,11 @@ class Granularity(Enum):
     Granularity.M15: 15,
     Granularity.H1: 60,
     Granularity.H4: 240,
+    Granularity.D1: 1440,
 }
 
 
-class Instrument(Enum):
+class FxInstrument(Enum):
     AUDJPY = "AUD/JPY"
     AUDNZD = "AUD/NZD"
     AUDUSD = "AUD/USD"
@@ -50,12 +52,12 @@ class Instrument(Enum):
     USDZAR = "USD/ZAR"
 
 
-instrument_lookup = {m.value: m for m in Instrument}
+instrument_lookup = {m.value: m for m in FxInstrument}
 
 
 class CandleSubscription:
 
-    def __init__(self, instrument: Instrument, granularity: Granularity):
+    def __init__(self, instrument: FxInstrument, granularity: Granularity):
         self._instrument = instrument
         self._granularity = granularity
 
@@ -64,7 +66,7 @@ def granularity(self) -> Granularity:
         return self._granularity
 
     @property
-    def instrument(self) -> Instrument:
+    def instrument(self) -> FxInstrument:
         return self._instrument
 
     def __hash__(self):
@@ -96,7 +98,7 @@ class Candlestick:
 
     def __init__(
         self,
-        instrument: Instrument,
+        instrument: FxInstrument,
         granularity: Granularity,
         open: float,
         high: float,
@@ -125,7 +127,7 @@ def to_dict(self):
 
 class TickData:
 
-    instrument: Instrument
+    instrument: FxInstrument
     timestamp: datetime
     bid: float
     ask: float
@@ -161,7 +163,7 @@ def __init__(
                     "Dataframe does not have a datetime index and does not have a 'Timestamp' column"
                 )
         self._max_size: Optional[int] = max_size
-        self.__instrument: Optional[Instrument] = None
+        self.__instrument: Optional[FxInstrument] = None
         self.__granularity: Optional[Granularity] = None
         self.__update_event = Event()
 
@@ -216,7 +218,7 @@ def update(self, candlestick: Candlestick):
 class CandleData:
 
     def __init__(self, max_size=1000):
-        self._data: dict[tuple[Instrument, Granularity], InstrumentCandles] = {}
+        self._data: dict[tuple[FxInstrument, Granularity], InstrumentCandles] = {}
         self._max_size = max_size
 
     def __new__(cls, *args, **kwargs):
@@ -225,7 +227,7 @@ def __new__(cls, *args, **kwargs):
         # Need to handle case where instantiatied and different max size is provided
         return cls.instance
 
-    def get(self, instrument: Instrument, granularity: Granularity):
+    def get(self, instrument: FxInstrument, granularity: Granularity):
         key = (instrument, granularity)
         instrument_candles: InstrumentCandles = self._data.get(
             (instrument, granularity), InstrumentCandles(max_size=self._max_size)

pytrade/models/order.py

@@ -1,7 +1,7 @@
 from enum import Enum
 from typing import Optional
 
-from pytrade.models.instruments import Instrument
+from pytrade.models.instruments import FxInstrument
 from pytrade.models.trade import Trade
 
 
@@ -185,7 +185,7 @@ class OrderRequest(dict):
 
     def __init__(
         self,
-        instrument: Instrument,
+        instrument: FxInstrument,
         units: int,
         time_in_force: TimeInForce,
         take_profit_on_fill: Optional[float] = None,
@@ -201,15 +201,15 @@ def __init__(
         #     stop_loss_on_fill=stop_loss_on_fill,
         #     trailing_stop_loss_on_fill=trailing_stop_loss_on_fill
         # )
-        self._instrument: Instrument = instrument
+        self._instrument: FxInstrument = instrument
         self._units: int = units
         self._time_in_force: Optional[TimeInForce] = time_in_force
         self._take_profit_on_fill: Optional[float] = take_profit_on_fill
         self._stop_loss_on_fill: Optional[float] = stop_loss_on_fill
         self._trailing_stop_loss_on_fill: Optional[float] = trailing_stop_loss_on_fill
 
     @property
-    def instrument(self) -> Instrument:
+    def instrument(self) -> FxInstrument:
         return self._instrument
 
     @property
@@ -241,7 +241,7 @@ class MarketOrderRequest(OrderRequest):
 
     def __init__(
         self,
-        instrument: Instrument,
+        instrument: FxInstrument,
         units: int,
         time_in_force: TimeInForce = TimeInForce.FILL_OR_KILL,
         take_profit_on_fill: Optional[float] = None,
@@ -272,7 +272,7 @@ class LimitOrderRequest(OrderRequest):
 
     def __init__(
         self,
-        instrument: Instrument,
+        instrument: FxInstrument,
         units: int,
         price: float,
         time_in_force: TimeInForce,
@@ -295,7 +295,7 @@ class StopOrderRequest(OrderRequest):
 
     def __init__(
         self,
-        instrument: Instrument,
+        instrument: FxInstrument,
         units: int,
         price: float,
         time_in_force: TimeInForce,

pytrade/strategy.py

@@ -7,8 +7,8 @@
     CandleData,
     Candlestick,
     CandleSubscription,
+    FxInstrument,
     Granularity,
-    Instrument,
     InstrumentCandles,
 )
 
@@ -74,7 +74,7 @@ async def next(self) -> None:
         self._pending_updates = self._required_updates.copy()
 
     def get_data(
-        self, instrument: Instrument, granularity: Granularity
+        self, instrument: FxInstrument, granularity: Granularity
     ) -> InstrumentCandles:
         return self._data_context.get(instrument, granularity)
 

tests/unit/test_broker.py

@@ -1,7 +1,7 @@
 from unittest.mock import Mock
 
 from pytrade.broker import FxBroker
-from pytrade.models.instruments import Instrument
+from pytrade.models.instruments import FxInstrument
 from pytrade.models.order import OrderRequest, TimeInForce
 
 
@@ -11,7 +11,7 @@ def test_buy_order():
 
     assert len(broker._pending_orders) == 0
 
-    broker.order(OrderRequest(Instrument.GBPUSD, 10, TimeInForce.GOOD_TILL_CANCELLED))
+    broker.order(OrderRequest(FxInstrument.GBPUSD, 10, TimeInForce.GOOD_TILL_CANCELLED))
 
     assert len(broker._pending_orders) == 1
 
@@ -22,7 +22,9 @@ def test_sell_order():
 
     assert len(broker._pending_orders) == 0
 
-    broker.order(OrderRequest(Instrument.GBPUSD, -10, TimeInForce.GOOD_TILL_CANCELLED))
+    broker.order(
+        OrderRequest(FxInstrument.GBPUSD, -10, TimeInForce.GOOD_TILL_CANCELLED)
+    )
 
     assert len(broker._pending_orders) == 1
 
@@ -31,7 +33,7 @@ def test_process_orders():
     client = Mock()
     broker = FxBroker(client)
 
-    broker.order(OrderRequest(Instrument.GBPUSD, 10, TimeInForce.GOOD_TILL_CANCELLED))
+    broker.order(OrderRequest(FxInstrument.GBPUSD, 10, TimeInForce.GOOD_TILL_CANCELLED))
 
     assert len(broker._pending_orders) == 1
 

tests/unit/test_indicator.py

@@ -7,14 +7,14 @@
 from pytrade.models.instruments import (
     MINUTES_MAP,
     Candlestick,
+    FxInstrument,
     Granularity,
-    Instrument,
     InstrumentCandles,
 )
 
 
 def get_candles(
-    count: int, instrument: Instrument, granularity: Granularity, end_time: datetime
+    count: int, instrument: FxInstrument, granularity: Granularity, end_time: datetime
 ) -> list[Candlestick]:
     _delta = MINUTES_MAP[granularity]
     return [
@@ -65,7 +65,7 @@ def test_update():
     test_series = pd.Series([0, 1, 0, 0, 1])
     data = InstrumentCandles()
     candles = get_candles(
-        len(test_series), Instrument.EURUSD, Granularity.M1, datetime.now()
+        len(test_series), FxInstrument.EURUSD, Granularity.M1, datetime.now()
     )
     indicator = BoolIndicator(data)
     for idx, candle in enumerate(candles):
@@ -82,7 +82,7 @@ def test_primitive_equality():
     test_series = pd.Series([0, 1, 2, 3, 4])
     data = InstrumentCandles()
     candles = get_candles(
-        len(test_series), Instrument.EURUSD, Granularity.M1, datetime.now()
+        len(test_series), FxInstrument.EURUSD, Granularity.M1, datetime.now()
     )
     indicator = SquareIndicator(data)
     for idx, candle in enumerate(candles):
@@ -99,7 +99,7 @@ def test_primitive_greater():
     test_series = pd.Series([0, 1, 2, 3, 4])
     data = InstrumentCandles()
     candles = get_candles(
-        len(test_series), Instrument.EURUSD, Granularity.M1, datetime.now()
+        len(test_series), FxInstrument.EURUSD, Granularity.M1, datetime.now()
     )
     indicator = StaticIndicator(data)
     for idx, candle in enumerate(candles):
@@ -116,7 +116,7 @@ def test_primitive_less():
     test_series = pd.Series([0, 1, 2, 3, 4])
     data = InstrumentCandles()
     candles = get_candles(
-        len(test_series), Instrument.EURUSD, Granularity.M1, datetime.now()
+        len(test_series), FxInstrument.EURUSD, Granularity.M1, datetime.now()
     )
     indicator = StaticIndicator(data)
     for idx, candle in enumerate(candles):
@@ -133,7 +133,7 @@ def test_indicator_equality():
     test_series = pd.Series([0, 1, 2, 3, 4])
     data = InstrumentCandles()
     candles = get_candles(
-        len(test_series), Instrument.EURUSD, Granularity.M1, datetime.now()
+        len(test_series), FxInstrument.EURUSD, Granularity.M1, datetime.now()
     )
     indicator = StaticIndicator(data)
     indicator2 = StaticIndicator(data)
@@ -153,7 +153,7 @@ def test_indicator_greater():
     test_series = pd.Series([0, 1, 2, 3, 4])
     data = InstrumentCandles()
     candles = get_candles(
-        len(test_series), Instrument.EURUSD, Granularity.M1, datetime.now()
+        len(test_series), FxInstrument.EURUSD, Granularity.M1, datetime.now()
     )
     indicator = StaticIndicator(data)
     indicator2 = SubtractIndicator(data)
@@ -173,7 +173,7 @@ def test_indicator_less():
     test_series = pd.Series([0, 1, 2, 3, 4])
     data = InstrumentCandles()
     candles = get_candles(
-        len(test_series), Instrument.EURUSD, Granularity.M1, datetime.now()
+        len(test_series), FxInstrument.EURUSD, Granularity.M1, datetime.now()
     )
     indicator = StaticIndicator(data)
     indicator2 = AddIndicator(data)

tests/unit/test_instrument_history.py

@@ -10,8 +10,8 @@
     INDEX,
     MINUTES_MAP,
     Candlestick,
+    FxInstrument,
     Granularity,
-    Instrument,
     InstrumentCandles,
 )
 
@@ -21,7 +21,7 @@ def get_candles(count: int, granularity: Granularity):
     _delta = MINUTES_MAP[granularity]
     return [
         Candlestick(
-            Instrument.EURUSD,
+            FxInstrument.EURUSD,
             granularity,
             random.uniform(0, 10),
             random.uniform(0, 10),
@@ -121,7 +121,7 @@ def test_update_wrong_instrument():
         history = InstrumentCandles(max_size=10)
         first_candle = dummy_candles[0]
         second_candle = dummy_candles[1]
-        second_candle.instrument = Instrument.GBPUSD
+        second_candle.instrument = FxInstrument.GBPUSD
 
         assert first_candle.instrument != second_candle.instrument